(E) We do not incorporate ESG risks into our financial modelling ☐ ☐ and equity valuations Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle LE 3.1 CORE LE 3 N/A PUBLIC ESG incorporation 1 In what proportion of cases do you incorporate the following material ESG risks into your financial modelling and equity valuation process? (2) Active - Quantitative (A) We incorporate governance-related risks into financial modelling and equity (2) in the majority of cases valuations (B) We incorporate environmental and social risks into financial modelling and equity (2) in the majority of cases valuations (3) Active - Fundamental (A) We incorporate governance-related risks into financial modelling and equity (2) in the majority of cases valuations (B) We incorporate environmental and social risks into financial modelling and equity (2) in the majority of cases valuations Assessing ESG performance 104