Sustainability Report 2021 04.6 Targets and metrics 01 Introduction Corporate bonds portfolio indicators continued Split of sectors with highest owned absolute emissions in corporate bonds portfolio Unit 2021 2020 Δ y-o-y 02 Measuring and Electricity, gas, steam and air conditioning supply Electricity, gas, steam and air conditioning supply sector total AuM € bn 18.6 18.4 1.3 % managing sustainability Electricity, gas, steam and air conditioning supply sector share of corporate bonds AuM % 9.0 10.0 -1.0 %-p 03 Strengthening Electricity, gas, steam and air conditioning supply sector absolute emissions mn t CO₂e 5.4 6.4 -15.7 % our foundation Electricity, gas, steam and air conditioning supply sector relative emissions t CO₂e/€ mn invested 288.0 346.0 -16.8 % 04 Climate-related Electricity, gas, steam and air conditioning supply weighted average carbon intensity t CO₂e/€ mn sales 80.9 82.2 -1.5 % financial disclosure Transportation and storage Transportation and storage sector total AuM € bn 14.5 14.9 -3.1 % 04.1 Highlights Transportation and storage sector share of corporate bonds AuM mn t CO₂e 7.0 8.0 -12.5 % 04.2 Governance Transportation and storage sector absolute emissions t CO₂e/€ mn invested 1.6 1.8 -12.3 % 04.3 Strategy Transportation and storage sector relative emissions t CO₂e/€ mn sales 108.9 120.5 -9.6 % 04.4 Strategy resilience, stress-tests and Transportation and storage weighted average carbon intensity t CO₂e/€ mn sales 21.7 27.3 -20.4 % climate scenario analysis Mining and quarrying Mining and quarrying sector total AuM € bn 4.0 3.9 2.0 % 04.5 Risk and opportunity management Mining and quarrying sector share of corporate bonds AuM % 2.0 2.0 0.0 %-p 04.6 Targets and metrics Mining and quarrying sector absolute emissions mn t CO₂e 1.0 1.2 -20.3 % 05 Our universal principles Mining and quarrying sector relative emissions t CO₂e/€ mn invested 243.8 313.5 -22.2 % Mining and quarrying weighted average carbon intensity t CO₂e/€ mn sales 11.9 13.6 -12.6 % TCFD-5 Regional corporate bonds portfolio indicators Region Unit 2021 2020 Δ y-o-y Europe Europe Region total AuM € bn 87.6 93.5 -6.3 % Europe Region Absolute emissions mn t CO₂e 6.5 8.3 -22.0 % Europe Region Relative emissions t CO₂e/€ mn invested 32.7 43.2 -24.1 % Europe Region weighted average carbon intensity t CO₂e/€ mn sales 56.3 63.3 -11.1 % North America North America total AuM € bn 86.8 78.2 11.0 % North America Absolute emissions mn t CO₂e 6.2 7.9 -20.7 % North America Relative emissions t CO₂e/€ mn invested 31.6 41.0 -22.9 % North America weighted average carbon intensity t CO₂e/€ mn sales 107.7 118.2 -8.9 % Asia/Pacific Asia/Pacific Region total AuM € bn 7.1 7.3 -2.9 % Asia/Pacific Region Absolute emissions mn t CO₂e 0.7 0.8 -13.1 % Asia/Pacific Region Relative emissions t CO₂e/€ mn invested 3.4 4.0 -15.5 % Asia/Pacific Region weighted average carbon intensity t CO₂e/€ mn sales 5.2 7.2 -27.9 % Emerging Markets Emerging Markets Region total AuM € bn 16.1 13.2 22.2 % Emerging Markets Region Absolute emissions mn t CO₂e 3.0 3.0 1.3 % Emerging Markets Region Relative emissions t CO₂e/€ mn invested 15.4 15.6 -1.5 % Emerging Markets Region weighted average carbon intensity t CO₂e/€ mn sales 21.2 19.5 8.9 % 92