Responsible Investments Report 2021

Our Responsible Investment overlays

20

Investment-led engagement

Investment-led engagement is a key and distinctive part of our investment approach for our most ESG focused products.

Investment-led engagement relates to ESG-related risks or opportunities identified by Portfolio Managers (PMs), financial analysts or the RI team via our company assessments. These

engagements are done in close collaboration between the PM and the RI team.

Investment-led engagement

PMs of invest- ment boutiques • Fundamental Equities • Multi Asset • EM Debt

Goal setting

Communication

• RI team • PM

• RI team • PM

• RI team

Engagement Idea

Engagement

PMs and the RI team engage proactively with companies in the most ESG focused portfolios when we see material ESG risks that may not be adequately managed or opportunities that may not be fully capitalised on. Together the PMs and RI team identify risks and opportunities within the our hold- ings, and set engagement goals and milestones to track the engagement. The engagement goals vary, depending on the investment process and level of ESG integration of an indi- vidual investment product. The characteristics of the engagement goals may differ between different investment boutiques. For example, in fun- damental equity products, the engagement focus may be on ESG topics that could impact the the company’s financial per- formance or valuation metrics.

Our quant based and fixed income investment products, on the other hand, can target ESG topics where a holding is underper- forming and aim to improve the company’s ESG score in order to retain it in the investable universe. In addition, investment-led engagements in fixed income prod- ucts may target companies that are currently un-investable for a strategy due to their insufficient ESG performance, and aim to improve it in order to be able to include them. Finally, our thematic products will naturally primarily focus their engagements to addressing topics and performance con- nected with the theme of the product.

Examples of engagement topics

Fundamental Equities

Multi Asset

Investment decision Investment evaluation Company financial performance Company ESG risk profile

EM Debt

Company ESG risk profile Company ESG score

Science Based Targets Initiative engagement

RI

IR

PM

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