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Ohman Fonder

PRI reporting framework 2020

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Organisational Overview
Basic information [OO 01 - 09] Asset class implementation gateway indicators [OO 10 - 12] Peering questions [OO LE 01 - HF 01]
Strategy and Governance
Investment policy [SG 01 - 04] Objectives and strategies [SG 05 - 06] Governance and human resources [SG 07 - 08] Promoting responsible investment [SG 09 - 11] Outsourcing to fiduciary managers and investment consultants [SG 12] ESG issues in asset allocation [SG 13 - 15] Innovation [SG 18] Communication [SG 19]
Direct - Listed Equity Incorporation
ESG incorporation in actively managed listed equities [LEI 01 - 10] Implementation processes [LEI 01 - 10] (A) Implementation: Screening [LEI 04 - 06] (C) Implementation: Integration of ESG factors [LEI 08 - 10] ESG incorporation in passively managed listed equities [LEI 11] Outputs and outcomes [LEI 12 - 13]
Direct - Listed Equity Active Ownership
Overview [LEA 01] Engagement [LEA 02 - 08] Outputs and outcomes [LEA 09 - 11] (Proxy) voting and shareholder resolutions [LEA 12 - 21]
Direct - Fixed Income
ESG incorporation in actively managed fixed income [FI 01 - 12] Implementation processes [FI 01 - 03] (A) Implementation: Screening [FI 04 - 06] (B) Implementation: Thematic [FI 07 - 09] (C) Implementation: Integration [FI 10 - 12] ESG incorporation in passively managed fixed income [FI 13] Fixed income - Engagement [FI 14 - 16] Outputs and outcomes [FI 17 - 18]
Confidence building measures
Confidence building measures [CM1 01 - 07]
Export Public Responses
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You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » Implementation processes

実施プロセス

FI 01. Incorporation strategies applied

以下を記載してください。 （1）組織でアクティブ運用する債券投資について、どのESG組み入れ戦略や組み合わせを使用しているか（2）各戦略が適用されるアクティブ運用債券投資合計の割合（+/- 5%）
SSA
100 スクリーニングのみ
0 テーマのみ
0 統合のみ
0 スクリーニング + 統合戦略
0 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%
社債（金融）
0 スクリーニングのみ
0 テーマのみ
0 統合のみ
100 スクリーニング + 統合戦略
0 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%
社債（非金融）
0 スクリーニングのみ
0 テーマのみ
0 統合のみ
90 スクリーニング + 統合戦略
10 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%
証券化商品
100 スクリーニングのみ
0 テーマのみ
0 統合のみ
0 スクリーニング + 統合戦略
0 テーマ + 統合戦略
0 スクリーニング + テーマ戦略
0 3つの戦略すべての組み合わせ
0 組み入れ戦略を適用していない
100%

01.2. 特定のESG組み入れ戦略を選択している理由と、使用する戦略の組み合わせを説明してください。

It is our belief that ESG considerations is essential in order to be able to assess the risks which could impact an issuers creditworthiness. Hence, we have decided to take a systematic approach to ESG incorporation within fixed income through a combination of the strategies below.

Screening is applied (quarterly) to all our fixed income investments. This strategy was chosen to meet client demands, but also because we believe that certain business practices simply are misaligned with a sustainable development and therefore not eligible for investment.

Thematic strategy is applied primarily to our Green Bond fund, but all our corporate bond funds can and do invest in both green bonds and sustainability bonds. In addition to second opinion and third-party reviews, we also conduct our own assessment of the issuer’s green bond framework in order to make sure that the use of proceeds meet our sustainability criterias.

Integration strategy. All fixed income mandates are managed in-house, in close collaboration between our fixed income team and ESG-team. We have taken a systematic approach to ESG integration which is explained in more detail in section FI 10-12.

01.3. 補足情報 [任意]

In terms of SSA, we only invest in Swedish sovereign bonds and Swedish municipalities, which we assess as having good governance and low ESG-risk. 

FI 02. ESG issues and issuer research

02.1. 発行体に対する分析の一部として体系的に調査するESG要因を明示してください。

SSA
社債（金融）
社債（非金融）
証券化商品
環境データ
社会的データ
ガバナンスデータ

02.2. 入ってくるESG情報のフォーマットと主な情報源を明示してください。

この情報の提供者を説明してください
この情報の提供者を説明してください
この情報の提供者を説明してください
この情報の提供者を説明してください

02.3. 使用されているESG情報を簡単に説明してください。ESG組み入れ戦略全体における情報源の違いを明らかにしてください。

We use two main data providers for ESG data and research on. In addition to this, we also conduct our own issuer-specific assessment in-house - which is more qualitative in nature - to complement the quantitative rating from the ESG data provider.

We have developed sector specific ESG scorecards including the most material aspects that could affect certain issuers or industries. These scorecards have been developed by the ESG-team in collaboration with the portfolio managers, outlining how relevant each ESG variable is, its potential risk and its importance for the credit valuation. The inhouse-scorecards use ESG data from third parties as input, based on which we then build our own materiality framework and assessment. We use ESG data from different providers in order to be able to benchmark different metrics and make sure the information is reliable and robust.

Our current ESG data and research providers are Refinitiv (raw ESG company data), Sustainalytics (raw ESG company data and issuer-specific analysis) as well as sell-side research, for example from the credit rating agencies. We also use public information and industry benchmarks/rankings as input.

02.4. 補足情報 [任意]

FI 03. Processes to ensure analysis is robust

03.1. 組織のESG調査プロセスの堅牢性を確保する方法を記載してください。

03.2. ESG情報または分析を投資チーム内で共有する方法を記載してください。

03.3. 補足情報 [任意]

We have an ESG research log where ESG analysts add company-specific research notes, for example after company presentations and meetings. For more information on the materiality framework and ESG scorecards which we use and regularly update, see FI 10. 

The portfolio managers always have access to this log. The ESG-team send ESG-updates to relevant portfolio team when a change is made for example when a company issues a new bond. These ESG-updates includes a short comment, the company's ESG risk profile and the ESG-teams' view/outlook on this particular issuer. Through these updates the ESG-team also notify portfolio managers about the engagement process and potential changes in our assessment.

If an issuer has high ESG risk rating, and if the ESG team has a negative outlook for the specific issuer, this is discussed at regular meetings with the portfolio team and the ESG team (monthly). Depending on the outcome, we could decide to engage or divest.
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