Just Annual Report and Accounts 2021

FINANCIAL STATEMENTS

STRATEGIC REPORT

GOVERNANCE

certification when complete. In addition, Just Group invested a further £68m in private placement social housing. Further details are available in the inaugural Green/ Sustainability Bond allocation report, which is available alongside the Sustainable Investment Framework at justgroupplc.co.uk/investors/esg . In parallel, Just has established the Green/Sustainability Bond Forum. The forum’s function is to discuss the proposed investments and approve their eligibility towards our bond commitments, to monitor the investment pipeline and to provide progress updates to the Investment Committees. As investors, Just benefits from further asset diversification, while supporting the transition to a low carbon economy via renewable energy, clean transportation and green building investments. Furthermore, we expect to continue increasing the Group’s exposure to social investments including local authority loans, social housing, care facilities, student accommodation, and other areas that have a positive social purpose. We invest in emerging market social finance as a social asset to fund the commodity value chain in second and third world countries, and the transportation of those soft commodities to end markets. Separately, a significant proportion of our investments are in lifetime mortgages, which fulfil an important social purpose by helping people in later life to release equity from their home to supplement their pension income, finance home adaptations/improvements or to make gifts to support children and grandchildren, typically to finance deposits for a home. LOOKING TO THE FUTURE To make successful investments that deliver good economic returns it is important to be proactive to anticipate regulatory requirements, to ensure we protect our reputation and manage our risks. In October 2020, the government announced that it would review certain features of the prudential regulatory regime for insurance firms, known as Solvency II. One of the objectives of this review was to modify the prudential regime to support insurance firms in providing long-term capital to underpin UK economic growth and productivity, including investments that contribute towards the transition to a green economy and infrastructure improvements as part of the government’s “Build back better” programme. Our framework will evolve over time to adapt to changing requirements. During 2021, we refined our investment approach to the mining sector and utilities, with no new investment going forward in companies that use coal for the majority of their power generation. As well as incorporating externally provided ESG ratings on investee companies, we have developed our own internal framework to provide a consistent approach when assessing the responsible credentials of an investment. This scoring system is an input to the investment decision, alongside other factors including fundamental credit quality, pricing and liability matching. You can read about our Responsible Investment Framework and our approach to decarbonising our investment portfolio in the next section of this report on page 26. CLIMATE CHANGE To assess, map and mitigate emerging risks, including climate change, we need accurate data and effective measurement systems. To achieve our net zero commitments, we have invested in training to develop the capabilities of our colleagues, developed our organisational capabilities and are evolving our data quality and information sources. As part of our development work going forward, we continue to explore opportunities to enhance how we exercise our stewardship duties such that we can influence and support market best practice. As part of this, we are identifying opportunities to engage collaboratively and directly with the companies we invest in and are considering other wider market based engagements. Furthermore, we will continue to regularly engage with our external asset managers to monitor and challenge them on the way they consider fundamental and ESG factors as part of their investment decision making process and stewardship activities.

31 Dec 2021 £m

31 Dec 2020 1 £m

31 Dec 2019 1 £m

Dedicated ESG assets (IFRS valuation basis)

334 172 221 193

381 146 221 121

308

Renewable energy – wind Renewable energy – solar

67

Local authority

200

Social housing – private

92

21

Green buildings

Eligible under Sustainable Investment Framework Social housing – public Emerging market social finance Total dedicated ESG assets

941

869

667

533 105

502

106

79

53

1,579

1,450

826

15,277 10.3%

Bond portfolio

12,982 11,860 11.2% 7.0%

As % of total bond portfolio

1 Prior year figures have been restated due to re-classification.

21

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