NATIXIS -2020 Universal Registration Document

6 2020 NON-FINANCIAL PERFORMANCE REPORT

Business line contributions to green and sustainable growth

Sustainable growth: financing the transformation in society 6.4.1

Natixis uses the Sustainable Development Goals as a reference benchmark for measuring progress achieved by governments and framework for all the initiatives stemming from its commitment to private sector companies, including financial institutions. society. The 17 sustainable development Goals for 2030 are the

2020 KEY EVENT Taking into account the SDGs by Natixis’ different business lines In Asset Management

Flexstone worked in 2020 on the evolution of its ESG analysis grid with the inclusion of priority SDGs in the evaluation of each investment. In particular, four priority SDGs were selected: climate, education, gender equality, decent work and economic growth. This new approach will be effective from 2021. ESG issues are systematically analyzed by Vauban InfrastructurePartners across all assets. This analysis is carried out in line with the sustainable development Goals in order to address the risks and opportunities related to these challenges. SDG-related indicators have been defined according to the specific nature of each asset, on the basis of whichactionplans are put in place at the level of the companies involved. In financing Government of Mexico: first sovereign bond linked to the sustainable development Goals Natixis acted as Sole SustainabilityStructurerand Joint Bookrunner to assist the MexicanMinistry of Finance in the design of the sustainable emission benchmark linked to the SDGs. This framework combines an eligibility program with green and social projects. The eligibility of social projects will be determined using geolocation, with priority given to vulnerable populations living in remote and disadvantaged areas (illiteracy, low attendance at school, lack of health services, lack of access, electricity, etc.). This is the first time that the SDGs have been used as an entry point for a frameworkand that an opinionon SDG alignment has been given by the United Nations Development Program (UNDP).

DNCA has implementeda measurementof exposuresto the main UN sustainable development Goals across its entire Beyond fund range. Thesemeasuresare based on the data published by the companies and consolidated with analyzesconductedby the managersof DNCA. The measure of exposure is presented both in terms of number of securities, but also in revenues. Thanks to the partnership established at the end of 2019with the independentimpact rating agency Impak Finance, Vega IM integrates impact analysis into the managementof a fund in order to meet the challenges related to the SDGs. This innovative approach, which takes into account both the generation of positive impacts and the mitigation of negative impacts, led to the creation in 2020 of the VEGA Responsible Transformation Fund. Thematics developed, during fiscal year 2020, an impact measurement approach built on data provided by ISS ESG to assess the positive or negative influence of the funds on the 17 SDGs. The contribution of these funds can range from -10 to +10 for each SDG, ultimately making it possible to assign a score on environmentaland social issues. All the funds subject to the analysis obtained a positive rating at the end of the evaluation cycle, and above their benchmark. In parallel, the controversiesof the companies that make up the fund are studied. The objective for Thematics is to be able to compare its ratings in opportunities (SDG) and in risks (controversies)with the benchmarks of the strategies, and possibly with the funds of other managers to measure its impact against its peers.

A growing number of Natixis’ Asset Management companies observe 6.4.1.1 the Principles for Responsible Investment (PRI)

Natixis examines ESG criteria closely when preparing its investment strategies, as sustainable development issues allow it to provide investors with value-creating solutions over the long term. In 2020, Natixis InvestmentManagers, which groups the expertise of 24 affiliate Asset Management companies around the world and ranks among the world’s biggest asset managers (more than €1,100 billion in assets under management at 31/12/2020), pursued its pledge to take Environmental, Social and Governance (ESG) issues

into consideration in the investment models each of its affiliates develops. The integration of ESG criteria is thus progressing throughout the management of NIM’s affiliates. The Principles for Responsible Investment (PRI) were published by the United Nations in 2006 as a voluntary commitment encouraging institutional investors and asset managers to incorporate ESG in the management of their portfolios. In 2020, 3,038 signatories with $103.4 trillion in assets under management had adopted the PRI (1) .

Source: unpri.org. (1)

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020