C _ Group Management Report Eligibility for proprietary investments & third-party assets for financial year 2021 Allianz Group reporting under the Taxonomy Taxonomy KPIs for insurance undertakings Taxonomy KPIs for asset managers Regulation Allianz Group proprietary investments Allianz Group third-party investments € bn Monetary amounts Monetary amounts Ratios (relative to total B/S assets) (voluntary reporting) Ratios (relative to total AuM) (voluntary reporting) Total B/S Assets / Total AuM n/a 1,139.4 n/a 1,966.4 Exposures to central governments, central banks and supranational issuers 18.1 % 206.1 26.3 % 517.6 Other B/S assets not covered by the KPI (reinsurance assets, DAC, deferred taxes, other assets, intangible assets) 13.2 % 149.9 n/a n/a Total assets covered by the KPI (coverage ratio) 68.8 % 783.5 73.7 % 1,448.7 Non-eligible exposures (relative to coverage ratio) 1) Exposures not covered by the Taxonomy Regulation (screening for taxonomy eligibility not (yet) possible) Derivatives 1.5 % 11.5 0.3 % 3.9 Exposures to financial and non-financial undertakings not subject to Articles 19a and 29a of Directive 2013/34/EU4 45.7 % 358.1 62.8 % 909.9 Other exposures (e.g., cash, externally managed funds1 5 ) 31.0 % 243.0 4.4 % 63.4 2) Exposures covered by the Taxonomy Regulation (screening for taxonomy eligibility possible from financial year 2022) Exposures to financial and non-financial undertakings subject to Articles 19a and 29a of Directive 2013/34/EU1 12.0 % 94.0 15.5 % 224.9 Total non-eligible 90.2 % 706.6 83.0 % 1,202.1 Eligible exposures (relative to coverage ratio) AZ Group own assets that are funding economic activities that are taxonomy- 2 3 3 eligible (based on turnover) 1.6 % 12.3 n/a n/a Other exposures (mortgages)2 8.2 % 64.6 17.0 % 246.7 Total eligible 9.8 % 76.9 17.0 % 246.7 1_A part of these exposures is taxonomy-eligible, but no reported data on the amount is available at this stage; as from financial year 2022, this part will be assessed for taxonomy-eligibility based on reported data. 2_As the screening for taxonomy eligibility can only be based on reported data, for financial year 2021, only investments where Allianz Group has direct control (e.g., real estate investments) could be assessed. 3_As to third-party assets, as the Allianz Group would in all cases need data from investees, no screening for and reporting on Taxonomy eligibility is possible at this stage. 4_Thereof not subject to NFRD for proprietary investments: € 258.0 bn and for third-party investments € 381.9 bn. Thereof investments where no data was available for proprietary investments: € 100.0 bn and for third-party investments € 528.0 bn. 5_Not subject to NFRD or no final assessment possible. Thereof cash for proprietary investments: € 24.2 bn. Cash for third-party investments € 25.4 bn. 74 Annual Report 2021 − Allianz Group