NATIXIS // 2021 Universal Registration Document

RISK FACTORS, RISK MANAGEMENT AND PILLAR III Basel 3 Pillar III disclosures

Differences between consolidation scopes (entity by entity) (EU LI3)

The table below lists the subsidiaries for which the method of regulatory consolidation is different from the method of accounting consolidation.

Prudential consolidation method

Method of accounting consolidation

Neither consolidated nor deducted Deducted

Full consolidation

Proportionate consolidation Equity method

Description of the entity Securitization vehicle

Name of entity

VERSAILLES

Full consolidation

X

Insurance company holding company

Full consolidation Full consolidation

X X

NATIXIS ASSURANCES

NATIXIS LIFE

Life insurance

Personal protection insurance Insurance real estate investments Insurance investment mutual fund Insurance real estate investments Insurance

BPCE PRÉVOYANCE

Full consolidation

X

3

FRUCTIFONCIER

Full consolidation Full consolidation

X X

BPCE VIE

REAUMUR ACTIONS

Full consolidation

X

NAMI INVESTMENT

Full consolidation Full consolidation

X X

Mutual fund Insurance investments (Securitization funds) Insurance investments (Securitization funds)

BPCE RELATION ASSURANCES (GIE)

FCT TULIP NOTE – COMPARTMENT 1

Full consolidation

X

FCT NA F ECO IMM II

Full consolidation

X

Insurance investment mutual fund Asset management Insurance investment mutual fund Insurance real estate investments Insurance investment mutual fund Insurance investment mutual fund Insurance investment mutual fund Insurance investment mutual fund Insurance investment mutual fund Insurance investment mutual fund Insurance company Service providers

DNCA INVEST NORDEN

Full consolidation Full consolidation

X X

THEMATICS AI AND ROBOTICS

AAA ACTIONS AGRO ALIMENTAIRE

Full consolidation

X

FRUCTIFONDS IMMOBILIER

Full consolidation

X

X

OPCI FRANCEUROPE IMMO

Full consolidation

SELECTIZ

Full consolidation

X

SELECTIZ PLUS

Full consolidation

X

ALLOCATION PILOTÉE ÉQUILIBRE C

Full consolidation

X

MIROVA EUROPE ENVIRONNEMENT C

Full consolidation

X

VEGA EURO RENDEMENT FCP RC

Full consolidation Full consolidation Full consolidation

X X X

BPCE ASSURANCES

BPCE APS

167

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021