# Notes to the financial statements - Schedule of derivative instruments
### Forward foreign exchange contracts

### As at September 30, 2021, the following forward foreign exchange contracts were outstanding:

### Candriam Absolute Return Equity Market Neutral
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 6,810,187 | USD | 8,000,000 | 14/12/2021 | (82,775) | Barclays Bank Ireland Plc |
| CHF | 1,830,494 | EUR | 1,683,367 | 15/10/2021 | 9,931 | CACEIS Bank, Lux. Branch |
| GBP | 24,169 | EUR | 28,324 | 15/10/2021 | (211) | CACEIS Bank, Lux. Branch |
| USD | 2,017,425 | EUR | 1,707,740 | 15/10/2021 | 32,620 | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | (40,435) |  |


### Candriam Absolute Return Long Short Digital Equity
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 2,249,826 | USD | 2,660,000 | 16/11/2021 | (43,531) | Nomura Financial Products Europe |
| EUR | 339,369 | USD | 400,000 | 22/11/2021 | (5,458) | Société Générale |
|  |  |  |  |  | (48,989) |  |

Please refer to Note 10 for collateral received/posted in relation with the forward foreign exchange contracts. These operations on forward foreign exchange contracts are mainly allocated to the classes of shares hedged against exchange risk.
Notes to the financial statements - Schedule of derivative instruments

### Futures

### As at September 30, 2021, the following futures contracts were outstanding:

### Candriam Absolute Return Equity Market Neutral
| Quantity | Description | Currency | Commitment | Unrealised | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) | (in EUR) |  |
|  |  |  | (in absolute value) |  |  |
| Futures on index (693) | DJ ESTOXX50D 12/22 | EUR | 6,082,461 | (2,747,400) | J.P. Morgan AG |
| (1,500) | DJ ESTOXX50D 12/23 | EUR | 13,165,500 | 152,500 | J.P. Morgan AG |
| (807) | DJ ESTOXX50D 12/24 | EUR | 7,083,039 | 169,470 | J.P. Morgan AG |
| 1,500 | DJ ESTOXX50D 12/25 | EUR | 13,165,500 | (345,000) | J.P. Morgan AG |
| 1,500 | DJ ESTOXX50D 12/26 | EUR | 13,165,500 | (315,000) | J.P. Morgan AG |
| (362) | DJ EURO STOXX 50 12/21 | EUR | 14,654,050 | 334,009 | J.P. Morgan AG |
| (154) | EMINI ENERGY SE INDX 12/21 | USD | 7,258,908 | (337,800) | J.P. Morgan AG |
| 34 | EMINI FIN SECT IDX 12/21 | USD | 3,395,599 | (39,691) | J.P. Morgan AG |
| 240 | E-MINU UTL S .SECT 12/21 | USD | 13,401,441 | (375,443) | J.P. Morgan AG |
| (18) | EM RUSS 2000 12/21 | USD | 1,711,838 | 27,451 | J.P. Morgan AG |
| (100) | FTSE 100 INDEX 12/21 | GBP | 8,244,337 | (158,184) | J.P. Morgan AG |
| 410 | NASDAQ 100 E-MINI 12/21 | USD | 103,934,496 | (4,270,627) | J.P. Morgan AG |
| (26) | S&P 500 EMINI INDEX 12/21 | USD | 4,831,789 | 48,053 | J.P. Morgan AG |
|  |  |  |  | (7,857,662) |  |


### Candriam Absolute Return Long Short Digital Equity
| Quantity | Description | Currency | Commitment | Unrealised | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (purchase/(sale)) |  |  | (in EUR) | (in EUR) |  |
|  |  |  | (in absolute value) |  |  |
| Futures on index (18) | CAC40 10 EURO 10/21 | EUR | 1,173,602 | 24,252 | J.P. Morgan AG |
| 10 | DJ EURO STOXX 50 12/21 | EUR | 404,808 | (9,995) | J.P. Morgan AG |
| (2) | FTSE MIB INDEX 12/21 | EUR | 256,838 | 220 | J.P. Morgan AG |
| (2) | IBEX 35 INDEX 10/21 | EUR | 175,926 | (1,648) | J.P. Morgan AG |
| 1 | NASDAQ 100 E-MINI 12/21 | USD | 253,499 | (13,676) | J.P. Morgan AG |
|  |  |  |  | (847) |  |


### Please refer to Note 9 about Cash at broker related to futures.
Notes to the financial statements - Schedule of derivative instruments

### Contracts for difference ("CFD")

### As at September 30, 2021, the following CFD contracts were outstanding:

### Candriam Absolute Return Equity Market Neutral
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in EUR) (in absolute value) | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| 61,000 | Long | USD | ACI WORLDWIDE | Barclays Bank Ireland | 1,617,438 | (91,583) |
| 17,000 | Long | USD | ARROW ELECTRONICS INC | Barclays Bank Ireland | 1,647,120 | (89,331) |
| 17,000 | Long | USD | AUTONATION INC | Barclays Bank Ireland | 1,786,030 | 198,758 |
| 33,000 | Long | USD | BOYD GAMING CORP | Barclays Bank Ireland | 1,801,268 | 61,219 |
| 18,800 | Long | USD | BRUNSWICK CORP. | Barclays Bank Ireland | 1,545,430 | (59,533) |
| 74,000 | Long | USD | CHEVRON CORP | Barclays Bank Ireland | 6,477,674 | 366,504 |
| 84,000 | Long | USD | DANA | Barclays Bank Ireland | 1,611,942 | (55,809) |
| 210,000 | Long | USD | DT MIDSTREAM | Barclays Bank Ireland | 8,378,619 | (99,659) |
| 1,100,000 | Long | GBP | EASYJET PLC | Barclays Bank Ireland | 8,482,113 | 365,981 |
| 16,000 | Long | USD | EMCOR GROUP | Barclays Bank Ireland | 1,592,890 | (70,409) |
| 680,000 | Long | EUR | ENGIE SA | Barclays Bank Ireland | 7,712,560 | (269,110) |
| 33,000 | Long | USD | GREIF INC -A- | Barclays Bank Ireland | 1,839,424 | 25,627 |
| 59,200 | Long | USD | HEALTHCARE SERVICES GROUP INC | Barclays Bank Ireland | 1,276,507 | (77,132) |
| 37,800 | Long | USD | KNIGHT SWIFT TRANSPORTATION HLDG | Barclays Bank Ireland | 1,668,295 | (55,773) |
| 22,000 | Long | USD | LUMENTUM HOLDINGS INC | Barclays Bank Ireland | 1,585,815 | (74,222) |
| 7,100 | Long | USD | MOLINA HEALTHCARE | Barclays Bank Ireland | 1,662,109 | 37,554 |
| 60,000 | Long | DKK | ORSTED | Barclays Bank Ireland | 6,848,890 | (520,183) |
| 17,000 | Long | USD | OSHKOSH CORP | Barclays Bank Ireland | 1,501,609 | (157,099) |
| 21,000 | Long | USD | OWENS CORNING SHS | Barclays Bank Ireland | 1,549,247 | (182,829) |
| 73,000 | Long | USD | SPROUTS FARMERS MARKET INC | Barclays Bank Ireland | 1,459,433 | (69,287) |
| 58,000 | Long | USD | THE CHEMOURS WHEN ISSUED | Barclays Bank Ireland | 1,454,316 | (220,700) |
| 550,000 | Long | EUR | VEOLIA ENVIRONNEMENT SA | Barclays Bank Ireland | 14,553,000 | (429,753) |
| 20,000 | Long | USD | VICTORIA'S SECRET | Barclays Bank Ireland | 953,622 | (216,230) |
| 16,000 | Long | USD | AGCO CORP | Citigroup Global Markets | 1,691,600 | (182,924) |
| 10,000 | Long | USD | AMEDISYS INC | Citigroup Global Markets | 1,286,509 | (300,703) |
| 39,000 | Long | USD | BJ S WHOLESALE CLUB HOLDINGS INC | Citigroup Global Markets | 1,848,121 | (58,216) |
| 102,000 | Long | CAD | CANADIAN NATIONAL RAILWAY | Citigroup Global Markets | 10,196,874 | (249,059) |
| 4,000 | Long | USD | CHEMED CORP | Citigroup Global Markets | 1,605,315 | (41,589) |
| 21,000 | Long | USD | CIRRUS LOGIC INC | Citigroup Global Markets | 1,492,170 | (25,005) |
| 165,700 | Long | USD | CNX RSRCS CRP | Citigroup Global Markets | 1,804,335 | 164,420 |
| 5,000 | Long | USD | FACTSET RESEARCH SYSTEMS INC | Citigroup Global Markets | 1,703,180 | 38,569 |
| 78,000 | Long | USD | FLOWERS FOODS INC | Citigroup Global Markets | 1,590,353 | (38,362) |
| 44,000 | Long | USD | HAWAIIAN ELECTRIC INDUSTRIES INC | Citigroup Global Markets | 1,550,127 | (112,757) |
| 17,000 | Long | USD | HILL-ROM HOLDINGS INC | Citigroup Global Markets | 2,200,267 | 72,462 |
| 10,000 | Long | USD | ICU MEDICAL INC | Citigroup Global Markets | 2,013,719 | 284,741 |
| 25,000 | Long | USD | INGEVITY WI | Citigroup Global Markets | 1,539,540 | (187,454) |
| 6,000 | Long | USD | LENNOX INTL | Citigroup Global Markets | 1,522,948 | (210,242) |
| 19,800 | Long | USD | MSC INDUSTRIAL DIRECT CO INC -A- | Citigroup Global Markets | 1,370,000 | (49,716) |
| 92,000 | Long | USD | MURPHY OIL CORP | Citigroup Global Markets | 1,982,174 | 340,550 |
| 52,000 | Long | USD | NEW JERSEY RESOURCES | Citigroup Global Markets | 1,561,862 | (143,130) |
| 44,000 | Long | USD | NEW YORK TIMES -A- | Citigroup Global Markets | 1,870,555 | (82,765) |
| 46,000 | Long | USD | OLIN | Citigroup Global Markets | 1,915,096 | (148,445) |
| 19,900 | Long | USD | OLLIE'S BARGAIN OUTLET HOLDINGS INC | Citigroup Global Markets | 1,035,051 | (211,371) |
| 15,000 | Long | USD | POLARIS IN INC | Citigroup Global Markets | 1,548,729 | 7,895 |
| 18,700 | Long | USD | QUALYS INC | Citigroup Global Markets | 1,795,697 | (113,270) |
| 13,000 | Long | USD | RELIANCE STEEL ALUMINIUM CO | Citigroup Global Markets | 1,597,532 | (79,865) |
| 100,000 | Long | USD | REXNORD CORP | Citigroup Global Markets | 5,547,263 | (47,267) |
| 17,000 | Long | USD | ROYAL GOLD INC | Citigroup Global Markets | 1,400,690 | (222,814) |
| 50,000 | Long | USD | SAIA | Citigroup Global Markets | 10,269,209 | (271,366) |
| 10,700 | Long | USD | SANDERSON FARMS | Citigroup Global Markets | 1,737,556 | (70,998) |
| 21,900 | Long | USD | SENSIENT TECH | Citigroup Global Markets | 1,721,085 | 58,768 |
| 33,200 | Long | USD | SERVICE CORP INTL | Citigroup Global Markets | 1,726,245 | (95,680) |
| 46,000 | Long | USD | TEMPUR SEALY INTERNATIONAL INC | Citigroup Global Markets | 1,842,064 | 34,928 |
| 38,000 | Long | USD | TERADATA - SHS WHEN ISSUED | Citigroup Global Markets | 1,880,409 | 88,201 |
| 35,000 | Long | USD | TOLL BROTHERS INC | Citigroup Global Markets | 1,669,744 | (277,838) |

Notes to the financial statements - Schedule of derivative instruments

### Contracts for difference ("CFD")

### Candriam Absolute Return Equity Market Neutral
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in EUR) (in absolute value) | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| 17,000 | Long | USD | TORO CO | Citigroup Global Markets | 1,428,854 | (162,380) |
| 97,000 | Long | USD | TRI POINTE HOMES INC | Citigroup Global Markets | 1,759,299 | (272,013) |
| 9,300 | Long | USD | UNITED THERAPEUTICS CORP | Citigroup Global Markets | 1,481,163 | (226,131) |
| 60,000 | Long | USD | VICTORIA'S SECRET | Citigroup Global Markets | 2,860,865 | (648,691) |
| 11,000 | Long | USD | WILLIAMS-SONOMA | Citigroup Global Markets | 1,683,101 | (56,189) |
| 38,000 | Long | USD | WORLD WRESTLING -A- | Citigroup Global Markets | 1,844,670 | 128,202 |
| 30,000 | Long | EUR | AIR LIQUIDE SA | Morgan Stanley E. SE | 4,157,400 | (90,075) |
| 42,000 | Long | USD | BERKSHIRE HATHAWAY -B- | Morgan Stanley E. SE | 9,891,264 | (141,444) |
| 16,000 | Long | USD | CHARTER COMM -A- | Morgan Stanley E. SE | 10,044,402 | (499,059) |
| 39,000 | Long | USD | FOOT LOCKER INC | Morgan Stanley E. SE | 1,536,512 | (141,883) |
| 22,000 | Long | USD | HCA HEALTHCARE RG REGISTERED SHS | Morgan Stanley E. SE | 4,607,481 | (305,576) |
| 38,000 | Long | CHF | NESTLE SA REG SHS | Morgan Stanley E. SE | 3,961,336 | 95,149 |
| 32,000 | Long | USD | NIKE INC | Morgan Stanley E. SE | 4,009,975 | (102,399) |
| 23,469 | Long | USD | NOVARTIS ADR.REP.1SH | Morgan Stanley E. SE | 1,656,064 | (122,475) |
| 56,000 | Long | CHF | NOVARTIS AG REG SHS | Morgan Stanley E. SE | 3,979,724 | (225,031) |
| 13,200 | Long | CHF | ROCHE HOLDING LTD | Morgan Stanley E. SE | 4,175,136 | 46,380 |
| 16,000 | Long | USD | APTARGROUP | UBS Francfort | 1,647,698 | (60,416) |
| 37,000 | Long | USD | CAPRI HOLDINGS LTD | UBS Francfort | 1,545,511 | (110,622) |
| 22,000 | Long | USD | COGNEX CORP | UBS Francfort | 1,522,792 | (183,679) |
| 19,898 | Long | USD | DEERE AND CO | UBS Francfort | 5,752,813 | (242,507) |
| 19,000 | Long | USD | DICK'S SPORTING GOOD INC | UBS Francfort | 1,963,527 | (204,571) |
| 97,000 | Long | USD | EXELIXIS | UBS Francfort | 1,769,343 | 54,248 |
| 350,000 | Long | USD | JACKSON | UBS Francfort | 7,851,935 | (89,258) |
| 37,000 | Long | USD | KNIGHT SWIFT TRANSPORTATION HLDG | UBS Francfort | 1,632,987 | (49,639) |
| 10,400 | Long | EUR | L'OREAL SA | UBS Francfort | 3,711,240 | (268,994) |
| 2,200 | Long | USD | MICROSTRATEGY -A- | UBS Francfort | 1,097,959 | (68,479) |
| 38,000 | Long | USD | NATIONAL FUEL GAZ CO | UBS Francfort | 1,722,042 | 5,228 |
| 78,518 | Long | USD | ORACLE CORP | UBS Francfort | 5,902,993 | 48,380 |
| 49,000 | Long | USD | SILGAN HOLDINGS | UBS Francfort | 1,621,847 | (107,086) |
| 92,000 | Long | USD | VISHAY INTERTECHNOLOGY INC | UBS Francfort | 1,594,788 | (78,311) |
| 1,120,000 | Short | EUR | EDP-ENERGIAS DE PORTUGAL SA - REG.SHS | Barclays Bank Ireland | 5,079,200 | 114,352 |
| 1,120,000 | Short | EUR | ENEL SPA | Barclays Bank Ireland | 7,449,120 | 469,336 |
| 840,000 | Short | EUR | IBERDROLA SA | Barclays Bank Ireland | 7,294,560 | 480,438 |
| 2,500 | Short | USD | IDEXX LABS CORP | Barclays Bank Ireland | 1,341,516 | 118,642 |
| 3,400 | Short | USD | MASTERCARD INC -A- | Barclays Bank Ireland | 1,019,985 | 5,545 |
| 97,002 | Short | USD | MIDDLESEX WATER CO | Barclays Bank Ireland | 8,602,498 | 815,220 |
| 180,000 | Short | USD | ROYAL DUTCH SHELL PLC -A- ADR REP 2SHS | Barclays Bank Ireland | 6,922,300 | (771,906) |
| 70,000 | Short | USD | SALESFORCE.COM INC | Barclays Bank Ireland | 16,381,552 | (175,159) |
| 400,000 | Short | GBP | SSE PLC | Barclays Bank Ireland | 7,310,802 | 309,418 |
| 5,000 | Short | USD | AIR PRODUCTS & CHEMICALS INC | Citigroup Global Markets | 1,104,923 | 57,078 |
| 7,400 | Short | USD | ALBEMARLE - REGISTERED SHS | Citigroup Global Markets | 1,398,143 | 129,170 |
| 48,000 | Short | USD | ANALOG DEVICES INC | Citigroup Global Markets | 6,936,486 | (263,825) |
| 3,500 | Short | USD | ANSYS INC | Citigroup Global Markets | 1,028,151 | 89,421 |
| 23,000 | Short | USD | ARCHER-DANIELS MIDLAND CO | Citigroup Global Markets | 1,190,931 | (6,946) |
| 4,000 | Short | USD | AUTODESK INC | Citigroup Global Markets | 984,236 | 62,367 |
| 15,100 | Short | USD | BALL CORP | Citigroup Global Markets | 1,172,222 | 87,164 |
| 110,000 | Short | USD | BIOLIFE SOLUTIONS INC | Citigroup Global Markets | 4,016,739 | 1,725,527 |
| 15,000 | Short | USD | C.H.ROBINSON WORLWIDE INC | Citigroup Global Markets | 1,126,019 | 27,956 |
| 9,000 | Short | USD | CADENCE DESIGN SYSTEMS INC | Citigroup Global Markets | 1,176,030 | 98,701 |
| 10,000 | Short | USD | CARMAX INC | Citigroup Global Markets | 1,104,103 | (5,350) |
| 900 | Short | USD | CHIPOTLE MEXICAN GRILL -A- | Citigroup Global Markets | 1,411,422 | 62,762 |
| 3,200 | Short | USD | COOPER COMPANIES INC | Citigroup Global Markets | 1,141,199 | 103,984 |
| 12,000 | Short | USD | EDWARDS LIFESCIENCES CORP | Citigroup Global Markets | 1,172,199 | 64,403 |
| 5,200 | Short | USD | EQUIFAX INC | Citigroup Global Markets | 1,137,050 | 91,038 |
| 9,000 | Short | USD | FIRST CITIZENS BANCSHARES INC | Citigroup Global Markets | 6,547,763 | 399,696 |
| 5,000 | Short | USD | HCA HEALTHCARE RG REGISTERED SHS | Citigroup Global Markets | 1,047,155 | 42,884 |

Notes to the financial statements - Schedule of derivative instruments

### Contracts for difference ("CFD")

### Candriam Absolute Return Equity Market Neutral
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in EUR) (in absolute value) |  | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 3,000 | Short | USD | HUMANA INC | Citigroup Global Markets | 1,007,334 |  | 42,582 |
| 3,000 | Short | USD | ILLUMINA INC | Citigroup Global Markets | 1,049,942 |  | 148,609 |
| 152,628 | Short | USD | LUCID GROUP - REGISTERED | Citigroup Global Markets | 3,342,421 |  | (173,469) |
| 900 | Short | USD | METTLER TOLEDO INTERNATIONAL | Citigroup Global Markets | 1,069,610 |  | 136,140 |
| 170,000 | Short | USD | MIMECAST UK LIMITED | Citigroup Global Markets | 9,329,134 |  | 956,383 |
| 9,500 | Short | USD | NIKE INC | Citigroup Global Markets | 1,190,461 |  | 158,449 |
| 228,000 | Short | USD | OAK STREET HEALTH INC | Citigroup Global Markets | 8,366,918 |  | 1,960,255 |
| 5,000 | Short | USD | OLD DOMINION FREIGHT LINES INC | Citigroup Global Markets | 1,233,789 |  | 29,811 |
| 460,000 | Short | USD | OPTION CARE HEALTH INC | Citigroup Global Markets | 9,629,061 |  | 1,361,405 |
| 5,000 | Short | USD | RESMED | Citigroup Global Markets | 1,137,021 |  | 105,785 |
| 74,000 | Short | USD | SCIENTIFIC GAMES CORP | Citigroup Global Markets | 5,304,094 |  | (419,692) |
| 400,000 | Short | USD | SOFI TECH | Citigroup Global Markets | 5,480,823 |  | (453,652) |
| 16,000 | Short | USD | TESLA MOTORS INC | Citigroup Global Markets | 10,705,967 |  | (223,896) |
| 22,000 | Short | USD | TWITTER INC | Citigroup Global Markets | 1,146,365 |  | 97,951 |
| 9,000 | Short | USD | UNIVERSAL HEALTH SERVICES INC | Citigroup Global Markets | 1,074,533 |  | 132,637 |
| 21,000 | Short | USD | VALERO ENERGY CORP | Citigroup Global Markets | 1,278,718 |  | (119,953) |
| 7,000 | Short | USD | WALT DISNEY CO | Citigroup Global Markets | 1,021,778 |  | 86,432 |
| 3,600 | Short | USD | WEST PHARMACEUTICAL SERVICES INC | Citigroup Global Markets | 1,318,732 |  | 88,777 |
| 6,600 | Short | USD | ZOETIS INC -A- | Citigroup Global Markets | 1,105,590 |  | 70,046 |
| 14,000 | Short | EUR | ADIDAS AG NAMEN AKT | Morgan Stanley E. SE | 3,805,200 |  | 141,616 |
| 48,000 | Short | USD | ANALOG DEVICES INC | Morgan Stanley E. SE | 6,936,486 |  | (263,825) |
| 2,500 | Short | USD | BIO-TECHNE CORP | Morgan Stanley E. SE | 1,045,278 |  | 89,827 |
| 88,000 | Short | USD | BLACKSTONE GROUP - REGISTERED SHS-A | Morgan Stanley E. SE | 8,833,789 |  | 1,309,799 |
| 44,000 | Short | USD | CLOUDFLARE INC | Morgan Stanley E. SE | 4,276,802 |  | 710,735 |
| 12,732 | Short | USD | DIGITAL TURBINE INC | Morgan Stanley E. SE | 755,274 |  | (53,602) |
| 228,000 | Short | USD | GENERAL MOTORS CO | Morgan Stanley E. SE | 10,369,628 |  | (274,517) |
| 30,000 | Short | USD | HORMEL FOODS CORP | Morgan Stanley E. SE | 1,061,306 |  | 20,631 |
| 28,000 | Short | USD | JOHNSON & JOHNSON | Morgan Stanley E. SE | 3,901,808 |  | 252,137 |
| 16,000 | Short | EUR | LINDE PLC | Morgan Stanley E. SE | 4,097,600 |  | 30,762 |
| 60,000 | Short | USD | MERCK & CO INC | Morgan Stanley E. SE | 3,888,520 |  | (54,385) |
| 42,000 | Short | CAD | NUVEI CORP-SUBORDINATE VTG | Morgan Stanley E. SE | 4,150,656 |  | 761,721 |
| 33,435 | Short | USD | PERFORMANCE FOOD GROUP CO | Morgan Stanley E. SE | 1,340,343 |  | 72,276 |
| 43,461 | Short | USD | PFIZER INC | Morgan Stanley E. SE | 1,612,889 |  | 132,294 |
| 154,000 | Short | USD | ROYALTY PHARMA PLC | Morgan Stanley E. SE | 4,802,243 |  | 312,066 |
| 80,000 | Short | GBP | UNILEVER | Morgan Stanley E. SE | 3,727,532 |  | 5,864 |
| 39,700 | Short | USD | AIRBNB INC | UBS Francfort | 5,746,301 |  | (41,449) |
| 96,000 | Short | USD | ANDEM DIABETES - REGISTERED SHS | UBS Francfort | 9,888,675 |  | 249,602 |
| 62,000 | Short | USD | APOLLO MEDICAL HOLDING - REGISTERED | UBS Francfort | 4,873,014 |  | 304,450 |
| 172,000 | Short | USD | BENTLEY SYSTEMS --- REGISTERED SHS -B- | UBS Francfort | 8,999,594 |  | 1,058,120 |
| 14,900 | Short | USD | DOORDASH - REGISTERED SHS -A- | UBS Francfort | 2,648,175 |  | 216,800 |
| 13,275 | Short | USD | DOXIMITY INCREGISTERED SHS | UBS Francfort | 924,365 |  | 171,143 |
| 14,000 | Short | USD | EQUINIX INC | UBS Francfort | 9,544,691 |  | 992,825 |
| 74,000 | Short | USD | MATCH GROUP INC | UBS Francfort | 10,023,953 |  | 6,570 |
| 223,659 | Short | USD | PALANTIR TCHNLG - REGISTERED SHS -A- | UBS Francfort | 4,639,339 |  | 899,576 |
| 32,000 | Short | USD | PROCTER AND GAMBLE CO | UBS Francfort | 3,860,046 |  | 134,342 |
| 20,242 | Short | USD | SNOWFLAKE INC-CLASS A | UBS Francfort | 5,282,185 |  | 354,088 |
| 49,866 | Short | USD | UNITY SOFTWARE INC | UBS Francfort | 5,432,143 |  | 447,437 |
|  |  |  |  | TOTAL | 549,292,521 |  | 8,210,797 |

Notes to the financial statements - Schedule of derivative instruments

### Contracts for difference ("CFD")

### Candriam Absolute Return Long Short Digital Equity
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in EUR) (in absolute value) |  | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 5,000 | Long | EUR | JC DECAUX SA | Barclays Bank Ireland | 114,700 |  | (4,243) |
| 10,044 | Long | GBP | RELX PLC | Barclays Bank Ireland | 250,881 |  | (5,609) |
| 3,700 | Long | EUR | STMICROELECTRONICS | Barclays Bank Ireland | 139,731 |  | (573) |
| 7,400 | Long | SEK | TELE2 AB | Barclays Bank Ireland | 94,770 |  | 365 |
| 37,300 | Long | SEK | TELEFON ERICSSON | Barclays Bank Ireland | 364,570 |  | (11,004) |
| 3,300 | Long | EUR | AMADEUS IT GROUP SA -A- | Citigroup Global Markets | 187,704 |  | 13,019 |
| 3,105 | Long | EUR | CELLNEX TELECOM SA | Citigroup Global Markets | 165,497 |  | (16,146) |
| 10,500 | Long | EUR | METROPOLE TELEVISION SA | Citigroup Global Markets | 188,580 |  | 630 |
| 15,000 | Long | GBP | SAGE GROUP | Citigroup Global Markets | 123,832 |  | (6,527) |
| 2,500 | Long | USD | SAMSUNG ELECTRONICS CO LTD | Citigroup Global Markets | 135,003 |  | (8,166) |
| 7,450 | Long | CHF | SIG COMBIBLOC GROUP AG | Citigroup Global Markets | 171,727 |  | (19,709) |
| 111,600 | Long | GBP | VODAFONE GROUP PLC | Morgan Stanley E. SE | 147,103 |  | (11,633) |
| 4,635 | Short | EUR | DASSAULT SYST. | Barclays Bank Ireland | 210,730 |  | 17,103 |
| 5,000 | Short | SEK | ELECTROLUX -B- FREE | Barclays Bank Ireland | 99,762 |  | 8,088 |
| 2,100 | Short | EUR | ELISA CORPORATION -A- | Barclays Bank Ireland | 112,644 |  | 1,386 |
| 2,190 | Short | CHF | LOGITECH NAMEN AKT | Barclays Bank Ireland | 168,661 |  | 24,349 |
| 2,397 | Short | DKK | NETCOMPANY GROUP A/S | Barclays Bank Ireland | 238,702 |  | 25,305 |
| 17,000 | Short | GBP | PEARSON PLC | Barclays Bank Ireland | 140,778 |  | 11,352 |
| 17,000 | Short | GBP | RIGHTMOVE -REGISTERED SHS | Barclays Bank Ireland | 135,161 |  | 7,357 |
| 29,000 | Short | SEK | TELIA COMPANY AB | Barclays Bank Ireland | 103,325 |  | 2,703 |
| 4,500 | Short | EUR | TIETOEVRY CORP | Barclays Bank Ireland | 117,000 |  | 17,370 |
| 17,250 | Short | EUR | BREMBO SPA | Citigroup Global Markets | 188,198 |  | 22,770 |
| 6,927 | Short | GBP | COMPUTACENTER | Citigroup Global Markets | 219,040 |  | 21,759 |
| 1,490 | Short | EUR | MICHELIN SA REG SHS | Citigroup Global Markets | 197,872 |  | 7,301 |
| 391 | Short | USD | SERVICENOW INC | Citigroup Global Markets | 209,938 |  | 9,642 |
| 466 | Short | CHF | SONOVA HOLDING NAM-AKT | Citigroup Global Markets | 153,106 |  | 1,379 |
| 18,500 | Short | EUR | T.F.1 SA | Citigroup Global Markets | 157,435 |  | 0 |
| 14,500 | Short | EUR | WARTSILA CORPORATION -B- | Citigroup Global Markets | 150,148 |  | 25,230 |
| 2,540 | Short | EUR | WOLTERS KLUWER NV | Citigroup Global Markets | 232,613 |  | 14,529 |
| 1,770 | Short | EUR | ZALANDO SE | Citigroup Global Markets | 140,396 |  | 26,302 |
| 350 | Short | USD | ADOBE INC | Morgan Stanley E. SE | 173,866 |  | 27,231 |
| 1,712 | Short | USD | APPLE INC | Morgan Stanley E. SE | 209,024 |  | 16,264 |
| 2,712 | Short | CAD | CGI GROUP --- REGISTERED SHS -A- | Morgan Stanley E. SE | 198,729 |  | 14,167 |
| 3,300 | Short | USD | CORNING INC | Morgan Stanley E. SE | 103,902 |  | 7,603 |
| 1,300 | Short | EUR | HELLOFRESH SE | Morgan Stanley E. SE | 103,948 |  | 16,302 |
| 24,605 | Short | SEK | HEXAGON --- REGISTERED SHS -B- | Morgan Stanley E. SE | 329,914 |  | 29,970 |
| 7,100 | Short | USD | ORACLE CORP | Morgan Stanley E. SE | 533,779 |  | 12,285 |
| 640 | Short | CHF | SWISSCOM SHS NOM | Morgan Stanley E. SE | 318,135 |  | (1,066) |
| 3,631 | Short | USD | TEXAS INSTRUMENTS INC | Morgan Stanley E. SE | 602,196 |  | (10,412) |
|  |  |  |  | TOTAL | 7,633,100 |  | 286,673 |


### For the details about collateral, please refer to the Note 10.

Translation (ENFR, 2021-09-30):
# Notes aux états financiers - Etat des instruments dérivés
### Contrats de change à terme

### Au 30 septembre 2021, les contrats de change à terme ouverts sont les suivants :

### Candriam Absolute Return Equity Market Neutral
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Date de maturité | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 6.810.187 | USD | 8.000.000 | 14/12/2021 | (82.775) | Barclays Bank Ireland Plc |
| CHF | 1.830.494 | EUR | 1.683.367 | 15/10/2021 | 9.931 | CACEIS Bank, Lux. Branch |
| GBP | 24.169 | EUR | 28.324 | 15/10/2021 | (211) | CACEIS Bank, Lux. Branch |
| USD | 2.017.425 | EUR | 1.707.740 | 15/10/2021 | 32.620 | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | (40.435) |  |


### Candriam Absolute Return Long Short Digital Equity
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Date de maturité | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 2.249.826 | USD | 2.660.000 | 16/11/2021 | (43.531) | Nomura Financial Products Europe |
| EUR | 339.369 | USD | 400.000 | 22/11/2021 | (5.458) | Société Générale |
|  |  |  |  |  | (48.989) |  |

Veuillez vous référer à la Note 10 concernant le collatéral reçu/payé en relation avec les contrats de change à terme. Ces opérations sur contrats de change à terme concernent principalement des classes d’actions couvertes contre le risque de change.
Notes aux états financiers - Etat des instruments dérivés

### Futures

### Au 30 septembre 2021, les contrats futures ouverts sont les suivants :

### Candriam Absolute Return Equity Market Neutral
| Quantité (achat/(vente)) | Description | Devise | Engagement (en EUR) (en valeur absolue) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- |
| Futures sur indices (693) | DJ ESTOXX50D 12/22 | EUR | 6.082.461 | (2.747.400) | J.P. Morgan AG |
| (1.500) | DJ ESTOXX50D 12/23 | EUR | 13.165.500 | 152.500 | J.P. Morgan AG |
| (807) | DJ ESTOXX50D 12/24 | EUR | 7.083.039 | 169.470 | J.P. Morgan AG |
| 1.500 | DJ ESTOXX50D 12/25 | EUR | 13.165.500 | (345.000) | J.P. Morgan AG |
| 1.500 | DJ ESTOXX50D 12/26 | EUR | 13.165.500 | (315.000) | J.P. Morgan AG |
| (362) | DJ EURO STOXX 50 12/21 | EUR | 14.654.050 | 334.009 | J.P. Morgan AG |
| (154) | EMINI ENERGY SE INDX 12/21 | USD | 7.258.908 | (337.800) | J.P. Morgan AG |
| 34 | EMINI FIN SECT IDX 12/21 | USD | 3.395.599 | (39.691) | J.P. Morgan AG |
| 240 | E-MINU UTL S .SECT 12/21 | USD | 13.401.441 | (375.443) | J.P. Morgan AG |
| (18) | EM RUSS 2000 12/21 | USD | 1.711.838 | 27.451 | J.P. Morgan AG |
| (100) | FTSE 100 INDEX 12/21 | GBP | 8.244.337 | (158.184) | J.P. Morgan AG |
| 410 | NASDAQ 100 E-MINI 12/21 | USD | 103.934.496 | (4.270.627) | J.P. Morgan AG |
| (26) | S&P 500 EMINI INDEX 12/21 | USD | 4.831.789 | 48.053 | J.P. Morgan AG |
|  |  |  |  | (7.857.662) |  |


### Candriam Absolute Return Long Short Digital Equity
| Quantité Description (achat/(vente)) | Devise | Engagement (en EUR) (en valeur absolue) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- |
| Futures sur indices (18) CAC40 10 EURO 10/21 | EUR | 1.173.602 | 24.252 | J.P. Morgan AG |
| 10 DJ EURO STOXX 50 12/21 | EUR | 404.808 | (9.995) | J.P. Morgan AG |
| (2) FTSE MIB INDEX 12/21 | EUR | 256.838 | 220 | J.P. Morgan AG |
| (2) IBEX 35 INDEX 10/21 | EUR | 175.926 | (1.648) | J.P. Morgan AG |
| 1 NASDAQ 100 E-MINI 12/21 | USD | 253.499 | (13.676) | J.P. Morgan AG |
|  |  |  | (847) |  |


### Veuillez vous référer à la Note 9 concernant les liquidités auprès du courtier se rapportant aux futures.
Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD")

### Au 30 septembre 2021, les contrats CFD ouverts sont les suivants :

### Candriam Absolute Return Equity Market Neutral
| Quantité | Position longue / courte | Devise | Sous-jacent | Contrepartie | Engagement (en EUR) (en valeur absolue) | Non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| 61.000 | Long | USD | ACI WORLDWIDE | Barclays Bank Ireland | 1.617.438 | (91.583) |
| 17.000 | Long | USD | ARROW ELECTRONICS INC | Barclays Bank Ireland | 1.647.120 | (89.331) |
| 17.000 | Long | USD | AUTONATION INC | Barclays Bank Ireland | 1.786.030 | 198.758 |
| 33.000 | Long | USD | BOYD GAMING CORP | Barclays Bank Ireland | 1.801.268 | 61.219 |
| 18.800 | Long | USD | BRUNSWICK CORP. | Barclays Bank Ireland | 1.545.430 | (59.533) |
| 74.000 | Long | USD | CHEVRON CORP | Barclays Bank Ireland | 6.477.674 | 366.504 |
| 84.000 | Long | USD | DANA | Barclays Bank Ireland | 1.611.942 | (55.809) |
| 210.000 | Long | USD | DT MIDSTREAM | Barclays Bank Ireland | 8.378.619 | (99.659) |
| 1.100.000 | Long | GBP | EASYJET PLC | Barclays Bank Ireland | 8.482.113 | 365.981 |
| 16.000 | Long | USD | EMCOR GROUP | Barclays Bank Ireland | 1.592.890 | (70.409) |
| 680.000 | Long | EUR | ENGIE SA | Barclays Bank Ireland | 7.712.560 | (269.110) |
| 33.000 | Long | USD | GREIF INC -A- | Barclays Bank Ireland | 1.839.424 | 25.627 |
| 59.200 | Long | USD | HEALTHCARE SERVICES GROUP INC | Barclays Bank Ireland | 1.276.507 | (77.132) |
| 37.800 | Long | USD | KNIGHT SWIFT TRANSPORTATION HLDG | Barclays Bank Ireland | 1.668.295 | (55.773) |
| 22.000 | Long | USD | LUMENTUM HOLDINGS INC | Barclays Bank Ireland | 1.585.815 | (74.222) |
| 7.100 | Long | USD | MOLINA HEALTHCARE | Barclays Bank Ireland | 1.662.109 | 37.554 |
| 60.000 | Long | DKK | ORSTED | Barclays Bank Ireland | 6.848.890 | (520.183) |
| 17.000 | Long | USD | OSHKOSH CORP | Barclays Bank Ireland | 1.501.609 | (157.099) |
| 21.000 | Long | USD | OWENS CORNING SHS | Barclays Bank Ireland | 1.549.247 | (182.829) |
| 73.000 | Long | USD | SPROUTS FARMERS MARKET INC | Barclays Bank Ireland | 1.459.433 | (69.287) |
| 58.000 | Long | USD | THE CHEMOURS WHEN ISSUED | Barclays Bank Ireland | 1.454.316 | (220.700) |
| 550.000 | Long | EUR | VEOLIA ENVIRONNEMENT SA | Barclays Bank Ireland | 14.553.000 | (429.753) |
| 20.000 | Long | USD | VICTORIA'S SECRET | Barclays Bank Ireland | 953.622 | (216.230) |
| 16.000 | Long | USD | AGCO CORP | Citigroup Global Markets | 1.691.600 | (182.924) |
| 10.000 | Long | USD | AMEDISYS INC | Citigroup Global Markets | 1.286.509 | (300.703) |
| 39.000 | Long | USD | BJ S WHOLESALE CLUB HOLDINGS INC | Citigroup Global Markets | 1.848.121 | (58.216) |
| 102.000 | Long | CAD | CANADIAN NATIONAL RAILWAY | Citigroup Global Markets | 10.196.874 | (249.059) |
| 4.000 | Long | USD | CHEMED CORP | Citigroup Global Markets | 1.605.315 | (41.589) |
| 21.000 | Long | USD | CIRRUS LOGIC INC | Citigroup Global Markets | 1.492.170 | (25.005) |
| 165.700 | Long | USD | CNX RSRCS CRP | Citigroup Global Markets | 1.804.335 | 164.420 |
| 5.000 | Long | USD | FACTSET RESEARCH SYSTEMS INC | Citigroup Global Markets | 1.703.180 | 38.569 |
| 78.000 | Long | USD | FLOWERS FOODS INC | Citigroup Global Markets | 1.590.353 | (38.362) |
| 44.000 | Long | USD | HAWAIIAN ELECTRIC INDUSTRIES INC | Citigroup Global Markets | 1.550.127 | (112.757) |
| 17.000 | Long | USD | HILL-ROM HOLDINGS INC | Citigroup Global Markets | 2.200.267 | 72.462 |
| 10.000 | Long | USD | ICU MEDICAL INC | Citigroup Global Markets | 2.013.719 | 284.741 |
| 25.000 | Long | USD | INGEVITY WI | Citigroup Global Markets | 1.539.540 | (187.454) |
| 6.000 | Long | USD | LENNOX INTL | Citigroup Global Markets | 1.522.948 | (210.242) |
| 19.800 | Long | USD | MSC INDUSTRIAL DIRECT CO INC -A- | Citigroup Global Markets | 1.370.000 | (49.716) |
| 92.000 | Long | USD | MURPHY OIL CORP | Citigroup Global Markets | 1.982.174 | 340.550 |
| 52.000 | Long | USD | NEW JERSEY RESOURCES | Citigroup Global Markets | 1.561.862 | (143.130) |
| 44.000 | Long | USD | NEW YORK TIMES -A- | Citigroup Global Markets | 1.870.555 | (82.765) |
| 46.000 | Long | USD | OLIN | Citigroup Global Markets | 1.915.096 | (148.445) |
| 19.900 | Long | USD | OLLIE'S BARGAIN OUTLET HOLDINGS INC | Citigroup Global Markets | 1.035.051 | (211.371) |
| 15.000 | Long | USD | POLARIS IN INC | Citigroup Global Markets | 1.548.729 | 7.895 |
| 18.700 | Long | USD | QUALYS INC | Citigroup Global Markets | 1.795.697 | (113.270) |
| 13.000 | Long | USD | RELIANCE STEEL ALUMINIUM CO | Citigroup Global Markets | 1.597.532 | (79.865) |
| 100.000 | Long | USD | REXNORD CORP | Citigroup Global Markets | 5.547.263 | (47.267) |
| 17.000 | Long | USD | ROYAL GOLD INC | Citigroup Global Markets | 1.400.690 | (222.814) |
| 50.000 | Long | USD | SAIA | Citigroup Global Markets | 10.269.209 | (271.366) |
| 10.700 | Long | USD | SANDERSON FARMS | Citigroup Global Markets | 1.737.556 | (70.998) |
| 21.900 | Long | USD | SENSIENT TECH | Citigroup Global Markets | 1.721.085 | 58.768 |
| 33.200 | Long | USD | SERVICE CORP INTL | Citigroup Global Markets | 1.726.245 | (95.680) |
| 46.000 | Long | USD | TEMPUR SEALY INTERNATIONAL INC | Citigroup Global Markets | 1.842.064 | 34.928 |
| 38.000 | Long | USD | TERADATA - SHS WHEN ISSUED | Citigroup Global Markets | 1.880.409 | 88.201 |
| 35.000 | Long | USD | TOLL BROTHERS INC | Citigroup Global Markets | 1.669.744 | (277.838) |

Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD")

### Candriam Absolute Return Equity Market Neutral
| Quantité | Position longue / courte | Devise | Sous-jacent | Contrepartie | Engagement (en EUR) (en valeur absolue) | Non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| 17.000 | Long | USD | TORO CO | Citigroup Global Markets | 1.428.854 | (162.380) |
| 97.000 | Long | USD | TRI POINTE HOMES INC | Citigroup Global Markets | 1.759.299 | (272.013) |
| 9.300 | Long | USD | UNITED THERAPEUTICS CORP | Citigroup Global Markets | 1.481.163 | (226.131) |
| 60.000 | Long | USD | VICTORIA'S SECRET | Citigroup Global Markets | 2.860.865 | (648.691) |
| 11.000 | Long | USD | WILLIAMS-SONOMA | Citigroup Global Markets | 1.683.101 | (56.189) |
| 38.000 | Long | USD | WORLD WRESTLING -A- | Citigroup Global Markets | 1.844.670 | 128.202 |
| 30.000 | Long | EUR | AIR LIQUIDE SA | Morgan Stanley E. SE | 4.157.400 | (90.075) |
| 42.000 | Long | USD | BERKSHIRE HATHAWAY -B- | Morgan Stanley E. SE | 9.891.264 | (141.444) |
| 16.000 | Long | USD | CHARTER COMM -A- | Morgan Stanley E. SE | 10.044.402 | (499.059) |
| 39.000 | Long | USD | FOOT LOCKER INC | Morgan Stanley E. SE | 1.536.512 | (141.883) |
| 22.000 | Long | USD | HCA HEALTHCARE RG REGISTERED SHS | Morgan Stanley E. SE | 4.607.481 | (305.576) |
| 38.000 | Long | CHF | NESTLE SA REG SHS | Morgan Stanley E. SE | 3.961.336 | 95.149 |
| 32.000 | Long | USD | NIKE INC | Morgan Stanley E. SE | 4.009.975 | (102.399) |
| 23.469 | Long | USD | NOVARTIS ADR.REP.1SH | Morgan Stanley E. SE | 1.656.064 | (122.475) |
| 56.000 | Long | CHF | NOVARTIS AG REG SHS | Morgan Stanley E. SE | 3.979.724 | (225.031) |
| 13.200 | Long | CHF | ROCHE HOLDING LTD | Morgan Stanley E. SE | 4.175.136 | 46.380 |
| 16.000 | Long | USD | APTARGROUP | UBS Francfort | 1.647.698 | (60.416) |
| 37.000 | Long | USD | CAPRI HOLDINGS LTD | UBS Francfort | 1.545.511 | (110.622) |
| 22.000 | Long | USD | COGNEX CORP | UBS Francfort | 1.522.792 | (183.679) |
| 19.898 | Long | USD | DEERE AND CO | UBS Francfort | 5.752.813 | (242.507) |
| 19.000 | Long | USD | DICK'S SPORTING GOOD INC | UBS Francfort | 1.963.527 | (204.571) |
| 97.000 | Long | USD | EXELIXIS | UBS Francfort | 1.769.343 | 54.248 |
| 350.000 | Long | USD | JACKSON | UBS Francfort | 7.851.935 | (89.258) |
| 37.000 | Long | USD | KNIGHT SWIFT TRANSPORTATION HLDG | UBS Francfort | 1.632.987 | (49.639) |
| 10.400 | Long | EUR | L'OREAL SA | UBS Francfort | 3.711.240 | (268.994) |
| 2.200 | Long | USD | MICROSTRATEGY -A- | UBS Francfort | 1.097.959 | (68.479) |
| 38.000 | Long | USD | NATIONAL FUEL GAZ CO | UBS Francfort | 1.722.042 | 5.228 |
| 78.518 | Long | USD | ORACLE CORP | UBS Francfort | 5.902.993 | 48.380 |
| 49.000 | Long | USD | SILGAN HOLDINGS | UBS Francfort | 1.621.847 | (107.086) |
| 92.000 | Long | USD | VISHAY INTERTECHNOLOGY INC | UBS Francfort | 1.594.788 | (78.311) |
| 1.120.000 | Court | EUR | EDP-ENERGIAS DE PORTUGAL SA - REG.SHS | Barclays Bank Ireland | 5.079.200 | 114.352 |
| 1.120.000 | Court | EUR | ENEL SPA | Barclays Bank Ireland | 7.449.120 | 469.336 |
| 840.000 | Court | EUR | IBERDROLA SA | Barclays Bank Ireland | 7.294.560 | 480.438 |
| 2.500 | Court | USD | IDEXX LABS CORP | Barclays Bank Ireland | 1.341.516 | 118.642 |
| 3.400 | Court | USD | MASTERCARD INC -A- | Barclays Bank Ireland | 1.019.985 | 5.545 |
| 97.002 | Court | USD | MIDDLESEX WATER CO | Barclays Bank Ireland | 8.602.498 | 815.220 |
| 180.000 | Court | USD | ROYAL DUTCH SHELL PLC -A- ADR REP 2SHS | Barclays Bank Ireland | 6.922.300 | (771.906) |
| 70.000 | Court | USD | SALESFORCE.COM INC | Barclays Bank Ireland | 16.381.552 | (175.159) |
| 400.000 | Court | GBP | SSE PLC | Barclays Bank Ireland | 7.310.802 | 309.418 |
| 5.000 | Court | USD | AIR PRODUCTS & CHEMICALS INC | Citigroup Global Markets | 1.104.923 | 57.078 |
| 7.400 | Court | USD | ALBEMARLE - REGISTERED SHS | Citigroup Global Markets | 1.398.143 | 129.170 |
| 48.000 | Court | USD | ANALOG DEVICES INC | Citigroup Global Markets | 6.936.486 | (263.825) |
| 3.500 | Court | USD | ANSYS INC | Citigroup Global Markets | 1.028.151 | 89.421 |
| 23.000 | Court | USD | ARCHER-DANIELS MIDLAND CO | Citigroup Global Markets | 1.190.931 | (6.946) |
| 4.000 | Court | USD | AUTODESK INC | Citigroup Global Markets | 984.236 | 62.367 |
| 15.100 | Court | USD | BALL CORP | Citigroup Global Markets | 1.172.222 | 87.164 |
| 110.000 | Court | USD | BIOLIFE SOLUTIONS INC | Citigroup Global Markets | 4.016.739 | 1.725.527 |
| 15.000 | Court | USD | C.H.ROBINSON WORLWIDE INC | Citigroup Global Markets | 1.126.019 | 27.956 |
| 9.000 | Court | USD | CADENCE DESIGN SYSTEMS INC | Citigroup Global Markets | 1.176.030 | 98.701 |
| 10.000 | Court | USD | CARMAX INC | Citigroup Global Markets | 1.104.103 | (5.350) |
| 900 | Court | USD | CHIPOTLE MEXICAN GRILL -A- | Citigroup Global Markets | 1.411.422 | 62.762 |
| 3.200 | Court | USD | COOPER COMPANIES INC | Citigroup Global Markets | 1.141.199 | 103.984 |
| 12.000 | Court | USD | EDWARDS LIFESCIENCES CORP | Citigroup Global Markets | 1.172.199 | 64.403 |
| 5.200 | Court | USD | EQUIFAX INC | Citigroup Global Markets | 1.137.050 | 91.038 |
| 9.000 | Court | USD | FIRST CITIZENS BANCSHARES INC | Citigroup Global Markets | 6.547.763 | 399.696 |
| 5.000 | Court | USD | HCA HEALTHCARE RG REGISTERED SHS | Citigroup Global Markets | 1.047.155 | 42.884 |

Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD")

### Candriam Absolute Return Equity Market Neutral
| Quantité | Position longue / courte | Devise | Sous-jacent | Contrepartie | Engagement (en EUR) (en valeur absolue) |  | Non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 3.000 | Court | USD | HUMANA INC | Citigroup Global Markets | 1.007.334 |  | 42.582 |
| 3.000 | Court | USD | ILLUMINA INC | Citigroup Global Markets | 1.049.942 |  | 148.609 |
| 152.628 | Court | USD | LUCID GROUP - REGISTERED | Citigroup Global Markets | 3.342.421 |  | (173.469) |
| 900 | Court | USD | METTLER TOLEDO INTERNATIONAL | Citigroup Global Markets | 1.069.610 |  | 136.140 |
| 170.000 | Court | USD | MIMECAST UK LIMITED | Citigroup Global Markets | 9.329.134 |  | 956.383 |
| 9.500 | Court | USD | NIKE INC | Citigroup Global Markets | 1.190.461 |  | 158.449 |
| 228.000 | Court | USD | OAK STREET HEALTH INC | Citigroup Global Markets | 8.366.918 |  | 1.960.255 |
| 5.000 | Court | USD | OLD DOMINION FREIGHT LINES INC | Citigroup Global Markets | 1.233.789 |  | 29.811 |
| 460.000 | Court | USD | OPTION CARE HEALTH INC | Citigroup Global Markets | 9.629.061 |  | 1.361.405 |
| 5.000 | Court | USD | RESMED | Citigroup Global Markets | 1.137.021 |  | 105.785 |
| 74.000 | Court | USD | SCIENTIFIC GAMES CORP | Citigroup Global Markets | 5.304.094 |  | (419.692) |
| 400.000 | Court | USD | SOFI TECH | Citigroup Global Markets | 5.480.823 |  | (453.652) |
| 16.000 | Court | USD | TESLA MOTORS INC | Citigroup Global Markets | 10.705.967 |  | (223.896) |
| 22.000 | Court | USD | TWITTER INC | Citigroup Global Markets | 1.146.365 |  | 97.951 |
| 9.000 | Court | USD | UNIVERSAL HEALTH SERVICES INC | Citigroup Global Markets | 1.074.533 |  | 132.637 |
| 21.000 | Court | USD | VALERO ENERGY CORP | Citigroup Global Markets | 1.278.718 |  | (119.953) |
| 7.000 | Court | USD | WALT DISNEY CO | Citigroup Global Markets | 1.021.778 |  | 86.432 |
| 3.600 | Court | USD | WEST PHARMACEUTICAL SERVICES INC | Citigroup Global Markets | 1.318.732 |  | 88.777 |
| 6.600 | Court | USD | ZOETIS INC -A- | Citigroup Global Markets | 1.105.590 |  | 70.046 |
| 14.000 | Court | EUR | ADIDAS AG NAMEN AKT | Morgan Stanley E. SE | 3.805.200 |  | 141.616 |
| 48.000 | Court | USD | ANALOG DEVICES INC | Morgan Stanley E. SE | 6.936.486 |  | (263.825) |
| 2.500 | Court | USD | BIO-TECHNE CORP | Morgan Stanley E. SE | 1.045.278 |  | 89.827 |
| 88.000 | Court | USD | BLACKSTONE GROUP - REGISTERED SHS-A | Morgan Stanley E. SE | 8.833.789 |  | 1.309.799 |
| 44.000 | Court | USD | CLOUDFLARE INC | Morgan Stanley E. SE | 4.276.802 |  | 710.735 |
| 12.732 | Court | USD | DIGITAL TURBINE INC | Morgan Stanley E. SE | 755.274 |  | (53.602) |
| 228.000 | Court | USD | GENERAL MOTORS CO | Morgan Stanley E. SE | 10.369.628 |  | (274.517) |
| 30.000 | Court | USD | HORMEL FOODS CORP | Morgan Stanley E. SE | 1.061.306 |  | 20.631 |
| 28.000 | Court | USD | JOHNSON & JOHNSON | Morgan Stanley E. SE | 3.901.808 |  | 252.137 |
| 16.000 | Court | EUR | LINDE PLC | Morgan Stanley E. SE | 4.097.600 |  | 30.762 |
| 60.000 | Court | USD | MERCK & CO INC | Morgan Stanley E. SE | 3.888.520 |  | (54.385) |
| 42.000 | Court | CAD | NUVEI CORP-SUBORDINATE VTG | Morgan Stanley E. SE | 4.150.656 |  | 761.721 |
| 33.435 | Court | USD | PERFORMANCE FOOD GROUP CO | Morgan Stanley E. SE | 1.340.343 |  | 72.276 |
| 43.461 | Court | USD | PFIZER INC | Morgan Stanley E. SE | 1.612.889 |  | 132.294 |
| 154.000 | Court | USD | ROYALTY PHARMA PLC | Morgan Stanley E. SE | 4.802.243 |  | 312.066 |
| 80.000 | Court | GBP | UNILEVER | Morgan Stanley E. SE | 3.727.532 |  | 5.864 |
| 39.700 | Court | USD | AIRBNB INC | UBS Francfort | 5.746.301 |  | (41.449) |
| 96.000 | Court | USD | ANDEM DIABETES - REGISTERED SHS | UBS Francfort | 9.888.675 |  | 249.602 |
| 62.000 | Court | USD | APOLLO MEDICAL HOLDING - REGISTERED | UBS Francfort | 4.873.014 |  | 304.450 |
| 172.000 | Court | USD | BENTLEY SYSTEMS --- REGISTERED SHS -B- | UBS Francfort | 8.999.594 |  | 1.058.120 |
| 14.900 | Court | USD | DOORDASH - REGISTERED SHS -A- | UBS Francfort | 2.648.175 |  | 216.800 |
| 13.275 | Court | USD | DOXIMITY INCREGISTERED SHS | UBS Francfort | 924.365 |  | 171.143 |
| 14.000 | Court | USD | EQUINIX INC | UBS Francfort | 9.544.691 |  | 992.825 |
| 74.000 | Court | USD | MATCH GROUP INC | UBS Francfort | 10.023.953 |  | 6.570 |
| 223.659 | Court | USD | PALANTIR TCHNLG - REGISTERED SHS -A- | UBS Francfort | 4.639.339 |  | 899.576 |
| 32.000 | Court | USD | PROCTER AND GAMBLE CO | UBS Francfort | 3.860.046 |  | 134.342 |
| 20.242 | Court | USD | SNOWFLAKE INC-CLASS A | UBS Francfort | 5.282.185 |  | 354.088 |
| 49.866 | Court | USD | UNITY SOFTWARE INC | UBS Francfort | 5.432.143 |  | 447.437 |
|  |  |  |  | TOTAL | 549.292.521 |  | 8.210.797 |

Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD")

### Candriam Absolute Return Long Short Digital Equity
| Quantité | Position longue / courte | Devise | Sous-jacent | Contrepartie | Engagement (en EUR) (en valeur absolue) |  | Non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 5.000 | Long | EUR | JC DECAUX SA | Barclays Bank Ireland | 114.700 |  | (4.243) |
| 10.044 | Long | GBP | RELX PLC | Barclays Bank Ireland | 250.881 |  | (5.609) |
| 3.700 | Long | EUR | STMICROELECTRONICS | Barclays Bank Ireland | 139.731 |  | (573) |
| 7.400 | Long | SEK | TELE2 AB | Barclays Bank Ireland | 94.770 |  | 365 |
| 37.300 | Long | SEK | TELEFON ERICSSON | Barclays Bank Ireland | 364.570 |  | (11.004) |
| 3.300 | Long | EUR | AMADEUS IT GROUP SA -A- | Citigroup Global Markets | 187.704 |  | 13.019 |
| 3.105 | Long | EUR | CELLNEX TELECOM SA | Citigroup Global Markets | 165.497 |  | (16.146) |
| 10.500 | Long | EUR | METROPOLE TELEVISION SA | Citigroup Global Markets | 188.580 |  | 630 |
| 15.000 | Long | GBP | SAGE GROUP | Citigroup Global Markets | 123.832 |  | (6.527) |
| 2.500 | Long | USD | SAMSUNG ELECTRONICS CO LTD | Citigroup Global Markets | 135.003 |  | (8.166) |
| 7.450 | Long | CHF | SIG COMBIBLOC GROUP AG | Citigroup Global Markets | 171.727 |  | (19.709) |
| 111.600 | Long | GBP | VODAFONE GROUP PLC | Morgan Stanley E. SE | 147.103 |  | (11.633) |
| 4.635 | Court | EUR | DASSAULT SYST. | Barclays Bank Ireland | 210.730 |  | 17.103 |
| 5.000 | Court | SEK | ELECTROLUX -B- FREE | Barclays Bank Ireland | 99.762 |  | 8.088 |
| 2.100 | Court | EUR | ELISA CORPORATION -A- | Barclays Bank Ireland | 112.644 |  | 1.386 |
| 2.190 | Court | CHF | LOGITECH NAMEN AKT | Barclays Bank Ireland | 168.661 |  | 24.349 |
| 2.397 | Court | DKK | NETCOMPANY GROUP A/S | Barclays Bank Ireland | 238.702 |  | 25.305 |
| 17.000 | Court | GBP | PEARSON PLC | Barclays Bank Ireland | 140.778 |  | 11.352 |
| 17.000 | Court | GBP | RIGHTMOVE -REGISTERED SHS | Barclays Bank Ireland | 135.161 |  | 7.357 |
| 29.000 | Court | SEK | TELIA COMPANY AB | Barclays Bank Ireland | 103.325 |  | 2.703 |
| 4.500 | Court | EUR | TIETOEVRY CORP | Barclays Bank Ireland | 117.000 |  | 17.370 |
| 17.250 | Court | EUR | BREMBO SPA | Citigroup Global Markets | 188.198 |  | 22.770 |
| 6.927 | Court | GBP | COMPUTACENTER | Citigroup Global Markets | 219.040 |  | 21.759 |
| 1.490 | Court | EUR | MICHELIN SA REG SHS | Citigroup Global Markets | 197.872 |  | 7.301 |
| 391 | Court | USD | SERVICENOW INC | Citigroup Global Markets | 209.938 |  | 9.642 |
| 466 | Court | CHF | SONOVA HOLDING NAM-AKT | Citigroup Global Markets | 153.106 |  | 1.379 |
| 18.500 | Court | EUR | T.F.1 SA | Citigroup Global Markets | 157.435 |  | 0 |
| 14.500 | Court | EUR | WARTSILA CORPORATION -B- | Citigroup Global Markets | 150.148 |  | 25.230 |
| 2.540 | Court | EUR | WOLTERS KLUWER NV | Citigroup Global Markets | 232.613 |  | 14.529 |
| 1.770 | Court | EUR | ZALANDO SE | Citigroup Global Markets | 140.396 |  | 26.302 |
| 350 | Court | USD | ADOBE INC | Morgan Stanley E. SE | 173.866 |  | 27.231 |
| 1.712 | Court | USD | APPLE INC | Morgan Stanley E. SE | 209.024 |  | 16.264 |
| 2.712 | Court | CAD | CGI GROUP --- REGISTERED SHS -A- | Morgan Stanley E. SE | 198.729 |  | 14.167 |
| 3.300 | Court | USD | CORNING INC | Morgan Stanley E. SE | 103.902 |  | 7.603 |
| 1.300 | Court | EUR | HELLOFRESH SE | Morgan Stanley E. SE | 103.948 |  | 16.302 |
| 24.605 | Court | SEK | HEXAGON --- REGISTERED SHS -B- | Morgan Stanley E. SE | 329.914 |  | 29.970 |
| 7.100 | Court | USD | ORACLE CORP | Morgan Stanley E. SE | 533.779 |  | 12.285 |
| 640 | Court | CHF | SWISSCOM SHS NOM | Morgan Stanley E. SE | 318.135 |  | (1.066) |
| 3.631 | Court | USD | TEXAS INSTRUMENTS INC | Morgan Stanley E. SE | 602.196 |  | (10.412) |
|  |  |  |  | TOTAL | 7.633.100 |  | 286.673 |


### Pour plus de détails sur le collatéral, veuillez vous référer à la Note 10