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Alberta Investment Management Corporation

PRI reporting framework 2020

Export Public Responses

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

All internally managed active corporate fixed income investments undergo screening in accordance with the AIMCo Exclusions Guidelines which covers Excluded Industries and Statutory Investment Restrictions. AIMCo does not invest directly in tobacco manufacturers, or in manufacturers of landmines, nuclear explosive devices or cluster munitions, in accordance with client investment protocols, statutory investment restrictions and international treaties signed by Canada. AIMCo does not invest in high risk geographic areas excluded by the Special Economic Measures Act (Canada) and is subject to the United Nations Act (Canada). Investments that do not meet investment grade criteria are naturally excluded from the investment universe in alignment with client statement(s) of investment policy and goals.

04.3. Additional information. [Optional]

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

other description

          Weekly reconciliations between our IT systems as well as a review of our holdings to determine if any issuers are currently held at AIMCo

06.2. Additional information. [Optional]

If a breach of fund screening criteria is identified, the AIMCo compliance department would be notified. The investment would have to be exited by the end of the same fiscal quarter for restricted industries and immediately for statutory investment restrictions.