ANNUAL REPORT

MARCH 2021

AMUNDI CAP FUTUR

UCITS

Asset Management Company Amundi Asset Management Delegated fund accountant CACEIS Fund Administration France Custodian CACEIS BANK Auditors PRICEWATERHOUSECOOPERS AUDIT

UCIT AMUNDI CAP FUTUR

Contents Pages Informations about the Fund 3 Activity report 4 Significant events during the financial period 14 Specific details 15 Regulatory informations 16 Auditor's Certification 20 Annual accounts 25 Balance Sheet Asset 26 Balance Sheet Liabilities 27 Off-balance sheet 28 Income Statement 29 Notes to the annual accounts 30 Accounting rules and methods 31 Changes in net assets 35 Additional information 36 Table of profit (loss) of the fund over the past five financial periods 48 Portfolio 50 Additional information concerning the fiscal regime of the coupon 67 Note(s) 68 Informations about the OPC (next) 69

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Informations about the Fund

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Activity report April 2020 April’s economic indicators showed very little activity in most countries around the world, as a result of the restrictions imposed to limit the spread of the Covid-19 virus. New support measures were announced by monetary and tax authorities. Signs of a respite from the epidemic appeared in Europe at the end of the month, however, following the improvements already observed in China. After the downturn in March, the equity markets recovered resiliently in April. Buoyed by numerous announcements of spectacular support plans and the imminent lifting of restrictions, the MSCI AC world index (in local currencies) bounced back by +10.2% in April, the largest monthly increase since April 2009. Despite the scale of the current recession, investors appear to be betting that it will be a short one. Will the abundance of cash injected into the economy outweigh the sudden drop in the real economy? The next few weeks will be crucial, because everything will hinge on the effective capacity of economies to bounce back once all restrictions are lifted. Geographically, this recovery first manifested in the United States with +13.0%; the Fed alone injecting two-thirds of the world’s liquidity. Calm also returned to the other developed markets, but improvements there were much more timid, with +3.5% in the United Kingdom, +4.4% in Japan, and +6.2% in the Euro area. In the rest of the world, emerging markets fared well with +8.6%. In this context, the Amundi CAP FUTUR fund posted an +8.41% increase over the period (net P unit performance from 31/03/2020 to 30/04/2020). The portfolio has generated a net return of +10.19% since its creation on the 15th of January. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

May 2020 The economic situation remained very difficult in May due to the measures implemented to contain the worldwide pandemic. These measures were relaxed at the end of the month in a number of countries, leading to a slight improvement in the indicators. Governments and central banks maintained, and some stepped up, their support measures for businesses. In this context, the equities markets, buoyed by a perception that the worst was behind us, continued their recovery: The MSCI World AC index group rose by +4.0% in May, the US continued outperforming, with an increase of +5.0%; Europe’s growth (+3.5%) was irregular. In this context, the Amundi CAP FUTUR fund posted a +3.39% increase over the period (net P unit performance from 30/04/2020 to 29/05/2020). The portfolio has generated a net return of +13.92% since its creation on the 15th of January. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

June 2020 The indicators published in June showed an overall net improvement in the US and Euro area business environment immediately following the lifting of containment measures. However, economic activity was still very much below normal, held back by the significant damage to the job market caused by the crisis and the persistent threat of the pandemic’s resurgence. Following a very strong recovery during the preceding months, the equities markets continued to rise in June, but more cautiously. Over the month, the MSCI World AC gained +2.7%. In this context, the Amundi CAP FUTUR fund posted a +1.39% increase over the period (net P unit performance from 29/05/2020 to 30/06/2020). The portfolio has generated a net return of +15.50% since its creation on the 15th of January. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource

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management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

July 2020 New signs of economic recovery were seen in July, even if business activity remained, on the whole, decidedly below pre-Covid-19 levels in most countries. The authorities’ continuation or reinstatement of certain restrictions, in addition to the significant uncertainties around the future evolution of the pandemic, remain major obstacles. Returns on the equities markets were positive in the United States and emerging economies, but slightly negative in Europe and Japan. Bond yields fell yet again in the major advanced economies. In this context, the Amundi CAP FUTUR fund posted a -0.03% decrease over the period (net P unit performance from 30/06/2020 to 31/07/2020). The portfolio has generated a net return of +15.46% since its creation on the 15th of January. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

August 2020 In August, economic activity continued recovering from the collapse during Q2, but improvement was not as swift as in June and July. The public authorities continued their substantial fiscal and monetary support, but with a few changes. Equities continued rising, with the US market still leading the way. The most salient movement on the bond market, during the past few weeks, has been the steepening of the interest rate curve in the United States. The spread between five-year and thirty-year yields increased due to rising long-term rates. Investors certainly foresee higher inflation in the long term. These changes in expectations can be explained, among others, by the latest announcements from the Fed and the prospects of an expansive fiscal policy. Fed President Jerome Powell announced that this policy would allow inflation to pass its objective of 2%, compensating for periods of low inflation. The aim is to keep interest rates low for a prolonged period in order to favour a return to full employment. This context of long-term low interest rates favours a search for earnings and remains positive for risky assets. The corporate debt market continues recording positive results. The equities markets grew again for the fourth month running. The MSCI World AC (+5.9% from 31 July to 28 August in local currencies) set a new all-time record, again led by the US markets (+7.4%). Contrary to the month of July, the Euro area (+4.5%) and Japan (+7%) also took part in the rise. Two major events explain this behaviour. First, corporate published results were better than expected, confirming that the Q2 results represented the lowest point of the profit cycle. Second, the hopes for low interest rates over the long term, confirmed by Fed President Powell in Jackson Hole at the end of the month, further stimulated the rise in equities. In Europe, the hopes of a cyclical recovery were also a boon for the German and Swedish markets (+5.7% and +4.4% respectively). The French market’s increase (+4.7%) was about average for the Euro area. And finally, the rise of the pound sterling was particularly unfavourable for the British equities market (only +0.8), which continues to under-perform and remains -22% below its level at the beginning of the year, against -11% for the Euro area and +10% for the American market. In this context, the Amundi CAP FUTUR fund posted a 4.17% increase over the period (net P unit performance from 31/07/2020 to 31/08/2020). The portfolio has generated a net return of +20.3% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

September 2020 The Covid-19 epidemic remained the main obstacle to economic activity in September. The American figures continued improving all the same, while their European counterparts were still showing major differences between manufacturing and services. On the bond market, German 10-year government bond yields fell slightly. The equities markets lost ground. After the sudden downturn in the first quarter followed by five months

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of upturn, the equities markets lost ground overall in September (-2.9% for the MSCI World AC index in local currencies), leaving the world equities progress barometer at -0.2% since the beginning of the year. There appear to be four main reasons for this downturn: - an increasingly enthusiastic valuation of Big Tech, - growing tensions around the upcoming US elections, with the possible revival of the trade war and obstacles to the adoption of a new stimulus, - fears of a resurgence of the pandemic, particularly in Europe, which could destabilise the budding recovery, - and the absence of major new initiatives from the Fed and the ECB. This September downturn could be seen over a large area (Euro area -1.9%, UK -1.7%, emerging markets -1.8%), but was particularly evident in the United States (-3.9%) and China (-3.0%). Combined with their initial upturn, both of these markets continued, however, to figure among the strongest rises since the 1st of January. At the sectoral level in Europe (-1.0%), Airlines (-15.7%, travel restrictions), Energy (-11.7%, lower demand) and banks (-10.1%, lower interest rates) once again paid a heavy toll. Conversely, Healthcare (+1.3%), Consumer goods (+1.9%) and Luxury products (+3.9%) fared rather well. In this context, the Amundi CAP FUTUR fund posted a -0.73% decrease over the period (net I unit performance from 31/08/2020 to 30/09/2020). The portfolio has generated a net return of +19.99% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

October 2020 In October, major divergences in economic trajectories between the major regions of the world were confirmed as a result of the Covid-19 epidemic. While the recovery held steady in the United States for the moment, it was shaky in Europe. Meanwhile, in China, the recovery was robust. From a political perspective, all eyes were on the upcoming presidential elections in the United States. In October, the interest rate market was characterised by a widening spread between US long-term rates and those in the Euro area. US long-term rates rose with the hopes of a Democratic victory and a new tax stimulus. On the other hand, the 10-year German rate fell with the deteriorating economic outlook in the Euro area following the announcement of new lockdowns in Germany and France. Investors anticipated prolonged weak economic growth and that the ECB would carry on actively absorbing the surplus issues of the Euro area countries. Christine Lagarde was very clear, at the latest Governing Council meeting, on commitments to a new series of support measures for the month of December. Investors then began concentrating on the nature and size of those measures. These announcements were positive for peripheral sovereign issuers and euro credit. In October, the equities markets recorded losses for the second month in a row. Thus, following September’s -2.9%, the MSCI World AC index lost an additional -2.6% this month. This decline was mostly due to Europe (-5.4%) and, to a lesser extent, the United States (-2.7%) and Japan (-2.5%), while the Emerging (+1.4%) and Pacific markets (+0.6% not including Japan) fared much better. The strong decline in Europe is linked to the second wave of infections, much more virulent than anticipated. In return, this led the authorities to resort to new containment measures, pushing back the prospects for recovery that had begun to take shape. In the US, while Q3 business results appear encouraging, hopes of finding a vaccination soon or of a tax stimulus deal before the elections faded, weighing on the market. At the sectoral level in Europe (-5.4%), Energy again paid a heavy toll with a new decline of -7.6%, but Healthcare (-7.9%) and IT (-11.1%) also fell this month, whereas these two sectors had been doing well until then. It was therefore not just sectors directly penalised by the pandemic (Catering, Transport, Energy, Banks) that under-performed. But the more resilient sectors have prospered so well that the slightest disappointment is now heavily penalised. In this context, the Amundi CAP FUTUR fund posted a -1.47% decrease over the period (net I unit performance from 30/09/2020 to 30/10/2020). The portfolio has generated a net return of +18.2% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

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November 2020 In November, new containment measures considerably slowed down business in Europe, while the situation remained better in the United States and the Chinese economy held to its trajectory of strong recovery. The equities markets achieved a record high during the month, particularly due to positive news around the development of vaccines and an American election result seen as favourable. In the interest rate markets, credit premiums declined considerably. In November 2020, the MSCI World index rose by +11.3%, hitting a forty-three-year record! Geographically, this increase could be seen in all markets, with +7.7% for the MSCI emerging markets index, +11.4% for the United States, +12.2% for Japan, and +13.8% for Europe, with +17.1% in the Euro area. At the sectoral level, a sudden shift took place in favour of the sectors that had been most neglected since the beginning of the pandemic. In Europe, banks, energy, and air transport shot up by +30 to +32%, while at the other end of the spectrum, more defensive sectors like healthcare and consumer goods only rose by 6%. Given this context, we are continuing to progressively increase our risky assets, particularly by increasing our exposure to Euro area equities. From a sectoral perspective, in Europe we are maintaining an overweight in the Utilities, Base materials, and Construction sectors. Geographically speaking, we are retaining our constructive stance on China (or businesses with activities exposed to China), which has been the least severely impacted by the crisis, on a macroeconomic level. It should be noted that despite the strong recovery in November, optimism on the markets could be called into question, and we are prepared to implement new diversification strategies to take advantage of opportunities that may arise. In this context, the Amundi CAP FUTUR fund posted a +7.93% increase over the period (net I unit performance from 30/10/2020 to 30/11/2020). The portfolio has generated a net return of 27.6% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

December 2020 In December, the short-term economic climate was still unstable in the United States and Europe, with the intensity of the restrictions implemented to slow down the Covid-19 epidemic. In China, the recovery was still robust. On the political front, the U.S. Congress approved a new fiscal support plan at the end of the month, while in Europe an agreement was achieved for Brexit. The equities markets remained bullish, and US long-term interest rates rose slightly. After its sudden rise of +11.3% in November, the MSCI World AC index remained bullish in December, with an additional +3.7%. Following the announcement of the imminent arrival of anti-Covid vaccines last month, prospects for a coming fiscal agreement in the United States, and the agreement between the UK and the European Union on their future trade relationship buoyed optimism this month. Even though lockdowns multiplied at the end of the year and a new variant of the virus appeared in the UK, the support of fiscal and monetary authorities and the arrival of the vaccine allowed investors to continue looking ahead. The pro-cyclical rally continued on to the detriment of defensive sectors such as Healthcare and Telecommunications, where some profit-taking occurred. Geographically, all markets rose, with +1.9% in the Euro area, +2.8% in the UK, +3.0% in Japan, and +4.0% in the United States. The over-performance in the United States this month should, however, be put into perspective, given the net erosion of the dollar. On the other hand, the decline of the greenback particularly benefited the emerging markets (+5.9%). China’s feeble performance (+2.6%) is notable, however, impacted by the setback of Alibaba (-11.6%). In this context, we increased our exposure to equities through the purchase of Japanese and UK equities that could benefit from the cyclical recovery. This constructive stance is, however, linked to a strategy of hedging in case of downturns in the Euro area equities market. Geographically speaking, we replaced our exposure to Chinese equities with those of emerging Asian markets in order to take advantage of the greater diversification while still benefiting from the growth potential of this region, particularly following recent trade agreements. In Europe, we maintained sectoral biases towards utilities, base materials, and construction. In this context, the Amundi CAP FUTUR fund posted a 2.28% increase over the period (net I unit performance from 30/11/2020 to 31/12/2020). The portfolio has generated a net return of 30.5% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy,

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in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

January 2021 The outlook regarding developments in the Covid-19 epidemic remained very uncertain in January, in particular due to the slow pace of the vaccination campaigns and the appearance of new variants of the virus. This had a continuing impact on the economy, but to very different degrees depending on the country: business was significantly slower in the Euro area than the United States, and much stronger in China. After the major upturn of end-2020, the equities markets took a reprieve. Long-term yields on the bond markets rose, more sharply in the United States than in the Euro area. Following a cumulative rise of over 15% during the last two months of the year, the equities markets stalled in January, with -0.2% for the MSCI World AC index. Behind this apparent stability, market developments took a considerable hit. After a strong rise during the first week of January (+2.7%) doubts began to take hold with the rapid spread of new Covid-19 variants and the relatively timid ramp-up of vaccination campaigns. News of the first vaccines last November, along with the victory of Mr. Biden and the Democrats in both houses of Congress - synonymous with an increased fiscal stimulus - had certainly brought hope for strong economic recovery and earnings. While this scenario was still relevant, investors now worried that it could be less strong and more unequal than they had hoped. Geographically speaking, between the threat of new variants and the lack of vaccines, Europe (-1.0%) underperformed while the Emerging markets raced ahead (+3.7%). At the sectoral level in Europe, doubts around growth weighed on Financial institutions (-3.1%). In this context, we maintained our overweight in equities. On a geographical level, however, we took our profits on UK securities in the Euro area equities and increased our exposure to the Asian markets, purchasing new equities in the internal Chinese market. From a sectoral perspective, we maintained our strategic positions on base materials, construction, and utilities. We also introduced a bias towards the European insurance sector. In this context, the Amundi CAP FUTUR fund posted a 0.13% increase over the period (net I unit performance from 31/12/2020 to 29/01/2021). The portfolio has generated a net return of 30.68% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

February 2021 The economic figures published in February showed continuing economic recovery in the United States and overall improvements in the emerging economies. The situation in Europe remained irregular due to the major restrictions still in place to counter the Covid-19 epidemic. The markets focused largely on the prospect of a major stimulus in the US. Bond yields rose sharply. Equities continued rising, although this fell off at the end of the month. The MSCI World AC index rose by +2.3% in February, but after peaking at +6.5% in the middle of the month, this rise fell off considerably. Likewise, while all regions were up at the end of the month (Emerging markets +1.0%, Europe +2.3%, United States +2.5%, Japan +3.3%), all had significantly fallen from their mid-February peak (Emerging markets +8.3%, Europe +5.6%, United States +6.3%, Japan +9.1%). While the market was buoyed, at the beginning of the month, by the good business results, the sharp drop in infections on the other side of the Atlantic, and the new stimulus announcements, investors later began taking a wait-and-see approach. The growing misgivings were related to the sudden spike in US long-term rates during the second half of February. This interest rate rise reflects the improving American prospects. But it also fed fears of a resurgence of inflation that could later result in a tightening of monetary policy. In this context, “value” significantly outperformed “growth” on both sides of the Atlantic. At the sectoral level in Europe, Financial institutions, Consumer discretionary, Base materials, and Energy largely outclassed the defensive sectors (Healthcare, Consumer goods) and/or those penalised by the rise in interest rates (Housing, Utilities, Telecommunications). In this context, we maintained our slight overweight in equities. Geographically speaking, we retained our exposure to the Asian equities market so as to continue taking advantage of the recovery dynamics in that region. In Europe, we began diversifying on Italian equities through the purchase of Italian indices (MIB).

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From a sectoral perspective, we maintained our bias towards utilities, base materials, insurance, and, more recently, energy. In addition, we took our profits on the construction sector. In this context, the Amundi CAP FUTUR fund posted a 1.26% increase over the period (net I unit performance from 31/01/2021 to 26/02/2021). The portfolio has generated a net return of 30.32% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

March 2021 The gap between the pace of economic recovery on either side of the Atlantic widened in March. In the United States, the improvement, already evident at the beginning of the year, gained additional support from new fiscal measures. In Europe, while the authorities also provided support, the intensification of the Covid-19 epidemic led to new, highly penalising restrictions for business. On the markets, bond yields continued rising, as did the equities indices in developed economies, while emerging economy equities declined slightly, largely due to the Chinese market. The MSCI World AC index rose by +3.3% in March. Geographically, there was a distinct dichotomy between the developed markets, up by +4.0% (including +3.6% for the US, +4.1% for Japan, and +5.7% for Europe) and the emerging markets, down by -1.1%. Among these the downturn is mainly attributable to China (-6.0%), which represents 40% of the emerging markets MSCI. This downturn in China is due to several factors. Internally, China having stood up very well against the pandemic and seeing its economy recovering strongly, the Chinese central bank and parliament both began messaging prospects for a gradual ramp down of support policies. In addition, the comeback of the dollar and US long-term rates, favouring the acceleration of American growth, tended to diminish the attractiveness of emerging market investments. At the sectoral level in Europe, all sub-funds rose (with the exception of Diversified Financial institutions (-0.4%), shaken by the fall of Archegos and the Airlines (-8.0%) penalised by the hardening of travel restrictions). But Consumer goods (+8.5%), Telecommunications (+10.9%), and Automotive (+18.3%) particularly stood out. Energy (+0.3%), Base materials (+3.2%), and Financial institutions (+4.9%), slowed down after rising sharply since the beginning of the year. And Healthcare (+3.5%) and Housing (+4.0%) were still underperforming. Then on the Style front, while Value continued outperforming Growth in March (+1.2%), this supremacy was less pronounced than during the preceding month (+3.4%). In this context, we retained a slight overexposure to equity. Geographically speaking, we are maintaining our position in Japan while introducing a bias towards the purchase of US equities, given the excellent macroeconomic figures and the size of the new Biden government stimulus package. At the same time, we took profits on our exposure to emerging Asian markets that could suffer from greater uncertainty, given the geopolitical context, as well as US government interest rates. In Europe, we are retaining our diversification with Italian equities via the Italian MIB index, and on the sectoral side, we are maintaining our position on insurance and have introduced a bias towards energy and banking. And finally, we took our profits on base materials and reduced our exposure to utilities. In this context, the Amundi CAP FUTUR fund posted a 3.81% increase over the period (net I unit performance from 26/02/2021 to 31/03/2021). The portfolio has generated a net return of 37.31% since its creation on 15 January 2019. Amundi Cap Futur is designed to maximise the value of long-term savings, and is oriented towards global themes that offer, in our view, the best potential for sustainable growth. The fund aims to capture the future development potential of companies able to benefit from profound changes in the economy, in particular those linked to environmental challenges (decarbonisation, resource management, etc.) and technological developments (digitalisation, disruption, etc.), while maintaining a sufficient level of diversification for the long-term investor.

For the period under review, the performance of each of the units of the portfolio AMUNDI CAP FUTUR and its benchmark stood at: - Unit AMUNDI CAP FUTUR - I (C) in EUR currency: 34.54% - Unit AMUNDI CAP FUTUR - I - USD (C) in USD currency: 17.35% - Unit AMUNDI CAP FUTUR - P (C) in EUR currency: 34.06% - Unit AMUNDI CAP FUTUR - PERI (C) in EUR currency: 33.92%

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- Unit AMUNDI CAP FUTUR - R1 (C) in EUR currency: 35.02% - Unit AMUNDI CAP FUTUR - RETRAITE (C) in EUR currency: 34.90% - Unit AMUNDI CAP FUTUR - RETRAITE (D) in EUR currency: 34.34% Past performance is no guarantee of future performance.

INFORMATION ON INCIDENTS RELATED TO THE COVID-19 CRISIS The Covid-19 health crisis has had no material impact on the UCI over the financial year.

Principal movements in portfolio listing during the period

Movements (in amount) Securities Acquisitions Transfers

MONETAIRE BIO 19,767,699.59 18,988,571.84

AMUNDI EURO LIQUIDITY-RATED SRI I 12,783,392.48 12,781,461.13

AXA US SHORT DURA.H.Y.A EUR C. 7,583,602.43 7,840,170.97 UNITED STATES TREAS INFLATION BONDS 0.125% 10,936,737.13 15- AMUNDI FUNDS EMERGING MARKETS EQUITY 4,840,107.80 5,046,174.78 FOCUS I UNITED STATES TREAS INFLATION BONDS 0.125% 9,415,449.97 15- CANADA GOVERNMENT INTL BOND 2.625% 25-01-22 8,723,595.40

WI TREASURY SEC 2.5% 31-01-21 7,731,946.48 AMUNDI RESPONSIBLE INVESTING - EUROPEAN 5,824,897.95 803,684.93 HIGH UNITED STATES TREASURY NOTEBOND 1.125% 15- 6,618,244.17 05-40

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Efficient portfolio management (EPM) techniques and Financial derivative instruments in EUR

a) Exposure obtained through the EPM techniques and Financial derivative instruments

• Exposure obtained through the EPM techniques: o Securities lending: o Securities loans: o Reverse repurchase agreement: o Repurchase: • Underlying exposure reached through financial derivative instruments: 80,096,567.62 o Forward transaction: o Future: 79,919,615.29 o Options: 176,952.33 o Swap:

b) Identity of the counterparty(ies) to EPM techniques and financial derivative instruments

Identity of the counterparty(ies) to EPM Financial derivative instruments (*) techniques

(*) Except the listed derivatives.

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c) Type and amount of collateral received by the UCITS to reduce counterparty risk

Types of financial instruments Amount portfolio currency

EPM . Term deposit . Equities . Bonds . UCITS . Cash (*) Total Financial derivative instruments . Term deposit . Equities . Bonds . UCITS . Cash Total

(*) The Cash account also integrates the liquidities resulting from repurchase transactions. d) Revenues and operational cost/fees from EPM

Revenues and operational cost/fees Amount portfolio currency

. Revenues (*) . Other revenues Total revenues . Direct operational fees -16.96 . Indirects operational fees . Other fees Total fees -16.96

(*) Income received on loans and reverse repurchase agreements.

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Transparency of securities financing transactions and of reuse (SFTR) - Regulation SFTR - in accounting currency of the portfolio (EUR)

Over the course of the reporting period, the UCI was not involved in any transactions governed by the Securities Financing Transactions Regulation (SFTR).

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Significant events during the financial period Le 27 January 2021 Ajout The UCI carries a sustainability risk, as defined in the risk profile. The UCI incorporates sustainability factors into its investment process. Amundi effectively applies a Responsible Investment Policy that consists of, on the one hand, a policy of targeted exclusions in line with the investment strategy, and, on the other hand, an ESG rating system made available to the management team (details about this policy are provided in Amundi’s Responsible Investment Policy, available on its website www.amundi.co.uk).

Le 27 January 2021 Ajout 1. Strategies used:

Le 27 January 2021 Ajout Sustainability risk: the risk relating to an environmental, social or governance event or condition that, if it occurs, could cause an actual or a potential negative material impact on the value of the investment.

Le 27 January 2021 Ajout Regulation (EU) 2019/2088 on sustainability‐related disclosures in the financial services sector (the “Disclosures Regulation”) As a financial market participant, the management company of the UCI is governed by Regulation (EU) 2019/2088 of 27 November 2019 on sustainability‐related disclosures in the financial services sector (the “Disclosures Regulation”). This Regulation lays down harmonised rules for financial market participants on transparency with regard to the integration of sustainability risks (Article 6 of the Regulation), the consideration of negative sustainability impacts, the promotion of environmental or social characteristics in the investment process (Article 8 of the Regulation) and sustainable investment objectives (Article 9 of the Regulation). Sustainability risk is defined as an environmental, social or governance event or condition that, if it occurs, could cause an actual or a potential negative material impact on the value of the investment. Sustainable investment means an investment in an economic activity that contributes to an environmental objective, as measured, for example, by key resource efficiency indicators on the use of energy, renewable energy, raw materials, water and land, on the production of waste, and greenhouse gas emissions, or on its impact on biodiversity and the circular economy; or an investment in an economic activity that contributes to a social objective, in particular an investment that contributes to tackling inequality or that fosters social cohesion, social integration and labour relations; or an investment in human capital or economically or socially disadvantaged communities, provided that such investments do not significantly harm any of those objectives and that the investee companies follow good governance practices, in particular with respect to sound management structures, employee relations, staff remuneration and tax compliance.

Le 27 January 2021 Modification Prospectus updated on: 27 January 2021.

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Specific details

Voting rights

The exercise of voting rights attached to the securities included in the fund's assets and the decision on the contribution in securities are defined in the fund regulations.

Group funds and instruments

In order to obtain information on the financial instruments held in the portfolio that are issued by the Management Company or by its affiliates, please refer to the sections: • Additional information, • Group financial instruments held in the portfolio in the annual financial statements for the year ended, attached hereto.

Calculating overall risk

Specify the method used to measure the overall risk: • Commitment calculation method Futures contracts are recorded at their market value as off-balance-sheet commitments, at the settlement price. Conditional forward transactions are translated to the underlying equivalent. Over-the-counter interest rate swaps are evaluated based on the nominal amount, plus or minus the corresponding estimation difference.

• Overall risk calculation method: the mutual fund uses the commitment calculation method to calculate the mutual fund's overall exposure to financial contracts.

• Leverage - Funds to which the risk calculation method is applied Indicative leverage level: 37.91%.

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Regulatory informations

Selection procedure for brokers and counterparties

Our Management Company and its "Trading" subsidiary attaches great importance to the selection of transactional service providers that are brokers or counterparties.

Its selection methods are as follows:

- Brokers are selected by geographical area and then by business. Counterparties are selected by business. - Brokers and counterparties are provided with a quarterly internal memorandum. The company departments involved in the rating process are directly concerned by the services rendered by these service providers. The "Trading" subsidiary organises and determines this rating based on the scores provided by each team leader concerned, using the following criteria:

For teams of managers, financial analysts and strategists: - general commercial relations, understanding of needs, relevance of contracts, - quality of market and opportunities advice, consultancy monitoring, - quality of research and publications, - universe of securities covered, company and management visits.

For teams of traders: - quality of personnel, market knowledge and information on companies, confidentiality, - price proposals, - quality of execution, - quality of transactions processing, connectivity, technical standards and responsiveness.

Our Company's Compliance and Middle Office departments have a right of veto.

Accreditation of a new transactional service provider (broker or counterparty)

The Trading subsidiary is in charge of processing authorisation dossiers and obtain approval from the Risk and Compliance departments. When the transactional service provider (broker or counterparty) is authorised, it is rated in the following quarter.

Monitoring committees for transactional service providers (brokers and counterparties)

These monitoring committees meet every quarter under the chairmanship of the Trading subsidiary manager. The purpose of the meetings is to: - validate past activity and the new selection to be implemented in the following quarter, - decide on whether service providers will form part of a group that will be assigned a certain number of transactions, - define the business outlook. In this perspective, the monitoring committees review the statistics and ratings assigned to each service provider and take decisions accordingly.

Report on broking fees

A report on broking fees is available for bearers. It can be viewed at the following web address: www.amundi.com.

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The ucits' compliance with targets relating to ESG (environmental, social and governance) criteria

 Amundi produces an ESG analysis by rating around 11,000 companies worldwide. The rating scales from A (for issuers with best ESG practices) to G (for worst ESG practices). This analysis is completed by an active engagement policy with issuers, particularly on major sustainable development issues specific to their sector.

 Amundi applies a targeted exclusion policy based on texts with a universal scope such as the United Nations’ Global Compact, on human rights and environmental conventions and on the International Labour Organization. Amundi therefore excludes from all its active management*, companies that do not comply with its ESG policy, with international conventions, or with national law and regulations: - anti-personnel mines, - cluster munitions, - chemical weapons, - biological weapons, - depleted uranium weapons. Those issuers have a G rating on Amundi’s rating scale.

 Amundi has also decided to exclude or underweight in its portfolios certain issuers whose activities have very strong negative externalities exposing them to increasing societal and regulatory pressures. At the end of 2020, this evolution affects two sectors: - Coal: exclusion of companies that derive over 25% of their revenue from coal extraction or that produce more than 100m tons of coal each year; - Tobacco: companies that generate more than 10% of their revenue in the tobacco sector cannot have an ESG rating higher than E (suppliers, manufacturers and retailers).

Additional information on Amundi's methods for incorporating ESG criteria is available on its website: www.amundi.com.

* Except for index funds and ETFs – Exchange Traded Funds – constrained by their benchmark index

Remuneration Policy

1. Remuneration policy and practices of the AIFM/Management company

The remuneration policy implemented by Amundi Asset Management is compliant with the rules in terms of remuneration specified in the Directive 2011/61/UE of the European Parliament and of the Council of June 8th 2011 on Alternative Investment Fund Managers (the “AIFM Directive”), and in the Directive 2014/91/UE of July 23rd 2014 on undertakings for collective investment in transferable securities (the “UCITS V Directive”). These rules, about remuneration policies and practices, have for objective to promote sound and effective risk management of fund managers and the funds they manage.

This policy is incorporated within the framework of the remuneration policy of Amundi reviewed each year by its Remuneration Committee. The latter checked the application of the remuneration policy in relation to the 2019 fiscal year, its compliance with the AIFM/UCITS Directives’ principles and approved the policy applicable for the 2020 exercise at its meeting held on February 4th 2020.

In 2020, the implementation of the Amundi remuneration policy was subject to an internal, central and independent audit, driven by the Amundi Internal Audit.

1.1 Amounts of remuneration paid by the Management companies to its employees

During fiscal year 2020, the total amount of compensation (including fixed, deferred and non-deferred bonus) paid by Amundi Asset Management to its employees (1 414 employees at December 31st 2020) is EUR 173 960 362. This amount is split as follows:

17 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

 The total amount of fixed remuneration paid by Amundi Asset Management in 2020: EUR 110 450 102, which represents 63% of the total amount of compensation paid by Amundi AM to its staff, were in the form of fixed remuneration.  The total amount of bonus deferred and non-deferred paid by Amundi Asset Management in 2020: EUR 63 510 260, which represents 37% of the total amount of compensation paid by Amundi AM to its staff, were in this form. The entire staff is eligible for variable compensation.

Additionally, some ‘carried interest’ was paid by Amundi AM with respect to fiscal year 2020, and is taken into account in the total amount of bonus referred to here above.

Of the total amount of remuneration (fixed and bonus deferred and non-deferred) paid during the fiscal year, EUR 26 966 833 were paid to the ‘executives and senior managers’ of Amundi AM (27 employees at December 31st 2020), and EUR 16 356 798 were paid to the ‘senior investment managers’ whose professional activities have a material impact on Amundi AM’s risk profile (39 employees at December 31st 2020).

1.2Alignment of remuneration policy and practices with risk profile of the AIFs/UCITS

The Amundi Group has adopted and implemented remuneration policy and practices compliant with the latest norms, rules, and guidelines issued from the regulatory authorities for its management companies (AIFM/UCITS).

The Amundi Group has also identified all of its ‘Identified Staff’, which includes all the employees of the Amundi Group having a decision authority on the UCITS/AIFM management companies or the UCITS/AIFs managed and consequently likely to have a significant impact on the performance or the risk profile.

The variable remuneration awarded to the Amundi Group staff takes into account the performance of the employee, its business unit and the Amundi Group as a whole, and is based on financial and non-financial criteria as well as the respect of sound risk management rules.

The criteria taken into account for performance assessment and remuneration award depends on the nature of the employee’s functions :

1. Management and selection of AIFs/UCITS functions Common financial criteria: - Gross and net performance over 1, 3 years ; - Information ratio and Sharpe ratio over 1, 3 and 5 years ; - Performance fees collected during fiscal year when relevant ; - Competitive ranking ; - Contribution to net inflows/Successful requests for proposals, mandates during fiscal year. Common non-financial criteria: - Respect of internal rules in terms of risk management and prevention (Risk/Compliance) ; - Innovation / Product development; - Sharing of best practices and collaboration between employees ; - Commercial engagement ; - Quality of management.

2. Sales and marketing functions Common financial criteria: - Net inflows ; - Revenues ; - Gross inflows; client base development and retention; product mix; Common non-financial criteria: - Joint consideration of Amundi’s and clients’ interests ; - Clients satisfaction and quality of relationship ; - Quality of management ; - Securing/developing the business ; - Cross-functional approach and sharing of best practices ; - Entrepreneurial spirit.

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3. Control and support functions For control and support functions, performance assessment and remuneration award are independent from the performance of the business they oversee. Common criteria taken into account are: - Mainly criteria related to the meeting of objectives linked to their functions (risk management, quality of controls, completion of projects, tools and systems improvement etc.) - When financial criteria are used, these are mainly related to management/ optimization of expenses.

The above-mentioned performance criteria, and specifically those applicable to Identified staff in charge of the management of AIFs/UCITS, comply with the applicable regulation as well as to the AIF’s/UCITS investment policy. These internal rules of Amundi Group contribute to a sound and effective risk management.

Furthermore, Amundi Group has adopted and implemented, for its entire staff, measures aiming to align remuneration with long-term performance and risks in order to avoid conflicts of interest.

In this respect, notably: - The deferral policy has been adapted to comply with the AIFM and UCITS V Directives’ requirements. - The deferred portion of bonus for identified staff members is awarded in financial instruments indexed at 100% on the performance of a basket of AIFs and/or UCITS funds managed. - The actual payment of the deferred portion is linked to the financial situation of Amundi Group, with the continued employment within the group and to a sound and effective risk management over the vesting period.

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Auditor's Certification

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ST ATUTORY AUDITOR'S REPORT ON THE FINANCIAL STATEMENTS For the year ended 31 March 2021

AMUNDI CAP FUTUR OPCVM CONSTITUE SOUS FORME DE FONDS COMMUN DE PLACEMENT Governed by the French Monetary and Financial Code (Code monétaire et financier)

Management company AMUNDI ASSET MANAGEMENT 90, boulevard Pasteur 7 5015 PARIS

Opinion

In compliance with the assignment entrusted to us by the management company, we conducted an audit of the accompanying financial statements of AMUNDI CAP FUTUR for the year ended 31 March 2021.

In our opinion, the financial statements give a true and fair view of the assets and liabilities and of the financial position of the fund at 31 March 2021 and of the results of its operations fo r the y ear then ended, in accordance with French accounting principles.

Basis of our opinion

Audit standards

We conducted our audit in accordance with professional standards applicable in France. We believe that the audit evidence we have obtained is sufficient and appropriate to provide a basis for our audit opinion. Our responsibilities under these standards are described in the section "Statutory Auditor's responsibilities for the audit of the financial statements" in this report.

Independence

We conducted our audit engagement in compliance with independence requirements o f the French Commercial Code (Code de commerce) and the French Code of Ethics (code de déontologie) fo r statutory auditors, from 01/04/2020 and up to the date of this report.

Pricew aterhouseCoopers Audit, 63, rue de Villiers 92208 Neuilly-sur-Seine Cedex, France T: +33 (0) 1 56 57 58 59, F: +33 (0) 1 56 57 58 60, w ww.pwc.fr

Société d’expertise comptable inscrite au tableau de l’ordre de Paris - Ile de France. Société de commissariat aux comptes membre de la compagnie régionale de Versailles. Société par Actions Simplifiée au capital de 2 510 460 €. Registered office: 63 rue de Villiers 92200 Neuilly-sur-Seine. RCS Nanterre 672 006 483. TVA n° FR 76 672 006 483. Siret 672 006 483 00362. Code APE 6920 Z. Bureaux : Bordeaux, Grenoble, Lille, Lyon, Marseille, Metz, Nantes, Nice, Paris, Poitiers, Rennes, Rouen, Strasbourg, Toulouse.

AMUNDI CAP FUTUR

Justification of our assessments

Due to the global crisis related to the Covid-19 pandemic, the financial statements of this period have been prepared and audited under specific conditions. Indeed, this crisis and the exceptional measures taken in the context of the state of sanitary emergency have had numerous consequences for Collective Invesment Funds (Organismes de Placements Collectifs), their investments and the assessment of the corresponding assets and liabilities. Those measures, such as travel restrictions and remote working, have also had an impact on the Collective Invesment Funds' operational monitoring and the performance of the audits.

It is in this complex and evolving context that, in accordance with the requirements of articles L.823-9 and R.823-7 of the French Commercial Code relating to the justification of our assessments, we b ring to your attention the following assessments that, in our professional judgement, were the most significant for the audit of the financial statements.

These assessments were made in the context of our audit of the financial statements, taken as a whole, and of the opinion we formed which is expressed above. We do not provide an opinion o n individual items in the financial statements.

Specific verifications

We have also performed, in accordance with professional standards applicable in France, the specific verifications required by laws and regulations.

We have no matters to report as to the fair presentation and the c onsistency with the financial statements of the information given in the management report prepared by the management company.

Pricew aterhouseCoopers Audit, 63, rue de Villiers 92208 Neuilly-sur-Seine Cedex, France T: +33 (0) 1 56 57 58 59, F: +33 (0) 1 56 57 58 60, w ww.pwc.fr

Société d’expertise comptable inscrite au tableau de l’ordre de Paris - Ile de France. Société de commissariat aux comptes membre de la compagnie régionale de Versailles. Société par Actions Simplifiée au capital de 2 510 460 €. Registered office: 63 rue de Villiers 92200 Neuilly-sur-Seine. RCS Nanterre 672 006 483. TVA n° FR 76 672 006 483. Siret 672 006 483 00362. Code APE 6920 Z. Bureaux : Bordeaux, Grenoble, Lille, Lyon, Marseille, Metz, Nantes, Nice, Paris, Poitiers, Rennes, Rouen, Strasbourg, Toulouse.

AMUNDI CAP FUTUR

Responsibilities of the management company for the financial statements

It is the management company's responsibility to prepare the fund's financial statements presenting a true and fair view in accordance with French accounting principles and to implement the internal control that it deems appropriate for the preparation of financial statements that do no t c ontain material misstatements, whether due to fraud or error.

In preparing the financial statements, the management company is responsible for assessing the fund's ability to continue as a going concern, disclosing in the financial statements, as applicable, matters related to going concern and using the going concern basis of accounting unless management e ither intends to liquidate the fund or to cease operations.

These financial statements have been prepared by the management company.

Statutory auditor's responsibilities for the audit of the financial statements

Audit purpose and approach

It is our responsibility to prepare a report on the financial statements . Our objective is to obtain reasonable assurance about whether the financial statements, taken as a whole, are free o f material misstatement. Reasonable assurance is a high level of assurance, but is not a guarantee that an audit conducted in accordance with professional standards will always detect a material misstatement when it exists. Misstatements can arise from fraud or error and are considered material if, individually o r in the aggregate, they could reasonably be expected to influence the economic decisions of users taken on the basis of these financial statements.

As indicated in article L.823-10-1 of the French Commercial Code, our statutory audit of the financial statements is not to guarantee the viability or the quality of your management.

Pricew aterhouseCoopers Audit, 63, rue de Villiers 92208 Neuilly -sur-Seine Cedex, France T: +33 (0) 1 56 57 58 59, F: +33 (0) 1 56 57 58 60, w ww.pwc.fr

Société d’expertise comptable inscrite au tableau de l’ordre de Paris - Ile de France. Société de commissariat aux comptes membre de la compagnie rég ionale de Versailles. Société par Actions Simplifiée au capital de 2 510 460 €. Registered office: 63 rue de Villiers 92200 Neuilly-sur-Seine. RCS Nanterre 672 006 483. TVA n° FR 76 672 006 483. Siret 672 006 483 00362. Code APE 6920 Z. Bureaux : Bordeaux, Grenoble, Lille, Lyon, Marseille, Metz, Nantes, Nice, Paris, Poitiers, Rennes, Rouen, Strasbourg, Toulouse.

AMUNDI CAP FUTUR

As part of an audit conducted in accordance with professional standards applicable in France, the statutory auditor uses professional judgement throughout the entire audit. He also:

 identifies and assesses the risks of material misstatement of the financial statements, whether due to fraud or error, designs and performs audit procedures responsive to those risks, and obtains audit evidence that is sufficient and appropriate to provide a basis fo r his opinion. The risk of not detecting a material misstatement resulting from fraud is higher than for one resulting from error, as fraud may involve collusion, forgery, intentional omissions, misrepresentations, o r the override of internal control;

 obtains an understanding of internal control relevant to the audit in order to d esign audit procedures that are appropriate in the circumstances, but not for the purpose of expressing an opinion on the effectiveness of the company's internal control;

 evaluates the appropriateness of accounting policies used and the reasonableness of accounting estimates and related disclosures made by management in the financial statements;

 concludes on the appropriateness of management's use of the going concern basis of accounting and, based on the audit evidence obtained, whether a material uncertainty exists related to events or conditions that may cast significant doubt o n the fund's ability to continue as a going concern. Such conclusions are based on the audit evidence obtained up to the date o f o ur auditor's report. However, future events or conditions may cause the company to cease to continue as a go ing concern. If we conclude that a material uncertainty exists, we are required to draw attention in our auditor's report to the related disclosures in the financial statements or, if such disclosures are not provided or inadequate, to issue a qualified opinion or a disclaimer of opinion;

 evaluates the overall presentation of the financial statements and whether the financial statements represent the underlying transactions and events in a manner that achieves fair presentation.

In accordance with the law, we inform you that we were not able to issue the present report within the statutory deadlines given the late receipt of some necessary documents to finalize our work.

Neuilly sur Seine, date of e-signature

Document authenticated by e-signature The Statutory Auditor PricewaterhouseCoopers Audit Philippe Chevalier

UCIT AMUNDI CAP FUTUR

Annual accounts

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Balance sheet - asset on 03/31/2021 in EUR

03/31/2021 03/31/2020

FIXED ASSETS, NET DEPOSITS FINANCIAL INSTRUMENTS 221,673,395.31 81,445,942.88 Equities and similar securities 150,583,049.59 52,277,740.86 Traded in a regulated market or equivalent 150,583,049.59 52,277,740.86 Not traded in a regulated market or equivalent Bonds and similar securities 47,770,157.03 18,150,733.83 Traded in a regulated market or equivalent 47,770,157.03 18,150,733.83 Not traded in a regulated market or equivalent Credit instruments 1,824,786.23 Traded in a regulated market or equivalent 1,824,786.23 Negotiable credit instruments (Notes) 1,824,786.23 Other credit instruments Not traded in a regulated market or equivalent Collective investment undertakings 22,474,061.16 8,509,142.28 General-purpose UCITS and alternative investment funds intended for non- 22,474,061.16 8,509,142.28 professionals and equivalents in other countries Other Funds intended for non-professionals and equivalents in other EU

Member States General-purpose professional funds and equivalents in other EU Member

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

States and listed securitisation agencies Other non-European entities Temporary transactions in securities Credits for securities held under sell-back deals Credits for loaned securities Borrowed securities Securities sold under buy-back deals Other temporary transactions Hedges 846,127.53 683,539.68 Hedges in a regulated market or equivalent 846,127.53 683,539.68 Other operations Other financial instruments RECEIVABLES 3,493,608.47 1,699,218.56 Forward currency transactions Other 3,493,608.47 1,699,218.56 FINANCIAL ACCOUNTS 24,854,019.60 7,442,548.35 Cash and cash equivalents 24,854,019.60 7,442,548.35 TOTAL ASSETS 250,021,023.38 90,587,709.79

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Balance sheet - liabilities on 03/31/2021 in EUR

03/31/2021 03/31/2020

SHAREHOLDERS' FUNDS Capital 205,889,154.32 85,510,174.19 Allocation Report of distributed items (a) Brought forward (a) Allocation Report of distributed items on Net Income (a, b) 21,634,089.17 -940,474.57 Result (a, b) -153,458.45 416,216.01 TOTAL NET SHAREHOLDERS' FUNDS * 227,369,785.04 84,985,915.63 * Net Assets

FINANCIAL INSTRUMENTS 842,755.33 683,534.76 Transactions involving transfer of financial instruments Temporary transactions in securities Sums owed for securities sold under buy-back deals Sums owed for borrowed securities Other temporary transactions Hedges 842,755.33 683,534.76 Hedges in a regulated market or equivalent 842,755.33 683,534.76 Other hedges PAYABLES 19,812,078.74 646,617.86 Forward currency transactions Others 19,812,078.74 646,617.86 FINANCIAL ACCOUNTS 1,996,404.27 4,271,641.54 Short-term credit 1,996,404.27 4,271,641.54 Loans received

TOTAL LIABILITIES 250,021,023.38 90,587,709.79

(a) Including adjusment (b) Decreased interim distribution paid during the business year

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Off-balance sheet on 03/31/2021 in EUR

03/31/2021 03/31/2020

HEDGES

Contracts in regulated markets or similar Contracts intendeds XEUR FGBX BUX 0621 1,236,240.00 US TBOND 30 0621 13,153,556.54 NQ USA NASDAQ 0621 4,232,200.29 EURO STOXX 50 0621 3,440,740.00 E7 USDEUR 0621 10,490,172.72 OTC contracts Other commitments

OTHER OPERATIONS

Contracts in regulated markets or similar Contracts intendeds TY CBOT YST 1 0620 7,204,545.45 TY CBOT YST 1 0621 9,915,287.59 US US TBOND 3 0620 2,121,496.92 DJES BANKS 0621 2,173,145.00 YM DOW JONES 0621 4,338,628.44 SP 500 MINI 0620 351,291.87 SP 500 MINI 0621 8,270,339.49 E-STOXX UTIL 0621 1,231,230.00 MME MSCI EMER 0621 7,539,138.94 RTY INDEX 50 0621 4,443,865.40 CME EMIN RS1000 0621 2,153,169.40 MTAA SPMI FTS 0621 2,073,490.00 M-TOPIX (TOK) 0620 59,221.48 M-TOPIX (TOK) 0621 90,274.44 OSFT TOPIX IN 0620 947,543.62 OSFT TOPIX IN 0621 3,159,605.35 EURO STOXX 50 0620 1,785,550.00 XEUR FESI EUR 0621 1,900,120.00 SIM CN FTSE CHI 0420 838,277.51 LIF Z UKX - LON 0620 63,685.16 FTSE 100 FUT 0621 78,411.69 EUR MSCI WORLD 0620 5,044,429.25 Options DJ EURO STOXX 50 04/2021 PUT 3450 119,339.94 DJ EURO STOXX 50 04/2021 PUT 3250 57,612.39 OTC contracts Other commitments

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Income statement on 03/31/2021 in EUR

03/31/2021 03/31/2020

Revenues from financial operations Revenues from deposits and financial accounts 189.81 2,501.07 Revenues from equities and similar securities 1,216,208.06 1,163,518.58 Revenues from bonds and similar securities 263,639.35 276,126.43 Revenues from credit instruments 33,003.06 Revenues from temporary acquisition and disposal of securities Revenues from hedges Other financial revenues 91,078.25 TOTAL (1) 1,604,118.53 1,442,146.08

Charges on financial operations Charges on temporary acquisition and disposal of securities -16.96 16.96 Charges on hedges Charges on financial debts 121,970.61 69,109.90 Other financial charges TOTAL (2) 121,953.65 69,126.86

NET INCOME FROM FINANCIAL OPERATIONS (1 - 2) 1,482,164.88 1,373,019.22 Other income (3) Management fees and depreciation provisions (4) 1,299,115.72 1,005,795.23

NET INCOME OF THE BUSINESS YEAR (L.214-17-1) (1 - 2 + 3 - 4) 183,049.16 367,223.99 Revenue adjustment (5) -336,507.61 48,992.02 Interim Distribution on Net Income paid during the business year (6)

NET PROFIT (1 - 2 + 3 - 4 + 5 - 6) -153,458.45 416,216.01

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Notes to the annual accounts

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1. Accounting rules and methods

The annual financial statements are presented in the format laid down by ANC (French accounting standards authority) Regulation 2014-01, as amended. The following general accounting principles apply: - true and fair view, comparability, business continuity, - they shall reflect consistency and honesty, - they shall observe the principle of prudence, and - there shall be consistency in accounting methods from one year to the next. The accounting method used to record income from fixed income securities is the effective interest method. Purchases and sales of securities are recorded excluding fees. The portfolio’s accounting currency is the euro. The financial year lasts 12 months.

Information on the impact of the Covid-19 crisis

The financial statements were established by the asset manager based on the information available amid the rapidly changing conditions of the Covid-19 crisis.

Asset valuation rules

Financial instruments are posted to the ledger using the historical cost method and entered on the balance sheet at their present value, determined by taking the last known market value or, where there is no market for the instruments in question, by the use of any external methods or financial models. Differences between the current values used to calculate net asset value and the historical costs of transferable securities at the time they are added to the portfolio are recorded under “valuation differentials”. Any securities not denominated in the portfolio’s reference currency are valued in accordance with the principle described below, then translated into the portfolio’s currency at the prevailing exchange rate at the valuation date.

Deposits:

Deposits having a residual life of up to 3 months are valued using the straight-line method.

Equities, bonds, and other securities traded on a regulated or similar market:

To determine net asset value, equities and other securities traded on a regulated or similar market are valued at their last market price of the day. Bonds and similar securities are valued at the closing price reported by various financial service providers. Accrued interest on bonds and related securities is calculated up to and including the NAV date.

Equities, bonds and other securities not traded on a regulated or similar market:

Securities not traded on a regulated market are measured under the responsibility of the asset manager using methods based on net asset value and yield, taking into consideration the prices used during major recent transactions.

Negotiable debt securities:

Negotiable debt securities and similar securities not subject to material transactions are measured using an actuarial method based on a benchmark interest rate as defined below, and may be adjusted upward to take account of the intrinsic features of the issuer:

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Negotiable debt securities with a maturity of 1 year or less: Euro interbank offered rate (Euribor); Negotiable Debt Securities with a maturity of over 1 year: Rate on coupon-bearing French government bonds (BTANs) and French OATs with a similar maturity for longer periods.

Negotiable Debt Securities with a residual maturity of 3 months or less may be measured using the straight- line method.

Treasury notes are marked to market at the rate reported daily by Banque de France.

Mutual funds:

UCI units or shares are measured at their last known NAV.

Temporary securities transactions:

Securities received under repurchase agreements are booked to assets under “Receivables on securities received under repurchase agreements” at the amount specified in the contract, plus accrued interest receivable.

Securities sold under repurchase agreements are booked to the purchaser’s portfolio at the present value. Liabilities on securities sold under repurchase agreements are booked to the seller’s portfolio at the value specified in the contract, plus accrued interest payable.

Loaned securities are valued at their current value and booked to assets under “Receivables on loaned securities” at their current value plus accrued interest receivable.

Borrowed securities are booked to assets under “Borrowed securities” at the amount specified in the contract and to liabilities under “Payables on borrowed securities” at the amount specified in the contract, plus accrued interest payable.

Forward financial instruments:

Forward financial instruments traded on a regulated or equivalent market:

Forward financial instruments traded on regulated markets are valued at the daily clearing price.

Forward financial instruments not traded on a regulated or similar market:

Swaps:

Interest rate and/or currency swaps are marked to market based on the price determined by discounting future cash flows at market interest and/or exchange rates. This price is adjusted for issuer risk.

Index swaps are measured using an actuarial method based on a benchmark rate provided by the counterparty.

Other swaps are either marked to market or assessed at an estimated value based on the conditions defined by the Asset Manager.

Off-balance sheet commitments:

Forward contracts are marked to market as off-balance sheet liabilities, at the price used in the portfolio. Options are converted into their underlying equivalent. Swap commitments are recorded at their nominal amount or, where no nominal amount is available, at an equivalent amount.

32 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

Management fees

Management fees and operating costs include all fund-related costs: financial management, administrative, accounting, custody, distribution, and auditing fees. These fees are charged to the fund’s income statement. Management fees do not include transaction fees. For more detailed information on the fees charged to the fund, please see the prospectus.

Fees are recorded pro rata each time the NAV is calculated.

The total amount of these fees complies with the maximum fee rate based on net assets, indicated in the prospectus or the fund rules:

FR0013379369 - AMUNDI CAP FUTUR Unit RETRAITE-D : Maximum fee 1.30% including tax. FR0013477718 - AMUNDI CAP FUTUR Unit R1 : Maximum fee 0.30% including tax. FR0013436052 - AMUNDI CAP FUTUR Unit PERI-C : Maximum fee 1.80% including tax. FR0013379344 - AMUNDI CAP FUTUR Unit RETRAITE-C : Maximum fee 1.30% including tax. FR0013379336 - AMUNDI CAP FUTUR Unit P-C : Maximum fee 1.80% including tax. FR0013379302 - AMUNDI CAP FUTUR Unit I-C : Maximum fee 0.90% including tax. FR0013525912 - AMUNDI CAP FUTUR Unit I-USD C : Maximum fee 0.90% including tax.

Performance fee:

The performance fee is calculated for each unit concerned each time the Net Asset Value is calculated. It is based on a comparison between: - The unit’s net assets (before deduction of the performance fee); and - The “benchmark NAV” representing the unit’s net assets (before deduction of the performance fee) on the 1st day of the observation period, adjusted for subscriptions/redemptions at each valuation, to which the performance of the benchmark index (80% MSCI World in euros (with net dividends reinvested) + 20% Eonia) is applied. This comparison is made over a one-year observation period. The anniversary date of this period is the last NAV calculation date in March.

Exceptionally: - the first observation period will begin on 14 January 2019 and end on 31 March 2020 (for the I-C, P-C, and RETRAITE units). - for the PERI-C units, the first observation period will begin at the time they are created and end on the last NAV calculation date in March 2021. - for the R1-C units, the first observation period will begin at the time they are created and end on the last NAV calculation date in March 2021.

If, during the observation period, the unit’s net assets (before deduction of the performance fee) are greater than the benchmark NAV defined above, the performance fee will be 20% of the difference between these two values. This fee will be provisioned when the net asset value is calculated. In the event of redemption, the share of the provision recorded for the number of units redeemed permanently accrues to the asset manager. If, during the observation period, the unit’s net assets (before deduction of the performance fee) are below the benchmark NAV defined above, the performance fee will be zero, and the provision will be reversed when the NAV is calculated. Reversals of provisions may not exceed total prior allocations. This performance fee will only be definitively collected if the unit’s net assets (before deduction of the performance fee) are greater than the benchmark NAV on the day of the last NAV during the observation period.

33 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

Allocation of amounts available for distribution

Definition of amounts available for distribution Amounts available for distribution consist of:

Income: Net income is equal to the amount of interest, arrears, premiums, and bonuses, dividends, directors’ attendance fees and all other income from the securities comprising the portfolio, plus income from temporary cash holdings, less management fees and borrowing costs. To it is added retained earnings, plus or minus the balance of the income adjustment account.

Capital gains and losses: Realised capital gains, net of costs, less realised capital losses, net of costs, recorded during the financial year, plus net capital gains of the same nature recorded in previous financial years that were not distributed or capitalised, plus or minus the balance of the capital gains adjustment account.

Modalités d'affectation des sommes distribuables :

Allocation of net capital gains Unit(s) Allocation of net income or losses realized

Units AMUNDI CAP FUTUR I-C Capitalization Capitalization Units AMUNDI CAP FUTUR Capitalization Capitalization I-USD C Units AMUNDI CAP FUTUR P-C Capitalization Capitalization Units AMUNDI CAP FUTUR Capitalization Capitalization PERI-C Units AMUNDI CAP FUTUR R1 Capitalization Capitalization Units AMUNDI CAP FUTUR Capitalization Capitalization RETRAITE-C Capitalization, and/or Distribution, Units AMUNDI CAP FUTUR Distribution and/or Carry-over by decision of RETRAITE-D the management company

34 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

2. Changes in net asset on 03/31/2021 in EUR

03/31/2021 03/31/2020

NET ASSETS IN START OF PERIOD 84,985,915.63

Subscriptions (including subscription fees received by the fund) 114,686,383.00 93,227,835.05 Redemptions (net of redemption fees received by the fund) -10,607,234.92 -4,370,319.03 Capital gains realised on deposits and financial instruments 15,448,379.03 3,066,952.67 Capital losses realised on deposits and financial instruments -4,374,000.73 -599,555.37 Capital gains realised on hedges 9,757,608.53 675,480.86 Capital losses realised on hedges -2,134,041.27 -4,648,488.78 Dealing costs -583,312.61 -122,945.24 Exchange gains/losses -2,079,742.65 1,414,614.99 Changes in difference on estimation (deposits and financial instruments) 22,747,998.98 -4,698,051.35 Difference on estimation, period N 18,049,947.63 -4,698,051.35 Difference on estimation, period N-1 4,698,051.35 Changes in difference on estimation (hedges) -661,216.23 673,167.84 Difference on estimation, period N 11,951.61 673,167.84 Difference on estimation, period N-1 -673,167.84 Net Capital gains and losses Accumulated from Previous business year Distribution on Net Capital Gains and Losses from previous business year -0.88 Net profit for the period, before adjustment prepayments 183,049.16 367,223.99 Allocation Report of distributed items on Net Income Interim Distribution on Net Income paid during the business year Other items

NET ASSETS IN END OF PERIOD 227,369,785.04 84,985,915.63

35 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3. Additional information

3.1. BREAKDOWN OF FINANCIAL INSTRUMENTS BY LEGAL OR COMMERCIAL TYPE

Amount %

ASSETS

BONDS AND SIMILAR SECURITIES Autres obligations (indexées, titres participatifs) 20,499,566.19 9.02 Floating-rate bonds traded on regulated markets 2,653,020.00 1.16 Fixed-rate bonds traded on a regulated or similar market 24,617,570.84 10.83 TOTAL BONDS AND SIMILAR SECURITIES 47,770,157.03 21.01 CREDIT INSTRUMENTS TOTAL CREDIT INSTRUMENTS

LIABILITIES

TRANSACTIONS INVOLVING TRANSFER OF FINANCIAL INSTRUMENTS TOTAL TRANSACTIONS INVOLVING TRANSFER OF FINANCIAL INSTRUMENTS

OFF-BALANCE SHEET

HEDGES Equities 7,672,940.29 3.37 Exchange rate 10,490,172.72 4.62 Rate 14,389,796.54 6.33 TOTAL HEDGES 32,552,909.55 14.32 OTHER OPERATIONS Equities 37,628,370.48 16.55 Rate 9,915,287.59 4.36 TOTAL OTHER OPERATIONS 47,543,658.07 20.91

3.2. BREAKDOWN OF ASSET, LIABILITY AND OFF-BALANCE SHEET ITEMS, BY TYPE

Rate subject Fixed rate % Variable rate % to review % Other % ASSETS Deposits Bonds and similar securities 24,617,570.84 10.83 2,653,020.00 1.17 20,499,566.19 9.02 Credit instruments Temporary transactions in

securities Financial accounts 24,854,019.60 10.93 LIABILITIES Temporary transactions in

securities Financial accounts 1,996,404.27 0.88 OFF-BALANCE SHEET Hedges 14,389,796.54 6.33 Others operations 9,915,287.59 4.36

36 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.3. BREAKDOWN OF ASSET, LIABILITY AND OFF-BALANCE SHEET ITEMS, BY TIME TO MATURITY(*)

]3 months - < 3 months % 1 year] % ]1- 3 years] % ]3 - 5 years] % > 5 years % ASSETS Deposits Bonds and similar securities 8,720,915.23 3.84 9,412,080.46 4.14 8,262,427.04 3.63 21,374,734.30 9.40 Credit instruments Temporary transactions in securities Financial accounts 24,854,019.60 10.93 LIABILITIES Temporary transactions in securities Financial accounts 1,996,404.27 0.88 OFF-BALANCE SHEET Hedges 14,389,796.54 6.33 Others operations 9,915,287.59 4.36 (*) All hedges are shown in terms of time to maturity of the underlying securities.

3.4. BREAKDOWN OF ASSET, LIABILITY AND OFF-BALANCE SHEET ITEMS, BY LISTING OR EVALUATION CURRENCY (HORS EUR)

Currency1 Currency 2 Currency 3 Currency N USD JPY GBP Other currencies

Amount % Amount % Amount % Amount %

ASSETS Deposits Equities and similar securities 97,089,179.96 42.70 10,908,860.26 4.80 6,260,279.21 2.75 16,634,113.62 7.32 Bonds and similar securities 34,803,151.50 15.31 Credit instruments Mutual fund 6,785,669.22 2.98 Temporary transactions in securities Receivables 2,382,472.95 1.05 235,315.02 0.10 24,108.04 0.01 139,912.61 0.06 Financial accounts 107,131.47 0.05 267,774.95 0.12 LIABILITIES Transactions involving transfer of financial instruments Temporary transactions in securities Debts 18,946,002.64 8.33 133,439.84 0.06 2,044.91 Financial accounts 1,342,821.97 0.59 406,207.17 0.18 247,375.13 0.11 OFF-BALANCE SHEET Hedges 27,875,929.55 12.26 Other operations 36,660,429.26 16.12 3,249,879.79 1.43 78,411.69 0.03

37 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.5. RECEIVABLES AND PAYABLES: BREAKDOWN BY ITEMS

Type of debit/credit 03/31/2021

RECEIVABLES Sales deferred settlement 308,384.26 Cash collateral deposits 3,011,193.03 Coupons and dividends in cash 174,031.18 TOTAL RECEIVABLES 3,493,608.47 PAYABLES Purchases deferred settlement 19,091,037.53 Fixed management fees 197,613.15 Variable management fees 157,382.07 Other payables 366,045.99 TOTAL PAYABLES 19,812,078.74 TOTAL PAYABLES AND -16,318,470.27 RECEIVABLES

3.6. SHAREHOLDERS' FUNDS

3.6.1. Number of units issued or redeemed

In units In value

Unit AMUNDI CAP FUTUR I-C

Units subscribed during the period 1,425.153 16,289,857.82 Units redeemed during the period -528.768 -6,757,305.39 Net Subscriptions/Redemptions 896.385 9,532,552.43 Units in circulation at the end of the period 7,110.483

Unit AMUNDI CAP FUTUR I-USD C

Units subscribed during the period 10.000 84,929.30 Units redeemed during the period Net Subscriptions/Redemptions 10.000 84,929.30 Units in circulation at the end of the period 10.000

Unit AMUNDI CAP FUTUR P-C

Units subscribed during the period 12,399.531 1,577,917.70 Units redeemed during the period -797.483 -98,498.27 Net Subscriptions/Redemptions 11,602.048 1,479,419.43 Units in circulation at the end of the period 21,036.812

Unit AMUNDI CAP FUTUR PERI-C

Units subscribed during the period 861,546.019 96,733,678.18 Units redeemed during the period -33,142.071 -3,751,431.26 Net Subscriptions/Redemptions 828,403.948 92,982,246.92 Units in circulation at the end of the period 1,049,901.518

38 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.6.1. Number of units issued or redeemed

In units In value

Unit AMUNDI CAP FUTUR R1

Units subscribed during the period Units redeemed during the period Net Subscriptions/Redemptions Units in circulation at the end of the period 100.000

Unit AMUNDI CAP FUTUR RETRAITE-C

Units subscribed during the period Units redeemed during the period Net Subscriptions/Redemptions Units in circulation at the end of the period 1.000

Unit AMUNDI CAP FUTUR RETRAITE-D

Units subscribed during the period Units redeemed during the period Net Subscriptions/Redemptions Units in circulation at the end of the period 1.000

39 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.6.2. Subscription and/or redemption fees

In Value

Unit AMUNDI CAP FUTUR I-C Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

Unit AMUNDI CAP FUTUR I-USD C Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

Unit AMUNDI CAP FUTUR P-C Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

Unit AMUNDI CAP FUTUR PERI-C Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

Unit AMUNDI CAP FUTUR R1 Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

Unit AMUNDI CAP FUTUR RETRAITE-C Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

Unit AMUNDI CAP FUTUR RETRAITE-D Total acquired subscription and/or redemption fees Acquired subscription fees Acquired redemption fees

40 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.7. MANAGEMENT FEES

03/31/2021

Units AMUNDI CAP FUTUR I-C Guarantee commission Fixed management fees 619,462.93 Percentage set for fixed management fees 0.70 Variable management fees 149,633.09 Trailer fees

Units AMUNDI CAP FUTUR I-USD C Guarantee commission Fixed management fees 385.29 Percentage set for fixed management fees 0.61 Variable management fees Trailer fees

Units AMUNDI CAP FUTUR P-C Guarantee commission Fixed management fees 16,214.59 Percentage set for fixed management fees 1.00 Variable management fees 310.08 Trailer fees

Units AMUNDI CAP FUTUR PERI-C Guarantee commission Fixed management fees 521,874.31 Percentage set for fixed management fees 1.00 Variable management fees -13,576.28 Trailer fees

Units AMUNDI CAP FUTUR R1 Guarantee commission Fixed management fees 2,440.72 Percentage set for fixed management fees 0.25 Variable management fees 2,369.59 Trailer fees

Units AMUNDI CAP FUTUR RETRAITE-C Guarantee commission Fixed management fees 0.52 Percentage set for fixed management fees 0.42 Variable management fees 0.25 Trailer fees

41 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.7. MANAGEMENT FEES

03/31/2021

Units AMUNDI CAP FUTUR RETRAITE-D Guarantee commission Fixed management fees 0.52 Percentage set for fixed management fees 0.42 Variable management fees 0.11 Trailer fees

3.8. COMMITMENTS RECEIVED AND GIVEN

03/31/2021

Guarantees received by the fund - including capital guarantees

Other commitments received Other commitments given

42 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.9. FUTHER DETAILS

3.9.1 Stock market values of temporarily acquired securities

03/31/2021

Securities held under sell-back deals Borrowed securities

3.9.2. Stock market values of pledged securities

03/31/2021

Financial instruments pledged but not reclassified Financial instruments received as pledges but not recognized in the Balance Sheet

3.9.3. Financial instruments held, issued and/or administrated by the GROUPE

ISIN code Name of security 03/31/2021

Equities

Bonds

Notes (TCN)

UCITS 15,688,391.94

FR0013340932 AMUNDI RESPONSIBLE INVESTING - 5,155,908.06 EUROPEAN HIGH YIELD FR0013188737 IMPACT GREEN BONDS I2 (C) 8,623,485.55 FR0010077974 MONETAIRE BIO 1,908,998.33 Hedges

Total group financial 15,688,391.94 instruments

43 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.10. TABLE OF ALLOCATION OF THE DISTRIBUTABLE SUMS

Table of allocation of the distributable share of the sums concerned to profit (loss)

03/31/2021 03/31/2020

Sums not yet allocated

Brought forward Profit (loss) -153,458.45 416,216.01 Total -153,458.45 416,216.01

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR I-C

Allocation Distribution Brought forward Capitalized 171,912.26 392,829.35 Total 171,912.26 392,829.35

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR I-USD C

Allocation Distribution Brought forward Capitalized 263.78 Total 263.78

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR P-C

Allocation Distribution Brought forward Capitalized -4,738.39 1,348.16 Total -4,738.39 1,348.16

44 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR PERI-C

Allocation Distribution Brought forward Capitalized -326,178.54 21,619.72 Total -326,178.54 21,619.72

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR R1

Allocation Distribution Brought forward Capitalized 5,281.71 814.76 Total 5,281.71 814.76

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR RETRAITE-C

Allocation Distribution Brought forward Capitalized 0.30 0.76 Total 0.30 0.76

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR RETRAITE-D

Allocation Distribution 0.43 0.88 Brought forward Capitalized Total 0.43 0.88

Details of units with dividend entitlement

Number of units 1.000 1.000 Unit distribution 0.43 0.88

Tax credits

Tax credit attached to the distribution of income 0.09 0.16

45 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

Table of allocation of the distributable share of the sums concerned to capital gains and losses

03/31/2021 03/31/2020

Sums not yet allocated

Net Capital gains and losses Accumulated from Previous business year Net Capital gains and losses of the business year 21,634,089.17 -940,474.57 Allocation Report of distributed items on Net Capital Gains and Losses Total 21,634,089.17 -940,474.57

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR I-C

Allocation

Distribution Net capital gains and losses accumulated per share Capitalized 9,273,814.05 -608,554.89 Total 9,273,814.05 -608,554.89

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR I-USD C

Allocation

Distribution Net capital gains and losses accumulated per share Capitalized 7,686.87 Total 7,686.87

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR P-C

Allocation

Distribution Net capital gains and losses accumulated per share Capitalized 272,816.74 -9,174.05 Total 272,816.74 -9,174.05

46 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR PERI-C

Allocation

Distribution Net capital gains and losses accumulated per share Capitalized 11,976,033.33 -287,448.09 Total 11,976,033.33 -287,448.09

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR R1

Allocation

Distribution Net capital gains and losses accumulated per share Capitalized 103,711.54 -35,295.84 Total 103,711.54 -35,295.84

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR RETRAITE-C

Allocation

Distribution Net capital gains and losses accumulated per share Capitalized 13.37 -0.85 Total 13.37 -0.85

03/31/2021 03/31/2020

Units AMUNDI CAP FUTUR RETRAITE-D

Allocation

Distribution Net capital gains and losses accumulated per share 13.27 Capitalized -0.85 Total 13.27 -0.85

47 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.11.Table of profit (loss) and other typical features of the fund over the past five financial periods

03/31/2020 03/31/2021

Global Net Assets in EUR 84,985,915.63 227,369,785.04

Units AMUNDI CAP FUTUR I-C in EUR

Net assets 63,419,992.35 97,631,629.05

Number of shares/units 6,214.098 7,110.483

NAV per share/unit 10,205.82 13,730.66

Net Capital Gains and Losses Accumulated per share -97.93 1,304.24

Net income Accumulated on the result 63.21 24.17

Units AMUNDI CAP FUTUR I-USD C in USD

Net assets in USD 117,868.93

Number of shares/units 10.000

NAV per share/unit in USD 11,786.89

Net Capital Gains and Losses Accumulated per share in EUR 768.68

Net income Accumulated on the result in EUR 26.37

Units AMUNDI CAP FUTUR P-C in EUR

Net assets 958,570.97 2,865,104.21

Number of shares/units 9,434.764 21,036.812

NAV per share/unit 101.59 136.19

Net Capital Gains and Losses Accumulated per share -0.97 12.96

Net income Accumulated on the result 0.14 -0.22

Units AMUNDI CAP FUTUR PERI-C in EUR

Net assets 19,797,699.06 125,679,579.65

Number of shares/units 221,497.570 1,049,901.518

NAV per share/unit 89.38 119.70

Net Capital Gains and Losses Accumulated per share -1.29 11.40

Net income Accumulated on the result 0.09 -0.31

48 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.11.Table of profit (loss) and other typical features of the fund over the past five financial periods

03/31/2020 03/31/2021

Units AMUNDI CAP FUTUR R1 in EUR

Net assets 809,448.52 1,092,909.13

Number of shares/units 100.000 100.000

NAV per share/unit 8,094.48 10,929.09

Net Capital Gains and Losses Accumulated per share -352.95 1,037.11

Net income Accumulated on the result 8.14 52.81

Units AMUNDI CAP FUTUR RETRAITE-C in EUR

Net assets 102.45 138.21

Number of shares/units 1.000 1.000

NAV per share/unit 102.45 138.21

Net Capital Gains and Losses Accumulated per share -0.85 13.37

Net income Accumulated on the result 0.76 0.30

Units AMUNDI CAP FUTUR RETRAITE-D in EUR

Net assets 102.28 136.41

Number of shares/units 1.000 1.000

NAV per share/unit 102.28 136.41

Net capital gains and losses accumulated per share 13.27

Net Capital Gains and Losses Accumulated per share -0.85

Distribution on Net Income on the result (*) 0.88 0.43

Tax credits per share/unit 0.16 (*)

(*) The unit tax credit will only be determined on the date of distribution, in accordance with the tax provisions in force.

49 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets Bonds and similar securities Listed bonds and similar securities CANADA CANADA GOVERNMENT INTL BOND 2.625% 25-01-22 USD 10,000,000 8,720,915.23 3.84 TOTAL CANADA 8,720,915.23 3.84 ITALY ITALY BUONI POLIENNALI DEL TESORO 1.85% 01-07-25 EUR 4,400,000 4,778,304.71 2.10 TOTAL ITALY 4,778,304.71 2.10 LUXEMBOURG AMUNDI REAL ASSETS COMPANY AUTRE V 26-01-50 EUR 2,700,000 2,653,020.00 1.17 TOTAL LUXEMBOURG 2,653,020.00 1.17 PORTUGAL PGB 2 7/8 10/15/25 EUR 3,000,000 3,484,122.33 1.53 PORTUGAL OBRIGACOES DO TESOURO OT 0.475% 18-10-30 EUR 2,000,000 2,051,558.49 0.90 TOTAL PORTUGAL 5,535,680.82 2.43 UNITED STATES OF AMERICA UNITED STATES TREAS INFLATION BONDS 0.125% 15-04-22 USD 10,000,000 9,412,080.46 4.14 UNITED STATES TREAS INFLATION BONDS 0.125% 15-07-30 USD 11,771,100 11,087,485.73 4.88 UNITED STATES TREASURY NOTEBOND 1.125% 15-05-40 USD 8,000,000 5,582,670.08 2.45 TOTAL UNITED STATES OF AMERICA 26,082,236.27 11.47 TOTAL Listed bonds and similar securities 47,770,157.03 21.01 TOTAL Bonds and similar securities 47,770,157.03 21.01 Equities and similar securities Listed equities and similar securities AUSTRALIA AMPOL LTD AUD 14,093 224,213.05 0.10 ARISTOCRAT LEISURE AUD 7,701 171,427.22 0.08 AUST & NZ BANK GRP AUD 6,720 122,720.24 0.05 COCHLEAR LIMITED AUD 836 114,296.49 0.05 COLES GROUP LTD AUD 12,960 134,462.83 0.06 COMMONWEALTH BANK OF AUSTRALIA AUD 3,917 218,555.96 0.10 CSL LTD AUD 1,252 214,724.77 0.10 FORTESCUE METALS GROUP AUD 10,805 139,972.75 0.06 GENERAL PROPERTY TRUST AUD 37,372 111,406.39 0.05 MACQUARIE GROUP AUD 1,837 181,938.12 0.08 NATIONAL AUSTRALIA BANK LTD AUD 9,719 163,757.37 0.07 RIO TINTO LIMITED EX CRA LTD AUD 2,186 156,891.65 0.07 TRANSURBAN GROUP AUD 19,946 172,173.37 0.07 VICINITY CENTRES AUD 100,558 107,850.10 0.05 WESTPAC BKG CORP AUD 8,852 140,028.07 0.06 TOTAL AUSTRALIA 2,374,418.38 1.05

50 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets AUSTRIA VERBUND EUR 1,802 111,724.00 0.05 TOTAL AUSTRIA 111,724.00 0.05 BELGIUM ELIA SYSTEM EUR 1,676 157,376.40 0.07 GBL GROUPE BRUXELLES LAMBERT SA EUR 1,270 112,090.20 0.05 UMICORE EUR 6,223 281,466.29 0.12 TOTAL BELGIUM 550,932.89 0.24 BERMUDA ARCH CAPITAL GR USD 3,450 112,632.09 0.05 EVEREST REINSURANCE GROUP LTD USD 512 107,954.33 0.04 IHS MARKIT LTD USD 1,719 141,550.94 0.07 RENAISSANCERE HOLDING USD 774 105,533.48 0.05 TRANE TECHNOLOGIES PLC USD 784 110,439.07 0.04 TOTAL BERMUDA 578,109.91 0.25 CANADA ALIM.COUCHE TARD SUB.VTG CAD 5,247 143,926.65 0.06 ALTAGAS CAD 8,077 114,495.25 0.05 BANK OF MONTREAL CAD 2,302 174,566.77 0.08 BK OF NOVA SCOTIA COM NPV CAD 3,239 172,387.07 0.07 BROOKFIELD ASSET MANAGEMENT SHS A / EX BRASCAN CAD 4,933 186,673.91 0.09 CAMECO CAD 8,304 117,150.93 0.05 CANADIAN IMP BANK COM NPV CAD 1,793 149,355.98 0.07 CANADIAN NATIONAL RAILWAY CAD 2,124 209,696.83 0.09 CANADIAN PACIFIC RAILWAY CAD 353 114,703.49 0.05 ENBRIDGE CAD 7,390 229,023.96 0.10 FRANCO-NEVADA CORP CAD 1,919 204,592.01 0.09 INTER PIPELINE LTD CAD 9,083 110,493.85 0.05 LOBLAWS COS CAD 2,493 118,473.19 0.05 MAGNA INTERNATIONAL INC A CAD 1,555 116,509.21 0.05 MANULIFE FINANCIAL CORP CAD 8,526 156,009.87 0.07 NORTHLAND POWER CAD 5,078 156,581.98 0.07 NUVEI CORP-SUBORDINATE VTG CAD 4,300 220,356.08 0.10 ONEX CORP CAD 2,106 111,430.38 0.05 PEMBINA PIPELINE CAD 5,179 127,266.25 0.06 RESTAURANT BRANDS INTL CAD 1,974 109,216.77 0.05 ROYAL BK OF CANADA CAD 2,959 232,100.82 0.10 SHOPIFY INC - CLASS A CAD 383 359,724.95 0.16 SUN LIFE FINANCIAL SVSC CAN CAD 2,537 109,074.51 0.05 THOMSON REUTERS CORP CAD 2,030 151,288.04 0.06 TORONTO DOMINIUM BANK CAD 4,219 234,084.24 0.10 WEST FRASER TIMBER CAD 1,952 119,469.48 0.05 WHEATON PRECIOUS METALS-REGISTERED SHARE CAD 5,173 168,090.98 0.07 TOTAL CANADA 4,416,743.45 1.94

51 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets CAYMAN ISLANDS DAQO NEW ENERGY CORP-ADR USD 1,977 127,000.34 0.06 JD.COM INC - CL A HKD 17,450 614,940.96 0.27 KE HOLDINGS INC USD 5,217 252,926.62 0.11 SEA LTD-ADR USD 1,786 339,222.99 0.15 TOTAL CAYMAN ISLANDS 1,334,090.91 0.59 CHINA WUXI BIOLOGICS CAYMAN INC HKD 57,000 607,285.52 0.27 TOTAL CHINA 607,285.52 0.27 CURACAO SCHLUMBERGER NV USD 19,094 441,730.50 0.19 TOTAL CURACAO 441,730.50 0.19 DENMARK NOVO NORDISK AS DKK 5,318 307,292.41 0.14 ORSTED DKK 4,073 561,066.05 0.25 ROCKWOOL INTERNATIONAL AS B DKK 350 125,839.52 0.06 VESTAS WIND SYSTEMS DKK 1,535 268,724.33 0.11 TOTAL DENMARK 1,262,922.31 0.56 FINLAND NESTE OYJ EUR 5,061 229,060.86 0.10 TOTAL FINLAND 229,060.86 0.10 FRANCE AIRBUS SE EUR 6,158 594,493.32 0.27 ALSTOM EUR 4,606 195,847.12 0.09 BNP PARIBAS EUR 2,643 137,118.84 0.06 BOUYGUES EUR 3,072 105,031.68 0.04 DANONE EUR 2,574 150,579.00 0.07 DASSAULT SYSTEMES EUR 769 140,265.60 0.06 ESSILORLUXOTTICA EUR 1,032 143,293.20 0.06 FAURECIA EX BERTRAND FAURE EUR 127 5,769.61 GECINA NOMINATIVE EUR 1,273 149,450.20 0.06 GETLINK SE EUR 7,870 102,939.60 0.04 KERING EUR 289 170,105.40 0.07 KLEPIERRE EUR 5,257 104,535.45 0.05 L'OREAL EUR 895 292,486.00 0.13 LVMH (LOUIS VUITTON - MOET HENNESSY) EUR 1,509 857,262.90 0.37 NEXTSTAGE SCA EUR 17,103 1,539,270.00 0.68 ORANGE EUR 16,341 171,662.21 0.07 PERNOD RICARD EUR 885 141,644.25 0.06 SAINT-GOBAIN EUR 2,234 112,414.88 0.05 SANOFI EUR 3,401 286,534.25 0.13 SCHNEIDER ELECTRIC SA EUR 6,106 795,306.50 0.35 SODEXO / EX SODEXHO ALLIANCE EUR 6,790 555,286.20 0.25 SUEZ SA EUR 8,029 145,003.74 0.07 VINCI (EX SGE) EUR 1,718 150,084.48 0.07

52 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets VIVENDI EUR 5,134 143,752.00 0.06 WORLDLINE SA EUR 5,391 385,133.04 0.17 TOTAL FRANCE 7,575,269.47 3.33 GERMANY ADIDAS NOM. EUR 410 109,142.00 0.05 ALLIANZ SE-REG EUR 2,050 444,952.50 0.19 BASF SE EUR 3,919 277,621.96 0.12 BIONTECH SE USD 4,024 373,845.45 0.17 BMW BAYERISCHE MOTOREN WERKE EUR 1,964 173,755.08 0.08 CTS EVENTIM AG EUR 8,094 400,167.36 0.18 DAIMLER AG-REGISTERED SHARES EUR 2,619 199,070.19 0.09 DEUTSCHE BOERSE AG EUR 818 115,910.60 0.05 DEUTSCHE POST AG NAMEN EUR 2,978 139,132.16 0.06 DEUTSCHE TELEKOM AG EUR 14,453 248,158.01 0.11 E.ON AG NOM. EUR 15,234 151,182.22 0.07 FRESENIUS EUR 3,245 123,245.10 0.05 HENKEL AG AND CO.KGAA NON VTG PRF EUR 1,653 158,456.58 0.07 HOCHTIEF EUR 1,455 111,016.50 0.04 INFINEON TECHNOLOGIES EUR 3,302 119,383.81 0.05 KION GROUP AG EUR 2,025 170,505.00 0.07 KNORR-BREMSE AG EUR 1,230 130,896.60 0.06 MTU AERO ENGINES HOLDINGS AG EUR 2,328 467,229.60 0.21 MUENCHENER RUECKVERSICHERUNG AG EUR 591 155,196.60 0.07 SAP SE EUR 3,145 328,400.90 0.14 SIEMENS AG-REG EUR 2,298 321,720.00 0.14 SIEMENS ENERGY AG EUR 5,034 154,090.74 0.07 VOLKSWAGEN AG-PREF EUR 829 197,799.40 0.09 TOTAL GERMANY 5,070,878.36 2.23 HONG KONG AIA GROUP HKD 27,400 282,777.19 0.13 HENDERSON LAND DEVLOPMENT HKD 47,000 179,516.93 0.08 HKG EXCHANGES AND CLEARING HKD 2,719 136,109.20 0.06 MTR CORP HKD 46,000 221,761.35 0.10 SUN HUNG KAI PROPERTIES LTD HKD 8,500 109,583.79 0.05 SWIRE PROPERTIES HKD 50,000 131,603.43 0.05 TOTAL HONG KONG 1,061,351.89 0.47 IRELAND ACCENTURE PLC - CL A USD 2,261 531,439.85 0.23 EATON CORPORATION PUBLIC LIMITED COMPANY USD 1,192 140,244.84 0.07 FLUTTER ENTERTAINMENT PLC GBP 847 154,167.22 0.06 JAMES HARDIE INDUSTRIES-CDI AUD 4,542 117,266.07 0.05 KINGSPAN GROUP EUR 1,575 113,872.50 0.05 MEDTRONIC PLC USD 4,235 425,662.00 0.19 RYANAIR HOLDINGS PLC EUR 28,376 469,480.92 0.21 TOTAL IRELAND 1,952,133.40 0.86

53 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets ISRAEL BANK HAPOALIM BM ILS 18,127 120,159.07 0.06 TOTAL ISRAEL 120,159.07 0.06 ITALY DAVIDE CAMPARI-MILANO NV EUR 11,165 106,648.08 0.04 INTESA SANPAOLO EUR 72,793 168,188.23 0.08 UNICREDIT SPA EUR 13,665 123,162.65 0.05 TOTAL ITALY 397,998.96 0.17 JAPAN AEON JPY 5,600 142,252.31 0.06 ASTELLAS PHARMA JPY 10,600 138,916.68 0.07 AZBIL CORP. JPY 3,400 124,747.20 0.06 CANON INC JPY50 JPY 6,000 115,615.04 0.05 CENTRAL JAPAN RAILWAY CO JPY 2,000 254,868.98 0.11 CHUGAI PHARMACEUTICAL CO LTD JPY 3,700 127,891.10 0.06 CONCORDIA FINANCIAL GROUP JPY 31,900 110,287.43 0.05 DAIFUKU JPY 7,000 584,273.66 0.26 DAIICHI SANKYO JPY 8,100 201,142.44 0.09 DAIKIN INDUSTRIES JPY 700 120,304.32 0.05 EAST JAPAN RAILWAY JPY 3,500 211,260.20 0.09 ENEOS HOLDINGS INC JPY 68,100 263,022.94 0.11 FANUC JPY 700 141,136.58 0.06 FAST RETAILING JPY 200 135,719.66 0.06 FUJITSU JPY50 JPY 1,200 147,839.41 0.07 HAMAMATSU PHOTONICS JPY 2,200 110,787.16 0.05 HITACHI JPY50 JPY 3,100 119,445.00 0.05 HONDA MOTOR CO JPY50 JPY 6,400 163,559.66 0.07 HOYA PENTAX JPY 1,200 120,165.72 0.06 ITOCHU CORP JPY50 JPY 6,200 171,242.69 0.08 JAPAN RETAIL FUND INVESTMENT JPY 179 155,885.11 0.07 KDDI CORP JPY 4,700 122,864.56 0.06 KOITO MANUFACTURING JPY 1,800 102,840.79 0.04 KOMATSU JPY50 JPY 6,300 165,855.03 0.07 KOSE CORP JPY 1,000 120,581.52 0.05 KUBOTA CORP JPY 6,500 126,100.47 0.05 KURITA WATER INDS JPY50 JPY 3,700 135,184.51 0.06 KYUSHU RAILWAY COMPANY JPY 5,100 101,080.58 0.04 M3 INC JPY 3,100 180,719.05 0.08 MITSUBISHI HVY IND JPY50 JPY 4,300 114,195.93 0.05 MITSUBISHI TOKYO FINANCIAL GROUP INC JPY 33,300 151,717.19 0.07 MURATA MFG CO JPY 1,500 102,124.69 0.04 NABTESCO JPY 7,400 288,317.65 0.13 NGK INSULATORS JPY50 JPY 8,800 137,145.69 0.06

54 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets NIDEC CORPORATION JPY 7,400 765,523.23 0.34 NINTENDO CO LTD JPY 300 142,780.53 0.06 NIPPON PROLOGIS REIT INC JPY 65 177,927.04 0.08 NIPPON TEL&TEL CP JPY50000 JPY 6,800 148,806.52 0.07 NOMURA REAL ESTATE MASTER FUND JPY 86 110,189.64 0.04 OBAYASHI CORP JPY 18,800 146,930.81 0.06 ODAKYU ELECTRIC RAILWAY CO LTD JPY 4,500 104,815.83 0.04 OLYMPUS OPTICAL JPY 5,800 102,315.65 0.05 ONO PHARMACEUTICAL JPY 5,000 111,264.55 0.05 ORIX CORP JPY 7,600 109,314.92 0.05 PANASONIC CORP. JPY 13,500 147,972.23 0.06 RECRUIT HOLDINGS COLTD JPY 3,200 133,080.11 0.06 ROHM COMPANY LTD JPY 1,400 116,531.33 0.06 SEKISUI HOUSE JPY 6,700 122,474.17 0.05 SG HOLDINGS CO LTD JPY 5,800 113,301.97 0.05 SHIN-ETSU CHEM CO JPY50 JPY 1,100 157,626.07 0.07 SHISEIDO CO JPY 2,000 114,298.34 0.05 SOFTBANK CORP JPY 11,000 121,840.46 0.05 SOFTBANK GROUP CORP JPY 4,500 323,283.21 0.14 SONY GROUP CORPORATION. JPY 3,800 339,268.34 0.15 SUMITOMO MITSUI FINANCIAL GROUP INC JPY 3,600 111,073.60 0.05 SUZUKI MOTOR CORP JPY 3,000 116,077.04 0.05 TAKEDA CHEM INDS JPY50 JPY 4,800 147,285.01 0.07 TOKIO MARINE HOLDINGS JPY 3,400 137,837.15 0.06 TOKYO ELECTRON JPY50 JPY 1,200 432,337.87 0.19 TOSHIBA CORP JPY50 JPY 3,900 112,311.75 0.05 TOYOTA MOTOR JPY 6,800 451,131.95 0.20 USS JPY 9,400 156,629.69 0.06 YOKOGAWA ELECTRIC CORP JPY 8,000 125,540.30 0.05 TOTAL JAPAN 10,908,860.26 4.79 JERSEY APTIV PLC USD 1,058 124,136.99 0.06 TOTAL JERSEY 124,136.99 0.06 LUXEMBOURG AON PLC/IRELAND-A USD 602 117,864.56 0.05 TENARIS SA EUR 16,485 158,453.82 0.07 TOTAL LUXEMBOURG 276,318.38 0.12 NETHERLANDS ADYEN NV EUR 58 110,403.00 0.05 AKZO NOBEL EUR 1,568 149,399.04 0.07 ASML HOLDING NV EUR 1,184 612,128.00 0.27 FERRARI NV EUR 2,851 508,475.85 0.23 ING GROEP NV EUR 14,291 149,083.71 0.06 KONINKLIJKE AHOLD NV EUR 6,978 165,727.50 0.07

55 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets KONINKLIJKE DSM EUR 761 109,812.30 0.05 NN GROUP NV EUR 2,622 109,311.18 0.05 NXP SEMICONDUCTO USD 4,498 770,549.92 0.34 ROYAL PHILIPS EUR 4,860 236,560.50 0.10 STELLANTIS NV EUR 7,477 112,753.16 0.05 STMICROELECTRONICS NV EUR 17,658 574,238.16 0.25 TOTAL NETHERLANDS 3,608,442.32 1.59 NORWAY DNB ASA NOK 10,540 191,201.81 0.09 GJENSID FORSIKR NOK 5,395 107,870.42 0.04 MOWI ASA NOK 5,366 113,494.82 0.05 NORSK HYDRO ASA NOK 23,014 125,613.28 0.05 ORKLA ASA NOK 13,342 111,494.18 0.05 TOTAL NORWAY 649,674.51 0.28 PORTUGAL ELEC DE PORTUGAL EUR 23,938 116,578.06 0.05 TOTAL PORTUGAL 116,578.06 0.05 SINGAPORE CAPITAMALL TRUST SGD 148,344 203,854.40 0.09 KEPPEL CORP. LTD SGD 33,300 112,187.96 0.05 MAPLETREE COMMERCIAL TRUST SGD 168,600 226,351.72 0.10 TOTAL SINGAPORE 542,394.08 0.24 SPAIN AENA SA EUR 3,240 448,092.00 0.20 AMADEUS IT GROUP SA EUR 9,271 559,782.98 0.24 BANCO DE BILBAO VIZCAYA S.A. EUR 22,562 99,859.41 0.04 BANCO SANTANDER S.A. EUR 36,568 105,937.50 0.05 IBERDROLA S.A. EUR 10,413 114,386.81 0.05 INDITEX EUR 4,513 126,815.30 0.05 INTL CONSOLIDATED AIRLINE-DI GBP 189,269 440,594.51 0.20 RED ELECTRICA DE ESPANA EUR 7,675 115,892.50 0.05 SIEMENS GAMESA RENEWABLE ENE EUR 4,853 160,149.00 0.07 TELEFONICA EUR 27,897 106,482.85 0.05 TOTAL SPAIN 2,277,992.86 1.00 SWEDEN ATLAS COPCO AB-B SHS SEK 3,611 160,206.90 0.07 ERICSSON(LM) B SEK 10,948 123,487.95 0.05 HENNES AND MAURITZ B SEK 5,273 101,272.69 0.04 INVESTOR AB-B SHS SEK 1,741 118,352.48 0.05 SANDVIK AB SEK 12,624 294,027.03 0.13 SVENSKA CELLULOSA -B- FREE SEK 11,129 167,897.79 0.08 VOLVO AB-B- SEK 4,770 102,857.02 0.05 TOTAL SWEDEN 1,068,101.86 0.47

56 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets SWITZERLAND ABB LTD CHF 5,428 140,147.07 0.07 ALCON INC CHF 2,727 163,154.06 0.07 CHUBB LIMITED USD 1,327 178,359.73 0.07 CIE FIN RICHEMONT N CHF 7,172 588,335.47 0.26 CREDIT SUISSE GROUP CHF 16,149 144,562.13 0.07 GEBERIT NOM. CHF 211 114,756.23 0.05 LONZA GROUP NOM. CHF 225 107,480.90 0.04 NESTLE NOM. CHF 8,149 776,039.11 0.34 NOVARTIS AG-REG CHF 7,237 528,438.72 0.24 ROCHE HOLDING AG-GENUSSSCHEIN CHF 2,028 560,007.77 0.24 SIKA AG-REG CHF 660 161,099.31 0.08 SWATCH GROUP NOM. CHF 2,191 104,286.17 0.04 SWISS RE AG CHF 1,322 111,099.87 0.04 TE CONNECTIVITY LTD USD 1,115 122,485.88 0.06 UBS GROUP AG CHF 11,194 148,103.05 0.07 ZURICH FINANCIAL SERVICES CHF 415 151,345.66 0.06 TOTAL SWITZERLAND 4,099,701.13 1.80 UNITED KINGDOM 3I GROUP PLC GBP 10,538 142,696.28 0.06 ANTOFAGASTA PLC GBP 5,577 110,643.07 0.05 ASTRAZENECA PLC GBP 3,284 279,381.91 0.12 AVIVA PLC GBP 33,428 160,184.42 0.07 BT GROUP PLC GBP 92,501 168,094.79 0.08 COMPASS GROUP PLC GBP 8,761 150,310.52 0.06 DIAGEO GBP 8,484 297,739.25 0.13 EASYJET GBP 38,862 446,261.76 0.20 EXPERIAN GBP 4,647 136,215.99 0.06 GLAXOSMITHKLINE PLC GBP 13,102 198,102.67 0.09 HSBC HOLDINGS PLC GBP 56,626 281,318.58 0.12 INTERCONTINENTAL HOTELS GROUP PLC GBP 7,763 453,377.06 0.20 JOHNSON MATTHEY PLC GBP 3,699 130,833.91 0.06 LAND SECURITIES REIT RG GBP 17,234 139,615.93 0.06 LEGAL&GENERAL GROUP PLC GBP 43,546 142,674.05 0.06 LINDE PLC EUR 1,123 268,284.70 0.12 LLOYDS BANKING GROUP PLC GBP 327,028 163,293.26 0.08 LONDON STOCK EXCHANGE GBP 1,222 99,556.03 0.05 NEW MELROSE INDUSTRIES GBP 50,540 99,021.26 0.04 PRUDENTIAL PLC GBP 10,924 197,551.47 0.08 RECKITT BENCKISER GROUP PLC GBP 2,374 181,091.18 0.08 RELX PLC GBP 7,021 149,923.10 0.07 RIO TINTO PLC GBP 6,102 397,559.43 0.18 ROYALTY PHARMA PLC- CL A USD 12,707 471,606.69 0.20 SEGRO REIT GBP 41,007 451,348.98 0.19 SMITH & NEPHEW PLC GBP 8,192 132,518.35 0.06

57 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets TESCO PLC GBP 46,038 123,681.35 0.05 UNILEVER PLC EUR 6,865 326,636.70 0.15 UNITED UTILITIES GROUP GBP 19,017 206,678.86 0.09 VODAFONE GROUP PLC GBP 145,879 225,844.02 0.10 TOTAL UNITED KINGDOM 6,732,045.57 2.96 UNITED STATES OF AMERICA 3M CO USD 1,176 192,794.76 0.08 ABBOTT LABORATORIES INC USD 4,758 485,151.64 0.21 ABBVIE USD 4,531 417,208.22 0.19 ACTIVISION BLIZZARD USD 2,796 221,243.94 0.10 ADOBE INC USD 1,297 524,593.63 0.23 ADVANCED MICRO DEVICES INC USD 2,577 172,121.59 0.07 AFC FIDELITY NALT INFORMATION SCES USD 2,159 258,297.45 0.11 AFFIRM HOLDINGS INC USD 2,327 140,019.94 0.06 AFLAC INC USD 2,529 110,128.67 0.05 AGILENT TECHNOLOGIES INC USD 1,141 123,429.54 0.05 ALEXANDRIA RE EQS USD 987 137,976.77 0.07 ALEXION PHARMACEUTICALS INC USD 856 111,368.13 0.05 ALIGN TECHNOLOGY INC USD 322 148,364.38 0.07 ALLEGHANY CORP USD 202 107,641.10 0.05 ALLSTATE CORP USD 1,478 144,492.64 0.06 ALPHABET- A USD 808 1,417,949.60 0.62 ALPHABET-C- USD 824 1,450,311.51 0.63 AMAZON.COM INC USD 1,325 3,488,178.34 1.53 AMERICAN EXPRESS CO COM USD 2,009 241,770.58 0.11 AMERICAN INTERNATIONAL GROUP USD 5,092 200,205.33 0.08 AMERICAN TOWER CORP USD 837 170,248.63 0.08 AMERICAN WATER WORKS CO INC USD 2,344 298,998.11 0.13 AMERICAN WELL CORP-CLASS A USD 5,207 76,955.32 0.03 AMGEN USD 1,476 312,467.93 0.14 ANALOG DEVICES INC USD 1,507 198,847.58 0.09 ANTHEM USD 578 176,527.78 0.08 APPLE INC / EX - APPLE SHS USD 45,724 4,752,136.99 2.09 APPLIED MATERIALS INC USD 2,285 259,743.04 0.12 AT AND T INC USD 18,918 487,235.48 0.21 ATMOS ENERGY CORP. USD 1,401 117,832.77 0.05 AUTODESK USD 624 147,146.77 0.07 AUTOMATIC DATA PROCESSING INC USD 1,311 210,230.72 0.09 AVALONBAY COMMUNITIES USD 956 150,082.16 0.07 BAKER HUGHES A GE CO USD 7,654 140,732.53 0.06 BALL CORP USD 1,773 127,834.61 0.06 BANK OF AMERICA CORP USD 20,353 670,005.59 0.29 BANK OF NEW YORK MELLON USD 4,774 192,089.22 0.08 BAXTER INTL INC USD 1,725 123,786.69 0.06

58 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets BECTON DICKINSON USD 693 143,370.16 0.06 BIOGEN IDEC INC USD 575 136,863.99 0.06 BLACKROCK CL.A USD 533 341,921.79 0.15 BOEING CO COM USD 1,512 327,692.20 0.15 BOOKING HOLDINGS INC USD 354 701,747.09 0.31 BOSTON PROPERTIES INC USD 1,565 134,835.28 0.06 BOSTON SCIENTIFIC CORP USD 3,624 119,176.04 0.05 BRISTOL-MYERS SQUIBB CO USD 18,384 987,477.17 0.43 BROADCOM INC USD 1,112 438,687.93 0.19 BROADRIDGE FINANCIAL SOLUTIONS USD 1,156 150,585.89 0.06 BROWN-FORMAN CORP USD 2,538 148,937.17 0.07 BUMBLE INC-A USD 3,091 164,057.33 0.07 CAPITAL ONE FINANCIAL CORP USD 1,191 128,929.58 0.06 CATERPILLAR INC USD 1,406 277,383.83 0.12 CENTENE CORP USD 2,081 113,159.80 0.05 CHENIERE ENERGY INC USD 2,111 129,339.84 0.06 CHIPOTLE MEXICAN GRILL INC CLASS A USD 131 158,365.88 0.07 CHURCH DWIGHT INC USD 2,652 197,100.48 0.09 CIGNA CORP USD 1,027 211,237.11 0.09 CISCO SYSTEMS USD 16,142 710,204.05 0.31 CITIGROUP USD 5,694 352,453.42 0.16 CITRIX SYSTEMS INC USD 1,098 131,128.46 0.06 CLOROX CO USD 780 128,006.81 0.06 CME Group-A Shs -A- USD 831 144,401.54 0.06 COGNIZANT TECHN.SOLUTIONS CORP CL.A USD 1,773 117,848.00 0.05 COLGATE PALMOLIVE USD 7,528 504,919.80 0.22 COMCAST CORP CLASS A USD 12,139 558,871.17 0.25 CONSOLIDATED EDISON INC USD 2,455 156,244.36 0.07 COOPER COMPANIES PROV.ECHANGE USD 333 108,824.96 0.05 CORNING INC USD 4,562 168,886.77 0.08 CORTEVA INC-W/I USD 2,860 113,446.10 0.05 COSTAR GROUP INC USD 962 672,728.82 0.29 COSTCO WHOLESALE CORP USD 1,705 511,340.42 0.23 COUPA SOFTWARE INC USD 1,381 299,018.87 0.13 CROWDSTRIKE HOLDINGS INC - A USD 1,725 267,871.82 0.11 CROWN CASTLE INTL CORP USD 1,280 187,463.97 0.08 CSX CORPORATION USD 1,993 163,502.99 0.07 CUMMINS INC USD 586 129,191.24 0.05 CVS USD 4,451 284,904.90 0.12 DANAHER CORP USD 1,967 376,697.32 0.16 Danimer Scientific Inc USD 3,801 122,086.06 0.05 DARLING INGREDIENTS INC USD 4,302 269,327.97 0.12 DATADOG INC - CLASS A USD 4,310 305,620.18 0.13 DEERE & CO USD 640 203,734.88 0.09

59 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets DELL TECHNOLOGIES -C W/I USD 1,958 146,854.16 0.07 DEXCOM USD 419 128,124.23 0.06 DIGITAL REALTY TRUST USD 1,381 165,489.70 0.07 DISCOVER FINANCIAL SERVICES USD 1,311 105,957.53 0.04 DISCOVERY-C RG REGISTERED SHS SERIES -C- USD 2,335 73,290.35 0.03 DOLLAR GENERAL USD 946 163,089.02 0.07 DOW INC-W/I USD 2,632 143,189.04 0.06 DR HORTON INC USD 2,882 218,534.71 0.10 DUPONT DE NEMOURS INC-WI USD 1,745 114,739.73 0.05 EBAY INC USD 4,158 216,656.10 0.10 ECOLAB USD 1,089 198,351.25 0.09 EDISON INTL USD 4,606 229,653.37 0.10 EDWARDS LIFESCIENCES CORP USD 2,276 161,971.11 0.07 ELECTRONIC ARTS COM NPV USD 1,350 155,491.79 0.07 ELI LILLY & CO USD 1,997 317,433.46 0.14 EMERSON ELECTRIC USD 2,570 197,281.89 0.08 ENPHASE ENERGY USD 1,292 178,261.48 0.08 EPAM SYSTEMS INC USD 403 136,021.50 0.06 EQUINIX INC USD 1,197 692,137.52 0.31 ESSENTIAL UTIL RG USD 3,187 121,346.25 0.06 ESTEE LAUDER COMPANIES INC -A- USD 888 219,752.23 0.10 EVERSOURCE EN USD 2,046 150,738.65 0.07 EXACT SCIENCES USD 5,873 658,507.56 0.29 EXELON CORP USD 5,311 197,654.34 0.09 EXPEDIA GROUP INC USD 765 112,032.50 0.05 FASTENAL CO USD 3,425 146,523.44 0.07 FDX CORPORATION EX FEDERAL EXPRESS USD 662 159,988.50 0.07 FIFTH THIRD BANCORP USD 4,643 147,945.50 0.06 FIRST REPUBLIC BANK USD 1,207 171,247.55 0.07 FISERV INC USD 1,858 188,187.12 0.08 FISKER INC USD 7,763 113,740.20 0.05 FMC CORP. USD 1,246 117,263.73 0.06 FORD MOTOR COMPANY USD 10,436 108,773.08 0.05 FORTIVE USD 1,865 112,093.59 0.05 FOX CORP - CLASS A - W/I USD 3,199 98,286.30 0.04 FREEPORT-MCMORAN COPPER & GOLD- B USD 4,079 114,286.97 0.05 GENERAL ELECTRIC CO USD USD 25,744 287,602.08 0.13 GENERAL MOTORS CO USD 2,745 134,202.08 0.06 GEN MILLS INC COM USD 5,308 276,939.13 0.13 GILEAD SCIENCES INC USD 3,458 190,156.16 0.08 GLOBAL PAYMENTS USD 1,086 186,263.83 0.09 GOLDMAN SACHS GROUP USD 1,142 317,735.05 0.14 GREEN PLAINS RENEWABLE USD 3,101 71,423.53 0.03 HALLIBURTON CO USD 5,392 98,453.43 0.04

60 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets HCA HEALTHCARE INC USD 730 116,981.37 0.05 Healthpeak Properties Inc USD 4,247 114,693.93 0.05 HEICO CORP USD 1,269 135,829.32 0.06 HENRY (JASK) & ASSOCIATES USD 850 109,726.88 0.05 HERSHEY FOODS CORP USD 1,102 148,296.03 0.06 HOME DEPOT INC COM USD0.05 USD 2,785 723,322.77 0.32 HONEYWELL INTERNATIONAL INC USD 1,847 341,128.47 0.15 HP ENTERPRISE USD 9,163 122,713.88 0.06 HP INC USD 4,258 115,027.23 0.05 HUBSPOT INC USD 991 382,984.86 0.17 HUMANA INC USD 565 201,545.35 0.09 IBM USD 3,901 442,310.27 0.20 IDEXX LABORATORIES INC USD 339 141,135.11 0.06 ILLINOIS TOOL WORKS USD 725 136,647.66 0.06 ILLUMINA USD 472 154,238.34 0.07 INGERSOLL RAND INC USD 2,540 106,350.21 0.05 INTEL CORP USD 19,362 1,054,341.87 0.46 INTERCONTINENTALEXCHANGE GROUP USD 2,020 191,945.55 0.08 INTERNATIONAL PAPER CO USD 2,306 106,088.16 0.05 INTL FLAVORS & FRAGRANCES USD 979 116,292.17 0.05 INTUIT INC USD 758 247,051.37 0.11 INTUITIVE SURGICAL USD 342 215,023.81 0.09 IQVIA HOLDINGS - REGISTERED SHARE USD 814 133,766.66 0.06 JM SMUCKER CO NEW USD 1,361 146,522.02 0.07 JOHNSON & JOHNSON USD 7,466 1,044,020.34 0.46 JOHNSON CONTROLS INTERNATIONAL PLC USD 13,779 699,560.05 0.31 JPMORGAN CHASE & CO USD 8,504 1,101,475.30 0.48 JUNIPER NETWORKS INC USD 5,360 115,518.42 0.05 KEURIG DR PEPPER INC USD 4,459 130,397.20 0.06 KINDER MORGAN USD 16,542 234,343.83 0.11 L3HARRIS TECHNOLOGIES INC USD 1,602 276,264.24 0.12 LAM RESEARCH CORP USD 314 159,027.79 0.07 LEMONADE INC USD 1,837 145,562.67 0.06 LOWE S COS INC COM USD 1,886 305,181.21 0.13 LULULEMON ATHLETICA INC. USD 540 140,920.11 0.06 MAC DONALD'S CORPORATION USD 2,218 422,992.02 0.19 MARATHON USD 3,451 157,061.17 0.07 MARKEL USD 114 110,539.16 0.05 MARSH & MCLENNAN COS INC USD 1,509 156,382.37 0.07 MARVELL TECHNOLOGY GROUP LTD USD 18,574 774,061.53 0.34 MASTERCARD INC USD 3,331 1,009,106.23 0.44 MATCH GROUP INC USD 1,114 130,214.69 0.06 MAXIM INTEGRATED PRODUCTS INC USD 1,510 117,390.20 0.05 MCCORMICK CO INC USD 2,267 171,977.98 0.07

61 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets MCKESSON CORP USD 902 149,686.11 0.06 MERCADOLIBRE USD 94 117,741.14 0.05 MERCK AND USD 17,713 1,161,826.91 0.51 METLIFE INC USD 2,254 116,583.56 0.06 MICROCHIP TECHNOLOGY USD 939 124,012.24 0.05 MICRON TECHNOLOGY INC USD 9,217 691,765.14 0.30 MICROSOFT CORP USD 20,097 4,031,540.62 1.78 MODERNA INC USD 1,565 174,369.74 0.07 MOODY'S CORP USD 473 120,175.73 0.05 MORGAN STANLEY USD 3,854 254,659.78 0.11 MSCI INC USD 393 140,199.98 0.06 NETFLIX INC USD 1,159 514,425.20 0.23 NEWMONT CORP USD 3,745 192,045.56 0.09 NEXTERA ENERGY GROUP USD 4,536 291,812.27 0.13 NIKE INC CLASS B COM NPV USD 3,177 359,220.22 0.16 NORFOLK SOUTHERN CORP USD 654 149,418.94 0.07 NORTHERN TRUST USD 1,264 113,042.66 0.05 NVIDIA CORP USD 2,558 1,162,080.27 0.51 OKTA INC USD 2,114 396,485.17 0.18 OLD DOMINION FREIGHT LINES INC USD 587 120,072.04 0.05 OMNICOM GROUP USD 1,662 104,856.04 0.05 ONEOK USD 2,592 111,725.28 0.05 ORACLE CORP COM USD 5,787 345,506.50 0.15 OWENS CORNING INC USD 2,441 191,263.24 0.08 PACCAR INC USD 1,792 141,676.71 0.07 PALO ALTO NETWORKS INC USD 3,004 823,167.06 0.36 PALOMAR HOLDINGS INC USD 7,169 408,925.18 0.18 PARKER-HANNIFIN CORP USD 728 195,382.49 0.08 PAYCHEX USD 2,265 188,900.96 0.09 PAYPAL HOLDINGS INC USD 5,436 1,123,184.07 0.50 PFIZER INC USD 16,545 510,019.02 0.23 PHILLIPS 66 USD 2,808 194,813.51 0.08 PINTEREST INC- CLASS A USD 2,442 153,817.12 0.06 PLUG POWER INC USD 7,183 219,040.86 0.09 PNC FINANCIAL SERVICES GROUP USD 1,273 189,991.43 0.08 PPG INDUSTRIES INC USD 1,560 199,443.21 0.09 PRICE T ROWE GROUP USD 750 109,503.96 0.05 PROGRESSIVE CORP USD 2,034 165,464.77 0.07 PROLOGIS USD 1,931 174,156.39 0.08 PRUDENTIAL FINANCIAL INC USD 1,740 134,871.10 0.06 QUALCOMM INC USD 3,367 379,843.90 0.17 RAYTHEON TECHNO USD 5,903 388,092.24 0.17 REGENERON PHARMA USD 488 196,453.94 0.09 RINGCENTRAL INC -A- USD 2,263 573,557.76 0.25

62 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets ROCKWELL AUTOMATION INC USD 498 112,472.66 0.05 ROKU INC USD 534 148,014.28 0.06 ROPER INDUSTRIES USD 592 203,162.84 0.09 ROSS STORES USD 1,082 110,391.07 0.05 RPM INTERNATIONAL INC USD 1,500 117,225.39 0.05 SALESFORCE.COM INC USD 2,906 523,861.33 0.23 SCHWAB CHARLES CORP USD 4,249 235,641.81 0.10 SEMPRA ENERGY USD 1,394 157,250.51 0.07 SERVICENOW INC USD 714 303,819.06 0.13 SHERWIN-WILLIAMS CO USD 528 331,548.78 0.14 SIMON PROPERTY GROUP INC PRD USD 1,150 111,320.94 0.05 SNAP INC - A USD 3,381 150,423.29 0.06 SOLAREDGE TECHNOLOGIES INC USD 2,299 562,260.33 0.25 SP GLOBAL USD 743 223,077.01 0.10 SPLUNK INC USD 4,544 523,799.13 0.23 SQUARE INC A USD 925 178,695.86 0.07 STANLEY BLACK & DECKER USD 1,122 190,614.94 0.08 STARBUCKS CORP USD 3,790 352,363.91 0.16 STATE STREET CO USD 1,595 114,010.00 0.05 STEEL DYNAMICS INC USD 2,873 124,081.92 0.05 STRYKER CORP USD 3,576 741,123.19 0.33 SUNNOVA ENERGY INTERNATIONAL USD 7,476 259,653.13 0.11 SVB FINANCIAL GROUP USD 798 335,183.09 0.15 SYNCHRONY FINANCIAL USD 13,834 478,593.07 0.21 SYSCO CORPORATION USD 1,572 105,317.18 0.05 TARGET CORP USD 1,283 216,220.38 0.09 TELEDYNE TECHNOLOGIES USD 1,376 484,286.91 0.22 TENABLE HOLDINGS INC USD 10,624 327,090.48 0.14 TESLA INC USD 2,152 1,222,994.44 0.54 TEXAS INSTRUMENTS COM USD 2,874 462,143.50 0.20 THE BLACKSTONE RG REGISTERED SHS USD 2,793 177,114.18 0.08 THE COCA COLA COMPANY USD 19,960 895,168.55 0.40 THE KRAFT HEINZ COMPANY USD 4,797 163,260.44 0.07 THERMO FISHER SCIEN SHS USD 1,028 399,182.03 0.17 THE TRADE DESK INC USD 203 112,555.93 0.05 THE WALT DISNEY USD 4,876 765,523.29 0.34 TJX COMPANIES INC USD 3,579 201,438.65 0.09 TRANSUNION USD 9,210 705,266.74 0.31 TRAVELERS COMPANIES INC USD 1,479 189,263.68 0.08 TRUIST FINANCIAL CORPORATION USD 3,370 167,224.03 0.07 TWILIO INC USD 1,775 514,633.71 0.23 TWITTER INC USD 2,815 152,402.32 0.07 UBER TECHNOLOGIES INC USD 2,887 133,898.04 0.05 UGI CORP USD 4,234 147,737.89 0.07

63 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets ULTA SALON COSMETICS & FRAGRANCE INC USD 371 97,593.87 0.05 UNION PACIFIC CORP USD 1,943 364,380.69 0.16 UNITEDHEALTH GROUP INC USD 2,271 718,940.67 0.31 UNITED PARCEL SERVICE CL B USD 2,051 296,647.23 0.13 UPSTART HOLDINGS INC USD 1,142 125,208.98 0.05 US BANCORP USD 4,560 214,595.08 0.10 VALERO ENERGY CORP USD 2,537 154,555.60 0.06 VEEVA SYSTEMS INC-CLASS A USD 2,007 446,106.25 0.19 VERISIGN INC USD 680 114,997.70 0.05 VERISK ANLYTCS A USD 864 129,890.38 0.06 VERIZON COMMUNICATIONS EX BELL ATLANTIC USD 12,308 608,959.58 0.27 VERTEX PHARMACEUTICALS INC USD 2,318 423,819.47 0.18 VIACOMCBS INC - CLASS B USD 1,782 68,381.01 0.03 VISA INC CLASS A USD 5,350 963,801.16 0.43 VMWARE INC CLASS A USD 1,266 162,060.50 0.07 VORNADO REALTY TRUST USD 4,714 182,054.34 0.08 WALGREENS BOOTS ALLIANCE USD 3,125 145,973.37 0.07 WAL-MART IN COM USD0.10 USD 4,751 549,075.41 0.25 WELLS FARGO & CO USD 12,146 403,764.33 0.18 WEYERHAEUSER CO USD 3,773 114,284.69 0.05 WILLIAMS COMPANIES INC USD 5,324 107,313.50 0.05 WORKDAY INC-A USD 814 172,059.92 0.08 XILINX INC USD 1,146 120,811.20 0.05 XYLEM USD 3,001 268,565.63 0.12 YUM BRANDS USD 1,233 113,490.97 0.05 ZENDESK INC USD 5,762 650,179.90 0.29 ZIMMER HOLDINGS INC USD 821 111,823.09 0.05 ZOETIS INC USD 1,051 140,824.88 0.07 ZOOMINFO TECHNOLOGIES INC-A USD 4,019 167,216.12 0.07 ZOOM VIDEO COMMUNICATIONS-A USD 604 165,114.58 0.07 TOTAL UNITED STATES OF AMERICA 92,093,993.69 40.51 TOTAL Listed equities and similar securities 150,583,049.59 66.23 TOTAL Equities and similar securities 150,583,049.59 66.23 Collective investment undertakings General-purpose UCITS and alternative investment funds intended for non-professionals and equivalents in other countries FRANCE AMUNDI RESPONSIBLE INVESTING - EUROPEAN HIGH YIELD EUR 4,706.536 5,155,908.06 2.27 IMPACT GREEN BONDS I2 (C) EUR 791.205 8,623,485.55 3.79 MONETAIRE BIO EUR 164.207 1,908,998.33 0.84 TOTAL FRANCE 15,688,391.94 6.90 IRELAND iShares China CNY Bond UCITS ETF USD Acc USD 1,479,107 6,785,669.22 2.98 TOTAL IRELAND 6,785,669.22 2.98

64 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

3.12. Portfolio listing of financial instruments in EUR % Net Name of security Currency Quantity Market value Assets TOTAL General-purpose UCITS and alternative investment funds intended for non-professionals and equivalents in 22,474,061.16 9.88 other countries TOTAL Collective investment undertakings 22,474,061.16 9.88 Hedges Firm term commitments Firm term commitments on a regulated or similar market CME EMIN RS1000 0621 USD 34 -14,030.46 -0.01 DJES BANKS 0621 EUR 499 23,472.50 0.01 E7 USDEUR 0621 USD 168 -201,012.51 -0.09 E-STOXX UTIL 0621 EUR 66 30,430.00 0.01 EURO STOXX 50 0621 EUR -89 -50,030.00 -0.03 FTSE 100 FUT 0621 GBP 1 -516.52 MME MSCI EMER 0621 USD 134 -56,436.65 -0.02 MTAA SPMI FTS 0621 EUR 17 38,365.00 0.02 M-TOPIX (TOK) 0621 JPY 6 2,020.47 NQ USA NASDAQ 0621 USD -19 -112,951.59 -0.05 OSFT TOPIX IN 0621 JPY 21 133,175.59 0.06 RTY INDEX 50 0621 USD 47 -120,022.55 -0.05 SP 500 MINI 0621 USD 49 167,495.53 0.07 TY CBOT YST 1 0621 USD 89 -72,175.73 -0.03 US TBOND 30 0621 USD -100 146,505.15 0.07 XEUR FESI EUR 0621 EUR 134 23,115.00 0.01 XEUR FGBX BUX 0621 EUR -6 14,940.00 0.01 YM DOW JONES 0621 USD 31 96,358.38 0.04 TOTAL Firm term commitments on a regulated or similar 48,701.61 0.02 market TOTAL Firm term commitments 48,701.61 0.02 Commitments with conditional terms Commitments with conditional terms on regulated market DJ EURO STOXX 50 04/2021 PUT 3250 EUR -105 -1,995.00 DJ EURO STOXX 50 04/2021 PUT 3450 EUR 105 3,360.00 TOTAL Commitments with conditional terms on regulated 1,365.00 market TOTAL Commitments with conditional terms 1,365.00 TOTAL Hedges 50,066.61 0.02 Margin call APPEL MARGE CACEIS USD 195,538.68 166,373.42 0.07 APPEL MARGE CACEIS JPY -17,558,000 -135,196.06 -0.06 APPEL MARGE CACEIS EUR -78,388.26 -78,388.26 -0.03 APPEL MARGE CACEIS GBP 439.97 516.49 TOTAL Margin call -46,694.41 -0.02 Receivables 3,493,608.47 1.54 Payables -19,812,078.74 -8.71 Financial accounts 22,857,615.33 10.05 Net assets 227,369,785.04 100.00

65 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

Units AMUNDI CAP FUTUR RETRAITE-D EUR 1.000 136.41 Units AMUNDI CAP FUTUR I-C EUR 7,110.483 13,730.66 Units AMUNDI CAP FUTUR RETRAITE-C EUR 1.000 138.21 Units AMUNDI CAP FUTUR PERI-C EUR 1,049,901.518 119.70 Units AMUNDI CAP FUTUR P-C EUR 21,036.812 136.19 Units AMUNDI CAP FUTUR R1 EUR 100.000 10,929.09 Units AMUNDI CAP FUTUR I-USD C USD 10.000 11,786.89

66 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

Additional information concerning the fiscal regime of the coupon

Breakdown of the coupon: Unit AMUNDI CAP FUTUR RETRAITE-D

TOTAL NET UNIT NET CURRENCY CURRENCY INCOME INCOME Revenue qualifying for the withholding tax option Shares entitling a deduction 0.43 EUR 0.43 EUR Other revenue not entitling a deduction or withholding tax Non-distribuable and non-taxable income Amount distributed on capital gains and losses TOTAL 0.43 EUR 0.43 EUR

67 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

Note(s)

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Informations about the Fund (next)

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72 Annual Report in 31/03/2021 UCIT AMUNDI CAP FUTUR

73 Annual Report in 31/03/2021 Amundi Asset Management, French “société par actions simplifiée”-SAS. 1 086 262 605 € capital amount. Licensed by the French Market Regulator (AMF) as a portfolio management company reg N° GP 04 000 036. 437 574 452 RCS Paris. Registered Office social : 90, boulevard Pasteur 75 015 Paris France - amundi.com - www.amundi.com