Calculating physical emission intensity for SDA targets

Dear, I have a question on calculating the physical emission intensity of portfolios that are subject to the SDA target setting approach. For some portfolios we have not collected the (scope 1+2) emissions and production from the companies in the portfolio (cfr. page 62 of the FI SBTi guidance). Rather we collected the CO2 intensities (Scope 1+2/produced material) from the companies in the portfolio and calculated the portfolio CO2 intensity on a loan-weighted basis (i.e. CO2 intensity is weighted based on the company exposure’s share in the total exposure to the sector). For these portfolios we enter proxy values in the relevant SBTi target setting tools to extract the correct portfolio CO2 intensity to calculate our targets. Is this approach OK?