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Nuveen, a TIAA 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)
Securitised
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

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

The Responsible Investing team manages the development, enhancement and oversight process for the ESG criteria used to establish ESG branded products. For ESG funds in the TIAA and CREF fund families, such as the Social Choice Bond Fund, the team annually coordinates a comprehensive review of the strategy’s approach for implementing the ESG criteria and selected research provider for approval by the Fund’s Independent Board of Trustees. 

Nuveen uses negative screening to prevent investment in markets that are subject to legal state and federal sanctions, such as Iran. In addition, all public market securities within the TIAA-CREF Funds Complex (CREF, TIAA-CREF Funds, TIAA Separate Account VA-1 and TIAA-CREF Life Funds) and the General Account avoid investment in four oil and gas companies that continue to have material operations in Sudan.

04.3. Additional information. [Optional]

ESG-focused strategies are subject to certain positive/ best in class and norms-based ESG criteria. Our criteria for ESG-focused strategies takes a robust approach, significantly altering the investable universe to focus on true ESG leaders and to demonstrate ESG quality above the benchmark. For corporate issuers, the ESG evaluation process is conducted on an industry- specific basis and involves the identification of material key performance indicators, favouring companies with leadership relative to peers. Typically environmental assessment categories include climate change, natural resource and biodiversity, waste management and environmental opportunities. Social evaluation includes human capital and labor management, product safety and access to services and products. Governance assessment includes corporate governance practices and business ethics. Sovereign issuers are assessed on ESG risk management and performance across the following areas: natural resources conservation, climate change vulnerability, human capital development, access to basic services, and economic , financial and political governance.

For tax-exempt municipal ESG strategies, municipal issuers are eligible for the strategy by demonstrating ESG leadership as determined by our proprietary ESG scores. Municipal issuers are assessed on material factors relevant to the municipal sector. For example, hospitals are assessed on ESG outcomes such as quality and affordability of care, whereas water utilities are assessed on water quality and water stress risk. 


FI 05. Examples of ESG factors in screening process

05.1. Provide examples of how ESG factors are included in your screening criteria.

Type of fixed income

ESG factors

Screening

Description of how ESG factors are used as the screening criteria

We remain cautious on an automotive company given the company’s absence of strategic clarity, the product mix, the below average controls for product safety, and lack of board independence. We are underweight in the name across total return accounts and the issuer is not eligible in our ESG focused strategies where we invest in best in class issuers. We spent 2019 opportunistically reducing exposure as spreads tightened in and we wait for the company to show signs that it is effectively executing on its $11B multi-year “fitness” program.  The company has not clearly defined this restructuring effort, but has simply stated that it goes beyond financial charges to address certain strategic and structural issues. The company faces challenges with its product mix and markets as it has one of the weakest pipelines for electric vehicles. The slower transition to EV likely means that the company will need to significantly increase its capital expenditures to catch up with its competitors. Also, there is increased potential for fines due to failing to meet more stringent EU omission regulations.  Additionally, the company faces higher number of recalls due to product quality and safety issues which has increased costs to its bottom line.  All of these challenges could likely continue to weigh on cash flow generation for the next several years.  Finally, the Family remains a large stakeholder which has the potential to slow and impede the long-term strategy implementation.

Type of fixed income

ESG factors

Screening

Description of how ESG factors are used as the screening criteria

In reviewing two Michigan county credits for inclusion in our Intermediate ESG Municipal Strategy, we noted both counties had similar overall credit profiles such as 3rd party credit ratings, per capita income and debt/accounting metrics.  However, the two counties had very different ESG performance according to our proprietary ESG scoring methodology.  When evaluating the ESG factors relevant for this sector, we identified that County A performed in the top 99% of all counties within the state on health outcomes (such as quality and length of life) whereas County 2 was in the bottom 33% of counties within the state on the same factor.  Better performance on health outcomes led to inclusion of County A in our Intermediate ESG Municipal Strategy, whereas County 2 was ineligible for our strategy. Using ESG factors proved to be a way to reveal relative value among two municipalities with similar credit profiles as determined by traditional credit metrics.  

Type of fixed income

ESG factors

Screening

Description of how ESG factors are used as the screening criteria

We restricted  investment in both equity and debt securities issued by four companies with ties to Sudan due to concerns about potential involvement in human rights abuses

05.2. Additional information.


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

other description

          Automated IT systems generate warnings for our portfolio managers if they attempt to invest in securities whose issuers do not meet the positive screening criteria.
        
Norms-based screening

other description

          Automated IT systems generate warnings for our portfolio managers if they attempt to invest in securities whose issuers do not meet the positive screening criteria
        

06.2. Additional information. [Optional]


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