Investor Presentation - CNP Assurances Corporate Bond Portfolio and SCR Coverage Ratio

Definition of corporate mission KPIs Green investment portfolio The KPI measures green investments in the portfolios of CNP Assurances and its subsidiaries (excluding unit-linked funds). These investments contribute to one or more environmental objectives (climate change, biodiversity, circular economy, pollution, water): • Green bonds issued by a government or a company . Forests certified as being sustainably managed • Buildings with an energy or environmental label ⚫ SFDR Article 9 funds that have sustainable investment or a reduction in carbon emissions as their objective • Infrastructure assets and non-listed companies (private equity) whose main business is related to the environment The definition of these green investments is broader than in the European taxonomy Carbon footprint of our investment portfolio The KPI measures the scope 1 and 2 greenhouse gas emissions of the companies in which CNP Assurances has invested directly (shares, corporate bonds, infrastructure assets). It is expressed in kgeqCO2/€k invested Carbon footprint of our internal operations The KPI measures CNP Assurances' scope 1 and 2 greenhouse gas emissions generated by the use of petrol and diesel, natural gas, fuel oil, air conditioning. electricity and heating networks. It is expressed in teqCO₂ Coverage rate of the forestry asset biodiversity indicator The KPI measures the surface area of forests owned by CNP Assurances that have been subject to a biodiversity measurement using a recognised method (Potential Biodiversity Inventories). It is expressed as a percentage of the total surface area of our forestry assets CNP assurances Investor Presentation March 23 71

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