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Stichting Shell Pensioenfonds

PRI reporting framework 2020

You are in Direct - Fixed Income » ESG incorporation in actively managed fixed income » (A) Implementation: Screening

A) 実施:スクリーニング

FI 04. Types of screening applied

04.1. 実施するスクリーニングの種類を記載してください。

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社債(非金融)
ネガティブ/ 排他的スクリーニング
ポジティブ/業界最高のスクリーニング
基準に基づくスクリーニング

04.2. 組織内でアクティブ運用している債券に適用するスクリーニングのアプローチを記載してください。

ESG incorporation in investment decision making: All internal Fixed Income Corporate portfolio managers have access to MSCI ESG data. This includes ESG Ratings & Research, Controversial Conduct scores and Climate Change metrics. The data is used as an input for portfolio monitoring and is considered as part of the risk/return analysis when making investment decisions.

Green bonds: The market for green bonds is increasing for Corporate Credit offerings and is considered in the security-selection phase. SSPF has a positive attitude towards this asset category and green bonds will be added to the portfolio where deemed appropriate.

Engagement: SSPF has recruited Hermes EOS for engagement activities on its corporate credit holdings.

Exclusions: PMs refrain from owning financial instruments of companies on the SSPF exclusion list. This could be because of involvement in the manufacture, sale or distribution of cluster munitions and anti-personnel landmines, or because of controversial conduct/UNGC non-compliance combined with unsuccessful engagement.

04.3. 補足情報 [任意]


FI 05. Examples of ESG factors in screening process (Not Completed)


FI 06. Screening - ensuring criteria are met

06.1. 債券投資においてファンドスクリーニングの基準に違反がないことを確認するために組織が使用しているシステムを記載してください。

スクリーニングの種類
ネガティブ/排他的スクリーニング​
ポジティブ/業界最高のスクリーニング

その他

          See below (under FI 06.2).
        
基準に基づくスクリーニング​

その他

          See below (under FI 06.2).
        

06.2. 補足情報 [任意]

Positive/best-in-class screening : There is a preference for certain ESG characteristics, so if an instrument exhibits these characteristics, it should be chosen over its peers - assuming all other characteristics are equal. There is no formal (case-by-case) check that this is done, but regular reports show the positioning of the portfolios on these ESG characteristics versus their benchmark.  

Negative/exclusionary screening / norms-based screening: PMs refrain from owning financial instruments of companies on the SSPF exclusion list. This could be because of involvement in the manufacture, sale or distribution of cluster munitions and anti-personnel landmines or because of controversial conduct/UNGC non-compliance combined with unsuccessful engagement (ultimum remedium).


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