# Statement of changes in net assets for the period ended June 30, 2021
|  | Candriam Quant Equities Europe | Candriam Quant Equities Multi-Factor EMU | Candriam Quant Equities Multi-Factor Global |
| --- | --- | --- | --- |
| EUR | EUR | EUR |
| Net assets at the beginning of the period |  | 390,150,443 | 13,820,567 | 32,579,762 |
| Income Dividends, net | 2g | 7,366,113 | 198,837 | 404,365 |
| Interest on securities lending | 7 | 14,798 | 149 | 1,786 |
| Bank interest |  | 0 | 16,305 | 525 |
| Total income |  | 7,380,911 | 215,291 | 406,676 |
| Expenses Management fees | 3 | 761,791 | 12,806 | 124,968 |
| Operating and Administrative Expenses | 4 | 424,436 | 8,397 | 42,775 |
| Performance fees | 5 | 315,529 | 0 | 88,264 |
| Depositary fees | 4 | 8,963 | 195 | 755 |
| Subscription tax | 6 | 65,205 | 487 | 13,317 |
| Transaction costs | 2f | 624,592 | 16,759 | 27,972 |
| Bank interest |  | 5,013 | 206 | 534 |
| Total expenses |  | 2,205,529 | 38,850 | 298,585 |
| Net income / (loss) from investments |  | 5,175,382 | 176,441 | 108,091 |
| Net realised gain / (loss) on sales of investments | 2b | 34,412,708 | 2,034,726 | 10,406,032 |
| Net realised gain / (loss) on forward foreign exchange contracts | 2e | 0 | 0 | (389) |
| Net realised gain / (loss) on foreign exchange |  | 1,572,580 | 25,270 | (1,593,222) |
| Net realised gain / (loss) |  | 41,160,670 | 2,236,437 | 8,920,512 |

Statement of changes in net assets for the period ended June 30, 2021
|  | Candriam Quant Equities USA | Combined |
| --- | --- | --- |
| USD | EUR |
| Net assets at the beginning of the period |  | 482,023,975 | 830,506,046 |
| Income Dividends, net | 2g | 1,745,798 | 9,441,444 |
| Interest on securities lending | 7 | 4,387 | 20,433 |
| Bank interest |  | 5 | 16,834 |
| Total income |  | 1,750,190 | 9,478,711 |
| Expenses Management fees | 3 | 965,306 | 1,713,551 |
| Operating and Administrative Expenses | 4 | 448,803 | 854,057 |
| Performance fees | 5 | 14,438 | 415,968 |
| Depositary fees | 4 | 9,230 | 17,696 |
| Subscription tax | 6 | 74,312 | 141,672 |
| Transaction costs | 2f | 207,545 | 844,334 |
| Bank interest |  | 2,426 | 7,799 |
| Total expenses |  | 1,722,060 | 3,995,077 |
| Net income / (loss) from investments |  | 28,130 | 5,483,634 |
| Net realised gain / (loss) on sales of investments | 2b | 158,915,334 | 180,857,458 |
| Net realised gain / (loss) on forward foreign exchange contracts | 2e | (336,417) | (284,070) |
| Net realised gain / (loss) on foreign exchange |  | 48,289 | 45,348 |
| Net realised gain / (loss) |  | 158,655,336 | 186,102,370 |

Statement of changes in net assets for the period ended June 30, 2021
|  | Candriam Quant Equities Europe | Candriam Quant Equities Multi-Factor EMU | Candriam Quant Equities Multi-Factor Global |
| --- | --- | --- | --- |
| EUR | EUR | EUR |
| Change in net unrealised appreciation / depreciation on investments | 2b | 26,568,966 | (404,176) | (2,037,941) |
| Change in net unrealised appreciation / depreciation on forward foreign exchange contracts | 2e | 0 | 0 | 209 |
| Net increase / (decrease) in net assets as a result of operations |  | 67,729,636 | 1,832,261 | 6,882,780 |
| Evolution of the capital |  |  |  |  |
| Subscriptions of shares |  | 50,855,576 | 194,767 | 2,122,631 |
| Redemptions of shares |  | (85,401,325) | (15,847,580) | (41,525,570) |
| Dividends distributed | 8 | (1,775,363) | (15) | (59,603) |
| Currency translation |  | 0 | 0 | 0 |
| Net assets at the end of the period |  | 421,558,967 | 0 | 0 |

Statement of changes in net assets for the period ended June 30, 2021
|  | Candriam Quant Equities USA | Combined |
| --- | --- | --- |
| USD | EUR |
| Change in net unrealised appreciation / depreciation on investments | 2b | (97,477,103) | (42,141,863) |
| Change in net unrealised appreciation / depreciation on forward foreign exchange contracts | 2e | (155,296) | (300,710) |
| Net increase / (decrease) in net assets as a result of operations |  | 61,022,937 | 127,901,747 |
| Evolution of the capital |  |  |  |
| Subscriptions of shares |  | 17,412,591 | 67,855,992 |
| Redemptions of shares |  | (560,246,272) | (615,197,337) |
| Dividends distributed | 8 | (213,231) | (2,014,786) |
| Currency translation |  | 0 | 12,507,307 |
| Net assets at the end of the period |  | 0 | 421,558,967 |

Translation (ENFR, 2021-06-30):
# Etat des variations des actifs nets pour la période clôturée au 30 juin 2021
|  | Candriam Quant Equities Europe | Candriam Quant Equities Multi-Factor EMU | Candriam Quant Equities Multi-Factor Global |
| --- | --- | --- | --- |
| EUR | EUR | EUR |
| Actifs nets au début de la période |  | 390.150.443 | 13.820.567 | 32.579.762 |
| Revenus Dividendes, nets | 2g | 7.366.113 | 198.837 | 404.365 |
| Intérêts sur prêts de titres | 7 | 14.798 | 149 | 1.786 |
| Intérêts bancaires |  | 0 | 16.305 | 525 |
| Total des revenus |  | 7.380.911 | 215.291 | 406.676 |
| Frais Commissions de gestion | 3 | 761.791 | 12.806 | 124.968 |
| Charges opérationnelles et administratives | 4 | 424.436 | 8.397 | 42.775 |
| Commissions de performance | 5 | 315.529 | 0 | 88.264 |
| Commissions de dépositaire | 4 | 8.963 | 195 | 755 |
| Taxe d'abonnement | 6 | 65.205 | 487 | 13.317 |
| Coûts de transaction | 2f | 624.592 | 16.759 | 27.972 |
| Intérêts bancaires |  | 5.013 | 206 | 534 |
| Total des frais |  | 2.205.529 | 38.850 | 298.585 |
| Revenus / (Pertes) net(te)s des investissements |  | 5.175.382 | 176.441 | 108.091 |
| Bénéfice / (Perte) net(te) réalisé(e) sur ventes d'investissements | 2b | 34.412.708 | 2.034.726 | 10.406.032 |
| Bénéfice / (Perte) net(te) réalisé(e) sur contrats de change à terme | 2e | 0 | 0 | (389) |
| Bénéfice / (Perte) de change, net(te) |  | 1.572.580 | 25.270 | (1.593.222) |
| Bénéfice / (Perte) net(te) réalisé(e) |  | 41.160.670 | 2.236.437 | 8.920.512 |

Etat des variations des actifs nets pour la période clôturée au 30 juin 2021
|  | Candriam Quant Equities USA | Combiné |
| --- | --- | --- |
| USD | EUR |
| Actifs nets au début de la période |  | 482.023.975 | 830.506.046 |
| Revenus Dividendes, nets | 2g | 1.745.798 | 9.441.444 |
| Intérêts sur prêts de titres | 7 | 4.387 | 20.433 |
| Intérêts bancaires |  | 5 | 16.834 |
| Total des revenus |  | 1.750.190 | 9.478.711 |
| Frais Commissions de gestion | 3 | 965.306 | 1.713.551 |
| Charges opérationnelles et administratives | 4 | 448.803 | 854.057 |
| Commissions de performance | 5 | 14.438 | 415.968 |
| Commissions de dépositaire | 4 | 9.230 | 17.696 |
| Taxe d'abonnement | 6 | 74.312 | 141.672 |
| Coûts de transaction | 2f | 207.545 | 844.334 |
| Intérêts bancaires |  | 2.426 | 7.799 |
| Total des frais |  | 1.722.060 | 3.995.077 |
| Revenus / (Pertes) net(te)s des investissements |  | 28.130 | 5.483.634 |
| Bénéfice / (Perte) net(te) réalisé(e) sur ventes d'investissements | 2b | 158.915.334 | 180.857.458 |
| Bénéfice / (Perte) net(te) réalisé(e) sur contrats de change à terme | 2e | (336.417) | (284.070) |
| Bénéfice / (Perte) de change, net(te) |  | 48.289 | 45.348 |
| Bénéfice / (Perte) net(te) réalisé(e) |  | 158.655.336 | 186.102.370 |

Etat des variations des actifs nets pour la période clôturée au 30 juin 2021
|  | Candriam Quant Equities Europe | Candriam Quant Equities Multi-Factor EMU | Candriam Quant Equities Multi-Factor Global |
| --- | --- | --- | --- |
| EUR | EUR | EUR |
| Variation de la plus-value / moins-value nette non réalisée sur investissements | 2b | 26.568.966 | (404.176) | (2.037.941) |
| Variation de la plus-value / moins-value nette non réalisée sur contrats de change à terme | 2e | 0 | 0 | 209 |
| Augmentation / (diminution) nette des actifs nets provenant des opérations |  | 67.729.636 | 1.832.261 | 6.882.780 |
| Evolution du capital |  |  |  |  |
| Souscriptions d'actions |  | 50.855.576 | 194.767 | 2.122.631 |
| Rachats d'actions |  | (85.401.325) | (15.847.580) | (41.525.570) |
| Dividendes versés | 8 | (1.775.363) | (15) | (59.603) |
| Différence de change |  | 0 | 0 | 0 |
| Actifs nets à la fin de la période |  | 421.558.967 | 0 | 0 |

Etat des variations des actifs nets pour la période clôturée au 30 juin 2021
|  | Candriam Quant Equities USA | Combiné |
| --- | --- | --- |
| USD | EUR |
| Variation de la plus-value / moins-value nette non réalisée sur investissements | 2b | (97.477.103) | (42.141.863) |
| Variation de la plus-value / moins-value nette non réalisée sur contrats de change à terme | 2e | (155.296) | (300.710) |
| Augmentation / (diminution) nette des actifs nets provenant des opérations |  | 61.022.937 | 127.901.747 |
| Evolution du capital |  |  |  |
| Souscriptions d'actions |  | 17.412.591 | 67.855.992 |
| Rachats d'actions |  | (560.246.272) | (615.197.337) |
| Dividendes versés | 8 | (213.231) | (2.014.786) |
| Différence de change |  | 0 | 12.507.307 |
| Actifs nets à la fin de la période |  | 0 | 421.558.967 |