Time horizons Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle FI 14 CORE OO 10 N/A PUBLIC Time horizons 1 In the majority of cases, how does your investment process account for differing time horizons of holdings and how they may affect ESG factors? (1) SSA (2) Corporate (3) Securitised (A) We take into account current ☑ ☑ ☑ risks (B) We take into account ☑ ☑ ☑ medium-term risks (C) We take into account long- ☑ ☑ ☑ term risks (D) We do not take into account differing time horizons of ☐ ☐ ☐ holdings and how they may affect ESG factors Long-term ESG trend analysis Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle Long-term ESG trend FI 15 CORE OO 10 N/A PUBLIC 1 analysis Do you continuously monitor a list of identified long-term ESG trends related to your fixed income assets? (1) SSA (2) Corporate (3) Securitised (4) Private debt (A) We monitor long-term ESG ○ ○ ○ ○ trends for all of our assets 132