NATIXIS // 2021 Universal Registration Document

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

Unrealized capital gains and losses in the investment portfolio

(in millions of euros)

2020

2021

Government securities and equivalent Unrealized capital gains

37

29

Unrealized capital losses

(26)

Bonds and other fixed-income securities Unrealized capital gains

10

Unrealized capital losses

(29)

(87)

Equities and other variable-income securities Unrealized capital gains

74

62

Unrealized capital losses

(14)

(11)

Note 7

Investments in subsidiaries and affiliates, investments, other long-term investments and treasury shares

(in millions of euros)

2020

2021

Investments Outstanding

97 99

95 97

Current account advances Translation adjustments

0 1

0 5

Impairment

(3)

(7)

Securities loaned

0

0

Other long-term investments

218 230

58 75

Outstanding (a)

Current account advances Translation adjustments Impairment

(12)

(17)

Securities loaned Accrued interest

1

1

INVESTMENTS AND OTHER SECURITIES HELD LONG-TERM

316

154

Investments in subsidiaries and affiliates

12,803 13,205

13,510 13,796

Outstanding (b)

Current account advances Translation adjustments

6

6

65

71

Impairment (c)

(473)

(363)

Securities loaned Accrued interest

0 0

0 0

INVESTMENTS IN SUBSIDIARIES AND AFFILIATES

12,803

13,510

Treasury shares

10 10

17 17

Securities held for trading Securities held for sale Securities loaned Long-term investments TREASURY SHARES

0

0

10 17 Including in 2021 the transfer of Coface securities from the accounting category “Investments in subsidiaries and affiliates” to “Other securities held long-term” for an amount (a) of €155 million. The main changes during 2021 related to: (b) The main changes during 2021 related to: (c) Coface S.A.: disposals for a negative impact of €483 million and transfer of accounting category of the residual portion of €155 million (“Investments in subsidiaries and affiliates” V to “Other long-term investments”); total transmission of the assets and liabilities (TUP) of Crane, Phoenix and Investima 32 for a negative €20.6 million; V the Natixis North America capital increase for a positive €63 million. V The main changes during 2021 related to: (c) Natixis Marco with an additional provision for a negative €92 million; V Natixis Payments Holding company additional provisions for a negative €85 million; V the impact of reversals of provisions on the securities of the companies subject to a TUP during the year for a positive €18 million; V Contango with a reversal of provision for a positive €6 million; V Coface S.A., with a reversal of the provision following the disposal for a positive €41 million. V

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021