(D) We do not conduct regular reviews. Risk reviews of ESG factors are conducted at the ☐ ☐ ☐ ☐ discretion of the individual fund manager and vary in frequency (E) We do not conduct reviews ☐ ☐ ☐ ☐ that incorporate ESG risks Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle FI 13 CORE OO 10 N/A PUBLIC ESG risk management 1 Do you regularly identify and incorporate ESG incidents into the investment process for your fixed income assets? (1) SSA (2) Corporate (3) Securitised (4) Private debt (A) Yes, we have a formal process in place for regularly identifying and incorporating ESG incidents ○ ○ ○ ○ into all of our investment decisions (B) Yes, we have a formal process in place for regularly identifying and incorporating ESG incidents ◉ ◉ ◉ ◉ into the majority of our investment decisions (C) Yes, we have a formal process in place for regularly identifying and incorporating ESG incidents ○ ○ ○ ○ into a minority of our investment decisions (D) Yes, we have an ad hoc process in place for identifying ○ ○ ○ ○ and incorporating ESG incidents (E) We do not have a process in place for regularly identifying and ○ ○ ○ ○ incorporating ESG incidents into our investment decision-making 131