Climate-related financial disclosure Listed equity portfolio indicators Indicator Components/Sub-Indicators Unit 2021 2020 1 Listed Equities, Portfolio AuM € bn 40.8 32.5 Listed Equities, Share of total AuM % 5.0 4.0 Listed equity portfolio indicators Listed Equities, Absolute emissions mn t CO₂ 2.3 2.2 Listed Equities, Relative emissions t CO₂ / mn € invested 55.7 67.5 Listed Equities, Weighted average carbon intensity t CO₂ / mn € sales 134.0 143.7 Listed Equities, Emissions data coverage % 97.0 97.0 Total AuM in 4 sectors with highest owned absolute emissions € bn 21.6 16.9 Sectoral listed equity portfolio indicators2 Absolute Emissions of 4 sectors with highest owned absolute emissions mn t CO₂e 2.0 2.0 Number of issuers in 4 sectors with highest owned absolute emissions 2053 2041 Under Engagement by Climate Action 100+ 112.0 118.0 sector total AuM € bn 19.3 14.8 share of equity AuM % 47.0 46.0 Manufacturing absolute emissions mn t CO₂e 1.6 1.5 relative emissions t CO₂e/€ mn invested 82.6 99.6 Weighted average carbon intensity t CO₂e/€ mn sales 74.7 78.2 Manufacture of other non-metallic mineral products sector total AuM € bn 0.7 0.5 Manufacture of other non-metallic mineral products Manufacture of other non-metallic mineral products absolute emissions mn t CO₂e 0.2 0.4 Manufacture of other non-metallic mineral products relative emissions t CO₂e/€ mn invested 355.5 828.6 Manufacture of other non-metallic mineral products Weighted average carbon intensity t CO₂e/€ mn sales 22.7 38.5 Manufacture of basic metals sector total AuM € bn 0.2 0.1 Manufacture of basic metals Manufacture of basic metals absolute emissions mn t CO₂e 0.5 0.3 Manufacture of basic metals relative emissions t CO₂e/€ mn invested 2.7 2.8 Manufacture of basic metals Weighted average carbon intensity t CO₂e/€ mn sales 7.7 8.1 Manufacture of coke and refined petroleum products sector total AuM € bn 0.9 0.7 Manufacture of coke and refined petroleum products Manufacture of coke and refined petroleum products absolute emissions mn t CO₂e 0.3 0.3 Manufacture of coke and refined petroleum products relative emissions t CO₂e/€ mn invested 327.7 369.8 Manufacture of coke and refined petroleum products weighted average carbon intensity t CO₂e/€ mn sales 23.6 22.7 Manufacture of chemicals and chemical products sector total AuM € bn 1.9 1.5 Manufacture of chemicals and chemical products Manufacture of chemicals and chemical products absolute emissions 0.3 0.3 Manufacture of chemicals and chemical products relative emissions t CO₂e/€ mn invested 152.6 177.7 Manufacture of chemicals and chemical products Weighted average carbon intensity t CO₂e/€ mn sales 44.2 46.7 Electricity, gas, steam and air conditioning supply sector total AuM € bn 0.9 1.0 Electricity, gas, steam and air conditioning supply sector share of equity AuM % 2.0 3.0 Electricity, gas, steam and air conditioning supply Electricity, gas, steam and air conditioning supply sector absolute emissions mn t CO₂e 0.2 0.2 Electricity, gas, steam and air conditioning supply sector relative emissions t CO₂e/€ mn invested 247.1 249.4 Electricity, gas, steam and air conditioning supply weighted average carbon intensity t CO₂e/€ mn sales 17.8 23.2 Mining and quarrying sector total AuM € bn 0.7 0.7 Mining and quarrying sector share of equity AuM % 2.0 2.0 Mining and quarrying Mining and quarrying sector absolute emissions mn t CO₂e 0.2 0.2 Mining and quarrying sector relative emissions t CO₂e/€ mn invested 251.4 280.3 Mining and quarrying weighted average carbon intensity t CO₂e/€ mn sales 12.2 15.2 Transportation and storage sector total AuM € bn 0.6 0.4 Transportation and storage sector share of equity AuM % 1.0 1.0 Transportation and storage Transportation and storage sector absolute emissions mn t CO₂e 0.1 0.1 Transportation and storage sector relative emissions t CO₂e/€ mn invested 115.0 150.9 Transportation and storage weighted average carbon intensity t CO₂e/€ mn sales 5.9 7.6 17 / 21