TCFD REPORT 2021 TACKLING CLIMATE CHANGE 59 METRICS AND TARGETS USED BY NATIXIS TO MONITOR CLIMATE RISKS AND OPPORTUNITIES KEY POINT Methods that measure investment portfolio temperature trajectory are still relatively new and are being constantly updated. They are based on multiple hypothetical scenarios. The resulting Implied Temperature Rise (ITR) indicator may differ considerably depending on the method and data used as well as the scenarios retained. Total investment in green and sustainable bonds (€bn in assets under management - AuM)   Total aggregated investment in liquid assets for allaffiliates. Fossil fuel sector exposure (as a % and €bn in AuM) Share and total aggregated investment in corporate issuers exposed to the fossil fuel sector. Thescope of this indicator is corporate assets, which include €522bn covered by S&P Trucost data. The sector exposure of each issuer is weighted by revenue generated. The sector includes all the following activities: • Bituminous coal and lignite surface mining • Bituminous coal underground mining • Coal-fired power generation • Crude oil and natural gas production • Tar sand extraction • Liquid natural gas production • Oil & gas industry services activities • Oil & gas well drilling • Oil & gas transportation through oil and gas pipelines • Refineries • Natural gas distribution • Natural gas power generation • Oil power generation Third-party asset management indicators Carbon intensity of investments 726 tCO 2 e/M€ assets under management (AuM) Benchmark: 518 tCO 2 e/€m Implied Temperature Rise (ITR) Below 3°C Benchmark: above 3°C Green and sustainable bond investments €18.5bn AuM Exposure to carbon-intensive sectors: thermal coal and fossil fuel Thermal coal: 0.2% of AuM (€1.04bn) Benchmark: 0.51% of the index Fossil fuel: 4.44% of AuM (€23.2bn) Benchmark: 6.43% of the index Publication of all fossil fuel sector investments at each stage of the value chain Coal total Fossil fuel total Oil & gas total 2020 METRICS