04.2 Risk management PAI dashboard Portfolio carbon footprint Total financed emissions Weighted Average Carbon Intensity Coverage 91,762.77 tCO2e 143.85 tCO2e per EUR m revenue 96.7% of total Portfolio Value 91,762.77 Sum of financed emissions Scope 1+2 Emission over revenues weighted by share of Weighted from total NAV tCO e Portfolio carbon intensity total EQ and FI [corporate and agency] value 99.24% of Weight of total issue assessed 2 45.63 tCO2e per EUR m invested Weight from total equity and fixed income Total financed emissions over total EQ and FI [corporate and agency] value [corporate and agency] value Total financed emissions (Scope 1+2) Portfolio Principal Adverse Impact (PAIs) – Totals Fossil fuels Thermal coal Biodiv land use Labor Labor Female UNGC HR Carbon emissions Combined PAI Totals any Tie any Tie MGMT SCO compliance broad compliance core directors compliance compliance reduction CEO chair overall Total # of PF holdings 2 1 0 0 0 3 0 0 14 1 16 Total % of PF value 1.69% 0.88% 0.00% 0.00% 0.00% 3.41% 0.00% 0.00% 18.18% 0.59% 19.65% AllianzGI TCFD Report 2021 21