ADDITIONAL INFORMATION Fixed income portfolio By type of issuer Total By rating3 EUR 672.3bn Government 36% AAA 18% Covered 8% AA 24% Corporate 44% A 22% thereof Banking 5% BBB 29% 1 BBB+ 9% ABS/MBS 4% Other2 8% BBB 14% BBB- 6% Non-investment grade 5% Not rated4 3% By segment (EUR bn) 39.2 0.0 AFS unrealized gains/losses (EUR bn) 94.8 76.5 L/H 80% 44.4 P/C 14% 538.3 Corporate and other 6% Gross unrealized gains/losses 24.0 14.9 Asset Management 0% Net unrealized gains/losses5 2020 2021 1) Including U.S. agency MBS investments (EUR 3.7bn) 4) Mostly mutual funds and short-term investments 2) Including seasoned self-originated private retail loans and short-term deposits at banks 5) On-balance sheet unrealized gains/losses after tax, 69 3) Excluding seasoned self-originated private retail loans non-controlling interests and policyholders, and before shadow accounting B 51