Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle OO 6.1 FI CORE OO 6 FI N/A PUBLIC Fixed income 1 What type of screening is applied to your internally managed active fixed income? (2) Fixed income – (3) Fixed income – (1) Fixed income – SSA corporate securitised (A) Positive/best-in-class 0.0% 0.0% 0.0% screening only (B) Negative screening only >75% >75% >75% (C) A combination of positive/best-in-class and 0-25% 0-25% 0-25% negative screening Externally managed assets Type of PRI Indicator Dependent on Gateway to Disclosure Subsection indicator Principle OO 5.2 LE, OO 5.2 OO 6.1 Externally managed OO 6 SAM CORE PUBLIC 1 FI SAM assets Which ESG incorporation strategy and/or combination of strategies apply to your externally managed active listed equity and fixed income? (1) Listed equity - (2) Fixed income – SSA (3) Fixed income – external - external corporate - external (A) Screening alone 0.0% 0.0% 0.0% (B) Thematic alone 0.0% 0.0% 0.0% (C) Integration alone 0.0% 0.0% 0.0% (D) Screening and integration 0.0% 0.0% 0.0% 16
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