(B) We anticipate how the evolution of ESG factors may change the ESG profile of (2) in the majority of cases the debt issuer ESG incorporation in portfolio construction Type of Dependent Gateway PRI Indicator Disclosure Subsection indicator on to Principle ESG incorporation in portfolio FI 5 CORE OO 10 FI 5.1 PUBLIC 1 construction How do ESG factors influence your portfolio construction? (1) SSA (2) Corporate (3) Securitised (4) Private debt (A) The selection of individual assets within our portfolio is ☑ ☑ ☑ ☑ influenced by ESG factors (B) The holding period of individual assets within our ☑ ☑ ☑ ☑ portfolio is influenced by ESG factors (C) The portfolio weighting of individual assets within our ☑ ☑ ☑ ☑ portfolio or benchmark is influenced by ESG factors (D) The allocation of assets across multi-asset portfolios is influenced by ESG factors ☐ ☐ ☐ ☐ through the strategic asset allocation process (E) Other expressions of ☐ ☐ ☐ ☐ conviction, please specify below: (F) The portfolio construction or benchmark selection does not ☐ ☐ ☐ ☐ explicitly include the incorporation of ESG factors 124