ADDITIONAL INFORMATION Fixed income portfolio: covered bonds By country Total By rating EUR 55.6bn Germany 38% AAA 77% France 15% AA 22% Spain 6% A 0% Italy 5% BBB 1% UK 3% Non-investment grade 0% Rest of World 33% Not rated 0% By segment (EUR bn) 6.0 0.0 AFS unrealized gains/losses (EUR bn) 3.4 10.7 L/H 70% 38.9 1.5 P/C 19% Corporate and other 11% Gross unrealized gains/losses 0.8 0.3 Asset Management 0% Net unrealized gains/losses1 2020 2021 72 1) On-balance sheet unrealized gains/losses after tax, non-controlling interests and policyholders, and before shadow accounting B 54