ARABESQUE S-RAY® Contents III

A New Perspective ESG I. Group Information II. Arabesque S-Ray Introduction III. Arabesque S-Ray Services RAY® - Contents ARABESQUE S Group Information Across the Arabesque Group, we utilise cutting-edge research to Deliver sustainable and transparent financial solutions • Construction of investment strategies and management of investment products • Various investment structures available (e.g. mutual funds, SMAs,…) • Global presence with clients in USA, Europe, MENA, Asia • Investment philosophy defined by the integration of non-financial data and the implementation of a quantitative investment process • Arabesque S-Ray® spun out of Arabesque Asset Management Ltd. in 2017 • S-Ray is a quantitative and data-driven technology developed to assess the sustainability performance of 7,000+ global publicly listed companies • Assessing companies’ sustainability performance under four distinct sustainability measurements (GC Score, ESG Score, Preferences Filter and Temperature™ Score) RAY® - • Arabesque AI® spun out of Arabesque Asset Management Ltd. in 2019 • Development of the proprietary AI Engine – a massively distributed computational graph consisting of 255 million nodes and 750 million edges, built using our proprietary technology Our Group • Calculation of signals generated by the AI engine and utilized in investment products ARABESQUE S 4 Our non-executive Board is comprised of global leaders in corporate sustainability Barbara Dr Carolyn Yolanda Georg Kell Krumsiek Woo John Ruggie Kakabadse Carlo Kölzer Kate James Chairman of the Former CEO and Former CEO and Berthold Beitz Former President Founding partner Former Chief Arabesque President of President of Professor in of WWF and member of Communications Group and Calvert Catholic Relief Human Rights International 360T’s Group Officer at the Bill founding Investments Services and International Executive Board and Melinda Executive Affairs, Harvard and Deutsche Gates Foundation Director of the Kennedy School Börse Group RAY® - UN Global Management Compact Committee member Our BoarD ARABESQUE S 5 A timeline of Arabesque’s journey since 2013 2013 2014 2015 2016 2017 2018 2019 2020 Management Launch of the Publication of Strategic Launch of Launch of Arabesque S-Ray DWS Group buyout from first UCITS fund: Arabesque’s partnership with Arabesque S- Arabesque GmbH Series A invests in Barclays Bank Arabesque report ‘From the BIMB Investment Ray® Systematic USA with new Arabesque AI and Systematic Stockholder to in Malaysia (40 Act Fund) investors Allianz Georg Kell establishment of the Stakeholder’ X, Commerz Accenture invests in Global media announced as Arabesque with the Arabesque S-Ray Real AG, DWS Arabesque S-Ray coverage on Chairman of University of GmbH Group, Heleba Arabesque Arabesque Oxford established Digital and Land Goldbeck, Roland including New Berger, Carlo Large-scale Hessen York Times, FT Koelzer invest into distribution Arabesque and Bloomberg expands Board Launch of Arabesque Holding agreement with Arabesque AI Accenture of Directors S-Ray S-Ray RAY® - partnerships Temperature™ launched with Score released BNY Mellon, State Street and S&P Global Our Journey JP Morgan publishes ARABESQUE S research on S- Ray 6 Introduction 7 The challenges of sustainability Data Our products and solutions have been developed to help overcome common challenges around ESG data Challenges of ESG Data Data Human Analysts Slow Reporting Greenwashing quantity, quality and creating biased ESG data reported on through anecdotal CSR transparency information an annual basis reports RAY® - IntroDuction ARABESQUE ARABESQUE S 8 Arabesque S-Ray® leverages big Data and artificial intelligence to assess Companies’ sustainability performance Arabesque S-Ray is a quantitative data tool that analyses the sustainability performance of over 7,000 of the world’s largest listed corporations using self-learning quantitative models and data scores. The quantitative technology of S-Ray enables clients to evaluate the alpha impact of sustainability, and our dynamic, daily frequency data products and services are used by some of the world’s leading financial institutions, investors, corporations and consultants. RAY® - IntroDuction ARABESQUE ARABESQUE S 9 Arabesque S-Ray is a transparency tool to assess corporate sustainability Four unique ways to assess ESG performance Covering over 90% of global market cap, S-Ray uses an ever-expanding and diverse range of data to GC Score A normative assessment of companies create quantitative metrics for the assessment of based on the principles of the UN Global Compact. corporate performance. ESG Score An evaluation of a company’s performance on the ESG topics that are The quantitative methodology of S-Ray allows for financially material to its business. Temperature Score the constant addition of inputs for greater coverage A metric that quantifies how corporations are contributing to the rise in global of companies, more comprehensive ESG scoring, temperature through their GHG emissions. and competitive pricing. Preferences Filter A search tool that checks the business RAY® - involvements of companies, and flags Ray Scores those involved in certain activities. - S ARABESQUE ARABESQUE S 10 Multiple Lenses Investors Perspective • GC Score tracks reputational risk • Developed for Arabesque’s investment process • ESG Score evaluates companies’ management • S-Ray scores are accessed by global investors with trillions of dollars of assets under management • Preferences Filter aligns investments with values • ESG materiality across 22 sustainability features • Temperature™ Score assesses climate impact and action • Alpha indicator for investors Daily Scoring Quantitative Methodology • Algorithmic approach RAY® • 150 million data points processed daily - • Diverse set of data sources • 250+ ESG long-term metrics • No human analysts to avoid behavioral biases • 30,000 sources of NGO & News signals • Scalable as it allows for constant addition of • 7,300+ global public companies Differentiators inputs ARABESQUE ARABESQUE S 11 The Global Compact Score is used to exclude companies with increased reputational risk A normative assessment of corporates based on the United Nations Global Compact Non-Compensatory Approach Every GC principle starts with a 1 weight of 25%, but gets more weight allocated as the score starts dropping below 50. With over 9,000 corporate signatories from over 160 countries, the UN Global Compact is the world’s largest Normative Assessment corporate sustainability initiative. The GC Score provides a The score analyses the behavior of normative assessment of companies based on the four 2 companies against UNGC principles, independently of their core principles of the UN Global Compact: Human Rights, sector. Labour Rights, the Environment and Anti-Corruption. Reputation & Controversy RAY® - The score serves as an indication 3 of the reputational risk companies are exposed to due to controversies. GC Score ARABESQUE ARABESQUE S 12 The ESG Score is measuring how well companies are managed Our ESG Score helps to identify long-term outperformance 22 Sustainability Topics We measure and combine 1 companies’ performance relative to a variety of The ESG Score identifies sustainable companies that are sustainability issues. better positioned to outperform over the long term, based on the principles of financial materiality. When Materiality Analysis computing the ESG Score of a company, our algorithms 2 We assign higher importance to the will only use information that significantly helps explain sustainability topics that better explain financial performance of a company. future risk-adjusted performance. Materiality is applied by over-weighting features with higher materiality and Investment Upside RAY® rebalancing these weights on a rolling quarterly basis. - Considering the principle of financial 3 materiality, it is possible to assess which companies may outperform in the long run. ESG Score ARABESQUE ARABESQUE S 13 The Preference Filter permits the alignment of investments with your values A toolkit that enables a flexible approach to screening Business Involvement Flags 13 standard and 2 specialised controversial business involvements of companies in the At S-Ray we acknowledge that there is no one definition of form of revenue stream. sustainability – it means different things to different people, corporations, and countries. To that end, the Preference Filter takes a flexible approach to screening that allows investors to fine-tune Transparent It does not penalize companies the filter and align it with their values. The Preference Filter is the based on their involvement, just provides a binary signal. perfect complement to the S-Ray ESG and GC scores, providing individuals with a full toolkit to incorporate both exclusionary screening and ESG integration into their responsible investing RAY® - process. Customized Used to tailor an investment portfolio to your personal values. Preferences Filter ARABESQUE ARABESQUE S 14 Coverage Our clients have access to the sustainability performance of over 90% of global market cap Region # Companies North America 2,794 Asia 1,923 Europe 1,614 Australasia 390 South America. 195 RAY® - Africa 169 Middle East 95 Others 60 Coverage ARABESQUE ARABESQUE S 15 The Temperature Score quantifies the extent to which companies contribute to global temperature rise Evaluating a company’s contribution to the climate crisis Score Climate Impact Target ™ Companies receive a near-term and long-term Has the company set a target with the

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