Percentage coverage out of your total listed equities where screening strategy is applied (A) Positive/best-in-class 0.0% screening only (B) Negative screening only >75% (C) A combination of positive/best-in-class and 0-25% negative screening Fixed income Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle OO 6 FI CORE OO 5.2 FI Multiple, see guidance PUBLIC Fixed income 1 Which ESG incorporation strategy and/or combination of strategies do you apply to your internally managed active fixed income? (2) Fixed income – (3) Fixed income – (1) Fixed income – SSA corporate securitised (A) Screening alone 0.0% 0.0% 0.0% (B) Thematic alone 0.0% 0.0% 0.0% (C) Integration alone 0-25% 0-25% 0-25% (D) Screening and integration 50-75% 50-75% 50-75% (E) Thematic and integration 0.0% 0.0% 0.0% (F) Screening and thematic 0.0% 0.0% 0.0% (G) All three strategies combined 0.0% 0-25% 0.0% (H) None 0-25% 0-25% 25-50% 15