NATIXIS - Universal registration document and financial report 2019

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

2019 KEY EVENT Mirova Women Leaders Equity Fund

In the first quarter of 2019, Mirova launched a global equity fund on the theme of the presence of women in companies’ executive bodies. Women’s presence in senior management positions is a key factor of diversity in companies and proof of their commitment to gender equality. Mirova has set criteria and created an investment universe of 250 companies around the world and has built a portfolio of around 50 companies from this universe following an active fundamental management approach. The fund has obtained the French SRI label and it has entered into a partnership with the UN Women French National Committee, to which it donates part of its management fees. Natixis Assurances is committed to supporting projects with a strong social impact and has invested €10 million in this fund.

Seeyond , a specialist in active quantitative management, is drawing on Mirova’s ESG research expertise to upgrade its business model to take ESG criteria into account. One of its equity funds, which applies a minimum volatility strategy (1) , already incorporates ESG criteria by allocating investments based on issuers’ ESG risks and excluding the riskiest issuers. This fund totals €940 million, or 9.7% of Seeyond’s total assets under management.

Ossiam , a specialist in quantitative management of index tracker funds and Exchange Traded Funds (ETFs), applies ESG criteria to four of its funds totaling €770 million (18.3% of assets under management). ESG criteria are incorporated into investment strategies through 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 In 2019, Ossiam won the innovation award at the Agefi European ETF Awards (2) for its new machine learning approach applied to ESG investments. This strategy uses machine learning techniques to analyzing a multiplicity of financial and ESG indicators in order to identify and select companies with potential performance compare to the defined investment universe. All new strategies developed by Ossiam are now analyzed to take ESG criteria on Board as additional market data.

SEEYOND

Total € 9.7 bn

ESG Integration 9.7 %

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Thematics, an investment management firm specialized in innovative equity themes, incorporates ESG criteria in all its investment processes, covering 100% of assets under management (€600 million): definition of investment universe: specific exclusions are applied to V each thematic fund in addition to exclusions relating to sector policies. For example, companies producing plastic water bottles are excluded from the water investment strategy and companies with military contracts are excluded from security and artificial intelligence & robotics funds; selection: ESG criteria are one of the four risk categories analyzed V to select the best risk/reward opportunities; investment: thresholds that take ESG scores into account are used V to fine tune positions.

Ossiam

Total € 4.2 bn

ESG Integration 18 %

%GTVKƒGF 12.8 %

AEW CILOGER in Europe, and AEW Capital Management in the United States, both of which specialize in real estate investments, are building a corporate culture that respects ESG principles. ESG aspects are considered and discussed with the Investment Committee at the acquisition stage for direct investments.

Thematics

Total € 0.6 bn

ESG Integration 100 %

A pure equity management strategy that selects stocks based on their volatility and correlation profiles to reduce the overall volatility of the equity portfolio. (1) https://www.agefi.fr/site/european-etf-awards. (2)

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019