Report ESG portfolio analysis

The "ESG Portfolio Analysis Report" analyzes your portfolios with regard to ESG data. You can use the parameters (<STRG>+<A>) to set the desired level for the ESG rating classification.

You can find the "ESG portfolio analysis report" in the workspace of portfolios, holders, securities accounts and groups on the "Reporting", "ESG" worksheet, for example.

You will find the report in the "Securities account management" category in the templates.

Page 1

The first page of the report shows the average ESG risk scores and a graphical ESG class distribution.

Information on the individual ESG data packages in connection with the "ESG Portfolio Analysis Report":

• If you have only licensed the "ESG Data Package Level 1 Scores", only the value for the average calculation for the total ESG score is shown in the "ESG Portfolio Analysis Report" on page 1 (in the example above, the value "66.29"). In this case, the average values for the categories "Environmental", "Social" and "Governance" each show the value "0". In the example above, the values are calculated and displayed, so "ESG data package level 2 scores" is also enabled here.
• The environmental, social and governance data on page 1 cannot be compared directly with the individual scores; they represent the aggregated values for environment, social and governance at portfolio level. A price-weighted average of the individual scores for environment, social and governance is calculated.

Information on the chart in the "ESG class distribution" diagram:

The "bars" refer to the ESG scores of the individual stocks, which can be found from page 4 of the report in the "ESG" column . They show how the assets/individual securities are distributed across the ESG classes:

• Excellent (green) - from ESG score 71
• Good (yellow) - ESG score between 51 and 70
• Fair (Orange) - ESG score between 31 and 50
• Poor (red) - ESG score between 0 and 30
• Not available (gray)

Please also note the parameter settings of the report.

Page 2

On the second page of the report you will find a detailed graphical overview of the ESG scores. The spider web diagram clearly shows the ESG risk scores for the individual categories. There is one axis for each category: The better values are further away from the center.

In the following example, the category "Corporate Ethics Behavior" has the highest score, etc. The exact numerical values of these categories can be found in the table on the next page of the report.

Page 3

On the third page of the report you will find a tabular overview of the average ESG risk scores.

The following pages

The next pages of the report then list the securities with ESG scores, market value and percentage share in the portfolio.

You can see the currently selected ESG rating classification in the header of the report in the "Classification" field.

The information"Coverage for funds is taken into account" is displayed in the footer of the report.