(A) The selection of individual assets within our portfolio is influenced by ESG (1) in all cases factors (B) The holding period of individual assets within our portfolio is influenced by ESG (2) in the majority of cases factors (C) The portfolio weighting of individual assets within our portfolio or benchmark is (3) in a minority of cases influenced by ESG factors ESG incorporation in assessment of issuers Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle ESG incorporation in assessment of FI 7 CORE OO 10 N/A PUBLIC 1 issuers When assessing issuers'/borrowers' credit quality, how does your organisation incorporate material ESG risks in the majority of cases? (1) SSA (2) Corporate (3) Securitised (4) Private debt (A) In the majority of cases, we incorporate material governance- ○ ○ ○ ○ related risks (B) In addition to incorporating governance-related risks, in the majority of cases we also ◉ ◉ ◉ ◉ incorporate material environmental and social risks (C) We do not incorporate material ESG risks for the ○ ○ ○ ○ majority of our credit quality assessments of issuers/borrowers 126