NATIXIS // 2021 Universal Registration Document

INDIVIDUAL FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Individual financial statements and notes

The amount of perpetual subordinated loans totaled €812 million as at December 31, 2021 versus €808 million as at December 31, 2020. Restructured loans as defined in Note 1 amounted to €518 million in performing loans, before impairment, as at December 31, 2021 versus €263 million as at December 31, 2020. The amount after impairment amounted to €509 million at December 31, 2021 versus €259 million as at December 31, 2020. Restructured loans as defined in Note 1 recorded as non-performing or irrecoverableloans amounted to €1,809 millionbefore impairment at December 31, 2021 versus €1,444 million as at December 31, 2020. The amount after impairment amounted to €1,404 million at December 31, 2021 versus €1,010 million as at December 31, 2020.

Non-performing at December 31, 2021 versus €3,764 million as at December 31, 2020 (of which €181 millionat December 31,2021 relating to irrecoverable loans versus €179 million as at December 31, 2020). Provisions for non-performing loans totaled -€1,375 million at December 31, 2021 versus -€1,404 million as at December 31, 2020 (of which -€168 millionat December 31,2021 versus -€174 millionas at December 31,2020 relating to provisions for irrecoverable loans). At December 31, 2021, there were no receivables eligible for refinancing from the Banque de France or the European Central Bank. As a reminder, they amounted to €114 million as at December 31, 2020. loans amounted to €3,382 million

Note 6

Bonds, shares and other fixed and variable income securities

2021

2020

Securities held for trading

Securities held for sale

Securities held for investment

Securities held for trading

Securities held for sale

Securities held for investment

Total

(in millions of euros)

Total

Government securities and equivalent (b) Gross value (a)

8,327

5,126

457

13,910

11,215

6,086

728

18,028

Premiums/discounts

0 2

(26)

0 0

(26)

0 8

44 32

0 0

44 41

Accrued interest

25

27

Impairment

0

0

Net carrying amount

8,329

5,125

457

13,911

11,223

6,162

728

18,113

Bonds and other fixed-income securities (b) (c) Gross value (a)

3,609

5,512

236

9,357

3,788

6,195

244

10,227

Premiums/discounts

2

0 0 0

2

6

0 0

6

6

Accrued interest

0

16

16

0

20

20

Impairment

(14)

(14)

(78)

(0)

(78)

3,609

5,516

236

9,361

3,788

6,143

244

10,175

Net carrying amount Equities and other variable-income securities (b) (d) Gross value

48,020

48,020

37,875

1,059

38,934

Accrued interest

0 0

0 0 0

0 0

0 0

0

0

Impairment

(23)

(23)

Net carrying amount 38,910 For these categories of securities, the gross values shown in the “Securities held for sale” and “Securities held for investment” columns are the redemption (a) value. Of which securities loaned for €32,420 million at December 31, 2021 versus €29,902 million as at December 31, 2020. (b) Of which bonds and other listed fixed-income securities for €8,535 million at December 31, 2021 versus €9,327 million as at December 31, 2020. (c) Of which shares and other listed variable-income securities for €49,344 million at December 31, 2021 versus €38,659 million as at December 31, 2020. (d) Financial instruments not listed on active markets, recognized in short-term investments, trading securities and investment securities, represented an amount of €14,891 million at December 31, 2021. For the first time on December 31, 2020, Natixis applied ANC Regulation No. 2020-10 of December 22, 2020, amending ANC Regulation No. 2014-07 specifically as regards the presentationof securities loans on the balance sheet. This change consists in presenting under “Other liabilities”, the debt representing the securities borrowed, less the value of the securities borrowed (classified as trading securities on the balance sheet) and the value of the securities borrowed that have been loaned out (also classified as trading securities otnhe balance sheet). 48,020 48,020 37,875 1,035

Transfers of securities between categories There were no transfers of securities between categories in2020 or 2021.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021