A comprehensive table of our credit exposures is provided below, including a breakdown of identified sectors into subsectors and, for each, the level of risk relating to physical and transition climate risk. By looking at the subsector level, we can further distinguish between the levels of risk within an individual sector. It is important to note that these risks are not expected to manifest in every sector immediately. For this reason, the table on this page and the next should not be interpreted as imminent risks to existing exposures, but rather, exposures we are proactively identifying to focus on, where we will work methodically in the coming years to better understand, analyze and manage our climate risk exposures in these sectors. 2020 Climate Risk * $ in Millions Total $ Exposure % of Total Exposure Funded % of Funded Exposure Transition Risk Physical Risk Energy & Commodities ** 49,524 6.3% 15,086 4.4% Integrated Oil & Gas 13,332 1.7% 2,844 0.8% 4 2 Oil & Gas Exploration & Production 13,316 1.7% 4,380 1.3% 4 2 Oil & Gas Storage & Transportation 7,169 0.9% 1,808 0.5% 4 2 Oil & Gas Refining & Marketing 6,976 0.9% 2,632 0.8% 4 2 Oil & Gas Equipment, Services & Drilling 4,914 0.6% 1,082 0.3% 4 2 Other 3,816 0.5% 2,340 0.7% 4 2 Power 26,916 3.4% 6,379 1.9% Alternative Energy 2,011 0.3% 1,015 0.3% 1 2 Electric Utilities 6,430 0.8% 2,373 0.7% 3 3 Gas Utilities 1,497 0.2% 571 0.2% 3 2 Independent Power Producers & Service Operators 2,449 0.3% 591 0.2% 3 3 Multi-Utilities 12,117 1.5% 1,343 0.4% 3 3 Water Utilities 986 0.1% 134 0.0% 2 3 Other 1,426 0.2% 353 0.1% 3 3 Transportation 81,567 10.4% 39,417 11.4% Autos 53,874 6.9% 25,310 7.3% 4 1 Automobile Manufacturers 16,939 2.2% 6,690 1.9% 4 1 Auto Parts & Equipment 10,476 1.3% 4,298 1.2% 4 1 Auto-Related Financing, Leasing & Rentals 23,836 3.0% 12,811 3.7% 3 1 Other 2,623 0.3% 1,511 0.4% 4 1 Aviation 10,257 1.3% 5,033 1.5% 3 3 Shipping & Maritime Logistics 9,979 1.3% 6,785 2.0% 3 2 Logistics 7,457 1.0% 2,289 0.7% 3 3 Air Freight & Logistics 1,139 0.1% 329 0.1% 3 3 Rail 1,395 0.2% 273 0.1% 1 2 Trucking 716 0.1% 427 0.1% 3 1 Other *** 4,208 0.5% 1,260 0.4% 3 3 Industrials 65,651 8.4% 20,705 6.0% Building Products & Related 8,162 1.0% 2,453 0.7% 3 1 Capital Goods 42,564 5.4% 12,615 3.7% 3 3 Paper Forest Products & Packaging 7,113 0.9% 3,416 1.0% 3 1 Professional Services 7,812 1.0% 2,220 0.6% 2 1 Climate Risk Heat Map and Credit Exposure LOW HIGH 1 2 3 4 * Over medium to long term. ** In addition to this exposure, Citi has energy-related exposure within other sectors (for example, mainly energy-related state-owned entities within the public sector). Citi total exposure to these energy-related sectors is approximately $5.8 billion, of which approximately $3.3 billion consisted of direct outstanding funded loans, as of December 31, 2020. *** Includes Infrastructure, Logistics Not Assigned and Logistics Suppliers. Contents ESGatCiti SustainableFinance SustainableProgress Equitable&ResilientCommunities Talent& DEI RiskManagement&ResponsibleBusiness Appendices CITI 2021 ESG REPORT 47