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Elo Mutual Pension Insurance Company

PRI reporting framework 2020

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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (A) Implementation: Screening

(A) Implementation: Screening

FI 04. Types of screening applied

04.1. Indicate the type of screening you conduct.

Select all that apply
SSA
Corporate (financial)
Corporate (non-financial)
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

04.2. Describe your approach to screening for internally managed active fixed income

In corporates we use the MSCI data for screening the portfolio and markets in general. Screening is done to understand the risks in the specific investment and on a portfolio level. We screen for certain elements like CO2 emissions, controversial weapons, tobacco companies, global compact and positive impact. The thematic approach involves for e.g CO2 intensity and positive impact within the credit portfolio.

In SSA we pursue to avoid making investments in the lowest quartile countries based on the Corruption Perception Index.

04.3. Additional information. [Optional]


FI 05. Examples of ESG factors in screening process (Private)


FI 06. Screening - ensuring criteria are met

06.1. Indicate which systems your organisation has to ensure that fund screening criteria are not breached in fixed income investments.

Type of screening
Checks
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

06.2. Additional information. [Optional]


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