Climate Change Data

Capital Fund Management S.A.

Climate Impact & Sustainability Data (2022)

Reporting Period: 2022

Environmental Metrics

Total Carbon Emissions:Not disclosed
Scope 1 Emissions:Not disclosed
Scope 2 Emissions:Not disclosed
Scope 3 Emissions:Not disclosed
Renewable Energy Share:Not disclosed
Total Energy Consumption:Not disclosed
Water Consumption:Not disclosed
Waste Generated:Not disclosed
Carbon Intensity:Not disclosed

ESG Focus Areas

  • Climate Change
  • Diversity
  • Governance

Environmental Achievements

  • Purchased 2600, 2000, and 2000 Carbon Credits Units (tCO2eq) in 2020, 2021, and 2022 respectively, for a total of over 20,000 euros each year.
  • Reduced air travel by employees leading to lower carbon emissions in 2021 and 2022 compared to 2020.

Social Achievements

  • Maintained a professional gender equality index score of 88/100, 86/100, and 89/100 in 2020, 2021, and 2022 respectively.
  • Launched volunteering during office hours via Wenabi platform (8 hours/year since October 2021).
  • Sponsored events like Girls who Code and Women in Machine Learning and Data Science.
  • Provided financial donations and internship opportunities focusing on women and socio-economically disadvantaged candidates.
  • Supported internal employee resource groups.

Governance Achievements

  • Established a Sustainability Committee in March 2020 comprising 4 members of CFM's Managing Board and key personnel.
  • Created a Responsible Investment taskforce and a CSR taskforce to implement ESG integration objectives and improve CFM’s environmental footprint and societal impact.

Climate Goals & Targets

Long-term Goals:
  • Not disclosed
Medium-term Goals:
  • Not disclosed
Short-term Goals:
  • Not disclosed

Environmental Challenges

  • Lack of large-scale, verified, consistent ESG data across all investment pools, especially for sector-neutral approaches in long-short equity portfolios.
  • Complexity and breadth of investment universe making it challenging to provide meaningful quantitative metrics of financial risks linked to ESG criteria.
  • Difficulty in systematically and consistently determining which underlying assets meet the EU Taxonomy criteria due to a lack of broad market-standard datasets.
Mitigation Strategies
  • Continuously seeking to improve access to meaningful data and integrate new relevant datasets as they emerge.
  • Supporting shareholder motions demanding more transparency from companies on climate change strategies and risks.
  • Introducing ESG reporting around exposures held on single-name issuers and their associated carbon footprint information in monthly factsheets.

Supply Chain Management

Supplier Audits: Not disclosed

Responsible Procurement
  • Not disclosed

Climate-Related Risks & Opportunities

Physical Risks
  • Flooding
  • Storms
  • Precipitation
  • Temperature
Transition Risks
  • Not disclosed
Opportunities
  • Not disclosed

Reporting Standards

Frameworks Used: TCFD, UN PRI, SFDR

Certifications: Null

Third-party Assurance: Not disclosed

UN Sustainable Development Goals

  • Not disclosed

Not disclosed

Sustainable Products & Innovation

  • Not disclosed

Awards & Recognition

  • Not disclosed