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PriorNilsson Fonder

PRI reporting framework 2020

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
Corporate (financial)
Corporate (non-financial)
Negative/exclusionary screening
Positive/best-in-class screening
Norms-based screening

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

Our ESG research supplier is performing bi-annual norm-based screenings of our portfolio companies. Our criteria for exclusion (based on international principles and frameworks) and black lists are also narrowing our investment universe ex-ante. 

This is the same approach as for every other asset class in our investment management, including our fixed income investments.

04.3. Additional information. [Optional]

We do not conduct any own ESG factor screenings, but we follow recommendations from others. E.g. the bi-annual AP7 screening, based on ESG factors such as negative environmental impact, breaches of international standards for human rights, labor rights, civil rights and corruption. These AP7 screenings result in a black list which is then used as a criteria of exclusion.

Our external ESG research provider performs norms-based screenings of our holdings (fixed income as well as listed equities). The norms used in this screening are the principles and commitments we're adhering to via our SWESIF's sustainability declaration for funds (HÃ¥llbarhetsprofilen).

FI 05. Examples of ESG factors in screening process (Private)

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
Negative/exclusionary screening
Norms-based screening

06.2. Additional information. [Optional]

In fixed income, there are often data issues when we screen or analyze non-listed corporations. We are analyzing the best we can the available information, but out third-party ESG research provider may not be able to screen accurately our fixed income assets.