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(B) We monitor long-term ESG trends for the majority of our ◉ ◉ ◉ ○ assets (C) We monitor long-term ESG trends for a minority of our ○ ○ ○ ◉ assets (D) We do not continuously monitor long-term ESG trends in ○ ○ ○ ○ our investment process Thematic bonds Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle FI 19 CORE OO 6 FI N/A PUBLIC Thematic bonds 1 How do you determine which non-labelled thematic bonds to invest in? ☑ (A) By reviewing the bond's use of proceeds ☑ (B) By reviewing companies' ESG targets ☑ (C) By reviewing companies' progress towards achieving ESG targets ☐ (D) We do not invest in non-labelled thematic bonds Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle FI 20 CORE OO 6 FI N/A PUBLIC Thematic bonds 1, 2, 6 What action do you take in the majority of cases where proceeds of a thematic bond issuer are not allocated to the original plan? ☑ (A) We engage with the issuer ☐ (B) We alert regulators ☐ (C) We alert thematic bond certification agencies ☑ (D) We sell the security ☐ (E) We publicly disclose the breach ☑ (F) We blacklist the issuer ☐ (G) Other action, please specify: ☐ (H) We do not take any specific actions when proceeds from bond issuers are not allocated in accordance with the original plan 133

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