Just Annual Report and Accounts 2023

38 | Just Group PLC | Annual Report and Accounts 2023

SUSTAINABLE INVESTMENT STRATEGY continued

Policies and frameworks We implemented our Manager Assessment Forum, which focuses on assessing the performance of our external asset managers. To complement this, a Responsible Investment Manager Assessment framework and a supporting questionnaire were developed using a variety of external guidance, such as the United Nations-backed Principles for Responsible Investing, and internal information to aid the Group in achieving its sustainability commitments by more explicitly integrating responsible investment criteria in the manager selection, appointment and monitoring process. The development of this framework is supportive of meeting our wider stewardship commitments and enables us to work more effectively with our external asset managers on responsible investment activities. The Responsible Investment Manager Assessment framework is a key input into our overall manager performance assessments.

PROGRESS IN 2023 Team

Due to the evolving nature of the responsible investment market and as the Group has continued to enhance and implement its responsible investment strategy, in 2023, we hired a further two experienced responsible investment analysts, who brought knowledge and experience in natural sciences, climate change, and sustainable development.

The table below displays a summary of the categories of questions that are included in the questionnaire.

ORGANISATION-LEVEL

FUND-LEVEL

Governance

Policy and strategy Team and culture Collaboration

Investment process/risk management Evidence of ESG integration

Stewardship

Reporting

Organisation-wide oversight

Key policies and frameworks

Resource and responsibilities

Involvement in key initiatives (e.g. net zero focused)

Evidence of engagements

Climate-related risk and emissions reporting Other Responsible Investment metrics

Internal controls and reporting

Net zero commitments

Training and development

PRI Scoring

Risk identification Influence on

investment process

KEY Net Zero Asset Owner Alliance Just Internal PRI Asset Owner Diversity Charter UK Stewardship Code Partnership for Carbon Accounting Financials

Climate change and data Overall we have continued to further integrate climate-related information into investment decision making as part of our day-to-day trading and optimisation work as well as our bottom-up credit research analysis. In particular, we have enhanced our existing emissions modelling tool which is used to analyse and project the potential future emissions of our investments to help inform investment decisions, asset allocation and our path to a net zero investment portfolio. We have supplemented this with a new tool to analyse the potential impacts of physical and transition risks of climate change. The actions we have taken and the development of these models have therefore resulted in an improvement in data quality and integrity, which will continue to be an area of focus going forward.

£ 4.9 bn of our £24bn investments portfolio are illiquid credit assets £ 0.2 bn of lifetime mortgages originated in 2023

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