public class MyImprovement
{
    [Key]
    public int MyImprovementId { get; set; }
    public virtual ICollection<MyCondition> Conditions { get; set; }
}

public class MyCondition
{
    [Key]
    public int MyConditionId { get; set; }
    public int? ComponentId { get; set; }
    public virtual MyComponent ConditionalMyComponent { get; set; }
}

public class MyComponent
{
    [Key]
    public int ComponentId { get; set; }
    public string PDNumber { get; set; }
}

// Code to load the first 2 levels of objects
MyImprovement improvement = dbx.MyImprovements
                                  .Include("Conditions")
                                  .Where(x => x.ImprovementId == id)
                                        .First();