ADDITIONAL INFORMATION Fixed income portfolio: corporates By sector Total By rating EUR 295.5bn Banking 12% AAA 2% Other financials 15% AA 11% Consumer 20% A 31% Utility 9% BBB 46% Industrial 7% Non-investment grade 7% Communication 8% Not rated1 3% Energy 7% Other 21% By segment (EUR bn) 14.9 0.0 AFS unrealized gains/losses (EUR bn) 25.9 40.8 15.4 L/H 81% 239.9 P/C 14% Corporate and other 5% Gross unrealized gains/losses 11.9 7.7 Asset Management 0% Net unrealized gains/losses2 2020 2021 1) Including Eurozone loans/bonds (1%) 73 2) On-balance sheet unrealized gains/losses after tax, non-controlling interests and policyholders, and before shadow accounting B 55