TCFD REPORT 2021 TACKLING CLIMATE CHANGE 64 METRICS AND TARGETS USED BY NATIXIS TO MONITOR CLIMATE RISKS AND OPPORTUNITIES thermal coal, by end-2021, Natixis Assurances has also committed to no longer integrating issuers into its portfolio who exceed one of the following thresholds: (i) 10 % of revenue achieved throughthermal coal(based onthe latest published financial statements), (ii) 10 milliontonsofcoalproducedand(iii)5GWofcoal-poweredinstalledcapacity. Implied Temperature Rise (ITR) 2°C in 2024 1,5°C in 2030 Share of "green" assets 10 % Exposure to carbon-intensive sectors: thermal coal No more exposure by 2030/2040 Summary of Indicators & Targets 5 Scope Indicator 2020 metric 2024 target (or specified date) CORPORATE & INVESTMENT BANKING Climate impact Distribution of GWF color rating mix (% of oustandings) Implied Temperature Rise (ITR) 3.2°C 2,5°C in 2024 2,2°C in 2030 1,5°C in 2050 Carbon intensity of financing activities 920 tCO 2 e/M€ Sustainable finance Renewable energy financing • 87 % of new power generation projects • 6.5GW of new installed capacity • €1.9bn new underwriting (arranged amount) • Minimum 75 % of new power generation projects financed • €9bn new underwriting over 2021-2024 period Green/sustainable bonds arranged €11.95bn 19 % of all bonds Transition risk Share of assets exposed to transition risk 14.4 % Thermal coal sector financing €394m No more exposure to coal sector by 2030/2040 Upstream Oil & Gas sector financing €5.8bn - 15 % reduction Share of Oil & Gas exposure rated “brown” with GWF methodology (% of oustandings) 76 % 66 % 2024 TARGETS 27% 52% 21% 41% 31% 28%