Climate-related financial disclosure Regional corporate bonds portfolio indicators Indicator Components/Sub-Indicators Unit 2021 2020 Europe Region total AuM € bn 87.6 93.5 Europe Europe Region Absolute emissions mn t CO₂e 6.5 8.3 Europe Region Relative emissions t CO₂e/€ mn invested 32.7 43.2 Europe Region weighted average carbon intensity t CO₂e/€ mn sales 56.3 63.3 North America total AuM € bn 86.8 78.2 North America North America Absolute emissions mn t CO₂e 6.2 7.9 North America Relative emissions t CO₂e/€ mn invested 31.6 41.0 North America weighted average carbon intensity t CO₂e/€ mn sales 107.7 118.2 Asia/Pacific Region total AuM € bn 7.1 7.3 Asia/Pacific Asia/Pacific Region Absolute emissions mn t CO₂e 0.7 0.8 Asia/Pacific Region Relative emissions t CO₂e/€ mn invested 3.4 4.0 Asia/Pacific Region weighted average carbon intensity t CO₂e/€ mn sales 5.2 7.2 Emerging Markets Region total AuM € bn 16.1 13.2 Emerging Markets Emerging Markets Region Absolute emissions mn t CO₂e 3.0 3.0 Emerging Markets Region Relative emissions t CO₂e/€ mn invested 15.4 15.6 Emerging Markets Region weighted average carbon intensity t CO₂e/€ mn sales 21.2 19.5 1) The number of issuers in 5 sectors with highest owned absolute emissions in equities portfolio increased significantly compared to previous year reporting, mainly due to the generation of carbon footprint report using the NACE sector. Moreover, a considerable share of equity portfolio is invested in manufacturing sector, resulting in large numbers of issuers in scope. 2) These four NACE level 1 sectors comprise the majority of our listed equity absolute owned emissions. We decided to further break down the manufacturing sector to the most impacted NACE level 2 sectors as it alone accounts for a material part of the emissions. 20 / 21