Investing in the climate transition

We believe managing climate transition risk is critical for long-term resilience and competitiveness as economies, regulations and markets evolve toward a lower-carbon future. 

Our Core Plus Climate Transition Strategy actively invest in firms that recognize the need to drive the speed of the transition to a lower carbon economy, while supporting efforts to be more resilient in a warmer world. We invest with a dual objective, which we believe are equally important and positively aligned to deliver:

Performance Outcome

A proven and unique portfolio construction process
A methodology that allows for the integration of both traditional performance and climate ideas
Competitive performance

Climate Outcome

A unique investment universe designed to foster climate change mitigation

Lower emissions than typical Canadian Fixed Income strategies

Encouraging improvement through engagement

Our approach

The strategy invests principally in investment-grade-rated Canadian dollar denominated bonds issued by Canadian governments and corporations.  We look beyond emissions to identify the winners from the transition across a broad range of sectors. First, we exclude more carbon-intensive fossil fuel companies. Our corporate debt investments focus on companies either mitigating or adapting to climate change or are transition- oriented, while leveraging our scale and influence to engage with portfolio companies. This approach can lead to the following investor benefits: profitable growth, resilience across market cycles and influencing positive outcomes.

Portfolio construction

In addition to the more traditional forms of alpha, in fixed income, we harness portfolio construction as a separate and unique alpha source. The benefit of this is an ability to accept and work with meaningful investment constraints while broadly preserving the risk/reward relative to unconstrained strategies. This alpha source also allows us to create a portfolio that better balances returns across various market outcomes in a manner that does not involve substantial tradeoffs. The leveraging of this alpha source is especially useful alongside our proprietary climate transition risk model that covers a broad range of industries and seeks to reduce decarbonization and physical climate risks embedded in value chains. This approach provides us with greater certainty while concurrently delivering on both investment and climate objectives.

Back transition

The journey to net zero presents risks and opportunities across all sectors. Our focus on solutions and transition themes allows us to identify companies whose services and products deliver tangible climate outcomes. It also helps maximise the strategy’s opportunity set and potential to deliver consistent, long-term outperformance. 

Leaders in stewardship and engagement

Portfolio holdings are targeted with two timebound engagement asks: Science-based targets and CDP disclosures. We also actively engage with governments, policymakers, NGOs, academics and other key influencers to correct material market failures.

Key risks

Fixed income investments have a reputation for safety but are not without risks. The risks below are illustrative. Other risks also exist. For further information, please contact our investment team.

Interest rate risk

Changes in interest rates are one of the most important factors that could affect the value of an investment. Rising interest rates tend to cause the prices of fixed income securities to fall. Callable fixed income debt securities are likely to be called when interest rates are falling because the issuer can refinance at a lower rate. This strategy will make the use of bond futures or forwards to minimize unintended interest rate risk when making an allocation to non-Canadian dollar securities.

Foreign exchange risk

All exposures to fluctuations in foreign currency movement against the Canadian dollar will be substantially hedged by use of currency forwards.

Credit risk

The credit rating or financial condition of an issuer may affect the value of a fixed income debt security. Generally, the lower the quality rating of a security, the greater the expected risk that the issuer will fail to pay interest fully and return principal in a timely manner. Adverse economic conditions or changing circumstances may weaken the capacity of the issuer to pay interest and repay principal and may cause a security to lose some or all of its value.

Liquidity risk

All investments carry liquidity risk, that is the risk that a security will not be able to be sold in a timely and cost- effective manner. An investment may be less liquid if it is not widely traded and such investments may experience significant deviations in pricing from their fundamental intrinsic value. As all bond market securities, Canadian fixed income instruments are subject to liquidity risk. Liquidity in the government of Canada and provincial bond market is relatively high, while liquidity in the Canadian investment-grade corporate bond market is moderate. Liquidity in the global high-yield bond market is poor to moderate. Liquidity risk will vary with changes in market tone and macro risk.

Sustainability risk

The level of sustainability risk may fluctuate depending on which investment opportunities the Investment Manager identifies. This means that the strategy is exposed to Sustainability Risk which may impact the value of investments over the long term.

Core Plus Climate Transition team

Aviva Investors Climate Change Views

Disclaimer: These views are authored by various individuals within Aviva Investors.

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