05.2 Metrics and targets Top five absolute contributors ESG report statistics The list below shows the five individual companies 13% Number of portfolio holdings 39 contributing most to the greenhouse gas emissions Number of issuers with an ESG rating 39 of a fund. The chart on the right contrasts this with Weighting of the top five contributors Percentage of portfolio NAV covered 94.13% the value of those five companies within the portfolio. in the portfolio As not all companies disclose their greenhouse gas Portfolio NAV covered (in m EUR) 27.78 emissions, we show in the “Data Source” section if Percentage of the top five contributor the emissions data used has been disclosed by the emissions of the total portfolio emissions ESG benchmark statistics respective company or was approximated through Number of benchmark holdings 1,480.0 our proprietary methodology. 81% Number of issuers with an ESG rating 437.9 Top five absolute contributors Percentage of portfolio NAV covered 247.8 Company Financed emissions % of total Portfolio 19% Benchmark NAV covered (in m EUR) 196.6 (tCO₂e) portfolio emissions weight 1 Company 1 1,480.0 47.82% 3.42% Carbon report statistics 2 Company 2 437.9 14.15% 2.90% 5% Number of portfolio holdings 39 3 Company 3 247.8 8.01% 2.88% 6% 48% Number of issuers with an ESG rating 39 4 Company 4 196.6 6.35% 1.90% Percentage of portfolio NAV covered 94.13% 5 Company 5 151.3 4.89% 2.32% 8% Portfolio NAV covered (in m EUR) 27.78 14% Carbon benchmark statistics Top five carbon intensive firms per m EUR invested Highest contributor to emissions Number of benchmark holdings 1,480.0 Company Financed emissions % of total Portfolio 2nd highest contributor to emissions Number of issuers with an ESG rating 437.9 (tCO₂e) portfolio emissions weight 1 Company 1 1,480.0 47.82% 3.42% 3rd highest contributor to emissions Percentage of portfolio NAV covered 247.8 2 Company 2 437.9 14.15% 2.90% 4th highest contributor to emissions Benchmark NAV covered (in m EUR) 196.6 3 Company 4 196.6 6.35% 1.90% 5th highest contributor to emissions Percentage of emissions of the Information value of reports may be limited when ESG research 4 Company 3 247.8 8.01% 2.88% non-top five contributors data coverage is below a certain threshold 5 Company 5 151.3 4.89% 2.32% The tables provide descriptive statistics on portfolio and benchmarks used in the report including data coverage for ESG and carbon reporting. Percentage of portfolio NAV covered mentioned above considers corporate positions either equity, credit fixed income or sovereign fixed income where ESG data including carbon data is available. Cash, derivatives and mutual funds holdings are not considered in the ESG report. AllianzGI TCFD Report 2021 29