Metric Code Metric Source TOPIC: PROFESSIONAL INTEGRITY FN-IB-510b.4 Description of approach to ensuring professional Code of Conduct integrity, including duty of care Code of Ethics for Finance Professionals 2022 ESG Report (p. 59–60) Confict of Interest Policy TOPIC: EMPLOYEE INCENTIVES & RISK TAKING FN-IB-550b.3 Discussion of policies around supervision, control 2022 Form 10-K (p. 81–84, 148, Note 2 167–187) and validation of traders’ pricing of Level 3 assets 2023 Proxy Statement (p. 41) INTRODUCTION and liabilities ENVIRONMENTAL MORTGAGE FINANCE TOPIC: DISCRIMINATORY LENDING SOCIAL FN-MF-270b.1 (1) Number, (2) value and (3) weighted average 2022 Form 10-K (Note 12, p. 225–241) Loan-to-Value (LTV) ratio of mortgages issued to GOVERNANCE (a) minority and (b) all other borrowers, by FICO scores above and below 660 APPENDICES FN-MF-270b.3 Description of policies and procedures for ensur- Fair Lending Overview ing nondiscriminatory mortgage origination List of Acronyms TOPIC: ACTIVITY METRICS Global Reporting Initiative Index FN-MF-000.A (1) Number and (2) value of mortgages originated 2022 Form 10-K (p. 66, footnote e) by category: (a) residential and (b) commercial Sustainability Accounting Standards Board Index Prohibited Activities and Sensitive Sectors Activities and Locations 69