(E) Implied temperature warming Not disclosed (H) Other metrics [as specified] Not disclosed Metrics and targets: Physical risk Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle Metrics and targets: Physical ISP 39 PLUS N/A ISP 39.1 PUBLIC General risk What climate-related metric(s) has your organisation identified for physical risk monitoring and management? ☐ (A) Weather-related operational losses for real assets or the insurance business unit ☐ (B) Proportion of our property, infrastructure or other alternative asset portfolios in an area subject to flooding, heat stress or water stress ☑ (C) Other metrics, please specify: Physical climate risk scores dependent on different time horizon and scenario ☐ (D) Other metrics, please specify: ☐ (E) We have not identified any metrics for physical risk monitoring Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle Metrics and targets: Physical ISP 39.1 PLUS ISP 39 N/A PUBLIC General risk Provide details about the metric(s) you have identified for physical risk monitoring and management. (1) Coverage of AUM (2) Purpose To proxy which companies may be (C) Other metrics [as specified] (3) for a minority of our assets most exposed to highest physical climate risks. (3) Metric unit (4) Methodology 71