Fixed Income (FI) Pre-investment phase Materiality analysis Indicator Type of indicator Dependent on Gateway to Disclosure Subsection PRI Principle FI 1 CORE OO 10 FI 1.1 PUBLIC Materiality analysis 1 Does your organisation have a formal investment process to identify material ESG factors for its fixed income assets? (1) SSA (2) Corporate (3) Securitised (4) Private debt (A) Yes, we have a formal process to identify material ESG factors ○ ○ ○ ◉ for all of our assets (B) Yes, we have a formal process to identify material ESG factors ◉ ◉ ◉ ○ for the majority of our assets (C) Yes, we have a formal process to identify material ESG factors ○ ○ ○ ○ for a minority of our assets (D) No, we do not have a formal process. Our investment professionals identify material ○ ○ ○ ○ ESG factors at their own discretion (E) No, we do not have a formal process to identify material ESG ○ ○ ○ ○ factors 119