Sustainability Report 2021 04.6 Targets and metrics 01 Introduction TCFD-4 Corporate bonds portfolio indicators 02 Measuring and Indicator Unit 2021 2020 Δ y-o-y managing sustainability Corporate bonds portfolio AuM € bn 197.6 192.2 2.8 % 03 Strengthening Corporate bonds share of total AuM % 31.0 31.0 0.0 %-p our foundation Corporate bonds absolute emissions mn t CO₂ 16.4 20.0 -17.6 % Corporate bonds relative emissions t CO₂ / mn € invested 83.2 103.8 -19.9 % 04 Climate-related Corporate bonds weighted average carbon intensity t CO₂ / mn € sales 190.4 208.2 -8.6 % financial disclosure Corporate bonds emissions data coverage % 73.0 74.0 -1.0 %-p 04.1 Highlights 04.2 Governance Sectoral corporate bonds portfolio indicators Unit 2021 2020 Δ y-o-y 04.3 Strategy Total AuM in 4 sectors with highest owned absolute emissions € bn 84.3 85.6 -1.6 % 04.4 Strategy resilience, stress-tests and Absolute Emissions of 4 sectors with highest owned absolute emissions mn t CO₂e 14.4 17.8 -18.8 % climate scenario analysis Number of issuers in 4 sectors with highest owned absolute emissions 1,138 1,068 6.6 % 04.5 Risk and opportunity management Under Engagement by Climate Action 100+ 111 111 0 04.6 Targets and metrics Split of sectors with highest owned absolute emissions in corporate bonds portfolio Unit 2021 2020 Δ y-o-y 05 Our universal principles Manufacturing Manufacturing sector total AuM € bn 47.2 48.4 -2.5 % Manufacturing sector share of corporate bonds AuM % 24.0 25.0 -1.0 %-p Manufacturing sector absolute emissions mn t CO₂e 6.5 8.4 -22.2 % Manufacturing sector relative emissions t CO₂e/€ mn invested 138.4 173.4 -20.2 % Manufacturing sector weighted average carbon intensity t CO₂e/€ mn sales 53.1 60.8 -12.6 % Manufacture of coke and refined petroleum products Manufacture of coke and refined petroleum products sector total AuM € bn 8.2 8.2 -0.2 % Manufacture of coke and refined petroleum products absolute emissions mn t CO₂e 3.1 3.7 -18.0 % Manufacture of coke and refined petroleum products relative emissions t CO₂e/€ mn invested 371.5 449.5 -17.3 % Manufacture of coke and refined petroleum products weighted average carbon intensity t CO₂e/€ mn sales 94.3 93.2 1.1 % Manufacture of other non-metallic mineral products Manufacture of other non-metallic mineral products sector total AuM € bn 0.9 1.1 -18.4 % Manufacture of other non-metallic mineral products absolute emissions mn t CO₂e 1.1 1.5 -29.1 % Manufacture of other non-metallic mineral products relative emissions t CO₂e/€ mn invested 1.1 1.3 -13.0 % Manufacture of other non-metallic mineral products weighted average carbon intensity t CO₂e/€ mn sales 40.0 48.2 -17.1 % Manufacture of chemicals and chemical products Manufacture of chemicals and chemical products sector total AuM € bn 3.0 3.4 -12.1 % Manufacture of chemicals and chemical products absolute emissions mn t CO₂e 1.0 1.5 -32.9 % Manufacture of chemicals and chemical products relative emissions t CO₂e/€ mn invested 343.0 452.3 -24.2 % Manufacture of chemicals and chemical products weighted average carbon intensity t CO₂e/€ mn sales 36.6 44.4 -17.6 % Manufacture of basic metals Manufacture of basic metals sector total AuM € bn 1.1 0.9 17.8 % Manufacture of basic metals absolute emissions mn t CO₂e 0.6 0.6 -9.3 % Manufacture of basic metals relative emissions t CO₂e/€ mn invested 541.5 701.7 -22.8 % Manufacture of basic metals weighted average carbon intensity t CO₂e/€ mn sales 16.7 16.7 0.3 % 91