Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle ESG incorporation in portfolio LE 6.1 CORE LE 6 N/A PUBLIC 1 construction In what proportion of cases did ESG factors influence your portfolio construction? (2) Active – quantitative (A) The selection of individual assets within our portfolio is influenced by ESG (2) in the majority of cases factors (B) The holding period of individual assets within our portfolio is influenced by ESG (2) in the majority of cases factors (C) The portfolio weighting of individual assets within our portfolio or benchmark is (2) in the majority of cases influenced by ESG factors (3) Active – fundamental (A) The selection of individual assets within our portfolio is influenced by ESG (1) in all cases factors (B) The holding period of individual assets within our portfolio is influenced by ESG (2) in the majority of cases factors (C) The portfolio weighting of individual assets within our portfolio or benchmark is (1) in all cases influenced by ESG factors 108
AGI Public RI Report Page 107 Page 109