TCFD REPORT 2021 TACKLING CLIMATE CHANGE 60 METRICS AND TARGETS USED BY NATIXIS TO MONITOR CLIMATE RISKS AND OPPORTUNITIES Third-party asset management targets NIM undertakes to measure, monitor and publish these indicators on an annual basis. In addition to the above NIM aggregated indicators, several affiliates measure and publish indicators used to monitor the impact and climate trajectory of their individual asset management portfolios. Please consult each specific affiliate’s management report for further details. This is the case for the following affiliates • Ostrum AM (€448bn in assets under management (AuM) as of 12/31/2020) which has measured the carbon intensity of its asset management portfolios since 2019. In 2020, the affiliate introduced a methodology aligned with the IPCC temperature scenarios to deliver reporting to clients on the temperature impact of their investments. At end- 2020, the carbon intensity of open-ended funds managed by Ostrum amounted to 185.8 tCO 2 e/€m in revenue (S&P Trucost data). • DNCA (€26bn in AuM as of 12/31/2020) which has fully integrated the climate challenge into its investment policy. The affiliate systematically assesses climate risk exposure  and transition strategy for each issuer. Carbon intensity is calculated for 63% of AuM  by MSCI, totaling 108 tCO 2 e/€m in revenue. Regarding its ESG funds (the Beyond range), DNCA calculates the temperature generated by all of its investment using data collected by the Carbon Disclosure Project (CDP), which is provided for close to 2,850  multinational corporations. DNCA has pledged to publish the temperature of its 2050  carbonneutralityfocused portfolioson anannualbasis,startingin2021.  • Mirova (€20bn in AuM as of 12/31/2020) which, since 2015, has developed a methodology aimed at measuring the carbon footprint for issuers across a range of sectors. In an effort to assess the alignment of managed portfolios with the Paris Agreement’s climate trajectory, the methodology has been enhanced since 2018 using scope 1, 2 and 3 carbon footprint data provided by Carbon4Finance as well as the IPCC’s climate scenarios and investment projections made by the International Energy Agency (IEA). By using this method, Mirova is able to calculate the trajectory for all of its equity, bond and infrastructure portfolios at an average of 1.5°C versus 3.5°C for the MSCI Europe and MSCI World benchmark indices. • Ossiam (€4bn in AuM as of 12/31/2020) which assesses and monitors the transition risk of its asset management portfolios using multiple indicators: upstream greenhouse gas (GHG) scope 1, 2 and 3 emissions, fossil fuel (coal, oil and gas) sector exposure and transition investment (green energy, impact). To date, 12 funds representing 74% of assets under management have a GHG reduction target compared against the benchmark integrated into investment strategy. Based on current calculations, carbon intensity for these funds is 528 tCO 2 e/€m of revenue (S&P Trucost data) versus 532 tCO 2 e/€m in revenue for the benchmark. • AEW CILOGER (real estate, €34bn in AuM as of 12/31/2020)  which, since 2017, has calculated the energy consumption and carbon footprint of its portfolio of institutional assets in France - which equals 824 buildings - using the GHG Protocol method. The carbon intensity of this portfolio was calculated at 10.4 tCO 2 e/€m invested and 28.3 kg CO 2 e/m². An increasing number of buildings are equipped with remote reading meters, which means that carbon intensity data is also published by building type (average recorded in 2019): logistics 5kg CO 2 e/m², offices 12kg CO 2 e/m², businesses 15kg CO 2 e/ m². Since 2018, a number of investors have conducted reporting on climate risk and alignment with the target trajectory below 2°C, based on the recommendations of the Science-Based Targets initiative (SBTi). Measure of climate impact indicators by the different NIM affiliates