Sustainability Related Disclosures

Alternative Investment Fund Manager

Pursuant to EU Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability-related disclosures in the financial services sector (the “SFDR”), Audentia Capital Management Limited (“Audentia” or the “Company “) is required to disclose the manner in which sustainability factors are integrated into the investment decisions and the assessment of the likely impacts of sustainability risks.

Responsible and Sustainable Investing

The Company’s investment team always strives to promote, where applicable and appropriate, the promotion of awareness and understanding of ESG considerations and integrate the same into our investment decision making process and engagement efforts. As a result, and where appropriate, information on ESG factors and the related ESG risks are incorporated into the Company’s processes at an asset selection stage when undertaking due diligence on such asset class. Furthermore, and whenever possible, an assessment is also carried out in terms of the potential financial impact in the long-term.

When undertaking the ESG analysis, we will seek to obtain information from a variety of sources, including, but not limited to:
i. the target company itself;
ii. third party specialist data providers;
iii. brokers; and
iv. academics.

We have adopted various approaches to integrate the consideration of environmental, social, and governance (ESG) factors into our investment decision-making process.

Negative and positive screening

The Company will actively engage with its clients to understand whether they have concerns about specific activities and / or industries in order to maintain such exclusions on an on-going basis.

The Company also screens target companies/ products that promote and provide solutions that are consistent with ESG Factors and aims at including such products in the portfolios that it manages and positively recommends such products on an on- going basis.

No consideration of adverse impacts of investment decisions on sustainability factors

Audentia, due to its relatively small size and the type of assets which it includes in its investment process does not consider the Principle Adverse Impacts (“PAIs”) in its investment decision making/management process in relation to sustainability factors indicated in article 4 of the Regulation (EU) 2019/20881. PAIs are understood as those impacts of investment decisions and advice that result in negative effects on sustainability factors. Whilst Audentia supports the objectives of SFDR with respect to transparency of due diligence policies and reporting against relevant quantitative metrics in respect of portfolio investments it has chosen not to consider these impacts at this time, predominantly due to the lack of quality, consistent and readily available data with which to meet these obligations without disproportionate cost or resource implications, which may serve to impact the funds negatively.

Audentia shall keep its decision not to consider the adverse impacts of its investment decisions on sustainability factors, under regular review, and will re-evaluate the decision at least annually.

Remuneration Policy

In line with the Remuneration Policy of the Company, no variable remuneration is paid to the staff unless it is determined to be justified following a performance assessment based on quantitative (financial) as well as qualitative (non-financial) criteria.

Due to this very limited impact on the risk-profile of its clients, as well as the nature of its business, Audentia deems that there is no risk of misalignment with the integration of the sustainability risks, if any, in its investment decision making process of the Company with respect to the Collective Investment Schemes.

As such, the Company believes that its existing structures are sufficient to prevent excessive risk taking in respect of sustainability risks.

Kindly contact [email protected] for a full copy of the Company’s Sustainability Risk Policy.

Document last reviewed in November 2024

Boscalt Global Hospitality Fund SICAV-RAIF (Art 8)

1. Summary

The Fund’s investment objective is to achieve steady long-term returns, long-term capital appreciation to professional investors by investing in a hospitality core / core + Hotel Investments portfolio, focused on key urban locations in Europe and the Americas initially over a seven year term.

The Fund’s investment policy provides for investing in unsecured loans and bonds for the direct and indirect provision of medium to long-term financing in connection with the acquisition (by third parties) of real estate.

2. No sustainable investment objective

This financial product promotes environmental or social characteristics, but does not have sustainable investment as its objective.

The Fund integrates environmental, social, and governance (ESG) considerations throughout its investment decision-making processes and ownership policies, ensuring their relevance at every stage of the investment life cycle. Following the acquisition, the Fund diligently monitors ESG-related indicators and evaluates other qualitative sustainability factors for its real estate assets.

3. Environmental or social characteristics of the financial product

The environmental and social characteristics promoted by the Fund are:

  • the exclusion of activities and projects with egregious, wide-scale or irreversible adverse ESG-related impacts;
  • the improvement of energy, water, carbon, and waste performance of its investments, for the environmental part; and
  • the increase of social benefits to local communities and the diversity, inclusivity and equality across the workforce of its investments, for the social part.

This is done by implementation of sustainability programs at the level of the investments where progress and performance are regularly monitored and reported upon.

4. Investment Strategy

The Fund invests in urban hotels in the European, North American, and Latin American markets with a core/core plus strategy, meaning that assets will be acquired where the Fund identifies stabilising or mature properties which can provide a steady source of revenue.

The Fund shall not invest in properties where such ESG evaluation does not identify any area where the Fund can make sure the enviromental and social characteristics promoted are undertaken. Opportunities for improvement will be evaluated and actions will follow as possible.

The Fund will annually review and improve its processes, systems, and policies to ensure that they correspond to best practice in the selection of potential investments.

5. Proportion of Investments

The Fund is expected to invest at least 80% of its aggregate commitments in companies/assets that qualify as aligned with enviromental and social characteristics promoted. Such investment may take place either as a direct investment or acquisition of qualifying companies or assets, or as capital expenditure connected to the refurbishment or improvement of the property.

Other investments may include (i) temporary investments in liquid assets (cash) held for the purposes of servicing the day-to-day requirements of the Fund, and (ii) transactions, agreements and investments in derivatives and other financial instruments exclusively for the purposes of hedging currency or interest rate risks related to investments existing over time. Such investments should, in principle, not exceed 20% of its aggregate commitments in any given quarter.

It should be noted that due to the real estate characteristics of the Fund, NAV is only formally calculated once a year, with unaudited, informal calculations being prepared every quarter. Factors such as the general evolution of the real estate market in each particular jurisdiction, the status of the refurbishment of each particular asset and the mark-to-market of any existing hedging associated with it may impact the NAV and disrupt the planned allocation percentages explained in this section. Due to the reduced liquidity of the real estate market, the Fund may not be able to take immediate measures to restore the planned allocation percentages.

6. Monitoring of enviromental or social characteristics

In assessing, measuring, and monitoring the environmental characteristics of investments the following “sustainability indicators” will be considered. The indicators are monitored in a monthly basis and evaluated quarterly as well as annually.

  • Exclusion indicator:
    • % of companies in breach of exclusion list in the strategy section
  • Environmental indicators
    • Percentage of properties with environmental policies aimed at monitoring and improving energy, water and waste performance

Energy

  • Energy consumption (kWh) of a property
  • Percentage of the property’s energy coming from renewable sources on a monthly basis (date coming from local electricity invoice)
  • Energy use intensity (kWh per SqM)utilizing the pre-established calculations from the operators as baseline
  • Annual energy costs (Euro)
  • Amount of carbon emissions (KgCO2e)
  • Carbon intensity (kgCO2e per SqM)
  • Percentage of properties implementing environmental technical improvements and performance monitoring

Water

  • Water consumption (L)
  • Water intensity (L per SqM)
  • Water cost (Euro)

Waste

  • Amount (Kg) and type of waste generated
  • Percentage of properties with incorporated waste management measures
  • Waste intensity (Kg per SqM)
  • Social indicators
    • Employee turnover rate
    • Gender ratio among employees
    • Percentage of properties with supply chain ESG policies
    • Percentage of properties with inclusive and local recruitment policies
    • Percentage of properties that carried out community development initiatives (Free use of the property’s facilities for community events)
    • Percentage of properties with incorporated volunteer or community assist policies (Number of volunteer hours available for employees)
    • Percentage of properties with executed community financial or in-kind donations
    • Percentage of properties with policies with respect to work related harassment, anticorruption, anti-coercion, privacy and diversity, equity, and inclusion

7. Methodologies

The Fund integrates environmental, social, and governance (ESG) considerations throughout its investment decision-making processes and ownership policies, ensuring their relevance at every stage of the investment life cycle. Following the acquisition, the Fund diligently monitors ESG-related indicators and evaluates other qualitative sustainability factors for its real estate assets. The Investment Adviser guarantees the implementation of the Fund’s Environmental and Social Management System (ESMS) during various stages of investment analysis and decision-making. This system encompasses engaging with relevant stakeholders, conducting an environmental audits or assessments, and establishing appropriate data collection methods during the initial investment phase. Furthermore, it involves monthly data tracking and communication of key performance indicators (KPIs) throughout the construction and / or operational phase, 

The Fund integrates environmental, social, and governance (ESG) considerations throughout its investment decision-making processes and ownership policies, ensuring their relevance at every stage of the investment life cycle. Following the acquisition, the Fund diligently monitors ESG-related indicators and evaluates other qualitative sustainability factors for its real estate assets. The Investment Adviser guarantees the implementation of the Fund’s Environmental and Social Management System (ESMS) during various stages of investment analysis and decision-making. This system encompasses engaging with relevant stakeholders, conducting an environmental audits or assessments, and establishing appropriate data collection methods during the initial investment phase. Furthermore, it involves monthly data tracking and communication of key performance indicators (KPIs) throughout the construction and / or operational phase, as well as ongoing monitoring of performance and disclosure of both intended and unintended positive or negative impacts during the operational stage.

Lastly, the Fund has developed a Sustainability Charter specific to its business, which is tailored and implemented for each individual investment. This charter addresses crucial aspects such as social acceptability, environmental impact, governance, procurement, social relations, and occupational health and safety.standards that the property financing should fulfil in part in order not to be rejected.

8. Data Sources and Processing

The Fund sources its data from information provided by the investee companies crosschecked with results of the due diligence performed and complemented with publically available data as well as data generated by specialized providers. To ensure that the Fund meets its investment objective and eligibility requirements, data is collected and analyzed first during the due diligence stage prior to disbursement and second during the monitoring phase of investments after disbursement

Measures taken to ensure data quality;

  1. We strive to maintain data of the highest quality possible. In this regard, the information that is available to the AIFM to assess the environmental or social characteristics of an investment is run by the Investment Committee as well as informally run by experts in the matter. Additionally, in some cases, the information can be submitted for a full external due diligence, the objective of which would be to ensure that the information contained therein is true and accurate, that the potential investment will contribute to the environment and that the economics of the investment are sound.

9. Limitation to Methodologies and Data

The data collection used to measure the attainment of the enviromental and social characteristics of the Fund may be based on self-reported numbers which have not been externally verified. The combination of self-reported data and the lack of external verification can lead to few uncertainties in data output for measuring of the Fund’s social characteristics.  The Fund acknowledges the general limitations in the methodologies and data sources it is currently using, which are the same limitations across the sector. The Fund will progressively improve its methodologies to ensure that all data is reliable and accurate.

In addition, the Portfolio Manager aims to always measure sustainability factors using various data sources and cover different aspects of such factors. The philosophy behind is that sustainability is multi-dimensional and dynamic, and no single data point can capture all aspects of any environmental or social factor. 

10. Due Diligence

During due diligence, the Portfolio Manager alongside the Investment Committee shall act in accordance with the following steps: 

Step 1. Pre-investment ESG considerations:

Negative exclusion of investments:

The Fund has established a list of criteria of investment exclusions which shall be considered when first analysing a potential investment. The Fund may not invest in any asset that falls within these exclusions:

  1. Assets where the following activities, or other activities or materials deemed illegal under host country laws or regulations or international conventions and agreements, or subject to international phase-outs or bans, are carried out or promoted:
  2. Wildlife or wildlife products regulated under the Convention on International Trade in Endangered Species or Wild Fauna and Flora (CITES); or  
  3. Ozone depleting substances, PCB’s (Polychlorinated Biphenyls) and other specific, hazardous pharmaceuticals, pesticides/herbicides, or chemicals; or  
  4. Cross-border trade in waste and waste products, unless compliant to the Basel Convention and the underlying regulations  
  5. Assets where unbounded asbestos fibres are found which cannot be safely removed.
  6. Significant altercation, damage, and removal of critical cultural heritage 
  7. Pornography and/or prostitution;
  8. Destruction of High Conservation Value (HCV) areas;
  9. In the event that any of the following products form a substantial part of a project’s primary financed business activities: 
    1. Tobacco;  
    2. Alcoholic beverages (except beer and wine);  
    3. Gambling, casinos and equivalent enterprises;  
  10. Investments which result in limiting people’s individual rights and freedom, or violating of human rights.

Step 2. ESG Due Diligence:

After the approval of the Investment Committee, in the due diligence phase, the Fund seeks to identify the full extent of the property’s existing activities from an ESG perspective, define potential targets as well as establish baseline data on energy, water, carbon, and waste and benchmark current performance against a peer competitive set. Baseline data on governance policies and management (when acquiring properties) and workforce demographics are also gathered during this due diligence phase.

Step 3. Post-investment:

During the post-investment phase, continuous ESG monitoring, and improvement is undertaken. All established environmental and social indicators set by the Fund are monitored, and a regular review is conducted during the monthly Management Committee meeting with the Operator, as well as internally managed by the property’s Sustainability Committee. Based on this review, the ESG Management System is evaluated and updated as needed for decision-making purposes, and communication or marketing activities are defined to engage with stakeholders and the local communities.

11. Engagement Policies

Company dialogue is an important part of the Portfolio Manager’s sustainability framework, as they believe engagement is generally the best strategy for contributing to improving sustainability and responsible behaviour in companies. As a general rule, the Portfolio manager intends to exercise its voting rights in investee companies.

The Portfolio Manager aims to protect and grow the value of investments by ensuring that the portfolio companies diligently mitigate risks and have the lowest possible capital costs, by acting responsible, and at the same time encouraging companies to grow earnings by pursuing investment opportunities that support the goals of society and the global community. This forms the basis for the principles for exercising the voting rights.

12. Designated Reference Benchmark

No reference benchmark has been designated for the purpose of attaining the environmental and social characteristics promoted by the Fund.

Ecoener Inversiones Fund (Art 9)

1. Summary

The investment objective of the Fund is to produce positive returns and capital growth by investing its assets directly or indirectly through SPVs as set out in the Offering Memorandum.

Investments in the renewable energy industry will be predetermined. However, instruments will be made in light of the circumstances and market conditions in which investment opportunities arise. The Fund’s aim is to acquire mid or late-stage development projects which present attractive risk profiles. For these types of development projects, mid or late “greenfield” stage with strong market knowledge, operating expertise and positive development characteristics will be used. To make this assessment, The Fund shall rely on industry experience to analyze land rights, technical studies, project design, permits, environment, project finance components, project arrangements and construction.

 These targeted investments focus on “ready to build” projects. Investments in mid-stage projects include construction, start-up and operation.

2. No significant harm to the sustainable investment objective

Investments made by the fund will not lead to an increased adverse impact of the current climate and expected future climate on the activity itself.

The Fund only invests into clean energy assets, thus only investing in sustainable assets. The first control mechanism of the sustainability risks and the adverse impacts of the sustainability risks is based on the limitation of the range of assets which the Fund can invest in. The investments were defined based on the following investment approaches:

  • Negative/exclusionary screening – only investing in clean energy real assets;
  • Sustainability-themed investing – Focused on decentralized clean energy assets.
  • Active ownership – In most cases, the Fund will be the owner of the assets and the
    contracts serving those assets.

Impact Investing – Selection of deals will be done based on the positive impact generated by investing into the assets owned (in some cases not only limited to their environmental impact, but also impact on the local economy and society).

Furthermore the investment universe for the Fund is carefully screened, seeking to ensure that it does not contribute to human or labour rights violations, corruption, serious environmental harm and other actions which may be perceived to be unethical. The Fund’s investments were considered in relation to social, environmental and ethical criteria based on the following internationally recognised guidelines and principales:

  • the UN Global Compact;
  • the OECD Guidelines for Multinational Enterprises;
  •  the United Nations Guiding Principles on Business and Human Rights
  • the Ottawa Convention (international agreement on the prohibition of anti-personnel mines); and
  • the Convention on Cluster Munitions.

The Fund does not invest in companies involved in the production of tobacco, production of pornography, or weapons which through normal use violate basic humanitarian principles. In addition, emphasis shall be placed on forward-looking assessments of the underlying companies, including any plans which will change the level of power generating capacity.

The sustainable investments of the Fund are aligned with the OECD Guidelines for Multinational Enterprises and the UN Guiding Principles on Business and Human Rights.

The Fund follows the principles and rights set out in the eight fundamental conventions identified in the Declaration of the International Labour Organisation on Fundamental Principles and Rights at Work and the International Bill of Human Rights.

3. Sustainable Investment Objective of the Financial Product

The sustainable investment objective of the Fund is to have an impact on the use of energy, renewable energy, raw materials, water and land, on the production of waste, and greenhouse gas emissions. Additionally, the whole investment scope of the Fund has, as an ultimate benefit, the reduction of carbon emissions, as it is supporting the upgrading of real estate assets into the use of clean energy assets for generation, consumption and energy efficiency.

Therefore, by investing in the Fund the investor will be contributing to a reduction of carbon emissions, as the Fund’s investments will actively help to increase the use of renewables.

4. Investment Strategy

For the achievement of its investing objective the fund invests its assets directly or indirectly through SPVs (as set out in the Offering Memorandum), however, always investing in transferable securities, in securities issued by companies that invest in wind farms and/or solar plants whose equity securities are not listed on a stock exchange in compliance with the requirements applicable to regulated financial instruments.

The Fund may also make investments in equity securities, equity related securities (including preferred equity, convertible debt or similar securities) fixed income securities, any other interest, investments or rights in companies operating in the renewable energy sector and any other sector in which an opportunity could be identified. These investments may be made in the context of acquisitions, raising of venture capital and mezzanine financing. Investments are mainly made in the Canary Islands, Spain.

The sustainable investment objective of the Fund is to have an impact on the use of energy, renewable energy, raw materials, water and land, on the production of waste, and greenhouse gas emissions. Additionally, the whole investment scope of the Fund has, as an ultimate benefit, the reduction of carbon emissions, as it is supporting the upgrading of real estate assets into the use of clean energy assets for generation, consumption and energy efficiency.

5. Proportion of Investments

The Fund shall only invest in sustainable products in the renewable energy sector. It is to be noted that all sustainable investments are made indirectly through SPVs.

6. Monitoring of Sustainable Investment Objective

The Investment Manger, will, on an ongoing basis, evaluate if the sustainable investment objective has been attained.

7. Methodologies

As indicated in section 3 “Sustainable Investment Objective of the Financial Product”, the Fund’s investment strategy to attain its sustainable objective will be achieved by assessing potential investments via proprietary environmental, social and governance (“ESG”) investment methodology.

This methodology incorporates investment standards according to an ESG database, which uses data from multiple leading ESG data providers as well as internal and public sources to derive proprietary combined scores for various environmental and social objectives. In order to achieve this objective, the Fund’s investments should make a net positive contribution to sustainability. The aim is that the Fund’s sustainable goals will be met if the portfolio, as a whole, will make a net contribution to sustainability based on the investments. For avoidance of doubt, a net contribution to sustainability should be understood as a positive environmental outcome.

The following sustainability indicators are used to measure the attainment of the sustainable investment objectives of the Fund:

  • Avoided emissions are “emissions that would have been released if a particular action or intervention had not taken place”. Avoided emissions can appear throughout third parties’ value chains depending on the type of product or service offered and how this product or service affects operations.
  • To quantify an amount of potential avoided emissions (“PAE”), a baseline must be established. The baseline describes what would have occurred if the product or service had not been made available. The PAE are obtained from the difference in greenhouse gas emissions (“GHG”) emissions between the baseline level and the scenario where the product or service is made available.
  • The Fund considers principal adverse impacts on sustainability factors as referred to in Article 7(1)(a) of SFDR.

8. Data Sources and Processing

  • Data sources used to attain the sustainable investment objective of the Fund;
  1.  Internal due diligence documentation
  2.  Experts reports available online, including periodic reports on the renewable energy sector issued by governing bodies and non-profit organizations among others
  3.  External due diligence reports prepared by reputable sources, in some cases
  4. Informal conversations with experts
  5. Information available on the Spanish Government website and various portals (primarily on the Ministry of Energy as well as the Ministry for Ecologic Transition)
  6.  Publicly available information from websites such as https://globalwindatlas.info/ and https://globalsolaratlas.info/
  7. Spanish Government permits and licenses to develop new renewable energy plants
  • The measures taken to ensure data quality;
  1. We strive to maintain data of the highest quality possible. In this regard, the information that is available to the AIFM to assess the sustainability of an investment is run by the Investment Committee as well as informally run by experts in the matter. Additionally, in some cases, the information can be submitted for a full external due diligence, the objective of which would be to ensure that the information contained therein is true and accurate, that the potential investment will contribute to the environment and that the economics of the investment are sound.
  • Proportion of data estimated:
  1. When planning the construction of a new renewable energy plant, some information such as the potential output of the plant has to be estimated based on historical averages of the solar irradiation in the area or the wind strength. This is always an estimation, but historically these figures tend not to vary much and therefore should be good indicators as to the potential output of the plant.
    Furthermore, the tons of CO2 emissions avoided as a consequence of renewable energy generation is also estimated according to the methodology of the Spanish Energy Department.

9. Limitation to Methodologies and Data

Assessing a company’s sustainability status may have challenges related with the need for improved quality of the sustainability data available. Challenges include:

  1. Sustainability analysis requires a broad range of supplementary data and data quality enhancements to ensure robustness, as sustainability data may initially be insufficient and incomplete
  2.  Sustainability is a dynamic process and changes over time.
  3. Sustainability should be measured based on the companies’ current position as well as the forward-looking trajectory, and if possible with the addition of measures of sentiments and perceptions of the companies’ sustainability standards but backward looking information fails to capture direction of travel.

These challenges are addressed by:

  1. Use of varied data sources and sustainability dimensions; and
  2. Real time controversies screening to ensure potential issues are addressed early.

In addition, the Investment Manager aims to always measure sustainability factors using various data sources and cover different aspects of such factors. The philosophy behind is that sustainability is multi-dimensional and dynamic, and no single data point can capture all aspects of any environmental factor.

10. Due Diligence

Investments are mostly carried out in unlisted equity or debt securities from SPVs which willcarry out projects to develop new renewable energy plants, primarily wind and solar. In this regard, most of the due diligence carried out is specific to each project and may vary depending on the typology, but below are some of the primary considerations taken when considering a new investment:

  1. Availability of land rights to develop, build and operate the renewable energy project. Actually, regarding wind farms and whenever possible, we look forward to sharing land agreements under which traditional farming activities are able to go on, and “co-habit” with the new energy infrastructure. This helps increase sustainability of the projects, as we are able to maintain the traditional activities carried out in the area and which generally have a positive effect on society and the environment. We reject projects located on conservation areas.
  2. the wind blow or solar irradiation metering, allowing for a profitable development. This is one of the key factors to consider when building a renewable energy plant and the reason why many of the projects in which the fund invests are in the Canary Islands, as it’s one of the regions with highest solar irradiation rates and constant strong winds. a) https://globalsolaratlas.info/ provided by The World Bank Group is a good reference for solar, using data from Solargis which combine a series of global, regional and country GIS data layers and poster maps, to support the scale-up of solar power in the world) b) https://globalwindatlas.info/ is similar but for wind information
  3. based upon the above, a figure for the tons of CO2 greenhouse emissions avoided are calculated, according to Spanish Energy Department methodology
  4. obtention of the environmental permit, checking out the mitigation measures to be carried out along with the construction.
  5. Project design: electric lines must be buried underground so as to minimize negative landscape and environmental impact

11. Engagement Policies

Company dialogue is an important part of the Investment Manager’s sustainability framework, as they believe engagement is generally the best strategy for contributing to improving sustainability and responsible behaviour in companies. As a general rule, the Investment Manager intends to exercise its voting rights in investee companies. 

The Investment Manager aims to protect and grow the value of investments by ensuring that the portfolio companies diligently mitigate risks and have the lowest possible capital costs, by acting responsible, and at the same time encouraging companies to grow earnings by pursuingsustainable opportunities that support the goals of society and the global community. This forms the basis for the principles for exercising the voting rights.

12. Attainment of the Sustainable Investment Objective

The Fund has not designated a reference benchmark for the purpose of attaining its sustainable investment objective. The Fund’s investment strategy to attain its sustainable objective will be achieved by assessing potential investments via proprietary ESG investment methodology.

Document last reviewed in November 2024