Sustainability Report 2021 04.6 Targets and metrics 01 Introduction Table TCFD-2 Sectoral listed equity portfolio indicators continued 02 Measuring and 1 Indicator Unit 2021 2020 Δ y-o-y managing sustainability Manufacturing Manufacture of coke and refined petroleum products Manufacture of coke and refined petroleum products sector total AuM € bn 0.9 0.7 34.5 % 03 Strengthening Manufacture of coke and refined petroleum products absolute emissions mn t CO₂e 0.3 0.3 19.0 % our foundation Manufacture of coke and refined petroleum products relative emissions t CO₂e/€ mn invested 327.7 369.8 -11.4 % Manufacture of coke and refined petroleum products weighted average carbon intensity t CO₂e/€ mn sales 23.6 22.7 4.0 % 04 Climate-related Manufacture of chemicals and chemical products Manufacture of chemicals and chemical products sector total AuM € bn 1.9 1.5 23.4 % financial disclosure Manufacture of chemicals and chemical products absolute emissions mn t CO₂e 0.3 0.3 5.9 % 04.1 Highlights Manufacture of chemicals and chemical products relative emissions t CO₂e/€ mn invested 152.6 177.7 -14.1 % 04.2 Governance Manufacture of chemicals and chemical products Weighted average carbon intensity t CO₂e/€ mn sales 44.2 46.7 -5.3 % 04.3 Strategy Electricity, gas, steam and air conditioning supply Electricity, gas, steam and air conditioning supply sector total AuM € bn 0.9 1.0 5.9 % 04.4 Strategy resilience, stress-tests and climate scenario analysis Electricity, gas, steam and air conditioning supply sector share of equity AuM % 2.0 3.0 -1.0 %-p 04.5 Risk and opportunity management Electricity, gas, steam and air conditioning supply sector absolute emissions mn t CO₂e 0.2 0.2 -6.8 % 04.6 Targets and metrics Electricity, gas, steam and air conditioning supply sector relative emissions t CO₂e/€ mn invested 247.1 249.4 -0.9 % 05 Our universal principles Electricity, gas, steam and air conditioning supply weighted average carbon intensity t CO₂e/€ mn sales 17.8 23.2 -23.2 % Mining and quarrying Mining and quarrying sector total AuM € bn 0.7 0.7 0.0 %-p Mining and quarrying sector share of equity AuM % 2.0 2.0 0.0 %-p Mining and quarrying sector absolute emissions mn t CO₂e 0.2 0.2 -6.3 % Mining and quarrying sector relative emissions t CO₂e/€ mn invested 251.4 280.3 -10.3 % Mining and quarrying weighted average carbon intensity t CO₂e/€ mn sales 12.2 15.2 -20.0 % Transportation and storage Transportation and storage sector total AuM € bn 0.6 0.4 35.7 % Transportation and storage sector share of equity AuM % 1.0 1.0 0.0 %-p Transportation and storage sector absolute emissions mn t CO₂e 0.1 0.1 3.0 % Transportation and storage sector relative emissions t CO₂e/€ mn invested 115.0 150.9 -23.8 % Transportation and storage weighted average carbon intensity t CO₂e/€ mn sales 5.9 7.6 -22.4 % 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. 89