Responsible Investments Report 2021

Our Responsible Investment overlays

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Exclusions

While our experience proves that active ownership can often be an effective tool to improve ESG performance, manage risk and identify opportunities, some types of economic activity or corporate behaviour are not compatible with our vision of returns with responsibility. Such companies are excluded as a matter of firm-wide policy. In addition, specific strategies have further screening criteria, corresponding to their level of ESG focus.

NAM excludes companies involved in serious breaches of international norms where engagement is deemed not to be possible or effective. For example, we ban investment in companies active in the production of controversial weap- ons, including – but not limited to – cluster munitions and anti-personnel mines as well as nuclear weapons. NAM also does not invest in companies deriving more than 10% of their revenues from thermal coal and excludes companies involved in the production of fossil fuels from oil sands (10% revenue threshold) or through arctic drilling (5% revenue threshold). For this purpose, we maintain a firm-level exclusion list that

applies to all Nordea-branded investment strategies 22 . Any addition to – or removal from – the list is decided by the RIC. Our exclusion list is publicly available here. In addition to the firm-wide exclusion list, a substantial and growing part of NAM’s strategies is also subject to our Paris- Aligned Fossil Fuel (PAFF) Policy, which excludes companies involved in fossil fuel production, distribution or services if they do not have a recognised strategy to achieve an emissions path that is consistent with the Paris Agreement’s goal. More details on our PAFF Policy can be found here.

NAM’s corporate wide ESG positions

Exclusions:

Enhanced due diligence on:

Biodiversity

Good governance

Controversial weapons

Board diversity

Government sanctions

Thermal coal mining (10% 23 ) Coal mining (30% 23 )

Climate change

Human Rights

Conflict areas

Soft commodities

Oil Sands (10% 23 )

Corruption

Tax transparency

Arctic drilling (5% 23 )

Deforestation

Water

22) With the exception of any holdings by such strategies in external funds and index derivatives and selected discretionary mandates on clients’ request. 23) Revenue threshold.

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