(B) We anticipate how the evolution of ESG factors may ☑ ☑ ☑ ☑ change the ESG profile of the debt issuer (C) We do not incorporate the evolution of ESG factors into our ☐ ☐ ☐ ☐ fixed income asset valuation process Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle ESG incorporation in asset FI 3.1 CORE FI 3 N/A PUBLIC 1 valuation In what proportion of cases do you incorporate the evolution of ESG factors into your fixed income asset valuation process? (1) SSA (A) We incorporate it into the forecast of cash flow, revenues and profitability (2) in the majority of cases (B) We anticipate how the evolution of ESG factors may change the ESG profile of (2) in the majority of cases the debt issuer (2) Corporate (A) We incorporate it into the forecast of cash flow, revenues and profitability (2) in the majority of cases (B) We anticipate how the evolution of ESG factors may change the ESG profile of (2) in the majority of cases the debt issuer (3) Securitised (A) We incorporate it into the forecast of cash flow, revenues and profitability (2) in the majority of cases (B) We anticipate how the evolution of ESG factors may change the ESG profile of (2) in the majority of cases the debt issuer (4) Private debt (A) We incorporate it into the forecast of cash flow, revenues and profitability (2) in the majority of cases 123