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ACTIAM

PRI reporting framework 2020

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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » Implementation processes

Implementation processes

FI 01. Incorporation strategies applied

Indicate (1) Which ESG incorporation strategy and/or combination of strategies you apply to your actively managed fixed income investments; and (2) The proportion (+/- 5%) of your total actively managed fixed income investments each strategy applies to.
SSA
80 Screening alone
0 Thematic alone
0 Integration alone
20 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
0 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (financial)
0 Screening alone
0 Thematic alone
0 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
100 All three strategies combined
0 No incorporation strategies applied
100%
Corporate (non-financial)
0 Screening alone
0 Thematic alone
0 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
100 All three strategies combined
0 No incorporation strategies applied
100%
Securitised
5 Screening alone
0 Thematic alone
0 Integration alone
0 Screening + integration strategies
0 Thematic + integration strategies
0 Screening + thematic strategies
95 All three strategies combined
0 No incorporation strategies applied
100%

01.2. Describe your reasons for choosing a particular ESG incorporation strategy and how combinations of strategies are used.

We chose to use a combination of screening, integration and/or thematic strategies for meeting our ESG goals. This enables us not only to identify the companies that violate our Fundamental Investment Principles (screening), but also to include ESG-considerations in our investments, evaluating companies according to their performance and capacity to transition towards the so-called 'safe and just space' (integration). Additionally, we focus on the themes climate, water and land, building up each company's score. Our inhouse developed methodology combines sustainable and financial materiality. 

Likewise our equities approach, we exclude or start engagement (if viable) with companies that violate our ESG policies. We invest in sustainable activities (for example through green bonds) to actively contribute to the transition to a low carbon and sustainable economy. Via the ESG-score introduction we have a thematic approach to climate, water and land. We measure and report on results of the first two themes. In 2019, we have renewed our policy, introducing a framework where companies are categorized as 'non-adaptive', 'at risk' or 'adaptive', determining the most suitable investment strategy. Finally, the ACTIAM ESG Score and its process is applicable for both Fixed Income as well as Listed Equity. 

01.3. Additional information [Optional].


FI 02. ESG issues and issuer research

02.1. Indicate which ESG factors you systematically research as part of your analysis on issuers.

Select all that apply
SSA
Corporate (financial)
Corporate (non-financial)
Securitised
Environmental data
Social data
Governance data

02.2. Indicate what format your ESG information comes in and where you typically source it

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

Indicate who provides this information  

02.3. Provide a brief description of the ESG information used, highlighting any differences in sources of information across your ESG incorporation strategies.

ACTIAM uses several sources of information. First of all, we use external data providers for both qualitative and quantitative ESG information, which is used for our screening and integration strategies. Secondly, we have an in-house ESG team that collects and provides information, including data for the thematic overlay. In addition, we use external specialised data providers for carbon emissions data in order to calculate the carbon footprint of our portfolios. For our impact alignment (SDGs) we have an exclusive partnership with an external company. We also team up with NGOs that have specific data or background on companies (FSC, GreenPeace, BBFAW amongst others). In-house FI portfolio manager and sell-side information is used in the investment decision process.

02.4. Additional information. [Optional]


FI 03. Processes to ensure analysis is robust

03.1. Indicate how you ensure that your ESG research process is robust:

specify description

          ESG scores are integrated into our administrative system. External audit is done on the annual report including ESG information as water, carbon footprint and ESGscore
        

03.2. Describe how your ESG information or analysis is shared among your investment team.

          Internal committees, including CEO&CIO, evaluate the ESG policies and proposals for exclusion and inclusion, changes in the ESG scores, as well as engagement information
        

03.3. Additional information. [Optional]


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