Climate-related financial disclosure Corporate bonds portfolio indicators Indicator Components/Sub-Indicators Unit 2021 2020 Corporate bonds Portfolio AuM € bn 197.6 192.2 Corporate bonds Share of total AuM % 31.0 31.0 Corporate bonds portfolio indicators Corporate bonds Absolute emissions mn t CO₂ 16.4 20.0 Corporate bonds Relative emissions t CO₂ / mn € invested 83.2 103.8 Corporate bonds Weighted average carbon intensity t CO₂ / mn € sales 190.4 208.2 Corporate bonds Emissions data coverage % 73.0 74.0 Total AuM in 4 sectors with highest owned absolute emissions € bn 84.3 85.6 Sectoral corporate bonds portfolio indicators Absolute Emissions of 4 sectors with highest owned absolute emissions mn t CO₂e 14.4 17.8 Number of issuers in 4 sectors with highest owned absolute emissions 1138 1068 Under Engagement by Climate Action 100+ 111 111 Manufacturing sector total AuM € bn 47.2 48.4 Manufacturing sector share of corporate bonds AuM % 24.0 25.0 Manufacturing Manufacturing sector absolute emissions mn t CO₂e 6.5 8.4 Manufacturing sector relative emissions t CO₂e/€ mn invested 138.4 173.4 Manufacturing sector Weighted average carbon intensity t CO₂e/€ mn sales 53.1 60.8 Manufacture of coke and refined petroleum products sector total AuM € bn 8.2 8.2 Manufacture of coke and refined petroleum products Manufacture of coke and refined petroleum products absolute emissions mn t CO₂e 3.1 3.7 Manufacture of coke and refined petroleum products relative emissions t CO₂e/€ mn invested 371.5 449.5 Manufacture of coke and refined petroleum products weighted average carbon intensity t CO₂e/€ mn sales 94.3 93.2 Manufacture of other non-metallic mineral products sector total AuM € bn 0.9 1.1 Manufacture of other non-metallic mineral products Manufacture of other non-metallic mineral products absolute emissions mn t CO₂e 1.1 1.5 Manufacture of other non-metallic mineral products relative emissions t CO₂e/€ mn invested 1.1 1.3 Manufacture of other non-metallic mineral products Weighted average carbon intensity t CO₂e/€ mn sales 40.0 48.2 Manufacture of chemicals and chemical products sector total AuM € bn 3.0 3.4 Manufacture of chemicals and chemical products Manufacture of chemicals and chemical products absolute emissions mn t CO₂e 1.0 1.5 Manufacture of chemicals and chemical products relative emissions t CO₂e/€ mn invested 343.0 452.3 Manufacture of chemicals and chemical products weighted average carbon intensity t CO₂e/€ mn sales 36.6 44.4 Manufacture of basic metals sector total AuM € bn 1.1 0.9 Manufacture of basic metals Manufacture of basic metals absolute emissions mn t CO₂e 0.6 0.6 Manufacture of basic metals relative emissions t CO₂e/€ mn invested 541.5 701.7 Manufacture of basic metals Weighted average carbon intensity t CO₂e/€ mn sales 16.7 16.7 Electricity, gas, steam and air conditioning supply sector total AuM € bn 18.6 18.4 Electricity, gas, steam and air conditioning supply sector share of corporate bonds AuM % 9.0 10.0 Electricity, gas, steam and air conditioning supply Electricity, gas, steam and air conditioning supply sector absolute emissions mn t CO₂e 5.4 6.4 Electricity, gas, steam and air conditioning supply sector relative emissions t CO₂e/€ mn invested 288.0 346.0 Electricity, gas, steam and air conditioning supply weighted average carbon intensity t CO₂e/€ mn sales 80.9 82.2 Transportation and storage sector total AuM € bn 14.5 14.9 Transportation and storage sector share of corporate bonds AuM % 7.0 8.0 Transportation and storage Transportation and storage sector absolute emissions mn t CO₂e 1.6 1.8 Transportation and storage sector relative emissions t CO₂e/€ mn invested 108.9 120.5 Transportation and storage weighted average carbon intensity t CO₂e/€ mn sales 21.7 27.3 Mining and quarrying sector total AuM € bn 4.0 3.9 Mining and quarrying sector share of corporate bonds AuM % 2.0 2.0 Mining and quarrying Mining and quarrying sector absolute emissions mn t CO₂e 1.0 1.2 Mining and quarrying sector relative emissions t CO₂e/€ mn invested 243.8 313.5 Mining and quarrying weighted average carbon intensity t CO₂e/€ mn sales 11.9 13.6 19 / 21