ESG incorporation in portfolio construction Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle ESG incorporation in portfolio LE 6 CORE OO 10 LE 6.1 PUBLIC 1 construction How do ESG factors influence your portfolio construction? (2) Active – quantitative (3) Active – fundamental (A) The selection of individual assets within our portfolio is ☑ ☑ influenced by ESG factors (B) The holding period of individual assets within our ☑ ☑ portfolio is influenced by ESG factors (C) The portfolio weighting of individual assets within our ☑ ☑ portfolio or benchmark is influenced by ESG factors (D) The allocation of assets across multi-asset portfolios is influenced by ESG factors ☐ ☐ through the strategic asset allocation process (E) Other expressions of ☐ ☐ conviction (please specify below) (F) The portfolio construction or benchmark selection does not ☐ ☐ explicitly include the incorporation of ESG factors 107