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United Nations Joint Staff Pension Fund

PRI reporting framework 2020

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You are in Indirect – Manager Selection, Appointment and Monitoring » Listed Equity and Fixed Income Strategies

上場株式(LE)および債券(FI)

SAM 01. ESG incorporation strategies

01.1. 以下のESG組み入れ戦略のうち、外部運用会社が組織に代わって上場株式および・もしくは債券資産について導入・実施するよう義務付けているものを明示してください。

アクティブ投資戦略

アクティブ投資戦略
上場株式
債券 - SSA​
スクリーニング
テーマ
統合(インテグレーション)
上記のいずれも行っていない

パッシブ投資戦略

パッシブ投資戦略​
上場株式
スクリーニング
テーマ
統合(インテグレーション)
上記のいずれも行っていない

01.2. 補足情報 [任意]

Active Equity Strategy 

External equity managers are required to follow PRI principles and they are not permitted to own tobacco or armament securities.  As of September 2019, OIM has also committed to the complete dievestment and exclusion of thermal coal. We do not have any external fixed income managers.  Most of the Fund's assets are internally managed. 

Passive Equity Strategy 

Transition to a Low Carbon Economy More investors – from global institutions to individuals – are looking to address the risk of climate change within their portfolios.

Moving beyond divestment allows portfolio to balance between carbon reduction and seeking similar risk/return as the broad market

  • Maintain global stock exposure by placing as a core or satellite equity holding to reduce carbon footprint of your portfolio

How the index is built

  • An optimization process aims to minimize the carbon exposure, subject to constraints*.
  • The carbon exposure of a security is measured in terms of its greenhouse gas (GHG) emissions and its potential carbon emissions from fossil fuel reserves.

Apply the following constraints:

  • Tracking Error: 30 basis points • Sector Weight: +/- 2% absolute sector difference vs Parent Index.   (Energy sector has no weight constraints) • Country Weight: +/- 2% absolute country difference vs Parent Index • Issue weight: Single security maximum weight restricted to 20 times the Parent Index Weight • Minimum number of constituents: 400

Rebalanced Semi-annually


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