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

#### As at March 31, 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 | 5,061,501 | USD | 6,000,000 | 15/06/2021 | (35,620) | BNP Paribas Paris |
| CHF | 1,029,608 | EUR | 930,306 | 15/04/2021 | 575 | CACEIS Bank, Lux. Branch |
| GBP | 22,971 | EUR | 26,816 | 15/04/2021 | 145 | CACEIS Bank, Lux. Branch |
| USD | 1,893 | EUR | 1,582 | 15/04/2021 | 28 | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | (34,872) |  |


#### Candriam Absolute Return Long Short Digital Equity
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 177,990 | NOK | 1,800,000 | 14/06/2021 | (1,140) | BNP Paribas Paris |
| EUR | 630,180 | SEK | 6,400,000 | 10/06/2021 | 5,955 | Nomura Financial Products Europe |
| EUR | 2,682,587 | USD | 3,200,000 | 14/06/2021 | (35,964) | Nomura Financial Products Europe |
| EUR | 675,556 | CHF | 750,000 | 10/06/2021 | (2,767) | Société Générale |
| EUR | 45,705 | DKK | 340,000 | 14/06/2021 | 2 | Société Générale |
| EUR | 80,670 | CAD | 120,000 | 14/06/2021 | (446) | Société Générale |
|  |  |  |  |  | (34,360) |  |

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 March 31, 2021, the following futures contracts were outstanding:

#### Candriam Absolute Return Equity Market Neutral
| Quantity (purchase/(sale)) | Description | Currency | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- |
|  |  |  | (in absolute value) |  |  |
| Futures on index (693) | DJ ESTOXX50D 12/22 | EUR | 1,076,229 | (2,012,820) | J.P. Morgan AG |
| 693 | DJ ESTOXX50D 12/24 | EUR | 1,076,229 | (479,450) | J.P. Morgan AG |
| (160) | DJ EURO STOXX 50 06/21 | EUR | 6,270,736 | (145,360) | J.P. Morgan AG |
| 136 | EMINI ENERGY SE INDX 06/21 | USD | 5,940,121 | (410,789) | J.P. Morgan AG |
| 188 | EMINI FIN SECT IDX 06/21 | USD | 16,769,318 | (190,937) | J.P. Morgan AG |
| (21) | EM RUSS 2000 06/21 | USD | 1,983,787 | (13,568) | J.P. Morgan AG |
| 100 | FTSE 100 INDEX 06/21 | GBP | 7,881,235 | 22,891 | J.P. Morgan AG |
| 96 | NASDAQ 100 E-MINI 06/21 | USD | 21,386,510 | 322,765 | J.P. Morgan AG |
| 42 | S&P/TSE CAN 60 INDEX 06/21 | CAD | 6,352,594 | (46,970) | J.P. Morgan AG |
| 28 | S&P 500 EMINI INDEX 06/21 | USD | 4,732,448 | 29,469 | J.P. Morgan AG |
| (104) | SWISS MARKET INDEX 06/21 | CHF | 10,386,715 | (38,747) | J.P. Morgan AG |
|  |  |  |  | (2,963,516) |  |


#### 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 (25) | CAC40 10 EURO 04/21 | EUR | 1,516,808 | (7,125) | J.P. Morgan AG |
| (2) | FTSE MIB INDEX 06/21 | EUR | 246,486 | (3,590) | J.P. Morgan AG |
| (2) | IBEX 35 INDEX 04/21 | EUR | 171,600 | 196 | J.P. Morgan AG |
|  |  |  |  | (10,519) |  |


#### 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 March 31, 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) |
| --- | --- | --- | --- | --- | --- |
| 11,900 | Long | USD | ARROW ELECTRONICS INC	BARCLAYS BK Ireland | 1,122,061 | 71,280 |
| 5,300 | Long | USD | CARLISLE COS INC	BARCLAYS BK Ireland | 742,171 | 74,993 |
| 130,000 | Long | EUR | FAURECIA	BARCLAYS BK Ireland | 5,905,900 | 56,566 |
| 28,300 | Long | USD | FEDEX CORP	BARCLAYS BK Ireland | 6,839,387 | 105,372 |
| 90,300 | Long | USD | HEALTHCARE  SERVICES  GROUP BARCLAYS BK Ireland | 2,153,585 | (144,059) |
| 25,000 | Long | USD | INC J WILEY AND SONS INC -A-	BARCLAYS BK Ireland | 1,152,897 | 17,017 |
| 31,700 | Long | USD | MARRIOTT INTERNATIONAL -A-	BARCLAYS BK Ireland | 3,994,799 | (113,705) |
| 40,000 | Long | USD | ROSS STORES INC	BARCLAYS BK Ireland | 4,081,001 | (48,886) |
| 66,000 | Long | USD | TECHNIP ENERGIES N.	BARCLAYS BK Ireland | 840,653 | 65,702 |
| 330,000 | Long | USD | TECHNIPFMC USD	BARCLAYS BK Ireland | 2,167,617 | (196,546) |
| 111,700 | Long | USD | TJX COS INC	BARCLAYS BK Ireland | 6,286,867 | (45,619) |
| 20,000 | Long | CAD | TOPICUS.COM	BARCLAYS BK Ireland | 1,117,520 | 170,051 |
| 64,000 | Long | USD | UNILEVER SPONS ADR REPR.1 SHS BARCLAYS BK Ireland | 3,040,177 | (39,594) |
| 38,300 | Long | USD | WALT DISNEY CO	BARCLAYS BK Ireland | 6,013,032 | (217,596) |
| 70,000 | Long | USD | APPLE INC	CITIGROUP GL MKT DEU | 7,275,164 | 126,504 |
| 48,000 | Long | USD | BERKSHIRE HATHAWAY -B-	CITIGROUP GL MKT DEU | 10,433,557 | 179,891 |
| 26,000 | Long | EUR | DANONE SA	CITIGROUP GL MKT DEU | 1,521,000 | (16,060) |
| 320,000 | Long | USD | HP INC	CITIGROUP GL MKT DEU | 8,644,601 | 452,242 |
| 22,000 | Long | USD | JOHNSON & JOHNSON	CITIGROUP GL MKT DEU | 3,076,406 | 116,969 |
| 48,000 | Long | USD | MERCK & CO INC	CITIGROUP GL MKT DEU | 3,148,405 | 59,166 |
| 24,600 | Long | USD | NEW YORK TIMES -A-	CITIGROUP GL MKT DEU | 1,059,518 | (91,886) |
| 180,000 | Long | EUR | ROYAL DUTCH SHELL PLC	CITIGROUP GL MKT DEU | 3,024,000 | (77,760) |
| 8,800 | Long | USD | ROYAL GOLD INC	CITIGROUP GL MKT DEU | 805,799 | 29,351 |
| 17,600 | Long | USD | SENSIENT TECH	CITIGROUP GL MKT DEU | 1,168,042 | (2,845) |
| 26,800 | Long | USD | TREEHOUSE FOODS- WHEN ISSUED CITIGROUP GL MKT DEU | 1,191,212 | 49,710 |
| 430,000 | Long | DKK | TRYG A/S	CITIGROUP GL MKT DEU | 8,649,434 | 564,228 |
| 7,000 | Long | USD | VALMONT INDUSTRIES INC.	CITIGROUP GL MKT DEU | 1,415,545 | (41,394) |
| 24,000 | Long | USD | VIACOMCBS INC	CITIGROUP GL MKT DEU | 920,956 | (1,067,558) |
| 180,000 | Long | USD | WELLS FARGO AND CO	CITIGROUP GL MKT DEU | 5,983,664 | (87,588) |
| 23,200 | Long | USD | ACADIA HEALTHCARE CO INC	Morgan Stanley E. SE | 1,127,923 | 21,714 |
| 9,800 | Long | USD | ACUITY BRANDS	Morgan Stanley E. SE | 1,375,819 | 315,271 |
| 12,000 | Long | EUR | AIR LIQUIDE SA	Morgan Stanley E. SE | 1,671,600 | 142,800 |
| 12,400 | Long | USD | ASGN -REGISTERED SHS	Morgan Stanley E. SE | 1,006,940 | (2,110) |
| 31,000 | Long | USD | AVNET INC	Morgan Stanley E. SE | 1,094,878 | 54,599 |
| 13,600 | Long | USD | BRUNSWICK CORP.	Morgan Stanley E. SE | 1,103,575 | 31,822 |
| 2,100 | Long | USD | CHEMED CORP	Morgan Stanley E. SE | 821,596 | 25,033 |
| 133,200 | Long | USD | CNX RSRCS CRP	Morgan Stanley E. SE | 1,665,992 | 173,399 |
| 57,000 | Long | USD | COMMERCIAL METALS CO	Morgan Stanley E. SE | 1,495,686 | 168,774 |
| 19,600 | Long | USD | COMPASS MINERALS INTL INC	Morgan Stanley E. SE | 1,045,956 | (54,032) |
| 18,400 | Long | USD | DYCOM INDUSTRIES INC	Morgan Stanley E. SE | 1,453,620 | 185,675 |
| 10,000 | Long | USD | EAGLE MATERIALS INC	Morgan Stanley E. SE | 1,143,623 | 49,094 |
| 11,500 | Long | USD | EMCOR GROUP	Morgan Stanley E. SE | 1,097,456 | 103,522 |
| 14,000 | Long | USD | ENERSYS	Morgan Stanley E. SE | 1,081,596 | 50,297 |
| 67,000 | Long | USD | EQT	Morgan Stanley E. SE | 1,059,185 | 16,857 |
| 56,000 | Long | USD | EXELIXIS	Morgan Stanley E. SE | 1,076,355 | 13,818 |
| 17,400 | Long | USD | FIRST CASH FINANCIAL SERVICES Morgan Stanley E. SE | 972,227 | 11,400 |
| 100,700 | Long | USD | INC FLOWERS FOODS INC	Morgan Stanley E. SE | 2,039,190 | 139,057 |
| 12,000 | Long | USD | HAEMONETICS CORP	Morgan Stanley E. SE | 1,133,430 | (118,001) |
| 24,200 | Long | USD | HAWAIIAN ELECTRIC INDUSTRIES Morgan Stanley E. SE | 914,835 | 186,138 |
| 10,700 | Long | USD | INC HILL-ROM HOLDINGS INC	Morgan Stanley E. SE | 1,005,816 | 29,406 |
| 7,100 | Long | USD | HUBBELL	Morgan Stanley E. SE | 1,129,005 | 28,755 |
| 14,000 | Long | USD | INSPERITY INC EFFECTIVE	Morgan Stanley E. SE | 997,499 | (51,298) |
| 30,100 | Long | USD | KB HOME	Morgan Stanley E. SE | 1,191,656 | 154,175 |
| 3,600 | Long | USD | LENNOX INTL	Morgan Stanley E. SE | 954,415 | 90,697 |

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) |
| --- | --- | --- | --- | --- | --- |
| 5,300 | Long | USD | LHC GROUP	Morgan Stanley E. SE | 862,259 | 28,004 |
| 12,000 | Long | USD | LINCOLN ELECTRIC HOLDINGS INC  Morgan Stanley E. SE | 1,255,237 | 27,253 |
| 29,200 | Long | USD | LOUISIANA PACIFIC CORP.	Morgan Stanley E. SE | 1,377,888 | 160,000 |
| 17,500 | Long | USD | MASTEC INC	Morgan Stanley E. SE | 1,395,176 | 70,429 |
| 6,000 | Long | USD | MOLINA HEALTHCARE	Morgan Stanley E. SE | 1,193,363 | 114,163 |
| 6,200 | Long | USD | MSA SAFETY	Morgan Stanley E. SE | 791,393 | (92,950) |
| 15,900 | Long | USD | MSC INDUSTRIAL DIRECT CO INC -A- Morgan Stanley E. SE | 1,220,132 | 22,592 |
| 12,000 | Long | USD | OSHKOSH CORP	Morgan Stanley E. SE | 1,211,537 | 81,783 |
| 16,300 | Long | USD | OWENS CORNING SHS	Morgan Stanley E. SE | 1,277,178 | 127,732 |
| 16,000 | Long | USD | PAPA JOHNS INTERNATIONAL INC	Morgan Stanley E. SE | 1,206,705 | 31,581 |
| 62,000 | Long | USD | PILGRIMS PRIDE CORP	Morgan Stanley E. SE | 1,254,982 | 15,325 |
| 22,900 | Long | USD | POST HOLDINGS INC WI	Morgan Stanley E. SE | 2,059,889 | 121,463 |
| 15,000 | Long | USD | QUALYS INC	Morgan Stanley E. SE | 1,337,276 | 147,412 |
| 16,000 | Long | USD | RPM INC	Morgan Stanley E. SE | 1,250,404 | 152,743 |
| 10,000 | Long | USD | SANDERSON FARMS	Morgan Stanley E. SE | 1,325,449 | (27,097) |
| 27,000 | Long | USD | SERVICE CORP INTL	Morgan Stanley E. SE | 1,172,764 | 110,888 |
| 22,000 | Long | USD | TECHNIP ENERGIES N.	Morgan Stanley E. SE | 280,218 | 21,901 |
| 110,000 | Long | USD | TECHNIPFMC USD	Morgan Stanley E. SE | 722,539 | (65,515) |
| 13,700 | Long | USD | TIMKEN CO	Morgan Stanley E. SE | 946,166 | (3,380) |
| 22,000 | Long | USD | TOLL BROTHERS INC	Morgan Stanley E. SE | 1,061,908 | 69,072 |
| 20,000 | Long | USD | TREEHOUSE FOODS- WHEN ISSUED Morgan Stanley E. SE | 888,965 | 37,097 |
| 59,300 | Long | USD | TRI POINTE HOMES INC	Morgan Stanley E. SE | 1,027,268 | 61,051 |
| 7,500 | Long | USD | UNITED THERAPEUTICS CORP	Morgan Stanley E. SE | 1,067,408 | (25,525) |
| 3,600 | Long | USD | WASTCO	Morgan Stanley E. SE | 798,690 | 30,355 |
| 30,800 | Long | USD | WERNER ENTERPRISES	Morgan Stanley E. SE | 1,236,141 | 73,901 |
| 24,000 | Long | USD | WORLD WRESTLING -A-	Morgan Stanley E. SE | 1,108,006 | 36,144 |
| 55,000 | Short | USD | ACTIVISION BLIZZARD	BARCLAYS BK Ireland | 4,352,080 | (118,728) |
| 60,000 | Short | USD | AMKOR TECHNOLOGY	BARCLAYS BK Ireland | 1,210,414 | 51,051 |
| 23,200 | Short | USD | BUILDERS FIRSTSOURCE	BARCLAYS BK Ireland | 915,327 | (30,202) |
| 7,000 | Short | USD | CHEVRON CORP	BARCLAYS BK Ireland | 624,122 | (16,319) |
| 140,000 | Short | USD | CONOCOPHILLIPS CO	BARCLAYS BK Ireland | 6,309,708 | (42,883) |
| 36,700 | Short | USD | EATON	CORPORATION	PUBLIC BARCLAYS BK Ireland | 4,317,941 | (158,004) |
| 40,000 | Short | GBP | LIMITED COMPANY FLUTTER ENTERTAINMENT PLC	BARCLAYS BK Ireland | 7,280,625 | 647,968 |
| 33,300 | Short | USD | HONEYWELL INTERNATIONAL INC	BARCLAYS BK Ireland | 6,150,286 | (119,677) |
| 180,000 | Short | EUR | INFINEON TECHNOLOGIES REG SHS BARCLAYS BK Ireland | 6,507,900 | (452,718) |
| 600,000 46,700 | Short Short | USD USD | INVESTORS REGISTERE JPMORGAN | BANCORP D CHASE CO | - BARCLAYS BK Ireland BARCLAYS BK Ireland | 7,499,362 6,048,788 | (530,928) 113,780 |
| 44,000 | Short | USD | PIONER	NATURAL	RESOURCES BARCLAYS BK Ireland | 5,945,784 | (387,476) |
| 26,000 | Short | USD | COMPANY PROCTER AND GAMBLE CO	BARCLAYS BK Ireland | 2,995,984 | 24,493 |
| 68,300 | Short | USD | STARBUCKS CORP	BARCLAYS BK Ireland | 6,349,988 | (172,124) |
| 460,000 40,000 | Short Short | EUR USD | STELLANTIS	N.V.-BEARER	& BARCLAYS BK Ireland REGISTERED SHS THE SIMPLY GOOD FOODS CO	BARCLAYS BK Ireland | 6,938,640 1,035,310 | (109,710) 10,550 |
| 220,000 | Short | EUR | UNILEVER	BARCLAYS BK Ireland | 10,467,600 | (356,136) |
| 46,700 | Short | USD | UNITED PARCEL SERVICE INC	BARCLAYS BK Ireland | 6,754,474 | (427,059) |
| 100,000 | Short | CAD | WEST FRASER TIMBER CO	BARCLAYS BK Ireland | 6,120,363 | (314,785) |
| 3,300 | Short | USD | AIR PRODUCTS & CHEMICALS INC	CITIGROUP GL MKT DEU | 789,945 | (69,337) |
| 5,300 | Short | USD | ALBEMARLE - REGISTERED SHS	CITIGROUP GL MKT DEU | 658,881 | 30,845 |
| 10,500 | Short | USD | BALL CORP	CITIGROUP GL MKT DEU | 757,058 | 7,113 |
| 1,400 | Short | USD | BIO RAD LABORATORIES -A-	CITIGROUP GL MKT DEU | 680,369 | 31,126 |
| 23,000 | Short | USD | BOSTON SCIENTIFIC CORP	CITIGROUP GL MKT DEU | 756,360 | (529) |
| 12,000 6,500 | Short Short | USD USD | BROWN-FORMAN CORP -B- NON CITIGROUP GL MKT DEU VOTING CADENCE DESIGN SYSTEMS INC	CITIGROUP GL MKT DEU | 704,195 757,624 | (3,976) 57,794 |

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) |
| --- | --- | --- | --- | --- | --- |
| 28,000 | Short | USD | CHEVRON CORP	CITIGROUP GL MKT DEU | 2,496,486 | (65,277) |
| 600 | Short | USD | CHIPOTLE MEXICAN GRILL -A-	CITIGROUP GL MKT DEU | 725,340 | 32,739 |
| 1,900 | Short | USD | COOPER COMPANIES INC	CITIGROUP GL MKT DEU | 620,923 | 10,928 |
| 5,200 | Short | USD | EQUIFAX INC	CITIGROUP GL MKT DEU | 801,392 | (66,414) |
| 2,900 | Short | USD | ESTEE LAUDER COMPANIES INC -A- CITIGROUP GL MKT DEU | 717,659 | 7,649 |
| 6,400 | Short | USD | FIRST CITIZENS BANCSHARES INC  CITIGROUP GL MKT DEU | 4,551,117 | (192,708) |
| 30,800 40,000 | Short Short | USD USD | FREEPORT MCMORAN COPPER AND CITIGROUP GL MKT DEU GOLD INC HOME DEPOT INC	CITIGROUP GL MKT DEU | 862,966 10,388,837 | 51,626 (552,598) |
| 1,800 | Short | USD | ILLUMINA INC	CITIGROUP GL MKT DEU | 588,197 | 95,628 |
| 7,000 | Short | USD | INTL FLAVORS & FRAG	CITIGROUP GL MKT DEU | 831,507 | (55,102) |
| 22,000 | Short | USD | INTUIT	CITIGROUP GL MKT DEU | 7,170,357 | (35,461) |
| 4,000 | Short | USD | IPG PHOTONICS CORP	CITIGROUP GL MKT DEU | 717,910 | 60,682 |
| 5,000 | Short | USD | J.B. HUNT TRANSPORT SERVICES CITIGROUP GL MKT DEU | 715,009 | (79,469) |
| 100,000 | Short | USD | INC LI AUTO - SHS A SPON ADR REPR 2 CITIGROUP GL MKT DEU | 2,127,116 | 108,236 |
| 15,000 | Short | USD | SHS A MARATHON PETROLEUM	CITIGROUP GL MKT DEU | 682,677 | 35,832 |
| 750 | Short | USD | METTLER TOLEDO INTERNATIONAL CITIGROUP GL MKT DEU | 737,486 | (13,414) |
| 30,000 | Short | USD | MONDELEZ INTERNATIONAL INC	CITIGROUP GL MKT DEU | 1,494,002 | 29,214 |
| 110,000 | Short | USD | MORGAN STANLEY	CITIGROUP GL MKT DEU | 7,268,442 | 140,390 |
| 120,000 | Short | USD | NEWMONT CORPORATION	CITIGROUP GL MKT DEU | 6,153,663 | 167,590 |
| 5,300 | Short | USD | NIKE INC	CITIGROUP GL MKT DEU | 599,266 | 21,465 |
| 40,000 | Short | CHF | NOVARTIS AG REG SHS	CITIGROUP GL MKT DEU | 2,920,761 | (69,925) |
| 4,000 | Short | USD | OLD DOMINION FREIGHT LINES INC CITIGROUP GL MKT DEU | 818,208 | (72,003) |
| 20,000 | Short | USD | ONEOK INC (NEW)	CITIGROUP GL MKT DEU | 862,078 | (54,284) |
| 80,000 | Short | USD | OPENDOOR TECH --- REGISTERED CITIGROUP GL MKT DEU SHS | 1,442,355 | 430,984 |
| 24,000 | Short | USD | ROLLINS	CITIGROUP GL MKT DEU | 702,867 | (7,147) |
| 160,000 | Short | USD | ROYALTY PHARMA PLC	CITIGROUP GL MKT DEU | 5,938,229 | 429,643 |
| 36,000 | Short | EUR | SANOFI	CITIGROUP GL MKT DEU | 3,033,000 | (41,216) |
| 8,500 | Short | USD | STARBUCKS CORP	CITIGROUP GL MKT DEU | 790,262 | (17,357) |
| 1,800 | Short | USD | TELEFLEX INC	CITIGROUP GL MKT DEU | 636,287 | (18,041) |
| 15,700 | Short | USD | TWITTER INC	CITIGROUP GL MKT DEU | 849,988 | 187,016 |
| 42,900 | Short | USD | UNDER ARMOUR INC -A-	CITIGROUP GL MKT DEU | 808,869 | 21,171 |
| 15,900 | Short | USD | WESTERN DIGITAL CORP	CITIGROUP GL MKT DEU | 903,025 | 73,865 |
| 2,800 | Short | USD | WEST PHARMACEUTICAL SERVICES CITIGROUP GL MKT DEU | 671,304 | 2,883 |
| 6,000 | Short | USD | INC ZOETIS INC -A-	CITIGROUP GL MKT DEU | 803,948 | (16,292) |
| 40,000 | Short | EUR | CELLNEX TELECOM SA	Morgan Stanley E. SE | 1,964,000 | (13,156) |
| 7,000 | Short | EUR | LINDE PLC	Morgan Stanley E. SE | 1,672,300 | (209,300) |
| 11,300 | Short | USD | MICRON TECHNOLOGY INC	Morgan Stanley E. SE | 848,101 | 62,975 |
| 36,000 | Short | USD | NXP SEMICONDUCTORS	Morgan Stanley E. SE | 6,167,140 | 19,585 |
| 3,600 | Short | USD | TEXAS PACIFIC LAND TRUST	Morgan Stanley E. SE | 4,868,500 | 261,944 |
| 80,000 | Short | EUR | TOTAL SE	Morgan Stanley E. SE | 3,182,000 | (952) |
|  |  |  | TOTAL | 355,826,485 | 1,377,288 |


#### Candriam Absolute Return Long Short Digital Equity
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in EUR) (in absolute value) | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| 2,122 | Long | EUR | ATOS SE | BARCLAYS BK Ireland | 141,155 | 3,480 |
| 4,000 | Long | EUR | JC DECAUX SA | BARCLAYS BK Ireland | 86,000 | 6,292 |
| 9,944 | Long | GBP | RELX PLC | BARCLAYS BK Ireland | 212,339 | 11,691 |
| 7,400 | Long | SEK | TELE2 AB | BARCLAYS BK Ireland | 85,094 | 6,573 |
| 28,300 | Long | SEK | TELEFON ERICSSON | BARCLAYS BK Ireland | 319,210 | 22,454 |
| 2,600 | Long | EUR | AMADEUS IT GROUP SA -A- | CITIGROUP GL MKT DEU | 156,988 | (3,847) |
| 2,200 | Long | EUR | CELLNEX TELECOM SA | CITIGROUP GL MKT DEU | 108,020 | 12,586 |

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) |
| --- | --- | --- | --- | --- | --- | --- |
| 1,200 | Long | GBP | JUST EAT TAKEAWAY.COM N.V | CITIGROUP GL MKT DEU | 94,214 | (3,634) |
| 13,500 | Long | EUR | ORANGE | CITIGROUP GL MKT DEU | 141,818 | 12,136 |
| 20,000 | Long | GBP | SAGE GROUP | CITIGROUP GL MKT DEU | 143,875 | 9,615 |
| 2,500 | Long | USD | SAMSUNG ELECTRONICS CO LTD | CITIGROUP GL MKT DEU | 152,991 | (5,211) |
| 9,650 | Long | CHF | SIG COMBIBLOC GROUP AG | CITIGROUP GL MKT DEU | 190,706 | 16,052 |
| 136,600 | Long | GBP | VODAFONE GROUP PLC | Morgan Stanley E. SE | 211,479 | 13,213 |
| 1,500 | Short | GBP | AVEVA GROUP | BARCLAYS BK Ireland | 60,257 | 335 |
| 1,127 | Short | EUR | DASSAULT SYSTEMES SA | BARCLAYS BK Ireland | 205,565 | (11,552) |
| 6,000 | Short | SEK | ELECTROLUX -B- FREE | BARCLAYS BK Ireland | 141,855 | (22,432) |
| 2,100 | Short | EUR | ELISA CORPORATION -A- | BARCLAYS BK Ireland | 107,394 | (3,402) |
| 1,990 | Short | CHF | LOGITECH NAMEN AKT | BARCLAYS BK Ireland | 178,356 | (1,079) |
| 2,747 | Short | DKK | NETCOMPANY GROUP A/S | BARCLAYS BK Ireland | 223,092 | (11,265) |
| 19,000 | Short | GBP | PEARSON PLC | BARCLAYS BK Ireland | 172,101 | (1,918) |
| 17,000 | Short | GBP | RIGHTMOVE -REGISTERED SHS | BARCLAYS BK Ireland | 116,187 | 1,477 |
| 2,634 | Short | EUR | ROYAL PHILIPS NV | BARCLAYS BK Ireland | 128,210 | (7,704) |
| 5,500 | Short | EUR | TIETOEVRY CORP | BARCLAYS BK Ireland | 145,310 | (157) |
| 10,700 | Short | CHF | ABB LTD REG SHS | CITIGROUP GL MKT DEU | 276,266 | (17,122) |
| 9,200 | Short | SEK | ASSA ABLOY -B- NEW I | CITIGROUP GL MKT DEU | 225,414 | (29,726) |
| 45,650 | Short | EUR | BREMBO SPA | CITIGROUP GL MKT DEU | 484,803 | 8,684 |
| 6,927 | Short | GBP | COMPUTACENTER | CITIGROUP GL MKT DEU | 192,722 | (21,956) |
| 391 | Short | USD | SERVICENOW INC | CITIGROUP GL MKT DEU | 166,377 | 18,750 |
| 466 | Short | CHF | SONOVA HOLDING NAM-AKT | CITIGROUP GL MKT DEU | 105,489 | (6,361) |
| 23,050 | Short | EUR | WARTSILA CORPORATION -B- | CITIGROUP GL MKT DEU | 205,929 | 19,408 |
| 2,540 | Short | EUR | WOLTERS KLUWER NV | CITIGROUP GL MKT DEU | 188,265 | (20,676) |
| 1,970 | Short | EUR | ZALANDO SE | CITIGROUP GL MKT DEU | 164,771 | 3,861 |
| 350 | Short | USD | ADOBE INC | Morgan Stanley E. SE | 141,563 | (1,727) |
| 2,112 | Short | USD | APPLE INC | Morgan Stanley E. SE | 219,502 | 10,135 |
| 2,712 | Short | CAD | CGI GROUP --- REGISTERED SHS -A- | Morgan Stanley E. SE | 192,183 | (13,733) |
| 4,515 | Short | SEK | HEXAGON -B- | Morgan Stanley E. SE | 355,056 | (40,371) |
| 7,000 | Short | USD | ORACLE CORP | Morgan Stanley E. SE | 417,927 | (23,522) |
| 640 | Short | CHF | SWISSCOM SHS NOM | Morgan Stanley E. SE | 293,342 | (26,152) |
| 4,381 | Short | USD | TEXAS INSTRUMENTS INC | Morgan Stanley E. SE | 704,471 | (42,196) |
|  |  |  |  | TOTAL | 7,856,294 | (139,001) |


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

Translation (ENFR, 2021-03-31):
# Notes aux états financiers - Etat des instruments dérivés
### Contrats de change à terme

### Au 31 mars 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 | 5.061.501 | USD | 6.000.000 | 15/06/2021 | (35.620) | BNP Paribas Paris |
| CHF | 1.029.608 | EUR | 930.306 | 15/04/2021 | 575 | CACEIS Bank, Lux. Branch |
| GBP | 22.971 | EUR | 26.816 | 15/04/2021 | 145 | CACEIS Bank, Lux. Branch |
| USD | 1.893 | EUR | 1.582 | 15/04/2021 | 28 | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | (34.872) |  |


### Candriam Absolute Return Long Short Digital Equity
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Date de maturité | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 177.990 | NOK | 1.800.000 | 14/06/2021 | (1.140) | BNP Paribas Paris |
| EUR | 630.180 | SEK | 6.400.000 | 10/06/2021 | 5.955 | Nomura Financial Products Europe |
| EUR | 2.682.587 | USD | 3.200.000 | 14/06/2021 | (35.964) | Nomura Financial Products Europe |
| EUR | 675.556 | CHF | 750.000 | 10/06/2021 | (2.767) | Société Générale |
| EUR | 45.705 | DKK | 340.000 | 14/06/2021 | 2 | Société Générale |
| EUR | 80.670 | CAD | 120.000 | 14/06/2021 | (446) | Société Générale |
|  |  |  |  |  | (34.360) |  |

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 31 mars 2021, les contrats futures ouverts sont les suivants :

### Candriam Absolute Return Equity Market Neutral
| Quantité (achat/(vente)) | Description | Devise | Engagement (en EUR) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- |
|  |  |  | (en valeur absolue) |  |  |
| Futures sur indices (693) | DJ ESTOXX50D 12/22 | EUR | 1.076.229 | (2.012.820) | J.P. Morgan AG |
| 693 | DJ ESTOXX50D 12/24 | EUR | 1.076.229 | (479.450) | J.P. Morgan AG |
| (160) | DJ EURO STOXX 50 06/21 | EUR | 6.270.736 | (145.360) | J.P. Morgan AG |
| 136 | EMINI ENERGY SE INDX 06/21 | USD | 5.940.121 | (410.789) | J.P. Morgan AG |
| 188 | EMINI FIN SECT IDX 06/21 | USD | 16.769.318 | (190.937) | J.P. Morgan AG |
| (21) | EM RUSS 2000 06/21 | USD | 1.983.787 | (13.568) | J.P. Morgan AG |
| 100 | FTSE 100 INDEX 06/21 | GBP | 7.841.169 | 22.891 | J.P. Morgan AG |
| 96 | NASDAQ 100 E-MINI 06/21 | USD | 21.386.510 | 322.765 | J.P. Morgan AG |
| 42 | S&P/TSE CAN 60 INDEX 06/21 | CAD | 6.318.197 | (46.970) | J.P. Morgan AG |
| 28 | S&P 500 EMINI INDEX 06/21 | USD | 4.732.448 | 29.469 | J.P. Morgan AG |
| (104) | SWISS MARKET INDEX 06/21 | CHF | 10.386.715 | (38.747) | J.P. Morgan AG |
|  |  |  |  | (2.963.516) |  |


### Candriam Absolute Return Long Short Digital Equity
| Quantité Description | Devise | Engagement | Non réalisé | Contrepartie |
| --- | --- | --- | --- | --- |
| (achat/(vente)) |  | (en EUR) | (en EUR) |  |
|  |  | (en valeur absolue) |  |  |
| Futures sur indices (25) CAC40 10 EURO 04/21 | EUR | 1.516.808 | (7.125) | J.P. Morgan AG |
| (2) FTSE MIB INDEX 06/21 | EUR | 246.486 | (3.590) | J.P. Morgan AG |
| (2) IBEX 35 INDEX 04/21 | EUR | 171.600 | 196 | J.P. Morgan AG |
|  |  |  | (10.519) |  |


### 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 31 mars 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) |
| --- | --- | --- | --- | --- | --- |
| 11.900 | Long | USD | ARROW ELECTRONICS INC	BARCLAYS BK Ireland | 1.122.061 | 71.280 |
| 5.300 | Long | USD | CARLISLE COS INC	BARCLAYS BK Ireland | 742.171 | 74.993 |
| 130.000 | Long | EUR | FAURECIA	BARCLAYS BK Ireland | 5.905.900 | 56.566 |
| 28.300 | Long | USD | FEDEX CORP	BARCLAYS BK Ireland | 6.839.387 | 105.372 |
| 90.300 | Long | USD | HEALTHCARE  SERVICES  GROUP BARCLAYS BK Ireland | 2.153.585 | (144.059) |
| 25.000 | Long | USD | INC J WILEY AND SONS INC -A-	BARCLAYS BK Ireland | 1.152.897 | 17.017 |
| 31.700 | Long | USD | MARRIOTT INTERNATIONAL -A-	BARCLAYS BK Ireland | 3.994.799 | (113.705) |
| 40.000 | Long | USD | ROSS STORES INC	BARCLAYS BK Ireland | 4.081.001 | (48.886) |
| 66.000 | Long | USD | TECHNIP ENERGIES N.	BARCLAYS BK Ireland | 840.653 | 65.702 |
| 330.000 | Long | USD | TECHNIPFMC USD	BARCLAYS BK Ireland | 2.167.617 | (196.546) |
| 111.700 | Long | USD | TJX COS INC	BARCLAYS BK Ireland | 6.286.867 | (45.619) |
| 20.000 | Long | CAD | TOPICUS.COM	BARCLAYS BK Ireland | 1.117.520 | 170.051 |
| 64.000 | Long | USD | UNILEVER SPONS ADR REPR.1 SHS BARCLAYS BK Ireland | 3.040.177 | (39.594) |
| 38.300 | Long | USD | WALT DISNEY CO	BARCLAYS BK Ireland | 6.013.032 | (217.596) |
| 70.000 | Long | USD | APPLE INC	CITIGROUP GL MKT DEU | 7.275.164 | 126.504 |
| 48.000 | Long | USD | BERKSHIRE HATHAWAY -B-	CITIGROUP GL MKT DEU | 10.433.557 | 179.891 |
| 26.000 | Long | EUR | DANONE SA	CITIGROUP GL MKT DEU | 1.521.000 | (16.060) |
| 320.000 | Long | USD | HP INC	CITIGROUP GL MKT DEU | 8.644.601 | 452.242 |
| 22.000 | Long | USD | JOHNSON & JOHNSON	CITIGROUP GL MKT DEU | 3.076.406 | 116.969 |
| 48.000 | Long | USD | MERCK & CO INC	CITIGROUP GL MKT DEU | 3.148.405 | 59.166 |
| 24.600 | Long | USD | NEW YORK TIMES -A-	CITIGROUP GL MKT DEU | 1.059.518 | (91.886) |
| 180.000 | Long | EUR | ROYAL DUTCH SHELL PLC	CITIGROUP GL MKT DEU | 3.024.000 | (77.760) |
| 8.800 | Long | USD | ROYAL GOLD INC	CITIGROUP GL MKT DEU | 805.799 | 29.351 |
| 17.600 | Long | USD | SENSIENT TECH	CITIGROUP GL MKT DEU | 1.168.042 | (2.845) |
| 26.800 | Long | USD | TREEHOUSE FOODS- WHEN ISSUED CITIGROUP GL MKT DEU | 1.191.212 | 49.710 |
| 430.000 | Long | DKK | TRYG A/S	CITIGROUP GL MKT DEU | 8.649.434 | 564.228 |
| 7.000 | Long | USD | VALMONT INDUSTRIES INC.	CITIGROUP GL MKT DEU | 1.415.545 | (41.394) |
| 24.000 | Long | USD | VIACOMCBS INC	CITIGROUP GL MKT DEU | 920.956 | (1.067.558) |
| 180.000 | Long | USD | WELLS FARGO AND CO	CITIGROUP GL MKT DEU | 5.983.664 | (87.588) |
| 23.200 | Long | USD | ACADIA HEALTHCARE CO INC	Morgan Stanley E. SE | 1.127.923 | 21.714 |
| 9.800 | Long | USD | ACUITY BRANDS	Morgan Stanley E. SE | 1.375.819 | 315.271 |
| 12.000 | Long | EUR | AIR LIQUIDE SA	Morgan Stanley E. SE | 1.671.600 | 142.800 |
| 12.400 | Long | USD | ASGN -REGISTERED SHS	Morgan Stanley E. SE | 1.006.940 | (2.110) |
| 31.000 | Long | USD | AVNET INC	Morgan Stanley E. SE | 1.094.878 | 54.599 |
| 13.600 | Long | USD | BRUNSWICK CORP.	Morgan Stanley E. SE | 1.103.575 | 31.822 |
| 2.100 | Long | USD | CHEMED CORP	Morgan Stanley E. SE | 821.596 | 25.033 |
| 133.200 | Long | USD | CNX RSRCS CRP	Morgan Stanley E. SE | 1.665.992 | 173.399 |
| 57.000 | Long | USD | COMMERCIAL METALS CO	Morgan Stanley E. SE | 1.495.686 | 168.774 |
| 19.600 | Long | USD | COMPASS MINERALS INTL INC	Morgan Stanley E. SE | 1.045.956 | (54.032) |
| 18.400 | Long | USD | DYCOM INDUSTRIES INC	Morgan Stanley E. SE | 1.453.620 | 185.675 |
| 10.000 | Long | USD | EAGLE MATERIALS INC	Morgan Stanley E. SE | 1.143.623 | 49.094 |
| 11.500 | Long | USD | EMCOR GROUP	Morgan Stanley E. SE | 1.097.456 | 103.522 |
| 14.000 | Long | USD | ENERSYS	Morgan Stanley E. SE | 1.081.596 | 50.297 |
| 67.000 | Long | USD | EQT	Morgan Stanley E. SE | 1.059.185 | 16.857 |
| 56.000 | Long | USD | EXELIXIS	Morgan Stanley E. SE | 1.076.355 | 13.818 |
| 17.400 | Long | USD | FIRST CASH FINANCIAL SERVICES Morgan Stanley E. SE | 972.227 | 11.400 |
| 100.700 | Long | USD | INC FLOWERS FOODS INC	Morgan Stanley E. SE | 2.039.190 | 139.057 |
| 12.000 | Long | USD | HAEMONETICS CORP	Morgan Stanley E. SE | 1.133.430 | (118.001) |
| 24.200 | Long | USD | HAWAIIAN ELECTRIC INDUSTRIES Morgan Stanley E. SE | 914.835 | 186.138 |
| 10.700 | Long | USD | INC HILL-ROM HOLDINGS INC	Morgan Stanley E. SE | 1.005.816 | 29.406 |
| 7.100 | Long | USD | HUBBELL	Morgan Stanley E. SE | 1.129.005 | 28.755 |
| 14.000 | Long | USD | INSPERITY INC EFFECTIVE	Morgan Stanley E. SE | 997.499 | (51.298) |
| 30.100 | Long | USD | KB HOME	Morgan Stanley E. SE | 1.191.656 | 154.175 |
| 3.600 | Long | USD | LENNOX INTL	Morgan Stanley E. SE | 954.415 | 90.697 |

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) |
| --- | --- | --- | --- | --- | --- |
| 5.300 | Long | USD | LHC GROUP	Morgan Stanley E. SE | 862.259 | 28.004 |
| 12.000 | Long | USD | LINCOLN ELECTRIC HOLDINGS INC  Morgan Stanley E. SE | 1.255.237 | 27.253 |
| 29.200 | Long | USD | LOUISIANA PACIFIC CORP.	Morgan Stanley E. SE | 1.377.888 | 160.000 |
| 17.500 | Long | USD | MASTEC INC	Morgan Stanley E. SE | 1.395.176 | 70.429 |
| 6.000 | Long | USD | MOLINA HEALTHCARE	Morgan Stanley E. SE | 1.193.363 | 114.163 |
| 6.200 | Long | USD | MSA SAFETY	Morgan Stanley E. SE | 791.393 | (92.950) |
| 15.900 | Long | USD | MSC INDUSTRIAL DIRECT CO INC - Morgan Stanley E. SE | 1.220.132 | 22.592 |
| 12.000 | Long | USD | OSHKOSH CORP	Morgan Stanley E. SE | 1.211.537 | 81.783 |
| 16.300 | Long | USD | OWENS CORNING SHS	Morgan Stanley E. SE | 1.277.178 | 127.732 |
| 16.000 | Long | USD | PAPA JOHNS INTERNATIONAL INC	Morgan Stanley E. SE | 1.206.705 | 31.581 |
| 62.000 | Long | USD | PILGRIMS PRIDE CORP	Morgan Stanley E. SE | 1.254.982 | 15.325 |
| 22.900 | Long | USD | POST HOLDINGS INC WI	Morgan Stanley E. SE | 2.059.889 | 121.463 |
| 15.000 | Long | USD | QUALYS INC	Morgan Stanley E. SE | 1.337.276 | 147.412 |
| 16.000 | Long | USD | RPM INC	Morgan Stanley E. SE | 1.250.404 | 152.743 |
| 10.000 | Long | USD | SANDERSON FARMS	Morgan Stanley E. SE | 1.325.449 | (27.097) |
| 27.000 | Long | USD | SERVICE CORP INTL	Morgan Stanley E. SE | 1.172.764 | 110.888 |
| 22.000 | Long | USD | TECHNIP ENERGIES N.	Morgan Stanley E. SE | 280.218 | 21.901 |
| 110.000 | Long | USD | TECHNIPFMC USD	Morgan Stanley E. SE | 722.539 | (65.515) |
| 13.700 | Long | USD | TIMKEN CO	Morgan Stanley E. SE | 946.166 | (3.380) |
| 22.000 | Long | USD | TOLL BROTHERS INC	Morgan Stanley E. SE | 1.061.908 | 69.072 |
| 20.000 | Long | USD | TREEHOUSE FOODS- WHEN ISSUED Morgan Stanley E. SE | 888.965 | 37.097 |
| 59.300 | Long | USD | TRI POINTE HOMES INC	Morgan Stanley E. SE | 1.027.268 | 61.051 |
| 7.500 | Long | USD | UNITED THERAPEUTICS CORP	Morgan Stanley E. SE | 1.067.408 | (25.525) |
| 3.600 | Long | USD | WASTCO	Morgan Stanley E. SE | 798.690 | 30.355 |
| 30.800 | Long | USD | WERNER ENTERPRISES	Morgan Stanley E. SE | 1.236.141 | 73.901 |
| 24.000 | Long | USD | WORLD WRESTLING -A-	Morgan Stanley E. SE | 1.108.006 | 36.144 |
| 55.000 | Short | USD | ACTIVISION BLIZZARD	BARCLAYS BK Ireland | 4.352.080 | (118.728) |
| 60.000 | Short | USD | AMKOR TECHNOLOGY	BARCLAYS BK Ireland | 1.210.414 | 51.051 |
| 23.200 | Short | USD | BUILDERS FIRSTSOURCE	BARCLAYS BK Ireland | 915.327 | (30.202) |
| 7.000 | Short | USD | CHEVRON CORP	BARCLAYS BK Ireland | 624.122 | (16.319) |
| 140.000 | Short | USD | CONOCOPHILLIPS CO	BARCLAYS BK Ireland | 6.309.708 | (42.883) |
| 36.700 | Short | USD | EATON	CORPORATION	PUBLIC BARCLAYS BK Ireland | 4.317.941 | (158.004) |
| 40.000 | Short | GBP | LIMITED COMPANY FLUTTER ENTERTAINMENT PLC	BARCLAYS BK Ireland | 7.280.625 | 647.968 |
| 33.300 | Short | USD | HONEYWELL INTERNATIONAL INC	BARCLAYS BK Ireland | 6.150.286 | (119.677) |
| 180.000 | Short | EUR | INFINEON	TECHNOLOGIES	REG BARCLAYS BK Ireland | 6.507.900 | (452.718) |
| 600.000 | Short | USD | SHS INVESTORS	BANCORP	- BARCLAYS BK Ireland | 7.499.362 | (530.928) |
| 46.700 | Short | USD | REGISTERED JPMORGAN CHASE CO	BARCLAYS BK Ireland | 6.048.788 | 113.780 |
| 44.000 | Short | USD | PIONER	NATURAL	RESOURCES BARCLAYS BK Ireland | 5.945.784 | (387.476) |
| 26.000 | Short | USD | COMPANY PROCTER AND GAMBLE CO	BARCLAYS BK Ireland | 2.995.984 | 24.493 |
| 68.300 | Short | USD | STARBUCKS CORP	BARCLAYS BK Ireland | 6.349.988 | (172.124) |
| 460.000 | Short | EUR | STELLANTIS	N.V.-BEARER	& BARCLAYS BK Ireland | 6.938.640 | (109.710) |
| 40.000 | Short | USD | REGISTERED SHS THE SIMPLY GOOD FOODS CO	BARCLAYS BK Ireland | 1.035.310 | 10.550 |
| 220.000 | Short | EUR | UNILEVER	BARCLAYS BK Ireland | 10.467.600 | (356.136) |
| 46.700 | Short | USD | UNITED PARCEL SERVICE INC	BARCLAYS BK Ireland | 6.754.474 | (427.059) |
| 100.000 | Short | CAD | WEST FRASER TIMBER CO	BARCLAYS BK Ireland | 6.120.363 | (314.785) |
| 3.300 | Short | USD | AIR PRODUCTS & CHEMICALS INC	CITIGROUP GL MKT DEU | 789.945 | (69.337) |
| 5.300 | Short | USD | ALBEMARLE - REGISTERED SHS	CITIGROUP GL MKT DEU | 658.881 | 30.845 |
| 10.500 | Short | USD | BALL CORP	CITIGROUP GL MKT DEU | 757.058 | 7.113 |
| 1.400 | Short | USD | BIO RAD LABORATORIES -A-	CITIGROUP GL MKT DEU | 680.369 | 31.126 |
| 23.000 | Short | USD | BOSTON SCIENTIFIC CORP	CITIGROUP GL MKT DEU | 756.360 | (529) |
| 12.000 | Short | USD | BROWN-FORMAN CORP -B- NON CITIGROUP GL MKT DEU | 704.195 | (3.976) |
| 6.500 | Short | USD | VOTING CADENCE DESIGN SYSTEMS INC	CITIGROUP GL MKT DEU | 757.624 | 57.794 |

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) |
| --- | --- | --- | --- | --- | --- |
| 28.000 | Short | USD | CHEVRON CORP	CITIGROUP GL MKT DEU | 2.496.486 | (65.277) |
| 600 | Short | USD | CHIPOTLE MEXICAN GRILL -A-	CITIGROUP GL MKT DEU | 725.340 | 32.739 |
| 1.900 | Short | USD | COOPER COMPANIES INC	CITIGROUP GL MKT DEU | 620.923 | 10.928 |
| 5.200 | Short | USD | EQUIFAX INC	CITIGROUP GL MKT DEU | 801.392 | (66.414) |
| 2.900 | Short | USD | ESTEE LAUDER COMPANIES INC -A- CITIGROUP GL MKT DEU | 717.659 | 7.649 |
| 6.400 | Short | USD | FIRST CITIZENS BANCSHARES INC  CITIGROUP GL MKT DEU | 4.551.117 | (192.708) |
| 30.800 40.000 | Short Short | USD USD | FREEPORT	MCMORAN	COPPER CITIGROUP GL MKT DEU AND GOLD INC HOME DEPOT INC	CITIGROUP GL MKT DEU | 862.966 10.388.837 | 51.626 (552.598) |
| 1.800 | Short | USD | ILLUMINA INC	CITIGROUP GL MKT DEU | 588.197 | 95.628 |
| 7.000 | Short | USD | INTL FLAVORS & FRAG	CITIGROUP GL MKT DEU | 831.507 | (55.102) |
| 22.000 | Short | USD | INTUIT	CITIGROUP GL MKT DEU | 7.170.357 | (35.461) |
| 4.000 | Short | USD | IPG PHOTONICS CORP	CITIGROUP GL MKT DEU | 717.910 | 60.682 |
| 5.000 | Short | USD | J.B. HUNT TRANSPORT SERVICES CITIGROUP GL MKT DEU | 715.009 | (79.469) |
| 100.000 | Short | USD | INC LI AUTO - SHS A SPON ADR REPR 2 CITIGROUP GL MKT DEU | 2.127.116 | 108.236 |
| 15.000 | Short | USD | SHS A MARATHON PETROLEUM	CITIGROUP GL MKT DEU | 682.677 | 35.832 |
| 750 | Short | USD | METTLER TOLEDO INTERNATIONAL CITIGROUP GL MKT DEU | 737.486 | (13.414) |
| 30.000 | Short | USD | MONDELEZ INTERNATIONAL INC	CITIGROUP GL MKT DEU | 1.494.002 | 29.214 |
| 110.000 | Short | USD | MORGAN STANLEY	CITIGROUP GL MKT DEU | 7.268.442 | 140.390 |
| 120.000 | Short | USD | NEWMONT CORPORATION	CITIGROUP GL MKT DEU | 6.153.663 | 167.590 |
| 5.300 | Short | USD | NIKE INC	CITIGROUP GL MKT DEU | 599.266 | 21.465 |
| 40.000 | Short | CHF | NOVARTIS AG REG SHS	CITIGROUP GL MKT DEU | 2.920.761 | (69.925) |
| 4.000 | Short | USD | OLD DOMINION FREIGHT LINES INC CITIGROUP GL MKT DEU | 818.208 | (72.003) |
| 20.000 | Short | USD | ONEOK INC (NEW)	CITIGROUP GL MKT DEU | 862.078 | (54.284) |
| 80.000 | Short | USD | OPENDOOR TECH --- REGISTERED CITIGROUP GL MKT DEU SHS | 1.442.355 | 430.984 |
| 24.000 | Short | USD | ROLLINS	CITIGROUP GL MKT DEU | 702.867 | (7.147) |
| 160.000 | Short | USD | ROYALTY PHARMA PLC	CITIGROUP GL MKT DEU | 5.938.229 | 429.643 |
| 36.000 | Short | EUR | SANOFI	CITIGROUP GL MKT DEU | 3.033.000 | (41.216) |
| 8.500 | Short | USD | STARBUCKS CORP	CITIGROUP GL MKT DEU | 790.262 | (17.357) |
| 1.800 | Short | USD | TELEFLEX INC	CITIGROUP GL MKT DEU | 636.287 | (18.041) |
| 15.700 | Short | USD | TWITTER INC	CITIGROUP GL MKT DEU | 849.988 | 187.016 |
| 42.900 | Short | USD | UNDER ARMOUR INC -A-	CITIGROUP GL MKT DEU | 808.869 | 21.171 |
| 15.900 | Short | USD | WESTERN DIGITAL CORP	CITIGROUP GL MKT DEU | 903.025 | 73.865 |
| 2.800 | Short | USD | WEST PHARMACEUTICAL SERVICES CITIGROUP GL MKT DEU | 671.304 | 2.883 |
| 6.000 | Short | USD | INC ZOETIS INC -A-	CITIGROUP GL MKT DEU | 803.948 | (16.292) |
| 40.000 | Short | EUR | CELLNEX TELECOM SA	Morgan Stanley E. SE | 1.964.000 | (13.156) |
| 7.000 | Short | EUR | LINDE PLC	Morgan Stanley E. SE | 1.672.300 | (209.300) |
| 11.300 | Short | USD | MICRON TECHNOLOGY INC	Morgan Stanley E. SE | 848.101 | 62.975 |
| 36.000 | Short | USD | NXP SEMICONDUCTORS	Morgan Stanley E. SE | 6.167.140 | 19.585 |
| 3.600 | Short | USD | TEXAS PACIFIC LAND TRUST	Morgan Stanley E. SE | 4.868.500 | 261.944 |
| 80.000 | Short | EUR | TOTAL SE	Morgan Stanley E. SE | 3.182.000 | (952) |
|  |  |  | TOTAL | 355.826.485 | 1.377.288 |

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) |
| --- | --- | --- | --- | --- | --- | --- |
| 2.122 | Long | EUR | ATOS SE | BARCLAYS BK Ireland | 141.155 | 3.480 |
| 4.000 | Long | EUR | JC DECAUX SA | BARCLAYS BK Ireland | 86.000 | 6.292 |
| 9.944 | Long | GBP | RELX PLC | BARCLAYS BK Ireland | 212.339 | 11.691 |
| 7.400 | Long | SEK | TELE2 AB | BARCLAYS BK Ireland | 85.094 | 6.573 |
| 28.300 | Long | SEK | TELEFON ERICSSON | BARCLAYS BK Ireland | 319.210 | 22.454 |
| 2.600 | Long | EUR | AMADEUS IT GROUP SA -A- | CITIGROUP GL MKT DEU | 156.988 | (3.847) |
| 2.200 | Long | EUR | CELLNEX TELECOM SA | CITIGROUP GL MKT DEU | 108.020 | 12.586 |
| 1.200 | Long | GBP | JUST EAT TAKEAWAY.COM N.V | CITIGROUP GL MKT DEU | 94.214 | (3.634) |
| 13.500 | Long | EUR | ORANGE | CITIGROUP GL MKT DEU | 141.818 | 12.136 |
| 20.000 | Long | GBP | SAGE GROUP | CITIGROUP GL MKT DEU | 143.875 | 9.615 |
| 2.500 | Long | USD | SAMSUNG ELECTRONICS CO LTD | CITIGROUP GL MKT DEU | 152.991 | (5.211) |
| 9.650 | Long | CHF | SIG COMBIBLOC GROUP AG | CITIGROUP GL MKT DEU | 190.706 | 16.052 |
| 136.600 | Long | GBP | VODAFONE GROUP PLC | Morgan Stanley E. SE | 211.479 | 13.213 |
| 1.500 | Short | GBP | AVEVA GROUP | BARCLAYS BK Ireland | 60.257 | 335 |
| 1.127 | Short | EUR | DASSAULT SYSTEMES SA | BARCLAYS BK Ireland | 205.565 | (11.552) |
| 6.000 | Short | SEK | ELECTROLUX -B- FREE | BARCLAYS BK Ireland | 141.855 | (22.432) |
| 2.100 | Short | EUR | ELISA CORPORATION -A- | BARCLAYS BK Ireland | 107.394 | (3.402) |
| 1.990 | Short | CHF | LOGITECH NAMEN AKT | BARCLAYS BK Ireland | 178.356 | (1.079) |
| 2.747 | Short | DKK | NETCOMPANY GROUP A/S | BARCLAYS BK Ireland | 223.092 | (11.265) |
| 19.000 | Short | GBP | PEARSON PLC | BARCLAYS BK Ireland | 172.101 | (1.918) |
| 17.000 | Short | GBP | RIGHTMOVE -REGISTERED SHS | BARCLAYS BK Ireland | 116.187 | 1.477 |
| 2.634 | Short | EUR | ROYAL PHILIPS NV | BARCLAYS BK Ireland | 128.210 | (7.704) |
| 5.500 | Short | EUR | TIETOEVRY CORP | BARCLAYS BK Ireland | 145.310 | (157) |
| 10.700 | Short | CHF | ABB LTD REG SHS | CITIGROUP GL MKT DEU | 276.266 | (17.122) |
| 9.200 | Short | SEK | ASSA ABLOY -B- NEW I | CITIGROUP GL MKT DEU | 225.414 | (29.726) |
| 45.650 | Short | EUR | BREMBO SPA | CITIGROUP GL MKT DEU | 484.803 | 8.684 |
| 6.927 | Short | GBP | COMPUTACENTER | CITIGROUP GL MKT DEU | 192.722 | (21.956) |
| 391 | Short | USD | SERVICENOW INC | CITIGROUP GL MKT DEU | 166.377 | 18.750 |
| 466 | Short | CHF | SONOVA HOLDING NAM-AKT | CITIGROUP GL MKT DEU | 105.489 | (6.361) |
| 23.050 | Short | EUR | WARTSILA CORPORATION -B- | CITIGROUP GL MKT DEU | 205.929 | 19.408 |
| 2.540 | Short | EUR | WOLTERS KLUWER NV | CITIGROUP GL MKT DEU | 188.265 | (20.676) |
| 1.970 | Short | EUR | ZALANDO SE | CITIGROUP GL MKT DEU | 164.771 | 3.861 |
| 350 | Short | USD | ADOBE INC | Morgan Stanley E. SE | 141.563 | (1.727) |
| 2.112 | Short | USD | APPLE INC | Morgan Stanley E. SE | 219.502 | 10.135 |
| 2.712 | Short | CAD | CGI GROUP --- REGISTERED SHS -A- | Morgan Stanley E. SE | 192.183 | (13.733) |
| 4.515 | Short | SEK | HEXAGON -B- | Morgan Stanley E. SE | 355.056 | (40.371) |
| 7.000 | Short | USD | ORACLE CORP | Morgan Stanley E. SE | 417.927 | (23.522) |
| 640 | Short | CHF | SWISSCOM SHS NOM | Morgan Stanley E. SE | 293.342 | (26.152) |
| 4.381 | Short | USD | TEXAS INSTRUMENTS INC | Morgan Stanley E. SE | 704.471 | (42.196) |
|  |  |  |  | TOTAL | 7.856.294 | (139.001) |


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