UCITS under French law (SICAV)

OSTRUM CASH EURIBOR

SEMI-ANNUAL REPORT as at 31 December 2020

Management Company: Natixis Investment Managers International Custodian: CACEIS Bank Statutory Auditor: Deloitte & Associés

Natixis Investment Managers International 43 Avenue Pierre Mendès-France, 75013 Paris, France – Tel.: +33 (0)1 78 40 80 00 www.im.natixis.com

• STATEMENT OF NET ASSETS IN EUR

Amount at the end of the Items on the statement of net assets period *

a) Eligible financial securities referred to in paragraph 1, section I of Article L. 214-20 of the French 5,590,678,515.76 Monetary and Financial Code

b) Bank assets 1,641,990,361.19

c) Other assets held by the UCI 76,365,127.87

d) Total assets held by the UCI (lines a + b + c) 7,309,034,004.82

e) Liabilities -20,610,765.69

f) Net asset value (lines d + e = net assets of the UCI) 7,288,423,239.13 * Amounts are signed

• NUMBER OF SHARES OUTSTANDING AND NET ASSET VALUE PER SHARE

Type of Net assets per Number of shares Net asset value per Share share share outstanding share

OSTRUM CASH EURIBOR I in EUR C 6,613,802,846.62 65,045.1938 101,680.11

OSTRUM CASH EURIBOR RC in EUR C 454,295,838.60 11,074.9595 41,020.09

OSTRUM CASH EURIBOR RD in EUR D 1,324,723.25 87.6370 15,116.02

OSTRUM CASH EURIBOR RE in EUR C 135,513.05 134.9767 1,003.97

OSTRUM CASH EURIBOR TC in EUR C 218,864,317.61 14,474.0790 15,121.12

OSTRUM CASH EURIBOR 2

• SECURITIES PORTFOLIO ITEMS

Percentage of Total percentage Securities portfolio items net assets * of assets ** A) Eligible financial securities and money market instruments admitted to trading on a regulated market, within the meaning of Article L. 422-1 of the French Monetary and 71.79 71.59 Financial Code. And B) Eligible financial securities and money market instruments admitted to trading on another regulated market that operates regularly, is recognised and open to the public and whose registered office is located in a Member State of the European Union or in another State party to the agreement on the European Economic Area. C) Eligible financial securities and money market instruments admitted to official listing on a stock exchange in a third country or traded on another market in a third country that is regulated, operates regularly and is recognised and open to the public, provided that said stock exchange or market does not appear on a list drawn up by the Autorité des marchés 4.91 4.90 financiers (French Financial Markets Authority – AMF) or that the selection of said stock exchange or market is made in accordance with the law or the regulations or articles of association of the undertaking for collective investment in transferable securities. D) Newly issued eligible financial securities referred to in paragraph 4, section I of Article

R. 214-11 of the French Monetary and Financial Code. E) Other assets. 0.78 0.78

* Please refer to f) in the statement of net assets ** Please refer to d) in the statement of net assets

OSTRUM CASH EURIBOR 3

• BREAKDOWN OF ASSETS A), B), C), D) OF THE SECURITIES PORTFOLIO, BY CURRENCY

Currenc Percentage of net Total percentage Securities Amount (EUR) y assets * of assets **

Euro EUR 5,302,817,829.94 72.76 72.55

Japanese yen JPY 165,608,984.01 2.27 2.27

US dollar USD 122,251,701.81 1.68 1.67

TOTAL 5,590,678,515.76 76.71 76.49

* Please refer to f) in the statement of net assets ** Please refer to d) in the statement of net assets

OSTRUM CASH EURIBOR 4

• BREAKDOWN OF ASSETS A), B), C), D) OF THE SECURITIES PORTFOLIO, BY COUNTRY OF RESIDENCE OF ISSUER

Percentage of net Total percentage Country assets * of assets **

FRANCE 38.99 38.88

LUXEMBOURG 10.06 10.04

UNITED KINGDOM 6.84 6.82

ITALY 5.92 5.90

NETHERLANDS 4.87 4.86

SPAIN 2.79 2.78

JAPAN 2.27 2.27

UNITED STATES 1.68 1.67

SWITZERLAND 0.96 0.96

GERMANY 0.92 0.92

SWEDEN 0.83 0.82

BELGIUM 0.45 0.45

IRELAND 0.12 0.12

TOTAL 76.71 76.49

* Please refer to f) in the statement of net assets ** Please refer to d) in the statement of net assets

OSTRUM CASH EURIBOR 5

• BREAKDOWN OF OTHER ASSETS OF E) OF THE SECURITIES PORTFOLIO, BY TYPE

Percentage of net Total percentage of Asset type assets * assets ** Undertakings for collective investment Retail UCITS and AIFs and equivalents in other countries intended for non-professional 0.78 0.78 investors Other funds and equivalents in other EU Member States intended for non-professional

investors Retail professional funds and their equivalents in other EU Member States and listed

securitisation vehicles Other professional investment funds and equivalents in other EU Member States and

unlisted special-purpose vehicles Other non-European undertakings Other assets Other TOTAL 0.78 0.78 * Please refer to f) in the statement of net assets ** Please refer to d) in the statement of net assets

OSTRUM CASH EURIBOR 6

• TRANSACTIONS IN THE SECURITIES PORTFOLIO DURING THE PERIOD IN EUR

Transactions (amount) Securities portfolio items Purchases Sales A) Eligible financial securities and money market instruments admitted to trading on a regulated market, within the meaning of Article L. 422-1 of the French Monetary and 11,497,496,208.71 12,258,709,173.54 Financial Code. And B) Eligible financial securities and money market instruments admitted to trading on another regulated market that operates regularly, is recognised and open to the public and whose registered office is located in a Member State of the European Union or in another State party to the agreement on the European Economic Area. C) Eligible financial securities and money market instruments admitted to official listing on a stock exchange in a third country or traded on another market in a third country that is regulated, operates regularly and is recognised and open to the public, provided that said stock exchange or market does not appear on a list drawn up by the Autorité des marchés 970,626,082.49 623,561,462.65 financiers (French Financial Markets Authority – AMF) or that the selection of said stock exchange or market is made in accordance with the law or the regulations or articles of association of the undertaking for collective investment in transferable securities. D) Newly issued eligible financial securities referred to in paragraph 4, section I of Article

R. 214-11 of the French Monetary and Financial Code. E) Other assets. 210,998,179.22 385,954,531.06

• DISTRIBUTION DURING THE PERIOD

Gross unit amount Net unit amount Tax credit (1) Share (2) EUR EUR EUR Dividends paid

Dividends payable OSTRUM CASH EURIBOR RD (1) The tax credits per unit will only be determined on the distribution date, in accordance with the prevailing tax provisions. (2) The gross amount per unit will only be determined on the distribution date, in accordance with the prevailing tax provisions.

• OTHER INFORMATION

Depositary: CACEIS Bank - 1-3 place Valhubert, 75013 Paris

The itemised half-yearly statement of assets will be made available within eight weeks of the end of the period. It is available on request from the management company:

Natixis Investment Managers International – 43, avenue Pierre Mendès France, 75013 Paris

OSTRUM CASH EURIBOR 7

• TRANSPARENCY OF SECURITIES FINANCING TRANSACTIONS AND OF THE REUSE OF FINANCIAL INSTRUMENTS – SFTR REGULATION – IN THE ACCOUNTING CURRENCY OF THE UCI (EUR)

Reverse Securities Securities Repurchase repurchase TRS lending borrowing agreements agreements a) Securities and commodities lending

Amount

% of Net Assets*

* % excluding cash and cash equivalents b) Assets committed for each type of securities financing transaction and TRS, expressed in terms of absolute value

Amount

% of Net Assets c) Top 10 issuers of collateral received (excluding cash) for all types of financing transaction

d) Top 10 counterparties in terms of absolute value of assets and liabilities without offsetting

e) Type and quality of collateral

Type

- Equities

- Bonds

- UCIs

- Negotiable debt securities

- Cash 15,309,495.29

Rating

Collateral currency

Euro 15,309,495.29 f) Settlement and clearing of contracts

Tripartite X

Central counterparty

Bilateral X X

OSTRUM CASH EURIBOR 8

Reverse Securities Securities Repurchase repurchase TRS lending borrowing agreements agreements g) Collateral maturity broken down by tranche

Less than 1 day

1 day – 1 week

1 week – 1 month

1 – 3 months

3 months – 1 year

More than 1 year

Open h) Maturity of securities financing transactions and TRS, broken down by tranche

Less than 1 day

1 day – 1 week

1 week – 1 month

1 – 3 months

3 months – 1 year

More than 1 year

Open i) Data on the reuse of collateral

Maximum amount (%)

Amount used (%)

Income for the UCI following reinvestment of cash collateral in euro j) Data on the custody of collateral received by the UCI

CACEIS Bank

Securities

Cash 15,309,495.29 k) Data on the custody of collateral provided by the UCI

Securities

Cash

OSTRUM CASH EURIBOR 9

Reverse Securities Securities Repurchase repurchase TRS lending borrowing agreements agreements l) Breakdown of data on income and costs Income

- UCIs 35,376.01

- Manager

- Third parties

Costs

- UCIs 31,974.43

- Manager

- Third parties e) Data on the type and quality of collateral

Collateral received must comply with the NIM International policy established to guarantee a high level of quality and liquidity, and there must be no direct correlation with the counterparty to the transaction. Additionally, the NIM International collateralisation policy sets out levels of over-collateralisation for each type of security, intended to offset any variation in their value. Finally, a daily margin call system is in place to offset the mark-to-market variations of securities. i) Data on the reuse of collateral

AIFs have no regulatory limit regardless of the type of collateral (i.e. maximum amount = 100% in theory).

For transactions conducted by NAM Finance, acting as an "agent" or "principal", the amounts received in respect of cash collateral on temporary sales of securities are invested in an interest-bearing deposit account.

Lastly, for formula funds containing TRS and/or performance swaps, in the majority of cases no collateral was reinvested. However, some funds did replace all or part of the cash collateral in the form of a deposit in order to comply with a regulatory constraint: namely, that the maximum amount of cash in the portfolio may not exceed 10%, while the deposited amount may account for a maximum of 20%. k) Data on the custody of collateral provided by the UCI

All collateral provided by the UCI is transferred under full ownership. l) Breakdown of data on income and costs

The Management Company has entrusted Natixis Asset Management Finance with performing securities lending and repurchase agreement transactions for the UCITS.

Income from these transactions is returned to the UCITS. These transactions give rise to costs that are borne by the UCITS. Natixis Asset Management Finance's invoicing cannot exceed 40% of the revenue generated by these transactions and is deducted from the income recognised by the UCITS.

The amounts shown do not include remuneration from the investment of cash collateral in deposit accounts.

OSTRUM CASH EURIBOR 10

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR

Quantity % of Security name Currency (number or Current value Net nominal value) Assets Bonds and equivalent securities Bonds and equivalent securities traded on a regulated or

equivalent market SPAIN NT CONS 1.0% 26-05-21 EMTN EUR 9,900,000 10,019,023.77 0.14 TOTAL SPAIN 10,019,023.77 0.14 FRANCE 2 1/4 11/15/21 EUR 1,200,000 1,222,912.77 0.02 ENGIE6.375% 18/01/21 EMTN EUR 8,034,000 8,545,087.52 0.12 VILOGIA STE ANONYME D HLM ZCP 02-03-21 EUR 10,000,000 10,005,500.00 0.13 TOTAL FRANCE 19,773,500.29 0.27 ITALY ITALY BUONI POLIENNALI DEL TESORO 0.05% 15-04-21 EUR 90,000,000 90,157,895.61 1.23 TOTAL ITALY 90,157,895.61 1.23 LUXEMBOURG CODEIS SECURITIES OIS+0.05% 19-02-21 EUR 245,000,000 244,117,353.81 3.34 CODEIS SECURITIES OIS+0.05% 25-06-21 EUR 30,000,000 29,934,507.07 0.42 PURPLE PROTECTED ASSET OIS+0.0% 17-11-21 EUR 180,000,000 179,896,180.45 2.47 PURPLE PROTECTED ASSET OIS+0.0% 29-07-21 EUR 100,000,000 99,799,346.56 1.37 PURPLE PROTECTED ASSET OIS+0.1% 04-03-21 EUR 30,000,000 29,910,405.08 0.42 SG ISSUER EONIA 19-02-21 EUR 150,000,000 149,921,430.89 2.05 TOTAL LUXEMBOURG 733,579,223.86 10.07 NETHERLANDS ABN AMRO BK E3R+0.4% 15-01-21 EUR 22,878,000 22,881,431.70 0.31 INTL BV 3.50% 02/21 EUR 8,700,000 9,005,320.08 0.12 TOTAL NETHERLANDS 31,886,751.78 0.43 UNITED KINGDOM BARCLAYS BK 0.0% 30-07-21 EMTN EUR 23,000,000 23,038,410.00 0.32 TOTAL UNITED KINGDOM 23,038,410.00 0.32 TOTAL Bonds and equivalent securities traded on a 908,454,805.31 12.46 regulated or equivalent market TOTAL Bonds and equivalent securities 908,454,805.31 12.46 Debt securities Debt securities traded on a regulated or equivalent market GERMANY MERCK FINANCIAL SERVICES GMBH 080621 FIX 0.0 EUR 18,000,000 18,020,877.04 0.25 SAP SE ZCP 11-03-21 EUR 4,000,000 4,003,466.45 0.05 SEB HYPOTHEKENBANK AG 291221 FIX 0.0 EUR 20,000,000 20,115,920.51 0.28 TOTAL GERMANY 42,140,264.00 0.58 BELGIUM LVMH FINANCE BELGIQUE SA 220121 FIX 0.0 EUR 7,000,000 7,002,353.57 0.10 SNCB ZCP 15-01-21 EUR 15,000,000 15,000,915.68 0.20 VLAAMSE GEMEENSCHAP 150121 FIX 0.0 EUR 11,000,000 11,000,945.62 0.15 TOTAL BELGIUM 33,004,214.87 0.45 SPAIN BANCO BILBAO VIZCAYA ARGENTARIA SA 250121 FIX 0.0 EUR 70,000,000 70,026,746.33 0.96

OSTRUM CASH EURIBOR 11

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets ENAGAS SA 311220 FIX 0.0 EUR 10,000,000 10,000,000.00 0.13 ENDESA SA 080321 FIX 0.0 EUR 4,000,000 4,001,489.44 0.05 SANTANDER CONSUMER FINANCE, S.A. 250121 FIX 0.0 EUR 20,000,000 20,007,641.81 0.28 SANTANDER CONSUMER FINANCE S.A 040121 FIX 0.0 EUR 70,000,000 70,106,327.93 0.97 SPAI LETR DEL TESO ZCP 15-01-21 EUR 9,000,000 9,004,050.32 0.12 TOTAL SPAIN 183,146,255.83 2.51 UNITED STATES FINANCE USA INC 260321 FIX 0.0 USD 5,000,000 4,077,271.29 0.05 TOTAL UNITED STATES 4,077,271.29 0.05 FRANCE AGACHE (SOCIETE FINANCIERE) 080221 FIX 0.0 EUR 6,000,000 6,003,577.13 0.08 AGACHE (SOCIETE FINANCIERE) 100321 FIX 0 EUR 10,000,000 10,010,552.79 0.14 AGACHE (SOCIETE FINANCIERE) 110321 FIX 0 EUR 16,000,000 16,017,129.43 0.22 AGACHE (SOCIETE FINANCIERE) 130421 FIX 0 EUR 12,000,000 12,018,913.10 0.16 AGACHE (SOCIETE FINANCIERE) 250521 FIX 0 EUR 5,000,000 5,011,100.98 0.07 AGACHE ZCP 02-02-21 EUR 3,000,000 3,001,513.26 0.04 AGENCE FRANCAISE DE DEVELOPPEMEN 100521 FIX 0.0 EUR 50,000,000 50,095,877.94 0.69 SE 311220 FIX 0.0 EUR 40,000,000 40,000,000.00 0.55 SA 150621 FIX 0.0 EUR 12,000,000 12,030,510.71 0.17 AXA SA 220621 FIX 0.0 EUR 20,000,000 20,053,001.20 0.28 BANQUE PALATINE 150321 OIS -0.005 EUR 15,000,000 14,993,870.73 0.20 BNP PARIBAS 141021 FIX 0.0 EUR 80,000,000 80,390,160.24 1.10 BNP PARIBAS 151121 FIX 0.0 EUR 50,000,000 50,223,586.48 0.69 BNP PARIBAS 220421 FIX 0.0 EUR 50,000,000 50,079,069.29 0.69 BNP PARIBAS 270121 OISEST+0.25 EUR 30,000,000 29,925,151.20 0.41 BNP PARIBAS 300821 FIX 0.0 EUR 50,000,000 50,171,160.31 0.69 BPCE 071021 FIX 0.0 EUR 50,000,000 50,222,653.77 0.69 BPCE 311220 OIS 0.19 EUR 50,000,000 49,869,820.36 0.68 BRED BANQUE POPULAIRE 040221 FIX 0.0 EUR 50,000,000 50,026,750.42 0.69 CA CON OISEST+0.15% 10-01-22 EUR 50,000,000 50,016,249.58 0.69 CA CONSUMER FINANCE 030221 FIX 0.0 EUR 50,000,000 50,018,801.51 0.69 CA CONSUMER FINANCE 030621 FIX 0.0 EUR 35,000,000 35,078,645.74 0.48 CAISSE REG. DE 120221 FIX 0.0 EUR 60,000,000 60,170,348.94 0.83 CA LEASING 260221 FIX 0.0 EUR 50,000,000 50,041,993.57 0.69 CDC HABITAT 260121 FIX 0.0 EUR 10,000,000 10,003,431.73 0.14 CDC HABITAT 310521 FIX 0.0 EUR 26,000,000 26,051,904.80 0.35 CFCM - COMPAGN 020821 FIX 0.0 EUR 10,000,000 10,034,208.01 0.14 CFCM - COMPAGN 030921 FIX 0.0 EUR 20,000,000 20,077,488.40 0.27 CFCM - COMPAGN 040121 FIX 0.0 EUR 10,000,000 10,000,611.15 0.13 CFCM - COMPAGN 050821 FIX 0.0 EUR 10,000,000 10,034,640.67 0.14 CFCM - COMPAGN 060821 FIX 0.0 EUR 10,000,000 10,034,782.56 0.14 CFCM - COMPAGN 130821 FIX 0.0 EUR 5,000,000 5,017,891.92 0.07 CFCM - COMPAGN 170821 FIX 0.0 EUR 15,000,000 15,054,537.36 0.21 CFCM - COMPAGN 210521 FIX 0.0 EUR 50,000,000 50,107,940.86 0.69 CIE GEN. DES ETS 140921 FIX 0.0 EUR 7,000,000 7,025,327.28 0.10

OSTRUM CASH EURIBOR 12

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets CM ARKEA 230621 FIX 0.0 EUR 20,000,000 20,053,308.38 0.28 CRCAM ALPES PROVENCE 170121 FIX 0.0 EUR 10,000,000 10,002,503.40 0.14 CRCAM PYRENEES GASCOGNE 120221 FIX 0.0 EUR 40,000,000 40,117,633.82 0.55 CRCAM SUD RHONE ALPES 151221 FIX 0.0 EUR 10,000,000 10,050,812.44 0.14 CREDIT LYONNAIS 040121 FIX 0.0 EUR 100,000,000 100,254,898.08 1.37 CREDIT LYONNAIS 250121 FIX 0.0 EUR 100,000,000 100,036,819.11 1.37 CREDIT LYONNAIS 311220 FIX 0.0 EUR 15,000,000 15,000,000.00 0.21 CREDIT MUTUEL ARKEA 071021 FIX 0.0 EUR 15,000,000 15,065,230.78 0.21 CRED MUTU ARKE ZCP 15-01-21 EUR 10,000,000 10,002,292.19 0.14 DANONE SA 080321 FIX 0.0 EUR 17,000,000 17,016,277.96 0.23 DANONE SA 110221 FIX 0.0 EUR 5,000,000 5,003,000.13 0.07 DANONE SA 200421 FIX 0.0 EUR 4,000,000 4,006,292.10 0.05 DANONE SA 310321 FIX 0.0 EUR 22,000,000 22,028,306.37 0.30 ELECTRICITE DE FRANCE EDF 070721 FIX 0.0 EUR 30,000,000 30,070,917.92 0.41 OIS+-0.01% 14-06-21 EUR 45,000,000 45,004,758.44 0.62 ENGIE SA 040621 FIX 0.0 EUR 5,000,000 5,011,327.69 0.07 ENGIE SA 050221 FIX 0.0 EUR 12,000,000 12,006,303.31 0.16 ENGIE SA 100221 FIX 0.0 EUR 20,000,000 20,011,965.49 0.27 ENGIE SA 150321 FIX 0.0 EUR 5,000,000 5,005,659.18 0.07 ENGIE SA 150621 OIS -0.01 EUR 25,000,000 25,009,043.58 0.34 ENGIE SA 160221 FIX 0.0 EUR 18,000,000 18,012,345.96 0.24 ENGIE SA 240221 FIX 0.0 EUR 14,000,000 14,011,238.18 0.19 ENGIE SA 310521 FIX 0.0 EUR 13,000,000 13,028,690.26 0.18 EUROFACTOR 030221 FIX 0.0 EUR 50,000,000 50,025,040.31 0.69 EURO OISEST+0.115% 09-12-21 EUR 23,000,000 23,007,275.56 0.32 KERI FINA EX PPR F ZCP 17-03-21 EUR 10,000,000 10,010,672.49 0.14 FIN 310521 FIX 0.0 EUR 7,000,000 7,014,858.84 0.10 KERING SA 030321 FIX 0.0 EUR 6,000,000 6,005,222.88 0.08 KLEPIERRE 040321 FIX 0.0 EUR 7,000,000 7,006,130.36 0.09 KLEPIERRE 210121 FIX 0.0 EUR 5,000,000 5,001,458.76 0.07 METROPOLE DE LYON 240221 FIX 0.0 EUR 10,000,000 10,007,185.72 0.14 NATIXIS 071021 FIX 0.0 EUR 50,000,000 50,236,845.80 0.69 NATIXIS 081021 FIX 0.0 EUR 50,000,000 50,236,845.80 0.69 NATIXIS 220121 FIX 0.0 EUR 50,000,000 50,016,811.21 0.69 NATIXIS 270821 FIX 0.0 EUR 50,000,000 50,186,147.81 0.69 NATIXIS LEASE IMMO 260321 FIX 0.0 EUR 5,000,000 5,006,501.50 0.07 NATIXIS ZCP 17-12-21 EUR 5,000,000 5,026,360.88 0.07 260121 FIX 0.0 EUR 5,000,000 5,001,014.93 0.07 PERNOD RICARD 270121 FIX 0.0 EUR 3,000,000 3,000,632.38 0.04 REGION BOURGOGNE FRANCHE COMTE 280121 FIX 0.0 EUR 4,000,000 4,001,462.76 0.06 REGION DE BRETAGNE ZCP 15-01-21 EUR 15,000,000 15,002,938.08 0.20 REGION ILE DE FRANCE 070921 FIX 0.0 EUR 30,000,000 30,114,602.79 0.41 REGION OCCITANIE 230221 FIX 0.0 EUR 20,000,000 20,014,109.95 0.28 CREDIT 220221 FIX 0.0 EUR 11,000,000 11,002,982.21 0.15 RTE EDF TRANSPORT 070121 FIX 0.0 EUR 6,000,000 6,000,565.89 0.08

OSTRUM CASH EURIBOR 13

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets RTE EDF TRANSPORT 090321 FIX 0.0 EUR 15,000,000 15,013,754.27 0.21 RTE EDF TRANSPORT 150121 FIX 0.0 EUR 15,000,000 15,003,031.86 0.20 RTE EDF TRANSPORT 180121 FIX 0.0 EUR 20,000,000 20,004,851.18 0.27 RTE EDF TRANSPORT 210121 FIX 0.0 EUR 20,000,000 20,005,659.93 0.28 RTE EDF TRANSPORT 290121 FIX 0.0 EUR 10,000,000 10,003,908.47 0.14 SA 030221 FIX 0.0 EUR 35,000,000 34,983,027.60 0.48 SE 010321 FIX 0.0 EUR 5,000,000 5,001,480.44 0.07 SCHNEIDER ELECTRIC SE 050221 FIX 0.0 EUR 8,000,000 8,002,022.91 0.11 SCHNEIDER ELECTRIC SE 080221 FIX 0.0 EUR 15,000,000 15,003,910.77 0.20 SCHNEIDER ELECTRIC SE 080221 FIX 0.0 EUR 5,000,000 5,001,303.59 0.07 SCHNEIDER ELECTRIC SE 120221 FIX 0.0 EUR 10,000,000 10,002,682.25 0.13 SCHNEIDER ELECTRIC SE 260221 FIX 0.0 EUR 8,000,000 8,002,128.57 0.11 SCHNEIDER ELECTRIC SE 260221 FIX 0.0 EUR 10,000,000 10,002,660.71 0.14 SG ZCP 03-01-22 EUR 70,000,000 70,352,100.00 0.97 SOCIETE DU GRAND PARIS 110121 FIX 0.0 EUR 20,000,000 20,003,361.68 0.27 SOCIETE GENERALE SA 030321 OIS 0.22 EUR 50,000,000 49,906,399.47 0.69 SOCIETE GENERALE SA 150221 FIX 0.0 EUR 80,000,000 80,056,261.76 1.10 STE ANONYME DE 040321 FIX 0.0 EUR 3,000,000 3,002,601.00 0.04 STE ANONYME DE 160221 FIX 0.0 EUR 36,000,000 36,023,280.04 0.49 SUEZ SA 080321 FIX 0.0 EUR 20,000,000 20,025,563.19 0.28 SYNDICAT TRANS 110221 FIX 0.0 EUR 7,000,000 7,004,494.55 0.10 ENVIRONNEMENT SA 030221 FIX 0.0 EUR 40,000,000 40,020,788.58 0.55 VEOLIA ENVIRONNEMENT SA 030521 FIX 0.0 EUR 50,000,000 50,094,135.23 0.68 VEOLIA ENVIRONNEMENT SA 070621 FIX 0.0 EUR 50,000,000 50,120,986.49 0.68 VEOLIA ENVIRONNEMENT SA 120421 FIX 0.0 EUR 40,000,000 40,062,430.62 0.55 VEOLIA ENVIRONNEMENT SA 130721 FIX 0.0 EUR 10,000,000 10,029,727.00 0.13 VEOLIA ENVIRONNEMENT SA 160221 FIX 0.0 EUR 23,000,000 23,016,527.15 0.32 VINCI SA 140121 FIX 0.0 EUR 50,000,000 50,010,015.89 0.68 VINCI SA 190121 FIX 0.0 EUR 29,500,000 29,508,020.44 0.40 VINCI SA 210121 FIX 0.0 EUR 7,000,000 7,002,103.55 0.10 VINCI SA 220121 FIX 0.0 EUR 32,000,000 32,010,074.28 0.44 TOTAL FRANCE 2,791,927,788.57 38.31 IRELAND DXC CAPITAL FUNDING LTD 130821 FIX 0.0 EUR 4,000,000 4,003,390.37 0.05 TOTAL IRELAND 4,003,390.37 0.05 ITALY ITAL BUON ORDI DEL ZCP 26-02-21 EUR 50,000,000 50,049,202.95 0.69 ITAL BUON ORDI DEL ZCP 29-01-21 EUR 80,000,000 80,041,762.46 1.10 ITAL BUON ORDI DEL ZCP 30-04-21 EUR 67,500,000 67,634,366.94 0.93 ITAL BUON ORDI DEL ZCP 31-05-21 EUR 81,000,000 81,187,294.58 1.11 SNAM SPA 030221 FIX 0.0 EUR 8,000,000 8,003,666.12 0.11 SNAM SPA 030621 FIX 0.0 EUR 8,000,000 8,016,632.29 0.11 SNAM SPA 040321 FIX 0.0 EUR 22,000,000 22,018,688.36 0.30 SNAM SPA 120521 FIX 0.0 EUR 10,000,000 10,017,815.01 0.14 SNAM SPA 230421 FIX 0.0 EUR 14,000,000 14,021,345.55 0.19

OSTRUM CASH EURIBOR 14

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets TOTAL ITALY 340,990,774.26 4.68 JAPAN JAPAN TREASURY DISC ZCP 080321 JPY 4,000,000,000 31,544,362.64 0.43 JAPA TREA DISC BIL ZCP 01-02-21 JPY 4,000,000,000 31,544,583.40 0.43 JAPA TREA DISC BIL ZCP 01-03-21 JPY 3,000,000,000 23,657,869.88 0.33 JAPA TREA DISC BIL ZCP 18-01-21 JPY 10,000,000,000 78,862,168.09 1.08 TOTAL JAPAN 165,608,984.01 2.27 NETHERLANDS DE VOLKSBANK NV 150321 FIX 0.0 EUR 15,000,000 15,014,505.68 0.21 DE VOLKSBANK NV 160221 FIX 0.0 EUR 20,000,000 20,012,279.76 0.27 DE VOLKSBANK NV 170521 FIX 0.0 EUR 20,000,000 20,035,072.51 0.28 DE VOLKSBANK NV 250121 FIX 0.0 EUR 15,000,000 15,004,897.43 0.20 IBERDROLA INTERNATIONAL BV 080321 FIX 0.0 EUR 20,000,000 20,020,306.71 0.28 IBERDROLA INTERNATIONAL BV 110221 FIX 0.0 EUR 7,000,000 7,004,453.67 0.09 IBERDROLA INTERNATIONAL BV 220221 FIX 0.0 EUR 4,000,000 4,003,212.02 0.06 IBERDROLA INTERNATIONAL BV 311220 FIX 0.0 EUR 50,000,000 50,000,000.00 0.68 ING BANK NV 311220 OIS 0.17 EUR 50,000,000 49,866,696.67 0.68 LINDE FINANCE BV 060121 FIX 0.0 EUR 15,000,000 15,001,375.13 0.21 LINDE FINANCE BV 190121 FIX 0.0 EUR 7,000,000 7,002,032.53 0.10 LINDE FINANCE BV 250121 FIX 0.0 EUR 10,000,000 10,003,820.90 0.14 LINDE FINANCE BV 270121 FIX 0.0 EUR 7,000,000 7,002,888.69 0.10 INTERNATIONAL FINANCE BV 300321 FIX 0.0 EUR 11,000,000 11,013,068.84 0.15 TOTAL NETHERLANDS 250,984,610.54 3.45 UNITED KINGDOM BARCLAYS BANK PLC 030821 FIX 0.0 EUR 23,000,000 23,062,780.09 0.32 CREDIT SUISSE AG LONDON BRANCH 191121 FIX 0.0 EUR 50,000,000 50,233,012.81 0.69 CREDIT SUISSE AG LONDON BRANCH 210721 FIX 0.0 EUR 50,000,000 50,125,582.69 0.69 CREDIT SUISSE AG LONDON BRANCH 251021 FIX 0.0 EUR 50,000,000 50,241,297.79 0.69 UBS AG LONDON 070721 FIX 0.0 EUR 50,000,000 50,125,254.66 0.68 UBS AG LONDON 171121 FIX 0.0 EUR 50,000,000 50,230,303.43 0.69 UNICREDIT SPA 150321 OIS -0.03 EUR 50,000,000 49,991,114.93 0.69 UNICREDIT SPA 200421 FIX 0.0 EUR 40,000,000 40,065,765.73 0.55 UNIC SPAL BRAN ZCP 18-02-21 EUR 30,000,000 30,022,475.16 0.41 TOTAL UNITED KINGDOM 394,097,587.29 5.41 SWEDEN SVENSKA HANDELSBANKEN AB 080121 FIX 0.0 EUR 60,000,000 60,182,553.75 0.83 TOTAL SWEDEN 60,182,553.75 0.83 SWITZERLAND BQUE CANT DE ZURI ZCP 23-04-21 EUR 70,000,000 70,121,056.21 0.96 TOTAL SWITZERLAND 70,121,056.21 0.96 TOTAL Debt securities traded on a regulated or equivalent 4,340,284,750.99 59.55 market Debt securities not traded on a regulated or equivalent market GERMANY SANT CONS BANK AG ZCP 12-07-21 EUR 25,000,000 25,074,148.99 0.35

OSTRUM CASH EURIBOR 15

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets TOTAL GERMANY 25,074,148.99 0.35 SPAIN SANTANDER CONSUMER FINANCE, S.A. 270121 FIX 0.0 EUR 10,000,000 10,004,126.70 0.14 TOTAL Spain 10,004,126.70 0.14 UNITED STATES ENI FINANCE USA INC 080321 FIX 0.0 USD 10,000,000 8,154,199.98 0.11 ENI FINANCE USA INC 090321 FIX 0.0 USD 11,000,000 8,969,619.97 0.12 ENI FINANCE USA INC 220221 FIX 0.0 USD 11,000,000 8,973,136.94 0.12 INTE SANP SPA 2.3% 04-01-21 USD 110,000,000 92,077,473.63 1.27 TOTAL UNITED STATES 118,174,430.52 1.62 FRANCE AGENCE FRANCE LOCALE(AFL) 290121 FIX 0.0 EUR 30,000,000 30,012,813.80 0.41 TOTAL FRANCE 30,012,813.80 0.41 IRELAND BNP PARIBAS FORTIS SA 210521 FIX 0.0 EUR 3,000,000 3,001,420.07 0.04 DXC CAPITAL FUNDING LTD 160821 FIX 0.0 EUR 2,000,000 2,001,724.15 0.03 TOTAL IRELAND 5,003,144.22 0.07 NETHERLANDS IBERDROLA INTL BV ZCP 19-02-21 EUR 10,000,000 10,007,575.18 0.13 IBERDROLA ZCP 15-03-21 EUR 32,000,000 32,036,218.73 0.44 ING BANK N.V. 220621 FIX 0.0 EUR 20,000,000 20,025,097.23 0.28 LINDE FINANCE BV 160221 FIX 0.0 EUR 10,000,000 10,007,185.72 0.14 TOTAL NETHERLANDS 72,076,076.86 0.99 UNITED KINGDOM RECKITT BENCKI 090421 FIX 0.0 EUR 8,500,000 8,497,709.87 0.11 RECKITT BENCKI 220621 FIX 0.0 EUR 7,000,000 7,008,844.73 0.10 RECKITT BENCKI 230321 FIX 0.0 EUR 6,000,000 6,003,227.07 0.09 UBS AG LONDON 210621 FIX 0.0 EUR 30,000,000 30,046,181.31 0.41 UBS AG LONDON 250621 FIX 0.0 EUR 30,000,000 30,038,255.39 0.41 TOTAL UNITED KINGDOM 81,594,218.37 1.12 TOTAL Debt securities not traded on a regulated or 341,938,959.46 4.70 equivalent market TOTAL Debt securities 4,682,223,710.45 64.25 Undertakings for collective investment Retail UCITS and AIFs and equivalents in other countries intended

for non-professional investors FRANCE OSTRUM CASH A1P1 IC EUR 489.5628 56,736,902.76 0.78 OSTRUM CASH A1P1 ID EUR 1 109,547.48 TOTAL FRANCE 56,846,450.24 0.78 TOTAL Retail UCITS and AIFs and equivalents in other 56,846,450.24 0.78 countries intended for non-professional investors TOTAL Undertakings for collective investment 56,846,450.24 0.78 Forward financial instruments Other forward financial instruments Interest rate swaps E3R/0.037/FIX/0.0 EUR 50,000,000 -110,919.82

OSTRUM CASH EURIBOR 16

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets E3R/0.0435/FIX/0.0 EUR 80,000,000 -425,481.35 -0.01 E3R/0.045/FIX/0.0 EUR 50,000,000 -168,006.14 E3R/0.1401/FIX/0.0 EUR 40,000,000 -131,779.49 E3R/0.15/FIX/0.0 EUR 60,000,000 -190,038.94 -0.01 OIS/0.0/FIX/-0.48 EUR 100,000,000 1,095.50 OIS/0.0/FIX/-0.489 EUR 100,000,000 3,723.81 OIS/-0.001/FIX/0.0 EUR 30,000,000 -108,389.79 OIS/0.068/FIX/0.0 EUR 18,000,000 -30,268.26 OISEST/0.0735/FIX/0. EUR 50,000,000 -110,689.05 -0.01 OISEST/0.1245/FIX/0. EUR 50,000,000 -252,047.37 OISEST/0.1255/FIX/0. EUR 50,000,000 -275,091.47 OISEST/0.1255/FIX/0. EUR 50,000,000 -275,686.08 TOTAL Interest rate swaps -2,073,578.45 -0.03 Currency swaps E3R/0.4125/FIX/2.3 USD -92,077,473.63 -1.26 E3R/0.4125/FIX/2.3 EUR 99,958,100.33 99,939,645.57 1.37 FIX/-0.382/FIX/0.0 USD -8,969,619.97 -0.12 FIX/-0.382/FIX/0.0 EUR 9,347,581.31 9,336,851.45 0.13 FIX/-0.385/FIX/0.0 EUR 8,486,983.23 8,476,982.73 0.11 FIX/-0.385/FIX/0.0 USD -8,154,199.98 -0.11 FIX/-0.43/FIX/0.0 EUR 4,226,542.69 4,222,610.12 0.06 FIX/-0.43/FIX/0.0 EUR 80,198,795.62 80,128,006.82 1.10 FIX/-0.43/FIX/0.0 USD -4,077,271.29 -0.06 FIX/-0.43/FIX/0.0 JPY -78,862,168.09 -1.08 FIX/-0.435/FIX/0.0 USD -8,973,136.94 -0.12 FIX/-0.435/FIX/0.0 EUR 9,334,691.1 9,324,040.99 0.13 FIX/-0.437/FIX/0.0 JPY -23,657,869.88 -0.33 FIX/-0.437/FIX/0.0 EUR 24,194,374.12 24,183,385.85 0.33 FIX/-0.44/FIX/0.0 JPY -31,544,362.64 -0.43 FIX/-0.44/FIX/0.0 EUR 32,025,620.4 32,013,059.24 0.44 FIX/-0.455/FIX/0.0 EUR 32,186,171 32,169,424.36 0.44 FIX/-0.455/FIX/0.0 JPY -31,544,583.40 -0.43 TOTAL Currency swaps 11,933,321.31 0.17 Asset swaps asset 666892348IPA EUR 20,000,000 -49,134.52 E3R15.4/FIX0 EUR 100,000,000 -336,986.97 -0.01 FIX0/E3R0.095 EUR 60,000,000 -238,693.75 -0.01 FIX0/E3R0.23 EUR 70,000,000 -149,074.60 FIX0 ESTR0.03 EUR 20,000,000 -114,863.84 OISEST/0.0819/FIX/0. EUR 60,000,000 -99,127.21 OISEST/0.103/FIX/0. EUR 10,000,000 -47,941.94 TOTAL Asset swaps -1,035,822.83 -0.02 TOTAL Other forward financial instruments 8,823,920.03 0.12 TOTAL Forward financial instruments 8,823,920.03 0.12 Receivables 7,580,537.01 0.10

OSTRUM CASH EURIBOR 17

• DETAILED SECURITIES PORTFOLIO AT 30/12/2020 IN EUR (continued)

Quantity % of Security name Currency (number or Current value Net nominal value) Assets Payables -17,477,822.78 -0.24 Financial accounts 1,641,971,638.87 22.53 Net assets 7,288,423,239.13 100.00

OSTRUM CASH EURIBOR 18

im.natixis.com

NATIXIS INVESTMENT MANAGERS INTERNATIONAL 43 Avenue Pierre Mendès-France, CS 41432, 75648 Paris Cedex 13, France – Tel.: +33 (0)1 78 40 80 00 Public limited company with capital of €51,371,060.28 Paris Trade and Companies Register no. 329 450 738 – APE 6630Z – VAT no.: FR 203 294 507 38