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AMF

PRI reporting framework 2020

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You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (A) Implementation: Screening

(A) Implementation: Screening

LEI 04. Types of screening applied

04.1. Indicate and describe the type of screening you apply to your internally managed active listed equities.

Type of screening

Screened by

Description

Every six months we perform norms-based negative screening for all our equities and corporate bonds. We co-operate with an external specialist, Sustainalytics, for the norms-based screening.

As of 2018, AMF screens and divests from coal mining companies (10% of revenue threshold). 

Screened by

Description

We invest mainly in companies within the MSCI ACWI ESG Leaders Index. Portfolio Managers have the option to invest outside the index if they engage actively with the company in order to influence the investee to improve its ESG work. Special documentation of the case is called for, it is a comply or explain process.

Screened by

          •Ottawa convention
 •Convention on cluster munitions (CCM)
 •Chemical weapons convention (CWC)
 •Biological weapons convention (BWC)
 •Treaty of the non-proliferation on nuclear weapons (NPT)
        

Description

We largely base our support of norms and conventions on what norms and conventions that are supported by the Swedish Government. 

04.2. Describe how you notify clients and/or beneficiaries when changes are made to your screening criteria.

Any changes to the norms and conventions for AMF to follow are established with the Board of Directors of AMF. 


LEI 05. Processes to ensure screening is based on robust analysis

05.1. Indicate which processes your organisation uses to ensure ESG screening is based on robust analysis.

05.2. Indicate the proportion of your actively managed listed equity portfolio that is subject to comprehensive ESG research as part your ESG screening strategy.

05.3. Indicate how frequently third party ESG ratings are updated for screening purposes.

05.5. Additional information. [Optional]


LEI 06. Processes to ensure fund criteria are not breached (Private)


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