ESG performance Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle FI 8 CORE OO 10 N/A PUBLIC ESG performance 1 In the majority of cases, how do you assess the relative ESG performance of a borrower within a peer group as part of your investment process? (1) SSA (2) Corporate (3) Securitised (A) We use the relative ESG performance of a borrower to adjust the internal credit ☑ ☑ ☑ assessments of borrowers by modifying forecasted financials and future cash flow estimates (B) We use the relative ESG performance of a borrower to ☑ ☑ ☑ make relative sizing decisions in portfolio construction (C) We use the relative ESG performance of a borrower to screen for outliers when ☑ ☑ ☑ comparing credit spreads to ESG relative performance within a similar peer group (D) We consider the ESG performance of a borrower only on a standalone basis and do not ☐ ☐ ☐ compare it within peer groups of other benchmarks (E) We do not have an internal ESG performance assessment ☐ ☐ ☐ methodology 127