ADDITIONAL INFORMATION Investment portfolio Asset allocation Total: EUR 808.5bn Debt instruments by rating2 (2020: EUR 790.3bn) Debt instruments 83% (86%) AAA 18% Equities 12% (9%) AA 24% 1 Real estate 2% (2%) A 22% Cash/Other 3% (3%) BBB 29% Non-investment grade 5% Not rated3 3% By segment (EUR bn) 5 Assets Liabilities Duration 4 4 11.3 Group P/C L/H 10.4 10.2 11.1 Debt instruments 672.3 94.8 538.3 Equities 95.2 8.4 81.0 5.6 4.5 1 Real estate 16.9 3.1 13.1 Cash/Other 24.1 5.4 11.7 Total 808.5 111.6 644.1 Group P/C L/H 1) Excluding real estate held for own use and real estate held for sale 2) Excluding seasoned self-originated private retail loans 5) The durations are based on a non-parallel shift in line with SII yield curves and 3) Mostly mutual funds and short-term investments scaled by fixed income assets. Internal pensions are included in Group data, while 66 4) Consolidated on Group level they are excluded in P/C and L/H segments B 48