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

#### As at December 31, 2020, the following forward foreign exchange contracts were outstanding:

#### Candriam GF Short Duration US High Yield Bonds
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 45,040,198 | USD | 54,599,431 | 15/01/2021 | 525,042 | CACEIS Bank, Lux. Branch |
| USD | 522,232 | EUR | 427,252 | 15/01/2021 | (679) | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | 524,363 |  |
| Candriam GF U.S. Equity Opportunities |
| Currency | Quantity | Currency | Quantity | Maturity | Unrealised | Counterparty |
| purchased | purchased | sold | sold | date | (in USD) |  |
| GBP | 1,117 | USD | 1,477 | 15/01/2021 | 50 | CACEIS Bank, Lux. Branch |


#### 50

#### Candriam GF US High Yield Corporate Bonds
| Currency purchased | Quantity purchased | Currency sold | Quantity sold | Maturity date | Unrealised (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| CHF | 36,024 | USD | 40,497 | 15/01/2021 | 270 | CACEIS Bank, Lux. Branch |
| EUR | 6,147,166 | USD | 7,457,902 | 15/01/2021 | 65,584 | CACEIS Bank, Lux. Branch |
| GBP | 35,785 | USD | 47,305 | 15/01/2021 | 1,616 | CACEIS Bank, Lux. Branch |
| USD | 186,495 | EUR | 152,936 | 15/01/2021 | (682) | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | 66,788 |  |

Please refer to Note 8 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

#### Contracts for difference ("CFD")

#### As at December 31, 2020, the following CFD contracts were outstanding:

#### Candriam GF U.S. Equity Opportunities
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in USD) (in absolute value) | Unrealised (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 818 | Long | USD | ADAPTHEALTH CORP- REGISTERED | Citigroup Global Markets Europe AG | 30,724 | 589 |
| 634 | Long | USD | ADDUS HOMECARE CORP | Citigroup Global Markets Europe AG | 74,235 | 685 |
| 279 | Long | USD | ALPHABET INC -C- | Citigroup Global Markets Europe AG | 488,775 | (1,908) |
| 4,235 | Long | USD | AMKOR TECHNOLOGY | Citigroup Global Markets Europe AG | 63,864 | 1,186 |
| 15,679 | Long | USD | APPLE INC | Citigroup Global Markets Europe AG | 2,080,447 | (34,180) |
| 1,330 | Long | USD | ARCBEST CORP | Citigroup Global Markets Europe AG | 56,751 | (106) |
| 1,422 | Long | USD | ATKR INTRTL GRP --- REG SHS | Citigroup Global Markets Europe AG | 58,458 | 1,436 |
| 3,314 | Long | USD | AVAYA HOLDINGS CORP | Citigroup Global Markets Europe AG | 63,463 | 1,955 |
| 900 | Long | USD | AXCELIS TECHNOLOGIES INC | Citigroup Global Markets Europe AG | 26,208 | 702 |
| 1,816 | Long | USD | CARETRUST REIT | Citigroup Global Markets Europe AG | 40,279 | (381) |
| 300 | Long | USD | CHANNELADVISOR | Citigroup Global Markets Europe AG | 4,794 | (6) |
| 5,753 | Long | USD | CNX RSRCS CRP | Citigroup Global Markets Europe AG | 62,132 | 3,107 |
| 227 | Long | USD | COCA COLA BOTTLING CO CONSO. | Citigroup Global Markets Europe AG | 60,443 | 227 |
| 219 | Long | USD | COHU INC | Citigroup Global Markets Europe AG | 8,361 | 436 |
| 1,159 | Long | USD | COMMVAULT SYSTEMS | Citigroup Global Markets Europe AG | 64,174 | 267 |
| 3,642 | Long | USD | COTT - REGISTERED SHS | Citigroup Global Markets Europe AG | 57,107 | 182 |
| 2,384 | Long | USD | COWEN GROUP INC-A-REG | Citigroup Global Markets Europe AG | 61,960 | 215 |
| 2,005 | Long | USD | CUSTOMERS BANC | Citigroup Global Markets Europe AG | 36,451 | 401 |
| 11,150 | Long | USD | DHT HOLDINGS INC | Citigroup Global Markets Europe AG | 58,315 | (223) |
| 900 | Long | USD | DIODES | Citigroup Global Markets Europe AG | 63,450 | 2,673 |
| 853 | Long | USD | ENSIGN GROUP INC | Citigroup Global Markets Europe AG | 62,201 | 188 |
| 241 | Long | USD | ENSTAR GROUP | Citigroup Global Markets Europe AG | 49,378 | 696 |
| 2,713 | Long | USD | FACEBOOK -A- | Citigroup Global Markets Europe AG | 741,083 | (9,821) |
| 1,289 | Long | USD | FIRST BANCORP – REG. SHS | Citigroup Global Markets Europe AG | 11,885 | 271 |
| 5,950 | Long | USD | FIRST COMMONWEALTH FIN. | Citigroup Global Markets Europe AG | 65,093 | 1,309 |
| 1,719 | Long | USD | FLAGSTAR BANCORP INC | Citigroup Global Markets Europe AG | 70,066 | 2,132 |
| 880 | Long | USD | FORMFACTOR INC | Citigroup Global Markets Europe AG | 37,858 | 845 |
| 859 | Long | USD | HANCOCK HOLDING CO | Citigroup Global Markets Europe AG | 29,223 | 447 |
| 982 | Long | USD | HILLENBRAND INC WHEN ISSUED | Citigroup Global Markets Europe AG | 39,084 | 815 |
| 1,944 | Long | USD | HMS HOLDINGS CORP | Citigroup Global Markets Europe AG | 71,442 | 117 |
| 6,179 | Long | USD | HOPE BANCORP REGISTERED SHS | Citigroup Global Markets Europe AG | 67,413 | 803 |
| 3,260 | Long | USD | INNOVIVA INC | Citigroup Global Markets Europe AG | 40,391 | 456 |
| 284 | Long | USD | INTERSECT ENT INC | Citigroup Global Markets Europe AG | 6,504 | 54 |
| 6,158 | Long | USD | INVESTORS BANCORP – REG. | Citigroup Global Markets Europe AG | 65,028 | 1,170 |
| 1,424 | Long | USD | JPMORGAN CHASE CO | Citigroup Global Markets Europe AG | 180,948 | 2,933 |
| 1,334 | Long | USD | KORN FERRY | Citigroup Global Markets Europe AG | 58,029 | (400) |
| 766 | Long | USD | MAGELLAN HEALTH SERVICES INC | Citigroup Global Markets Europe AG | 63,455 | 161 |
| 1,064 | Long | USD | MATSON INC | Citigroup Global Markets Europe AG | 60,616 | 1,298 |
| 164 | Long | USD | MEDIFAST INC | Citigroup Global Markets Europe AG | 32,200 | 682 |
| 471 | Long | USD | MEDPACE HOLDNGS | Citigroup Global Markets Europe AG | 65,563 | 626 |
| 3,413 | Long | USD | MERIDIAN BIOSCIENCE INC | Citigroup Global Markets Europe AG | 63,789 | (1,604) |
| 737 | Long | USD | MERIT MEDICAL SYSTEMS INC | Citigroup Global Markets Europe AG | 40,911 | 730 |
| 1,531 | Long | USD | MUELLER INDUSTRIES INC | Citigroup Global Markets Europe AG | 53,753 | 612 |
| 777 | Long | USD | NUVASIVE INC | Citigroup Global Markets Europe AG | 43,768 | 1,173 |
| 3,887 | Long | USD | OPTION CARE HEALTH INC | Citigroup Global Markets Europe AG | 60,793 | 952 |
| 2,353 | Long | USD | OWENS MINOR INC | Citigroup Global Markets Europe AG | 63,649 | (2,518) |
| 552 | Long | USD | POTLATCH CORP (HOLDING CO) | Citigroup Global Markets Europe AG | 27,611 | (50) |
| 2,271 | Long | USD | PRIMORIS SERVICES | Citigroup Global Markets Europe AG | 62,702 | (204) |
| 2,572 | Long | USD | PROCTER AND GAMBLE CO | Citigroup Global Markets Europe AG | 357,868 | 1,852 |
| 1,453 | Long | USD | PROGRESS SOFTWARE CORP | Citigroup Global Markets Europe AG | 65,661 | 392 |
| 459 | Long | USD | PROVIDENCE SERVICES | Citigroup Global Markets Europe AG | 63,631 | 1,909 |
| 438 | Long | USD | RADIAN GROUP | Citigroup Global Markets Europe AG | 8,870 | 193 |

Notes to the financial statements - Schedule of derivative instruments

#### Contracts for difference ("CFD") Candriam GF U.S. Equity Opportunities
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in USD) (in absolute value) | Unrealised (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 3,192 | Long | USD | REALOGY HOLDINGS CORP | Citigroup Global Markets Europe AG | 41,879 | (1,085) |
| 1,499 | Long | USD | RUSH ENTERPRISES -A- | Citigroup Global Markets Europe AG | 62,089 | 989 |
| 2,373 | Long | USD | SELECT MEDICAL HOLDINGS | Citigroup Global Markets Europe AG | 65,637 | 1,115 |
| 3,522 | Long | USD | SPARTANNASHCOMPANY | Citigroup Global Markets Europe AG | 61,318 | 916 |
| 678 | Long | USD | SPS COMMERCE | Citigroup Global Markets Europe AG | 73,624 | 217 |
| 450 | Long | USD | STANDARD MOTOR PRODUCT | Citigroup Global Markets Europe AG | 18,207 | (144) |
| 859 | Long | USD | SUPER MICRO COMPUT -SHS- | Citigroup Global Markets Europe AG | 27,196 | 971 |
| 1,159 | Long | USD | TUPPERWARE BRANDS | Citigroup Global Markets Europe AG | 37,540 | 81 |
| 1,289 | Long | USD | ULTRA CLEAN HOLDINGS | Citigroup Global Markets Europe AG | 40,152 | 1,418 |
| 491 | Long | USD | UMB FINANCIAL CORP | Citigroup Global Markets Europe AG | 33,874 | 373 |
| 967 | Long | USD | UNITEDHEALTH GROUP INC | Citigroup Global Markets Europe AG | 339,108 | 3,220 |
| 1,225 | Long | USD | UNIVERSAL CORP | Citigroup Global Markets Europe AG | 59,547 | 196 |
| 5,217 | Long | USD | VECTOR GROUP | Citigroup Global Markets Europe AG | 60,778 | (730) |
| 552 | Long | USD | VERINT SYSTEMS INC | Citigroup Global Markets Europe AG | 37,083 | 1,032 |
| 2,946 | Long | USD | VISTA OUTDOOR | Citigroup Global Markets Europe AG | 69,997 | 383 |
| 2,603 | Long | USD | WHITING PETROLEUM | Citigroup Global Markets Europe AG | 65,075 | (1,223) |
| 1,187 | Long | USD | WORLD FUEL SERVICES CORP | Citigroup Global Markets Europe AG | 36,987 | 59 |
| 416 | Short | USD | 1LIFE HEALTHCARE INC | Citigroup Global Markets Europe AG | 18,158 | (308) |
| 2,975 | Short | USD | 3-D SYSTEMS CORP | Citigroup Global Markets Europe AG | 31,178 | (982) |
| 1,466 | Short | USD | AIR LEASE | Citigroup Global Markets Europe AG | 65,120 | (1,583) |
| 3,500 | Short | USD | ALPHATEC HOLDINGS | Citigroup Global Markets Europe AG | 50,820 | (1,190) |
| 328 | Short | USD | ALTERYX - REGISTERED -A- | Citigroup Global Markets Europe AG | 39,947 | 177 |
| 266 | Short | USD | AMBAC FINANCIAL GROUP INC | Citigroup Global Markets Europe AG | 4,091 | 29 |
| 678 | Short | USD | AMBARELLA INC | Citigroup Global Markets Europe AG | 62,254 | (1,688) |
| 532 | Short | USD | AMERICAN CAMPUS COMMUNITIES | Citigroup Global Markets Europe AG | 22,754 | (319) |
| 1,739 | Short | USD | APOLLO GLB MGMT REG. SHS-A- | Citigroup Global Markets Europe AG | 85,176 | (1,583) |
| 153 | Short | USD | APPIAN CORP | Citigroup Global Markets Europe AG | 24,800 | (1,267) |
| 897 | Short | USD | ARES MANAGEMENT LP-REG. SHS | Citigroup Global Markets Europe AG | 42,204 | 619 |
| 82 | Short | USD | ARISTA NETWORKS INC | Citigroup Global Markets Europe AG | 23,827 | (252) |
| 2,559 | Short | USD | ATOMERA INC | Citigroup Global Markets Europe AG | 41,174 | (3,096) |
| 481 | Short | USD | AXIS CAPITAL HOLDINGS LTD | Citigroup Global Markets Europe AG | 24,238 | (48) |
| 307 | Short | USD | AXON ENTERPRISE - REGISTERED | Citigroup Global Markets Europe AG | 37,617 | 246 |
| 1,072 | Short | USD | AXONICS MODULATION | Citigroup Global Markets Europe AG | 53,514 | (3,355) |
| 175 | Short | USD | BANDWITH INC A | Citigroup Global Markets Europe AG | 26,892 | 1,440 |
| 205 | Short | USD | BIGCOMMERCE HOLDINGS INC | Citigroup Global Markets Europe AG | 13,151 | 256 |
| 875 | Short | USD | BOK FINANCIAL CORP | Citigroup Global Markets Europe AG | 59,920 | 140 |
| 372 | Short | USD | BRIGHT HORIZONS FAMILY | Citigroup Global Markets Europe AG | 64,352 | (949) |
| 962 | Short | USD | BRINKS CO | Citigroup Global Markets Europe AG | 69,264 | (1,424) |
| 921 | Short | USD | BROOKFIELD INFRA – REG.SHS | Citigroup Global Markets Europe AG | 66,588 | (654) |
| 982 | Short | USD | BRP GROUP INC-A | Citigroup Global Markets Europe AG | 29,431 | (491) |
| 831 | Short | USD | CALAVO GROWERS INC | Citigroup Global Markets Europe AG | 57,696 | (341) |
| 5,053 | Short | USD | CAPITOL FEDERAL FINANCIAL INC | Citigroup Global Markets Europe AG | 63,163 | (960) |
| 2,100 | Short | USD | CARLYLE GROUP – REG.SHS | Citigroup Global Markets Europe AG | 66,024 | (378) |
| 372 | Short | USD | CERIDIAN --- REGISTERED SHS | Citigroup Global Markets Europe AG | 39,640 | 186 |
| 1,663 | Short | USD | CHEMICAL FINANCIAL – REG.SHS | Citigroup Global Markets Europe AG | 61,564 | (1,580) |
| 430 | Short | USD | CHESAPEAKE UTILITIES CORP | Citigroup Global Markets Europe AG | 46,530 | (735) |
| 284 | Short | USD | CINCINNATI FINANCIAL CORP | Citigroup Global Markets Europe AG | 24,813 | (324) |
| 656 | Short | USD | CODEXIS | Citigroup Global Markets Europe AG | 14,320 | (112) |
| 963 | Short | USD | COMMUNITY BANK SYSTEM INC | Citigroup Global Markets Europe AG | 60,005 | (29) |
| 88 | Short | USD | CREDIT ACCEPTANCE CORP | Citigroup Global Markets Europe AG | 30,460 | (1,074) |

Notes to the financial statements - Schedule of derivative instruments

#### Contracts for difference ("CFD") Candriam GF U.S. Equity Opportunities
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in USD) (in absolute value) | Unrealised (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 678 | Short | USD | CREE | Citigroup Global Markets Europe AG | 71,800 | (5,899) |
| 2,384 | Short | USD | DN & BRDST HLDG --- REG. SHS | Citigroup Global Markets Europe AG | 59,362 | 2,312 |
| 941 | Short | USD | DOWDUPONT – REG. SHS WI | Citigroup Global Markets Europe AG | 66,915 | (1,694) |
| 5,797 | Short | USD | EASTMAN KODAK CO | Citigroup Global Markets Europe AG | 47,188 | 754 |
| 44 | Short | USD | EHEALTH INC | Citigroup Global Markets Europe AG | 3,107 | 20 |
| 2,128 | Short | USD | ELANCO ANIMAL HEALTH | Citigroup Global Markets Europe AG | 65,266 | (638) |
| 1,444 | Short | USD | ENERGIZER HLDG | Citigroup Global Markets Europe AG | 60,908 | 2,123 |
| 389 | Short | USD | EPR PROP. SHS OF BENEFIT | Citigroup Global Markets Europe AG | 12,642 | (475) |
| 306 | Short | USD | EVERBRIDGE INC | Citigroup Global Markets Europe AG | 45,615 | (572) |
| 184 | Short | USD | FRESHPET INC | Citigroup Global Markets Europe AG | 26,126 | (320) |
| 225 | Short | USD | GAMING AND LEISURE PROPERTIES | Citigroup Global Markets Europe AG | 9,540 | (79) |
| 809 | Short | USD | GLAUKOS | Citigroup Global Markets Europe AG | 60,885 | (2,168) |
| 3,238 | Short | USD | GOHEALTH INC | Citigroup Global Markets Europe AG | 44,231 | (1,133) |
| 7,066 | Short | USD | GOPRO -A- | Citigroup Global Markets Europe AG | 58,506 | (353) |
| 1,391 | Short | USD | GROCE OUTL HLDG – REG. SHS | Citigroup Global Markets Europe AG | 54,597 | 1,641 |
| 853 | Short | USD | HAMILTON LANE INCORPORATED | Citigroup Global Markets Europe AG | 66,577 | (495) |
| 3,601 | Short | USD | HARSCO CORP | Citigroup Global Markets Europe AG | 64,746 | (4,141) |
| 266 | Short | USD | HEALTHCARE SERVICES GROUP | Citigroup Global Markets Europe AG | 7,475 | (109) |
| 1,657 | Short | USD | HEALTH CATALYST REG. SHS | Citigroup Global Markets Europe AG | 72,129 | 66 |
| 241 | Short | USD | HEALTHEQUITY INC | Citigroup Global Markets Europe AG | 16,800 | (145) |
| 757 | Short | USD | HOWARD HUGHES | Citigroup Global Markets Europe AG | 59,750 | 636 |
| 798 | Short | USD | IMPING INC | Citigroup Global Markets Europe AG | 33,412 | (1,819) |
| 66 | Short | USD | INARI MEDICAL INC -SH | Citigroup Global Markets Europe AG | 5,761 | (160) |
| 859 | Short | USD | INDEPENDENT BANK | Citigroup Global Markets Europe AG | 62,741 | (730) |
| 1,138 | Short | USD | INTERACTIVE BROKERS GROUP INC | Citigroup Global Markets Europe AG | 69,327 | 728 |
| 569 | Short | USD | INTL FLAVORS & FRAG | Citigroup Global Markets Europe AG | 61,930 | 1,252 |
| 416 | Short | USD | IRON MOUNTAIN INC REIT | Citigroup Global Markets Europe AG | 12,264 | (37) |
| 368 | Short | USD | J&J SNACK FOODS | Citigroup Global Markets Europe AG | 57,176 | (482) |
| 3,867 | Short | USD | KENNEDY-WILSON HOLDINGS INC | Citigroup Global Markets Europe AG | 69,181 | (155) |
| 675 | Short | USD | LAMAR ADVERTISING CO -A- | Citigroup Global Markets Europe AG | 56,173 | (1,188) |
| 153 | Short | USD | LENDINGTREE INC | Citigroup Global Markets Europe AG | 41,890 | (1,132) |
| 552 | Short | USD | LGI HOMES | Citigroup Global Markets Europe AG | 58,429 | 1,347 |
| 4,583 | Short | USD | LIMELIGHT NETWORKS | Citigroup Global Markets Europe AG | 18,286 | (183) |
| 1,444 | Short | USD | LOEWS CORP | Citigroup Global Markets Europe AG | 65,009 | (1,386) |
| 757 | Short | USD | LUMEN TECHNOLOGIES INC | Citigroup Global Markets Europe AG | 7,381 | 30 |
| 1,247 | Short | USD | MEDALLIA REGISTERED SHS | Citigroup Global Markets Europe AG | 41,425 | (237) |
| 941 | Short | USD | MGIC INVESTMENT CORP | Citigroup Global Markets Europe AG | 11,810 | (301) |
| 593 | Short | USD | MODEL N INC | Citigroup Global Markets Europe AG | 21,158 | 12 |
| 416 | Short | USD | MSA SAFETY | Citigroup Global Markets Europe AG | 62,146 | (978) |
| 7,529 | Short | USD | NEWAGE INC | Citigroup Global Markets Europe AG | 19,801 | 828 |
| 737 | Short | USD | NEW JERSEY RESOURCES | Citigroup Global Markets Europe AG | 26,200 | (361) |
| 4,767 | Short | USD | NORTHWEST BANCSHARES INC MD | Citigroup Global Markets Europe AG | 60,732 | (1,096) |
| 1,228 | Short | USD | NW NAT HLDG -REGISTERED SHS | Citigroup Global Markets Europe AG | 56,476 | (528) |
| 1,094 | Short | USD | OAK STREET HEALTH INC | Citigroup Global Markets Europe AG | 66,909 | (1,028) |
| 547 | Short | USD | ONTRAK - REGISTERED SHS | Citigroup Global Markets Europe AG | 33,799 | 2,314 |
| 1,330 | Short | USD | ORTHOPEDIATRICS CORP | Citigroup Global Markets Europe AG | 54,863 | 6,823 |
| 2,885 | Short | USD | OUTFRONT MEDIA INC | Citigroup Global Markets Europe AG | 56,431 | (1,500) |
| 286 | Short | USD | OXFORD IND - REGISTERED | Citigroup Global Markets Europe AG | 18,736 | (154) |
| 525 | Short | USD | PALOMAR HOLDINGS INC | Citigroup Global Markets Europe AG | 46,641 | 777 |
| 573 | Short | USD | PARK NATIONAL | Citigroup Global Markets Europe AG | 60,171 | (361) |
| 61 | Short | USD | PENUMBRA INC | Citigroup Global Markets Europe AG | 10,675 | 47 |
| 2,275 | Short | USD | PING IDENTITY - REGISTERED SHS | Citigroup Global Markets Europe AG | 65,156 | (1,456) |
| 809 | Short | USD | PLANET FITNESS INC | Citigroup Global Markets Europe AG | 62,803 | (1,044) |

Notes to the financial statements - Schedule of derivative instruments

#### Contracts for difference ("CFD") Candriam GF U.S. Equity Opportunities
| Quantity | Long / short position | Currency | Underlying | Counterparty | Commitment (in USD) (in absolute value) | Unrealised (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 1,422 | Short | USD | PREMIER INC -A- | Citigroup Global Markets Europe AG | 49,912 | (142) |
| 1,138 | Short | USD | PROGYNY INC | Citigroup Global Markets Europe AG | 48,240 | (57) |
| 368 | Short | USD | PROS HOLDINGS INC | Citigroup Global Markets Europe AG | 18,683 | (302) |
| 853 | Short | USD | PURE STORAGE -A- | Citigroup Global Markets Europe AG | 19,286 | 222 |
| 1,138 | Short | USD | PURPLE INNOVATION INC | Citigroup Global Markets Europe AG | 37,486 | (1,366) |
| 241 | Short | USD | QUAKER CHEMICAL CORP | Citigroup Global Markets Europe AG | 61,067 | (1,494) |
| 1,494 | Short | USD | QUOTIENT LTD | Citigroup Global Markets Europe AG | 7,784 | 224 |
| 368 | Short | USD | RAPID7 | Citigroup Global Markets Europe AG | 33,179 | (397) |
| 777 | Short | USD | RAYONIER REIT | Citigroup Global Markets Europe AG | 22,828 | (233) |
| 1,422 | Short | USD | ROYALTY PHARMA PLC | Citigroup Global Markets Europe AG | 71,171 | (654) |
| 2,800 | Short | USD | SANTANDER CONSUMER USA | Citigroup Global Markets Europe AG | 61,656 | (1,960) |
| 1,657 | Short | USD | SCHWEITZER MAUDUIT INT. INC | Citigroup Global Markets Europe AG | 66,628 | (348) |
| 263 | Short | USD | SEACOAST BKG CORP OF FLORIDA | Citigroup Global Markets Europe AG | 7,745 | (132) |
| 2,166 | Short | USD | SEAWORLD ENTERTAINMENT INC | Citigroup Global Markets Europe AG | 68,424 | (3,032) |
| 1,094 | Short | USD | SILK ROAD MEDICAL INC | Citigroup Global Markets Europe AG | 68,900 | (2,735) |
| 430 | Short | USD | SIX FLAGS | Citigroup Global Markets Europe AG | 14,663 | (546) |
| 552 | Short | USD | SMARTSHEET INC | Citigroup Global Markets Europe AG | 38,248 | (6) |
| 1,181 | Short | USD | SOUTH JERSEY INDUSTRIES INC | Citigroup Global Markets Europe AG | 25,451 | (35) |
| 328 | Short | USD | SPIRIT AEROSYSTEMS HLDGS INC | Citigroup Global Markets Europe AG | 12,822 | (541) |
| 438 | Short | USD | STONECO LTD | Citigroup Global Markets Europe AG | 36,757 | (359) |
| 552 | Short | USD | TABULA RASA HLT – REG. SHS | Citigroup Global Markets Europe AG | 23,648 | (701) |
| 1,663 | Short | USD | TACTILE SYSTECH - REGISTERED | Citigroup Global Markets Europe AG | 74,735 | (5,155) |
| 3,478 | Short | USD | TFS FINANCIAL | Citigroup Global Markets Europe AG | 61,317 | (870) |
| 2,384 | Short | USD | THE CHEMOURS WHEN ISSUED | Citigroup Global Markets Europe AG | 59,099 | 0 |
| 696 | Short | USD | THE CHFS WAREHOUSE INC | Citigroup Global Markets Europe AG | 17,880 | (710) |
| 416 | Short | USD | THE LOVESAC COMPANY | Citigroup Global Markets Europe AG | 17,925 | 258 |
| 2,384 | Short | USD | THE SIMPLY GOOD FOODS CO | Citigroup Global Markets Europe AG | 74,762 | (3,838) |
| 1,378 | Short | USD | TOLL BROTHERS INC | Citigroup Global Markets Europe AG | 59,902 | 1,998 |
| 1,964 | Short | USD | TOOTSIE ROLL INDUSTRIES | Citigroup Global Markets Europe AG | 58,331 | (79) |
| 532 | Short | USD | TREX COMPANY INC | Citigroup Global Markets Europe AG | 44,539 | (490) |
| 1,313 | Short | USD | TRIUMPH BANCORP INC | Citigroup Global Markets Europe AG | 63,746 | 52 |
| 225 | Short | USD | UBIQUITI NETWORKS – REG. SHS | Citigroup Global Markets Europe AG | 62,665 | (788) |
| 2,144 | Short | USD | UNISYS CORP | Citigroup Global Markets Europe AG | 42,194 | (322) |
| 263 | Short | USD | UNIVERSAL DISPLAY | Citigroup Global Markets Europe AG | 60,437 | 29 |
| 1,780 | Short | USD | US ECOLOGY - REGISTERED SHS | Citigroup Global Markets Europe AG | 64,667 | (36) |
| 897 | Short | USD | VENTAS INC | Citigroup Global Markets Europe AG | 43,989 | (9) |
| 2,660 | Short | USD | VERITEX HLDNGS --- REG. SHS | Citigroup Global Markets Europe AG | 68,256 | (1,064) |
| 350 | Short | USD | VERITONE | Citigroup Global Markets Europe AG | 9,957 | (147) |
| 511 | Short | USD | VIAD-WHEN ISSUED | Citigroup Global Markets Europe AG | 18,483 | (414) |
| 1,739 | Short | USD | VIASAT INC | Citigroup Global Markets Europe AG | 56,778 | 1,600 |
| 737 | Short | USD | VICI PROPERTIES | Citigroup Global Markets Europe AG | 18,794 | (177) |
| 102 | Short | USD | WD 40 CO | Citigroup Global Markets Europe AG | 27,099 | (150) |
| 450 | Short | USD | WESTAMERICA BANCORP | Citigroup Global Markets Europe AG | 24,881 | (369) |
| 1,203 | Short | USD | WESTERN DIGITAL CORP | Citigroup Global Markets Europe AG | 66,634 | (8,541) |
| 328 | Short | USD | WEX | Citigroup Global Markets Europe AG | 66,758 | (1,132) |
| 962 | Short | USD | YEXT - REGISTERED | Citigroup Global Markets Europe AG | 15,123 | 212 |
| 2,087 | Short | USD | ZUORA INC | Citigroup Global Markets Europe AG | 29,072 | (188) |
|  |  |  |  | TOTAL | 13,113,291 | (76,116) |

Translation (ENFR, 2020-12-31):
# Notes aux états financiers - Etat des instruments dérivés
### Contrats de change à terme

### Au 31 décembre 2020, les contrats de change à terme ouverts sont les suivants :

### Candriam GF Short Duration US High Yield Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Date de maturité | Non réalisé (en USD) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 45.040.198 | USD | 54.599.431 | 15/01/2021 | 525.042 | CACEIS Bank, Lux. Branch |
| USD | 522.232 | EUR | 427.252 | 15/01/2021 | (679) | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | 524.363 |  |
| Candriam GF U.S. Equity Opportunities |
| Devise | Quantité | Devise | Quantité | Date de | Non réalisé | Contrepartie |
| achetée | achetée | vendue | vendue | maturité | (en USD) |  |
| GBP | 1.117 | USD | 1.477 | 15/01/2021 | 50 | CACEIS Bank, Lux. Branch |


### 50

### Candriam GF US High Yield Corporate Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Date de maturité | Non réalisé (en USD) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| CHF | 36.024 | USD | 40.497 | 15/01/2021 | 270 | CACEIS Bank, Lux. Branch |
| EUR | 6.147.166 | USD | 7.457.902 | 15/01/2021 | 65.584 | CACEIS Bank, Lux. Branch |
| GBP | 35.785 | USD | 47.305 | 15/01/2021 | 1.616 | CACEIS Bank, Lux. Branch |
| USD | 186.495 | EUR | 152.936 | 15/01/2021 | (682) | CACEIS Bank, Lux. Branch |
|  |  |  |  |  | 66.788 |  |

Veuillez vous référer à la Note 8 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

### Contracts for difference ("CFD")

### Au 31 décembre 2020, les contrats CFD ouverts sont les suivants :

### Candriam GF U.S. Equity Opportunities
| Quantité | Position longue/ courte | Devise | Sous-jacent | Contrepartie | Engagement (en USD) (en valeur absolue) | Non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 818 | Longue | USD | ADAPTHEALTH CORP- REGISTERED | Citigroup Global Markets Europe AG | 30.724 | 589 |
| 634 | Longue | USD | ADDUS HOMECARE CORP | Citigroup Global Markets Europe AG | 74.235 | 685 |
| 279 | Longue | USD | ALPHABET INC -C- | Citigroup Global Markets Europe AG | 488.775 | (1.908) |
| 4.235 | Longue | USD | AMKOR TECHNOLOGY | Citigroup Global Markets Europe AG | 63.864 | 1.186 |
| 15.679 | Longue | USD | APPLE INC | Citigroup Global Markets Europe AG | 2.080.447 | (34.180) |
| 1.330 | Longue | USD | ARCBEST CORP | Citigroup Global Markets Europe AG | 56.751 | (106) |
| 1.422 | Longue | USD | ATKR INTRTL GRP --- REG SHS | Citigroup Global Markets Europe AG | 58.458 | 1.436 |
| 3.314 | Longue | USD | AVAYA HOLDINGS CORP | Citigroup Global Markets Europe AG | 63.463 | 1.955 |
| 900 | Longue | USD | AXCELIS TECHNOLOGIES INC | Citigroup Global Markets Europe AG | 26.208 | 702 |
| 1.816 | Longue | USD | CARETRUST REIT | Citigroup Global Markets Europe AG | 40.279 | (381) |
| 300 | Longue | USD | CHANNELADVISOR | Citigroup Global Markets Europe AG | 4.794 | (6) |
| 5.753 | Longue | USD | CNX RSRCS CRP | Citigroup Global Markets Europe AG | 62.132 | 3.107 |
| 227 | Longue | USD | COCA COLA BOTTLING CO CONS | Citigroup Global Markets Europe AG | 60.443 | 227 |
| 219 | Longue | USD | COHU INC | Citigroup Global Markets Europe AG | 8.361 | 436 |
| 1.159 | Longue | USD | COMMVAULT SYSTEMS | Citigroup Global Markets Europe AG | 64.174 | 267 |
| 3.642 | Longue | USD | COTT - REGISTERED SHS | Citigroup Global Markets Europe AG | 57.107 | 182 |
| 2.384 | Longue | USD | COWEN GROUP INC-A-REG | Citigroup Global Markets Europe AG | 61.960 | 215 |
| 2.005 | Longue | USD | CUSTOMERS BANC | Citigroup Global Markets Europe AG | 36.451 | 401 |
| 11.150 | Longue | USD | DHT HOLDINGS INC | Citigroup Global Markets Europe AG | 58.315 | (223) |
| 900 | Longue | USD | DIODES | Citigroup Global Markets Europe AG | 63.450 | 2.673 |
| 853 | Longue | USD | ENSIGN GROUP INC | Citigroup Global Markets Europe AG | 62.201 | 188 |
| 241 | Longue | USD | ENSTAR GROUP | Citigroup Global Markets Europe AG | 49.378 | 696 |
| 2.713 | Longue | USD | FACEBOOK -A- | Citigroup Global Markets Europe AG | 741.083 | (9.821) |
| 1.289 | Longue | USD | FIRST BANCORP - REGISTERED SHS | Citigroup Global Markets Europe AG | 11.885 | 271 |
| 5.950 | Longue | USD | FIRST COMMONWEALTH FIN | Citigroup Global Markets Europe AG | 65.093 | 1.309 |
| 1.719 | Longue | USD | FLAGSTAR BANCORP INC | Citigroup Global Markets Europe AG | 70.066 | 2.132 |
| 880 | Longue | USD | FORMFACTOR INC | Citigroup Global Markets Europe AG | 37.858 | 845 |
| 859 | Longue | USD | HANCOCK HOLDING CO | Citigroup Global Markets Europe AG | 29.223 | 447 |
| 982 | Longue | USD | HILLENBRAND INC WHEN ISSUED | Citigroup Global Markets Europe AG | 39.084 | 815 |
| 1.944 | Longue | USD | HMS HOLDINGS CORP | Citigroup Global Markets Europe AG | 71.442 | 117 |
| 6.179 | Longue | USD | HOPE BANCORP REGISTERED SHS | Citigroup Global Markets Europe AG | 67.413 | 803 |
| 3.260 | Longue | USD | INNOVIVA INC | Citigroup Global Markets Europe AG | 40.391 | 456 |
| 284 | Longue | USD | INTERSECT ENT INC | Citigroup Global Markets Europe AG | 6.504 | 54 |
| 6.158 | Longue | USD | INVESTORS BANCORP - REG | Citigroup Global Markets Europe AG | 65.028 | 1.170 |
| 1.424 | Longue | USD | JPMORGAN CHASE CO | Citigroup Global Markets Europe AG | 180.948 | 2.933 |
| 1.334 | Longue | USD | KORN FERRY | Citigroup Global Markets Europe AG | 58.029 | (400) |
| 766 | Longue | USD | MAGELLAN HEALTH SERVICES INC | Citigroup Global Markets Europe AG | 63.455 | 161 |
| 1.064 | Longue | USD | MATSON INC | Citigroup Global Markets Europe AG | 60.616 | 1.298 |
| 164 | Longue | USD | MEDIFAST INC | Citigroup Global Markets Europe AG | 32.200 | 682 |
| 471 | Longue | USD | MEDPACE HOLDNGS | Citigroup Global Markets Europe AG | 65.563 | 626 |
| 3.413 | Longue | USD | MERIDIAN BIOSCIENCE INC | Citigroup Global Markets Europe AG | 63.789 | (1.604) |
| 737 | Longue | USD | MERIT MEDICAL SYSTEMS INC | Citigroup Global Markets Europe AG | 40.911 | 730 |
| 1.531 | Longue | USD | MUELLER INDUSTRIES INC | Citigroup Global Markets Europe AG | 53.753 | 612 |
| 777 | Longue | USD | NUVASIVE INC | Citigroup Global Markets Europe AG | 43.768 | 1.173 |
| 3.887 | Longue | USD | OPTION CARE HEALTH INC | Citigroup Global Markets Europe AG | 60.793 | 952 |
| 2.353 | Longue | USD | OWENS MINOR INC | Citigroup Global Markets Europe AG | 63.649 | (2.518) |
| 552 | Longue | USD | POTLATCH CORP (HOLDING CO) | Citigroup Global Markets Europe AG | 27.611 | (50) |
| 2.271 | Longue | USD | PRIMORIS SERVICES | Citigroup Global Markets Europe AG | 62.702 | (204) |
| 2.572 | Longue | USD | PROCTER AND GAMBLE CO | Citigroup Global Markets Europe AG | 357.868 | 1.852 |
| 1.453 | Longue | USD | PROGRESS SOFTWARE CORP | Citigroup Global Markets Europe AG | 65.661 | 392 |
| 459 | Longue | USD | PROVIDENCE SERVICES | Citigroup Global Markets Europe AG | 63.631 | 1.909 |

Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD") Candriam GF U.S. Equity Opportunities
| Quantité | Position longue/ courte | Devise | Sous-jacent | Contrepartie | Engagement (en USD) (en valeur absolue) | Non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 438 | Longue | USD | RADIAN GROUP | Citigroup Global Markets Europe AG | 8.870 | 193 |
| 3.192 | Longue | USD | REALOGY HOLDINGS CORP | Citigroup Global Markets Europe AG | 41.879 | (1.085) |
| 1.499 | Longue | USD | RUSH ENTERPRISES -A- | Citigroup Global Markets Europe AG | 62.089 | 989 |
| 2.373 | Longue | USD | SELECT MEDICAL HOLDINGS | Citigroup Global Markets Europe AG | 65.637 | 1.115 |
| 3.522 | Longue | USD | SPARTANNASHCOMPANY | Citigroup Global Markets Europe AG | 61.318 | 916 |
| 678 | Longue | USD | SPS COMMERCE | Citigroup Global Markets Europe AG | 73.624 | 217 |
| 450 | Longue | USD | STANDARD MOTOR PRODUCT | Citigroup Global Markets Europe AG | 18.207 | (144) |
| 859 | Longue | USD | SUPER MICRO COMPUT -SHS- | Citigroup Global Markets Europe AG | 27.196 | 971 |
| 1.159 | Longue | USD | TUPPERWARE BRANDS | Citigroup Global Markets Europe AG | 37.540 | 81 |
| 1.289 | Longue | USD | ULTRA CLEAN HOLDINGS | Citigroup Global Markets Europe AG | 40.152 | 1.418 |
| 491 | Longue | USD | UMB FINANCIAL CORP | Citigroup Global Markets Europe AG | 33.874 | 373 |
| 967 | Longue | USD | UNITEDHEALTH GROUP INC | Citigroup Global Markets Europe AG | 339.108 | 3.220 |
| 1.225 | Longue | USD | UNIVERSAL CORP | Citigroup Global Markets Europe AG | 59.547 | 196 |
| 5.217 | Longue | USD | VECTOR GROUP | Citigroup Global Markets Europe AG | 60.778 | (730) |
| 552 | Longue | USD | VERINT SYSTEMS INC | Citigroup Global Markets Europe AG | 37.083 | 1.032 |
| 2.946 | Longue | USD | VISTA OUTDOOR | Citigroup Global Markets Europe AG | 69.997 | 383 |
| 2.603 | Longue | USD | WHITING PETROLEUM | Citigroup Global Markets Europe AG | 65.075 | (1.223) |
| 1.187 | Longue | USD | WORLD FUEL SERVICES CORP | Citigroup Global Markets Europe AG | 36.987 | 59 |
| 416 | Courte | USD | 1LIFE HEALTHCARE INC | Citigroup Global Markets Europe AG | 18.158 | (308) |
| 2.975 | Courte | USD | 3-D SYSTEMS CORP | Citigroup Global Markets Europe AG | 31.178 | (982) |
| 1.466 | Courte | USD | AIR LEASE | Citigroup Global Markets Europe AG | 65.120 | (1.583) |
| 3.500 | Courte | USD | ALPHATEC HOLDINGS | Citigroup Global Markets Europe AG | 50.820 | (1.190) |
| 328 | Courte | USD | ALTERYX - REGISTERED -A- | Citigroup Global Markets Europe AG | 39.947 | 177 |
| 266 | Courte | USD | AMBAC FINANCIAL GROUP INC | Citigroup Global Markets Europe AG | 4.091 | 29 |
| 678 | Courte | USD | AMBARELLA INC | Citigroup Global Markets Europe AG | 62.254 | (1.688) |
| 532 | Courte | USD | AMERICAN CAMPUS COMMUNITIES | Citigroup Global Markets Europe AG | 22.754 | (319) |
| 1.739 | Courte | USD | APOLLO GLB MGMT REG SHS-A- | Citigroup Global Markets Europe AG | 85.176 | (1.583) |
| 153 | Courte | USD | APPIAN CORP | Citigroup Global Markets Europe AG | 24.800 | (1.267) |
| 897 | Courte | USD | ARES MANAGEMENT LP-REG SHS | Citigroup Global Markets Europe AG | 42.204 | 619 |
| 82 | Courte | USD | ARISTA NETWORKS INC | Citigroup Global Markets Europe AG | 23.827 | (252) |
| 2.559 | Courte | USD | ATOMERA INC | Citigroup Global Markets Europe AG | 41.174 | (3.096) |
| 481 | Courte | USD | AXIS CAPITAL HOLDINGS LTD | Citigroup Global Markets Europe AG | 24.238 | (48) |
| 307 | Courte | USD | AXON ENTERPRISE - REGISTERED | Citigroup Global Markets Europe AG | 37.617 | 246 |
| 1.072 | Courte | USD | AXONICS MODULATION | Citigroup Global Markets Europe AG | 53.514 | (3.355) |
| 175 | Courte | USD | BANDWITH INC A | Citigroup Global Markets Europe AG | 26.892 | 1.440 |
| 205 | Courte | USD | BIGCOMMERCE HOLDINGS INC | Citigroup Global Markets Europe AG | 13.151 | 256 |
| 875 | Courte | USD | BOK FINANCIAL CORP | Citigroup Global Markets Europe AG | 59.920 | 140 |
| 372 | Courte | USD | BRIGHT HORIZONS FAMILY | Citigroup Global Markets Europe AG | 64.352 | (949) |
| 962 | Courte | USD | BRINKS CO | Citigroup Global Markets Europe AG | 69.264 | (1.424) |
| 921 | Courte | USD | BROOKFIELD INFRA–REG SHS (USD) | Citigroup Global Markets Europe AG | 66.588 | (654) |
| 982 | Courte | USD | BRP GROUP INC-A | Citigroup Global Markets Europe AG | 29.431 | (491) |
| 831 | Courte | USD | CALAVO GROWERS INC | Citigroup Global Markets Europe AG | 57.696 | (341) |
| 5.053 | Courte | USD | CAPITOL FEDERAL FINANCIAL INC | Citigroup Global Markets Europe AG | 63.163 | (960) |
| 2.100 | Courte | USD | CARLYLE GROUP - REG SHS | Citigroup Global Markets Europe AG | 66.024 | (378) |
| 372 | Courte | USD | CERIDIAN --- REGISTERED SHS | Citigroup Global Markets Europe AG | 39.640 | 186 |
| 1.663 | Courte | USD | CHEMICAL FINANCIAL - REG SHS | Citigroup Global Markets Europe AG | 61.564 | (1.580) |
| 430 | Courte | USD | CHESAPEAKE UTILITIES CORP | Citigroup Global Markets Europe AG | 46.530 | (735) |
| 284 | Courte | USD | CINCINNATI FINANCIAL CORP | Citigroup Global Markets Europe AG | 24.813 | (324) |
| 656 | Courte | USD | CODEXIS | Citigroup Global Markets Europe AG | 14.320 | (112) |
| 963 | Courte | USD | COMMUNITY BANK SYSTEM INC | Citigroup Global Markets Europe AG | 60.005 | (29) |

Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD") Candriam GF U.S. Equity Opportunities
| Quantité | Position longue/ courte | Devise | Sous-jacent | Contrepartie | Engagement (en USD) (en valeur absolue) | Non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 88 | Courte | USD | CREDIT ACCEPTANCE CORP | Citigroup Global Markets Europe AG | 30.460 | (1.074) |
| 678 | Courte | USD | CREE | Citigroup Global Markets Europe AG | 71.800 | (5.899) |
| 2.384 | Courte | USD | DN & BRDST HLDG --- REG SHS | Citigroup Global Markets Europe AG | 59.362 | 2.312 |
| 941 | Courte | USD | DOWDUPONT - REG SHS WI | Citigroup Global Markets Europe AG | 66.915 | (1.694) |
| 5.797 | Courte | USD | EASTMAN KODAK CO | Citigroup Global Markets Europe AG | 47.188 | 754 |
| 44 | Courte | USD | EHEALTH INC | Citigroup Global Markets Europe AG | 3.107 | 20 |
| 2.128 | Courte | USD | ELANCO ANIMAL HEALTH | Citigroup Global Markets Europe AG | 65.266 | (638) |
| 1.444 | Courte | USD | ENERGIZER HLDG | Citigroup Global Markets Europe AG | 60.908 | 2.123 |
| 389 | Courte | USD | EPR PROP SHS OF BENEFIT | Citigroup Global Markets Europe AG | 12.642 | (475) |
| 306 | Courte | USD | EVERBRIDGE INC | Citigroup Global Markets Europe AG | 45.615 | (572) |
| 184 | Courte | USD | FRESHPET INC | Citigroup Global Markets Europe AG | 26.126 | (320) |
| 225 | Courte | USD | GAMING AND LEISURE PROPERTIES | Citigroup Global Markets Europe AG | 9.540 | (79) |
| 809 | Courte | USD | GLAUKOS | Citigroup Global Markets Europe AG | 60.885 | (2.168) |
| 3.238 | Courte | USD | GOHEALTH INC | Citigroup Global Markets Europe AG | 44.231 | (1.133) |
| 7.066 | Courte | USD | GOPRO -A- | Citigroup Global Markets Europe AG | 58.506 | (353) |
| 1.391 | Courte | USD | GROCE OUTL HLDG – REG SHS | Citigroup Global Markets Europe AG | 54.597 | 1.641 |
| 853 | Courte | USD | HAMILTON LANE INCORPORATED | Citigroup Global Markets Europe AG | 66.577 | (495) |
| 3.601 | Courte | USD | HARSCO CORP | Citigroup Global Markets Europe AG | 64.746 | (4.141) |
| 266 | Courte | USD | HEALTHCARE SERVICES GROUP | Citigroup Global Markets Europe AG | 7.475 | (109) |
| 1.657 | Courte | USD | HEALTH CATALYST REG SHS | Citigroup Global Markets Europe AG | 72.129 | 66 |
| 241 | Courte | USD | HEALTHEQUITY INC | Citigroup Global Markets Europe AG | 16.800 | (145) |
| 757 | Courte | USD | HOWARD HUGHES | Citigroup Global Markets Europe AG | 59.750 | 636 |
| 798 | Courte | USD | IMPING INC | Citigroup Global Markets Europe AG | 33.412 | (1.819) |
| 66 | Courte | USD | INARI MEDICAL INC -SH | Citigroup Global Markets Europe AG | 5.761 | (160) |
| 859 | Courte | USD | INDEPENDENT BANK | Citigroup Global Markets Europe AG | 62.741 | (730) |
| 1.138 | Courte | USD | INTERACTIVE BROKERS GROUP INC | Citigroup Global Markets Europe AG | 69.327 | 728 |
| 569 | Courte | USD | INTL FLAVORS & FRAG | Citigroup Global Markets Europe AG | 61.930 | 1.252 |
| 416 | Courte | USD | IRON MOUNTAIN INC REIT | Citigroup Global Markets Europe AG | 12.264 | (37) |
| 368 | Courte | USD | J&J SNACK FOODS | Citigroup Global Markets Europe AG | 57.176 | (482) |
| 3.867 | Courte | USD | KENNEDY-WILSON HOLDINGS INC | Citigroup Global Markets Europe AG | 69.181 | (155) |
| 675 | Courte | USD | LAMAR ADVERTISING CO -A- | Citigroup Global Markets Europe AG | 56.173 | (1.188) |
| 153 | Courte | USD | LENDINGTREE INC | Citigroup Global Markets Europe AG | 41.890 | (1.132) |
| 552 | Courte | USD | LGI HOMES | Citigroup Global Markets Europe AG | 58.429 | 1.347 |
| 4.583 | Courte | USD | LIMELIGHT NETWORKS | Citigroup Global Markets Europe AG | 18.286 | (183) |
| 1.444 | Courte | USD | LOEWS CORP | Citigroup Global Markets Europe AG | 65.009 | (1.386) |
| 757 | Courte | USD | LUMEN TECHNOLOGIES INC | Citigroup Global Markets Europe AG | 7.381 | 30 |
| 1.247 | Courte | USD | MEDALLIA REGISTERED SHS | Citigroup Global Markets Europe AG | 41.425 | (237) |
| 941 | Courte | USD | MGIC INVESTMENT CORP | Citigroup Global Markets Europe AG | 11.810 | (301) |
| 593 | Courte | USD | MODEL N INC | Citigroup Global Markets Europe AG | 21.158 | 12 |
| 416 | Courte | USD | MSA SAFETY | Citigroup Global Markets Europe AG | 62.146 | (978) |
| 7.529 | Courte | USD | NEWAGE INC | Citigroup Global Markets Europe AG | 19.801 | 828 |
| 737 | Courte | USD | NEW JERSEY RESOURCES | Citigroup Global Markets Europe AG | 26.200 | (361) |
| 4.767 | Courte | USD | NORTHWEST BANCSHARES INC MD | Citigroup Global Markets Europe AG | 60.732 | (1.096) |
| 1.228 | Courte | USD | NW NAT HLDG -REGISTERED SHS | Citigroup Global Markets Europe AG | 56.476 | (528) |
| 1.094 | Courte | USD | OAK STREET HEALTH INC | Citigroup Global Markets Europe AG | 66.909 | (1.028) |
| 547 | Courte | USD | ONTRAK - REGISTERED SHS | Citigroup Global Markets Europe AG | 33.799 | 2.314 |
| 1.330 | Courte | USD | ORTHOPEDIATRICS CORP | Citigroup Global Markets Europe AG | 54.863 | 6.823 |
| 2.885 | Courte | USD | OUTFRONT MEDIA INC | Citigroup Global Markets Europe AG | 56.431 | (1.500) |
| 286 | Courte | USD | OXFORD IND - REGISTERED | Citigroup Global Markets Europe AG | 18.736 | (154) |
| 525 | Courte | USD | PALOMAR HOLDINGS INC | Citigroup Global Markets Europe AG | 46.641 | 777 |
| 573 | Courte | USD | PARK NATIONAL | Citigroup Global Markets Europe AG | 60.171 | (361) |
| 61 | Courte | USD | PENUMBRA INC | Citigroup Global Markets Europe AG | 10.675 | 47 |

Notes aux états financiers - Etat des instruments dérivés

### Contracts for difference ("CFD") Candriam GF U.S. Equity Opportunities
| Quantité | Position longue/ courte | Devise | Sous-jacent | Contrepartie | Engagement (en USD) (en valeur absolue) | Non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| 2.275 | Courte | USD | PING IDENTITY - REGISTERED SHS | Citigroup Global Markets Europe AG | 65.156 | (1.456) |
| 809 | Courte | USD | PLANET FITNESS INC | Citigroup Global Markets Europe AG | 62.803 | (1.044) |
| 1.422 | Courte | USD | PREMIER INC -A- | Citigroup Global Markets Europe AG | 49.912 | (142) |
| 1.138 | Courte | USD | PROGYNY INC | Citigroup Global Markets Europe AG | 48.240 | (57) |
| 368 | Courte | USD | PROS HOLDINGS INC | Citigroup Global Markets Europe AG | 18.683 | (302) |
| 853 | Courte | USD | PURE STORAGE -A- | Citigroup Global Markets Europe AG | 19.286 | 222 |
| 1.138 | Courte | USD | PURPLE INNOVATION INC | Citigroup Global Markets Europe AG | 37.486 | (1.366) |
| 241 | Courte | USD | QUAKER CHEMICAL CORP | Citigroup Global Markets Europe AG | 61.067 | (1.494) |
| 1.494 | Courte | USD | QUOTIENT LTD | Citigroup Global Markets Europe AG | 7.784 | 224 |
| 368 | Courte | USD | RAPID7 | Citigroup Global Markets Europe AG | 33.179 | (397) |
| 777 | Courte | USD | RAYONIER REIT | Citigroup Global Markets Europe AG | 22.828 | (233) |
| 1.422 | Courte | USD | ROYALTY PHARMA PLC | Citigroup Global Markets Europe AG | 71.171 | (654) |
| 2.800 | Courte | USD | SANTANDER CONSUMER USA | Citigroup Global Markets Europe AG | 61.656 | (1.960) |
| 1.657 | Courte | USD | SCHWEITZER MAUDUIT INT INC | Citigroup Global Markets Europe AG | 66.628 | (348) |
| 263 | Courte | USD | SEACOAST BKG CORP OF FLORIDA | Citigroup Global Markets Europe AG | 7.745 | (132) |
| 2.166 | Courte | USD | SEAWORLD ENTERTAINMENT INC | Citigroup Global Markets Europe AG | 68.424 | (3.032) |
| 1.094 | Courte | USD | SILK ROAD MEDICAL INC | Citigroup Global Markets Europe AG | 68.900 | (2.735) |
| 430 | Courte | USD | SIX FLAGS | Citigroup Global Markets Europe AG | 14.663 | (546) |
| 552 | Courte | USD | SMARTSHEET INC | Citigroup Global Markets Europe AG | 38.248 | (6) |
| 1.181 | Courte | USD | SOUTH JERSEY INDUSTRIES INC | Citigroup Global Markets Europe AG | 25.451 | (35) |
| 328 | Courte | USD | SPIRIT AEROSYSTEMS HLDGS INC | Citigroup Global Markets Europe AG | 12.822 | (541) |
| 438 | Courte | USD | STONECO LTD | Citigroup Global Markets Europe AG | 36.757 | (359) |
| 552 | Courte | USD | TABULA RASA HLT - REG SHS | Citigroup Global Markets Europe AG | 23.648 | (701) |
| 1.663 | Courte | USD | TACTILE SYSTECH - REGISTERED | Citigroup Global Markets Europe AG | 74.735 | (5.155) |
| 3.478 | Courte | USD | TFS FINANCIAL | Citigroup Global Markets Europe AG | 61.317 | (870) |
| 2.384 | Courte | USD | THE CHEMOURS WHEN ISSUED | Citigroup Global Markets Europe AG | 59.099 | 0 |
| 696 | Courte | USD | THE CHFS WAREHOUSE INC | Citigroup Global Markets Europe AG | 17.880 | (710) |
| 416 | Courte | USD | THE LOVESAC COMPANY | Citigroup Global Markets Europe AG | 17.925 | 258 |
| 2.384 | Courte | USD | THE SIMPLY GOOD FOODS CO | Citigroup Global Markets Europe AG | 74.762 | (3.838) |
| 1.378 | Courte | USD | TOLL BROTHERS INC | Citigroup Global Markets Europe AG | 59.902 | 1.998 |
| 1.964 | Courte | USD | TOOTSIE ROLL INDUSTRIES | Citigroup Global Markets Europe AG | 58.331 | (79) |
| 532 | Courte | USD | TREX COMPANY INC | Citigroup Global Markets Europe AG | 44.539 | (490) |
| 1.313 | Courte | USD | TRIUMPH BANCORP INC | Citigroup Global Markets Europe AG | 63.746 | 52 |
| 225 | Courte | USD | UBIQUITI NETWORKS - REG SHS | Citigroup Global Markets Europe AG | 62.665 | (788) |
| 2.144 | Courte | USD | UNISYS CORP | Citigroup Global Markets Europe AG | 42.194 | (322) |
| 263 | Courte | USD | UNIVERSAL DISPLAY | Citigroup Global Markets Europe AG | 60.437 | 29 |
| 1.780 | Courte | USD | US ECOLOGY - REGISTERED SHS | Citigroup Global Markets Europe AG | 64.667 | (36) |
| 897 | Courte | USD | VENTAS INC | Citigroup Global Markets Europe AG | 43.989 | (9) |
| 2.660 | Courte | USD | VERITEX HLDNGS --- REG SHS | Citigroup Global Markets Europe AG | 68.256 | (1.064) |
| 350 | Courte | USD | VERITONE | Citigroup Global Markets Europe AG | 9.957 | (147) |
| 511 | Courte | USD | VIAD-WHEN ISSUED | Citigroup Global Markets Europe AG | 18.483 | (414) |
| 1.739 | Courte | USD | VIASAT INC | Citigroup Global Markets Europe AG | 56.778 | 1.600 |
| 737 | Courte | USD | VICI PROPERTIES | Citigroup Global Markets Europe AG | 18.794 | (177) |
| 102 | Courte | USD | WD 40 CO | Citigroup Global Markets Europe AG | 27.099 | (150) |
| 450 | Courte | USD | WESTAMERICA BANCORP | Citigroup Global Markets Europe AG | 24.881 | (369) |
| 1.203 | Courte | USD | WESTERN DIGITAL CORP | Citigroup Global Markets Europe AG | 66.634 | (8.541) |
| 328 | Courte | USD | WEX | Citigroup Global Markets Europe AG | 66.758 | (1.132) |
| 962 | Courte | USD | YEXT - REGISTERED | Citigroup Global Markets Europe AG | 15.123 | 212 |
| 2.087 | Courte | USD | ZUORA INC | Citigroup Global Markets Europe AG | 29.072 | (188) |
|  |  |  |  | TOTAL | 13.113.291 | (76.116) |