ADDITIONAL INFORMATION Government bond allocation By region Total By rating 1 EUR 240.5bn France 16% AAA 19% Germany 13% AA 41% Italy 8% A 17% Spain 6% BBB 17% Rest of Europe 23% Non-investment grade 5% USA 8% Not rated 1% Rest of World 18% Supranational 8% By segment (EUR bn) 14.2 0.0 AFS unrealized gains/losses (EUR bn) 33.2 44.6 L/H 80% 24.2 P/C 14% 193.1 Corporate and other 6% Gross unrealized gains/losses 10.0 6.0 Asset Management 0% Net unrealized gains/losses2 2020 2021 1) Government and government related (excl. U.S. agency MBS) 70 2) On-balance sheet unrealized gains/losses after tax, non-controlling interests and policyholders, and before shadow accounting B 52