Issue 3, 2016


The Nordic Fund Selection Journal issue highlights the increasing focus on responsible investment and sustainability among Nordic investors, exemplified by Finnish pension company Varma's pioneering climate change policy aiming to significantly reduce the carbon footprint of its investments by 2020. The Church of Sweden's challenges in sourcing ESG-conscious hedge fund managers underscore the scarcity of sustainability-integrated alternatives, while Swedish AP funds face legislative uncertainty regarding sustainability mandates amid investment restrictions. Institutional investors are also becoming less patient with underperforming fund managers, often firing within two years, highlighting market pressures on asset managers.

On real estate investments, several Nordic pension funds caution against buying in an increasingly crowded and high-valued European property market, with some opting to sell or shift strategies by partnering with developers or diversifying geographically. The direct investment model, while preferred for control by funds like ATP, entails notable reputational risks, as seen in governance issues in co-owned Swedish property company Rikshem. Convertible bonds emerge as an overlooked asset class offering asymmetrical risk-return profiles that can add equity exposure with downside protection, although their hybrid complexity and unclear portfolio classification pose challenges for institutional investors. Finally, AP2 exemplifies a large Nordic pension fund successfully undertaking extensive insourcing and diversification efforts across asset classes, incorporating ESG considerations, and advocating for active climate risk management in portfolios.

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Table of content

Tax Avoidance and Transparency in the Nordic Region

The Panama Papers leak has spotlighted tax avoidance as a critical reputational and financial risk, especially for institutional investors and pension funds. Nordic investors like Swedish Folksam and Finnish Varma emphasize tax transparency and corporate responsibility, with calls for stronger regulatory frameworks and investor engagement to combat aggressive tax planning.

Swedish Church’s Challenges with ESG Hedge Funds

The Church of Sweden faces scarcity of hedge funds integrating sustainability into their DNA, preferring those with strong ESG values. It has increased alternatives exposure, real estate, and green bonds, despite challenges like shorter durations and sustainability paradoxes exemplified by electric car energy sources.

Varma’s Bold Climate Change Policy

Varma has introduced an extensive climate change policy with measurable carbon footprint reduction targets across equity, corporate bond, and real estate investments. The strategy includes engaging hedge fund managers on climate policies and establishing a dedicated portfolio to invest in companies benefiting from climate change.

Swedish AP Funds’ Legislative and Investment Challenges

Financial authorities debate investing restrictions and sustainability legislations for AP funds. While liberalization of quantitative investment restrictions remains stalled, efforts continue to push sustainability-focused rules, encountering mixed responses from fund executives and politicians.

Investing in Catastrophe Bonds

Catastrophe bonds offer investors risk premia uncorrelated with traditional market risks, providing alternative returns in a low yield environment. Experienced managers use proprietary active trading to maintain portfolio optimality, appealing to those seeking diversification from market volatility.

Risk Factor Investing and Market Impact

Despite concerns about a smart beta crash, research indicates a surprisingly modest market effect from factor investing inflows. Factors continue to present diversification benefits, with performance varying across different styles and asset classes. Investors are advised to focus on long-term diversification over timing.

European Real Estate Market Outlook

The European real estate market shows signs of becoming a seller’s market, with several Nordic pension funds selling domestic holdings to rebalance portfolios or reduce home bias. Investors confront high valuations, limited opportunities in prime markets, and uncertainties linked to interest rates and foreign investment flows.

Direct Real Estate Investments and Control – ATP’s Approach

ATP has shifted from indirect property fund investments abroad to direct majority stakes to retain control. The pension fund remains cautious amid competitive pricing, focusing on core markets in Europe and selective residential investments in Denmark, while steadily growing its real estate exposure.

Governance and Reputation Risks in Direct Investments

The Rikshem real estate governance case involving Swedish pension funds AMF and AP4 illustrates the reputational risks in direct ownership. It underscores the complexities of joint ventures even with like-minded investors and the importance of stringent oversight and transparency in direct property holdings.

Convertible Bonds – Complexity and Opportunities

Convertible bonds present asymmetric risk-return profiles combining fixed income protection and equity upside. Despite strong historical performance and Solvency II advantages, investors face challenges in complexity, portfolio placement, and manager selection. Market use has shifted post-crisis from hedge fund arbitrage toward long-only strategies.

PKA’s Implementation of Risk Premia Strategies

PKA transformed its equity approach by diversifying towards traditional and alternative risk premia, aiming for comparable returns with lower volatility. The fund has developed an alternative investment arm focusing on direct and co-investments to reduce costs and increase control, exploring future collaborations with other pension funds.

Swedbank Robur’s Focus on Responsibility and Trust

Swedbank Robur’s CEO Tomas Hedberg addresses challenges due to closet-indexing controversies and regulatory shifts, emphasizing client trust, transparency, and cost competitiveness. The firm prioritizes active management quality, sustainability integration, and navigating reputational impacts linked to ownership changes and market scrutiny.

Insights from the Nordic Fund Selection Forum 2016

At the Nordic Fund Selection Forum, industry leaders highlighted market volatility, long-term active management, factor investing, and ESG integration. The event featured discussions on global and emerging equities, sector concentration, active risk, and evolving investment mandates amid economic and political uncertainties.

Nordic Asset Management Industry Updates and Personnel Moves

Recent developments include leadership changes at Skagen, ATP, and Pensam; strategic hires at asset management firms entering Nordic markets; and fund selection process centralization at Ålandsbanken, reflecting ongoing structural, regulatory, and competitive trends in the region’s asset management landscape.

About Nordic Fund Selection Journal and Tell Media Group

Nordic Fund Selection Journal is a leading publication targeting Nordic asset management professionals, providing news, analysis, interviews, roundtables, and in-depth reports. Published by Tell Media Group, it connects institutional investors, fund selectors, and managers, featuring comprehensive coverage of the Nordic investment industry.