NATIXIS -2020 Universal Registration Document

2020 NON-FINANCIAL PERFORMANCE REPORT Business line contributions to green and sustainable growth

Ossiam , a specialist in quantitative management of index tracker funds and ExchangeTradedFunds (ETFs), applies ESG criteria to five of its funds and one separate account totaling €868 million (22% of assets under management). €611 million of assets under management are labeled SRI, i.e. 15.7% of assets undmeranagement. The integration of ESG (sustainable investment management) criteria into the strategies is carried out by implementing a combination of approaches: exclusions (controversial activities, tobacco, coal, etc.); V a best-in-class approach that exclude 30% of securities with the V worst ESG scores in a given business sector; an approach aimed at reducing the carbon footprint. V All new strategies developed by Ossiam are now analyzed to take ESG criteria on Board as additional market data. In order to improve the transparencyof information, in 2020 Ossiam increased the number of ESG indicators monitored in the portfolios and consolidated in ESG information sheets that will be shared with clients from 2021. These sheets cover ESG issues, but also from 2021 the alignmentwith a 1.5°C scenario, the portfolio’s contribution to the SDGs and the results of the votes and commitments by portfolio.

Vega InvestmentManagers , a specialist in tailor-mademanagement solutions for private investors, has since 2018 developedexpertise in fund selection taking into account ESG criteria. The ESG Club manages this selection based on an in-depth analysis of the responses to a questionnairesent to Asset Managementcompanies that declare that they have integrated an ESG process. This SRI/ESG universe of open architecture fund selection feeds VEGA Durable, launched in October 2018 (wealth management funds of funds) and the SRI guidance mandates in personalized GSM.

Vega IM

Total € 9.6 bn

Sustainable investment 1 % Responsible investment 28 %

Seeyond , a specialist in active quantitativemanagement, focused in 2020 on the accessibility of non-financial raw data in order to integrate them optimally into its investment approaches: three ESG data providers were selected for this purpose. Seeyond has also strengthened the governance of ESG issues with the creation of a Socially Responsible Investment Committee (composed of the Deputy CEO, the Head of Development, members of management, quantitative research and development). Since 2020, Seeyond has managed a second fund according to a euro zone equity strategy incorporating ESG (sustainable investment management) criteria: allocation of investments according to the ESG risks of issuers and exclusion of the most risky. The addition of this new fund brings assets under sustainablemanagement to €920 million, i.e. 10.4% of total assets and 17.6% of equity assets.

Ossiam

Total € 3.9 bn

Sustainable investment 22 % Responsible investment 22 %

Seeyond

6

Total € 8.8 bn

Sustainable investment 10 % Responsible investment 50 %

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020

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