2020 Climate Risk * $ in Millions Total $ Exposure % of Total Exposure Funded % of Funded Exposure Transition Risk Physical Risk Metals & Mining 14,654 1.9% 6,462 1.9% Coal † 592 0.1% 144 0.0% 4 4 Steel 3,526 0.4% 2,017 0.6% 3 2 Aluminum 961 0.1% 710 0.2% 3 2 Stainless Steel 153 0.0% 116 0.0% 3 2 Nonferrous & Ferrous Minerals 2,492 0.3% 1,049 0.3% 3 2 Other †† 6,931 0.8% 2,427 0.7% 3 2 Chemicals 22,356 2.8% 7,969 2.3% 3 2 Consumer Retail & Health 117,633 15.0% 43,467 12.6% Agricultural Products 6,723 0.9% 4,215 1.2% 3 3 Beverages 8,889 1.1% 3,566 1.0% 1 3 Food Products 14,373 1.8% 6,752 2.0% 3 2 Tobacco 3,176 0.4% 717 0.2% 1 3 Healthcare Equipment & Services 35,504 4.5% 8,658 2.5% 1 1 Household & Personal Products 9,167 1.2% 3,617 1.1% 2 2 Retail 20,577 2.6% 7,662 2.2% 2 1 Hotels, Restaurants & Leisure 4,951 0.6% 1,997 0.6% 1 2 Other 14,273 1.8% 6,283 1.8% 3 3 Real Estate 65,392 8.3% 43,285 12.6% Commercial Real Estate 46,232 5.9% 30,070 8.7% 2 3 Residential Real Estate 19,160 2.4% 13,216 3.8% 2 3 Financial Institutions ††† 86,257 11.0% 35,006 10.2% 3 2 Insurance 26,576 3.4% 1,925 0.6% Life Insurance 4,923 0.6% 659 0.2% 1 1 Property & Casualty Insurance 13,688 1.7% 1,110 0.3% 2 3 Reinsurance 6,324 0.8% 66 0.0% 2 3 Other 1,640 0.2% 91 0.0% 2 3 Private Bank 109,397 13.9% 75,693 22.0% 2 2 Public Sector ‡ 26,887 3.4% 13,599 3.9% 3 3 Tech, Media & Telecom 82,657 10.5% 30,880 9.0% Media & Entertainment 13,119 1.7% 4,279 1.2% 1 1 Hardware 23,547 3.0% 10,836 3.1% 2 2 Software & Services 22,264 2.8% 5,647 1.6% 1 1 Telecom 21,341 2.7% 8,616 2.5% 1 2 Other 2,386 0.3% 1,503 0.4% 2 2 Other Industries 9,307 1.2% 4,545 1.3% 1 1 Total ‡‡ 784,774 100.0% 344,417 100.0% * Over medium to long term. † Based on Citi’s Risk Industry Classification, which only captures companies that fully identify as coal companies and excludes diversified mining companies with coal mining. This differs from how Citi defines thermal coal mining companies under its ESRM Policy (those that derive >25% of revenue from thermal coal mining), which broadens the scope of companies covered under the ESRM Policy. †† Includes Coke, Diversified Metals & Mining, Industrial Minerals, Energy Minerals, Gold, Metals & Mining Not Assigned, Metals & Mining Related, and Uranium. ††† Includes Asset Managers and Funds, Banks, Finance Companies, Financial Markets Infrastructure and Securities Firms. ‡ Certain countries may see high transition and physical risks based on commodities exposure and geographic location. ‡‡ Sums may not match FY2020 10-K due to rounding from increased granularity in industry breakdowns. Contents ESGatCiti SustainableFinance SustainableProgress Equitable&ResilientCommunities Talent& DEI RiskManagement&ResponsibleBusiness Appendices CITI 2021 ESG REPORT 48