NATIXIS -2020 Universal Registration Document

6 2020 NON-FINANCIAL PERFORMANCE REPORT

Business line contributions to green and sustainable growth

The merger of Ostrum AM and La Banque Postale AM (LBPAM) created the European leader in rate and insurance management in September 2020, with €447.9 billion in assets under management. OstrumAM systematicallyincludes ESG aspects in its analysiswhen they are deemed material. Ostrum AM’s responsible investment approach applies to all its investments in sovereign assets from emerging and developed countries and over 90% of its debt investments. This process applies to €410 billion in assets under management, representing 92% of its total assets under management. In addition, Ostrum AM has deployed sustainable management for 21% of its assets under management, according to various strategies: Best in class & Positive screening: selection of the best rated V issuers from an investment universe that excludes issuers with a high ESG risk profile; Best in universe: selectionof issuers from all sectorswith the best V ESG performance in the investment universe; Bespoke strategies: strategies co-built with clients for their V dedicated funds or discretionary mandates to match their ESG philosophy as closely as possible. All equity portfolios benefit from an SRI scoring and more restrictive management criteria are applied according to client guidelines. Ostrum obtained the SRI certification of two money market funds in 2020, bringing certified loans to 9.5% of total outstandings, with 25 labeled funds.

DNCA manages€26 billion, of which €7.5 billionare certified (i.e. 29% of assets under management). In 2020, DNCA obtained SRI certification for five new funds and aims to have its entire offering (equities, bonds) certified by the end of 2021. DNCA won three awards at the “Responsible Finance Awards”, rewarding the performance of its SRI approach.

DNCA investments

Total € 26.3 bn

Sustainable investment 29 % Impact investing 3 % Responsible investment 100 %

Mirova , an affiliate dedicated to sustainable investment, this year took another step forward in its specific positioning, focused on impact. Indeed, in 2020 Mirova received the B-Corp label and changed its bylaws to become a company with a mission, thus confirming the importance for the Company of putting its societal utility at the heart of its operations. Mirova systematically takes into account in its investment filters the ESG criteria for all asset classes, i.e. €19.5 billionof assets under management,of which 15 billion are labeled. The Company is 100% SRI and all of its portfoliosare aligned with a 2°C warming trajectory, in line with the ambitions of the Paris Climate Agreement. During the year 2020, Mirova was also at the origin of the reCOVery initiative created in partnership with Fabernovel, a collaborative thinking process for companies and financial players to encourage the debate on a fair and sustainable restart of the economy following the COVID-19 crisis. In addition, in 2020 Mirova won two awards at the 35th editionof the Corbeilles: the Corbeille d’Or Management Company and the Long Term Management Company Corbeille. The Corbeilles (baskets) distinguish the institutions whose funds achieve the best financial performance over time. MIROVA Total € 19.5 bn

OSTRUM AM

Total € 447.9 bn

Sustainable investment 21 % Responsible investment 92 %

DNCA , a leading European equity manager, developed its own ESG rating model in 2018, called Above & Beyond Analysis (ABA). This model analyzes its portfolios by rating issuers according to ESG criteria focused on two complementary concepts: Corporate social responsibilityand the sustainable transition. This approach has been complementedby a proprietary impact analysis model that seeks to generate significant and measurable positive environmental and social impacts in addition to maximizingfinancial returns. The model assesses a Company’s ability to meet three requirements: additionality (adding value to the market or regulation), intentionality (integration of the Company’s strategy) and measurability (using relevant comparable data). For the time being, this analysis only applies for the management of the DNCA Invest Beyond Semperosa fund. Dedicated impact reporting (1) is published each year.

Sustainable investment 100 % Impact investing 100 % Responsible investment 100 %

https://www.dnca-investments.com/en/funds/dnca-invest-beyond-semperosa/units/a-lu1907595398 (1)

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020