ADDITIONAL INFORMATION Fixed income portfolio: ABS By type of issuer Total By rating EUR 28.8bn CMBS 45% AAA 61% CMO/CDO 23% AA 23% US Agency 13% A 8% RMBS 2% BBB 6% Auto 2% Non-investment grade 2% Credit Card 0% Not rated 0% Other 16% By segment (EUR bn) 1.5 0.0 AFS unrealized gains/losses (EUR bn) 1.4 5.2 L/H 77% 0.7 P/C 18% 22.1 Corporate and other 5% Gross unrealized gains/losses 1.1 0.5 Asset Management 0% Net unrealized gains/losses1 2020 2021 74 1) On-balance sheet unrealized gains/losses after tax, non-controlling interests, policyholders and before shadow accounting B 56