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PRI reporting framework 2020

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ESG incorporation in passively managed listed equities

LEI 11. ESG issues in index construction

11.1. Indicate if you manage passive listed equity funds that incorporate ESG factors in the index construction methodology.

11.2. Indicate the percentage of your total passive listed equity funds for which ESG factors are incorporated in the index construction methodology.

ESG incorporation in index construction methodology (% of total passive listed equity funds)

11.3. Specify index/fund name, provide a brief description of ESG methodology and indicate which of the following ESG incorporation strategies you apply.

Index/fund name and brief description of ESG methodology

ESG incorporation strategy

We have one portfolio (no funds). For the portfolio we have developed an ESG methodology. We first exclude certain sectors such as for example tobacco, controversial weapons etc. Then we pick the companies in each remaining sector with the highest ESG scores and end up with a portfolio with around 500 companies. We have only half the energy sector compared to index.

11.4. Additional information. [Optional]

          
        

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