TCFD REPORT 2021 TACKLING CLIMATE CHANGE 63 METRICS AND TARGETS USED BY NATIXIS TO MONITOR CLIMATE RISKS AND OPPORTUNITIES Total investment in green and sustainable bonds (€bn in investment) Fossil fuel sector exposure (as a % and €bn in investment) Share and total investment in corporate issuers exposed to the fossil fuel sector, including thermal coal and oil & gas. The percentage is calculated from assets’ market value. Sector exposure is weighted against revenue for individual issuers with regard to issuers with diversified activities. All activities in the sector value chain are covered. The data source used is S&P Trucost. Natixis Assurances indicators Carbon intensity of investments 166 tCO 2 e/M€ Implied Temperature Rise (ITR) 2.7°C Benchmark (Barclays Euro Aggregate / MSCI EMU) : 3.7°C Share of "green" assets 4.5 % Green and sustainable bond investments €2.46bn Exposure to carbon-intensive sectors: coal and fossil fuel Coal sector: 0.07 % of assets (€41m) Fossil fuel: 2.1 % of assets (€1.25bn including 1.02bn held in the life insurance general-purpose fund) Natixis Assurances targets As part of its 2024 strategic plan, Natixis Assurances iscommitted to accelerating the alignment of its investment portfolio with a carbon neutrality target, i.e., achieving a 2°C scenario as early as 2024, with a 1.5°C trajectory by 2030. Climate performance monitoring indicatorsareunchangedfromthoseusedsince2018. Natixis Assurances has pledged to exclude all issuers exposed to the thermal coal sector by 2030 in terms of Organisation for Economic Co-operation and Development (OECD) companies and 2040 for non-OECD companies in all its investment mandates and dedi- cated-purpose funds. In reference to companies without a strongly presented plan to exit Publication of all fossil fuel sector investments at each stage of the value chain Paris Agreement investment alignment from 2024 2020 METRICS 5°C 4.7°C 3°C 4°C 3°C 1°C 2017 2018 2019 2020 2°C Implied Temperature Rise (°C) 5% €0.4bn €0.7bn €1.8bn €2.7bn 4% 3% 1% 2% % of year end green investments in the portfolio 2.7°C 2.7°C