INTRODUCTION PROMOTING CLIMATE RESILIENCE CLOSING THE PROTECTION GAP INDUCING POSITIVE SOCIETAL CHANGE GOVERNANCE APPENDIX Our Progress We are pleased to report that proactive management of ESG factors within our investment portfolio has resulted in a 70% reduction in the carbon intensity of our corporate credit and equity portfolios as measured by MSCI from December 31, 2020, to December 31, 2022, shown in the graph below. By leveraging MSCI data, we have been able to identify and increase diversification across low-carbon securities, while promptly removing carbon-intensive securities due to real-time transparency into our We have calculated that the overall MSCI investment portfolio’s exposures and risks. Over the past two years, our data coverage of the investment ESG rating for our investment portfolio portfolio through MSCI has improved by 16%, providing enhanced visibility and supporting our reporting is ‘A’. This rating is based upon the data efforts as a signatory of the UN PRI. We continue to consider investment opportunities that generate provided by MSCI, which covered >70% positive social or environmental outcomes, aligning with our approach towards responsible investing. of our portfolio as of December 31, 2022. Weighted Average Carbon Intensity of the Corporate Credit and Equity Portfolios MtCOe/$M 2 300 240 180 120 60 0 December 31, 2020 December 31, 2021 December 31, 2022 20