# as at 31 March 2022
#### The Company
The Company is an open-ended investment company organised as a société anonyme’ under the laws of the Grand Duchy of Luxembourg and qualifies as a Société d’Investissement à Capital Variable (‘SICAV’). The exclusive objective of the Company is to place the sub-funds available to it in transferable securities of any kind and other permitted assets, including financial derivative instruments, with the purpose of spreading investment risks and affording its Shareholders the results of the management of its portfolios.
The investment strategy of each sub-fund is based on an alternative investment strategy which has been designed and is currently managed by each of the Investment Managers.

#### Classes of Shares
Shares are generally issued as Accumulation Shares. Distribution Shares will only be issued within any sub-fund at the Directors’ discretion. Investors may enquire at the Management Company or their Distributor whether any Distribution Shares are available within each Share Class and sub-fund.
The Directors may decide to create within each sub-fund different Share Classes whose assets will be commonly invested pursuant to the specific investment policy of the relevant sub-fund, but where a specific fee structure, currency of denomination or other specific feature may apply to each Share Class. A separate Net Asset Value per Share, which may differ as a consequence of these variable factors, will be calculated for each Share Class. The classes of share available for each sub-fund are set out in detail in the current prospectus.
E Share Class is not available through Schroders’ global network of distributors. For any questions in this regard, please contact the Management Company.

#### Initial Charge
The Management Company and Distributors are entitled to an initial charge, which can be partly or fully waived at the Directors’ discretion.
Share Classes	Initial Charge
A
1
, A2 and K Shares	Up to 3.09278% of the Net Asset Value per Share
A1 Shares	Up to 2.04081% of the Net Asset Value per Share
C, C1, E and F Shares	Up to 1.01010% of the Net Asset Value per Share
I, IF, IZ, N, R, S and X Shares	No initial charge

#### Distribution Charge
As at the date of this report, there is a distribution charge of 0.50% on all Schroder GAIA A1 Share Classes. There are no other distribution charges attributable to any other classes of Shares available for investment within the Company.

#### Swing Pricing
A sub-fund may suffer dilution of the Net Asset Value per Share due to investors buying or selling Shares in a sub-fund at a price that does not reflect the dealing and other costs that arise when security trades are undertaken by the Investment Manager to accommodate cash inflows or outflows. In order to counter this impact, a Swing Pricing mechanism may be adopted to protect the interests of the Shareholders of the sub-fund. If on any Valuation Day, the aggregate net transactions in Shares of a sub-fund exceed a pre-determined threshold, as determined and reviewed for each sub-fund on a periodic basis by the Management Company, the Net Asset Value per Share may be adjusted upwards or downwards to reflect net inflows and outflows respectively.
The net flow will be determined by the Management Company based on the latest available information at the time of calculation of the Net Asset Value per Share. The extent of the price adjustment will be set by the Management Company to reflect dealing and other costs. Such adjustment may vary from sub-fund to sub-fund and will not exceed 2% of the original Net Asset Value per Share.
The mechanism has been implemented for Schroder GAIA sub-funds since their inception.
On 31 March 2022, the last Calculation Day of the period under review, swing pricing adjustments were applied to Schroder GAIA Wellington Pagosa. The official Net Asset Values per share of this sub-fund following the application of the swing pricing adjustment on that date are shown in the following table. All other financial information stated in this report is shown before any adjustments for swing pricing.
| Schroder GAIA |
| --- |
|  | Currency | Wellington Pagosa |
| Net Asset Value per Share* |  |  |
| (including swing pricing adjustment) |  |  |
| as at 31 March 2022 |  |  |
| Class A Acc | USD | 114.78 |
| Class A Acc CHF Hedged | CHF | 105.48 |
| Class A Acc EUR Hedged | EUR | 106.58 |
| Class A Acc SGD Hedged | SGD | 157.97 |
| Class C Acc | USD | 117.67 |
| Class C Acc BRL Hedged | USD | 144.52 |
| Class C Acc CHF Hedged | CHF | 108.17 |
| Class C Acc EUR Hedged | EUR | 109.28 |
| Class C Acc GBP Hedged | GBP | 90.27 |
| Class C1 Acc CHF Hedged | CHF | 5,405.38 |
| Class C1 Acc EUR Hedged | EUR | 5,466.17 |
| Class E Acc | USD | 120.45 |
| Class E Acc CHF Hedged | CHF | 110.50 |
| Class E Acc EUR Hedged | EUR | 111.65 |
| Class E Acc GBP Hedged | GBP | 92.40 |
| 1  Initial charge for Schroder GAIA Cat Bond Share Class A is up to 1.01010% of the Net Asset Value per Share. |  |  |
| * The Net Asset Value per Share of each share class is stated in the currency of the share class. |  |  |


#### Minimum Subscription Amount, Minimum Additional Subscription Amount and Minimum Holding Amount
| Minimum Minimum Initial	Additional	Minimum Sub-Funds	Share Classes	Subscription	Subscription	Holding |
| --- |
| Schroder GAIA BlueTrend | A, C, E and N Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |
| Schroder GAIA Cat Bond | A, C and F Shares | USD | 100,000 | USD | 50,000 | USD | 100,000 |
|  | I Shares | USD | 5,000,000 | USD | 2,500,000 | USD | 5,000,000 |
|  | IF Shares | USD | 1,000,000 | USD | 500,000 | USD | 1,000,000 |
| Schroder GAIA Contour Tech Equity | A, A1, C and E Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |
| Schroder GAIA Egerton Equity |  |  |  |  |  |  |  |
|  | A, A1, C and E Shares | EUR | 10,000 | EUR | 5,000 | EUR | 10,000 |
|  | X Shares | EUR | 100,000,000 | EUR | 2,500,000 | EUR | 100,000,000 |
| Schroder GAIA Helix |  |  |  |  |  |  |  |
|  | A, C, C1, E and S Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |
|  | I Shares | USD | 5,000,000 | USD | 2,500,000 | USD | 5,000,000 |
|  | IZ Shares | USD | 100,000,000 | USD | 20,000,000 | USD | 100,000,000 |
|  | X Shares | USD | 100,000,000 | USD | 2,500,000 | USD | 100,000,000 |
| Schroder GAIA Oaktree Credit |  |  |  |  |  |  |  |
|  | A2, C and E Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |
|  | I Shares | USD | 5,000,000 | USD | 2,500,000 | USD | 5,000,000 |
| Schroder GAIA Sirios US Equity |  |  |  |  |  |  |  |
|  | A, C and E Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |
|  | X Shares | USD | 100,000,000 | USD | 2,500,000 | USD | 100,000,000 |
| Schroder GAIA Two Sigma Diversified |  |  |  |  |  |  |  |
|  | C and K Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |
| Schroder GAIA UK Dynamic Absolute Return Fund |  |  |  |  |  |  |  |
|  | C and K Shares | GBP | 10,000 | GBP | 5,000 | GBP | 10,000 |
|  | I Shares | GBP | 5,000,000 | GBP | 2,500,000 | GBP | 5,000,000 |
|  | R Shares |  | Nil |  | Nil |  | Nil |
| Schroder GAIA Wellington Pagosa |  |  |  |  |  |  |  |
|  | A, C, C1 and E Shares | USD | 10,000 | USD | 5,000 | USD | 10,000 |

Summary of Significant Accounting Policies
The financial statements are prepared and presented in accordance with generally accepted accounting principles in Luxembourg for investment funds
on a going concern basis.

#### Net Asset Value

##### Calculation of Net Asset Value per Share
The Net Asset Value per Share of each Share Class is calculated on the Calculation Day in the currency of the relevant Share Class. It will be calculated by dividing the Net Asset Value attributable to each Share Class, being the proportionate value of its assets less its liabilities, by the number of Shares of such Share Class then in issue. The resulting sum shall be rounded to the nearest up to four decimal places. Further details on rules that apply in valuing total assets can be found in the current prospectus.

##### Valuation of the Assets of the Company
The value of any cash in hand or on deposit, bills and demand notes and accounts receivable, prepaid expenses, cash dividends and interest declared or accrued as aforesaid and not yet received shall be deemed to be the full amount thereof, unless in any case the same is unlikely to be paid or received in full, in which case the value thereof shall be arrived at after making such discount as the Company may consider appropriate in such case to reflect the true value thereof.
The value of securities, financial derivative instruments and assets is determined on the basis of the prices at the close of market on the Business Day, on the stock exchange or any other Regulated Market on which these securities or assets are traded or admitted for trading. If a security is not traded or admitted on any official stock exchange or any Regulated Market, or in the case of securities so traded or admitted the last available price of which does not reflect their true value, the Directors are required to proceed on the basis of their expected sales price, which shall be valued with prudence and in good faith.

#### Net Asset Value (cont)
The financial derivative instruments which are not listed on any official stock exchange or traded on any other organised market are subject to reliable and verifiable valuation on a daily basis and can be sold, liquidated or closed by an offsetting transaction at any time at their fair value at the Company’s initiative.
Should any of the aforesaid valuation principles not reflect the valuation method commonly used in specific markets or if any such valuation principles do not seem accurate for the purpose of determining the value of the Company’s assets, the Directors may fix different valuation principles in good faith and in accordance with generally accepted valuation principles and procedures.
Units or Shares in open-ended UCIs shall be valued on the basis of their last available Net Asset Value as reported by such UCIs.

#### Fair Value Pricing
Sub-Fund	Security name
The Directors reserve the right to implement fair value pricing whenever they deem it appropriate. As at 31 March 2022, the fair value adjustment was applied to the following securities:
Schroder GAIA Cat Bond	LionRock SideCar 2021-1 perpetual, ZCP
Voussoir Re perpetual, variable
Schroder GAIA Helix	CFD on MAGNIT PJSC CFD on TRINITY LIMITED
Fix Price Group
Russian Federal Bond - OFZ 23/03/33, 7.70%
Softline Holding
Schroder GAIA Wellington Pagosa	Clementia Pharmaceuticals

#### Taxation
The Company is not subject to any taxes in Luxembourg on income or capital gains.
The only tax to which the Company is subject is the ‘taxe d’abonnement’ at a rate of 0.05% per annum based on the Net Asset Value of each sub-fund at the end of the relevant quarter, calculated and paid quarterly.
In respect of any Share Class or sub-fund which comprises only institutional Investors (within the meaning of Article 174 of the Law of 17 December 2010 as amended), the tax levied will be at the rate of 0.01% per annum.
Interest and dividend income received by the Company may be subject to non-recoverable withholding tax in the source countries. The Company may further be subject to tax on the realised or unrealised capital appreciation of its assets in the countries of origin, and provisions in this respect may be recognised in certain jurisdictions.

#### Management Fees
The Investment Managers are entitled to receive management fees for their services, which are calculated and accrued daily by reference to the Net Asset Value of the sub-funds and are paid monthly. The actual rates payable for the period under review are set out in the following table:
Sub-Funds	Share Class	Management Fee
Schroder GAIA BlueTrend
Schroder GAIA Cat Bond
Schroder GAIA Contour Tech Equity
Schroder GAIA Egerton Equity
A Shares	1.60%
C, E and N Shares	1.00%
I* Shares	None
A and F Shares	1.50%
C and IF Shares	1.10%
I Shares	None
A and A1 Shares	2.00%
C Shares	1.25%
E Shares	1.00%
I* Shares	None
A and A1 Shares	2.00%
C and E Shares	1.25%
X Shares (effective rate)	up to 1.25% (1.25%) I* Shares		None
* Please refer to the Directors’ Report for details of all corporate actions that occurred during the period under review.

#### Management Fees (cont)
Sub-Funds	Share Class	Management Fee
Schroder GAIA Helix
Schroder GAIA Oaktree Credit
Schroder GAIA Sirios US Equity
Schroder GAIA Two Sigma Diversified
Schroder GAIA UK Dynamic Absolute Return Fund
Schroder GAIA Wellington Pagosa
A Shares	2.00%
C, C1 and IZ* Shares	1.00%
E Shares	0.75%
S* Shares (effective rate)	up to 1.00% (0.35%)
X Shares (effective rate)	up to 1.00% (0.60%) I Shares		None
A2 Shares	1.25%
C Shares	0.75%
E Shares	0.60%
I Shares	None
A Shares	2.00%
C Shares	1.25%
E Shares	1.00%
X Shares (effective rate)	up to 1.25% (1.25%) I* Shares		None
C Shares	1.40%
K Shares	1.90%
I* Shares	None
C and R Shares	0.75%
K Shares	1.25%
I Shares	None
A and A1* Shares	2.00%
C and C1 Shares	1.25%
E Shares	0.75%
I* Shares	None
These fees may be partially waived at the discretion of the Management Company.

#### Directors’ Fees
Marie-Jeanne Chèvremont-Lorenzini, Bernard Herman and Eric Bertrand received a remuneration of EUR 10,083 each for the period under review. Hugh Mullan received a remuneration of EUR 8,000 for the period under review. The remaining directors have waived their remuneration.

#### Performance Fees
The performance fee becomes due in the event of outperformance, that is if the increase in the Net Asset Value per Share during the relevant performance period exceeds the High Water Mark, i.e. by reference to the highest Net Asset Value per Share at the end of any previous performance period (the High Water Mark).
A Share Class performance fee is accrued on each Business Day and included in the Net Asset Values of the sub-funds on the following Calculation Day, on the basis of the difference between the Net Asset Value per Share determined on the same Calculation Day (before deduction of any provision for the performance fee) and the hurdle, multiplied by the average number of Shares in issue over the financial period or in the case of a performance fee based on outperformance over a benchmark the higher of the Target Net Asset Value per Share (i.e. the hypothetical Net Asset Value per Share assuming a performance based on the benchmark until the Business Day) or the High Water Mark, multiplied by the average number of Shares in issue over the financial period. No performance fee is calculated for I Shares.
Details of performance fees calculations for the period under review are shown in the table below. Further details of the calculation of performance fees can be found in the current prospectus and the fees payable for the period are shown in the Statement of Net Assets under ‘Performance fees payable’. Performance fees charged per share class during the period are shown on pages 134-135.
| Sub-Funds | Investment Manager | Benchmark |
| --- | --- | --- |
| Schroder GAIA BlueTrend | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend BRL Hedged | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend CHF Hedged | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend EUR Hedged | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend GBP Hedged | Systematica Investments Limited |  |
| Schroder GAIA Contour Tech Equity | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity CHF Hedged | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity EUR Hedged | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity GBP Hedged | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity SEK Hedged | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity SGD Hedged | Contour Asset Management, LLC |  |
| Schroder GAIA Egerton Equity | Egerton Capital (UK) LLP | Euro Short-Term Rate (ESTR) +1.00% |

* Please refer to the Directors’ Report for details of all corporate actions that occurred during the period under review.

#### Performance Fees (cont)
Sub-Funds	Investment Manager	Benchmark
Schroder GAIA Egerton Equity GBP Hedged	Egerton Capital (UK) LLP	Euro Short-Term Rate (ESTR) +1.00% Schroder GAIA Egerton Equity USD Hedged	Egerton Capital (UK) LLP	Euro Short-Term Rate (ESTR) +1.00% Schroder GAIA Helix	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Helix CHF Hedged	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Helix EUR Hedged	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Helix GBP Hedged	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Helix JPY Hedged	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Helix SEK Hedged	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Helix SGD Hedged	Schroder Investment Management Limited  Secured Overnight Financing Rate (SOFR)
**
Schroder GAIA Sirios US Equity	Sirios Capital Management LP	Secured Overnight Financing Rate (SOFR) Schroder GAIA Sirios US Equity CHF Hedged	Sirios Capital Management LP	Secured Overnight Financing Rate (SOFR) Schroder GAIA Sirios US Equity EUR Hedged	Sirios Capital Management LP	Secured Overnight Financing Rate (SOFR) Schroder GAIA Sirios US Equity GBP Hedged	Sirios Capital Management LP	Secured Overnight Financing Rate (SOFR) Schroder GAIA Two Sigma Diversified	Two Sigma Advisers LP
Schroder GAIA Two Sigma Diversified CHF Hedged	Two Sigma Advisers LP Schroder GAIA Two Sigma Diversified EUR Hedged	Two Sigma Advisers LP Schroder GAIA Two Sigma Diversified GBP Hedged	Two Sigma Advisers LP Schroder GAIA UK Dynamic Absolute Return Fund	BennBridge Ltd.
Schroder GAIA UK Dynamic Absolute Return Fund CHF Hedged BennBridge Ltd. Schroder GAIA UK Dynamic Absolute Return Fund EUR Hedged BennBridge Ltd. Schroder GAIA UK Dynamic Absolute Return Fund USD Hedged  BennBridge Ltd.
Schroder GAIA Wellington Pagosa	Wellington Management International Limited Secured Overnight Financing Rate (SOFR) Schroder GAIA Wellington Pagosa BRL Hedged	Wellington Management International Limited Brazil CETIP DI Interbank Deposit Rate Schroder GAIA Wellington Pagosa CHF Hedged	Wellington Management International Limited Secured Overnight Financing Rate (SOFR) Schroder GAIA Wellington Pagosa EUR Hedged	Wellington Management International Limited Secured Overnight Financing Rate (SOFR) Schroder GAIA Wellington Pagosa GBP Hedged	Wellington Management International Limited Secured Overnight Financing Rate (SOFR)
Schroder GAIA Wellington Pagosa SGD Hedged	Wellington Management International Limited Secured Overnight Financing Rate (SOFR)
For Schroder GAIA Contour Tech Equity, Schroder GAIA Egerton Equity, Schroder GAIA Two Sigma Diversified and Schroder GAIA UK Dynamic Absolute Return Fund
the performance fee is 20% of the outperformance.
For Schroder GAIA Helix, Schroder GAIA Sirios US Equity and Schroder GAIA Wellington Pagosa the performance fee is 20% of the outperformance (with the exception of E Shares where the rate is 15% of the outperformance).
For Schroder GAIA BlueTrend the performance fee is 10% of the outperformance.
For Schroder GAIA Cat Bond and Schroder GAIA Oaktree Credit no performance fee is charged.
** Effective 1 March 2022 the Secured Overnight Financing Rate (SOFR) benchmark has been introduced for Schroder GAIA Helix.

#### Custodian and Administration fees
The Custodian and Fund Administrator are entitled to fees for related services rendered in accordance with common practice in Luxembourg, payable monthly, out of the net assets of the Fund.

#### Cash Collateral Reinvestment
For the purpose of counterparty risk mitigation, sub-funds with currency hedging transactions related to hedged Share Classes will pay or receive cash collateral on a daily basis from the counterparty, thus reducing their exposure over the duration of the forward contract.
Investment Managers may reinvest the cash collateral they receive from their counterparty in connection with currency hedging.
Collateral receivable or payable at the maturity date of the forward contracts are shown in the Statement of Net Assets as ‘Net Hedged currency class forward contracts collateral receivable/payable’. Collateral calls receivable or payable are shown in the Statement of Net Assets as ‘Hedged currency class forward contracts collateral calls receivable/payable’.

#### Forward Foreign Exchange Contracts
Outstanding forward foreign exchange contracts were valued at the last available price at NAV Calculation Day, by reference to the forward rate of exchange applicable to the maturity of the relevant contract. The unrealised appreciation/(depreciation) is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on forward foreign exchange contracts’.
On 31 March 2022, the following sub-funds were committed to forward foreign exchange contracts:
| Unrealised Appreciation/ |
| --- |
| Currency Bought | Amount Bought | Currency Sold | Amount Sold | Maturity Date | (Depreciation) |
| Schroder GAIA BlueTrend |  |  |  |  |  |
| Portfolio Hedging |  |  |  |  |  |
| AUD | 18,500,000 | USD | 13,696,457 | 20-Apr-2022 | 149,634 |
| AUD | 2,005,000 | USD | 1,504,245 | 26-Apr-2022 | (3,517) |
| BRL | 3,962,296 | USD | 767,074 | 26-Apr-2022 | 60,043 |
| BRL | 81,287,585 | USD | 15,671,815 | 15-Jun-2022 | 1,044,154 |
| CAD | 29,361,464 | USD | 23,314,302 | 20-Apr-2022 | 170,471 |
| CAD | 1,705,000 | USD | 1,360,722 | 26-Apr-2022 | 2,973 |
| CHF | 1,065,000 | USD | 1,149,909 | 26-Apr-2022 | 3,475 |

| Unrealised Appreciation/ |
| --- |
| Currency Bought | Amount Bought | Currency Sold | Amount Sold | Maturity Date | (Depreciation) |
| Schroder GAIA BlueTrend (cont) |  |  |  |  |  |
| CLP | 4,906,352,623 | USD | 6,138,585 | 15-Jun-2022 | 19,389 |
| CNH | 13,264,266 | USD | 2,086,957 | 06-Apr-2022 | (10) |
| CNH | 119,596,705 | USD | 18,874,216 | 20-Apr-2022 | (74,331) |
| CNH | 39,721,494 | USD | 6,229,936 | 18-May-2022 | 3,216 |
| EUR | 15,100,000 | USD | 16,600,831 | 20-Apr-2022 | 111,248 |
| EUR | 1,100,000 | USD | 1,217,350 | 26-Apr-2022 | 308 |
| GBP | 3,830,617 | USD | 5,042,267 | 20-Apr-2022 | (10,747) |
| HKD | 13,420,000 | USD | 1,715,031 | 26-Apr-2022 | (1,504) |
| HUF | 908,069,855 | USD | 2,664,073 | 20-Apr-2022 | 64,326 |
| IDR | 277,651,663,282 | USD | 19,216,328 | 15-Jun-2022 | 55,268 |
| INR | 2,287,535,245 | USD | 30,107,642 | 15-Jun-2022 | (153,927) |
| JPY | 2,043,705,950 | USD | 17,198,976 | 20-Apr-2022 | (406,505) |
| JPY | 87,365,000 | USD | 712,784 | 26-Apr-2022 | 5,155 |
| KRW | 65,739,439 | USD | 54,210 | 26-Apr-2022 | 4 |
| KRW | 22,107,385,332 | USD | 18,198,284 | 15-Jun-2022 | 28,147 |
| MXN | 369,390,562 | USD | 17,814,239 | 20-Apr-2022 | 705,632 |
| MXN | 10,880,000 | USD | 534,509 | 26-Apr-2022 | 10,396 |
| NOK | 120,601,825 | USD | 13,662,085 | 20-Apr-2022 | 33,988 |
| NZD | 20,600,000 | USD | 14,170,491 | 20-Apr-2022 | 103,227 |
| PHP | 154,396,373 | USD | 2,956,986 | 15-Jun-2022 | 15,232 |
| PLN | 13,801,060 | USD | 3,209,863 | 20-Apr-2022 | 69,923 |
| SEK | 76,938,191 | USD | 8,029,308 | 20-Apr-2022 | 155,831 |
| SEK | 4,965,000 | USD | 533,908 | 26-Apr-2022 | (5,643) |
| SGD | 13,075,787 | USD | 9,643,367 | 20-Apr-2022 | 3,422 |
| THB | 37,702,616 | USD | 1,137,077 | 20-Apr-2022 | (3,116) |
| TWD | 356,300,816 | USD | 12,602,610 | 15-Jun-2022 | (158,332) |
| USD | 11,633,173 | AUD | 15,907,074 | 20-Apr-2022 | (272,276) |
| USD | 735,808 | AUD | 980,000 | 26-Apr-2022 | 2,286 |
| USD | 140,292 | AUD | 192,926 | 15-Jun-2022 | (4,258) |
| USD | 754,945 | BRL | 3,962,296 | 26-Apr-2022 | (72,172) |
| USD | 760,741 | BRL | 3,962,296 | 24-May-2022 | (59,373) |
| USD | 7,646,229 | BRL | 39,344,747 | 15-Jun-2022 | (444,619) |
| USD | 6,390,300 | CAD | 8,153,467 | 20-Apr-2022 | (131253) |
| USD | 958,767 | CAD | 1,205,000 | 26-Apr-2022 | (5,017) |
| USD | 1,207,184 | CHF | 1,125,000 | 26-Apr-2022 | (11,179) |
| USD | 2,366,115 | CLP | 1,949,517,998 | 15-Jun-2022 | (80,729) |
| USD | 2,088,445 | CNH | 13,264,266 | 06-Apr-2022 | 1,497 |
| USD | 15,306,877 | CNH | 97,517,814 | 20-Apr-2022 | (22,336) |
| USD | 2,987 | CNH | 19,031 | 18-May-2022 | 2 |
| USD | 10,216 | CZK | 230,000 | 26-Apr-2022 | (180) |
| USD | 30,427,786 | EUR | 27,300,000 | 20-Apr-2022 | 213,227 |
| USD | 2,672,091 | EUR | 2,430,000 | 26-Apr-2022 | (17,825) |
| USD | 17,905,177 | GBP | 13,630,617 | 20-Apr-2022 | 1,347 |
| USD | 1,254,051 | GBP | 950,000 | 26-Apr-2022 | 6,268 |
| USD | 1,516,906 | HKD | 11,865,000 | 26-Apr-2022 | 1,929 |
| USD | 4,371,640 | HUF | 1,541,777,051 | 20-Apr-2022 | (260,803) |
| USD | 6,242 | HUF | 2,125,000 | 26-Apr-2022 | (138) |
| USD | 5,665,716 | IDR | 81,932,839,698 | 15-Jun-2022 | (21,181) |
| USD | 23,116,505 | INR | 1,775,178,234 | 15-Jun-2022 | (128,243) |
| USD | 37,638,180 | JPY | 4,361,369,653 | 20-Apr-2022 | 1,802,215 |

| Unrealised Appreciation/ |
| --- |
| Currency Bought | Amount Bought | Currency Sold | Amount Sold | Maturity Date |  | (Depreciation) |
| Schroder GAIA BlueTrend (cont) |  |  |  |  |  |  |
| USD | 946,590 | JPY | 114,500,000 | 26-Apr-2022 |  | 5,664 |
| USD | 1,917,478 | KRW | 2,345,247,212 | 26-Apr-2022 |  | (16,625) |
| USD | 26,820,173 | KRW | 32,283,216,650 | 15-Jun-2022 |  | 204,276 |
| USD | 4,325,660 | MXN | 90,364,952 | 20-Apr-2022 |  | (204,904) |
| USD | 213,382 | MXN | 4,330,000 | 26-Apr-2022 |  | (3,478) |
| USD | 11,649,372 | NOK | 104,977,287 | 20-Apr-2022 |  | (272,311) |
| USD | 13,500,135 | NZD | 19,800,000 | 20-Apr-2022 |  | (219,264) |
| USD | 13,870 | NZD | 20,000 | 26-Apr-2022 |  | 14 |
| USD | 7,243,416 | PHP | 379,392,576 | 15-Jun-2022 |  | (60,109) |
| USD | 5,502,896 | PLN | 24,365,044 | 20-Apr-2022 |  | (287,399) |
| USD | 12,782 | PLN | 55,000 | 26-Apr-2022 |  | (281) |
| USD | 16,282,906 | SEK | 160,749,509 | 20-Apr-2022 |  | (818,585) |
| USD | 11,797,753 | SGD | 16,052,544 | 20-Apr-2022 |  | (45,164) |
| USD | 150,903 | SGD | 205,000 | 26-Apr-2022 |  | (335) |
| USD | 8,049,300 | THB | 267,565,716 | 20-Apr-2022 |  | 1,868 |
| USD | 286,532 | THB | 9,556,609 | 26-Apr-2022 |  | (907) |
| USD | 98,627 | TRY | 1,495,000 | 26-Apr-2022 |  | (1,532) |
| USD | 24,893,822 | TWD | 688,656,465 | 15-Jun-2022 |  | 841,583 |
| USD | 623,305 | ZAR | 9,259,315 | 20-Apr-2022 |  | (9,065) |
| USD | 2,900,069 | ZAR | 42,830,000 | 26-Apr-2022 |  | (22,768) |
| ZAR | 140,785,569 | USD | 9,256,075 | 20-Apr-2022 |  | 358,948 |
| ZAR | 27,105,000 | USD | 1,844,503 | 26-Apr-2022 |  | 5,217 |
|  |  |  |  |  | USD | 1,949,862 |
| Shareclass Hedging BRL | 144,968,203 | USD | 29,773,545 | 29-Apr-2022 |  | 463,945 |
| CHF | 758,206 | USD | 813,598 | 29-Apr-2022 |  | 7,618 |
| EUR | 60,262,238 | USD | 66,316,110 | 29-Apr-2022 |  | 397,835 |
| GBP | 63,334,961 | USD | 83,427,671 | 29-Apr-2022 |  | (241,278) |
| USD | 1,613,844 | BRL | 7,793,363 | 29-Apr-2022 |  | (11,696) |
| USD | 4,112 | EUR | 3,721 | 29-Apr-2022 |  | (7) |
| USD | 819 | GBP | 626 | 29-Apr-2022 |  | (2) |
|  |  |  |  |  | USD | 616,415 |
|  |  |  |  |  | USD | 2,566,277 |
| Schroder GAIA Cat Bond Portfolio Hedging |  |  |  |  |  |  |
| USD | 76,003,080 | EUR | 66,500,000 | 06-May-2022 |  | 2,365,704 |
|  |  |  |  |  | USD | 2,365,704 |
| Shareclass Hedging CHF | 207,300,385 | USD | 222,451,821 | 29-Apr-2022 |  | 2,075,660 |
| EUR | 667,700,248 | USD | 734,814,386 | 29-Apr-2022 |  | 4,370,185 |
| GBP | 10,503 | USD | 13,837 | 29-Apr-2022 |  | (41) |
| JPY | 1,280,187 | USD | 10,530 | 28-Apr-2022 |  | (10) |
| SEK | 6,673,454,141 | USD | 710,135,483 | 29-Apr-2022 |  | (55,844) |
| SGD | 396,365 | USD | 291,965 | 29-Apr-2022 |  | 448 |
| USD | 135,956.00 | CHF | 126,459.00 | 29-Apr-2022 |  | (1,010) |
| USD | 1,375,988.00 | EUR | 1,251,455.00 | 29-Apr-2022 |  | (9,448) |
| USD | 141,727.00 | SEK | 1,331,506.00 | 29-Apr-2022 |  | 50 |
| USD | 812.00 | SGD | 1,102.00 | 29-Apr-2022 |  | (2) |
|  |  |  |  |  | USD | 6,379,988 |
|  |  |  |  |  | USD | 8,745,692 |

| Unrealised Appreciation/ |
| --- |
| Currency Bought	Amount Bought | Currency Sold | Amount Sold | Maturity Date |  | (Depreciation) |
| Schroder GAIA Contour Tech Equity Portfolio Hedging |  |  |  |  |  |
| AUD	4,194,290 | USD | 3,063,943 | 12-May-2022 |  | 76,302 |
| EUR	4,060,962 | USD | 4,535,092 | 12-May-2022 |  | (37,052) |
| GBP	3,314,317 | USD | 4,447,184 | 12-May-2022 |  | (94,288) |
| JPY	1,299,546,284 | USD | 11,059,980 | 12-May-2022 |  | (376,359) |
| NOK	71,519,659 | USD | 8,062,978 | 12-May-2022 |  | 57,384 |
| USD	2,750,256 | AUD | 3,797,039 | 12-May-2022 |  | (92,570) |
| USD	5,756,826 | EUR | 5,159,916 | 12-May-2022 |  | 41,551 |
| USD	4,850,966 | GBP | 3,636,319 | 12-May-2022 |  | 75,164 |
| USD	8,715,941 | JPY | 1,012,182,154 | 12-May-2022 |  | 394,752 |
| USD	9,104,123 | NOK | 80,764,639 | 12-May-2022 |  | (65,918) |
|  |  |  |  | USD | (21,034) |
| Shareclass Hedging CHF	4,010,619 | USD | 4,303,735 | 29-Apr-2022 |  | 40,176 |
| EUR	107,579,965 | USD | 118,393,523 | 29-Apr-2022 |  | 704,006 |
| GBP	23,700,386 | USD | 31,220,423 | 29-Apr-2022 |  | (91,491) |
| SEK	156,226,264 | USD | 16,624,612 | 29-Apr-2022 |  | (1,574) |
| SGD	891,928 | USD | 657,000 | 29-Apr-2022 |  | 1,007 |
| USD	126,363 | CHF | 117,736 | 29-Apr-2022 |  | (1,158) |
| USD	3,889,755 | EUR | 3,519,415 | 29-Apr-2022 |  | (6,449) |
| USD	1,106,274 | GBP | 842,306 | 29-Apr-2022 |  | (40) |
| USD	431,472 | SEK | 4,047,820 | 29-Apr-2022 |  | 770 |
| USD	16,959 | SGD | 23,059 | 29-Apr-2022 |  | (52) |
|  |  |  |  | USD | 645,195 |
|  |  |  |  | USD | 624,161 |
| Schroder GAIA Egerton Equity Portfolio Hedging |  |  |  |  |  |
| CHF	8,177,000 | EUR | 8,123,889 | 08-Apr-2022 |  | (124,586) |
| CNY	32,921,000 | EUR | 4,791,715 | 11-Apr-2022 |  | (102,736) |
| EUR	64,554,090 | CAD | 89,634,000 | 08-Apr-2022 |  | (250,676) |
| EUR	14,114,455 | CNY | 97,545,000 | 11-Apr-2022 |  | 220,999 |
| EUR	6,820,428 | GBP | 5,728,000 | 08-Apr-2022 |  | 19,524 |
| EUR	4,357,857 | HKD | 37,026,000 | 08-Apr-2022 |  | 85,410 |
| EUR	6,264,430 | JPY | 785,240,000 | 08-Apr-2022 |  | 434,055 |
| EUR	2,545,481 | SEK | 27,661,000 | 08-Apr-2022 |  | (113,761) |
| EUR	646,435,167 | USD | 703,789,000 | 08-Apr-2022 |  | 10,310,725 |
| GBP	4,740,000 | EUR | 5,717,629 | 08-Apr-2022 |  | (89,786) |
| HKD	13,242,000 | EUR | 1,531,852 | 08-Apr-2022 |  | (3,851) |
| USD	33,588,000 | EUR | 30,736,033 | 08-Apr-2022 |  | (377,292) |
|  |  |  |  | EUR | 10,008,025 |
| Shareclass Hedging EUR	863,101 | GBP | 719,395 | 29-Apr-2022 |  | 9,598 |
| EUR	5,919,930 | USD | 6,556,435 | 29-Apr-2022 |  | (2,448) |
| GBP	65,057,716 | EUR | 77,892,780 | 29-Apr-2022 |  | (707,295) |
| USD	304,224,377 | EUR | 276,510,702 | 29-Apr-2022 |  | (1,707,077) |
|  |  |  |  | EUR | (2,407,222) |
|  |  |  |  | EUR | 7,600,803 |
| Schroder GAIA Helix Portfolio Hedging |  |  |  |  |  |
| AUD	194,000 | USD | 141,187 | 07-Apr-2022 |  | 3,988 |

| Unrealised Appreciation/ |
| --- |
| Currency Bought | Amount Bought | Currency Sold | Amount Sold | Maturity Date |  | (Depreciation) |
| Schroder GAIA Helix (cont) |  |  |  |  |  |  |
| AUD | 19,065,000 | USD | 13,815,743 | 28-Apr-2022 |  | 454,626 |
| AUD | 22,160,000 | USD | 15,858,603 | 18-May-2022 |  | 734,607 |
| CAD | 20,250,000 | USD | 16,019,669 | 28-Apr-2022 |  | 176,508 |
| CHF | 20,647,000 | EUR | 20,002,716 | 28-Apr-2022 |  | 218,477 |
| CHF | 24,683,000 | USD | 27,082,644 | 28-Apr-2022 |  | (349,361) |
| CLP | 180,715,000 | USD | 215,355 | 12-Apr-2022 |  | 14,026 |
| DKK | 13,512,000 | EUR | 1,815,641 | 28-Apr-2022 |  | 922 |
| DKK | 43,836,000 | USD | 6,664,765 | 28-Apr-2022 |  | (140,991) |
| EUR | 10,850,922 | CHF | 11,167,000 | 28-Apr-2022 |  | (82,316) |
| EUR | 5,450,549 | DKK | 40,566,000 | 28-Apr-2022 |  | (3,218) |
| EUR | 6,779,793 | GBP | 5,705,794 | 28-Apr-2022 |  | 11,184 |
| EUR | 1,294,956 | NOK | 12,782,000 | 28-Apr-2022 |  | (17,875) |
| EUR | 16,442,629 | SEK | 172,363,000 | 28-Apr-2022 |  | (137,266) |
| EUR | 460,000 | USD | 520,905 | 11-Apr-2022 |  | (11,933) |
| EUR | 85,876,501 | USD | 96,947,525 | 28-Apr-2022 |  | (1,879,881) |
| EUR | 630,000 | USD | 693,083 | 06-Jun-2022 |  | 5,523 |
| GBP | 12,943,720 | EUR | 15,405,257 | 28-Apr-2022 |  | (53,208) |
| GBP | 73,990,373 | USD | 99,419,660 | 28-Apr-2022 |  | (2,237,553) |
| GBP | 4,318,000 | USD | 5,830,031 | 18-May-2022 |  | (159,055) |
| HKD | 1,512,704,000 | USD | 194,024,348 | 28-Apr-2022 |  | (871,962) |
| JPY | 6,448,143,144 | USD | 56,232,360 | 28-Apr-2022 |  | (3,241,269) |
| MXN | 4,920,000 | USD | 240,011 | 06-Jun-2022 |  | 4,481 |
| NOK | 72,509,000 | EUR | 7,190,258 | 28-Apr-2022 |  | 273,760 |
| NOK | 35,741,000 | USD | 3,988,530 | 28-Apr-2022 |  | 69,947 |
| NZD | 551,000 | USD | 368,281 | 28-Apr-2022 |  | 13,454 |
| NZD | 3,463,000 | USD | 2,288,370 | 18-May-2022 |  | 109,878 |
| SEK | 197,935,000 | EUR | 18,880,642 | 28-Apr-2022 |  | 159,224 |
| SEK | 136,174,569 | USD | 14,696,912 | 28-Apr-2022 |  | (207,713) |
| SGD | 7,150,000 | USD | 5,265,021 | 21-Apr-2022 |  | 9,942 |
| SGD | 15,330,000 | USD | 11,377,091 | 28-Apr-2022 |  | (67,570) |
| SGD | 14,312,000 | USD | 10,624,534 | 18-May-2022 |  | (65,991) |
| USD | 145,333 | AUD | 194,000 | 07-Apr-2022 |  | 158 |
| USD | 2,307,509 | AUD | 3,148,000 | 28-Apr-2022 |  | (48,805) |
| USD | 750,508 | AUD | 1,023,000 | 18-May-2022 |  | (15,505) |
| USD | 9,755,407 | CAD | 12,348,000 | 28-Apr-2022 |  | (120,663) |
| USD | 20,759,335 | CHF | 19,273,000 | 28-Apr-2022 |  | (114,570) |
| USD | 3,886,129 | DKK | 26,090,000 | 28-Apr-2022 |  | 3,357 |
| USD | 522,578 | EUR | 460,000 | 11-Apr-2022 |  | 13,606 |
| USD | 74,995,252 | EUR | 67,310,947 | 28-Apr-2022 |  | 480,189 |
| USD | 701,025 | EUR | 630,000 | 06-Jun-2022 |  | 2,419 |
| USD | 77,717,229 | GBP | 58,452,104 | 28-Apr-2022 |  | 943,751 |
| USD | 51,502,823 | HKD | 402,684,000 | 28-Apr-2022 |  | 85,379 |
| USD | 34,500,338 | JPY | 4,094,103,694 | 28-Apr-2022 |  | 854,831 |
| USD | 232,703 | MXN | 4,920,000 | 06-Jun-2022 |  | (11,789) |
| USD | 4,098,727 | NOK | 36,173,093 | 28-Apr-2022 |  | (8,812) |
| USD | 11,008,395 | SEK | 103,592,514 | 28-Apr-2022 |  | (14,021) |
| USD | 2,052,926 | SGD | 2,794,000 | 21-Apr-2022 |  | (8,366) |
| USD | 864,102 | SGD | 1,173,000 | 28-Apr-2022 |  | (1,265) |
| USD | 627,513 | SGD | 855,000 | 18-May-2022 |  | (3,255) |
|  |  |  |  |  | USD | (5,229,976) |

| Unrealised Appreciation/ |
| --- |
| Currency Bought | Amount Bought | Currency Sold | Amount Sold | Maturity Date |  | (Depreciation) |
| Schroder GAIA Helix (cont) |  |  |  |  |  |  |
| Shareclass Hedging |  |  |  |  |  |  |
| CHF | 6,101,796 | USD | 6,547,743 | 29-Apr-2022 |  | 61,126 |
| EUR | 239,921,289 | USD | 264,037,882 | 29-Apr-2022 |  | 1,569,506 |
| GBP | 187,658,979 | USD | 247,220,591 | 29-Apr-2022 |  | (742,595) |
| JPY | 1,240,806 | USD | 10,206 | 28-Apr-2022 |  | (9) |
| SEK | 128,266 | USD | 13,650 | 29-Apr-2022 |  | (2) |
| SGD | 30,063 | USD | 22,144 | 29-Apr-2022 |  | 34 |
| USD | 41,727 | CHF | 38,800 | 29-Apr-2022 |  | (298) |
| USD | 2,774,186 | EUR | 2,519,079 | 29-Apr-2022 |  | (14,588) |
| USD | 27,916,798 | GBP | 21,176,387 | 29-Apr-2022 |  | 102,976 |
| USD | 17 | JPY | 2,119 | 28-Apr-2022 |  | – |
| USD | 34 | SEK | 323 | 29-Apr-2022 |  | – |
| USD | 50 | SGD | 67 | 29-Apr-2022 |  | – |
|  |  |  |  |  | USD | 976,150 |
|  |  |  |  |  | USD | (4,253,826) |
| Schroder GAIA Oaktree Credit |  |  |  |  |  |  |
| Portfolio Hedging AUD | 8,479 | USD | 6,164 | 20-Apr-2022 |  | 182 |
| EUR | 458,864 | USD | 515,314 | 20-Apr-2022 |  | (7,462) |
| GBP | 66,132 | USD | 88,522 | 20-Apr-2022 |  | (1,658) |
| USD | 394,542 | AUD | 549,438 | 20-Apr-2022 |  | (16,678) |
| USD | 7,802,433 | EUR | 6,879,671 | 20-Apr-2022 |  | 188,285 |
| USD | 1,821,382 | GBP | 1,342,886 | 20-Apr-2022 |  | 57,498 |
|  |  |  |  |  | USD | 220,167 |
| Shareclass Hedging |  |  |  |  |  |  |
| CHF | 517,703 | USD | 555,539 | 29-Apr-2022 |  | 5,186 |
| EUR | 1,999,120 | USD | 2,200,064 | 29-Apr-2022 |  | 13,083 |
| GBP | 19,728 | USD | 25,987 | 29-Apr-2022 |  | (76) |
| USD | 77 | CHF | 72 | 29-Apr-2022 |  | (1) |
| USD | 1,135 | EUR | 1,031 | 29-Apr-2022 |  | (7) |
|  |  |  |  |  | USD | 18,185 |
|  |  |  |  |  | USD | 238,352 |
| Schroder GAIA Sirios US Equity |  |  |  |  |  |  |
| Portfolio Hedging |  |  |  |  |  |  |
| DKK | 6,292,000 | USD | 938,902 | 15-Jun-2022 |  | (544) |
| EUR | 566,000 | USD | 624,913 | 15-Jun-2022 |  | 2,998 |
| GBP | 122,000 | USD | 160,883 | 15-Jun-2022 |  | (664) |
| USD | 16,800,090 | EUR | 15,253,000 | 15-Jun-2022 |  | (121,328) |
| USD | 18,906,832 | GBP | 14,519,000 | 15-Jun-2022 |  | (160,562) |
| USD | 2,527,578 | SEK | 24,187,000 | 15-Jun-2022 |  | (49,678) |
|  |  |  |  |  | USD | (329,778) |
| Shareclass Hedging |  |  |  |  |  |  |
| CHF | 3,252,312 | USD | 3,490,006 | 29-Apr-2022 |  | 32,580 |
| EUR | 51,677,425 | USD | 56,881,501 | 29-Apr-2022 |  | 328,538 |
| GBP | 8,582,742 | USD | 11,306,003 | 29-Apr-2022 |  | (33,124) |
| USD | 10,499 | CHF | 9,765 | 29-Apr-2022 |  | (78) |
| USD | 1,247,976 | EUR | 1,128,044 | 29-Apr-2022 |  | (839) |
| USD | 120,689 | GBP | 91,629 | 29-Apr-2022 |  | 340 |
|  |  |  |  |  | USD | 327,417 |
|  |  |  |  |  | USD | (2,361) |

| Unrealised Appreciation/ |
| --- |
| Currency Bought | Amount Bought | Currency Sold | Amount Sold | Maturity Date |  | (Depreciation) |
| Schroder GAIA Two Sigma Portfolio Hedging | Diversified |  |  |  |  |  |
| AUD | 7,889,344 | USD | 5,776,091 | 15-Jun-2022 |  | 134,969 |
| BRL | 28,464,106 | USD | 5,583,661 | 18-Apr-2022 |  | 370,821 |
| CAD | 18,838,010 | USD | 15,029,881 | 15-Jun-2022 |  | 35,934 |
| CHF | 21,845,013 | USD | 23,625,315 | 15-Jun-2022 |  | 90,084 |
| CNH | 35,408,210 | USD | 5,566,209 | 15-Jun-2022 |  | (18,106) |
| CZK | 47,183,850 | USD | 2,017,203 | 15-Jun-2022 |  | 102,442 |
| EUR | 33,000,000 | USD | 36,463,851 | 15-Jun-2022 |  | 145,786 |
| GBP | 1,000,000 | USD | 1,313,622 | 15-Jun-2022 |  | (350) |
| ILS | 6,982,324 | USD | 2,127,484 | 15-Jun-2022 |  | 65,485 |
| JPY | 8,051,353,113 | USD | 69,528,906 | 15-Jun-2022 |  | (3,264,152) |
| MXN | 88,092,835 | USD | 4,079,860 | 15-Jun-2022 |  | 290,911 |
| NZD | 12,947,081 | USD | 8,834,380 | 15-Jun-2022 |  | 127,218 |
| PLN | 30,510,116 | USD | 6,786,406 | 15-Jun-2022 |  | 421,947 |
| SEK | 6,161,951 | USD | 629,143 | 15-Jun-2022 |  | 27,447 |
| SGD | 9,382,080 | USD | 6,886,244 | 15-Jun-2022 |  | 35,920 |
| USD | 10,385,328 | AUD | 14,136,746 | 15-Jun-2022 |  | (206,574) |
| USD | 37,407,819 | CAD | 48,062,544 | 15-Jun-2022 |  | (1,030,501) |
| USD | 11,270,413 | CHF | 10,435,126 | 15-Jun-2022 |  | (58,176) |
| USD | 5,986,584 | CNH | 38,245,220 | 15-Jun-2022 |  | (6,050) |
| USD | 1,752,538 | CZK | 39,922,391 | 15-Jun-2022 |  | (40,900) |
| USD | 97,812,480 | EUR | 89,000,000 | 15-Jun-2022 |  | (922,601) |
| USD | 32,251,464 | GBP | 24,516,085 | 15-Jun-2022 |  | 55,182 |
| USD | 678,962 | HUF | 239,934,747 | 15-Jun-2022 |  | (36,080) |
| USD | 1,584,586 | ILS | 5,135,000 | 15-Jun-2022 |  | (28,186) |
| USD | 7,541 | INR | 580,429 | 18-Apr-2022 |  | (107) |
| USD | 24,661,615 | JPY | 2,993,657,444 | 15-Jun-2022 |  | 23,027 |
| USD | 2,984,158 | KRW | 3,600,506,566 | 15-Jun-2022 |  | 15,721 |
| USD | 5,557,356 | MXN | 119,976,548 | 15-Jun-2022 |  | (395,341) |
| USD | 6,350,165 | NOK | 56,753,072 | 15-Jun-2022 |  | (93,139) |
| USD | 2,779,565 | PLN | 12,120,526 | 15-Jun-2022 |  | (84,043) |
| USD | 3,021,643 | SEK | 29,740,903 | 15-Jun-2022 |  | (147,411) |
| USD | 3,553,064 | SGD | 4,829,133 | 15-Jun-2022 |  | (9,904) |
| USD | 224,104 | TWD | 6,252,435 | 15-Jun-2022 |  | 5,729 |
| USD | 119,841 | TWD | 3,409,000 | 18-Apr-2022 |  | 860 |
| USD | 518,894 | ZAR | 7,959,511 | 15-Jun-2022 |  | (20,702) |
| ZAR | 27,635,984 | USD | 1,799,111 | 15-Jun-2022 |  | 74,405 |
|  |  |  |  |  | USD | (4,338,435) |
| Shareclass Hedging CHF | 4,481,797 | USD | 4,809,349 | 29-Apr-2022 |  | 44,894 |
| EUR | 161,669,063 | USD | 177,935,819 | 29-Apr-2022 |  | 1,041,614 |
| GBP | 216,142,512 | USD | 284,724,071 | 29-Apr-2022 |  | (834,788) |
| USD | 1,774 | CHF | 1,649 | 29-Apr-2022 |  | (12) |
| USD | 25 | EUR | 23 | 29-Apr-2022 |  | – |
| USD | 223,179 | GBP | 169,987 | 29-Apr-2022 |  | (88) |
|  |  |  |  |  | USD | 251,620 |
|  |  |  |  |  | USD | (4,086,815) |

Schroder GAIA UK Dynamic Absolute Return Fund
Shareclass Hedging
| CHF	284,591 | GBP | 231,853 | 29-Apr-2022 |  | 2,830 |
| --- | --- | --- | --- | --- | --- |
| EUR	16,991,673 | GBP | 14,187,708 | 29-Apr-2022 |  | 134,142 |
| GBP	1,265,459 | EUR | 1,518,360 | 29-Apr-2022 |  | (14,328) |
| USD	2,198,755 | GBP | 1,669,184 | 29-Apr-2022 |  | 4,864 |
|  |  |  |  | GBP | 127,508 |
| Schroder GAIA Wellington Pagosa Portfolio Hedging |  |  |  |  |  |
| AUD	73,042,000 | USD | 54,272,279 | 06-Apr-2022 |  | 386,171 |
| AUD	745,000 | USD | 534,165 | 11-Apr-2022 |  | 23,359 |
| AUD	186,000 | USD | 132,767 | 27-Apr-2022 |  | 6,455 |
| AUD	7,965,000 | USD | 5,969,995 | 06-May-2022 |  | (7,407) |
| AUD	850,000 | USD | 634,257 | 15-Jun-2022 |  | 2,603 |
| BRL	159,678,000 | USD | 31,612,203 | 04-Apr-2022 |  | 1,926,195 |
| BRL	4,171,000 | USD | 713,601 | 27-Apr-2022 |  | 156,850 |
| BRL	21,048,000 | USD | 4,355,510 | 03-May-2022 |  | 30,017 |
| BRL	17,895,000 | USD | 3,478,686 | 02-Jun-2022 |  | 214,649 |
| BRL	4,077,000 | USD | 689,661 | 05-Jul-2022 |  | 144,098 |
| BRL	5,910,000 | USD | 1,060,565 | 14-Jul-2022 |  | 144,882 |
| BRL	3,475,000 | USD | 595,544 | 10-Feb-2023 |  | 74,632 |
| CAD	27,485,000 | USD | 21,683,609 | 06-Apr-2022 |  | 301,664 |
| CAD	7,505,000 | USD | 5,997,052 | 06-May-2022 |  | 5,311 |
| CAD	2,170,000 | USD | 1,715,885 | 15-Jun-2022 |  | 19,586 |
| CAD	1,793,000 | USD | 1,409,591 | 09-Aug-2022 |  | 24,144 |
| CHF	15,130,000 | USD | 16,182,444 | 06-Apr-2022 |  | 192,138 |
| CHF	3,675,000 | USD | 3,939,620 | 06-May-2022 |  | 41,876 |
| CHF	1,333,000 | USD | 1,461,046 | 15-Jun-2022 |  | (13,914) |
| CLP	10,315,100,000 | USD | 12,970,329 | 06-Apr-2022 |  | 135,627 |
| CLP	729,076,000 | USD | 855,790 | 03-May-2022 |  | 65,981 |
| CLP	4,092,069,000 | USD | 5,166,007 | 06-May-2022 |  | 4,847 |
| CLP	1,735,606,000 | USD | 2,129,287 | 15-Jun-2022 |  | 49,076 |
| CLP	181,097,000 | USD | 208,157 | 22-Jun-2022 |  | 18,877 |
| CLP	723,258,000 | USD | 870,556 | 12-Sep-2022 |  | 23,763 |
| CNH	125,382,000 | USD | 19,716,016 | 06-Apr-2022 |  | 11,094 |
| CNH	56,533,000 | USD | 8,878,962 | 15-Jun-2022 |  | (20,822) |
| CNH	4,793,000 | USD | 742,180 | 11-Jul-2022 |  | 7,980 |
| COP	32,589,777,000 | USD | 8,401,919 | 06-Apr-2022 |  | 233,254 |
| COP	16,394,677,000 | USD | 4,348,605 | 06-May-2022 |  | (21,830) |
| COP	3,581,300,000 | USD | 929,357 | 15-Jun-2022 |  | 10,052 |
| CZK	122,337,000 | USD | 5,441,888 | 06-Apr-2022 |  | 100,937 |
| CZK	112,407,000 | USD | 5,069,335 | 06-May-2022 |  | 5,126 |
| CZK	73,530,000 | USD | 3,210,792 | 15-Jun-2022 |  | 92,406 |
| EGP	4,000 | USD | 245 | 15-Jun-2022 |  | (28) |
| EUR	60,400,000 | USD | 66,574,929 | 06-Apr-2022 |  | 246,176 |
| EUR	20,848,000 | USD | 23,034,994 | 29-Apr-2022 |  | 45,004 |
| EUR	7,360,000 | USD | 8,159,999 | 06-May-2022 |  | (10,057) |
| EUR	5,896,000 | USD | 6,559,749 | 15-Jun-2022 |  | (18,828) |
| EUR	228,000 | USD | 254,475 | 03-Aug-2022 |  | (851) |
| EUR	188,000 | USD | 209,840 | 04-Aug-2022 |  | (699) |

Schroder GAIA Wellington Pagosa (cont)
| EUR | 294,000 | USD | 326,987 | 16-Sep-2022 | 907 |
| --- | --- | --- | --- | --- | --- |
| GBP | 29,211,000 | USD | 38,449,231 | 06-Apr-2022 | (76,919) |
| GBP | 2,675,000 | USD | 3,518,003 | 29-Apr-2022 | (4,562) |
| GBP | 8,641,000 | USD | 11,338,708 | 06-May-2022 | 10,288 |
| GBP | 4,083,000 | USD | 5,453,476 | 15-Jun-2022 | (91,387) |
| GBP | 215,000 | USD | 292,111 | 25-Aug-2022 | (9,692) |
| HKD | 2,172,000 | USD | 277,503 | 06-Apr-2022 | (220) |
| HKD | 10,935,000 | USD | 1,399,948 | 15-Jun-2022 | (2,503) |
| HUF | 2,507,839,030 | USD | 7,391,822 | 06-Apr-2022 | 157,847 |
| HUF | 407,956,447 | USD | 1,210,435 | 06-May-2022 | 12,523 |
| HUF | 605,300,000 | USD | 1,752,144 | 15-Jun-2022 | 51,739 |
| HUF | 2,143,400,000 | USD | 7,086,565 | 29-Jul-2022 | (738,613) |
| HUF | 230,957,000 | USD | 661,865 | 26-Sep-2022 | 16,163 |
| HUF | 228,812,000 | USD | 651,886 | 28-Sep-2022 | 19,646 |
| IDR | 57,031,000,000 | USD | 3,991,521 | 06-Apr-2022 | (21,013) |
| IDR | 52,299,000,000 | USD | 3,659,576 | 18-Apr-2022 | (20,262) |
| IDR | 832,000,000 | USD | 57,858 | 06-May-2022 | (4) |
| IDR | 52,299,000,000 | USD | 3,650,890 | 18-May-2022 | (16,230) |
| IDR | 43,125,000,000 | USD | 2,998,803 | 15-Jun-2022 | (5,531) |
| ILS | 9,900,000 | USD | 3,085,134 | 06-Apr-2022 | 17,321 |
| ILS | 1,245,000 | USD | 387,305 | 15-Jun-2022 | 3,718 |
| INR | 1,453,861,000 | USD | 19,050,058 | 06-Apr-2022 | 132,154 |
| INR | 22,757,000 | USD | 296,643 | 02-May-2022 | 2,793 |
| INR | 490,360,000 | USD | 6,451,663 | 06-May-2022 | (2,302) |
| INR | 85,980,000 | USD | 1,116,202 | 15-Jun-2022 | 9,647 |
| INR | 26,723,000 | USD | 347,747 | 17-Aug-2022 | (131) |
| JPY | 2,798,858,796 | USD | 23,497,055 | 06-Apr-2022 | (505,858) |
| JPY | 666,200,000 | USD | 5,387,004 | 06-May-2022 | 88,864 |
| JPY | 442,000,000 | USD | 3,850,718 | 15-Jun-2022 | (212,941) |
| KRW | 18,189,300,000 | USD | 14,859,245 | 06-Apr-2022 | 147,101 |
| KRW | 1,608,810,000 | USD | 1,313,207 | 06-May-2022 | 13,351 |
| KRW | 1,369,900,000 | USD | 1,136,340 | 15-Jun-2022 | (6,926) |
| KRW | 482,822,000 | USD | 388,386 | 19-Sep-2022 | 10,248 |
| MXN | 791,271,135 | USD | 38,717,855 | 06-Apr-2022 | 1,050,852 |
| MXN | 3,696,000 | USD | 176,126 | 20-Apr-2022 | 9,178 |
| MXN | 292,840,000 | USD | 14,616,835 | 06-May-2022 | 23,074 |
| MXN | 119,894,000 | USD | 5,651,143 | 15-Jun-2022 | 297,458 |
| NOK | 247,184,550 | USD | 27,600,483 | 06-Apr-2022 | 475,764 |
| NOK | 134,749,451 | USD | 15,579,556 | 06-May-2022 | (279,744) |
| NZD | 50,155,000 | USD | 34,539,538 | 06-Apr-2022 | 219,767 |
| NZD | 621,000 | USD | 414,952 | 26-Apr-2022 | 15,293 |
| NZD | 3,830,000 | USD | 2,659,115 | 06-May-2022 | (6,066) |
| NZD | 640,000 | USD | 439,491 | 15-Jun-2022 | 3,499 |
| PEN | 19,719,000 | USD | 5,309,496 | 06-Apr-2022 | 50,841 |
| PEN | 3,353,000 | USD | 893,221 | 15-Jun-2022 | 12,324 |
| PHP | 221,910,000 | USD | 4,265,859 | 06-Apr-2022 | 22,269 |
| PHP | 214,630,000 | USD | 4,123,709 | 06-May-2022 | 16,815 |
| PHP | 77,630,000 | USD | 1,491,973 | 15-Jun-2022 | 2,450 |
| PLN | 71,085,865 | USD | 16,647,175 | 06-Apr-2022 | 268,216 |

Schroder GAIA Wellington Pagosa (cont)
| PLN | 21,649,893 | USD | 5,046,908 | 06-May-2022 | 89,872 |
| --- | --- | --- | --- | --- | --- |
| PLN | 1,763,000 | USD | 388,549 | 10-Jun-2022 | 28,184 |
| PLN | 12,065,000 | USD | 2,781,628 | 15-Jun-2022 | 68,861 |
| PLN | 3,055,000 | USD | 700,367 | 26-Sep-2022 | 13,602 |
| PLN | 2,918,000 | USD | 664,239 | 28-Sep-2022 | 17,567 |
| RON | 3,010,000 | USD | 666,298 | 15-Jun-2022 | 749 |
| RUB | 40,050,000 | USD | 400,500 | 06-Apr-2022 | 91,824 |
| RUB | 18,864,000 | USD | 177,544 | 19-Apr-2022 | 51,101 |
| RUB | 35,930,000 | USD | 352,567 | 25-Apr-2022 | 79,366 |
| RUB | 86,621,000 | USD | 824,962 | 26-Apr-2022 | 214,937 |
| RUB | 28,985,000 | USD | 362,334 | 28-Apr-2022 | (15,309) |
| RUB | 25,364,000 | USD | 311,796 | 04-May-2022 | (10,578) |
| RUB | 28,770,000 | USD | 371,465 | 12-May-2022 | (32,089) |
| RUB | 58,365,000 | USD | 750,067 | 13-Jul-2022 | (97,291) |
| RUB | 10,545,000 | USD | 124,351 | 24-Aug-2022 | (10,701) |
| SEK | 264,446,000 | USD | 27,607,422 | 06-Apr-2022 | 518,891 |
| SEK | 61,418,000 | USD | 6,480,996 | 06-May-2022 | 55,115 |
| SEK | 770,000 | USD | 82,054 | 15-Jun-2022 | (7) |
| SGD | 8,905,474 | USD | 6,551,271 | 06-Apr-2022 | 19,254 |
| SGD | 2,345,333 | USD | 1,729,639 | 06-May-2022 | 570 |
| SGD | 3,630,000 | USD | 2,675,186 | 15-Jun-2022 | 3,054 |
| THB | 72,899,000 | USD | 2,229,532 | 05-Apr-2022 | (37,083) |
| THB | 69,501,000 | USD | 2,067,067 | 12-Apr-2022 | 23,184 |
| THB | 76,055,000 | USD | 2,290,123 | 10-Jun-2022 | (724) |
| THB | 162,887,000 | USD | 4,901,884 | 15-Jun-2022 | 2,061 |
| TRY | 35,052,000 | USD | 2,346,419 | 06-Apr-2022 | 40,256 |
| TRY | 14,297,000 | USD | 927,022 | 06-May-2022 | 22,561 |
| TRY | 10,895,000 | USD | 703,490 | 15-Jun-2022 | (1,197) |
| TRY | 19,156,000 | USD | 1,264,422 | 21-Jul-2022 | (66,433) |
| TRY | 16,545,000 | USD | 916,367 | 15-Sep-2022 | 70,581 |
| TWD | 785,377,000 | USD | 27,500,559 | 06-Apr-2022 | (89,322) |
| TWD | 16,955,000 | USD | 597,714 | 29-Apr-2022 | (5,942) |
| TWD | 46,205,000 | USD | 1,615,688 | 06-May-2022 | (2,965) |
| TWD | 59,720,000 | USD | 2,119,060 | 15-Jun-2022 | (33,261) |
| USD | 53,147,598 | AUD | 73,042,000 | 06-Apr-2022 | (1,510,853) |
| USD | 594,527 | AUD | 814,000 | 11-Apr-2022 | (14,633) |
| USD | 117,785 | AUD | 165,000 | 27-Apr-2022 | (5,718) |
| USD | 687,211 | AUD | 925,000 | 29-Apr-2022 | (5,170) |
| USD | 31,551,427 | AUD | 42,125,000 | 06-May-2022 | 16,702 |
| USD | 1,840,779 | AUD | 2,520,000 | 15-Jun-2022 | (47,322) |
| USD | 31,605,396 | BRL | 159,678,000 | 04-Apr-2022 | (1,933,003) |
| USD | 987,333 | BRL | 5,534,000 | 27-Apr-2022 | (167,565) |
| USD | 10,172,319 | BRL | 49,000,000 | 03-May-2022 | (37,239) |
| USD | 2,116,469 | BRL | 11,056,000 | 02-Jun-2022 | (165,369) |
| USD | 937,722 | BRL | 5,270,000 | 05-Jul-2022 | (140,009) |
| USD | 1,674,963 | BRL | 8,558,000 | 14-Jul-2022 | (70,591) |
| USD | 586,158 | CAD | 750,000 | 01-Apr-2022 | (13,770) |
| USD | 154,667 | CAD | 195,000 | 05-Apr-2022 | (1,313) |
| USD | 21,937,034 | CAD | 27,805,000 | 06-Apr-2022 | (304,208) |

Schroder GAIA Wellington Pagosa (cont)
| USD | 160,644 | CAD | 200,000 | 08-Apr-2022 | 664 |
| --- | --- | --- | --- | --- | --- |
| USD | 240,512 | CAD | 300,000 | 12-Apr-2022 | 546 |
| USD | 514,307 | CAD | 650,000 | 13-Apr-2022 | (5,617) |
| USD | 313,357 | CAD | 400,000 | 14-Apr-2022 | (6,595) |
| USD | 868,139 | CAD | 1,100,000 | 20-Apr-2022 | (11,698) |
| USD | 143,961 | CAD | 180,000 | 26-Apr-2022 | (7) |
| USD | 67,718 | CAD | 85,000 | 27-Apr-2022 | (266) |
| USD | 932,455 | CAD | 1,175,000 | 29-Apr-2022 | (7,318) |
| USD | 394,629 | CAD | 500,000 | 02-May-2022 | (5,267) |
| USD | 393,154 | CAD | 500,000 | 03-May-2022 | (6,740) |
| USD | 393,936 | CAD | 500,000 | 04-May-2022 | (5,955) |
| USD | 549,394 | CAD | 700,000 | 05-May-2022 | (10,452) |
| USD | 4,857,623 | CAD | 6,101,000 | 06-May-2022 | (21,846) |
| USD | 206,871 | CAD | 250,000 | 11-May-2022 | 6,925 |
| USD | 156,919 | CAD | 200,000 | 18-May-2022 | (3,038) |
| USD | 471,745 | CAD | 600,000 | 19-May-2022 | (8,125) |
| USD | 285,967 | CAD | 365,000 | 01-Jun-2022 | (5,955) |
| USD | 399,990 | CAD | 500,000 | 02-Jun-2022 | 97 |
| USD | 6,870,888 | CAD | 8,749,000 | 15-Jun-2022 | (126,180) |
| USD | 318,300 | CAD | 400,000 | 21-Jun-2022 | (1,597) |
| USD | 327,397 | CAD | 420,000 | 23-Aug-2022 | (8,434) |
| USD | 158,936 | CAD | 200,000 | 07-Sep-2022 | (978) |
| USD | 241,612 | CAD | 300,000 | 14-Sep-2022 | 1,747 |
| USD | 471,828 | CAD | 600,000 | 23-Sep-2022 | (7,889) |
| USD | 80,000 | CAD | 100,000 | 01-Nov-2022 | 52 |
| USD | 234,054 | CAD | 300,000 | 01-Dec-2022 | (5,778) |
| USD | 157,593 | CAD | 200,000 | 07-Dec-2022 | (2,294) |
| USD | 16,214,147 | CHF | 15,035,000 | 06-Apr-2022 | (57,623) |
| USD | 158,247 | CHF | 148,000 | 29-Apr-2022 | (2,052) |
| USD | 10,679,975 | CHF | 9,920,000 | 06-May-2022 | (67,353) |
| USD | 497,947 | CHF | 455,000 | 15-Jun-2022 | 3,990 |
| USD | 12,904,684 | CLP | 10,315,100,000 | 06-Apr-2022 | (201,273) |
| USD | 3,369,834 | CLP | 2,652,300,000 | 06-May-2022 | 18,313 |
| USD | 863,683 | CLP | 708,000,000 | 15-Jun-2022 | (24,929) |
| USD | 1,510,487 | CLP | 1,230,292,000 | 22-Jun-2022 | (31,884) |
| USD | 19,652,997 | CNH | 125,382,000 | 06-Apr-2022 | (74,113) |
| USD | 9,807,157 | CNH | 62,756,000 | 06-May-2022 | (47,385) |
| USD | 2,525,915 | CNH | 16,145,000 | 15-Jun-2022 | (3,842) |
| USD | 539,769 | CNH | 3,478,000 | 16-Sep-2022 | (3,228) |
| USD | 364,830 | CNH | 2,361,000 | 19-Sep-2022 | (3,736) |
| USD | 134,015 | CNY | 854,000 | 15-Jun-2022 | (66) |
| USD | 8,581,070 | COP | 32,589,777,000 | 06-Apr-2022 | (54,102) |
| USD | 708,108 | COP | 2,705,150,000 | 15-Jun-2022 | (1,478) |
| USD | 5,331,362 | CZK | 122,337,000 | 06-Apr-2022 | (211,462) |
| USD | 288,424 | CZK | 6,500,000 | 06-May-2022 | (5,010) |
| USD | 1,989,830 | CZK | 45,410,000 | 15-Jun-2022 | (50,129) |
| USD | 930,899 | DKK | 6,155,000 | 15-Jun-2022 | 12,970 |
| USD | 246 | EGP | 4,000 | 15-Jun-2022 | 29 |
| USD | 67,063,284 | EUR | 60,400,000 | 06-Apr-2022 | 242,175 |

Schroder GAIA Wellington Pagosa (cont)
| USD | 54,627,380 | EUR | 49,370,000 | 29-Apr-2022 | (28,195) |
| --- | --- | --- | --- | --- | --- |
| USD | 13,548,006 | EUR | 12,334,000 | 06-May-2022 | (109,789) |
| USD | 436,787 | EUR | 380,000 | 09-May-2022 | 15,945 |
| USD | 386,111 | EUR | 353,000 | 10-Jun-2022 | (5,406) |
| USD | 10,997,584 | EUR | 9,865,000 | 15-Jun-2022 | 53,521 |
| USD | 310,387 | EUR | 274,000 | 03-Aug-2022 | 5,593 |
| USD | 303,899 | EUR | 267,000 | 04-Aug-2022 | 6,875 |
| USD | 389,382 | EUR | 352,000 | 16-Sep-2022 | (3,198) |
| USD | 38,403,647 | GBP | 29,047,000 | 06-Apr-2022 | 246,766 |
| USD | 10,856,552 | GBP | 8,237,000 | 29-Apr-2022 | 37,783 |
| USD | 12,857,479 | GBP | 9,804,000 | 06-May-2022 | (18,987) |
| USD | 3,882,130 | GBP | 2,922,000 | 15-Jun-2022 | 44,751 |
| USD | 273,600 | GBP | 200,000 | 01-Aug-2022 | 10,911 |
| USD | 278,133 | HKD | 2,172,000 | 06-Apr-2022 | 851 |
| USD | 542,603 | HKD | 4,245,000 | 29-Apr-2022 | 568 |
| USD | 1,811,460 | HKD | 14,156,000 | 15-Jun-2022 | 2,384 |
| USD | 7,254,438 | HUF | 2,498,906,110 | 06-Apr-2022 | (268,339) |
| USD | 1,593,643 | HUF | 546,500,000 | 06-May-2022 | (44,635) |
| USD | 2,824,081 | HUF | 968,500,000 | 15-Jun-2022 | (62,192) |
| USD | 6,920,668 | HUF | 2,143,400,000 | 29-Jul-2022 | 572,716 |
| USD | 3,965,815 | IDR | 57,031,000,000 | 06-Apr-2022 | (4,692) |
| USD | 948,768 | IDR | 13,601,000,000 | 15-Jun-2022 | 4,733 |
| USD | 7,141,989 | IDR | 104,598,000,000 | 21-Feb-2023 | (13,572) |
| USD | 3,035,238 | ILS | 9,900,000 | 06-Apr-2022 | (67,217) |
| USD | 1,385,046 | ILS | 4,455,000 | 06-May-2022 | (11,805) |
| USD | 1,095,389 | ILS | 3,530,000 | 15-Jun-2022 | (13,293) |
| USD | 19,215,838 | INR | 1,453,861,000 | 06-Apr-2022 | 33,626 |
| USD | 564,980 | INR | 43,230,000 | 29-Apr-2022 | (4,017) |
| USD | 502,769 | INR | 38,668,000 | 02-May-2022 | (6,024) |
| USD | 16,037,655 | INR | 1,227,041,000 | 06-May-2022 | (100,755) |
| USD | 2,157,241 | INR | 165,718,000 | 15-Jun-2022 | (12,722) |
| USD | 2,006,925 | JPY | 231,850,000 | 04-Apr-2022 | 102,456 |
| USD | 23,631,830 | JPY | 2,796,208,473 | 06-Apr-2022 | 662,405 |
| USD | 1,568,810 | JPY | 179,900,000 | 11-Apr-2022 | 90,906 |
| USD | 675,505 | JPY | 76,750,000 | 18-Apr-2022 | 44,901 |
| USD | 2,126,347 | JPY | 241,550,000 | 25-Apr-2022 | 141,403 |
| USD | 2,797,203 | JPY | 336,800,000 | 28-Apr-2022 | 29,367 |
| USD | 4,490,014 | JPY | 551,100,502 | 06-May-2022 | (39,787) |
| USD | 770,325 | JPY | 88,750,000 | 09-May-2022 | 40,773 |
| USD | 602,937 | JPY | 69,200,000 | 16-May-2022 | 33,972 |
| USD | 829,498 | JPY | 95,700,000 | 23-May-2022 | 42,485 |
| USD | 1,261,312 | JPY | 144,600,000 | 25-May-2022 | 72,085 |
| USD | 1,632,195 | JPY | 187,600,000 | 31-May-2022 | 89,046 |
| USD | 1,459,558 | JPY | 167,850,000 | 06-Jun-2022 | 78,584 |
| USD | 1,064,642 | JPY | 122,600,000 | 13-Jun-2022 | 55,689 |
| USD | 1,976,303 | JPY | 233,101,000 | 15-Jun-2022 | 57,820 |
| USD | 2,641,515 | JPY | 306,950,000 | 21-Jun-2022 | 114,656 |
| USD | 1,551,448 | JPY | 183,900,000 | 27-Jun-2022 | 37,207 |
| USD | 1,891,341 | JPY | 228,600,000 | 05-Jul-2022 | 8,410 |

Schroder GAIA Wellington Pagosa (cont)
| USD | 355,159 | JPY | 40,000,000 | 20-Sep-2022 | 24,363 |
| --- | --- | --- | --- | --- | --- |
| USD | 16,906,294 | KRW | 20,399,840,000 | 06-Apr-2022 | 76,233 |
| USD | 4,123,258 | KRW | 5,038,950,000 | 06-May-2022 | (31,652) |
| USD | 1,034,992 | KRW | 1,249,400,000 | 15-Jun-2022 | 4,924 |
| USD | 38,499,306 | MXN | 791,725,657 | 06-Apr-2022 | (1,292,242) |
| USD | 60,747 | MXN | 1,291,000 | 20-Apr-2022 | (3,979) |
| USD | 7,375,073 | MXN | 147,924,447 | 06-May-2022 | (20,093) |
| USD | 5,827,344 | MXN | 122,161,000 | 15-Jun-2022 | (233,735) |
| USD | 356,875 | MXN | 7,605,000 | 04-Aug-2022 | (16,924) |
| USD | 445,815 | MXN | 9,322,000 | 28-Sep-2022 | (7,514) |
| USD | 28,212,203 | NOK | 247,113,400 | 06-Apr-2022 | 144,039 |
| USD | 1,094,063 | NOK | 9,400,000 | 06-May-2022 | 26,762 |
| USD | 34,129,166 | NZD | 50,155,000 | 06-Apr-2022 | (630,139) |
| USD | 422,745 | NZD | 621,000 | 26-Apr-2022 | (7,500) |
| USD | 11,970,435 | NZD | 17,252,000 | 06-May-2022 | 19,938 |
| USD | 1,611,101 | NZD | 2,364,000 | 15-Jun-2022 | (25,192) |
| USD | 5,245,594 | PEN | 19,719,000 | 06-Apr-2022 | (114,744) |
| USD | 4,740,023 | PEN | 17,649,000 | 06-May-2022 | (44,538) |
| USD | 717,609 | PEN | 2,695,000 | 15-Jun-2022 | (10,229) |
| USD | 4,252,447 | PHP | 221,910,000 | 06-Apr-2022 | (35,680) |
| USD | 4,251,557 | PHP | 221,910,000 | 06-May-2022 | (29,409) |
| USD | 1,795,034 | PHP | 93,550,000 | 15-Jun-2022 | (5,858) |
| USD | 16,579,818 | PLN | 71,048,780 | 06-Apr-2022 | (326,749) |
| USD | 6,473,419 | PLN | 27,620,000 | 06-May-2022 | (79,862) |
| USD | 2,911,222 | PLN | 12,642,000 | 15-Jun-2022 | (75,592) |
| USD | 671,703 | RON | 3,010,000 | 15-Jun-2022 | 4,656 |
| USD | 443,522 | RUB | 40,050,000 | 06-Apr-2022 | (48,802) |
| USD | 248,865 | RUB | 18,864,000 | 19-Apr-2022 | 20,221 |
| USD | 11,911 | RUB | 1,471,000 | 25-Apr-2022 | (5,773) |
| USD | 656,713 | RUB | 86,621,000 | 26-Apr-2022 | (383,186) |
| USD | 208,525 | RUB | 28,985,000 | 28-Apr-2022 | (138,499) |
| USD | 333,474 | RUB | 25,364,000 | 04-May-2022 | 32,256 |
| USD | 202,250 | RUB | 28,770,000 | 12-May-2022 | (137,127) |
| USD | 390,401 | RUB | 58,365,000 | 13-Jul-2022 | (262,375) |
| USD | 68,922 | RUB | 10,545,000 | 24-Aug-2022 | (44,728) |
| USD | 27,701,775 | SEK | 263,986,000 | 06-Apr-2022 | (375,613) |
| USD | 2,225,268 | SEK | 20,607,000 | 06-May-2022 | 32,268 |
| USD | 1,123,543 | SEK | 10,614,000 | 15-Jun-2022 | (7,436) |
| USD | 6,571,639 | SGD | 8,908,275 | 06-Apr-2022 | (954) |
| USD | 4,657,109 | SGD | 6,338,000 | 06-May-2022 | (18,587) |
| USD | 479,924 | SGD | 650,000 | 15-Jun-2022 | 349 |
| USD | 14,023,238 | THB | 464,060,000 | 05-Apr-2022 | 66,560 |
| USD | 2,849,417 | THB | 94,622,000 | 12-Apr-2022 | 3,648 |
| USD | 11,763,179 | THB | 391,161,000 | 06-May-2022 | (2,913) |
| USD | 3,499,442 | THB | 117,310,000 | 15-Jun-2022 | (32,343) |
| USD | 2,339,150 | TRY | 35,052,000 | 06-Apr-2022 | (47,525) |
| USD | 2,870,226 | TRY | 44,080,000 | 06-May-2022 | (57,497) |
| USD | 3,284,545 | TRY | 51,347,000 | 15-Jun-2022 | (25,289) |
| USD | 27,770,412 | TWD | 785,377,000 | 06-Apr-2022 | 359,174 |

Schroder GAIA Wellington Pagosa (cont)
| USD | 6,755,461 | TWD | 194,211,000 | 06-May-2022 |  | (23,212) |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 4,348,330 | TWD | 121,565,000 | 15-Jun-2022 |  | 102,511 |
| USD | 22,104,662 | ZAR | 332,565,701 | 06-Apr-2022 |  | (648,636) |
| USD | 1,575,445 | ZAR | 23,269,320 | 06-May-2022 |  | (10,446) |
| USD | 11,331,144 | ZAR | 175,374,000 | 15-Jun-2022 |  | (557,917) |
| USD | 1,063,263 | ZAR | 16,538,000 | 27-Jul-2022 |  | (52,227) |
| USD | 434,537 | ZAR | 6,550,000 | 28-Sep-2022 |  | (3,941) |
| ZAR | 331,952,436 | USD | 21,734,641 | 06-Apr-2022 |  | 976,696 |
| ZAR | 164,540,000 | USD | 11,163,829 | 06-May-2022 |  | 50,189 |
| ZAR | 36,520,000 | USD | 2,405,057 | 15-Jun-2022 |  | 70,729 |
| ZAR | 15,988,000 | USD | 1,016,402 | 27-Jul-2022 |  | 61,992 |
|  |  |  |  |  | USD | (258,545) |
| Shareclass Hedging BRL | 122,810,733 | USD | 25,213,950 | 29-Apr-2022 |  | 401,931 |
| CHF | 4,520,194 | USD | 4,851,211 | 29-Apr-2022 |  | 44,619 |
| EUR | 127,700,488 | USD | 140,552,683 | 29-Apr-2022 |  | 819,483 |
| GBP | 50,247,059 | USD | 66,191,122 | 29-Apr-2022 |  | (194,844) |
| SGD | 2,758,934 | USD | 2,032,244 | 29-Apr-2022 |  | 3,118 |
| USD | 1,579,493 | BRL | 7,628,258 | 29-Apr-2022 |  | (11,610) |
| USD | 142 | EUR | 129 | 29-Apr-2022 |  | (1) |
| USD | 1,947 | GBP | 1,475 | 29-Apr-2022 |  | 10 |
|  |  |  |  |  | USD | 1,062,706 |
|  |  |  |  |  | USD | 804,161 |

The forward foreign exchange contracts were related to the following counterparties:
Forward Foreign Exchange Contracts Counterparties
| Unrealised Appreciation/ |
| --- |
| Sub-Fund | Counterparty |  | (Depreciation) |
| Schroder GAIA BlueTrend |  |  |  |
|  | HSBC |  | 616,414 |
|  | UBS |  | 1,949,863 |
|  |  | USD | 2,566,277 |
| Schroder GAIA Cat Bond | Brown Brothers Harriman & Co |  | 2,365,704 |
|  | HSBC |  | 6,379,988 |
|  |  | USD | 8,745,692 |
| Schroder GAIA Contour Tech Equity | HSBC |  | 645,195 |
|  | Morgan Stanley |  | (21,034) |
|  |  | USD | 624,161 |
| Schroder GAIA Egerton Equity | Brown Brothers Harriman & Co |  | 9,889,762 |
|  | HSBC |  | (2,288,959) |
|  |  | EUR | 7,600,803 |
| Schroder GAIA Helix | Goldman Sachs |  | (3,815,792) |
|  | HSBC |  | 976,150 |
|  | J.P. Morgan |  | (1,414,184) |
|  |  | USD | (4,253,826) |

Forward Foreign Exchange Contracts Counterparties (cont)
| Unrealised Appreciation/ |
| --- |
| Sub-Fund | Counterparty |  | (Depreciation) |
| Schroder GAIA Oaktree Credit | HSBC |  | 18,185 |
|  | State Street |  | 220,167 |
|  |  | USD | 238,352 |
| Schroder GAIA Sirios US Equity | HSBC |  | 327,417 |
|  | Morgan Stanley |  | (329,778) |
|  |  | USD | (2,361) |
| Schroder GAIA Two Sigma Diversified | Citi Bank |  | (2,866,254) |
|  | Deutsche Bank |  | 156,931 |
|  | HSBC |  | 251,620 |
|  | Morgan Stanley |  | 21,451 |
|  | Newedge Group |  | (1,650,563) |
|  |  | USD | (4,086,815) |
| Schroder GAIA UK Dynamic Absolute Return Fund | HSBC |  | 127,508 |
|  |  | GBP | 127,508 |
| Schroder GAIA Wellington Pagosa | Bank of America |  | 384,272 |
|  | Barclays Bank |  | (1,526,453) |
|  | BNP Paribas |  | (130,219) |
|  | Citi Bank |  | (9,807) |
|  | Credit Suisse |  | 4,452 |
|  | Deutsche Bank |  | (23,859) |
|  | Goldman Sachs |  | (529,678) |
|  | HSBC |  | 1,091,175 |
|  | J.P. Morgan |  | 1,155,507 |
|  | Morgan Stanley |  | (195,168) |
|  | Standard Chartered Bank |  | 131,018 |
|  | UBS |  | 452,921 |
|  |  | USD | 804,161 |

Spot Trades
Outstanding spot trades were valued at the last available price at NAV Calculation Day, by reference to the spot rate of exchange to the maturity of the relevant contract. The unrealised appreciation/(depreciation) is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on spot trades’.
On 31 March 2022, the following sub-fund was committed to Spot trades:
| Unrealised Appreciation/ |
| --- |
| Currency Bought	Amount Bought | Currency Sold | Amount Sold | Settlement Date |  | (Depreciation) |
| Schroder GAIA Two Sigma Diversified |  |  |  |  |  |
| Portfolio Hedging EUR	1,000,000 | JPY | 135,557,000 | 01-Apr-2022 |  | (7,246) |
| EUR	1,000,000 | USD | 1,112,302 | 01-Apr-2022 |  | (6,052) |
| GBP	169,987 | USD | 223,220 | 04-Apr-2022 |  | 83 |
| JPY	135,557,000 | USD | 1,114,870 | 01-Apr-2022 |  | (1,374) |
| NOK	9,691,870 | EUR | 1,000,000 | 04-Apr-2022 |  | (5,383) |
| SGD	361,574 | USD | 267,000 | 01-Apr-2022 |  | (225) |
| USD	2,231,504 | EUR | 2,000,000 | 01-Apr-2022 |  | 19,004 |
| USD	1,186,362 | EUR | 1,063,820 | 05-Apr-2022 |  | 9,511 |
|  |  |  |  | USD | 8,318 |


#### Spot Trades Counterparties
| Unrealised Appreciation/ |
| --- |
| Fund | Counterparty |  | (Depreciation) |
| Schroder GAIA Two Sigma Diversified |  |  |  |
|  | Brown Brothers Harriman & Co |  | 9,594 |
|  | Citi Bank |  | 1,528 |
|  | Deutsche Bank |  | 2,474 |
|  | Morgan Stanley |  | (225) |
|  | Newedge Group |  | (5,053) |
|  |  | USD | 8,318 |

Futures Contracts
Futures contracts were valued at the last available price at NAV Calculation Day. The unrealised appreciation/(depreciation) is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on futures contracts’. On 31 March 2022, the following sub-funds held open futures contracts on index (exposed to equities), fixed income securities and currencies:
Schroder GAIA BlueTrend
| Jun-22 | 90 | 90 Days Bank Bill Future | Morgan Stanley | AUD | (67,248,593) | 9.98 | 6,053 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Sep-22 | 90 | 90 Days Bank Bill Future | Morgan Stanley | AUD | (67,200,329) | 9.96 | 98,207 |
| Dec-22 | 110 | 90 Days Bank Bill Future | Morgan Stanley | AUD | (82,074,470) | 9.95 | 169,428 |
| Mar-23 | 7 | 90 Days Bank Bill Future | Morgan Stanley | AUD | 5,219,018 | 9.94 | (14,668) |
| Dec-22 | 1 | 90 Days Eurodollar Future | Morgan Stanley | USD | 247,525 | 97.34 | (4,175) |
| Mar-23 | 1 | 90 Days Eurodollar Future | Morgan Stanley | USD | 246,938 | 97.04 | (4,338) |
| Jun-23 | 1 | 90 Days Eurodollar Future | Morgan Stanley | USD | 244,188 | 96.87 | (2,013) |
| Sep-24 | 23 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5,616,425) | 97.24 | 25,412 |
| Dec-24 | 24 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5,861,550) | 97.30 | 23,850 |
| Mar-25 | 26 | 90 Days Eurodollar Future | Morgan Stanley | USD | (6,347,750) | 97.40 | 17,075 |
| Jun-25 | 25 | 90 Days Eurodollar Future | Morgan Stanley | USD | (6,104,800) | 97.49 | 11,675 |
| Sep-25 | 24 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5,863,863) | 97.57 | 9,962 |
| Dec-25 | 24 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5,863,200) | 97.61 | 6,600 |
| Mar-26 | 22 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5,376,063) | 97.66 | 5,038 |
| Apr-22 | 4 | Amsterdam Index Future | Morgan Stanley | EUR | 618,633 | 724.01 | 22,116 |
| Jun-22 | 28 | Australia 10 Year Bond Future | Morgan Stanley | AUD | (2,760,445) | 126.74 | 104,874 |
| Jun-22 | 206 | Australia 3 Year Bond Future | Morgan Stanley | AUD | (17,214,649) | 109.89 | 275,407 |
| Sep-22 | 311 | Bankers' Acceptance Future | J.P. Morgan | CAD | (60,893,543) | 97.49 | 265,148 |
| Dec-22 | 4 | Bankers' Acceptance Future | J.P. Morgan | CAD | 782,756 | 97.09 | (6,129) |
| Mar-23 | 3 | Bankers' Acceptance Future | J.P. Morgan | CAD | 586,690 | 96.86 | (5,599) |
| Jun-23 | 5 | Bankers' Acceptance Future | J.P. Morgan | CAD | 974,333 | 96.74 | (7,049) |
| Apr-22 | 1,319 | BIST 30 Index Future | Morgan Stanley | TRY | 2,018,589 | 2,519.75 | 246,683 |
| Apr-22 | 13 | CAC 40 Index Future | Morgan Stanley | EUR | 950,805 | 6,657.50 | 6,626 |
| Jun-22 | 279 | Canada 10 Year Bond Future | J.P. Morgan | CAD | (30,022,549) | 130.56 | 885,054 |
| Apr-22 | 6 | CBOE VIX Future | Morgan Stanley | USD | (159,250) | 23.47 | 18,436 |
| May-22 | 7 | CBOE VIX Future | Morgan Stanley | USD | (180,650) | 24.99 | 5,736 |
| Jun-22 | 3 | Dow Jones E-mini e-CBOT Future | J.P. Morgan | USD | 520,840 | 34,618.00 | (1,570) |
| Jun-22 | 4 | E-mini S&P 500 Future | Morgan Stanley | USD | (844,148) | 4,530.75 | (62,003) |
| Dec-22 | 13 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (3,598,687) | 99.72 | 13,441 |
| Mar-23 | 10 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (2,756,360) | 99.30 | 10,233 |
| Jun-23 | 7 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (1,924,833) | 98.97 | 8,933 |
| Sep-24 | 98 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (26,864,396) | 98.72 | 109,546 |
| Jun-22 | 8 | Euro BUXL 30 Years Bond Future | Morgan Stanley | EUR | (1,708,205) | 186.20 | 60,335 |
| Jun-22 | 14 | Euro Stoxx 50 Future | Morgan Stanley | EUR | 595,312 | 3,823.00 | (3,225) |
| Jun-22 | 36 | Euro-BOBL Future | Morgan Stanley | EUR | (5,225,416) | 128.86 | 93,567 |
| Jun-22 | 37 | Euro-BTP Future | Morgan Stanley | EUR | (5,798,144) | 138.31 | 136,943 |
| Jun-22 | 15 | Euro-Bund Future | Morgan Stanley | EUR | (2,696,053) | 158.66 | 63,289 |
| Jun-22 | 101 | Euro-OAT Future | Morgan Stanley | EUR | (17,349,186) | 151.51 | 420,784 |
| Jun-22 | 14 | FTSE 100 Index Future | Morgan Stanley | GBP | 1,367,010 | 7,486.00 | 9,747 |

| Schroder GAIA BlueTrend (cont) |
| --- |
| Apr-22 | 79 | FTSE China A50 Future | Morgan Stanley | USD | (1,053,655) | 13,749.00 |  | (32,516) |
| Jun-22 | 9 | FTSE MIB Index Future | Morgan Stanley | EUR | 1,204,319 | 24,406.00 |  | 10,642 |
| Apr-22 | 31 | FTSE Taiwan Index Future | Morgan Stanley | USD | 1,905,647 | 1,544.00 |  | 8,913 |
| Jun-22 | 38 | FTSE/JSE Top 40 Future | Morgan Stanley | ZAR | 1,711,138 | 68,881.00 |  | 80,121 |
| Apr-22 | 7 | Hang Seng Index Future | Morgan Stanley | HKD | (975,342) | 21,990.00 |  | (7,194) |
| Apr-22 | 26 | HSCEI Index Future | Morgan Stanley | HKD | (1,247,233) | 7,521.00 |  | (938) |
| Apr-22 | 1 | IBEX 35 Index Future | Morgan Stanley | EUR | 91,188 | 8,415.90 |  | 1,913 |
| Mar-23 | 1 | ICE 3 Month SONIA Index Future | Morgan Stanley | GBP | 324,882 | 97.85 |  | (3,547) |
| Dec-24 | 197 | ICE 3 Month SONIA Index Future | Morgan Stanley | GBP | (63,544,811) | 97.98 |  | 157,671 |
| Jun-22 | 65 | Japan 10 Years Bond (OSE) Future | Morgan Stanley | JPY | (80,126,284) | 149.70 |  | 197,748 |
| Jun-22 | 44 | KOSPI2 Index Future | J.P. Morgan | KRW | (3,167,895) | 365.70 |  | (151,027) |
| Jun-22 | 77 | Long Gilt Future | Morgan Stanley | GBP | (12,362,878) | 121.23 |  | 100,337 |
| Apr-22 | 175 | Mini Bovespa Future | Morgan Stanley | BRL | 893,532 | 120,379.00 |  | (8,587) |
| Jun-22 | 2 | MSCI EAFE Index Future | Morgan Stanley | USD | (205,905) | 2,144.40 |  | (8,535) |
| Jun-22 | 24 | MSCI Emerging Market Index Future | Morgan Stanley | USD | (1,262,400) | 1,125.50 |  | (88,200) |
| Apr-22 | 34 | MSCI Singapore Index ETS Future | Morgan Stanley | SGD | (822,958) | 334.85 |  | (17,039) |
| Jun-22 | 1 | Nasdaq 100 E-mini Future | Morgan Stanley | USD | (271,650) | 14,868.75 |  | (25,725) |
| Jun-22 | 2 | Nikkei 225 (SGX) Future | Morgan Stanley | JPY | 228,725 | 27,795.00 |  | (411) |
| Apr-22 | 48 | OMXS30 Index Future | Morgan Stanley | SEK | 1,081,077 | 2,085.00 |  | (16,668) |
| Jun-22 | 4 | Russell 2000 E-mini Future | Morgan Stanley | USD | (399,145) | 2,066.40 |  | (14,135) |
| Jun-22 | 1 | S&P MidCap 400 E-mini Future | Morgan Stanley | USD | 271,510 | 2,689.20 |  | (2,590) |
| Jun-22 | 36 | S&P/TSX 60 Index Future | J.P. Morgan | CAD | 7,413,875 | 1,317.10 |  | 171,711 |
| Jun-22 | 1,496 | SET 50 Index Future | J.P. Morgan | THB | 9,084,318 | 1,016.70 |  | 64,453 |
| Apr-22 | 2 | SGX Nifty 50 Future | Morgan Stanley | USD | (70,224) | 17,536.50 |  | 78 |
| Jun-22 | 181 | Short-Term Euro-BTP Future | Morgan Stanley | EUR | (22,302,177) | 110.97 |  | 82,515 |
| Jun-22 | 257 | South Korea 10 Year Bond Future | J.P. Morgan | KRW | (25,294,476) | 117.00 |  | 486,094 |
| Jun-22 | 517 | South Korea 3 Year Bond Future | J.P. Morgan | KRW | (45,776,354) | 106.23 |  | 463,941 |
| Jun-22 | 51 | SPI 200 Future | Morgan Stanley | AUD | 6,903,404 | 7,479.00 |  | 232,179 |
| Jun-22 | 2 | Stoxx Euro ESG-X Index Future | Morgan Stanley | EUR | 37,336 | 167.60 |  | (254) |
| Jun-22 | 12 | Swiss Market Index Future | Morgan Stanley | CHF | 1,543,694 | 12,034.00 |  | 19,079 |
| Jun-22 | 7 | Topix Index Future | Morgan Stanley | JPY | 1,124,651 | 1,946.50 |  | (5,421) |
| Jun-22 | 10 | WIG20 Index Future | Morgan Stanley | PLN | 97,728 | 2,165.00 |  | 5,325 |
|  |  |  |  |  |  |  | USD | 4,719,362 |
| Schroder GAIA Egerton Equity |
| Jun-22 | 190 | E-mini S&P 500 Future | Goldman Sachs | USD | (36,003,947) | 4,530.75 |  | (2,904,188) |
|  |  |  |  |  |  |  | EUR | (2,904,188) |
| Schroder GAIA | Helix |  |  |  |  |  |  |  |
| Jun-22 | 74 | E-mini S&P 500 Future | Goldman Sachs | USD | (16,446,500) | 4,530.75 |  | (317,275) |
| Jun-22 | 340 | Euro Stoxx 50 Future | J.P. Morgan | EUR | (14,183,901) | 3,823.00 |  | (195,357) |
| Jun-22 | 92 | Euro Stoxx Future | J.P. Morgan | EUR | (2,105,310) | 426.60 |  | (65,551) |
| Jun-22 | 236 | FTSE 100 Index Future | J.P. Morgan | GBP | (22,159,018) | 7,486.00 |  | (1,049,183) |
| Jun-22 | 255 | FTSE 250 Index Future | J.P. Morgan | GBP | (13,515,204) | 21,038.00 |  | (579,446) |
| Jun-22 | 39 | MSCI Asia Future | J.P. Morgan | USD | (2,226,980) | 589.80 |  | (73,240) |
| Jun-22 | 243 | MSCI China Future | J.P. Morgan | USD | 4,731,979 | 521.70 |  | 1,606,677 |
| Jun-22 | 408 | MSCI EAFE Index Future | J.P. Morgan | USD | (41,424,823) | 2,144.40 |  | (2,320,937) |
| Jun-22 | 37 | MSCI Emerging Market Index Future | J.P. Morgan | USD | (1,963,080) | 1,125.50 |  | (119,095) |
| Jun-22 | 57 | MSCI Europe Future | J.P. Morgan | EUR | (1,729,128) | 294.90 |  | (130,400) |
| Jun-22 | 182 | MSCI World Index Future | J.P. Morgan | USD | (16,170,368) | 9,352.00 |  | (850,272) |
| Jun-22 | 13 | Topix Index Future | J.P. Morgan | JPY | (1,983,325) | 1,946.50 |  | (95,244) |
|  |  |  |  |  |  |  | USD | (4,189,323) |
| Schroder GAIA Two Sigma Diversified |
| Mar-23 | 78 | 3 Month SOFR Future | Morgan Stanley | USD | 19,072,189 | 97.60 | (40,189) |
| Dec-22 | 13 | 90 Days Eurodollar Future | Morgan Stanley | USD | (3,235,538) | 97.34 | 71,988 |
| Jun-23 | 172 | 90 Days Eurodollar Future | Morgan Stanley | USD | 42,155,250 | 96.87 | (501,150) |


#### Futures Contracts (cont)
| (Short)/	Unrealised |
| --- |
| Maturity |  |  |  | Long | Market | Appreciation/ |
| Date | Quantity Contract | Counterparty | Currency | Position | Price | (Depreciation) |
| Schroder GAIA Two Sigma Diversified (cont) |
| Dec-23 | 77 | 90 Days Eurodollar Future | Morgan Stanley | USD | 18,879,263 | 96.97 | (212,539) |
| Jun-24 | 34 | 90 Days Eurodollar Future | Morgan Stanley | USD | 8,385,348 | 97.17 | (126,323) |
| Sep-24 | 48 | 90 Days Eurodollar Future | Morgan Stanley | USD | 11,832,150 | 97.24 | (163,950) |
| Dec-24 | 33 | 90 Days Eurodollar Future | Morgan Stanley | USD | 8,123,313 | 97.30 | (96,475) |
| Apr-22 | 22 | Amsterdam Index Future | Newedge Group | EUR | 3,423,129 | 724.01 | 100,990 |
| Jun-22 | 60 | Australia 10 Year Bond Future | Newedge Group | AUD | 5,872,881 | 126.74 | (182,373) |
| Jun-22 | 66 | Australia 3 Year Bond Future | Newedge Group | AUD | 5,497,484 | 109.89 | (70,348) |
| Jun-22 | 3 | Australian Dollar Future | Morgan Stanley | USD | 225,455 | 74.97 | (560) |
| Dec-22 | 7 | Bankers' Acceptance Future | Newedge Group | CAD | (1,375,125) | 97.09 | 16,028 |
| Jun-22 | 4 | British Pound Future | Morgan Stanley | USD | (327,993) | 131.31 | (282) |
| Apr-22 | 101 | CAC 40 Index Future | Newedge Group | EUR | 7,282,731 | 6,657.50 | 155,777 |
| Jun-22 | 54 | Canada 10 Year Bond Future | Newedge Group | CAD | 5,822,469 | 130.56 | (182,954) |
| Jun-22 | 1 | Canadian Dollar Future | Morgan Stanley | USD | (78,588) | 80.09 | (1,502) |
| Apr-22 | 215 | CBOE VIX Future | Morgan Stanley | USD | (6,539,671) | 23.47 | 1,493,836 |
| May-22 | 47 | CBOE VIX Future | Morgan Stanley | USD | (1,411,005) | 24.99 | 236,583 |
| Jun-22 | 72 | Dax Index Future | Newedge Group | EUR | 27,244,668 | 14,433.00 | 1,495,042 |
| Jun-22 | 5 | Dow Jones E-mini e-CBOT Future | Morgan Stanley | USD | (876,100) | 34,618.00 | 10,650 |
| Apr-22 | 13 | Dubai IRD FX Future | Newedge Group | USD | 339,768 | 131.68 | 2,600 |
| Jun-22 | 172 | E-mini S&P 500 Future | Morgan Stanley | USD | (36,745,498) | 4,530.75 | (2,218,953) |
| Dec-22 | 7 | Euro 3 Months Euribor Future | Newedge Group | EUR | 1,930,309 | 99.72 | 207 |
| Jun-23 | 26 | Euro 3 Months Euribor Future | Newedge Group | EUR | 7,145,393 | 98.97 | (29,191) |
| Sep-23 | 46 | Euro 3 Months Euribor Future | Newedge Group | EUR | 12,683,198 | 98.77 | (118,438) |
| Dec-23 | 52 | Euro 3 Months Euribor Future | Newedge Group | EUR | 14,334,690 | 98.70 | (140,397) |
| Jun-22 | 13 | Euro BUXL 30 Years Bond Future | Newedge Group | EUR | (2,877,954) | 186.20 | 200,165 |
| Jun-22 | 3 | Euro FX Future | Morgan Stanley | USD | 414,381 | 1.11 | 1,832 |
| Jun-22 | 630 | Euro Stoxx 50 Future | Newedge Group | EUR | 25,024,299 | 3,823.00 | 1,619,621 |
| Jun-22 | 145 | Euro-BOBL Future | Morgan Stanley | EUR | 21,000,795 | 128.86 | (330,846) |
| Jun-22 | 66 | Euro-BTP Future | Newedge Group | EUR | (10,490,195) | 138.31 | 391,836 |
| Jun-22 | 192 | Euro-Bund Future | Morgan Stanley | EUR | 35,242,558 | 158.66 | (1,543,174) |
| Jun-22 | 53 | Euro-OAT Future | Newedge Group | EUR | 9,249,080 | 151.51 | (365,859) |
| Jun-22 | 3 | Euro-Schatz Future | Morgan Stanley | EUR | (371,719) | 110.74 | 4,217 |
| Jun-22 | 181 | FTSE 100 Index Future | Newedge Group | GBP | (16,735,342) | 7,486.00 | (1,064,168) |
| Apr-22 | 216 | FTSE China A50 Future | Newedge Group | USD | (2,898,143) | 13,749.00 | (71,641) |
| Jun-22 | 25 | FTSE MIB Index Future | Newedge Group | EUR | (3,254,449) | 24,406.00 | (120,443) |
| Jun-22 | 80 | FTSE/JSE Top 40 Future | Newedge Group | ZAR | (3,560,415) | 68,881.00 | (210,658) |
| Apr-22 | 21 | IBEX 35 Index Future | Newedge Group | EUR | (1,926,707) | 8,415.90 | (28,412) |
| Mar-23 | 25 | ICE 3 Month SONIA Index Future | Newedge Group | GBP | 8,037,321 | 97.85 | (3,941) |
| Jun-22 | 26 | Japan 10 Years Bond (OSE) Future | Newedge Group | JPY | 32,174,552 | 149.70 | (203,138) |
| Jun-22 | 3 | Japanese Yen Future | Morgan Stanley | USD | (323,948) | 82.38 | 15,042 |
| Jun-22 | 237 | KOSDAQ150 Index Future | Newedge Group | KRW | 2,411,646 | 1,318.30 | 166,111 |
| Jun-22 | 90 | KOSPI2 Index Future | Newedge Group | KRW | (6,506,607) | 365.70 | (282,099) |
| Jun-22 | 121 | Long Gilt Future | Newedge Group | GBP | (19,467,029) | 121.23 | 197,321 |
| Jun-22 | 14 | Mexican Peso Future | Morgan Stanley | USD | 323,537 | 4.97 | 24,574 |
| Jun-22 | 40 | MSCI EAFE Index Future | Morgan Stanley | USD | (4,077,895) | 2,144.40 | (210,905) |
| Jun-22 | 144 | MSCI Emerging Market Index Future | Morgan Stanley | USD | (7,621,410) | 1,125.50 | (482,190) |
| Apr-22 | 209 | MSCI Singapore Index ETS Future | Newedge Group | SGD | (5,132,202) | 334.85 | (31,309) |
| Jun-22 | 18 | Nasdaq 100 E-mini Future | Morgan Stanley | USD | (5,384,935) | 14,868.75 | 32,185 |
| Jun-22 | 5 | New Zealand Dollar Future | Morgan Stanley | USD | (342,670) | 69.24 | (3,530) |
| Jun-22 | 10 | Nikkei 225 (OSE) Future | Newedge Group | JPY | (2,075,398) | 27,830.00 | (210,621) |
| Jun-22 | 41 | Nikkei 225 (YEN) Future | Morgan Stanley | JPY | (4,183,588) | 27,535.00 | (453,076) |
| Apr-22 | 131 | OMXS30 Index Future | Newedge Group | SEK | 2,928,621 | 2,085.00 | (23,672) |
| Jun-22 | 92 | Russell 2000 E-mini Future | Morgan Stanley | USD | (9,216,085) | 2,066.40 | (289,355) |
| Jun-22 | 15 | S&P MidCap 400 E-mini Future | Morgan Stanley | USD | 3,877,125 | 2,689.20 | 156,675 |

Schroder GAIA Two Sigma Diversified (cont)
| Jun-22 | 33 | S&P/TSX 60 Index Future | Newedge Group | CAD | 6,748,104 | 1,317.10 |  | 205,349 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Jun-22 | 423 | SET 50 Index Future | Newedge Group | THB | (2,553,246) | 1,016.70 |  | (33,605) |
| Apr-22 | 150 | SGX Nifty 50 Future | Newedge Group | USD | 5,271,912 | 17,536.50 |  | (10,962) |
| Jun-22 | 72 | Short-Term Euro-BTP Future | Newedge Group | EUR | 8,945,452 | 110.97 |  | (106,692) |
| Jun-22 | 28 | South Korea 10 Year Bond Future | Newedge Group | KRW | 2,756,685 | 117.00 |  | (53,826) |
| Jun-22 | 22 | South Korea 3 Year Bond Future | Newedge Group | KRW | 1,949,425 | 106.23 |  | (21,237) |
| Jun-22 | 12 | SPI 200 Future | Newedge Group | AUD | 1,601,568 | 7,479.00 |  | 77,393 |
| Jun-22 | 10 | Stoxx 600 Bank Future | Newedge Group | EUR | (73,206) | 133.60 |  | (691) |
| Jun-22 | 108 | Stoxx Europe 600 Future | Newedge Group | EUR | 2,502,996 | 449.40 |  | 181,608 |
| Jun-22 | 3 | Swiss Franc Future | Morgan Stanley | USD | 405,056 | 108.71 |  | 2,606 |
| Jun-22 | 114 | Topix Index Future | Newedge Group | JPY | (16,507,393) | 1,946.50 |  | (1,720,059) |
| Jun-22 | 4 | UD Dollar Index Future | Morgan Stanley | USD | (396,780) | 98.36 |  | 3,340 |
| Jun-22 | 26 | US 10 Year Note Future (CBT) | Morgan Stanley | USD | (3,200,453) | 122.88 |  | 5,703 |
| Jun-22 | 15 | US 10 Year Ultra Future | Morgan Stanley | USD | 2,061,016 | 135.47 |  | (28,984) |
| Jun-22 | 216 | US 2 Year Note Future (CBT) | Morgan Stanley | USD | 45,972,727 | 105.96 |  | (197,601) |
| Jun-22 | 4 | US 3 Year Note Future (CBT) | Morgan Stanley | USD | 877,172 | 109.09 |  | (4,422) |
| Jun-22 | 272 | US 5 Year Note Future (CBT) | Morgan Stanley | USD | 31,764,398 | 114.69 |  | (569,398) |
| Apr-22 | 26 | US Dollar Index Future | Newedge Group | KRW | 261,898 | 1,212.20 |  | (1,866) |
| Jun-22 | 63 | US Long Bond Future (CBT) | Morgan Stanley | USD | (9,751,734) | 150.06 |  | 297,797 |
| Jun-22 | 25 | US Ultra Bond Future (CBT) | Morgan Stanley | USD | 4,514,281 | 177.13 |  | (86,156) |
| Apr-22 | 84 | VSTOXX Mini Future | Newedge Group | EUR | (304,316) | 28.40 |  | 40,409 |
| Jun-22 | 25 | WIG20 Index Future | Newedge Group | PLN | (247,921) | 2,165.00 |  | (9,710) |
|  |  |  |  |  |  |  | USD | (5,652,385) |

Schroder GAIA UK Dynamic Absolute Return Fund
Jun-22	38 FTSE 100 Index Future	Morgan Stanley	GBP	(2,730,870)	7,486.00	(113,810)
GBP	(113,810)
Schroder GAIA Wellington Pagosa
| Jun-22 | 146 | Australia 10 Year Bond Future | Morgan Stanley | AUD | 14,161,304 | 126.74 | (314,401) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Jun-22 | 24 | Australia 3 Year Bond Future | Morgan Stanley | AUD | 2,006,088 | 109.89 | (32,584) |
| Jun-22 | 378 | Canada 10 Year Bond Future | Morgan Stanley | CAD | 39,549,318 | 130.56 | (72,711) |
| Jun-22 | 22 | Canada 5 Year Bond Future | Morgan Stanley | CAD | (2,108,555) | 117.34 | 43,619 |
| Jun-22 | 4 | E-mini S&P 500 Future | Morgan Stanley | USD | (903,338) | 4,530.75 | (2,812) |
| Jun-22 | 74 | Euro BUXL 30 Years Bond Future | Morgan Stanley | EUR | (15,371,089) | 186.20 | 128,292 |
| Jun-22 | 59 | Euro Stoxx 50 Future | Morgan Stanley | EUR | (2,401,400) | 3,823.00 | (93,824) |
| Jun-22 | 17 | Euro Stoxx Bank Future | Morgan Stanley | EUR | (79,569) | 87.70 | (2,896) |
| Jun-22 | 522 | Euro-BOBL Future | Morgan Stanley | EUR | (74,218,444) | 128.86 | (193,372) |
| Jun-22 | 20 | Euro-BTP Future | Morgan Stanley | EUR | (3,106,472) | 138.31 | 46,363 |
| Jun-22 | 175 | Euro-Bund Future | Morgan Stanley | EUR | (30,960,862) | 158.66 | 245,278 |
| Jun-22 | 125 | Euro-OAT Future | Morgan Stanley | EUR | (21,664,473) | 151.51 | 713,481 |
| Jun-22 | 525 | Euro-Schatz Future | Morgan Stanley | EUR | (64,255,678) | 110.74 | (57,132) |
| Jun-22 | 7 | KOSPI2 Index Future | Morgan Stanley | KRW | (501,805) | 365.70 | (26,206) |
| Jun-22 | 204 | Long Gilt Future | Morgan Stanley | GBP | (32,684,044) | 121.23 | 196,272 |
| Jun-22 | 25 | MSCI EAFE Index Future | Morgan Stanley | USD | (2,535,688) | 2,144.40 | (144,813) |
| Jun-22 | 1 | Russell 2000 E-mini Future | Morgan Stanley | USD | 103,115 | 2,066.40 | 205 |
| Apr-22 | 29 | SGX Nifty 50 Future | Morgan Stanley | USD | (998,205) | 17,536.50 | (18,913) |
| Jun-22 | 26 | Stoxx 600 Industrial Goods & Services |  |  |  |  |  |
|  |  | Future | Morgan Stanley | EUR | (997,246) | 683.50 |  | 14,287 |
| Jun-22 | 162 | US 10 Year Note Future (CBT) | Morgan Stanley | USD | 19,885,469 | 122.88 |  | 20,281 |
| Jun-22 | 39 | US 10 Year Ultra Future | Morgan Stanley | USD | (5,269,297) | 135.47 |  | (13,984) |
| Jun-22 | 452 | US 2 Year Note Future (CBT) | Morgan Stanley | USD | (96,831,664) | 105.96 |  | 1,042,976 |
| Jun-22 | 309 | US 5 Year Note Future (CBT) | Morgan Stanley | USD | 35,443,833 | 114.69 |  | (5,395) |
| Jun-22 | 32 | US Long Bond Future (CBT) | Morgan Stanley | USD | (4,872,438) | 150.06 |  | 70,438 |
| Jun-22 | 210 | US Ultra Bond Future (CBT) | Morgan Stanley | USD | 37,353,404 | 177.13 |  | (157,154) |
|  |  |  |  |  |  |  | USD | 1,385,295 |


#### Option Contracts
Option contracts were valued at the last available price at NAV Calculation Day and the market value, if it is other than 0, is shown in the Statement of Net Assets under ‘Options and swaptions at market value’.
On 31 March 2022, the following sub-funds were committed to outstanding option contracts on financial indices and international listed shares:
Schroder GAIA BlueTrend
Put on UBS ETC Linked to a Systematica Strategy Delta-1 Basket on Commodity Future Strike Price 69.12
(1,146,573)
Expiring on 4-Apr-2022	UBS	USD	(4,324)	–	4,324
USD	–	4,324
Schroder GAIA Helix
Put on Deutsche Boerse AG German Stock Index DAX
Strike Price 14,300.00
77
15,447
2,268
30
32
30
Expiring on 14-Apr-2022	Goldman Sachs	EUR	72,116	107,967	35,851 Call on Frontline Ltd
Strike Price 12.00
Expiring on 14-Apr-2022	Goldman Sachs	USD	343,695	77,235	(266,460) Call on Scorpio Tankers, Inc.
Strike Price 23.00
Expiring on 14-Apr-2022	Goldman Sachs	USD	86,003	85,050	(953) Put on MSCI Emerging Markets Index
Strike Price 1,100.00
Expiring on 14-Apr-2022	Goldman Sachs	USD	16,712	25,500	8,788 Put on S&P 500 Index
Strike Price 4,115.00
Expiring on 14-Apr-2022	Goldman Sachs	USD	200,759	11,520	(189,239) Put on S&P 500 Index
Strike Price 4,150.00
Expiring on 14-Apr-2022	Goldman Sachs	USD	156,112	12,300	(143,812) Put on S&P 500 Index
Strike Price 4,450.00
| 20 | Expiring on 1-Apr-2022 | Goldman Sachs | USD | 90,074 |  | 1,250 | (88,824) |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | USD | 320,822 | (644,649) |

Schroder GAIA Sirios US Equity
Put on S&P 500 Index Strike Price 4,100.00
| 32 | Expiring on 17-Jun-2022 | Goldman Sachs | USD | 586,496 | 178,400 | (408,096) |
| --- | --- | --- | --- | --- | --- | --- |
|  | Put on S&P 500 Index |  |  |  |  |  |
|  | Strike Price 4,100.00 |  |  |  |  |  |
| 24 | Expiring on 16-Sep-2022 | Goldman Sachs | USD | 598,285 | 304,200 | (294,085) |
|  | Put on S&P 500 Index |  |  |  |  |  |
|  | Strike Price 4,100.00 |  |  |  |  |  |
| 21 | Expiring on 16-Dec-2022 | Goldman Sachs | USD | 556,012 | 379,470 | (176,542) |
|  | Put on S&P 500 Index |  |  |  |  |  |
|  | Strike Price 4,100.00 |  |  |  |  |  |
| 17 | Expiring on 17-Mar-2023 | Goldman Sachs | USD | 573,001 |  | 376,125 | (196,876) |
|  |  |  |  |  | USD | 1,238,195 | (1,075,599) |

Schroder GAIA Wellington Pagosa
Call on Baidu, Inc.
Strike Price 220.00
45,730
(45,730)
36
172
Expiring on 21-Apr-2022	Morgan Stanley	HKD	42,741	34	(42,707) Call on Baidu, Inc.
Strike Price 280.00
Expiring on 21-Apr-2022	Morgan Stanley	HKD	(10,267)	(2)	10,265 Call on Block, Inc.
Strike Price 220.00
Expiring on 17-Jun-2022	Morgan Stanley	USD	27,117	3,312	(23,805) Call on Citigroup, Inc.
Strike Price 75.00
Expiring on 17-Jun-2022	Morgan Stanley	USD	30,928	688	(30,240)
Schroder GAIA Wellington Pagosa (cont)
Call on Commerzbank AG Strike Price 10.00
179,908
20,403
29,085
41,588
20,208
32,476
33,346
27,606
19,487,029
54
4,910
65
880,000
905,000
(1,285,000)
(2,635,000)
(1,325,000)
(2,645,000)
(904,000)
4,241,000
4,958,000
Expiring on 17-Jun-2022	Goldman Sachs	EUR	83,271	12,700	(70,571) Call on Commerzbank AG
Strike Price 12.00
Expiring on 16-Dec-2022	Goldman Sachs	EUR	9,531	3,595	(5,936) Call on Commerzbank AG
Strike Price 13.00
Expiring on 16-Dec-2022	Goldman Sachs	EUR	9,872	3,814	(6,058) Call on Commerzbank AG
Strike Price 14.00
Expiring on 16-Dec-2022	Goldman Sachs	EUR	10,656	4,189	(6,467) Call on Deutsche Lufthansa AG
Strike Price 9.00
Expiring on 16-Sep-2022	Goldman Sachs	EUR	11,843	7,375	(4,468) Call on Deutsche Lufthansa AG
Strike Price 9.00
Expiring on 17-Jun-2022	Goldman Sachs	EUR	12,781	4,716	(8,065) Call on EasyJet PLC
Strike Price 8.00
Expiring on 17-Jun-2022	J.P. Morgan	GBP	13,117	2,166	(10,951) Call on EasyJet PLC
Strike Price 8.42
Expiring on 16-Sep-2022	J.P. Morgan	GBP	13,081	3,355	(9,726) Call on Euro Stoxx 50 Index versus S&P 500
Index
Strike Price 2.50
Expiring on 16-Dec-2022	Goldman Sachs	USD	216,904	8,244	(208,660) Call on Fidelity National Financial, Inc.
Strike Price 135.00
Expiring on 15-Jul-2022	Morgan Stanley	USD	18,722	2,565	(16,157) Call on Financial Select Sector SPDR Fund
Strike Price 518.00
Expiring on 17-Jun-2022	Morgan Stanley	USD	98,200	15,058	(83,142) Call on FleetCor Technologies, Inc.
Strike Price 260.00
Expiring on 20-May-2022	Morgan Stanley	USD	43,779	48,425	4,646 Call on Foreign Exchange AUD/JPY
Strike Price 85.16
Expiring on 7-Apr-2022	Citi Bank	AUD	10,014	42,944	32,930 Call on Foreign Exchange AUD/JPY
Strike Price 85.56
Expiring on 13-Apr-2022	Barclays Bank	AUD	9,314	41,403	32,089 Call on Foreign Exchange AUD/JPY
Strike Price 88.29
Expiring on 21-Apr-2022	Citi Bank	AUD	(12,299)	(33,029)	(20,730) Call on Foreign Exchange AUD/JPY
Strike Price 89.05
Expiring on 20-Apr-2022	Goldman Sachs	AUD	(13,836)	(53,731)	(39,895) Call on Foreign Exchange AUD/JPY
Strike Price 92.30
Expiring on 27-Apr-2022	Citi Bank	AUD	(15,695)	(7,887)	7,808 Call on Foreign Exchange AUD/USD
Strike Price 0.76
Expiring on 26-Apr-2022	J.P. Morgan	AUD	(12,816)	(9,189)	3,627
Call on Foreign Exchange EUR/AUD Strike Price 1.46
Expiring on 27-Apr-2022	Deutsche Bank	EUR	(11,797)	(16,683)	(4,886) Call on Foreign Exchange EUR/AUD
Strike Price 1.51
Expiring on 5-Apr-2022	J.P. Morgan	EUR	50,435	1,723	(48,712) Call on Foreign Exchange EUR/AUD
Strike Price 1.52
Expiring on 6-Apr-2022	Barclays Bank	EUR	33,160	1,234	(31,926)
Schroder GAIA Wellington Pagosa (cont)
Call on Foreign Exchange EUR/AUD Strike Price 1.55
| 991,000 | Expiring on 31-Mar-2022 | Barclays Bank | EUR | 10,864 | – | (10,864) |
| --- | --- | --- | --- | --- | --- | --- |
|  | Call on Foreign Exchange EUR/BRL |  |  |  |  |  |
|  | Strike Price 5.60 |  |  |  |  |  |
| 861,000 | Expiring on 20-Apr-2022 | Morgan Stanley | EUR | 18,781 | 3,107 | (15,674) |
|  | Call on Foreign Exchange EUR/BRL |  |  |  |  |  |
|  | Strike Price 5.63 |  |  |  |  |  |
| 849,000 | Expiring on 5-Apr-2022 | Bank of America | EUR | 19,840 | 73 | (19,767) |
|  | Call on Foreign Exchange EUR/CAD |  |  |  |  |  |
|  | Strike Price 1.40 |  |  |  |  |  |
| (861,000) | Expiring on 20-Apr-2022 | Citi Bank | EUR | (10,165) | (4,293) | 5,872 |
|  | Call on Foreign Exchange EUR/CHF |  |  |  |  |  |
|  | Strike Price 1.04 |  |  |  |  |  |
| (882,000) | Expiring on 20-Apr-2022 | Citi Bank | EUR | (8,770) | (1,484) | 7,286 |
|  | Call on Foreign Exchange EUR/CHF |  |  |  |  |  |
|  | Strike Price 1.05 |  |  |  |  |  |
| 158,000 | Expiring on 2-Sep-2022 | Bank of America | EUR | 27,524 | 19,670 | (7,854) |
|  | Call on Foreign Exchange EUR/HUF |  |  |  |  |  |
|  | Strike Price 375.55 |  |  |  |  |  |
| 862,000 | Expiring on 21-Apr-2022 | J.P. Morgan | EUR | 13,315 | 5,489 | (7,826) |
|  | Call on Foreign Exchange EUR/HUF |  |  |  |  |  |
|  | Strike Price 376.80 |  |  |  |  |  |
| 904,000 | Expiring on 27-Apr-2022 | Citi Bank | EUR | 13,278 | 6,158 | (7,120) |
|  | Call on Foreign Exchange EUR/JPY |  |  |  |  |  |
|  | Strike Price 127.94 |  |  |  |  |  |
| (849,000) | Expiring on 5-Apr-2022 | Bank of America | EUR | (11,685) | (47,128) | (35,443) |
|  | Call on Foreign Exchange EUR/JPY |  |  |  |  |  |
|  | Strike Price 134.37 |  |  |  |  |  |
| (892,000) | Expiring on 26-Apr-2022 | Citi Bank | EUR | (12,016) | (12,759) | (743) |
|  | Call on Foreign Exchange EUR/JPY |  |  |  |  |  |
|  | Strike Price 135.00 |  |  |  |  |  |
| (1,786,000) | Expiring on 21-Apr-2022 | Bank of America | EUR | (9,892) | (18,907) | (9,015) |
|  | Call on Foreign Exchange EUR/MXN |  |  |  |  |  |
|  | Strike Price 22.28 |  |  |  |  |  |
| 892,000 | Expiring on 26-Apr-2022 | Deutsche Bank | EUR | 10,837 | 6,658 | (4,179) |
|  | Call on Foreign Exchange EUR/MXN |  |  |  |  |  |
|  | Strike Price 22.98 |  |  |  |  |  |
| 882,000 | Expiring on 20-Apr-2022 | Deutsche Bank | EUR | 11,815 | 1,046 | (10,769) |
|  | Call on Foreign Exchange EUR/NZD |  |  |  |  |  |
|  | Strike Price 1.63 |  |  |  |  |  |
| 4,241,000 | Expiring on 5-Apr-2022 | J.P. Morgan | EUR | 50,435 | 1,373 | (49,062) |
|  | Call on Foreign Exchange EUR/NZD |  |  |  |  |  |
|  | Strike Price 1.64 |  |  |  |  |  |
| 4,958,000 | Expiring on 6-Apr-2022 | Barclays Bank | EUR | 32,673 | 1,304 | (31,369) |
|  | Call on Foreign Exchange EUR/TRY |  |  |  |  |  |
|  | Strike Price 16.84 |  |  |  |  |  |
| 904,000 | Expiring on 27-Apr-2022 | Bank of America | EUR | 40,514 | 23,348 | (17,166) |
|  | Call on Foreign Exchange EUR/USD |  |  |  |  |  |
|  | Strike Price 1.10 |  |  |  |  |  |
| 1,054,000 | Expiring on 27-Apr-2022 | Barclays Bank | EUR | 10,938 | 14,556 | 3,618 |
|  | Call on Foreign Exchange EUR/USD |  |  |  |  |  |
|  | Strike Price 1.11 |  |  |  |  |  |
| 864,000 | Expiring on 21-Apr-2022 | Citi Bank | EUR | 8,941 | 8,139 | (802) |
|  | Call on Foreign Exchange EUR/USD |  |  |  |  |  |
|  | Strike Price 1.12 |  |  |  |  |  |
| (851,000) | Expiring on 13-Apr-2022 | Barclays Bank | EUR | (4,434) | (2,949) | 1,485 |
|  | Call on Foreign Exchange EUR/USD |  |  |  |  |  |
|  | Strike Price 1.13 |  |  |  |  |  |
| (1,662,000) | Expiring on 12-Apr-2022 | Goldman Sachs | EUR | (8,466) | (2,240) | 6,226 |
|  | Call on Foreign Exchange EUR/USD |  |  |  |  |  |
|  | Strike Price 1.13 |  |  |  |  |  |
| 1,142,000 | Expiring on 4-Apr-2022 | Barclays Bank | EUR | 14,077 | 54 | (14,023) |
|  | Call on Foreign Exchange EUR/USD |  |  |  |  |  |
|  | Strike Price 1.14 |  |  |  |  |  |
| 875,000 | Expiring on 16-May-2022 | Deutsche Bank | EUR | 13,336 | 2,010 | (11,326) |

Schroder GAIA Wellington Pagosa (cont)
Call on Foreign Exchange EUR/USD Strike Price 1.18
1,706,000
752,000
604,000
(1,593,000)
735,000
685,000
(4,295,000)
875,000
945,000
270,000
545,000
285,000
(995,000)
2,444,000
1,275,000
(2,858,000)
1,170,000
1,226,000
1,946,000
2,070,000
1,815,000
2,505,000
Expiring on 5-May-2022	Morgan Stanley	EUR	10,083	220	(9,863) Call on Foreign Exchange GBP/AUD
Strike Price 1.75
Expiring on 27-Apr-2022	Barclays Bank	GBP	9,721	11,472	1,751 Call on Foreign Exchange GBP/JPY
Strike Price 157.19
Expiring on 21-Apr-2022	Morgan Stanley	GBP	8,619	16,901	8,282 Call on Foreign Exchange GBP/USD
Strike Price 1.33
Expiring on 2-May-2022	J.P. Morgan	GBP	(10,641)	(10,605)	36
Call on Foreign Exchange GBP/USD Strike Price 1.35
Expiring on 16-May-2022	Deutsche Bank	GBP	13,430	1,564	(11,866) Call on Foreign Exchange GBP/USD
Strike Price 1.35
Expiring on 4-Apr-2022	Bank of America	GBP	12,059	6	(12,053) Call on Foreign Exchange NZD/JPY
Strike Price 86.00
Expiring on 26-Apr-2022	J.P. Morgan	NZD	(22,714)	(16,784)	5,930
Call on Foreign Exchange NZD/USD Strike Price 0.66
Expiring on 3-May-2022	Barclays Bank	NZD	11,046	26,997	15,951 Call on Foreign Exchange NZD/USD
Strike Price 0.69
Expiring on 7-Apr-2022	Citi Bank	NZD	8,959	6,604	(2,355) Call on Foreign Exchange NZD/USD
Strike Price 0.72
Expiring on 19-Apr-2022	Bank of America	NZD	13,524	15,744	2,220 Call on Foreign Exchange NZD/USD
Strike Price 0.73
Expiring on 9-May-2022	Morgan Stanley	NZD	32,092	368	(31,724) Call on Foreign Exchange NZD/USD
Strike Price 0.73
Expiring on 9-May-2022	J.P. Morgan	NZD	12,046	175	(11,871) Call on Foreign Exchange USD/BRL
Strike Price 4.80
Expiring on 27-Apr-2022	Bank of America	USD	(22,430)	(19,278)	3,152 Call on Foreign Exchange USD/BRL
Strike Price 6.34
Expiring on 12-Jul-2022	Deutsche Bank	USD	74,618	4,272	(70,346) Call on Foreign Exchange USD/BRL
Strike Price 6.66
Expiring on 8-Feb-2023	Goldman Sachs	USD	39,539	18,138	(21,401) Call on Foreign Exchange USD/CAD
Strike Price 1.27
Expiring on 21-Apr-2022	Goldman Sachs	USD	(11,289)	(6,651)	4,638 Call on Foreign Exchange USD/CHF
Strike Price 0.92
Expiring on 11-Apr-2022	Morgan Stanley	USD	14,192	6,060	(8,132) Call on Foreign Exchange USD/CHF
Strike Price 0.92
Expiring on 27-May-2022	Citi Bank	USD	16,799	15,702	(1,097) Call on Foreign Exchange USD/CNH
Strike Price 6.36
Expiring on 22-Apr-2022	Deutsche Bank	USD	14,473	7,192	(7,281) Call on Foreign Exchange USD/CNH
Strike Price 6.37
Expiring on 10-Jun-2022	J.P. Morgan	USD	16,343	16,542	199
Call on Foreign Exchange USD/CNH Strike Price 6.44
Expiring on 10-Mar-2023	Morgan Stanley	USD	34,921	32,448	(2,473) Call on Foreign Exchange USD/CNH
Strike Price 6.45
Expiring on 19-May-2022	Barclays Bank	USD	7,289	5,223	(2,066)
Schroder GAIA Wellington Pagosa (cont)
Call on Foreign Exchange USD/CNH Strike Price 6.46
2,588,000
872,000
(7,763,000)
680,000
992,000
776,000
704,000
1,072,000
960,000
976,000
730,000
1,332,000
1,559,000
776,000
1,835,000
(1,332,000)
818,000
1,165,000
1,162,000
(993,000)
800,000
762,000
Expiring on 7-Jul-2022	Citi Bank	USD	32,220	12,846	(19,374) Call on Foreign Exchange USD/CNH
Strike Price 6.47
Expiring on 13-Mar-2023	Morgan Stanley	USD	17,575	13,980	(3,595) Call on Foreign Exchange USD/CNH
Strike Price 6.88
Expiring on 7-Jul-2022	Citi Bank	USD	(18,243)	(3,947)	14,296 Call on Foreign Exchange USD/CZK
Strike Price 22.18
Expiring on 4-Apr-2022	Bank of America	CZK	526	92	(434) Call on Foreign Exchange USD/CZK
Strike Price 22.87
Expiring on 4-Apr-2022	J.P. Morgan	CZK	342	5	(337) Call on Foreign Exchange USD/IDR
Strike Price 14,390.00
Expiring on 23-Jun-2022	Citi Bank	USD	10,866	9,422	(1,444) Call on Foreign Exchange USD/IDR
Strike Price 14,460.00
Expiring on 6-May-2022	Bank of America	USD	8,496	3,138	(5,358) Call on Foreign Exchange USD/IDR
Strike Price 14,825.00
Expiring on 21-Apr-2022	Morgan Stanley	USD	6,077	489	(5,588) Call on Foreign Exchange USD/IDR
Strike Price 14,946.00
Expiring on 7-Jun-2022	Bank of America	USD	7,416	2,422	(4,994) Call on Foreign Exchange USD/ILS
Strike Price 3.19
Expiring on 27-Apr-2022	Barclays Bank	USD	8,443	8,299	(144) Call on Foreign Exchange USD/INR
Strike Price 75.50
Expiring on 25-Apr-2022	Morgan Stanley	USD	7,267	6,416	(851) Call on Foreign Exchange USD/INR
Strike Price 76.84
Expiring on 11-Aug-2022	Deutsche Bank	USD	20,482	19,687	(795) Call on Foreign Exchange USD/INR
Strike Price 77.04
Expiring on 4-Apr-2022	Morgan Stanley	USD	6,766	138	(6,628) Call on Foreign Exchange USD/INR
Strike Price 77.17
Expiring on 10-Jun-2022	J.P. Morgan	USD	10,920	13,954	3,034 Call on Foreign Exchange USD/INR
Strike Price 77.42
Expiring on 17-May-2022	Morgan Stanley	USD	8,050	6,223	(1,827) Call on Foreign Exchange USD/INR
Strike Price 79.09
Expiring on 11-Aug-2022	Deutsche Bank	USD	(8,627)	(8,558)	69
Call on Foreign Exchange USD/JPY Strike Price 114.49
Expiring on 27-May-2022	Barclays Bank	USD	11,690	49,001	37,311 Call on Foreign Exchange USD/JPY
Strike Price 115.25
Expiring on 12-Apr-2022	Citi Bank	USD	14,106	62,215	48,109 Call on Foreign Exchange USD/JPY
Strike Price 117.93
Expiring on 14-Apr-2022	Barclays Bank	USD	10,656	37,246	26,590 Call on Foreign Exchange USD/JPY
Strike Price 122.53
Expiring on 27-Apr-2022	Morgan Stanley	USD	(10,576)	(7,177)	3,399 Call on Foreign Exchange USD/JPY
Strike Price 95.99
Expiring on 17-Jun-2024	BNP Paribas	USD	55,269	131,032	75,763 Call on Foreign Exchange USD/KRW
Strike Price 1,192.50
Expiring on 23-May-2022	Barclays Bank	USD	9,594	18,016	8,422
Schroder GAIA Wellington Pagosa (cont)
Call on Foreign Exchange USD/MXN Strike Price 20.50
(1,985,000)
2,488,000
(875,000)
(1,906,000)
(927,000)
730,000
800,000
1,639,000
745,000
(3,523,000)
960,000
880,000
995,000
564,000
3,144,000
(2,754,000)
(1,910,000)
786,000
814
1,430
187
34
Expiring on 26-Apr-2022	J.P. Morgan	USD	(15,235)	(6,903)	8,332
Call on Foreign Exchange USD/MXN Strike Price 21.23
Expiring on 2-May-2022	Goldman Sachs	USD	74,453	3,315	(71,138) Call on Foreign Exchange USD/MXN
Strike Price 21.75
Expiring on 7-Apr-2022	Bank of America	USD	(9,477)	(12)	9,465 Call on Foreign Exchange USD/NOK
Strike Price 8.90
Expiring on 21-Apr-2022	Barclays Bank	USD	(13,532)	(15,325)	(1,793) Call on Foreign Exchange USD/NOK
Strike Price 9.20
Expiring on 12-Apr-2022	Morgan Stanley	USD	(8,772)	(758)	8,014 Call on Foreign Exchange USD/PHP
Strike Price 51.72
Expiring on 22-Apr-2022	Morgan Stanley	USD	8,791	4,922	(3,869) Call on Foreign Exchange USD/PHP
Strike Price 52.57
Expiring on 9-Jun-2022	J.P. Morgan	USD	10,636	5,483	(5,153) Call on Foreign Exchange USD/PHP
Strike Price 52.60
Expiring on 3-May-2022	Morgan Stanley	USD	8,023	4,714	(3,309) Call on Foreign Exchange USD/PLN
Strike Price 4.13
Expiring on 5-May-2022	Citi Bank	USD	5,885	22,496	16,611 Call on Foreign Exchange USD/SEK
Strike Price 10.00
Expiring on 7-Apr-2022	Barclays Bank	USD	(26,986)	(352)	26,634 Call on Foreign Exchange USD/SGD
Strike Price 1.35
Expiring on 11-Apr-2022	Bank of America	USD	7,179	3,864	(3,315) Call on Foreign Exchange USD/SGD
Strike Price 1.35
Expiring on 27-May-2022	J.P. Morgan	SGD	5,835	5,615	(220) Call on Foreign Exchange USD/TRY
Strike Price 15.32
Expiring on 27-Apr-2022	Bank of America	USD	39,362	22,349	(17,013) Call on Foreign Exchange USD/TRY
Strike Price 15.35
Expiring on 27-Apr-2022	Bank of America	USD	21,297	12,318	(8,979) Call on Foreign Exchange USD/TWD
Strike Price 28.49
Expiring on 30-May-2022	Barclays Bank	USD	17,166	34,838	17,672 Call on Foreign Exchange USD/ZAR
Strike Price 15.50
Expiring on 12-Apr-2022	Bank of America	USD	(27,273)	(1,541)	25,732 Call on Foreign Exchange USD/ZAR
Strike Price 15.75
Expiring on 20-Jun-2022	Bank of America	USD	(28,669)	(18,258)	10,411 Call on Foreign Exchange USD/ZAR
Strike Price 16.19
Expiring on 20-May-2022	Barclays Bank	USD	10,273	1,999	(8,274) Call on FTSE China A50 Index
Strike Price 14,738.00
Expiring on 30-May-2022	Goldman Sachs	CNY	23,228	20,246	(2,982) Call on FTSE China A50 Index
Strike Price 14,738.00
Expiring on 30-May-2022	J.P. Morgan	CNY	53,802	35,566	(18,236)
Call on Global Payments, Inc.
Strike Price 155.00
Expiring on 20-May-2022	Morgan Stanley	USD	89,833	25,713	(64,120) Call on Goldman Sachs Group, Inc.
Strike Price 405.00
Expiring on 20-May-2022	Morgan Stanley	USD	25,699	1,377	(24,322)
Schroder GAIA Wellington Pagosa (cont)
Call on International Consolidated Airlines Group
Strike Price 2.00
71,325
105,453
2,643
(78)
86,496
8,382
704,881
625,000
(120)
120
4,974
880,000
(2,635,000)
905,000
(1,285,000)
(1,325,000)
(2,505,000)
(2,405,000)
265,000
(3,890,000)
(4,040,000)
Expiring on 16-Sep-2022	J.P. Morgan	GBP	13,314	4,312	(9,002) Call on International Consolidated Airlines
Group
Strike Price 2.00
Expiring on 17-Jun-2022	J.P. Morgan	GBP	13,941	2,051	(11,890) Call on MSCI Emerging Markets Index
Strike Price 1,260.00
Expiring on 14-Apr-2022	J.P. Morgan	USD	69,775	143	(69,632) Call on S&P Biotechnology Select Industry
Index
Strike Price 11,659.00
Expiring on 17-Jun-2022	Barclays Bank	USD	(14,852)	(239)	14,613 Call on Standard Chartered PLC
Strike Price 6.40
Expiring on 17-Jun-2022	Goldman Sachs	GBP	12,391	4,744	(7,647) Call on Stoxx Europe 600 Index
Strike Price 475.00
Expiring on 20-May-2022	Goldman Sachs	EUR	36,373	23,387	(12,986) Call on TOPIX Banks Index
Strike Price 173.95
Expiring on 13-May-2022	BNP Paribas	JPY	7,785	5,344	(2,441) Call on TOPIX Banks Index
Strike Price 193.20
Expiring on 8-Jul-2022	Goldman Sachs	JPY	11,022	3,390	(7,632) Put on 3-Month LIBOR Options
Strike Price 99.00
Expiring on 18-Dec-2023	Morgan Stanley	EUR	(66,285)	(270,478)	(204,193) Put on 3-Month LIBOR Options
Strike Price 99.50
Expiring on 18-Dec-2023	Morgan Stanley	EUR	107,751	366,722	258,971 Put on Financial Select Sector SPDR Fund
Strike Price 457.00
Expiring on 20-May-2022	Goldman Sachs	USD	37,553	51,958	14,405 Put on Foreign Exchange AUD/JPY
Strike Price 85.16
Expiring on 7-Apr-2022	Citi Bank	AUD	10,014	66	(9,948) Put on Foreign Exchange AUD/JPY
Strike Price 85.45
Expiring on 20-Apr-2022	Goldman Sachs	AUD	(10,244)	(2,120)	8,124 Put on Foreign Exchange AUD/JPY
Strike Price 85.56
Expiring on 13-Apr-2022	Barclays Bank	AUD	9,315	300	(9,015) Put on Foreign Exchange AUD/JPY
Strike Price 88.29
Expiring on 21-Apr-2022	Citi Bank	AUD	(12,300)	(3,532)	8,768 Put on Foreign Exchange AUD/JPY
Strike Price 92.30
Expiring on 27-Apr-2022	Citi Bank	AUD	(15,695)	(21,196)	(5,501) Put on Foreign Exchange AUD/USD
Strike Price 0.72
Expiring on 12-Apr-2022	Bank of America	AUD	(11,937)	(1,355)	10,582 Put on Foreign Exchange AUD/USD
Strike Price 0.72
Expiring on 13-Apr-2022	Morgan Stanley	AUD	(15,183)	(846)	14,337 Put on Foreign Exchange AUD/USD
Strike Price 0.72
Expiring on 28-Jun-2022	Morgan Stanley	AUD	22,294	24,831	2,537 Put on Foreign Exchange AUD/USD
Strike Price 0.74
Expiring on 20-Apr-2022	Goldman Sachs	AUD	(33,447)	(16,263)	17,184 Put on Foreign Exchange AUD/USD
Strike Price 0.74
Expiring on 2-May-2022	Barclays Bank	AUD	(21,069)	(26,727)	(5,658)
Schroder GAIA Wellington Pagosa (cont)
Put on Foreign Exchange AUD/USD Strike Price 0.75
(1,345,000)
(2,275,000)
(4,845,000)
4,958,000
(904,000)
4,241,000
861,000
849,000
(861,000)
(882,000)
862,000
904,000
(849,000)
180,000
(892,000)
892,000
882,000
4,959,000
4,241,000
(1,315,000)
904,000
(1,662,000)
Expiring on 28-Apr-2022	Barclays Bank	AUD	(10,192)	(12,315)	(2,123) Put on Foreign Exchange CAD/JPY
Strike Price 88.60
Expiring on 7-Apr-2022	Morgan Stanley	CAD	(9,782)	(24)	9,758 Put on Foreign Exchange CAD/JPY
Strike Price 92.70
Expiring on 21-Apr-2022	J.P. Morgan	CAD	(21,917)	(5,420)	16,497
Put on Foreign Exchange EUR/AUD Strike Price 1.45
Expiring on 6-Apr-2022	Barclays Bank	EUR	31,807	4,186	(27,621) Put on Foreign Exchange EUR/AUD
Strike Price 1.46
Expiring on 27-Apr-2022	Deutsche Bank	EUR	(11,797)	(6,764)	5,033 Put on Foreign Exchange EUR/AUD
Strike Price 1.51
Expiring on 5-Apr-2022	J.P. Morgan	EUR	50,434	104,311	53,877 Put on Foreign Exchange EUR/BRL
Strike Price 5.60
Expiring on 20-Apr-2022	Morgan Stanley	EUR	18,781	56,674	37,893 Put on Foreign Exchange EUR/BRL
Strike Price 5.63
Expiring on 5-Apr-2022	Bank of America	EUR	19,840	64,086	44,246 Put on Foreign Exchange EUR/CAD
Strike Price 1.40
Expiring on 20-Apr-2022	Citi Bank	EUR	(10,164)	(13,471)	(3,307) Put on Foreign Exchange EUR/CHF
Strike Price 1.04
Expiring on 20-Apr-2022	Citi Bank	EUR	(8,769)	(17,446)	(8,677) Put on Foreign Exchange EUR/HUF
Strike Price 375.55
Expiring on 21-Apr-2022	J.P. Morgan	EUR	13,316	24,190	10,874 Put on Foreign Exchange EUR/HUF
Strike Price 376.80
Expiring on 27-Apr-2022	Citi Bank	EUR	13,278	28,110	14,832 Put on Foreign Exchange EUR/JPY
Strike Price 127.94
Expiring on 5-Apr-2022	Bank of America	EUR	(11,653)	(22)	11,631 Put on Foreign Exchange EUR/JPY
Strike Price 130.00
Expiring on 23-May-2022	Morgan Stanley	EUR	22,873	13,701	(9,172) Put on Foreign Exchange EUR/JPY
Strike Price 134.37
Expiring on 26-Apr-2022	Citi Bank	EUR	(12,016)	(10,126)	1,890 Put on Foreign Exchange EUR/MXN
Strike Price 22.28
Expiring on 26-Apr-2022	Deutsche Bank	EUR	10,838	14,327	3,489 Put on Foreign Exchange EUR/MXN
Strike Price 22.98
Expiring on 20-Apr-2022	Deutsche Bank	EUR	11,815	40,667	28,852 Put on Foreign Exchange EUR/NZD
Strike Price 1.56
Expiring on 6-Apr-2022	Barclays Bank	EUR	31,569	2,286	(29,283) Put on Foreign Exchange EUR/NZD
Strike Price 1.63
Expiring on 5-Apr-2022	J.P. Morgan	EUR	50,434	101,264	50,830 Put on Foreign Exchange EUR/PLN
Strike Price 4.75
Expiring on 8-Jun-2022	Morgan Stanley	EUR	(12,194)	(39,523)	(27,329) Put on Foreign Exchange EUR/TRY
Strike Price 16.84
Expiring on 27-Apr-2022	Bank of America	EUR	40,514	42,387	1,873 Put on Foreign Exchange EUR/USD
Strike Price 1.08
Expiring on 12-Apr-2022	Goldman Sachs	EUR	(8,283)	(1,051)	7,232
Schroder GAIA Wellington Pagosa (cont)
Put on Foreign Exchange EUR/USD Strike Price 1.09
(1,723,000)
1,054,000
864,000
(2,730,000)
1,142,000
875,000
752,000
604,000
1,016,000
735,000
685,000
285,000
(4,270,000)
875,000
(2,585,000)
(4,020,000)
945,000
(995,000)
(1,275,000)
184,000
(2,549,000)
1,170,000
Expiring on 20-Apr-2022	Morgan Stanley	EUR	(9,842)	(6,241)	3,601 Put on Foreign Exchange EUR/USD
Strike Price 1.10
Expiring on 27-Apr-2022	Barclays Bank	EUR	10,938	7,090	(3,848) Put on Foreign Exchange EUR/USD
Strike Price 1.11
Expiring on 21-Apr-2022	Citi Bank	EUR	8,940	7,458	(1,482) Put on Foreign Exchange EUR/USD
Strike Price 1.11
Expiring on 28-Apr-2022	J.P. Morgan	EUR	(14,112)	(23,907)	(9,795)
Put on Foreign Exchange EUR/USD Strike Price 1.13
Expiring on 4-Apr-2022	Barclays Bank	EUR	14,078	27,428	13,350 Put on Foreign Exchange EUR/USD
Strike Price 1.14
Expiring on 16-May-2022	Deutsche Bank	EUR	13,336	2,010	(11,326) Put on Foreign Exchange GBP/AUD
Strike Price 1.75
Expiring on 27-Apr-2022	Barclays Bank	GBP	9,721	6,387	(3,334) Put on Foreign Exchange GBP/JPY
Strike Price 157.19
Expiring on 21-Apr-2022	Morgan Stanley	GBP	8,619	3,739	(4,880) Put on Foreign Exchange GBP/USD
Strike Price 1.31
Expiring on 23-Aug-2022	Morgan Stanley	GBP	11,741	26,698	14,957 Put on Foreign Exchange GBP/USD
Strike Price 1.35
Expiring on 16-May-2022	Deutsche Bank	GBP	13,429	32,036	18,607 Put on Foreign Exchange GBP/USD
Strike Price 1.35
Expiring on 4-Apr-2022	Bank of America	GBP	12,059	24,432	12,373 Put on Foreign Exchange NZD/JPY
Strike Price 80.00
Expiring on 23-May-2022	J.P. Morgan	NZD	19,768	974	(18,794) Put on Foreign Exchange NZD/JPY
Strike Price 83.00
Expiring on 26-Apr-2022	Morgan Stanley	NZD	(19,527)	(22,139)	(2,612) Put on Foreign Exchange NZD/USD
Strike Price 0.66
Expiring on 3-May-2022	Barclays Bank	NZD	11,046	1,136	(9,910) Put on Foreign Exchange NZD/USD
Strike Price 0.68
Expiring on 7-Apr-2022	Barclays Bank	NZD	(11,904)	(758)	11,146 Put on Foreign Exchange NZD/USD
Strike Price 0.69
Expiring on 12-Apr-2022	Barclays Bank	NZD	(32,059)	(9,855)	22,204 Put on Foreign Exchange NZD/USD
Strike Price 0.69
Expiring on 7-Apr-2022	Citi Bank	NZD	8,959	1,902	(7,057) Put on Foreign Exchange USD/BRL
Strike Price 4.80
Expiring on 27-Apr-2022	Bank of America	USD	(22,430)	(20,054)	2,376 Put on Foreign Exchange USD/BRL
Strike Price 5.21
Expiring on 8-Feb-2023	Goldman Sachs	USD	(30,330)	(94,861)	(64,531) Put on Foreign Exchange USD/CAD
Strike Price 1.23
Expiring on 10-May-2022	Goldman Sachs	USD	21,528	43,516	21,988 Put on Foreign Exchange USD/CAD
Strike Price 1.27
Expiring on 8-Aug-2022	Morgan Stanley	USD	(50,495)	(72,357)	(21,862) Put on Foreign Exchange USD/CHF
Strike Price 0.92
Expiring on 11-Apr-2022	Morgan Stanley	USD	14,192	6,097	(8,095)
Schroder GAIA Wellington Pagosa (cont)
Put on Foreign Exchange USD/CHF Strike Price 0.92
1,226,000
(1,974,000)
2,869,000
(2,869,000)
2,163,000
1,444,000
1,946,000
2,070,000
1,815,000
872,000
680,000
2,107,000
2,135,000
(2,107,000)
(2,135,000)
776,000
704,000
976,000
730,000
776,000
129,000
2,169,000
Expiring on 27-May-2022	Citi Bank	USD	16,800	11,441	(5,359) Put on Foreign Exchange USD/CHF
Strike Price 0.93
Expiring on 21-Apr-2022	Barclays Bank	USD	(9,969)	(17,795)	(7,826) Put on Foreign Exchange USD/CLP
Strike Price 774.30
Expiring on 8-Sep-2022	Morgan Stanley	USD	44,842	58,296	13,454 Put on Foreign Exchange USD/CLP
Strike Price 830.80
Expiring on 8-Sep-2022	Morgan Stanley	USD	(128,703)	(164,005)	(35,302) Put on Foreign Exchange USD/CNH
Strike Price 6.30
Expiring on 14-Sep-2022	Citi Bank	USD	10,912	10,752	(160) Put on Foreign Exchange USD/CNH
Strike Price 6.32
Expiring on 15-Sep-2022	Morgan Stanley	USD	7,552	8,622	1,070 Put on Foreign Exchange USD/CNH
Strike Price 6.36
Expiring on 22-Apr-2022	Deutsche Bank	USD	14,473	5,655	(8,818) Put on Foreign Exchange USD/CNH
Strike Price 6.37
Expiring on 10-Jun-2022	J.P. Morgan	USD	16,342	11,389	(4,953) Put on Foreign Exchange USD/CNH
Strike Price 6.44
Expiring on 10-Mar-2023	Morgan Stanley	USD	34,921	34,330	(591) Put on Foreign Exchange USD/CNH
Strike Price 6.47
Expiring on 13-Mar-2023	Morgan Stanley	USD	17,575	19,345	1,770 Put on Foreign Exchange USD/CZK
Strike Price 22.18
Expiring on 4-Apr-2022	Bank of America	CZK	526	255	(271) Put on Foreign Exchange USD/HUF
Strike Price 328.54
Expiring on 22-Sep-2022	Citi Bank	USD	27,244	43,507	16,263 Put on Foreign Exchange USD/HUF
Strike Price 330.65
Expiring on 26-Sep-2022	Morgan Stanley	USD	27,503	50,138	22,635 Put on Foreign Exchange USD/HUF
Strike Price 348.95
Expiring on 22-Sep-2022	Citi Bank	USD	(82,858)	(114,935)	(32,077)
Put on Foreign Exchange USD/HUF Strike Price 351.00
Expiring on 26-Sep-2022	Morgan Stanley	USD	(84,636)	(125,551)	(40,915) Put on Foreign Exchange USD/IDR
Strike Price 14,390.00
Expiring on 23-Jun-2022	Citi Bank	USD	10,865	9,647	(1,218) Put on Foreign Exchange USD/IDR
Strike Price 14,460.00
Expiring on 6-May-2022	Bank of America	USD	8,495	7,827	(668) Put on Foreign Exchange USD/ILS
Strike Price 3.19
Expiring on 27-Apr-2022	Barclays Bank	USD	8,442	7,546	(896) Put on Foreign Exchange USD/INR
Strike Price 75.50
Expiring on 25-Apr-2022	Morgan Stanley	USD	7,268	2,588	(4,680) Put on Foreign Exchange USD/INR
Strike Price 77.17
Expiring on 10-Jun-2022	J.P. Morgan	USD	10,920	13,954	3,034 Put on Foreign Exchange USD/JPY
Strike Price 111.80
Expiring on 14-Apr-2022	Goldman Sachs	USD	32,728	6	(32,722) Put on Foreign Exchange USD/JPY
Strike Price 112.50
Expiring on 14-Jul-2022	Goldman Sachs	USD	32,427	5,723	(26,704)
Schroder GAIA Wellington Pagosa (cont)
Put on Foreign Exchange USD/JPY Strike Price 114.49
818,000
404,000
1,165,000
1,274,000
202,000
1,162,000
(1,977,000)
(993,000)
800,000
(1,444,000)
762,000
(1,423,000)
1,296,000
(2,781,000)
1,423,000
2,488,000
(1,892,000)
730,000
800,000
2,107,000
(2,107,000)
Expiring on 27-May-2022	Barclays Bank	USD	11,689	1,220	(10,469) Put on Foreign Exchange USD/JPY
Strike Price 115.00
Expiring on 29-Sep-2022	Morgan Stanley	USD	38,784	38,164	(620) Put on Foreign Exchange USD/JPY
Strike Price 115.25
Expiring on 12-Apr-2022	Citi Bank	USD	14,105	180	(13,925) Put on Foreign Exchange USD/JPY
Strike Price 115.29
Expiring on 31-Mar-2022	Morgan Stanley	USD	10,122	–	(10,122) Put on Foreign Exchange USD/JPY
Strike Price 116.00
Expiring on 29-Jun-2022	Bank of America	USD	17,291	15,562	(1,729) Put on Foreign Exchange USD/JPY
Strike Price 117.93
Expiring on 14-Apr-2022	Barclays Bank	USD	10,655	990	(9,665) Put on Foreign Exchange USD/JPY
Strike Price 121.50
Expiring on 26-Apr-2022	Morgan Stanley	USD	(10,656)	(18,331)	(7,675) Put on Foreign Exchange USD/JPY
Strike Price 122.53
Expiring on 27-Apr-2022	Morgan Stanley	USD	(10,575)	(13,960)	(3,385) Put on Foreign Exchange USD/JPY
Strike Price 95.99
Expiring on 17-Jun-2024	BNP Paribas	USD	55,269	7,954	(47,315) Put on Foreign Exchange USD/KRW
Strike Price 1,190.00
Expiring on 15-Sep-2022	Morgan Stanley	USD	(13,350)	(20,406)	(7,056) Put on Foreign Exchange USD/KRW
Strike Price 1,192.50
Expiring on 23-May-2022	Barclays Bank	USD	9,593	3,743	(5,850) Put on Foreign Exchange USD/MXN
Strike Price 19.85
Expiring on 26-Sep-2022	Deutsche Bank	USD	(15,938)	(23,840)	(7,902) Put on Foreign Exchange USD/MXN
Strike Price 20.30
Expiring on 2-Aug-2022	Morgan Stanley	USD	14,036	33,300	19,264 Put on Foreign Exchange USD/MXN
Strike Price 20.65
Expiring on 12-Apr-2022	J.P. Morgan	USD	(20,732)	(103,831)	(83,099)
Put on Foreign Exchange USD/MXN Strike Price 20.91
Expiring on 26-Sep-2022	Deutsche Bank	USD	47,486	61,873	14,387 Put on Foreign Exchange USD/MXN
Strike Price 21.23
Expiring on 2-May-2022	Goldman Sachs	USD	74,453	156,860	82,407 Put on Foreign Exchange USD/NOK
Strike Price 8.80
Expiring on 12-Apr-2022	J.P. Morgan	USD	(10,709)	(17,351)	(6,642)
Put on Foreign Exchange USD/PHP Strike Price 51.72
Expiring on 22-Apr-2022	Morgan Stanley	USD	8,791	3,313	(5,478) Put on Foreign Exchange USD/PHP
Strike Price 52.57
Expiring on 9-Jun-2022	J.P. Morgan	USD	10,636	13,166	2,530 Put on Foreign Exchange USD/PLN
Strike Price 4.11
Expiring on 22-Sep-2022	Citi Bank	USD	25,923	39,234	13,311 Put on Foreign Exchange USD/PLN
Strike Price 4.36
Expiring on 22-Sep-2022	Citi Bank	USD	(79,261)	(106,224)	(26,963)
Schroder GAIA Wellington Pagosa (cont)
Put on Foreign Exchange USD/PLN Strike Price 4.39
(2,135,000)
2,135,000
782,000
(1,299,000)
(782,000)
(3,523,000)
960,000
880,000
(4,289,000)
(1,998,000)
995,000
(1,442,000)
(1,423,000)
1,423,000
(814)
(1,430)
(55)
6
55
(99)
(9)
9
Expiring on 26-Sep-2022	Morgan Stanley	USD	(82,825)	(118,551)	(35,726) Put on Foreign Exchange USD/PLN
Strike Price 4.42
Expiring on 26-Sep-2022	Morgan Stanley	USD	26,568	47,177	20,609 Put on Foreign Exchange USD/RUB
Strike Price 74.52
Expiring on 27-Apr-2022	Goldman Sachs	USD	8,079	72,422	64,343 Put on Foreign Exchange USD/RUB
Strike Price 77.81
Expiring on 12-Jul-2022	Morgan Stanley	USD	(56,123)	(173,391)	(117,268) Put on Foreign Exchange USD/RUB
Strike Price 79.59
Expiring on 27-Apr-2022	Goldman Sachs	USD	(29,705)	(110,949)	(81,244) Put on Foreign Exchange USD/SEK
Strike Price 9.35
Expiring on 7-Apr-2022	Barclays Bank	USD	(23,956)	(16,707)	7,249 Put on Foreign Exchange USD/SGD
Strike Price 1.35
Expiring on 11-Apr-2022	Bank of America	USD	7,178	2,175	(5,003) Put on Foreign Exchange USD/SGD
Strike Price 1.35
Expiring on 27-May-2022	J.P. Morgan	USD	7,939	5,885	(2,054) Put on Foreign Exchange USD/THB
Strike Price 33.20
Expiring on 8-Jun-2022	Deutsche Bank	USD	(69,208)	(53,222)	15,986 Put on Foreign Exchange USD/TRY
Strike Price 15.15
Expiring on 20-Jul-2022	Goldman Sachs	USD	(180,239)	(83,626)	96,613 Put on Foreign Exchange USD/TRY
Strike Price 15.32
Expiring on 27-Apr-2022	Bank of America	USD	39,362	48,670	9,308 Put on Foreign Exchange USD/TRY
Strike Price 18.06
Expiring on 14-Sep-2022	Morgan Stanley	USD	(146,041)	(210,201)	(64,160) Put on Foreign Exchange USD/ZAR
Strike Price 14.06
Expiring on 26-Sep-2022	Deutsche Bank	USD	(21,261)	(24,262)	(3,001) Put on Foreign Exchange USD/ZAR
Strike Price 15.07
Expiring on 26-Sep-2022	Deutsche Bank	USD	62,659	68,801	6,142 Put on FTSE China A50 Index
Strike Price 11,570.00
Expiring on 30-May-2022	Goldman Sachs	CNY	(10,970)	(7,291)	3,679 Put on FTSE China A50 Index
Strike Price 11,570.00
Expiring on 30-May-2022	J.P. Morgan	CNY	(18,244)	(12,809)	5,435
Put on MSCI EAFE Index Strike Price 1,850.00
Expiring on 20-May-2022	Morgan Stanley	USD	(68,292)	(58,025)	10,267 Put on MSCI EAFE Index
Strike Price 1,930.00
Expiring on 14-Apr-2022	Morgan Stanley	USD	42,902	1,065	(41,837) Put on MSCI EAFE Index
Strike Price 2,050.00
Expiring on 20-May-2022	Morgan Stanley	USD	216,883	168,300	(48,583)
Put on Pfizer, Inc.
Strike Price 50.00
Expiring on 14-Apr-2022	Morgan Stanley	USD	(9,295)	(4,406)	4,889 Put on S&P 500 Index
Strike Price 3,750.00
Expiring on 20-May-2022	Morgan Stanley	USD	(59,487)	(9,585)	49,902 Put on S&P 500 Index
Strike Price 4,150.00
Expiring on 20-May-2022	Morgan Stanley	USD	133,752	31,320	(102,432)
Schroder GAIA Wellington Pagosa (cont)
Put on S&P 500 Index Strike Price 4,300.00
18	Expiring on 20-May-2022	Morgan Stanley	USD	108,963	100,980	(7,983) Put on S&P Biotechnology Select Industry
Index
Strike Price 8,939.00
78	Expiring on 17-Jun-2022	Barclays Bank	USD	51,393	154,217	102,824 Put on Tesla, Inc.
Strike Price 550.00
| 18 | Expiring on 15-Jul-2022 | Morgan Stanley | USD | 32,021 |  | 10,035 | (21,986) |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | USD | 1,012,782 | (1,161,463) |


#### Swaptions
Swaptions were valued at the last available price at NAV Calculation Day. The market value is shown in the Statement of Net Assets under ‘Options and swaptions at market value’.
On 31 March 2022, the following sub-funds were committed to outstanding swaptions on financial indices and international listed shares:
| Unrealised Protection	Nominal	Market	Appreciation/ |
| --- |
| Position	Description	Counterparty | Currency | Premium | Amount | Value | (Depreciation) |
| Schroder GAIA Wellington Pagosa Buy	CDX "iTraxx Europe Series 36	Bank of 20/12/2026", Put,	America | EUR | 40,209 | 13,665,000 | 27,601 | (12,608) |
| Strike Price 65.00, 20-Apr-2022 |  |  |  |  |  |
| Buy	CDX "iTraxx Europe Series 36	Morgan 20/12/2026", Put,	Stanley | EUR | 112,458 | 28,950,000 | 6,930 | (105,528) |
| Strike Price 90.00, 20-Apr-2022 |  |  |  |  |  |
| Buy	IRS "Pay fixed rate 8.50%	J.P. Morgan Receive floating rate MXN | MXN | 95,925 | 17,150,000 | 42,276 | (53,649) |
| TIIE Apr 2028", Put 8.50%, 06-Apr-2028 |  |  |  |  |  |
| Buy	IRS "Receive fixed rate 8.50%	J.P. Morgan Pay floating rate MXN | MXN | 95,925 | 17,150,000 | 44,465 | (51,460) |
| TIIE Apr 2028", Call 8.50%, 06-Apr-2028 |  |  |  |  |  |
| Buy	IRS "Receive fixed rate 6.80%	J.P. Morgan Pay floating rate MXN | MXN | 541,676 | 228,495,000 | 64,697 | (476,979) |
| TIIE Feb 2025", Call 6.80%, 07-Feb-2025 |  |  |  |  |  |
| Buy	IRS "Receive fixed rate 5.97%	J.P. Morgan Pay floating rate MXN | MXN | 69,383 | 46,495,000 | 413 | (68,970) |
| TIIE Mar 2023", Call 5.97%, 30-Mar-2023 |  |  |  |  |  |
| Buy	IRS "Receive fixed rate 7.29%	J.P. Morgan Pay floating rate MXN | MXN | 396,524 | 157,510,000 | 103,084 | (293,440) |
| TIIE Mar 2026", Call 7.29%, 05-Mar-2026 |  |  |  |  |  |
| Buy	IRS "Pay fixed rate 7.69%	J.P. Morgan Receive floating rate MXN | MXN | 384,124 | 157,510,000 | 219,339 | (164,785) |
| TIIE Mar 2026", Put 7.69%, 13-Mar-2026 |  |  |  |  |  |
| Buy	IRS "Receive fixed rate 5.30%	J.P. Morgan | MXN | 49,542 | 273,960,000 | – | (49,542) |

Pay floating rate MXN
TIIE Apr 2022", Call 5.30%,
26-Apr-2022
Sell	IRS "Receive fixed rate 4.80% Pay floating rate MXN
TIIE Apr 2022", Call 4.80%,
26-Apr-2022
J.P. Morgan	MXN	(14,729)	(273,960,000)	–	14,729

#### Swaptions (cont)
| Unrealised |
| --- |
| Protection Position | Description | Counterparty | Currency | Premium | Nominal Amount | Market Value | Appreciation/ (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |
| Buy | IRS "Pay fixed rate 2.00% Receive floating rate USD | Citi Bank | USD | 366,973 | 12,600,000 |  | 414,717 | 47,744 |
|  | SOFR Mar 2024", Put 2.00%, 21-Mar-2024 |  |  |  |  |  |  |  |
| Buy | IRS "Pay fixed rate 2.09% Receive floating rate USD | Bank of America | USD | 102,220 | 1,345,000 |  | 93,348 | (8,872) |
|  | SOFR Mar 2023", Put 2.09%, 24-Mar-2023 |  |  |  |  |  |  |  |
| Buy | IRS "Receive fixed rate 2.09% Pay floating rate USD | Bank of America | USD | 96,521 | 1,345,000 |  | 109,603 | 13,082 |
|  | SOFR Mar 2023", Call 2.09%, 24-Mar-2023 |  |  |  |  |  |  |  |
|  |  |  |  |  |  | USD | 1,126,473 | (1,210,278) |

Total Return Swap Contracts
The Fund may use total return swaps. A total return swap is a bilateral financial contract which allows the Fund to enjoy all of the cash flow benefits of an asset without actually owning this asset (the ‘Reference Asset’). The sub-funds will have to pay a periodic fee (fixed or floating payment) in exchange of their rights to receive the total return of the Reference Assets (coupons and/or capital gains and/or losses). The Reference Asset can be almost any asset, which constitutes an eligible investment for the sub-funds. The sub-funds may use such instruments to seek exposure to an eligible market or for hedging purposes.
The total return swaps were valued at the last available price at NAV Calculation Day. The unrealised gain or loss on total return swaps at period-end is represented by the values of interests to be received (or paid), based on relevant swap agreements’ interest rates less (or plus, respectively), the value of the performance to be paid (or received, respectively), based on the total return value of underlying assets, which is made of the current fair value of equities plus the dividend distributed for such equities for the relevant swap year. The unrealised appreciation/(depreciation) is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on total return swap contracts’.
As at 31 March 2022, the following sub-funds were committed to total return swap contracts agreements:
| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Egerton Equity |  |  |  |  |  |  |
| Buy Long | Aerospace/Defense | Morgan Stanley | EUR | 19,114,220 | 6,281,774 | 05-Dec-2022 | 8,626,863 |
| Buy Long | Airlines | J.P. Morgan | EUR | 16,707,199 | (2,473,651) | 21-Feb-2023 | (1,977,188) |
| Buy Long | Auto Manufacturers | J.P. Morgan | EUR | 5,663,536 | 220,065 | 27-Jan-2023 | 1,143,440 |
| Buy Long | Home Builders | Goldman Sachs | GBP | 22,671,802 | (6,589,885) | 07-Aug-2024 | (6,617,766) |
| Buy Long | Home Builders | Morgan Stanley | GBP | 5,449,335 | (626,020) | 08-Dec-2022 | (295,503) |
| Buy Long | Retail | Goldman Sachs | CHF | 15,382,227 | (857,219) | 18-Jun-2024 | (419,201) |
| Sell Short | Advertising | Morgan Stanley | GBP | 1,676,783 | 29,516 | 08-Dec-2022 | 29,516 |
| Sell Short | Aerospace/Defense | J.P. Morgan | USD | 6,632,455 | 165,241 | 27-Mar-2023 | 434,042 |
| Sell Short | Apparel | Goldman Sachs | USD | 1,232,262 | 19,110 | 02-Apr-2025 | 19,110 |
| Sell Short | Banks | Morgan Stanley | USD | 1,621,211 | (112,580) | 25-Sep-2023 | (112,580) |
| Sell Short | Biotechnology | Goldman Sachs | USD | 1,360,600 | (688,930) | 26-Apr-2023 | (738,917) |
| Sell Short | Biotechnology | J.P. Morgan | USD | 3,777,141 | 544,377 | 06-Mar-2023 | 547,269 |
| Sell Short | Commercial Services | Merrill Lynch | USD | 3,562,560 | (113,557) | 31-Oct-2022 | 45,715 |
| Sell Short | Commercial Services | Morgan Stanley | GBP | 1,618,194 | 101,575 | 08-Dec-2022 | 103,476 |
| Sell Short | Computers | Goldman Sachs | CHF | 1,857,100 | 165,793 | 11-Dec-2024 | 144,275 |
| Sell Short | Computers | Goldman Sachs | USD | 8,486,137 | 400,408 | 14-Jun-2023 | 34,060 |
| Sell Short | Computers | Goldman Sachs | USD | 2,078,516 | 201,878 | 20-Nov-2024 | 214,298 |
| Sell Short | Computers | Merrill Lynch | USD | 1,358,830 | 143,220 | 31-Jan-2023 | 132,269 |
| Sell Short | Computers | Morgan Stanley | USD | 6,034,175 | 7,093 | 13-Jul-2022 | 6,223 |
| Sell Short | Cosmetics/Personal Care | Morgan Stanley | JPY | 4,311,790 | 592,137 | 24-Oct-2022 | 362,876 |
| Sell Short | Diversified Finanancial Services | Goldman Sachs | USD | 1,578,377 | (168,680) | 11-Mar-2025 | (168,589) |
| Sell Short | Diversified Finanancial Services | J.P. Morgan | USD | 2,569,580 | 81,537 | 27-Feb-2023 | 84,495 |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Egerton Equity (cont) |  |  |  |  |  |  |
| Sell Short | Diversified Finanancial Services | Merrill Lynch | USD | 1,639,599 | (37,118) | 31-Mar-2023 | (33,356) |
| Sell Short | Electric | Goldman Sachs | USD | 3,544,366 | (368,207) | 05-Mar-2024 | (253,338) |
| Sell Short | Electrical Compo&Equip | Goldman Sachs | USD | 784,739 | 272,146 | 28-Feb-2024 | 272,578 |
| Sell Short | Food | Goldman Sachs | CHF | 2,509,743 | (45,422) | 19-Feb-2025 | (46,021) |
| Sell Short | Food | Goldman Sachs | USD | 3,658,369 | (499,936) | 16-Jan-2024 | (528,548) |
| Sell Short | Food | Goldman Sachs | USD | 4,016,226 | 2,470,797 | 21-Mar-2024 | 2,472,758 |
| Sell Short | Food | Goldman Sachs | USD | 2,169,972 | 213,361 | 17-Sep-2024 | 213,275 |
| Sell Short | Food Service | Goldman Sachs | USD | 3,361,863 | 666,619 | 24-Jul-2024 | 736,805 |
| Sell Short | Gas | Morgan Stanley | HKD | 5,669,995 | 3,297,952 | 23-Dec-2022 | 3,355,254 |
| Sell Short | Gas | UBS | EUR | 514,638 | (55,228) | 30-Apr-2024 | (39,291) |
| Sell Short | Healthcare-Products | Goldman Sachs | DKK | 3,724,111 | 1,064,252 | 15-May-2024 | 1,551,046 |
| Sell Short | Healthcare-Products | Goldman Sachs | SEK | 1,924,395 | 640,665 | 26-Apr-2023 | 493,639 |
| Sell Short | Healthcare-Products | Merrill Lynch | USD | 2,037,870 | 500,673 | 31-Oct-2022 | 658,561 |
| Sell Short | Healthcare-Services | Merrill Lynch | USD | 1,238,081 | 14,004 | 28-Apr-2023 | 14,004 |
| Sell Short | Home Furnishings | Merrill Lynch | USD | 1,728,284 | (34,744) | 31-Mar-2023 | (34,744) |
| Sell Short | Home Furnishings | Morgan Stanley | USD | 3,660,405 | 885,121 | 13-Jul-2022 | 884,821 |
| Sell Short | Household Products/Wares | Goldman Sachs | USD | 4,946,609 | 709,446 | 31-Jul-2024 | 819,206 |
| Sell Short | Household Products/Wares | Morgan Stanley | USD | 3,496,410 | 101,463 | 13-Jul-2022 | 101,760 |
| Sell Short | Internet | Goldman Sachs | USD | 4,442,379 | 1,019,228 | 23-Jan-2025 | 1,026,546 |
| Sell Short | Internet | Merrill Lynch | USD | 2,357,696 | 155,933 | 28-Feb-2023 | 404,805 |
| Sell Short | Internet | Merrill Lynch | USD | 2,563,592 | 149,940 | 31-Mar-2023 | 149,940 |
| Sell Short | Leisure Time | J.P. Morgan | USD | 2,019,251 | (132,831) | 10-Apr-2023 | (132,521) |
| Sell Short | Machinery-Constr&Mining | Goldman Sachs | EUR | 2,866,359 | 200,474 | 26-Sep-2024 | 220,622 |
| Sell Short | Machinery-Diversified | Goldman Sachs | USD | 1,861,055 | (47,698) | 05-Dec-2024 | (48,355) |
| Sell Short | Miscellaneous Manufacturing | Goldman Sachs | CHF | 3,096,399 | 183,454 | 24-Jul-2024 | 191,942 |
| Sell Short | Miscellaneous Manufacturing | J.P. Morgan | USD | 3,113,443 | 313,710 | 27-Feb-2023 | 330,920 |
| Sell Short | Miscellaneous Manufacturing | J.P. Morgan | USD | 2,047,171 | 7,210 | 06-Mar-2023 | 57,924 |
| Sell Short | Miscellaneous Manufacturing | J.P. Morgan | USD | 2,101,968 | 74,344 | 14-Mar-2023 | 75,996 |
| Sell Short | Miscellaneous Manufacturing | Morgan Stanley | EUR | 3,220,076 | 1,282,664 | 05-Dec-2022 | 1,476,510 |
| Sell Short | Office/Business Equipment | J.P. Morgan | USD | 2,142,901 | 400,071 | 03-Mar-2023 | 400,071 |
| Sell Short | Office/Business Equipment | Morgan Stanley | JPY | 3,793,448 | (101,742) | 24-Oct-2022 | (20,517) |
| Sell Short | Packaging&Containers | J.P. Morgan | USD | 2,864,347 | (14,846) | 21-Feb-2023 | (4,890) |
| Sell Short | Pharmaceuticals | J.P. Morgan | USD | 2,131,803 | (397,186) | 23-Jan-2023 | (360,293) |
| Sell Short | Pharmaceuticals | Morgan Stanley | USD | 4,145,811 | (176,109) | 25-Sep-2023 | (156,153) |
| Sell Short | REITS | Merrill Lynch | USD | 5,261,255 | (311,062) | 31-Oct-2022 | 37,372 |
| Sell Short | Retail | Goldman Sachs | USD | 1,203,156 | 4,361 | 02-Apr-2025 | 4,361 |
| Sell Short | Retail | J.P. Morgan | USD | 2,917,962 | (235,237) | 13-Feb-2023 | (282,160) |
| Sell Short | Retail | Morgan Stanley | USD | 1,271,927 | (12,034) | 13-Jul-2022 | (12,034) |
| Sell Short | Semiconductors | Goldman Sachs | USD | 768,941 | 362,003 | 05-Sep-2024 | 370,854 |
| Sell Short | Semiconductors | J.P. Morgan | USD | 6,786,955 | 192,777 | 31-May-2022 | 473,144 |
| Sell Short | Semiconductors | Merrill Lynch | USD | 2,805,443 | (14,905) | 28-Apr-2023 | (12,901) |
| Sell Short | Shipbuilding | Goldman Sachs | EUR | 3,748,996 | 542,348 | 12-Mar-2025 | 536,127 |
| Sell Short | Software | Goldman Sachs | SEK | 4,089,425 | 1,520,422 | 06-Nov-2024 | 1,553,096 |
| Sell Short | Software | Goldman Sachs | USD | 1,244,629 | (264,682) | 19-Mar-2025 | (264,682) |
| Sell Short | Software | J.P. Morgan | USD | 5,579,815 | 1,271,710 | 31-Oct-2022 | 1,651,072 |
| Sell Short | Software | J.P. Morgan | USD | 2,305,721 | 165,740 | 23-Jan-2023 | 198,480 |
| Sell Short | Software | J.P. Morgan | USD | 3,165,367 | (375,425) | 28-Mar-2023 | (330,814) |
| Sell Short | Software | J.P. Morgan | USD | 808,430 | (43,034) | 14-Apr-2023 | (43,034) |
| Sell Short | Software | Merrill Lynch | USD | 2,875,118 | (22,699) | 31-Oct-2022 | 82,646 |
| Sell Short | Software | Merrill Lynch | USD | 7,950,934 | (615,651) | 28-Apr-2023 | (609,976) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Egerton Equity (cont) |  |  |  |  |  |  |
| Sell Short | Software | Morgan Stanley | PLN | 3,272,633 | 240,351 | 13-Jul-2022 | 569,768 |
| Sell Short | Software | Morgan Stanley | USD | 2,504,405 | 701,657 | 13-Jul-2022 | 711,520 |
| Sell Short | Telecommunications | Goldman Sachs | USD | 3,561,407 | 112,586 | 30-Oct-2024 | 91,971 |
| Sell Short | Various* | Morgan Stanley | EUR | 4,198,437 | 3,700 | 29-Dec-2023 | 79,298 |
| Sell Short | Various* | Morgan Stanley | USD | 32,993,723 | (53,444) | 17-May-2023 | (77,603) |
|  |  |  |  |  |  | EUR | 20,575,644 |
| Schroder GAIA Helix |
| Sell Short | Equity Index | Goldman Sachs | EUR | 43,491,921 | (1,967,797) | 06-Sep-2022 | (1,967,797) |
| Sell Short | Equity Index | Goldman Sachs | JPY | 9,552,736 | (189,610) | 06-Sep-2022 | (189,610) |
| Sell Short | Equity Index | Goldman Sachs | USD | 225,988,617 | 1,230,837 | 06-Sep-2022 | 1,230,837 |
| Sell Short | Equity Index | J.P. Morgan | EUR | 4,272,061 | 55,163 | 06-Sep-2022 | 55,163 |
| Sell Short | Equity Index | J.P. Morgan | GBP | 50,640,007 | (1,508,505) | 06-Sep-2022 | (1,508,505) |
| Sell Short | Equity Index | J.P. Morgan | JPY | 114,088,724 | (1,959,983) | 06-Sep-2022 | (1,959,983) |
| Sell Short | Equity Index | J.P. Morgan | USD | 322,872,374 | (2,951,105) | 06-Sep-2022 | (2,951,105) |
| Sell Short | Equity Index | Morgan Stanley | USD | 75,261,791 | (4,524,965) | 06-Sep-2022 | (4,524,965) |
|  |  |  |  |  |  | USD | (11,815,965) |
| Schroder GAIA Sirios US Equity |
| Buy Long | Aerospace/Defense | Merrill Lynch | USD | 2,256,320 | 32,400 | 27-Feb-2023 | 32,400 |
| Buy Long | Banks | Goldman Sachs | USD | 1,010,780 | (246,640) | 14-Aug-2023 | (246,640) |
| Buy Long | Diversified Financial Services | Merrill Lynch | USD | 15,371,230 | 3,542,779 | 27-Feb-2023 | 3,550,010 |
| Buy Long | Engineering&Construction | Morgan Stanley | USD | 12,217,375 | 1,236,200 | 26-May-2022 | 1,236,200 |
| Buy Long | Telecommunications | Goldman Sachs | USD | 2,992,096 | (286,330) | 14-Mar-2023 | (385,619) |
| Sell Short | Agriculture | Merrill Lynch | USD | 254,568 | (201,533) | 27-Dec-2022 | (201,533) |
| Sell Short | Agriculture | Morgan Stanley | USD | 17,859 | (14,138) | 26-May-2022 | (14,138) |
| Sell Short | Auto Manufacturers | Goldman Sachs | USD | 1,013,243 | (461,553) | 14-Feb-2023 | (449,625) |
| Sell Short | Auto Manufacturers | Goldman Sachs | USD | 436,559 | 4,118 | 14-Mar-2023 | 4,118 |
| Sell Short | Auto Manufacturers | Merrill Lynch | USD | 511,629 | (44,164) | 27-Dec-2022 | (44,164) |
| Sell Short | Auto Manufacturers | Merrill Lynch | USD | 1,302,354 | (79,646) | 21-Feb-2023 | (73,202) |
| Sell Short | Banks | Goldman Sachs | USD | 1,489,256 | (3,754) | 12-Aug-2022 | (3,754) |
| Sell Short | Banks | Merrill Lynch | USD | 1,896,474 | 79,878 | 27-Dec-2022 | 79,878 |
| Sell Short | Banks | Merrill Lynch | USD | 238,505 | 5,730 | 21-Feb-2023 | 5,730 |
| Sell Short | Building Materials | Goldman Sachs | USD | 239,828 | 72,675 | 15-Nov-2022 | 72,675 |
| Sell Short | Chemicals | Goldman Sachs | USD | 449,844 | (41,346) | 14-Jun-2023 | (41,346) |
| Sell Short | Chemicals | Merrill Lynch | USD | 221,571 | (121,016) | 27-Dec-2022 | (121,016) |
| Sell Short | Commercial Services | Merrill Lynch | USD | 172,286 | (14,157) | 06-Feb-2023 | (14,157) |
| Sell Short | Commercial Services | Merrill Lynch | USD | 2,572,136 | (123,095) | 21-Feb-2023 | (123,095) |
| Sell Short | Computers | Merrill Lynch | USD | 885,059 | 37,066 | 17-Jan-2023 | 38,906 |
| Sell Short | Diversified Financial Services | Goldman Sachs | USD | 391,010 | (8,887) | 14-Mar-2023 | (8,887) |
| Sell Short | Diversified Financial Services | Merrill Lynch | USD | 551,675 | 34,536 | 03-Apr-2023 | 49,427 |
| Sell Short | Diversified Financial Services | Merrill Lynch | USD | 1,694,372 | 39,855 | 14-Apr-2023 | 39,855 |
| Sell Short | Diversified Financial Services | Merrill Lynch | USD | 946,877 | 44,435 | 24-Apr-2023 | 44,435 |
| Sell Short | Diversified Financial Services | Morgan Stanley | USD | 1,633,816 | (93,720) | 26-May-2022 | (93,720) |
| Sell Short | Electronics | Merrill Lynch | USD | 1,522,944 | 10,804 | 21-Feb-2023 | 10,804 |
| Sell Short | Environmental Control | Goldman Sachs | USD | 176,645 | (70,411) | 15-Nov-2022 | (70,411) |
| Sell Short | Equity Index | Goldman Sachs | USD | 7,691,274 | 204,950 | 17-Nov-2022 | 204,950 |
| Sell Short | Equity Index | Goldman Sachs | USD | 10,683,678 | (62,455) | 14-Dec-2022 | (62,455) |
| Sell Short | Equity Index | Goldman Sachs | USD | 10,842,832 | (218,179) | 14-Mar-2023 | (218,179) |
| Sell Short | Equity Index | Goldman Sachs | USD | 9,924,815 | (48,584) | 14-Jun-2023 | (48,731) |

* Contract is held on basket of various American stocks.
| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Sirios US Equity (cont) |  |  |  |  |  |  |
| Sell Short | Equity Index | Morgan Stanley | USD | 6,784,079 | (255,416) | 07-Apr-2022 | (255,416) |
| Sell Short | Equity Index | Morgan Stanley | USD | 5,379,710 | 31,766 | 25-Jul-2022 | 31,766 |
| Sell Short | Equity Index | Morgan Stanley | USD | 8,970,228 | (498,802) | 01-Aug-2022 | (498,802) |
| Sell Short | Equity Index | Morgan Stanley | USD | 5,425,256 | (348,976) | 28-Mar-2023 | (348,976) |
| Sell Short | Food | Goldman Sachs | USD | 677,749 | (26,666) | 14-Jun-2023 | (26,666) |
| Sell Short | Food | Merrill Lynch | USD | 1,945,848 | 37,017 | 27-Dec-2022 | 35,899 |
| Sell Short | Forest Products&Paper | Merrill Lynch | USD | 522,944 | (23,195) | 27-Dec-2022 | (23,195) |
| Sell Short | Healthcare-Products | Merrill Lynch | USD | 595,798 | (41,113) | 09-Mar-2023 | (41,113) |
| Sell Short | Healthcare-Products | Merrill Lynch | USD | 933,211 | (56,837) | 18-Apr-2023 | (56,837) |
| Sell Short | Healthcare-Services | Goldman Sachs | USD | 1,471,629 | (4,454) | 14-Mar-2023 | (4,454) |
| Sell Short | Insurance | Merrill Lynch | USD | 485,366 | (38,833) | 27-Dec-2022 | (38,833) |
| Sell Short | Internet | Merrill Lynch | USD | 578,602 | 122,782 | 27-Dec-2022 | 122,782 |
| Sell Short | Internet | Merrill Lynch | USD | 583,569 | (68,945) | 18-Apr-2023 | (68,945) |
| Sell Short | Internet | Merrill Lynch | USD | 348,017 | 970 | 01-May-2023 | 970 |
| Sell Short | Packaging&Containers | Goldman Sachs | USD | 442,896 | 11,053 | 12-May-2022 | 11,053 |
| Sell Short | REITS | Morgan Stanley | USD | 161,821 | (5,830) | 26-May-2022 | (5,830) |
| Sell Short | Retail | Goldman Sachs | USD | 2,637,262 | (203,982) | 12-May-2022 | (205,025) |
| Sell Short | Semiconductors | Goldman Sachs | USD | 531,104 | (1,488) | 14-Mar-2023 | (1,488) |
| Sell Short | Semiconductors | Merrill Lynch | USD | 2,808,217 | 85,113 | 27-Dec-2022 | 85,135 |
| Sell Short | Semiconductors | Morgan Stanley | USD | 237,819 | 5,195 | 26-May-2022 | 5,195 |
| Sell Short | Software | Goldman Sachs | USD | 315,423 | 17,675 | 14-Jun-2023 | 17,675 |
| Sell Short | Software | Merrill Lynch | USD | 586,064 | (34,953) | 17-Jan-2023 | (34,953) |
| Sell Short | Software | Merrill Lynch | USD | 768,730 | 164,593 | 10-Apr-2023 | 164,593 |
| Sell Short | Telecommunications | Merrill Lynch | USD | 1,818,567 | (283,027) | 21-Feb-2023 | (283,332) |
|  |  |  |  |  |  | USD | 1,729,919 |
| Schroder GAIA Two Sigma Diversified |
| Buy Long | Various* | Morgan Stanley | USD | 700,621,177 | 18,214,622 | 21-Oct-2022 | 18,214,622 |
|  |  |  |  |  |  | USD | 18,214,622 |
| Schroder GAIA Wellington Pagosa |
| Buy Long | Advertising | J.P. Morgan | EUR | 284,480 | 34,189 | 09-May-2023 | 34,189 |
| Buy Long | Aerospace/Defense | J.P. Morgan | EUR | 307,882 | 30,094 | 09-May-2023 | 30,094 |
| Buy Long | Agriculture | Goldman Sachs | GBP | 224,231 | (13,737) | 24-May-2023 | (13,737) |
| Buy Long | Agriculture | J.P. Morgan | GBP | 9,588 | (747) | 09-May-2023 | (747) |
| Buy Long | Agriculture | Morgan Stanley | GBP | 835,255 | 29,317 | 15-May-2023 | 29,317 |
| Buy Long | Auto Manufacturers | Goldman Sachs | USD | 3,743 | 37 | 24-May-2023 | 37 |
| Buy Long | Auto Manufacturers | J.P. Morgan | EUR | 20,015 | 3,600 | 09-May-2023 | 3,600 |
| Buy Long | Auto Manufacturers | Morgan Stanley | USD | 113,241 | 33,786 | 15-May-2023 | 33,786 |
| Buy Long | Banks | Goldman Sachs | AUD | 133,637 | 98 | 24-May-2023 | 98 |
| Buy Long | Banks | Goldman Sachs | EUR | 2,795,783 | (29,171) | 24-May-2023 | (28,955) |
| Buy Long | Banks | Goldman Sachs | GBP | 152,281 | 1,252 | 24-May-2023 | 1,252 |
| Buy Long | Banks | Goldman Sachs | JPY | 582,470 | (25,096) | 24-May-2023 | (25,096) |
| Buy Long | Banks | Goldman Sachs | SEK | 235,248 | (19,021) | 24-May-2023 | (19,021) |
| Buy Long | Banks | Goldman Sachs | USD | 4,232,969 | (148,519) | 24-May-2023 | (148,519) |
| Buy Long | Banks | J.P. Morgan | EUR | 1,129,184 | (23,277) | 09-May-2023 | (23,277) |
| Buy Long | Banks | J.P. Morgan | ILS | 577,966 | 5,663 | 09-May-2023 | 5,663 |
| Buy Long | Banks | J.P. Morgan | USD | 270,903 | 8,519 | 09-May-2023 | 8,519 |
| Buy Long | Banks | Morgan Stanley | AUD | 393,947 | 3,612 | 15-May-2023 | 3,612 |
| Buy Long | Banks | Morgan Stanley | EUR | 313,547 | (7,817) | 15-May-2023 | (7,817) |

* Contract is held on basket of various stocks denominated in USD.
| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Buy Long | Banks | Morgan Stanley | SGD | 437,569 | 21,437 | 15-May-2023 | 21,437 |
| Buy Long | Banks | Morgan Stanley | USD | 1,821,285 | 14,012 | 15-May-2023 | 14,012 |
| Buy Long | Biotechnology | Goldman Sachs | CHF | 6,080 | (91) | 24-May-2023 | (91) |
| Buy Long | Biotechnology | Goldman Sachs | DKK | 220,762 | 2,730 | 24-May-2023 | 2,730 |
| Buy Long | Biotechnology | Goldman Sachs | GBP | 1,997 | 41 | 24-May-2023 | 41 |
| Buy Long | Biotechnology | Goldman Sachs | HKD | 6,057 | 230 | 24-May-2023 | 230 |
| Buy Long | Biotechnology | Goldman Sachs | USD | 1,237,303 | 7,598 | 24-May-2023 | 7,598 |
| Buy Long | Biotechnology | J.P. Morgan | CHF | 122,788 | (15,278) | 09-May-2023 | (15,278) |
| Buy Long | Biotechnology | J.P. Morgan | HKD | 2,407 | (273) | 09-May-2023 | (273) |
| Buy Long | Biotechnology | J.P. Morgan | USD | 1,020,023 | (31,475) | 09-May-2023 | (31,475) |
| Buy Long | Biotechnology | Morgan Stanley | DKK | 213,736 | 20,560 | 15-May-2023 | 20,560 |
| Buy Long | Biotechnology | Morgan Stanley | GBP | 88,093 | 9,700 | 15-May-2023 | 9,700 |
| Buy Long | Biotechnology | Morgan Stanley | USD | 4,427,550 | 291,102 | 15-May-2023 | 291,102 |
| Buy Long | Building Materials | Goldman Sachs | USD | 20,492 | (100) | 24-May-2023 | (100) |
| Buy Long | Building Materials | Morgan Stanley | HKD | 159,211 | 8,170 | 15-May-2023 | 8,170 |
| Buy Long | Building Materials | Morgan Stanley | USD | 21,706 | 1,440 | 15-May-2023 | 1,440 |
| Buy Long | Chemicals | Goldman Sachs | USD | 153,780 | (4,105) | 25-May-2023 | (4,105) |
| Buy Long | Chemicals | J.P. Morgan | EUR | 306,913 | 33,248 | 09-May-2023 | 33,248 |
| Buy Long | Commercial Services | Goldman Sachs | EUR | 130,620 | (5,857) | 24-May-2023 | (5,857) |
| Buy Long | Commercial Services | Goldman Sachs | USD | 1,876,872 | 25,133 | 24-May-2023 | 25,133 |
| Buy Long | Commercial Services | J.P. Morgan | EUR | 398,439 | 47,803 | 09-May-2023 | 47,803 |
| Buy Long | Commercial Services | J.P. Morgan | HKD | 187 | (7) | 09-May-2023 | (7) |
| Buy Long | Commercial Services | J.P. Morgan | USD | 430,211 | 54,661 | 09-May-2023 | 54,661 |
| Buy Long | Commercial Services | Morgan Stanley | EUR | 120,090 | 4,584 | 15-May-2023 | 4,584 |
| Buy Long | Commercial Services | Morgan Stanley | USD | 795,499 | 59,346 | 15-May-2023 | 59,346 |
| Buy Long | Computers | Morgan Stanley | USD | 170,986 | (7,439) | 31-Mar-2022 | (7,439) |
| Buy Long | Distribution/Wholesale | Goldman Sachs | USD | 203,557 | (1,840) | 24-May-2023 | (1,840) |
| Buy Long | Diversified Financial Services | Goldman Sachs | EUR | 75,141 | (105) | 24-May-2023 | (105) |
| Buy Long | Diversified Financial Services | Goldman Sachs | USD | 2,554,708 | (78,191) | 24-May-2023 | (78,191) |
| Buy Long | Diversified Financial Services | J.P. Morgan | USD | 555,045 | 97,211 | 10-Apr-2023 | 97,211 |
| Buy Long | Diversified Financial Services | J.P. Morgan | USD | 1,601,346 | 166,719 | 22-Feb-2024 | 166,719 |
| Buy Long | Diversified Financial Services | Morgan Stanley | EUR | 422,977 | 8,476 | 15-May-2023 | 8,476 |
| Buy Long | Diversified Financial Services | Morgan Stanley | USD | 861,729 | 61,740 | 15-May-2023 | 61,740 |
| Buy Long | Electric | Goldman Sachs | EUR | 266,714 | (8,135) | 24-May-2023 | (8,135) |
| Buy Long | Electric | Goldman Sachs | USD | 1,412,671 | 102,675 | 24-May-2023 | 102,675 |
| Buy Long | Electric | J.P. Morgan | EUR | 285,865 | 26,664 | 09-May-2023 | 26,664 |
| Buy Long | Electric | J.P. Morgan | HKD | 105,132 | 11,198 | 09-May-2023 | 11,198 |
| Buy Long | Electric | J.P. Morgan | USD | 216,685 | 19,773 | 09-May-2023 | 19,773 |
| Buy Long | Electric | Morgan Stanley | EUR | 262,319 | 7,267 | 15-May-2023 | 7,267 |
| Buy Long | Electrical Compo&Equip | Goldman Sachs | USD | 32,670 | (364) | 25-May-2023 | (364) |
| Buy Long | Electrical Compo&Equip | J.P. Morgan | EUR | 210,456 | 35,257 | 22-Jun-2022 | 35,257 |
| Buy Long | Electrical Compo&Equip | J.P. Morgan | USD | 21,564 | 2,665 | 09-May-2023 | 2,665 |
| Buy Long | Electrical Compo&Equip | Morgan Stanley | USD | 2,609 | 298 | 15-May-2023 | 298 |
| Buy Long | Electronics | Goldman Sachs | USD | 1,142,225 | (32,279) | 24-May-2023 | (32,279) |
| Buy Long | Electronics | Goldman Sachs | USD | 737 | (71) | 25-May-2023 | (71) |
| Buy Long | Electronics | J.P. Morgan | USD | 460,622 | 7,033 | 09-May-2023 | 7,033 |
| Buy Long | Electronics | Morgan Stanley | USD | 140,156 | (987) | 15-May-2023 | (987) |
| Buy Long | Energy-Alternate Sources | Goldman Sachs | USD | 181,408 | (8,025) | 25-May-2023 | (8,025) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Buy Long | Engineering&Construction | Goldman Sachs | EUR | 69,666 | 3,781 | 24-May-2023 | 3,781 |
| Buy Long | Engineering&Construction | Goldman Sachs | USD | 348,643 | (5,855) | 24-May-2023 | (5,855) |
| Buy Long | Engineering&Construction | Goldman Sachs | USD | 165,606 | 7,571 | 25-May-2023 | 7,571 |
| Buy Long | Engineering&Construction | Morgan Stanley | USD | 2,118 | 32 | 15-May-2023 | 32 |
| Buy Long | Entertainment | Morgan Stanley | USD | 1,658 | 80 | 15-May-2023 | 80 |
| Buy Long | Equity Index | J.P. Morgan | JPY | 409,368 | 21,705 | 02-May-2022 | 21,705 |
| Buy Long | Equity Index | Morgan Stanley | USD | 935,423 | 84,776 | 15-May-2023 | 84,776 |
| Buy Long | Gas | Morgan Stanley | HKD | 80,881 | 9,231 | 15-May-2023 | 9,231 |
| Buy Long | Healthcare-Products | Goldman Sachs | CHF | 6,829 | 204 | 24-May-2023 | 204 |
| Buy Long | Healthcare-Products | Goldman Sachs | EUR | 335,867 | (3,094) | 24-May-2023 | (3,094) |
| Buy Long | Healthcare-Products | Goldman Sachs | GBP | 42,130 | (904) | 24-May-2023 | (904) |
| Buy Long | Healthcare-Products | Goldman Sachs | HKD | 2,884 | 33 | 24-May-2023 | 33 |
| Buy Long | Healthcare-Products | Goldman Sachs | USD | 3,865,458 | 70,119 | 24-May-2023 | 70,119 |
| Buy Long | Healthcare-Products | Goldman Sachs | USD | 125,874 | (2,385) | 25-May-2023 | (2,385) |
| Buy Long | Healthcare-Products | J.P. Morgan | EUR | 3,577 | 43 | 20-Jul-2023 | 43 |
| Buy Long | Healthcare-Products | J.P. Morgan | USD | 1,275,734 | 52,169 | 22-Aug-2022 | 52,169 |
| Buy Long | Healthcare-Products | J.P. Morgan | USD | 1,388,587 | 28,776 | 09-May-2023 | 28,776 |
| Buy Long | Healthcare-Products | J.P. Morgan | USD | 3,468 | (54) | 22-Aug-2023 | (54) |
| Buy Long | Healthcare-Products | Morgan Stanley | CHF | 119,975 | 17,982 | 15-May-2023 | 17,982 |
| Buy Long | Healthcare-Products | Morgan Stanley | EUR | 99,739 | (2,814) | 15-May-2023 | (2,814) |
| Buy Long | Healthcare-Products | Morgan Stanley | GBP | 733,462 | 53,398 | 15-May-2023 | 53,398 |
| Buy Long | Healthcare-Products | Morgan Stanley | HKD | 92,312 | 8,030 | 15-May-2023 | 8,030 |
| Buy Long | Healthcare-Products | Morgan Stanley | USD | 575,667 | 71,379 | 15-May-2023 | 71,379 |
| Buy Long | Healthcare-Services | Goldman Sachs | CHF | 17,243 | 57 | 24-May-2023 | 57 |
| Buy Long | Healthcare-Services | Goldman Sachs | USD | 4,970,144 | 20,184 | 24-May-2023 | 20,184 |
| Buy Long | Healthcare-Services | J.P. Morgan | CHF | 114,909 | 11,780 | 22-Jun-2022 | 11,780 |
| Buy Long | Healthcare-Services | J.P. Morgan | USD | 872,958 | 41,418 | 22-Jun-2022 | 41,418 |
| Buy Long | Healthcare-Services | J.P. Morgan | USD | 1,347,442 | 21,314 | 09-May-2023 | 21,314 |
| Buy Long | Healthcare-Services | Morgan Stanley | CHF | 325,157 | 25,135 | 15-May-2023 | 25,135 |
| Buy Long | Healthcare-Services | Morgan Stanley | USD | 1,731,185 | 75,352 | 15-May-2023 | 75,352 |
| Buy Long | Holding Companies-Divers | Goldman Sachs | USD | 88,796 | 2,440 | 24-May-2023 | 2,440 |
| Buy Long | Home Furnishings | Goldman Sachs | JPY | 49,825 | 104 | 24-May-2023 | 104 |
| Buy Long | Home Furnishings | Goldman Sachs | USD | 204,860 | (4,472) | 25-May-2023 | (4,472) |
| Buy Long | Home Furnishings | Morgan Stanley | JPY | 166,967 | 11,258 | 15-May-2023 | 11,258 |
| Buy Long | Insurance | Goldman Sachs | CAD | 141,833 | (870) | 25-May-2023 | (870) |
| Buy Long | Insurance | Goldman Sachs | EUR | 388,468 | 6,392 | 24-May-2023 | 6,392 |
| Buy Long | Insurance | Goldman Sachs | GBP | 342,767 | 16,359 | 24-May-2023 | 16,359 |
| Buy Long | Insurance | Goldman Sachs | JPY | 341,744 | (14,967) | 24-May-2023 | (14,967) |
| Buy Long | Insurance | Goldman Sachs | USD | 872,585 | 21,031 | 24-May-2023 | 21,031 |
| Buy Long | Insurance | J.P. Morgan | GBP | 222,760 | 19,620 | 09-May-2023 | 19,620 |
| Buy Long | Insurance | J.P. Morgan | HKD | 166,486 | (2,909) | 09-May-2023 | (2,909) |
| Buy Long | Insurance | J.P. Morgan | JPY | 116,783 | 13,890 | 09-May-2023 | 13,890 |
| Buy Long | Insurance | J.P. Morgan | USD | 91,274 | 8,259 | 09-May-2023 | 8,259 |
| Buy Long | Insurance | Morgan Stanley | JPY | 353,468 | 11,331 | 15-May-2023 | 11,331 |
| Buy Long | Insurance | Morgan Stanley | USD | 102,842 | 3,537 | 15-May-2023 | 3,537 |
| Buy Long | Internet | Goldman Sachs | USD | 387,580 | 3,614 | 24-May-2023 | 3,614 |
| Buy Long | Internet | J.P. Morgan | HKD | 140,274 | 1,298 | 09-May-2023 | 1,298 |
| Buy Long | Internet | J.P. Morgan | USD | 105,301 | 9,535 | 09-May-2023 | 9,535 |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Buy Long | Internet | Morgan Stanley | HKD | 8,157 | 3,627 | 15-May-2023 | 3,627 |
| Buy Long | Internet | Morgan Stanley | USD | 361,754 | 27,635 | 15-May-2023 | 27,635 |
| Buy Long | Investment Companies | J.P. Morgan | ZAR | 57,315 | 7,769 | 09-May-2023 | 7,769 |
| Buy Long | Investment Companies | Morgan Stanley | ZAR | 624,298 | 95,277 | 15-May-2023 | 95,277 |
| Buy Long | Iron/Steel | J.P. Morgan | USD | 221,722 | 6,237 | 09-May-2023 | 6,237 |
| Buy Long | Iron/Steel | Morgan Stanley | USD | 672,338 | 5,595 | 15-May-2023 | 5,595 |
| Buy Long | Machinery-Constr&Mining | Goldman Sachs | USD | 331,259 | (2,321) | 25-May-2023 | (2,321) |
| Buy Long | Machinery-Diversified | Goldman Sachs | EUR | 308,000 | (15,420) | 24-May-2023 | (15,420) |
| Buy Long | Machinery-Diversified | Goldman Sachs | USD | 399,193 | 5,123 | 24-May-2023 | 5,123 |
| Buy Long | Media | Goldman Sachs | USD | 196,188 | 2,511 | 24-May-2023 | 2,511 |
| Buy Long | Media | J.P. Morgan | USD | 186,781 | 13,817 | 09-May-2023 | 13,817 |
| Buy Long | Metal Fabricate/Hardware | Morgan Stanley | USD | 370,058 | 50,170 | 15-May-2023 | 50,170 |
| Buy Long | Mining | Goldman Sachs | GBP | 210,026 | (1,912) | 24-May-2023 | (1,912) |
| Buy Long | Mining | Goldman Sachs | HKD | 108,653 | 8,689 | 24-May-2023 | 8,689 |
| Buy Long | Mining | J.P. Morgan | GBP | 801,763 | (16,384) | 09-May-2023 | (16,384) |
| Buy Long | Mining | Morgan Stanley | CAD | 289,109 | (6,413) | 15-May-2023 | (6,413) |
| Buy Long | Mining | Morgan Stanley | USD | 509,156 | 34,864 | 15-May-2023 | 34,864 |
| Buy Long | Miscellaneous Manufacturing | Goldman Sachs | USD | 117,575 | (13,088) | 25-May-2023 | (13,088) |
| Buy Long | Oil&Gas | Goldman Sachs | EUR | 135,000 | (5,414) | 24-May-2023 | (5,414) |
| Buy Long | Oil&Gas | Goldman Sachs | SEK | 92,244 | 5,570 | 24-May-2023 | 5,570 |
| Buy Long | Oil&Gas | Goldman Sachs | USD | 448,594 | 28,660 | 24-May-2023 | 28,660 |
| Buy Long | Oil&Gas | J.P. Morgan | CAD | 152,875 | (21,320) | 09-May-2023 | (21,320) |
| Buy Long | Oil&Gas | J.P. Morgan | JPY | 3,937 | (123) | 21-Feb-2024 | (123) |
| Buy Long | Oil&Gas | J.P. Morgan | USD | 1,498,356 | 18,047 | 09-May-2023 | 18,047 |
| Buy Long | Oil&Gas | Morgan Stanley | CAD | 316,074 | 18,316 | 15-May-2023 | 18,316 |
| Buy Long | Oil&Gas | Morgan Stanley | USD | 1,615,805 | 93,438 | 15-May-2023 | 93,438 |
| Buy Long | Oil&Gas Services | J.P. Morgan | USD | 337,758 | 282 | 09-May-2023 | 282 |
| Buy Long | Oil&Gas Services | Morgan Stanley | USD | 104,262 | 8,287 | 15-May-2023 | 8,287 |
| Buy Long | Pharmaceuticals | Goldman Sachs | CHF | 1,121,806 | 921 | 24-May-2023 | 921 |
| Buy Long | Pharmaceuticals | Goldman Sachs | EUR | 425,132 | 17,573 | 24-May-2023 | 17,573 |
| Buy Long | Pharmaceuticals | Goldman Sachs | GBP | 1,336,965 | 66,912 | 24-May-2023 | 66,912 |
| Buy Long | Pharmaceuticals | Goldman Sachs | HKD | 6,854 | 84 | 24-May-2023 | 84 |
| Buy Long | Pharmaceuticals | Goldman Sachs | JPY | 1,737,949 | 51,351 | 24-May-2023 | 51,351 |
| Buy Long | Pharmaceuticals | Goldman Sachs | USD | 2,982,292 | (42,465) | 24-May-2023 | (42,465) |
| Buy Long | Pharmaceuticals | J.P. Morgan | CHF | 141,788 | 8,161 | 20-Jul-2023 | 8,161 |
| Buy Long | Pharmaceuticals | J.P. Morgan | GBP | 6,963 | 902 | 09-May-2023 | 902 |
| Buy Long | Pharmaceuticals | J.P. Morgan | GBP | 118,976 | 20,408 | 20-Oct-2023 | 20,408 |
| Buy Long | Pharmaceuticals | J.P. Morgan | HUF | 121,493 | 5,845 | 09-May-2023 | 5,845 |
| Buy Long | Pharmaceuticals | J.P. Morgan | JPY | 212,647 | 24,711 | 09-May-2023 | 24,711 |
| Buy Long | Pharmaceuticals | J.P. Morgan | USD | 2,624,757 | 181,249 | 22-Aug-2022 | 181,249 |
| Buy Long | Pharmaceuticals | J.P. Morgan | USD | 605,697 | 57,250 | 22-Nov-2022 | 57,250 |
| Buy Long | Pharmaceuticals | J.P. Morgan | USD | 1,174,312 | (23,807) | 09-May-2023 | (23,807) |
| Buy Long | Pharmaceuticals | Morgan Stanley | EUR | 157,473 | 13,718 | 15-May-2023 | 13,718 |
| Buy Long | Pharmaceuticals | Morgan Stanley | GBP | 261,884 | 12,580 | 15-May-2023 | 12,580 |
| Buy Long | Pharmaceuticals | Morgan Stanley | JPY | 272,947 | 8,115 | 15-May-2023 | 8,115 |
| Buy Long | Pharmaceuticals | Morgan Stanley | USD | 2,071,546 | 134,227 | 15-May-2023 | 134,227 |
| Buy Long | Pipelines | J.P. Morgan | USD | 1,307,670 | 46,690 | 09-May-2023 | 46,690 |
| Buy Long | Pipelines | Morgan Stanley | USD | 804,229 | 78,739 | 15-May-2023 | 78,739 |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Buy Long | Private Equity | Goldman Sachs | GBP | 284,172 | 13,812 | 24-May-2023 | 13,812 |
| Buy Long | Private Equity | Goldman Sachs | USD | 483,992 | 17,279 | 24-May-2023 | 17,279 |
| Buy Long | Private Equity | J.P. Morgan | GBP | 55,092 | 15,962 | 09-May-2023 | 15,962 |
| Buy Long | Private Equity | J.P. Morgan | USD | 1,365,393 | 267,330 | 09-May-2023 | 267,330 |
| Buy Long | Private Equity | Morgan Stanley | GBP | 47,491 | 5,723 | 15-May-2023 | 5,723 |
| Buy Long | Private Equity | Morgan Stanley | USD | 95,987 | 13,430 | 15-May-2023 | 13,430 |
| Buy Long | Real Estate | Morgan Stanley | USD | 1,072 | 329 | 15-May-2023 | 329 |
| Buy Long | REITS | J.P. Morgan | USD | 319,161 | 16,014 | 09-May-2023 | 16,014 |
| Buy Long | Retail | Morgan Stanley | USD | 453,826 | 32,798 | 15-May-2023 | 32,798 |
| Buy Long | Semiconductors | Goldman Sachs | EUR | 2,990 | 64 | 24-May-2023 | 64 |
| Buy Long | Semiconductors | Goldman Sachs | JPY | 66,684 | 3,493 | 24-May-2023 | 3,493 |
| Buy Long | Semiconductors | Goldman Sachs | USD | 217,167 | (625) | 24-May-2023 | (625) |
| Buy Long | Semiconductors | J.P. Morgan | JPY | 100,156 | 15,180 | 09-May-2023 | 15,180 |
| Buy Long | Semiconductors | J.P. Morgan | USD | 503,892 | 24,070 | 31-May-2022 | 24,070 |
| Buy Long | Semiconductors | Morgan Stanley | USD | 237,982 | (15,938) | 15-May-2023 | (15,938) |
| Buy Long | Software | Goldman Sachs | USD | 2,589 | 5 | 24-May-2023 | 5 |
| Buy Long | Software | J.P. Morgan | USD | 112,439 | 6,269 | 22-Aug-2022 | 6,269 |
| Buy Long | Software | Morgan Stanley | USD | 668,389 | 63,850 | 15-May-2023 | 63,850 |
| Buy Long | Telecommunications | J.P. Morgan | USD | 50,358 | 10,793 | 09-May-2023 | 10,793 |
| Buy Long | Transportation | Morgan Stanley | EUR | 303,292 | 37,597 | 15-May-2023 | 37,597 |
| Buy Long | Various* | Morgan Stanley | USD | 15,588,322 | 54,610 | 27-Mar-2023 | 54,610 |
| Buy Long | Various* | Morgan Stanley | USD | 15,766,318 | 54,516 | 15-May-2023 | 54,516 |
| Buy Long | Water | Morgan Stanley | USD | 190,193 | 35,877 | 15-May-2023 | 35,877 |
| Sell Short | Aerospace/Defense | Goldman Sachs | EUR | 54,447 | (1,952) | 24-May-2023 | (1,952) |
| Sell Short | Aerospace/Defense | J.P. Morgan | EUR | 37,841 | (4,825) | 09-May-2023 | (4,825) |
| Sell Short | Aerospace/Defense | Morgan Stanley | EUR | 24,841 | (988) | 15-May-2023 | (988) |
| Sell Short | Airlines | Morgan Stanley | USD | 130,212 | (22,961) | 15-May-2023 | (22,961) |
| Sell Short | Auto Manufacturers | Goldman Sachs | EUR | 209,173 | (6,578) | 24-May-2023 | (6,578) |
| Sell Short | Auto Manufacturers | J.P. Morgan | USD | 40,935 | (20,095) | 09-May-2023 | (20,095) |
| Sell Short | Auto Manufacturers | Morgan Stanley | EUR | 133,186 | (15,670) | 15-May-2023 | (15,670) |
| Sell Short | Auto Manufacturers | Morgan Stanley | USD | 1,200,615 | (320,574) | 15-May-2023 | (320,574) |
| Sell Short | Auto Parts&Equipment | Goldman Sachs | EUR | 72,942 | 1,802 | 24-May-2023 | 1,802 |
| Sell Short | Auto Parts&Equipment | Goldman Sachs | USD | 231,283 | (20,350) | 24-May-2023 | (20,350) |
| Sell Short | Auto Parts&Equipment | J.P. Morgan | EUR | 11,462 | (932) | 09-May-2023 | (932) |
| Sell Short | Auto Parts&Equipment | J.P. Morgan | USD | 22,507 | (1,237) | 09-May-2023 | (1,237) |
| Sell Short | Auto Parts&Equipment | Morgan Stanley | EUR | 10,960 | (257) | 15-May-2023 | (257) |
| Sell Short | Auto Parts&Equipment | Morgan Stanley | USD | 54,410 | (2,092) | 15-May-2023 | (2,092) |
| Sell Short | Banks | Goldman Sachs | AUD | 358,587 | (10,569) | 24-May-2023 | (10,569) |
| Sell Short | Banks | Goldman Sachs | CHF | 1,029,467 | 32,668 | 24-May-2023 | 32,668 |
| Sell Short | Banks | Goldman Sachs | EUR | 3,321,944 | 31,894 | 24-May-2023 | 31,894 |
| Sell Short | Banks | Goldman Sachs | HUF | 438,933 | 11,111 | 24-May-2023 | 14,839 |
| Sell Short | Banks | Goldman Sachs | JPY | 484,393 | 18,188 | 24-May-2023 | 18,188 |
| Sell Short | Banks | Goldman Sachs | NOK | 373,432 | 1,479 | 24-May-2023 | 1,479 |
| Sell Short | Banks | Goldman Sachs | SEK | 2,010,369 | 152,426 | 24-May-2023 | 152,426 |
| Sell Short | Banks | Goldman Sachs | SGD | 310,830 | (5,632) | 24-May-2023 | (5,632) |
| Sell Short | Banks | Goldman Sachs | USD | 10,435,261 | 177,013 | 24-May-2023 | 177,013 |
| Sell Short | Banks | J.P. Morgan | AUD | 74,013 | (8,650) | 09-May-2023 | (8,650) |
| Sell Short | Banks | J.P. Morgan | EUR | 161,993 | 1,566 | 09-May-2023 | 1,566 |

* Contract is held on basket of various American stocks.
| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Sell Short | Banks | J.P. Morgan | EUR | 415,820 | (51,303) | 22-Jan-2024 | (51,303) |
| Sell Short | Banks | J.P. Morgan | ILS | 927,459 | (41,010) | 09-May-2023 | (41,010) |
| Sell Short | Banks | J.P. Morgan | JPY | 22,399 | (1,205) | 09-May-2023 | (1,205) |
| Sell Short | Banks | J.P. Morgan | JPY | 252,319 | (13,496) | 21-Feb-2024 | (13,496) |
| Sell Short | Banks | J.P. Morgan | SEK | 713,960 | 3,326 | 20-Jul-2023 | 3,326 |
| Sell Short | Banks | J.P. Morgan | USD | 2,167,466 | (4,600) | 09-May-2023 | (4,600) |
| Sell Short | Banks | Morgan Stanley | AUD | 503,913 | (13,658) | 15-May-2023 | (13,658) |
| Sell Short | Banks | Morgan Stanley | EUR | 225,405 | 1,143 | 15-May-2023 | 1,143 |
| Sell Short | Banks | Morgan Stanley | JPY | 54,591 | (358) | 15-May-2023 | (358) |
| Sell Short | Banks | Morgan Stanley | SEK | 793,543 | 56,663 | 15-May-2023 | 56,663 |
| Sell Short | Banks | Morgan Stanley | SGD | 451,472 | (26,340) | 15-May-2023 | (26,340) |
| Sell Short | Banks | Morgan Stanley | USD | 5,695,437 | 243,110 | 15-May-2023 | 243,110 |
| Sell Short | Beverages | Goldman Sachs | HKD | 113,963 | 3,447 | 24-May-2023 | 3,447 |
| Sell Short | Beverages | J.P. Morgan | HKD | 1,108 | 205 | 09-May-2023 | 205 |
| Sell Short | Beverages | Morgan Stanley | HKD | 3,141 | (542) | 15-May-2023 | (542) |
| Sell Short | Biotechnology | Goldman Sachs | AUD | 401,143 | (1,784) | 24-May-2023 | (1,784) |
| Sell Short | Biotechnology | Goldman Sachs | HKD | 236,335 | 25,858 | 24-May-2023 | 25,858 |
| Sell Short | Biotechnology | Goldman Sachs | USD | 693,694 | 24,521 | 24-May-2023 | 24,521 |
| Sell Short | Biotechnology | J.P. Morgan | AUD | 61,664 | (4,704) | 20-Mar-2024 | (4,704) |
| Sell Short | Biotechnology | J.P. Morgan | HKD | 234,338 | (25,875) | 09-May-2023 | (25,875) |
| Sell Short | Biotechnology | J.P. Morgan | USD | 1,716,270 | (116,080) | 09-May-2023 | (116,080) |
| Sell Short | Biotechnology | Morgan Stanley | AUD | 71,737 | (1,229) | 15-May-2023 | (1,229) |
| Sell Short | Biotechnology | Morgan Stanley | HKD | 62,239 | (9,520) | 15-May-2023 | (9,520) |
| Sell Short | Biotechnology | Morgan Stanley | NOK | 211,675 | (19,529) | 15-May-2023 | (19,529) |
| Sell Short | Biotechnology | Morgan Stanley | USD | 1,631,868 | (57,870) | 15-May-2023 | (57,870) |
| Sell Short | Building Materials | Goldman Sachs | CHF | 115,334 | 2,490 | 22-Sep-2022 | 2,490 |
| Sell Short | Building Materials | Goldman Sachs | CHF | 84,221 | 166 | 24-May-2023 | 166 |
| Sell Short | Building Materials | Goldman Sachs | EUR | 84,887 | 7,819 | 24-May-2023 | 7,819 |
| Sell Short | Building Materials | Goldman Sachs | USD | 78,696 | 8,647 | 24-May-2023 | 8,647 |
| Sell Short | Building Materials | J.P. Morgan | EUR | 55,123 | (859) | 09-May-2023 | (859) |
| Sell Short | Building Materials | Morgan Stanley | CHF | 20,342 | (152) | 15-May-2023 | (152) |
| Sell Short | Building Materials | Morgan Stanley | EUR | 16,635 | 1,423 | 15-May-2023 | 1,423 |
| Sell Short | Building Materials | Morgan Stanley | USD | 61,235 | 4,676 | 15-May-2023 | 4,676 |
| Sell Short | Chemicals | Goldman Sachs | EUR | 92,714 | (418) | 24-May-2023 | (418) |
| Sell Short | Chemicals | Goldman Sachs | GBP | 34,833 | 110 | 24-May-2023 | 110 |
| Sell Short | Chemicals | J.P. Morgan | EUR | 132,412 | (8,256) | 09-May-2023 | (8,256) |
| Sell Short | Chemicals | J.P. Morgan | GBP | 57,225 | (3,861) | 15-May-2023 | (3,861) |
| Sell Short | Chemicals | Morgan Stanley | EUR | 7,205 | (413) | 15-May-2023 | (413) |
| Sell Short | Chemicals | Morgan Stanley | GBP | 14,440 | (223) | 15-May-2023 | (223) |
| Sell Short | Chemicals | Morgan Stanley | USD | 179,286 | (18,024) | 15-May-2023 | (18,024) |
| Sell Short | Commercial Services | Goldman Sachs | GBP | 60,394 | (625) | 24-May-2023 | (625) |
| Sell Short | Commercial Services | Goldman Sachs | USD | 123,860 | 2,305 | 22-Sep-2022 | 2,305 |
| Sell Short | Commercial Services | Goldman Sachs | USD | 94,121 | (3,053) | 24-May-2023 | (3,053) |
| Sell Short | Commercial Services | J.P. Morgan | GBP | 11,968 | (636) | 05-May-2023 | (636) |
| Sell Short | Commercial Services | J.P. Morgan | USD | 465,707 | (60,229) | 09-May-2023 | (60,229) |
| Sell Short | Commercial Services | J.P. Morgan | USD | 19,416 | (522) | 22-May-2023 | (522) |
| Sell Short | Commercial Services | Morgan Stanley | GBP | 56,806 | (2,997) | 15-May-2023 | (2,997) |
| Sell Short | Commercial Services | Morgan Stanley | USD | 2,158,857 | (282,805) | 15-May-2023 | (282,805) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Sell Short | Computers | Morgan Stanley | USD | 445,133 | (42,127) | 15-May-2023 | (42,127) |
| Sell Short | Cosmetics/Personal Care | Goldman Sachs | JPY | 2,627 | (73) | 24-May-2023 | (73) |
| Sell Short | Debt Fund | Morgan Stanley | EUR | 1,861,826 | (8,183) | 15-May-2023 | (8,183) |
| Sell Short | Debt Fund | Morgan Stanley | USD | 694,803 | (22,714) | 15-May-2023 | (22,714) |
| Sell Short | Distribution/Wholesale | J.P. Morgan | USD | 157,999 | (12,891) | 09-May-2023 | (12,891) |
| Sell Short | Distribution/Wholesale | Morgan Stanley | USD | 1,594,667 | (59,128) | 15-May-2023 | (59,128) |
| Sell Short | Diversified Financial Services | Goldman Sachs | GBP | 510,731 | 15,192 | 24-May-2023 | 15,192 |
| Sell Short | Diversified Financial Services | Goldman Sachs | HKD | 302,582 | (13,243) | 24-May-2023 | (13,243) |
| Sell Short | Diversified Financial Services | Goldman Sachs | USD | 4,828,201 | 53,435 | 24-May-2023 | 53,435 |
| Sell Short | Diversified Financial Services | Goldman Sachs | ZAR | 11,710 | 915 | 25-May-2023 | 915 |
| Sell Short | Diversified Financial Services | J.P. Morgan | EUR | 75,225 | (18,048) | 09-May-2023 | (18,048) |
| Sell Short | Diversified Financial Services | J.P. Morgan | GBP | 56,601 | (1,553) | 09-May-2023 | (1,553) |
| Sell Short | Diversified Financial Services | J.P. Morgan | HKD | 580,856 | (76,613) | 20-Jul-2022 | (69,062) |
| Sell Short | Diversified Financial Services | J.P. Morgan | USD | 522,646 | (65,029) | 27-Feb-2023 | (65,029) |
| Sell Short | Diversified Financial Services | J.P. Morgan | USD | 908,196 | (12,720) | 09-May-2023 | (12,720) |
| Sell Short | Diversified Financial Services | Morgan Stanley | EUR | 73,152 | (5,556) | 15-May-2023 | (5,556) |
| Sell Short | Diversified Financial Services | Morgan Stanley | GBP | 268,692 | (6,406) | 15-May-2023 | (6,406) |
| Sell Short | Diversified Financial Services | Morgan Stanley | HKD | 213,339 | (47,243) | 15-May-2023 | (47,243) |
| Sell Short | Diversified Financial Services | Morgan Stanley | USD | 1,456,482 | (14,854) | 15-May-2023 | (14,854) |
| Sell Short | Diversified Financial Services | Morgan Stanley | ZAR | 63,801 | 3,319 | 15-May-2023 | 3,319 |
| Sell Short | Electric | Goldman Sachs | CAD | 214,269 | (6,218) | 22-Sep-2022 | (6,218) |
| Sell Short | Electric | Goldman Sachs | DKK | 74,424 | (3,713) | 24-May-2023 | (3,713) |
| Sell Short | Electric | Goldman Sachs | EUR | 163,435 | (8,239) | 22-Sep-2022 | (8,239) |
| Sell Short | Electric | Goldman Sachs | EUR | 347,667 | (8,600) | 24-May-2023 | (8,600) |
| Sell Short | Electric | Goldman Sachs | USD | 870,502 | (48,528) | 22-Sep-2022 | (48,528) |
| Sell Short | Electric | Goldman Sachs | USD | 405,683 | (17,314) | 24-May-2023 | (17,314) |
| Sell Short | Electric | J.P. Morgan | USD | 1,504,263 | (59,233) | 09-May-2023 | (59,233) |
| Sell Short | Electric | Morgan Stanley | DKK | 37,357 | (2,139) | 15-May-2023 | (2,139) |
| Sell Short | Electric | Morgan Stanley | HKD | 67,485 | 697 | 15-May-2023 | 697 |
| Sell Short | Electric | Morgan Stanley | USD | 888,673 | (46,776) | 15-May-2023 | (46,776) |
| Sell Short | Electrical Compo&Equip | Goldman Sachs | EUR | 121,921 | 4,450 | 22-Sep-2022 | 4,450 |
| Sell Short | Electrical Compo&Equip | Goldman Sachs | EUR | 106,615 | 2,299 | 24-May-2023 | 2,299 |
| Sell Short | Electrical Compo&Equip | Goldman Sachs | USD | 201,591 | (20,219) | 24-May-2023 | (20,219) |
| Sell Short | Electrical Compo&Equip | J.P. Morgan | USD | 8,041 | (1,432) | 09-May-2023 | (1,432) |
| Sell Short | Electrical Compo&Equip | Morgan Stanley | USD | 35,381 | (9,127) | 15-May-2023 | (9,127) |
| Sell Short | Electronics | Goldman Sachs | JPY | 846,204 | (38,431) | 24-May-2023 | (38,431) |
| Sell Short | Electronics | Goldman Sachs | SEK | 102,062 | 3,748 | 22-Sep-2022 | 3,748 |
| Sell Short | Electronics | Goldman Sachs | USD | 194,229 | 732 | 24-May-2023 | 732 |
| Sell Short | Electronics | J.P. Morgan | HKD | 2,386 | 102 | 09-May-2023 | 102 |
| Sell Short | Electronics | J.P. Morgan | JPY | 3,767 | (389) | 09-May-2023 | (389) |
| Sell Short | Electronics | J.P. Morgan | SEK | 18,467 | (1,442) | 22-Jun-2022 | (1,442) |
| Sell Short | Electronics | Morgan Stanley | JPY | 41,891 | (5,458) | 15-May-2023 | (5,458) |
| Sell Short | Electronics | Morgan Stanley | USD | 358,336 | (35,178) | 15-May-2023 | (35,178) |
| Sell Short | Energy-Alternate Sources | Goldman Sachs | DKK | 169,149 | (6,403) | 24-May-2023 | (6,403) |
| Sell Short | Energy-Alternate Sources | Goldman Sachs | NOK | 97,282 | 10,703 | 24-May-2023 | 10,703 |
| Sell Short | Energy-Alternate Sources | Goldman Sachs | SEK | 41,764 | (2,671) | 24-May-2023 | (2,671) |
| Sell Short | Energy-Alternate Sources | Goldman Sachs | USD | 493,341 | (2,081) | 24-May-2023 | (2,081) |
| Sell Short | Energy-Alternate Sources | J.P. Morgan | SEK | 108,155 | (7,385) | 09-May-2023 | (7,385) |
| Sell Short | Energy-Alternate Sources | J.P. Morgan | USD | 100,927 | (2,352) | 09-May-2023 | (2,352) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Sell Short | Energy-Alternate Sources | Morgan Stanley | SEK | 2,662 | (100) | 15-May-2023 | (100) |
| Sell Short | Energy-Alternate Sources | Morgan Stanley | USD | 85,843 | (13,095) | 15-May-2023 | (13,095) |
| Sell Short | Engineering&Construction | Goldman Sachs | EUR | 110,818 | 3,478 | 24-May-2023 | 3,478 |
| Sell Short | Environmental Control | Morgan Stanley | NOK | 19,952 | (2,444) | 15-May-2023 | (2,444) |
| Sell Short | Equity Index | Goldman Sachs | EUR | 513,422 | (2,751) | 24-May-2023 | (2,751) |
| Sell Short | Equity Index | Goldman Sachs | JPY | 732,111 | 38,212 | 24-May-2023 | 38,212 |
| Sell Short | Equity Index | Goldman Sachs | USD | 5,282,105 | (63,500) | 24-May-2023 | (63,537) |
| Sell Short | Equity Index | Goldman Sachs | USD | 16,566 | (74) | 25-May-2023 | (74) |
| Sell Short | Equity Index | J.P. Morgan | USD | 4,318,625 | (290,578) | 09-May-2023 | (290,578) |
| Sell Short | Equity Index | Morgan Stanley | EUR | 1,592,968 | (84,414) | 15-May-2023 | (84,414) |
| Sell Short | Equity Index | Morgan Stanley | USD | 22,205,250 | (1,189,712) | 15-May-2023 | (1,189,808) |
| Sell Short | Food | J.P. Morgan | EUR | 241,492 | (3,249) | 09-May-2023 | (3,249) |
| Sell Short | Food | J.P. Morgan | JPY | 4,997 | 58 | 09-May-2023 | 58 |
| Sell Short | Food | Morgan Stanley | EUR | 163,591 | (7,954) | 15-May-2023 | (7,954) |
| Sell Short | Food | Morgan Stanley | GBP | 541,156 | 7,768 | 15-May-2023 | 7,768 |
| Sell Short | Food | Morgan Stanley | USD | 124,656 | (14,662) | 15-May-2023 | (14,662) |
| Sell Short | Gas | Goldman Sachs | EUR | 110,117 | (11,254) | 24-May-2023 | (11,254) |
| Sell Short | Gas | Goldman Sachs | USD | 589,103 | (5,678) | 22-Sep-2022 | (5,678) |
| Sell Short | Hand/Machine Tools | Goldman Sachs | CHF | 121,902 | 7,161 | 22-Sep-2022 | 7,161 |
| Sell Short | Hand/Machine Tools | J.P. Morgan | CHF | 20,851 | 73 | 09-May-2023 | 73 |
| Sell Short | Healthcare-Products | Goldman Sachs | CHF | 559,293 | (34,129) | 24-May-2023 | (34,129) |
| Sell Short | Healthcare-Products | Goldman Sachs | DKK | 143,778 | 2,343 | 24-May-2023 | 2,343 |
| Sell Short | Healthcare-Products | Goldman Sachs | HKD | 21,546 | 309 | 24-May-2023 | 309 |
| Sell Short | Healthcare-Products | Goldman Sachs | SEK | 404,300 | 14,419 | 24-May-2023 | 14,419 |
| Sell Short | Healthcare-Products | Goldman Sachs | USD | 1,279,878 | (41,639) | 24-May-2023 | (41,639) |
| Sell Short | Healthcare-Products | J.P. Morgan | DKK | 508,044 | 51,874 | 09-May-2023 | 51,874 |
| Sell Short | Healthcare-Products | J.P. Morgan | SEK | 150,966 | 1,410 | 09-May-2023 | 1,410 |
| Sell Short | Healthcare-Products | J.P. Morgan | USD | 787,354 | (20,661) | 09-May-2023 | (20,661) |
| Sell Short | Healthcare-Products | Morgan Stanley | HKD | 266,053 | (42,936) | 15-May-2023 | (42,936) |
| Sell Short | Healthcare-Products | Morgan Stanley | SEK | 157,938 | (516) | 15-May-2023 | (516) |
| Sell Short | Healthcare-Products | Morgan Stanley | USD | 1,004,189 | (72,281) | 15-May-2023 | (72,281) |
| Sell Short | Healthcare-Services | Goldman Sachs | EUR | 121,781 | 3,866 | 24-May-2023 | 3,866 |
| Sell Short | Healthcare-Services | Goldman Sachs | JPY | 165,067 | (6,715) | 24-May-2023 | (6,715) |
| Sell Short | Healthcare-Services | Goldman Sachs | USD | 1,079,281 | (22,168) | 24-May-2023 | (22,168) |
| Sell Short | Healthcare-Services | J.P. Morgan | EUR | 3,424 | (477) | 09-May-2023 | (477) |
| Sell Short | Healthcare-Services | J.P. Morgan | JPY | 32,130 | (889) | 09-May-2023 | (889) |
| Sell Short | Healthcare-Services | J.P. Morgan | USD | 116,444 | (15,410) | 22-Aug-2022 | (15,410) |
| Sell Short | Healthcare-Services | J.P. Morgan | USD | 368,277 | (26,770) | 23-Feb-2023 | (26,770) |
| Sell Short | Healthcare-Services | J.P. Morgan | USD | 336,987 | (39,585) | 09-May-2023 | (39,585) |
| Sell Short | Healthcare-Services | Morgan Stanley | EUR | 621,707 | (30,094) | 15-May-2023 | (30,094) |
| Sell Short | Healthcare-Services | Morgan Stanley | JPY | 160,529 | (4,291) | 15-May-2023 | (4,291) |
| Sell Short | Healthcare-Services | Morgan Stanley | USD | 373,347 | (23,687) | 15-May-2023 | (23,687) |
| Sell Short | Home Furnishings | Goldman Sachs | USD | 74,533 | 5,594 | 24-May-2023 | 5,594 |
| Sell Short | Household Products/Wares | Goldman Sachs | USD | 41,845 | (789) | 24-May-2023 | (789) |
| Sell Short | Household Products/Wares | J.P. Morgan | USD | 128,256 | 2,938 | 09-May-2023 | 2,938 |
| Sell Short | Household Products/Wares | Morgan Stanley | USD | 134,670 | (185) | 15-May-2023 | (185) |
| Sell Short | Insurance | Goldman Sachs | EUR | 1,264,327 | (42,958) | 24-May-2023 | (42,958) |
| Sell Short | Insurance | Goldman Sachs | GBP | 20,363 | (1,094) | 24-May-2023 | (1,094) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Sell Short | Insurance | Goldman Sachs | JPY | 436,799 | 19,299 | 24-May-2023 | 19,299 |
| Sell Short | Insurance | Goldman Sachs | USD | 171,391 | (5,071) | 22-Sep-2022 | (5,071) |
| Sell Short | Insurance | Goldman Sachs | USD | 3,707,662 | (126,861) | 24-May-2023 | (126,861) |
| Sell Short | Insurance | Goldman Sachs | ZAR | 52,902 | (2,228) | 25-May-2023 | (2,228) |
| Sell Short | Insurance | J.P. Morgan | GBP | 247,093 | (46,811) | 09-May-2023 | (46,811) |
| Sell Short | Insurance | J.P. Morgan | JPY | 25,758 | (1,682) | 09-May-2023 | (1,682) |
| Sell Short | Insurance | J.P. Morgan | USD | 151,576 | (15,297) | 09-May-2023 | (15,297) |
| Sell Short | Insurance | J.P. Morgan | ZAR | 201,458 | (41,732) | 09-May-2023 | (41,732) |
| Sell Short | Insurance | Morgan Stanley | EUR | 672,612 | (11,572) | 15-May-2023 | (11,572) |
| Sell Short | Insurance | Morgan Stanley | JPY | 641,573 | (11,088) | 15-May-2023 | (11,088) |
| Sell Short | Insurance | Morgan Stanley | USD | 1,657,844 | (118,950) | 15-May-2023 | (118,950) |
| Sell Short | Insurance | Morgan Stanley | ZAR | 48,149 | (2,209) | 15-May-2023 | (2,209) |
| Sell Short | Internet | Goldman Sachs | EUR | 224,137 | 4,351 | 24-May-2023 | 4,351 |
| Sell Short | Internet | J.P. Morgan | EUR | 215,905 | 5,583 | 09-May-2023 | 5,583 |
| Sell Short | Internet | Morgan Stanley | GBP | 36,426 | 702 | 15-May-2023 | 702 |
| Sell Short | Internet | Morgan Stanley | USD | 97,496 | 5,080 | 15-May-2023 | 5,080 |
| Sell Short | Iron/Steel | Goldman Sachs | USD | 110,206 | 6,430 | 24-May-2023 | 6,430 |
| Sell Short | Iron/Steel | Morgan Stanley | USD | 33,447 | 1,177 | 15-May-2023 | 1,177 |
| Sell Short | Leisure Time | Goldman Sachs | USD | 172,656 | (3,703) | 24-May-2023 | (3,703) |
| Sell Short | Leisure Time | Morgan Stanley | USD | 10,033 | 812 | 15-May-2023 | 812 |
| Sell Short | Lodging | J.P. Morgan | USD | 261,371 | (21,938) | 09-May-2023 | (21,938) |
| Sell Short | Machinery-Constr&Mining | J.P. Morgan | USD | 16,741 | 4,462 | 09-May-2023 | 4,462 |
| Sell Short | Machinery-Constr&Mining | Morgan Stanley | USD | 4,391 | 1,179 | 15-May-2023 | 1,179 |
| Sell Short | Machinery-Diversified | Goldman Sachs | SEK | 98,586 | 7,240 | 22-Sep-2022 | 7,240 |
| Sell Short | Machinery-Diversified | Goldman Sachs | USD | 78,871 | (2,058) | 24-May-2023 | (2,058) |
| Sell Short | Machinery-Diversified | J.P. Morgan | SEK | 16,060 | (816) | 09-May-2023 | (816) |
| Sell Short | Machinery-Diversified | Morgan Stanley | USD | 132,969 | (8,526) | 15-May-2023 | (8,526) |
| Sell Short | Media | Morgan Stanley | USD | 142,562 | (7,869) | 15-May-2023 | (7,869) |
| Sell Short | Miscellaneous Manufacturing | Goldman Sachs | GBP | 120,770 | 6,024 | 22-Sep-2022 | 6,024 |
| Sell Short | Miscellaneous Manufacturing | Goldman Sachs | SEK | 21,351 | (443) | 24-May-2023 | (443) |
| Sell Short | Miscellaneous Manufacturing | Goldman Sachs | USD | 495,540 | (19,041) | 24-May-2023 | (19,041) |
| Sell Short | Miscellaneous Manufacturing | J.P. Morgan | SEK | 74,939 | (6,811) | 09-May-2023 | (6,811) |
| Sell Short | Miscellaneous Manufacturing | Morgan Stanley | USD | 405,826 | (27,330) | 15-May-2023 | (27,330) |
| Sell Short | Office/Business Equipment | Morgan Stanley | JPY | 177,444 | (11,401) | 15-May-2023 | (11,401) |
| Sell Short | Oil&Gas | Goldman Sachs | AUD | 233,335 | (3,697) | 24-May-2023 | (3,697) |
| Sell Short | Oil&Gas | Goldman Sachs | CAD | 70,808 | (9,147) | 25-May-2023 | (9,147) |
| Sell Short | Oil&Gas | Goldman Sachs | EUR | 863,883 | (17,842) | 24-May-2023 | (17,842) |
| Sell Short | Oil&Gas | Goldman Sachs | JPY | 285,720 | (990) | 24-May-2023 | (990) |
| Sell Short | Oil&Gas | Goldman Sachs | USD | 1,553,600 | 21,362 | 24-May-2023 | 21,362 |
| Sell Short | Oil&Gas | J.P. Morgan | CAD | 844,153 | 29,703 | 09-May-2023 | 29,703 |
| Sell Short | Oil&Gas | J.P. Morgan | EUR | 285,270 | 670 | 09-May-2023 | 670 |
| Sell Short | Oil&Gas | J.P. Morgan | USD | 6,746,060 | (670,609) | 09-May-2023 | (670,181) |
| Sell Short | Oil&Gas | Morgan Stanley | AUD | 26,002 | (1,853) | 15-May-2023 | (1,853) |
| Sell Short | Oil&Gas | Morgan Stanley | CAD | 15,004 | (2,032) | 31-Mar-2022 | (2,032) |
| Sell Short | Oil&Gas | Morgan Stanley | CAD | 1,536,895 | (299,954) | 15-May-2023 | (299,954) |
| Sell Short | Oil&Gas | Morgan Stanley | USD | 1,035,805 | (64,410) | 15-May-2023 | (64,410) |
| Sell Short | Oil&Gas Services | Goldman Sachs | USD | 74,192 | (3,176) | 24-May-2023 | (3,176) |
| Sell Short | Oil&Gas Services | J.P. Morgan | USD | 135,482 | (1,704) | 09-May-2023 | (1,704) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Sell Short | Oil&Gas Services | Morgan Stanley | USD | 87,696 | (5,133) | 15-May-2023 | (5,133) |
| Sell Short | Packaging&Containers | Goldman Sachs | USD | 132,899 | 1,299 | 24-May-2023 | 1,299 |
| Sell Short | Packaging&Containers | Morgan Stanley | USD | 217,033 | (1,282) | 15-May-2023 | (1,282) |
| Sell Short | Pharmaceuticals | Goldman Sachs | DKK | 808,291 | (3,154) | 24-May-2023 | (3,154) |
| Sell Short | Pharmaceuticals | Goldman Sachs | EUR | 256,390 | 4,183 | 24-May-2023 | 4,183 |
| Sell Short | Pharmaceuticals | Goldman Sachs | GBP | 32,998 | 1,256 | 24-May-2023 | 1,256 |
| Sell Short | Pharmaceuticals | Goldman Sachs | JPY | 313,168 | 4,403 | 24-May-2023 | 4,403 |
| Sell Short | Pharmaceuticals | Goldman Sachs | USD | 466,891 | 3,031 | 24-May-2023 | 3,031 |
| Sell Short | Pharmaceuticals | Goldman Sachs | USD | 136,465 | (4,949) | 25-May-2023 | (4,949) |
| Sell Short | Pharmaceuticals | J.P. Morgan | DKK | 17,228 | (1,398) | 09-May-2023 | (1,398) |
| Sell Short | Pharmaceuticals | J.P. Morgan | EUR | 5,512 | (312) | 09-May-2023 | (312) |
| Sell Short | Pharmaceuticals | J.P. Morgan | EUR | 19,211 | (828) | 22-Jan-2024 | (828) |
| Sell Short | Pharmaceuticals | J.P. Morgan | GBP | 248,778 | (7,600) | 09-May-2023 | (7,600) |
| Sell Short | Pharmaceuticals | J.P. Morgan | JPY | 13,444 | (807) | 09-May-2023 | (807) |
| Sell Short | Pharmaceuticals | J.P. Morgan | USD | 1,121,294 | (113,017) | 09-May-2023 | (113,017) |
| Sell Short | Pharmaceuticals | Morgan Stanley | DKK | 289,361 | (23,906) | 15-May-2023 | (23,906) |
| Sell Short | Pharmaceuticals | Morgan Stanley | EUR | 238,908 | 3,693 | 15-May-2023 | 3,693 |
| Sell Short | Pharmaceuticals | Morgan Stanley | HKD | 156,687 | (31,046) | 15-May-2023 | (31,046) |
| Sell Short | Pharmaceuticals | Morgan Stanley | JPY | 493,348 | (7,582) | 15-May-2023 | (7,582) |
| Sell Short | Pharmaceuticals | Morgan Stanley | USD | 1,144,561 | (9,994) | 15-May-2023 | (9,994) |
| Sell Short | Pipelines | Goldman Sachs | USD | 614,362 | (28,559) | 24-May-2023 | (28,559) |
| Sell Short | Pipelines | J.P. Morgan | USD | 987,305 | 38,859 | 09-May-2023 | 38,859 |
| Sell Short | Pipelines | Morgan Stanley | USD | 289,729 | (26,598) | 15-May-2023 | (26,598) |
| Sell Short | Private Equity | Goldman Sachs | USD | 50,480 | (2,685) | 24-May-2023 | (2,685) |
| Sell Short | Private Equity | J.P. Morgan | USD | 71,114 | (14,577) | 09-May-2023 | (14,577) |
| Sell Short | Real Estate | Goldman Sachs | EUR | 350,970 | 11,048 | 24-May-2023 | 11,048 |
| Sell Short | Real Estate | J.P. Morgan | EUR | 327,452 | 6,778 | 20-Sep-2023 | 6,778 |
| Sell Short | Real Estate | J.P. Morgan | USD | 2,713 | 114 | 09-May-2023 | 114 |
| Sell Short | Real Estate | Morgan Stanley | EUR | 353,359 | 16,862 | 15-May-2023 | 16,862 |
| Sell Short | REITS | Goldman Sachs | EUR | 24,132 | (2,631) | 24-May-2023 | (2,631) |
| Sell Short | REITS | Goldman Sachs | USD | 303,054 | (13,801) | 22-Sep-2022 | (13,801) |
| Sell Short | REITS | Goldman Sachs | USD | 328,005 | (18,222) | 24-May-2023 | (18,222) |
| Sell Short | REITS | J.P. Morgan | USD | 55,500 | (6,820) | 05-May-2023 | (6,820) |
| Sell Short | REITS | J.P. Morgan | USD | 26,206 | (1,477) | 09-May-2023 | (1,477) |
| Sell Short | REITS | Morgan Stanley | USD | 668,205 | (29,846) | 15-May-2023 | (29,846) |
| Sell Short | Retail | Goldman Sachs | JPY | 2,433 | (96) | 24-May-2023 | (96) |
| Sell Short | Retail | Goldman Sachs | USD | 106,781 | (2,806) | 24-May-2023 | (2,806) |
| Sell Short | Retail | J.P. Morgan | USD | 45,119 | 4,074 | 05-May-2023 | 4,074 |
| Sell Short | Retail | J.P. Morgan | USD | 1,252,693 | 64,761 | 09-May-2023 | 64,761 |
| Sell Short | Retail | Morgan Stanley | JPY | 532 | (22) | 15-May-2023 | (22) |
| Sell Short | Retail | Morgan Stanley | SEK | 62,619 | 7,069 | 15-May-2023 | 7,069 |
| Sell Short | Retail | Morgan Stanley | USD | 936,849 | 54,477 | 15-May-2023 | 54,477 |
| Sell Short | Savings&Loans | Goldman Sachs | USD | 130,710 | 3,391 | 24-May-2023 | 3,391 |
| Sell Short | Semiconductors | Goldman Sachs | USD | 10,580 | 128 | 24-May-2023 | 128 |
| Sell Short | Semiconductors | Morgan Stanley | USD | 677,073 | (52,725) | 15-May-2023 | (52,725) |
| Sell Short | Software | Goldman Sachs | CHF | 252,302 | 14,413 | 24-May-2023 | 14,413 |
| Sell Short | Software | Goldman Sachs | GBP | 64,198 | 1,784 | 24-May-2023 | 1,784 |
| Sell Short | Software | Goldman Sachs | USD | 509,163 | (2,452) | 24-May-2023 | (2,452) |

| Unrealised Protection	Nominal	Market	Maturity	Appreciation/ |
| --- |
| Position | Industry | Counterparty | Currency | Amount | Value | Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa (cont) |  |  |  |  |  |  |
| Sell Short | Software | J.P. Morgan | CHF | 28,797 | (4,373) | 22-Nov-2023 | (4,373) |
| Sell Short | Software | J.P. Morgan | USD | 72,044 | (4,918) | 15-May-2023 | (4,918) |
| Sell Short | Software | Morgan Stanley | CHF | 4,810 | (300) | 15-May-2023 | (300) |
| Sell Short | Software | Morgan Stanley | EUR | 79,802 | (463) | 15-May-2023 | (463) |
| Sell Short | Software | Morgan Stanley | USD | 567,362 | (43,000) | 15-May-2023 | (43,000) |
| Sell Short | Telecommunications | Goldman Sachs | USD | 1,730 | (17) | 24-May-2023 | (17) |
| Sell Short | Telecommunications | J.P. Morgan | JPY | 171,443 | (39,286) | 22-Jun-2022 | (39,286) |
| Sell Short | Telecommunications | Morgan Stanley | USD | 341,161 | (5,787) | 15-May-2023 | (5,787) |
| Sell Short | Toys/Games/Hobbies | Goldman Sachs | USD | 73,040 | 6,111 | 24-May-2023 | 6,111 |
| Sell Short | Toys/Games/Hobbies | Morgan Stanley | USD | 14,557 | 1,204 | 15-May-2023 | 1,204 |
| Sell Short | Transportation | Goldman Sachs | CHF | 11,074 | 343 | 24-May-2023 | 343 |
| Sell Short | Transportation | Goldman Sachs | USD | 143,647 | 10,685 | 24-May-2023 | 10,685 |
| Sell Short | Transportation | J.P. Morgan | DKK | 272,990 | (3,873) | 09-May-2023 | (3,873) |
| Sell Short | Transportation | J.P. Morgan | USD | 355,988 | 14,443 | 05-May-2023 | 14,443 |
| Sell Short | Transportation | J.P. Morgan | USD | 568,840 | 18,169 | 09-May-2023 | 18,169 |
| Sell Short | Transportation | Morgan Stanley | CHF | 87,596 | 3,268 | 15-May-2023 | 3,268 |
| Sell Short | Transportation | Morgan Stanley | DKK | 71,977 | 8,838 | 15-May-2023 | 8,838 |
| Sell Short | Transportation | Morgan Stanley | HKD | 24,514 | (2,443) | 15-May-2023 | (2,443) |
| Sell Short | Transportation | Morgan Stanley | USD | 148,079 | (8,843) | 15-May-2023 | (8,843) |
|  |  |  |  |  |  | USD | (1,449,821) |


#### Contracts for Differences
Contracts for differences are valued based on the closing market price of the underlying security converted into the base currency of the contract for differences, less any financing charges attributable to each contract which are booked separately. On entering a contract for differences, the Fund may be required to pledge an amount of cash and/or other assets to the broker which is equal to a certain percentage of the contract amount (‘initial margin’). Subsequently, payments known as ‘variation margins’ are made or received by the Fund periodically, depending on the fluctuations in the value of the underlying security. Realised gains or losses at the closure of the contract are equal to the difference between the value of the contract for differences at the time it was opened (including any financial changes) and the value at the time it was closed. Dividends (net of withholding taxes) attributable to open contracts for differences are deemed to be dividends receivable at the end of the period. The result of these revaluations is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on contracts for differences’.
As at 31 March 2022, the following sub-funds were entered into contracts for differences on financial indices and futures contracts:
| Unrealised Market	Appreciation/ |
| --- |
| Contract | Counterparty | Quantity | Value | (Depreciation) |
| Schroder GAIA BlueTrend |  |  |  |  |
| CFD on Stoxx Europe 600 Automobiles & Parts Price Index | Credit Suisse | (113) | (72,139) | (1,527) |
| CFD on Stoxx Europe 600 Banks Price Index | Credit Suisse | (96) | (14,516) | 134 |
| CFD on Stoxx Europe 600 Basic Resources Price Index | Credit Suisse | 299 | 235,054 | 31,284 |
| CFD on Stoxx Europe 600 Chemicals Price Index | Credit Suisse | 24 | 33,011 | 216 |
| CFD on Stoxx Europe 600 Construction & Materials Price Index | Credit Suisse | (17) | (10,755) | 199 |
| CFD on Stoxx Europe 600 Financial Services Price Index | Credit Suisse | 67 | 51,067 | 3,518 |
| CFD on Stoxx Europe 600 Food & Beverage Price Index | Credit Suisse | 105 | 94,150 | (288) |
| CFD on Stoxx Europe 600 Health Care Price Index | Credit Suisse | 516 | 607,569 | 7,555 |
| CFD on Stoxx Europe 600 Industrial Goods & Services Price Index | Credit Suisse | (35) | (26,770) | (283) |
| CFD on Stoxx Europe 600 Insurance Price Index | Credit Suisse | 334 | 120,804 | 458 |
| CFD on Stoxx Europe 600 Media Price Index | Credit Suisse | 386 | 150,851 | (809) |
| CFD on Stoxx Europe 600 Oil & Gas Price Index | Credit Suisse | 683 | 238,654 | 8,142 |
| CFD on Stoxx Europe 600 Personal & Household Goods Index | Credit Suisse | (32) | (34,295) | (470) |
| CFD on Stoxx Europe 600 Retail Price Index | Credit Suisse | (367) | (130,413) | 7,617 |
| CFD on Stoxx Europe 600 Technology Price Index | Credit Suisse | (134) | (99,457) | (3,770) |

Contracts for Differences (cont)
| Unrealised Market	Appreciation/ |
| --- |
| Contract | Counterparty | Quantity |  | Value | (Depreciation) |
| Schroder GAIA BlueTrend (cont) |  |  |  |  |  |
| CFD on Stoxx Europe 600 Telecommunications Price Index | Credit Suisse | 1,118 |  | 287,677 | 402 |
| CFD on Stoxx Europe 600 Travel & Leisure Index | Credit Suisse | (1,099) |  | (252,588) | 22,243 |
| CFD on Stoxx Europe 600 Utilities Price Index | Credit Suisse | 108 |  | 46,599 | (184) |
| CFD on S&P 500 Consumer Discretionary Sector Index | Goldman Sachs | 44 |  | 64,358 | (2,195) |
| CFD on S&P 500 Consumer Staples Sector Index | Goldman Sachs | 1,316 |  | 1,041,573 | 8,774 |
| CFD on S&P 500 Energy Sector Index | Goldman Sachs | 345 |  | 200,765 | 20,453 |
| CFD on S&P 500 Financials Sector Index | Goldman Sachs | 802 |  | 511,365 | (18,898) |
| CFD on S&P 500 Health Care Sector Index | Goldman Sachs | 740 |  | 1,180,156 | 10,087 |
| CFD on S&P 500 Industrials Sector Index | Goldman Sachs | 965 |  | 839,992 | (6,081) |
| CFD on S&P 500 Information Technology Sector Index | Goldman Sachs | 133 |  | 371,613 | (1,538) |
| CFD on S&P 500 Materials Sector Index | Goldman Sachs | 1,607 |  | 889,397 | (2,056) |
| CFD on S&P 500 Utilities Sector Index | Goldman Sachs | 2,200 |  | 831,874 | 58,131 |
|  |  |  | USD | 7,155,596 | 141,114 |
| Schroder GAIA Contour Tech Equity CFD on Australian stocks | Morgan Stanley | (65,230) |  | (244,058) | (244,058) |
| CFD on British stocks | Morgan Stanley | (117,861) |  | 452,588 | 452,588 |
| CFD on Chinese stocks | Goldman Sachs | (27,688) |  | (183,848) | (183,848) |
| CFD on German stocks | Morgan Stanley | 279,978 |  | 1,321,732 | 1,321,732 |
| CFD on Japanese stocks | Goldman Sachs | (711,120) |  | (1,714,115) | (1,714,115) |
| CFD on Japanese stocks | Morgan Stanley | (95,572) |  | (591,928) | (591,928) |
| CFD on Norwegian stocks | Morgan Stanley | 513,610 |  | 443,378 | 443,378 |
| CFD on Swiss stocks | Goldman Sachs | (96,566) |  | (312,874) | (312,874) |
| CFD on United States stocks | Goldman Sachs | (1,281,128) |  | (7,154,354) | (7,440,591) |
| CFD on United States stocks | Morgan Stanley | (1,913,305) |  | (13,788,463) | (13,788,463) |
|  |  |  | USD | (21,771,942) | (22,058,179) |
| Schroder GAIA Helix CFD on Australian stocks | Goldman Sachs | 1,760,249 |  | 516,618 | 516,618 |
| CFD on Australian stocks | J.P. Morgan | 2,308,917 |  | 761,582 | 761,582 |
| CFD on Belgian stocks | Goldman Sachs | 45,558 |  | 233,842 | 233,842 |
| CFD on Belgian stocks | J.P. Morgan | 7,741 |  | 27,176 | 27,176 |
| CFD on British stocks | Goldman Sachs | 27,365,347 |  | 3,603,291 | 3,601,178 |
| CFD on British stocks | J.P. Morgan | 2,950,743 |  | 152,748 | 147,243 |
| CFD on Canadian stocks | Goldman Sachs | 26,767 |  | (1,886) | (1,886) |
| CFD on Canadian stocks | J.P. Morgan | 76,576 |  | (91,609) | (91,609) |
| CFD on Chinese stocks | Goldman Sachs | 19,463,547 |  | (2,170,047) | (2,171,170) |
| CFD on Chinese stocks | J.P. Morgan | 6,241,600 |  | 335,905 | 335,905 |
| CFD on Danish stocks | Goldman Sachs | 21,232 |  | 214,283 | 214,283 |
| CFD on Danish stocks | J.P. Morgan | 79,102 |  | (101,758) | (101,758) |
| CFD on Dutch stocks | Goldman Sachs | 849,416 |  | 477,310 | 477,289 |
| CFD on Dutch stocks | J.P. Morgan | 247,420 |  | 351,400 | 351,400 |
| CFD on Finnish stocks | J.P. Morgan | 27,920 |  | 4,505 | 4,505 |
| CFD on French stocks | Goldman Sachs | 246,284 |  | 657,451 | 648,445 |
| CFD on French stocks | J.P. Morgan | 117,952 |  | 105,659 | 105,659 |
| CFD on Georgian stocks | Goldman Sachs | (38,462) |  | 9,095 | 9,095 |
| CFD on German stocks | Goldman Sachs | 297,073 |  | 827,309 | 822,693 |
| CFD on German stocks | J.P. Morgan | 192,473 |  | (438,701) | (438,701) |
| CFD on Hong Kong stocks | Goldman Sachs | 6,409,189 |  | (78,268) | (78,268) |
| CFD on Hong Kong stocks | J.P. Morgan | 2,901,100 |  | 174,241 | 174,241 |
| CFD on Indian stocks | Goldman Sachs | 108,578 |  | 192,478 | 192,478 |

Contracts for Differences (cont)
| Unrealised Market	Appreciation/ |
| --- |
| Contract | Counterparty | Quantity |  | Value | (Depreciation) |
| Schroder GAIA Helix (cont) |  |  |  |  |  |
| CFD on Indian stocks | J.P. Morgan | 138,304 |  | (174,908) | (174,908) |
| CFD on Irish stocks | Goldman Sachs | 39,524 |  | 124,305 | 115,906 |
| CFD on Irish stocks | J.P. Morgan | 40,549 |  | 449 | 449 |
| CFD on Isle of Man stocks | Goldman Sachs | (394,740) |  | 278,841 | 278,841 |
| CFD on Italian stocks | Goldman Sachs | 311,400 |  | 98,162 | 98,162 |
| CFD on Italian stocks | J.P. Morgan | 509,930 |  | 312,233 | 312,233 |
| CFD on Japanese stocks | Goldman Sachs | 760,600 |  | 358,950 | 358,950 |
| CFD on Japanese stocks | J.P. Morgan | 8,377,450 |  | 1,792,117 | 1,796,573 |
| CFD on Jersey stocks | Goldman Sachs | 218 |  | (30) | (30) |
| CFD on Luxembourg stocks | Goldman Sachs | (7,457) |  | (2,970) | (2,970) |
| CFD on Macau Stocks | Goldman Sachs | 170,000 |  | 47,072 | 47,072 |
| CFD on New Zealand Stocks | Goldman Sachs | 80,374 |  | (12,812) | (12,812) |
| CFD on New Zealand Stocks | J.P. Morgan | 734,047 |  | (76,310) | (76,310) |
| CFD on Norwegian stocks | Goldman Sachs | 77,323 |  | 70,288 | 70,288 |
| CFD on Norwegian stocks | J.P. Morgan | 161,527 |  | 88,388 | 88,388 |
| CFD on Portuguese stocks | J.P. Morgan | 55,422 |  | 7,112 | 7,112 |
| CFD on Russian Stocks | Goldman Sachs | 6,978 |  | – | – |
| CFD on Saudi Arabia Stocks | J.P. Morgan | 496,430 |  | 61,197 | 61,197 |
| CFD on Singapore stocks | Goldman Sachs | 4,431,058 |  | 394,728 | 394,728 |
| CFD on Singapore stocks | J.P. Morgan | 1,903,100 |  | 429,541 | 429,541 |
| CFD on South African stocks | Goldman Sachs | 60,839 |  | 12,400 | 12,400 |
| CFD on South Korean stocks | Goldman Sachs | (10,242) |  | (173,553) | (173,553) |
| CFD on Spanish stocks | Goldman Sachs | 7,234 |  | (90,274) | (90,274) |
| CFD on Spanish stocks | J.P. Morgan | 108,668 |  | 20,729 | 20,729 |
| CFD on Swedish stocks | Goldman Sachs | (429,126) |  | (110,230) | (110,230) |
| CFD on Swedish stocks | J.P. Morgan | 697,280 |  | (180,248) | (180,248) |
| CFD on Swiss stocks | Goldman Sachs | (5,722) |  | (14,919) | (14,919) |
| CFD on Swiss stocks | J.P. Morgan | 98,078 |  | (182,825) | (182,825) |
| CFD on Taiwan stocks | Goldman Sachs | 3,416 |  | 22,926 | 22,926 |
| CFD on Taiwan stocks | J.P. Morgan | (1,892,481) |  | (8,645) | (8,645) |
| CFD on United Arab Emirates stocks | J.P. Morgan | 67,147 |  | 26,551 | 26,551 |
| CFD on United States stocks | Goldman Sachs | 1,827,446 |  | 676,348 | 679,052 |
| CFD on United States stocks | J.P. Morgan | 1,339,214 |  | 847,450 | 847,450 |
| CFD on FTSE 250 Index | Goldman Sachs | (477) |  | (96,191) | (96,191) |
| CFD on HXE Defence Index | Goldman Sachs | 68,752 |  | 575,036 | 632,504 |
| CFD on HXE Miners Index | Goldman Sachs | 50,131 |  | 265,230 | 246,221 |
| CFD on HXE Pharma Index | Goldman Sachs | 59,523 |  | 363,234 | 328,460 |
| CFD on HXE Shipping Index | Goldman Sachs | 113,412 |  | (465,618) | (365,850) |
| CFD on HXE Staples Index | Goldman Sachs | 77,105 |  | 182,609 | 102,589 |
| CFD on MSCI AC Pacific ex Japan Growth Index | Goldman Sachs | (69,899) |  | 1,330,877 | 1,330,877 |
|  |  |  | USD | 12,559,864 | 12,559,674 |
| Schroder GAIA UK Dynamic Absolute Return Fund CFD on British stocks | Morgan Stanley | 947,539 |  | 163,435 | 163,575 |
| CFD on Dutch stocks | Morgan Stanley | 35,067 |  | 30,859 | 30,859 |
| CFD on Isle of Man stocks | Morgan Stanley | (162,722) |  | 88,593 | 88,593 |
| CFD on United States stocks | Morgan Stanley | (41,103) |  | (22,031) | (22,031) |
| CFD on FTSE 250 Index | Bank of America | (191) |  | (29,320) | (29,320) |
| CFD on MSBEUK01 Index | Morgan Stanley | (19,440) |  | (1,555) | (1,555) |
|  |  |  | GBP | 229,981 | 230,121 |

Credit Default Index Swap Contracts
A credit default index swap allows the transfer of default risk. This allows a Fund to effectively buy insurance on a reference index obligation it holds (hedging the investment), or buy protection on a reference index obligation it does not physically own in the expectation that the credit will decline in quality. One party, the protection buyer, makes a stream of payments to the seller of the protection, and a payment is due to the buyer if there is a credit event (a decline in credit quality, which will be predefined in the agreement between the parties). If the credit event does not occur the buyer pays all the required premiums and the swap terminates on maturity with no further payments. The risk of the buyer is therefore limited to the value of the premiums paid. In addition, if there is a credit event and the Fund does not hold the underlying reference obligation, there may be a market risk as the Fund may need time to obtain the reference index obligation and deliver it to the counterparty. Furthermore, if the counterparty becomes insolvent, the Fund may not recover the full amount due to it from the counterparty. The market for credit default indices may sometimes be more illiquid than the bond markets. The Company will mitigate this risk by monitoring in an appropriate manner the use of this type of transaction.
Credit default indices were valued at their intrinsic value. The valuation method involves the current value of the interest-rate series and the current value of the credit spread traded on the market at the closing date. The result of these revaluations together with any interest receivable/payable in relation to credit default index is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on credit default index swap contracts’.
On 31 March 2022, the following sub-funds were committed to credit default indices agreements on financial indices:
Schroder GAIA BlueTrend
Sell	CDX iTraxx Europe Crossover Series 37
|  | 20/06/2027 | J.P. Morgan | EUR | 4,000,000 | 5.00 | 20-Jun-2027 | (33,462) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Sell | CDX iTraxx Europe Series 37 20/06/2027 | J.P. Morgan | EUR | 21,000,000 | 1.00 | 20-Jun-2027 | (246,781) |
| Sell | CDX North America High Yield Series 38 |  |  |  |  |  |  |
|  | 20/06/2027 | J.P. Morgan | USD | 5,000,000 | 5.00 | 20-Jun-2027 | (28,748) |
| Sell | CDX North America Investment Grade |  |  |  |  |  |  |
|  | Series 38 20/06/2027 | J.P. Morgan | USD | 28,000,000 | 1.00 | 20-Jun-2027 | (21,390) |
|  |  |  |  |  |  | USD | (330,381) |
| Schroder GAIA Two Sigma Diversified Sell	CDX iTraxx Europe Senior Financial |
|  | Series 37 20/06/2027 | Citi Bank | EUR | 10,000,000 | 1.00 | 20-Jun-2027 | (17,067) |
| Sell | CDX iTraxx Europe Series 37 20/06/2027 | Citi Bank | EUR | 16,000,000 | 1.00 | 20-Jun-2027 | 26,932 |
| Sell | CDX North America High Yield Series 38 |  |  |  |  |  |  |
|  | 20/06/2027 | Citi Bank | USD | 20,000,000 | 5.00 | 20-Jun-2027 | 172,676 |
| Sell | CDX North America Investment Grade |  |  |  |  |  |  |
|  | Series 38 20/06/2027 | Citi Bank | USD | 30,000,000 | 1.00 | 20-Jun-2027 | (34,847) |
|  |  |  |  |  |  | USD | 147,694 |
| Schroder GAIA Wellington Pagosa |
| Sell | CDX iTraxx Europe Crossover Series 36 | Morgan |  |  |  |  |  |
|  | 20/12/2026 | Stanley | EUR | 6,100,000 | 5.00 | 20-Dec-2026 | 63,679 |
| Sell | CDX iTraxx Europe Crossover Series 37 | Morgan |  |  |  |  |  |
|  | 20/06/2027 | Stanley | EUR | 4,012,000 | 5.00 | 20-Jun-2027 | (18,342) |
| Sell | CDX iTraxx Europe Senior Financial | Morgan |  |  |  |  |  |
|  | Series 36 20/12/2026 | Stanley | EUR | 7,510,000 | 1.00 | 20-Dec-2026 | (25,642) |
| Sell | CDX iTraxx Europe Senior Financial | Morgan |  |  |  |  |  |
|  | Series 37 20/06/2027 | Stanley | EUR | 46,180,000 | 1.00 | 20-Jun-2027 | (127,173) |
| Sell | CDX iTraxx Europe Series 36 20/12/2026 | Morgan |  |  |  |  |  |
|  |  | Stanley | EUR | 24,345,000 | 1.00 | 20-Dec-2026 | (40,345) |
| Sell | CDX iTraxx Europe Series 37 20/06/2027 | Morgan |  |  |  |  |  |
|  |  | Stanley | EUR | 27,830,000 | 1.00 | 20-Jun-2027 | 77,595 |
| Sell | CDX iTraxx Europe Subordinated | Morgan |  |  |  |  |  |
|  | Financial Series 37 20/06/2027 | Stanley | EUR | 3,195,000 | 1.00 | 20-Jun-2027 | (7,204) |
| Sell | CDX North America High Yield Series 38 | Morgan |  |  |  |  |  |
|  | 20/06/2027 | Stanley | USD | 6,470,000 | 5.00 | 20-Jun-2027 | (37,545) |
| Sell | CDX North America Investment Grade | Morgan |  |  |  |  |  |
| Series 38 20/06/2027 | Stanley | USD | 24,530,000 | 1.00 | 20-Jun-2027 | (45,975) |
|  |  |  |  |  | USD | (160,952) |


#### Credit Default Swap Contracts
A credit default swap allows the transfer of default risk. This allows the Fund to effectively buy insurance on a reference obligation it holds (hedging the investment), or buy protection on a reference obligation it does not physically own in the expectation that the credit will decline in quality. One party, the protection buyer, makes a stream of payments to the seller of the protection, and a payment is due to the buyer if there is a credit event (a decline in credit quality, which will be predefined in the agreement between the parties). If the credit event does not occur the buyer pays all the required premiums and the swap terminates on maturity with no further payments. The risk of the buyer is therefore limited to the value of the premiums paid. In addition, if there is a credit event and the sub-fund does not hold the underlying reference obligation, there may be a market risk as the sub-fund may need time to obtain the reference obligation and deliver it to the counterparty. Furthermore, if the counterparty becomes insolvent, the sub-fund may not recover the full amount due to it from the counterparty. The market for credit default swaps may sometimes be more illiquid than the bond markets. The Company will mitigate this risk by monitoring in an appropriate manner the use of this type of transaction.
Credit default swaps were valued at their intrinsic value. The valuation method involves the current value of the interest-rate series and the current value of the credit spread traded on the market at the closing date. The result of these revaluations together with any interest receivable/payable in relation to credit default swaps is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on credit default swap contracts’.
On 31 March 2022 the following sub-fund was committed to credit default swap agreements:
| Unrealised Protection	Nominal	Appreciation/ |
| --- |
| Position | Country of Risk | Industry | Counterparty | Currency | Amount | Maturity Date | (Depreciation) |
| Schroder | GAIA Wellington Pagosa |  |  |  |  |  |  |
| Sell | Australia | Mining | Morgan Stanley | EUR | 510,000 | 20-Dec-2026 | 21,667 |
| Sell | Austria | Telecommunications | Morgan Stanley | EUR | 3,505,000 | 20-Jun-2027 | (16,594) |
| Sell | Belgium | Chemicals | Morgan Stanley | EUR | 1,050,000 | 20-Jun-2027 | (3,719) |
| Sell | Brazil | Sovereign | Morgan Stanley | USD | 1,627,000 | 20-Dec-2026 | 19,142 |
| Sell | Chile | Sovereign | Morgan Stanley | USD | 2,989,000 | 20-Dec-2026 | (33,640) |
| Sell | China | Sovereign | Morgan Stanley | USD | 1,495,430 | 20-Dec-2026 | 33 |
| Sell | China | Sovereign | Morgan Stanley | USD | 549,000 | 20-Jun-2027 | (89) |
| Sell | Colombia | Sovereign | Morgan Stanley | USD | 1,607,000 | 20-Dec-2026 | 3,114 |
| Sell | Finland | Electric | Morgan Stanley | EUR | 600,000 | 20-Dec-2026 | 7,694 |
| Sell | Finland | Electric | Morgan Stanley | EUR | 640,000 | 20-Jun-2027 | (3,534) |
| Sell | Finland | Forest Products&Paper | Morgan Stanley | EUR | 1,925,000 | 20-Jun-2027 | (18,148) |
| Sell | France | Advertising | Morgan Stanley | EUR | 925,000 | 20-Jun-2027 | (3,304) |
| Sell | France | Apparel | Morgan Stanley | EUR | 2,895,000 | 20-Jun-2027 | (3,349) |
| Sell | France | Auto Manufacturers | Morgan Stanley | EUR | 2,385,000 | 20-Jun-2027 | (35,252) |
| Buy | France | Banks | Barclays Bank | EUR | 4,348,750 | 20-Dec-2026 | 63,276 |
| Sell | France | Banks | Morgan Stanley | EUR | 232,500 | 20-Dec-2026 | (127) |
| Sell | France | Beverages | Morgan Stanley | EUR | 1,040,000 | 20-Jun-2027 | (2,428) |
| Buy | France | Commercial Services | J.P. Morgan | EUR | 275,000 | 20-Dec-2026 | 19,392 |
| Sell | France | Distribution/Wholesale | Morgan Stanley | EUR | 605,000 | 20-Jun-2027 | (2,808) |
| Sell | France | Electric | Morgan Stanley | EUR | 2,180,000 | 20-Jun-2027 | (2,752) |
| Sell | France | Engineering&Construction | Morgan Stanley | EUR | 4,155,000 | 20-Jun-2027 | (29,580) |
| Sell | France | Food | Morgan Stanley | EUR | 1,580,000 | 20-Jun-2027 | (2,468) |
| Sell | France | Lodging | Morgan Stanley | EUR | 1,355,000 | 20-Jun-2027 | (7,263) |
| Sell | France | Media | Morgan Stanley | EUR | 2,610,000 | 20-Jun-2027 | (6,784) |
| Sell | Germany | Airlines | Morgan Stanley | EUR | 665,000 | 20-Jun-2027 | (7,849) |
| Sell | Germany | Auto Manufacturers | Morgan Stanley | EUR | 7,126,000 | 20-Jun-2027 | (39,326) |
| Sell | Germany | Chemicals | Morgan Stanley | EUR | 3,805,000 | 20-Jun-2027 | 3,634 |
| Sell | Germany | Electric | Morgan Stanley | EUR | 1,665,000 | 20-Jun-2027 | (15,747) |
| Sell | Germany | Household Products/ Wares | Morgan Stanley | EUR | 2,105,000 | 20-Jun-2027 | (5,765) |
| Sell | Indonesia | Sovereign | Morgan Stanley | USD | 2,069,000 | 20-Dec-2026 | 26,797 |
| Sell | Indonesia | Sovereign | Morgan Stanley | USD | 1,103,000 | 20-Jun-2027 | 5,858 |
| Buy | Italy | Banks | BNP Paribas | EUR | 1,040,000 | 20-Jun-2027 | (3,618) |
| Buy | Luxembourg | Chemicals | Credit Suisse | EUR | 805,000 | 20-Jun-2027 | (10,099) |
| Sell | Luxembourg | Chemicals | J.P. Morgan | EUR | 775,000 | 20-Dec-2024 | (30,905) |
| Sell | Luxembourg | Iron/Steel | Morgan Stanley | EUR | 720,000 | 20-Jun-2027 | (11,320) |
| Buy | Luxembourg | Media | Barclays Bank | EUR | 340,000 | 20-Dec-2024 | 24,252 |
| Sell | Malaysia | Sovereign | Goldman Sachs | USD | 335,000 | 20-Dec-2026 | (4,383) |
| Sell | Malaysia | Sovereign | Morgan Stanley | EUR | 1,065,000 | 20-Jun-2027 | (5,402) |

Credit Default Swap Contracts (cont)
| Unrealised |
| --- |
| Protection |  |  |  | Nominal |  | Appreciation/ |
| Position	Country of Risk | Industry | Counterparty | Currency | Amount | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |
| Sell | Mexico | Sovereign | Morgan Stanley | USD | 442,000 | 20-Jun-2027 | 943 |
| Sell | Mexico | Sovereign | Morgan Stanley | USD | 1,062,000 | 20-Dec-2026 | (15,869) |
| Sell | Netherlands | Chemicals | Morgan Stanley | EUR | 1,025,000 | 20-Jun-2027 | (2,334) |
| Sell | Netherlands | Food | Morgan Stanley | EUR | 1,045,000 | 20-Jun-2027 | (5,262) |
| Sell | Netherlands | Transportation | Morgan Stanley | EUR | 1,000,000 | 20-Jun-2027 | (2,728) |
| Sell | Peru | Sovereign | Morgan Stanley | USD | 503,170 | 20-Dec-2026 | 3,841 |
| Sell | Philippines | Sovereign | Morgan Stanley | USD | 485,000 | 20-Jun-2027 | (340) |
| Sell | Philippines | Sovereign | Morgan Stanley | USD | 514,000 | 20-Dec-2026 | 1,836 |
| Sell | Saudi Arabia | Sovereign | Morgan Stanley | USD | 557,000 | 20-Jun-2027 | 234 |
| Sell | Saudi Arabia | Sovereign | Morgan Stanley | USD | 460,000 | 20-Dec-2026 | (121) |
| Sell | South Africa | Mining | Morgan Stanley | EUR | 580,000 | 20-Dec-2026 | 21,871 |
| Sell | South Africa | Sovereign | Morgan Stanley | USD | 1,647,000 | 20-Dec-2026 | 21,851 |
| Sell | South Korea | Sovereign | Morgan Stanley | USD | 2,855,000 | 20-Dec-2024 | 33,596 |
| Sell | South Korea | Sovereign | Morgan Stanley | USD | 1,512,000 | 20-Dec-2026 | 773 |
| Sell | Spain | Engineering&Construction | Credit Suisse | EUR | 345,000 | 20-Dec-2026 | 5,138 |
| Sell | Spain | Engineering&Construction | Morgan Stanley | EUR | 345,000 | 20-Dec-2026 | 5,269 |
| Sell | Spain | Pharmaceuticals | Credit Suisse | EUR | 340,000 | 20-Dec-2026 | 16,404 |
| Sell | Spain | Pharmaceuticals | Goldman Sachs | EUR | 205,000 | 20-Dec-2026 | 1,857 |
| Sell | Spain | Pharmaceuticals | J.P. Morgan | EUR | 255,000 | 20-Dec-2026 | 14,934 |
| Sell | Switzerland | Commercial services | Morgan Stanley | EUR | 2,735,000 | 20-Jun-2027 | 4,819 |
| Sell | Turkey | Sovereign | Morgan Stanley | USD | 667,000 | 20-Jun-2027 | (9,556) |
| Sell | United Arab Emirates | Sovereign | Morgan Stanley | USD | 1,400,000 | 20-Jun-2027 | 238 |
| Sell | United Kingdom | Advertising | Morgan Stanley | EUR | 1,020,000 | 20-Jun-2027 | (3,337) |
| Sell | United Kingdom | Aerospace/Defense | Morgan Stanley | EUR | 295,000 | 20-Jun-2027 | (10,891) |
| Buy | United Kingdom | Auto Manufacturers | Bank of America | EUR | 235,000 | 20-Jun-2025 | (3,942) |
| Sell | United Kingdom | Auto Manufacturers | Morgan Stanley | EUR | 410,000 | 20-Dec-2025 | (17,549) |
| Sell | United Kingdom | Auto Manufacturers | Morgan Stanley | EUR | 1,820,000 | 20-Jun-2027 | (30,756) |
| Buy | United Kingdom | Banks | Bank of America | EUR | 1,450,000 | 20-Jun-2027 | (8,059) |
| Buy | United Kingdom | Banks | J.P. Morgan | EUR | 1,520,000 | 20-Jun-2027 | (4,626) |
| Sell | United Kingdom | Banks | Morgan Stanley | EUR | 1,615,000 | 20-Jun-2027 | (7,017) |
| Sell | United Kingdom | Commercial Services | Morgan Stanley | EUR | 275,000 | 20-Dec-2026 | 997 |
| Sell | United Kingdom | Commercial Services | Morgan Stanley | EUR | 6,315,000 | 20-Jun-2027 | (19,022) |
| Sell | United Kingdom | Cosmetics/Personal Care | Morgan Stanley | EUR | 2,265,000 | 20-Jun-2027 | (4,189) |
| Sell | United Kingdom | Entertainment | Morgan Stanley | EUR | 205,000 | 20-Dec-2026 | 9,558 |
| Sell | United Kingdom | Food | Morgan Stanley | EUR | 3,680,000 | 20-Jun-2027 | (25,013) |
| Sell | United Kingdom | Food | Morgan Stanley | EUR | 550,000 | 20-Dec-2026 | (18,389) |
| Sell | United Kingdom | Food | Morgan Stanley | EUR | 275,000 | 20-Dec-2024 | (5,365) |
| Sell | United Kingdom | Food Service | Morgan Stanley | EUR | 1,005,000 | 20-Jun-2027 | (2,866) |
| Sell | United Kingdom | Media | Morgan Stanley | EUR | 2,205,000 | 20-Dec-2026 | 43,262 |
| Sell | United Kingdom | Media | Morgan Stanley | EUR | 3,315,000 | 20-Jun-2027 | (12,449) |
| Sell | United Kingdom | Pharmaceuticals | Morgan Stanley | EUR | 985,000 | 20-Jun-2027 | (1,362) |
| Sell | United Kingdom | Retail | Bank of America | EUR | 325,000 | 20-Dec-2026 | 6,298 |
| Sell | United Kingdom | Retail | Morgan Stanley | EUR | 1,400,000 | 20-Jun-2027 | (2,693) |
| Sell | United Kingdom | Retail | Morgan Stanley | EUR | 612,500 | 20-Dec-2026 | 6,433 |
| Sell | United Kingdom | Telecommunications | Morgan Stanley | EUR | 3,350,000 | 20-Jun-2027 | (9,455) |
| Sell | United States | Auto Manufacturers | Morgan Stanley | EUR | 955,000 | 20-Jun-2027 | (5,661) |
| Buy | United States | Commercial Services | Goldman Sachs | USD | 500,000 | 20-Dec-2024 | 9,815 |
| Sell | United States | Food | Goldman Sachs | USD | 335,000 | 20-Dec-2026 | (65,300) |
| Sell | United States | Food | Morgan Stanley | USD | 910,000 | 20-Jun-2025 | (38,867) |

Credit Default Swap Contracts (cont)
| Unrealised |
| --- |
| Protection |  |  |  | Nominal |  | Appreciation/ |
| Position	Country of Risk | Industry | Counterparty | Currency | Amount | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |
| Sell | United States | Food | Morgan Stanley | USD | 1,895,000 | 20-Jun-2027 | (19,538) |
| Sell | United States | Media | Morgan Stanley | USD | 1,155,000 | 20-Dec-2024 | 1,343 |
| Buy | United States | Real Estate | J.P. Morgan | USD | 705,000 | 20-Jun-2024 | (59,290) |
| Sell | United States | Real Estate | Morgan Stanley | USD | 340,000 | 20-Dec-2026 | (10,556) |
|  |  |  |  |  |  | USD | (322,486) |

Cross Currency Swap Contracts
The cross currency swaps were valued at the last available price at NAV Calculation Day. The Unrealised appreciation/(depreciation) is disclosed in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation)’ on cross currency swap contracts’. A cross currency swap is a contract by which two parties commit themselves during a given period to exchange interest payments denominated in two different currencies.
On 31 March 2022, the following sub-fund was entered in to cross currency swap contracts:
Schroder GAIA Wellington Pagosa
| BNP Paribas | CNH | 26,185,000 | USD | 4,072,444 | 21-Sep-2024 | 3.11% | USD SOFR 1 day | (47,065) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Citibank | CNH | 22,204,000 | USD | 3,446,595 | 21-Sep-2024 | 3.07% | USD SOFR | (43,889) |
| Goldman Sachs | TRY | 15,378,000 | USD | 1,043,992 | 21-Sep-2023 | 35.35% | 1 day USD SOFR | (19,812) |
| HSBC | CNH | 21,843,000 | USD | 3,396,781 | 21-Sep-2024 | 3.21% | 1 day USD SOFR | (46,292) |
| Morgan Stanley | USD | 17,045,552 | GBP | 12,796,000 | 15-Jun-2027 | USD SOFR | 1 day GBP SONIA | (196,174) |
| Morgan Stanley | USD | 17,752,628 | AUD | 24,322,000 | 21-Sep-2027 | 1 day USD SOFR | 1 day AUD BBR | 467,251 |
| Morgan Stanley | USD | 17,978,479 | CAD | 22,723,000 | 21-Sep-2027 | 1 day USD SOFR | 3 months CAD BA | 185,423 |
| Morgan Stanley | USD | 18,034,602 | NOK | 159,590,000 | 21-Sep-2027 | 1 day USD SOFR | 3 months NOK NIBOR | 91,197 |
| Morgan Stanley | USD | 17,679,576 | NZD | 26,030,000 | 21-Sep-2027 | 1 day USD SOFR | 3 months NZD BBR | 360,066 |
| Morgan Stanley | USD | 18,124,464 | SEK | 175,443,000 | 21-Sep-2027 | 1 day USD SOFR | 3 months SEK STIBOR | 551,015 |
|  |  |  |  |  |  | 1 day | 3 months USD | 1,301,720 |


#### Inflation Rate Swap Contracts
An inflation rate swap allows the transfer of inflation risk. One party to the contract seeks to reduce their risk (by hedging), while the other increases exposure to the risk (by speculating). The party looking to hedge their inflation risk pays the floating rate linked to an inflation index while receiving fixed cash flows. By swapping floating for fixed, it reduces the hedging party’s exposure to inflation risk and increases their certainty of future cash flows. Inflation rate swaps were valued at the last available price at NAV Calculation Day. The Unrealised appreciation/(depreciation) is disclosed in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation)’ on inflation rate swap contracts’.
On 31 March 2022, the following sub-fund was committed to swap agreements on inflation rates:
Schroder GAIA Wellington Pagosa
| 3,235,000 | EUR | J.P. Morgan | Pay fixed 3.28%, Receive floating HICPX 5 year | 15-Mar-2027 | (16,675) |
| --- | --- | --- | --- | --- | --- |
| 755,000 | EUR | J.P. Morgan | Pay fixed 2.61%, Receive floating HICPX 10 year | 15-Mar-2032 | 8,604 |
| 760,000 | EUR | J.P. Morgan | Pay fixed 2.71%, Receive floating HICPX 10 year | 15-Mar-2032 | (959) |
|  |  |  |  | USD | (9,030) |


#### Interest Rate Swap Contracts
In order to hedge against interest rate fluctuations, the Company may enter into interest rate swaps provided:
- The commitments deriving therefrom do not exceed the value of the relevant assets to be hedged; and
- The total amount of such transactions does not exceed the level necessary to cover the risk of the fluctuation of the value of the assets concerned. Such contracts must be denominated in the currencies in which the assets of such Fund are denominated, or in currencies which are likely to fluctuate in asimilar manner and must be either listed on an exchange or dealt in on a Regulated Market.

Interest rate swaps were valued at the last available price at NAV Calculation Day at their intrinsic value. The valuation method involves a current value of each interest rate and capital series converted into the currency of the Fund on the closing date. The result of these revaluations together with any interest receivable/payable in relation to interest rate swaps is shown in the Statement of Net Assets under ‘Net unrealised appreciation/(depreciation) on interest rate swap contracts’.
On 31 March 2022, the following sub-funds were committed to swap agreements on interest rates:
| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA BlueTrend Pay fixed rate 6.33% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 49,474,298 | BRL | 02-Jan-2023 | 568,374 |
| Receive fixed rate 11.94% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | J.P. Morgan | 20,976,406 | BRL | 02-Jan-2024 | 7,359 |
| Pay fixed rate 6.79% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 20,976,406 | BRL | 02-Jan-2024 | 415,388 |
| Receive fixed rate 12.87% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | J.P. Morgan | 49,474,298 | BRL | 02-Jan-2023 | 74,128 |
| Pay fixed rate 10.94% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 40,000,000 | BRL | 02-Jan-2025 | (500) |
| Receive fixed rate 10.80% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | J.P. Morgan | 40,000,000 | BRL | 02-Jan-2025 | (19,759) |
| Pay fixed rate 10.62% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 60,786,035 | BRL | 02-Jan-2024 | 105,097 |
| Receive fixed rate 11.59% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | J.P. Morgan | 60,786,035 | BRL | 02-Jan-2024 | 1,003 |
| Receive fixed rate 2.37% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | J.P. Morgan | 744,765 | USD | 15-Jun-2026 | 313 |
| Pay fixed rate 0.88% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 9,744,765 | USD | 15-Jun-2026 | 559,382 |
| Pay fixed rate 1.98% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 2,000,000 | USD | 15-Jun-2042 | 40,529 |
| Pay fixed rate 0.24% |  |  |  |  |  |
| Receive floating rate CHF SARON 1 day | J.P. Morgan | 6,000,000 | CHF | 15-Jun-2032 | 446,803 |
| Receive fixed rate 2.42% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | J.P. Morgan | 5,444,626 | USD | 15-Jun-2024 | (2,914) |
| Pay fixed rate 0.59% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 20,444,626 | USD | 15-Jun-2024 | 757,762 |
| Pay fixed rate 1.98% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 1,000,000 | USD | 15-Jun-2042 | 20,265 |
| Pay fixed rate -0.21% |  |  |  |  |  |
| Receive floating rate CHF SARON 1 day | J.P. Morgan | 8,133,333 | CHF | 15-Jun-2027 | 357,045 |
| Pay fixed rate 0.24% |  |  |  |  |  |
| Receive floating rate CHF SARON 1 day | J.P. Morgan | 1,000,000 | CHF | 15-Jun-2032 | 74,467 |
| Pay fixed rate 2.03% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 2,500,000 | USD | 15-Jun-2047 | 6,784 |
| Receive fixed rate 0.48% |  |  |  |  |  |
| Pay floating rate CHF SARON 1 day | J.P. Morgan | 133,333 | CHF | 15-Jun-2027 | (866) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA BlueTrend (cont) |  |  |  |  |  |
| Pay fixed rate 1.65% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 4,000,000 | USD | 15-Jun-2029 | 140,356 |
| Pay fixed rate 1.65% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | J.P. Morgan | 2,000,000 | USD | 15-Jun-2029 | 70,178 |
| Pay fixed rate 0.46% |  |  |  |  |  |
| Receive floating rate JPY TONA 1 day | J.P. Morgan | 100,000,000 | JPY | 15-Jun-2042 | 14,158 |
| Pay fixed rate 0.46% |  |  |  |  |  |
| Receive floating rate JPY TONA 1 day | J.P. Morgan | 700,000,000 | JPY | 15-Jun-2042 | 99,105 |
| Pay fixed rate 7.62% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | J.P. Morgan | 27,848,102 | MXN | 02-Jun-2032 | 57,345 |
| Pay fixed rate 7.64% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | J.P. Morgan | 22,151,898 | MXN | 02-Jun-2032 | 44,072 |
| Pay fixed rate 2.77% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | J.P. Morgan | 2,000,000 | NZD | 15-Jun-2032 | 77,955 |
| Receive fixed rate 2.63% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | J.P. Morgan | 2,000,000 | NZD | 15-Jun-2032 | (93,824) |
| Receive fixed rate 3.09% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | J.P. Morgan | 117,878 | NZD | 15-Jun-2024 | (660) |
| Pay fixed rate 2.58% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | J.P. Morgan | 117,878 | NZD | 15-Jun-2024 | 1,461 |
| Receive fixed rate 6.43% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | J.P. Morgan | 91,745,195 | ZAR | 15-Jun-2027 | (193,332) |
| Pay fixed rate 7.55% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | J.P. Morgan | 141,745,195 | ZAR | 15-Jun-2027 | (156,055) |
| Pay fixed rate 6.71% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | J.P. Morgan | 255,784,116 | ZAR | 15-Jun-2024 | (127,207) |
| Receive fixed rate 5.70% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | J.P. Morgan | 155,784,116 | ZAR | 15-Jun-2024 | (122,003) |
| Pay fixed rate -0.46% |  |  |  |  |  |
| Receive floating rate EUR EURIBOR 6 months Receive fixed rate 0.51% | J.P. Morgan | 26,921,730 | EUR | 15-Jun-2024 | 694,577 |
| Pay floating rate EUR EURIBOR 6 months | J.P. Morgan | 16,921,730 | EUR | 15-Jun-2024 | (73,398) |
| Pay fixed rate 0.84% |  |  |  |  |  |
| Receive floating rate SEK STIBOR 3 months | J.P. Morgan | 40,000,000 | SEK | 15-Jun-2032 | 431,478 |
| Pay fixed rate 0.63% |  |  |  |  |  |
| Receive floating rate SEK STIBOR 3 months | J.P. Morgan | 82,300,566 | SEK | 15-Jun-2027 | 531,576 |
| Receive fixed rate 1.80% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | J.P. Morgan | 22,300,566 | SEK | 15-Jun-2027 | (11,583) |
| Receive fixed rate 1.39% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | J.P. Morgan | 36,797,988 | SEK | 15-Jun-2024 | (15,716) |
| Pay fixed rate 0.20% |  |  |  |  |  |
| Receive floating rate SEK STIBOR 3 months | J.P. Morgan | 136,797,988 | SEK | 15-Jun-2024 | 401,464 |
| Pay fixed rate 7.23% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | J.P. Morgan | 121,202,979 | MXN | 12-Jun-2024 | 168,552 |
| Pay fixed rate 7.78% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | J.P. Morgan | 167,903,548 | MXN | 09-Jun-2027 | 200,206 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA BlueTrend (cont) |  |  |  |  |  |
| Receive fixed rate 7.44% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | J.P. Morgan | 67,903,548 | MXN | 09-Jun-2027 | (127,308) |
| Receive fixed rate 8.99% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | J.P. Morgan | 121,202,979 | MXN | 12-Jun-2024 | 26,076 |
| Receive fixed rate 0.71% |  |  |  |  |  |
| Pay floating rate JPY TONA 1 day | J.P. Morgan | 100,000,000 | JPY | 15-Jun-2042 | 24,150 |
| Receive fixed rate 1.69% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | J.P. Morgan | 50,000,000 | SEK | 15-Jun-2024 | 10,365 |
| Receive fixed rate 2.02% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | J.P. Morgan | 20,000,000 | SEK | 15-Jun-2027 | 12,692 |
|  |  |  |  | USD | 5,495,340 |
| Schroder GAIA Wellington Pagosa Pay fixed rate 7.10% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Morgan Stanley | 128,441 | BRL | 04-Jan-2027 | 4,677 |
| Pay fixed rate 7.71% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Morgan Stanley | 11,711,490 | BRL | 04-Jan-2027 | 350,606 |
| Pay fixed rate 8.01% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Morgan Stanley | 8,960,782 | BRL | 04-Jan-2027 | 239,207 |
| Pay fixed rate 8.07% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Morgan Stanley | 9,794,388 | BRL | 04-Jan-2027 | 254,623 |
| Pay fixed rate 7.75% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Morgan Stanley | 2,818,214 | BRL | 04-Jan-2027 | 83,721 |
| Pay fixed rate 7.74% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 464,072 | BRL | 04-Jan-2027 | 13,961 |
| Receive fixed rate 6.74% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Citi Bank | 717,869,000 | COP | 16-Sep-2031 | (3,168) |
| Receive fixed rate 7.05% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Goldman Sachs | 5,960,351,000 | COP | 16-Sep-2031 | (11,996) |
| Receive fixed rate 0.34% |  |  |  |  |  |
| Pay floating rate GBP SONIA 1 day | Morgan Stanley | 2,224,000 | GBP | 21-Dec-2023 | (56,388) |
| Receive fixed rate 6.75% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Goldman Sachs | 4,094,833,000 | COP | 16-Dec-2031 | (19,798) |
| Pay fixed rate 1.67% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Goldman Sachs | 1,459,988,000 | KRW | 16-Dec-2031 | 45,092 |
| Receive fixed rate 1.73% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Goldman Sachs | 4,663,000 | ILS | 16-Dec-2031 | (34,379) |
| Receive fixed rate 0.53% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Goldman Sachs | 24,810,000 | ILS | 15-Mar-2024 | (107,493) |
| Pay fixed rate 10.50% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Goldman Sachs | 3,792,064 | BRL | 04-Jan-2027 | 20,449 |
| Pay fixed rate 3.20% |  |  |  |  |  |
| Receive floating rate MYR KLIBOR 3 months | Bank of America | 12,513,000 | MYR | 20-Mar-2027 | 46,663 |
| Pay fixed rate 2.10% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Morgan Stanley | 1,580,423,000 | KRW | 17-Mar-2032 | 25,495 |
| Pay fixed rate 6.79% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | BNP Paribas | 5,182,227,000 | COP | 20-Dec-2026 | 33,297 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 0.69% |  |  |  |  |  |
| Pay floating rate EUR EURIBOR 6 months | Morgan Stanley | 3,468,000 | EUR | 17-Mar-2032 | (111,848) |
| Pay fixed rate 5.53% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Goldman Sachs | 2,787,436,000 | CLP | 21-Dec-2023 | 64,096 |
| Pay fixed rate 5.61% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Bank of America | 3,682,727,000 | CLP | 21-Dec-2023 | 59,763 |
| Pay fixed rate 12.18% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Goldman Sachs | 2,379,766 | BRL | 04-Jan-2027 | (29,296) |
| Pay fixed rate 12.15% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 3,026,271 | BRL | 04-Jan-2027 | (36,235) |
| Pay fixed rate 12.11% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | J.P. Morgan | 3,031,854 | BRL | 04-Jan-2027 | (34,942) |
| Pay fixed rate 3.02% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 6,178,000 | PLN | 15-Mar-2024 | 35,609 |
| Pay fixed rate 1.01% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 4,410,000 | USD | 15-Mar-2024 | 71,434 |
| Pay fixed rate 1.38% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 3,741,000 | USD | 20-Mar-2027 | 48,981 |
| Receive fixed rate 5.67% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 221,195,000 | MXN | 05-May-2022 | (10,549) |
| Receive fixed rate 7.29% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Morgan Stanley | 1,488,772,000 | COP | 16-Dec-2031 | 78 |
| Pay fixed rate 11.33% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Bank of America | 778,022 | BRL | 04-Jan-2027 | (1,696) |
| Pay fixed rate 2.06% |  |  |  |  |  |
| Receive floating rate CAD BA 3 months | Morgan Stanley | 17,763,000 | CAD | 15-Jun-2027 | 403,032 |
| Pay fixed rate 1.00% |  |  |  |  |  |
| Receive floating rate GBP SONIA 1 day | Morgan Stanley | 1,772,000 | GBP | 15-Jun-2024 | 33,871 |
| Receive fixed rate 0.91% |  |  |  |  |  |
| Pay floating rate GBP SONIA 1 day | Morgan Stanley | 675,000 | GBP | 15-Jun-2027 | 5,896 |
| Pay fixed rate 5.43% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 126,297,000 | ZAR | 15-Jun-2023 | 24,697 |
| Receive fixed rate 1.35% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 10,320,000 | USD | 20-Mar-2026 | (198,199) |
| Pay fixed rate 1.45% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,185,000 | USD | 20-Mar-2034 | 118,443 |
| Receive fixed rate 1.36% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 10,370,000 | USD | 20-Mar-2026 | (198,865) |
| Pay fixed rate 1.46% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,190,000 | USD | 20-Mar-2034 | 117,272 |
| Receive fixed rate 1.40% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 10,300,000 | USD | 20-Mar-2026 | (188,936) |
| Pay fixed rate 1.48% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,180,000 | USD | 20-Mar-2034 | 113,835 |
| Pay fixed rate 1.47% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,177,000 | USD | 20-Mar-2034 | 114,284 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 1.38% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 10,299,000 | USD | 20-Mar-2026 | (192,232) |
| Pay fixed rate 1.49% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 440,000 | USD | 20-Mar-2034 | 22,480 |
| Receive fixed rate 1.38% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 6,240,000 | USD | 20-Mar-2026 | (117,121) |
| Receive fixed rate 1.38% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 2,080,000 | USD | 20-Mar-2026 | (38,961) |
| Pay fixed rate 1.48% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 1,320,000 | USD | 20-Mar-2034 | 68,252 |
| Receive fixed rate 1.35% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 10,400,000 | USD | 20-Mar-2026 | (200,524) |
| Pay fixed rate 1.47% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,200,000 | USD | 20-Mar-2034 | 115,684 |
| Pay fixed rate 1.45% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,200,000 | USD | 20-Mar-2034 | 120,651 |
| Receive fixed rate 1.28% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 10,400,000 | USD | 20-Mar-2026 | (213,772) |
| Pay fixed rate 10.30% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Morgan Stanley | 816,984 | BRL | 04-Jan-2027 | 7,035 |
| Receive fixed rate 1.26% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 12,476,000 | USD | 20-Mar-2026 | (262,650) |
| Pay fixed rate 1.41% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,642,000 | USD | 20-Mar-2034 | 154,108 |
| Receive fixed rate 5.62% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 265,567,000 | CLP | 17-Mar-2032 | (585) |
| Receive fixed rate 2.19% |  |  |  |  |  |
| Pay floating rate NOK NIBOR 6 months | Morgan Stanley | 17,766,000 | NOK | 16-Sep-2031 | (65,784) |
| Receive fixed rate 1.69% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 3,565,000 | USD | 10-Jan-2033 | (152,601) |
| Pay fixed rate 1.72% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,810,000 | USD | 20-Mar-2034 | 85,538 |
| Receive fixed rate 1.62% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 13,110,000 | USD | 20-Mar-2026 | (185,099) |
| Pay fixed rate 1.73% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,815,000 | USD | 20-Mar-2034 | 84,081 |
| Receive fixed rate 1.64% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 13,110,000 | USD | 20-Mar-2026 | (181,486) |
| Pay fixed rate 1.77% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 1,390,000 | USD | 20-Mar-2034 | 37,156 |
| Receive fixed rate 1.68% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 6,510,000 | USD | 20-Mar-2026 | (84,221) |
| Pay fixed rate 9.30% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 13,245,000 | ZAR | 17-Jun-2032 | 2,136 |
| Pay fixed rate 9.22% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 11,339,000 | ZAR | 17-Jun-2032 | 3,731 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 6.16% |  |  |  |  |  |
| Receive floating rate INR MIBOR 1 day | Morgan Stanley | 186,645,000 | INR | 19-Jun-2027 | 27,459 |
| Pay fixed rate 6.25% |  |  |  |  |  |
| Receive floating rate INR MIBOR 1 day | Bank of America | 57,301,200 | INR | 19-Jun-2027 | 5,940 |
| Receive fixed rate 1.31% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Citi Bank | 1,635,000 | SGD | 15-Jun-2024 | (23,030) |
| Pay fixed rate 1.69% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 3,395,000 | USD | 06-Jan-2033 | 149,445 |
| Pay fixed rate 1.63% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 1,745,000 | USD | 06-Feb-2028 | 5,531 |
| Pay fixed rate 5.65% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 2,431,565,000 | CLP | 15-Jun-2027 | 71,597 |
| Pay fixed rate 0.59% |  |  |  |  |  |
| Receive floating rate GBP SONIA 1 day | Morgan Stanley | 4,102,000 | GBP | 16-Jun-2032 | (366) |
| Pay fixed rate 7.48% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 35,660,000 | MXN | 09-Jun-2027 | 63,763 |
| Pay fixed rate 3.41% |  |  |  |  |  |
| Receive floating rate CZK PRIBOR 6 months | Morgan Stanley | 6,600,000 | CZK | 15-Jun-2032 | 11,685 |
| Pay fixed rate 5.95% |  |  |  |  |  |
| Receive floating rate INR MIBOR 1 day | Standard Chartered Bank | 230,550,000 | INR | 15-Jun-2027 | 8,950 |
| Pay fixed rate 11.13% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Deutsche Bank | 8,957,149 | BRL | 04-Jan-2027 | 6,846 |
| Pay fixed rate 1.75% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 1,725,000 | USD | 15-Jun-2027 | 43,653 |
| Pay fixed rate 4.50% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 286,428,000 | HUF | 16-Jun-2032 | 14,631 |
| Receive fixed rate 1.80% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Morgan Stanley | 5,631,000 | SGD | 21-Jun-2024 | (35,162) |
| Pay fixed rate 4.11% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 5,826,000 | PLN | 15-Jun-2027 | 61,761 |
| Receive fixed rate 8.16% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Morgan Stanley | 9,388,193,000 | COP | 15-Jun-2024 | (20,876) |
| Pay fixed rate 5.79% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 1,086,801,000 | HUF | 15-Jun-2024 | 92,627 |
| Receive fixed rate 4.70% |  |  |  |  |  |
| Pay floating rate PLN WIBOR 6 months | Morgan Stanley | 22,505,000 | PLN | 15-Jun-2024 | (109,956) |
| Pay fixed rate 4.72% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 14,251,000 | PLN | 15-Jun-2024 | 68,382 |
| Pay fixed rate 3.94% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 3,374,000 | PLN | 15-Jun-2032 | 50,661 |
| Pay fixed rate 3.93% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 1,384,000 | PLN | 15-Jun-2032 | 21,080 |
| Pay fixed rate 4.61% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 531,087,000 | HUF | 16-Jun-2032 | 21,394 |
| Receive fixed rate 0.94% |  |  |  |  |  |
| Pay floating rate EUR EURIBOR 6 months | Morgan Stanley | 3,681,000 | EUR | 19-Jun-2027 | (39,866) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 4.87% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 21,527,000 | PLN | 15-Jun-2024 | 88,710 |
| Receive fixed rate 8.16% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 58,807,000 | MXN | 12-Jun-2024 | (31,906) |
| Receive fixed rate 8.15% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 83,584,000 | MXN | 12-Jun-2024 | (45,800) |
| Receive fixed rate 1.51% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Morgan Stanley | 1,780,000 | SGD | 15-Jun-2024 | (19,980) |
| Receive fixed rate 2.38% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | Bank of America | 3,263,669,000 | KRW | 15-Jun-2027 | (48,730) |
| Receive fixed rate 1.55% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Morgan Stanley | 2,462,000 | SGD | 15-Jun-2024 | (26,191) |
| Receive fixed rate 1.56% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Morgan Stanley | 2,358,000 | SGD | 15-Jun-2024 | (24,674) |
| Receive fixed rate 2.30% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | J.P. Morgan | 1,551,031,000 | KRW | 15-Jun-2024 | (10,258) |
| Receive fixed rate 1.48% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Morgan Stanley | 3,002,000 | SGD | 15-Jun-2024 | (35,110) |
| Pay fixed rate 1.65% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,550,000 | USD | 04-Mar-2034 | 95,465 |
| Receive fixed rate 1.48% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 11,960,000 | USD | 04-Mar-2026 | (204,673) |
| Pay fixed rate 1.66% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 2,860,000 | USD | 04-Mar-2034 | 104,679 |
| Receive fixed rate 1.50% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 13,395,000 | USD | 04-Mar-2026 | (222,614) |
| Receive fixed rate 1.51% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 6,697,740 | USD | 04-Mar-2026 | (110,839) |
| Pay fixed rate 1.66% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 1,428,070 | USD | 04-Mar-2034 | 51,325 |
| Receive fixed rate 1.52% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 15,787,200 | USD | 04-Mar-2026 | (257,721) |
| Pay fixed rate 1.66% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 3,365,000 | USD | 04-Mar-2034 | 120,792 |
| Receive fixed rate 1.48% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | Morgan Stanley | 2,120,000 | SGD | 15-Jun-2024 | (24,794) |
| Pay fixed rate 5.96% |  |  |  |  |  |
| Receive floating rate INR MIBOR 1 day | J.P. Morgan | 171,845,000 | INR | 15-Jun-2027 | 5,079 |
| Receive fixed rate 1.44% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 4,100,000 | USD | 15-Jun-2024 | (56,212) |
| Pay fixed rate 1.77% |  |  |  |  |  |
| Receive floating rate SGD SOR 6 months | Morgan Stanley | 1,026,000 | SGD | 21-Sep-2027 | 25,790 |
| Pay fixed rate 12.05% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | BNP Paribas | 10,078,292 | BRL | 04-Jan-2027 | (82,391) |
| Receive fixed rate 1.66% |  |  |  |  |  |
| Pay floating rate GBP SONIA 1 day | Morgan Stanley | 783,000 | GBP | 21-Sep-2032 | (656) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 2.00% |  |  |  |  |  |
| Receive floating rate USD SOFR 1 day | Morgan Stanley | 21,386,000 | USD | 21-Sep-2027 | 217,565 |
| Receive fixed rate 2.09% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 8,469,000 | USD | 21-Sep-2024 | (87,473) |
| Receive fixed rate 2.00% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 7,708,000 | USD | 21-Sep-2032 | (92,678) |
| Pay fixed rate 12.11% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Bank of America | 5,229,167 | BRL | 04-Jan-2027 | (45,635) |
| Pay fixed rate 12.13% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Barclays Bank | 6,884,873 | BRL | 04-Jan-2027 | (61,964) |
| Pay fixed rate 12.18% |  |  |  |  |  |
| Receive floating rate BRL CDI 1 day | Barclays Bank | 5,292,575 | BRL | 04-Jan-2027 | (49,870) |
| Receive fixed rate 2.06% |  |  |  |  |  |
| Pay floating rate USD SOFR 1 day | Morgan Stanley | 5,655,000 | USD | 25-Mar-2029 | 6,025 |
| Pay fixed rate 6.07% |  |  |  |  |  |

Bank
Receive floating rate INR MIBOR 1 day	Standard Chartered
123,655,000	INR	15-Jun-2027	(4,155)
Receive fixed rate 5.34%
| Pay floating rate INR MIBOR 1 day Receive fixed rate 2.04% | Standard Chartered Bank | 282,150,000 | INR | 15-Jun-2024 | 5,947 |
| --- | --- | --- | --- | --- | --- |
| Pay floating rate ILS TELBOR 3 months | Morgan Stanley | 3,475,000 | ILS | 21-Sep-2027 | 1,972 |
| Pay fixed rate 5.32% |  |  |  |  |  |
| Receive floating rate CZK PRIBOR 6 months | Morgan Stanley | 82,345,000 | CZK | 21-Sep-2024 | (15,110) |
| Receive fixed rate 11.17% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | Bank of America | 7,981,391 | BRL | 04-Jan-2027 | (2,999) |
| Receive fixed rate 11.93% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | J.P. Morgan | 33,515,799 | BRL | 02-Jan-2024 | (12,481) |
| Pay fixed rate 2.35% |  |  |  |  |  |
| Receive floating rate SGD SOR 6 months | Morgan Stanley | 1,352,000 | SGD | 21-Sep-2027 | 6,826 |
| Receive fixed rate 11.88% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | Goldman Sachs | 12,512,959 | BRL | 02-Jan-2024 | (7,101) |
| Receive fixed rate 11.88% |  |  |  |  |  |
| Pay floating rate BRL CDI 1 day | Citi Bank | 12,565,388 | BRL | 02-Jan-2024 | (6,914) |
| Pay fixed rate 5.68% |  |  |  |  |  |
| Receive floating rate INR MIBOR 1 day | Standard Chartered Bank | 525,077,000 | INR | 21-Sep-2024 | (19,551) |
| Receive fixed rate 0.45% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 2,933,000 | NZD | 21-Dec-2025 | (180,599) |
| Receive fixed rate 3.79% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 1,082,000 | CLP | 18-Mar-2031 | (88) |
| Receive fixed rate 3.71% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Citi Bank | 6,005,000 | CLP | 18-Mar-2031 | (510) |
| Pay fixed rate 1.33% |  |  |  |  |  |
| Receive floating rate NOK NIBOR 6 months | Morgan Stanley | 9,082,000 | NOK | 21-Jun-2026 | 50,001 |
| Receive fixed rate 4.56% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Goldman Sachs | 1,066,645,000 | CLP | 16-Sep-2031 | (49,609) |
| Receive fixed rate 4.75% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Citi Bank | 749,149,000 | CLP | 16-Sep-2031 | (28,965) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 4.76% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 226,559,000 | CLP | 16-Sep-2031 | (8,679) |
| Receive fixed rate 4.95% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 280,811,000 | CLP | 16-Sep-2031 | (8,522) |
| Receive fixed rate 6.15% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 70,982,000 | MXN | 20-Dec-2023 | (95,314) |
| Receive fixed rate 3.71% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 1,145,857,930 | CLP | 21-Dec-2023 | (43,331) |
| Receive fixed rate 7.26% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 11,240,000 | MXN | 16-May-2041 | (66,797) |
| Receive fixed rate 1.88% |  |  |  |  |  |
| Pay floating rate CAD BA 3 months | Morgan Stanley | 1,304,000 | CAD | 20-Dec-2026 | (30,728) |
| Receive fixed rate 0.56% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | Morgan Stanley | 38,172,000 | SEK | 20-Sep-2026 | (163,987) |
| Receive fixed rate 1.97% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Goldman Sachs | 2,986,000 | ILS | 16-Dec-2031 | (12,564) |
| Receive fixed rate 0.42% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | BNP Paribas | 8,454,000 | ILS | 21-Dec-2023 | (35,841) |
| Receive fixed rate 0.45% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Goldman Sachs | 6,752,000 | ILS | 21-Dec-2023 | (28,051) |
| Pay fixed rate 1.84% |  |  |  |  |  |
| Receive floating rate NOK NIBOR 6 months | Morgan Stanley | 46,212,000 | NOK | 20-Dec-2026 | 172,074 |
| Pay fixed rate 2.18% |  |  |  |  |  |
| Receive floating rate CZK PRIBOR 6 months | Morgan Stanley | 51,095,000 | CZK | 20-Dec-2026 | 105,011 |
| Receive fixed rate 0.41% |  |  |  |  |  |
| Pay floating rate EUR EURIBOR 6 months | Morgan Stanley | 3,654,000 | EUR | 16-Dec-2031 | (189,316) |
| Receive fixed rate 1.71% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | Bank of America | 824,829,000 | KRW | 20-Dec-2026 | (21,713) |
| Receive fixed rate 6.00% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 18,847,500 | MXN | 25-Jul-2023 | (29,263) |
| Receive fixed rate 7.35% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 11,400,000 | MXN | 05-Jul-2041 | (63,128) |
| Receive fixed rate 5.89% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 65,827,500 | MXN | 31-Jul-2023 | (107,866) |
| Receive fixed rate 6.00% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 65,825,000 | MXN | 07-Aug-2023 | (104,572) |
| Pay fixed rate 2.34% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 239,000 | NZD | 16-Dec-2031 | 6,823 |
| Pay fixed rate 1.62% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | J.P. Morgan | 1,001,676,000 | KRW | 16-Dec-2031 | 32,721 |
| Pay fixed rate 1.72% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Bank of America | 1,206,425,000 | KRW | 16-Dec-2031 | 35,439 |
| Pay fixed rate -0.05% |  |  |  |  |  |
| Receive floating rate JPY TONA 1 day | Morgan Stanley | 284,787,000 | JPY | 21-Mar-2027 | 12,830 |
| Pay fixed rate 0.09% |  |  |  |  |  |
| Receive floating rate JPY TONA 1 day | Morgan Stanley | 69,211,000 | JPY | 17-Mar-2032 | 7,426 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 5.72% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 172,315,000 | ZAR | 15-Mar-2024 | (107,384) |
| Receive fixed rate 1.31% |  |  |  |  |  |
| Pay floating rate CAD BA 3 months | Morgan Stanley | 5,309,000 | CAD | 15-Mar-2024 | (78,455) |
| Receive fixed rate 1.73% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | Goldman Sachs | 10,265,119,000 | KRW | 15-Dec-2026 | (372,843) |
| Pay fixed rate 2.42% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,457,000 | NZD | 16-Dec-2031 | 38,548 |
| Receive fixed rate 2.16% |  |  |  |  |  |
| Pay floating rate CAD BA 3 months | Morgan Stanley | 7,051,000 | CAD | 17-Mar-2032 | (67,562) |
| Receive fixed rate 6.35% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 202,695,000 | MXN | 26-Sep-2023 | (308,964) |
| Pay fixed rate 6.68% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 17,035,000 | MXN | 24-Sep-2024 | 36,182 |
| Pay fixed rate 1.45% |  |  |  |  |  |
| Receive floating rate ILS TELBOR 3 months | J.P. Morgan | 3,144,000 | ILS | 20-Dec-2026 | 17,924 |
| Receive fixed rate 6.97% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 104,115,000 | MXN | 20-Oct-2023 | (118,269) |
| Pay fixed rate 2.04% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Bank of America | 1,082,943,000 | KRW | 17-Mar-2032 | 19,752 |
| Pay fixed rate 2.04% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Morgan Stanley | 1,024,080,000 | KRW | 17-Mar-2032 | 18,506 |
| Receive fixed rate 2.74% |  |  |  |  |  |
| Pay floating rate CNY REPO RATE 7 days | HSBC | 22,982,000 | CNY | 20-Mar-2027 | 13,459 |
| Pay fixed rate 2.47% |  |  |  |  |  |
| Receive floating rate AUD BBR 6 months | Morgan Stanley | 9,536,140 | AUD | 17-Mar-2032 | 274,735 |
| Pay fixed rate 5.02% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 2,627,892,000 | CLP | 15-Mar-2024 | 40,489 |
| Pay fixed rate 9.13% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 20,689,000 | ZAR | 17-Mar-2032 | 8,461 |
| Pay fixed rate 1.91% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Goldman Sachs | 1,078,074,000 | KRW | 17-Mar-2032 | 24,153 |
| Pay fixed rate 3.23% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 3 months | Morgan Stanley | 11,477,000 | PLN | 15-Mar-2024 | 61,084 |
| Pay fixed rate 3.29% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 3 months | Morgan Stanley | 18,218,000 | PLN | 15-Mar-2024 | 94,410 |
| Receive fixed rate 3.14% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 7,158,000 | NZD | 15-Mar-2024 | (31,936) |
| Pay fixed rate 9.14% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 9,904,000 | ZAR | 17-Mar-2032 | 3,855 |
| Receive fixed rate 0.67% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | J.P. Morgan | 6,272,000 | ILS | 15-Mar-2024 | (24,445) |
| Pay fixed rate 9.22% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 13,120,000 | ZAR | 17-Mar-2032 | 2,805 |
| Pay fixed rate 9.07% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 13,121,000 | ZAR | 17-Mar-2032 | 6,686 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 0.73% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | J.P. Morgan | 17,370,000 | ILS | 15-Mar-2024 | (64,914) |
| Pay fixed rate 9.32% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 23,177,000 | ZAR | 17-Mar-2032 | 568 |
| Pay fixed rate 2.02% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Goldman Sachs | 2,220,281,000 | KRW | 17-Mar-2032 | 42,181 |
| Pay fixed rate 4.54% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 3 months | Morgan Stanley | 2,849,984,000 | HUF | 15-Mar-2024 | 215,069 |
| Pay fixed rate 4.35% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 3 months | Morgan Stanley | 1,018,668,000 | HUF | 15-Mar-2024 | 82,131 |
| Pay fixed rate 4.48% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 3 months | Morgan Stanley | 1,471,536,000 | HUF | 15-Mar-2024 | 113,384 |
| Receive fixed rate 1.76% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Citi Bank | 7,160,000 | ILS | 17-Mar-2032 | (50,646) |
| Pay fixed rate 1.73% |  |  |  |  |  |
| Receive floating rate SGD SOR 6 months | J.P. Morgan | 2,432,000 | SGD | 17-Mar-2032 | 57,371 |
| Pay fixed rate 5.08% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 3,656,777,000 | CLP | 15-Jun-2024 | 151,150 |
| Pay fixed rate 5.07% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 1,567,190,000 | CLP | 15-Jun-2024 | 64,997 |
| Pay fixed rate 5.09% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 4,817,932,000 | CLP | 15-Jun-2027 | 286,654 |
| Pay fixed rate 5.10% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 2,377,950,000 | CLP | 15-Jun-2027 | 140,074 |
| Pay fixed rate 5.07% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 1,075,247,000 | CLP | 15-Jun-2027 | 65,041 |
| Pay fixed rate 4.66% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 1,253,493,000 | HUF | 15-Jun-2024 | 183,135 |
| Pay fixed rate 4.79% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 3 months | Morgan Stanley | 1,611,885,000 | HUF | 15-Jun-2023 | 126,681 |
| Pay fixed rate 4.56% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 3 months | Morgan Stanley | 1,677,676,000 | HUF | 15-Jun-2023 | 142,340 |
| Pay fixed rate 0.53% |  |  |  |  |  |
| Receive floating rate ILS TELBOR 3 months | J.P. Morgan | 23,116,000 | ILS | 15-Jun-2024 | 154,045 |
| Receive fixed rate 3.03% |  |  |  |  |  |
| Pay floating rate MYR KLIBOR 3 months | Citi Bank | 7,487,000 | MYR | 15-Jun-2027 | (33,912) |
| Pay fixed rate 2.99% |  |  |  |  |  |
| Receive floating rate CZK PRIBOR 6 months | Morgan Stanley | 91,130,000 | CZK | 15-Jun-2027 | 257,024 |
| Pay fixed rate 1.96% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Morgan Stanley | 4,238,234,000 | KRW | 21-Jun-2024 | 35,002 |
| Pay fixed rate 7.31% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 27,144,000 | MXN | 09-Jun-2027 | 58,716 |
| Receive fixed rate 7.49% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 24,062,000 | MXN | 19-Jun-2024 | (13,941) |
| Pay fixed rate 1.59% |  |  |  |  |  |
| Receive floating rate NOK NIBOR 6 months | Morgan Stanley | 92,398,000 | NOK | 15-Jun-2024 | 128,477 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 1.85% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Goldman Sachs | 1,205,508,000 | KRW | 16-Jun-2032 | 29,315 |
| Receive fixed rate 2.71% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 13,300,000 | NZD | 15-Jun-2027 | (332,786) |
| Pay fixed rate 2.64% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 4,199,000 | NZD | 15-Jun-2032 | 193,579 |
| Receive fixed rate 0.69% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | Morgan Stanley | 53,737,611 | SEK | 15-Jun-2027 | (209,575) |
| Pay fixed rate 1.03% |  |  |  |  |  |
| Receive floating rate SEK STIBOR 3 months | Morgan Stanley | 65,541,000 | SEK | 16-Jun-2032 | 135,616 |
| Receive fixed rate 7.81% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 41,968,000 | ZAR | 15-Jun-2032 | (49,025) |
| Receive fixed rate 5.94% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 45,759,000 | ZAR | 15-Jun-2024 | (21,739) |
| Pay fixed rate 3.09% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 1,728,000 | PLN | 15-Jun-2032 | 52,934 |
| Receive fixed rate 1.38% |  |  |  |  |  |
| Pay floating rate AUD BBR 3 months | Morgan Stanley | 13,183,000 | AUD | 15-Jun-2024 | (184,778) |
| Receive fixed rate 1.81% |  |  |  |  |  |
| Pay floating rate AUD BBR 6 months | Morgan Stanley | 29,650,000 | AUD | 15-Jun-2027 | (1,129,085) |
| Receive fixed rate 5.60% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 550,861,000 | CLP | 16-Jun-2032 | (1,806) |
| Receive fixed rate 2.73% |  |  |  |  |  |
| Pay floating rate CZK PRIBOR 6 months | Morgan Stanley | 10,943,000 | CZK | 15-Jun-2032 | (47,784) |
| Receive fixed rate 5.59% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 550,866,000 | CLP | 17-Mar-2032 | (1,741) |
| Receive fixed rate 7.40% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 139,500,000 | MXN | 02-Jan-2024 | (132,171) |
| Pay fixed rate 7.06% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 1,297,448,000 | COP | 15-Jun-2027 | 14,317 |
| Pay fixed rate 9.27% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 13,827,000 | ZAR | 17-Jun-2032 | 3,030 |
| Pay fixed rate 9.33% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 21,123,000 | ZAR | 17-Jun-2032 | 2,367 |
| Pay fixed rate 4.08% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 2,976,000 | PLN | 15-Jun-2032 | 36,902 |
| Pay fixed rate 3.99% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 4,463,000 | PLN | 15-Jun-2032 | 62,738 |
| Pay fixed rate 4.00% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 3,319,000 | PLN | 15-Jun-2032 | 46,045 |
| Pay fixed rate 2.89% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,130,000 | NZD | 15-Jun-2032 | 36,075 |
| Pay fixed rate 2.88% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 907,000 | NZD | 15-Jun-2032 | 29,222 |
| Receive fixed rate 2.80% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 2,170,000 | NZD | 15-Jun-2027 | (46,673) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 2.79% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,722,000 | NZD | 15-Jun-2027 | (37,610) |
| Pay fixed rate 2.94% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 455,000 | NZD | 15-Jun-2032 | 13,055 |
| Receive fixed rate 2.85% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 865,000 | NZD | 15-Jun-2027 | (17,385) |
| Receive fixed rate 2.84% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,735,000 | NZD | 15-Jun-2027 | (35,145) |
| Pay fixed rate 2.94% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 920,000 | NZD | 15-Jun-2032 | 26,667 |
| Pay fixed rate 1.39% |  |  |  |  |  |
| Receive floating rate ILS TELBOR 3 months | Citi Bank | 6,310,000 | ILS | 19-Jun-2027 | 40,028 |
| Pay fixed rate 1.36% |  |  |  |  |  |
| Receive floating rate ILS TELBOR 3 months | Citi Bank | 13,095,000 | ILS | 19-Jun-2027 | 86,640 |
| Receive fixed rate 8.13% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 59,106,000 | ZAR | 15-Jun-2032 | (22,609) |
| Receive fixed rate 7.97% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 62,694,000 | MXN | 02-Jun-2032 | (92,143) |
| Receive fixed rate 4.03% |  |  |  |  |  |
| Pay floating rate PLN WIBOR 6 months | Morgan Stanley | 16,257,000 | PLN | 15-Jun-2032 | (264,507) |
| Receive fixed rate 4.62% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 285,885,000 | HUF | 15-Jun-2032 | (74,155) |
| Receive fixed rate 2.89% |  |  |  |  |  |
| Pay floating rate CZK PRIBOR 6 months | Morgan Stanley | 32,702,000 | CZK | 16-Jun-2032 | (24,156) |
| Pay fixed rate 7.62% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 28,731,000 | MXN | 09-Jun-2027 | 43,224 |
| Pay fixed rate 9.17% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 26,487,000 | ZAR | 17-Jun-2032 | 11,015 |
| Pay fixed rate 9.29% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 13,245,000 | ZAR | 17-Jun-2032 | 2,570 |
| Pay fixed rate 9.17% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 8,423,000 | ZAR | 17-Jun-2032 | 3,584 |
| Pay fixed rate 9.21% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 28,356,000 | ZAR | 17-Jun-2032 | 9,495 |
| Receive fixed rate 7.05% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 39,394,000 | ZAR | 15-Jun-2027 | (12,549) |
| Receive fixed rate 7.63% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 121,623,000 | MXN | 14-Jun-2023 | (64,488) |
| Receive fixed rate 7.68% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 71,565,000 | MXN | 12-Jun-2024 | (70,056) |
| Receive fixed rate 6.15% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 68,424,000 | ZAR | 15-Jun-2024 | (14,463) |
| Pay fixed rate 7.60% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 57,260,000 | MXN | 12-Jan-2032 | 114,224 |
| Pay fixed rate 7.61% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 38,150,000 | MXN | 12-Jan-2032 | 74,438 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 2.26% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | Bank of America | 1,126,449,000 | KRW | 15-Jun-2032 | (34,208) |
| Pay fixed rate 7.51% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 38,315,000 | MXN | 15-Jan-2032 | 87,796 |
| Pay fixed rate 3.93% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 4,862,000 | PLN | 15-Jun-2032 | 73,809 |
| Receive fixed rate 7.45% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 155,957,500 | MXN | 01-Feb-2024 | (147,555) |
| Receive fixed rate 7.51% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 155,957,500 | MXN | 26-Jan-2024 | (136,085) |
| Pay fixed rate 7.11% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 89,080,000 | MXN | 02-Feb-2023 | 34,960 |
| Pay fixed rate 7.14% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 89,080,000 | MXN | 27-Jan-2023 | 30,872 |
| Pay fixed rate 7.49% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 53,407,500 | MXN | 30-Jan-2025 | 71,036 |
| Pay fixed rate 7.53% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 53,407,500 | MXN | 24-Jan-2025 | 66,997 |
| Pay fixed rate 4.75% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 5,143,000 | PLN | 15-Jun-2024 | 24,004 |
| Pay fixed rate 4.28% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 3 months | Morgan Stanley | 28,786,000 | PLN | 21-Jun-2024 | 70,788 |
| Pay fixed rate 7.60% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 37,485,000 | MXN | 21-Jan-2032 | 74,656 |
| Receive fixed rate 1.29% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Bank of America | 855,000 | ILS | 15-Jun-2027 | (7,896) |
| Receive fixed rate 1.28% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Citi Bank | 1,710,000 | ILS | 15-Jun-2027 | (15,995) |
| Pay fixed rate 7.47% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 23,735,000 | MXN | 09-Jun-2027 | 43,358 |
| Pay fixed rate 7.46% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 23,775,000 | MXN | 09-Jun-2027 | 43,771 |
| Receive fixed rate 3.03% |  |  |  |  |  |
| Pay floating rate CZK PRIBOR 6 months | Morgan Stanley | 28,555,000 | CZK | 16-Jun-2032 | (13,703) |
| Pay fixed rate 2.96% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 943,000 | NZD | 16-Jun-2032 | 10,340 |
| Pay fixed rate 5.72% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 2,482,275,000 | CLP | 15-Jun-2027 | 64,487 |
| Receive fixed rate 6.06% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 2,871,940,000 | CLP | 15-Jun-2024 | (53,347) |
| Receive fixed rate 5.76% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 698,445,000 | CLP | 15-Jun-2032 | (14,514) |
| Pay fixed rate 7.46% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 3,101,745,000 | COP | 15-Jun-2032 | 19,424 |
| Pay fixed rate 7.47% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 4,111,715,000 | COP | 15-Jun-2032 | 25,004 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 7.47% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Morgan Stanley | 5,268,395,000 | COP | 15-Jun-2027 | (34,935) |
| Receive fixed rate 7.45% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Morgan Stanley | 6,983,685,000 | COP | 15-Jun-2027 | (48,185) |
| Receive fixed rate 6.84% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 2,901,265,000 | CLP | 15-Jun-2024 | (1,230) |
| Pay fixed rate 6.02% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 2,508,630,000 | CLP | 15-Jun-2027 | 24,373 |
| Receive fixed rate 5.94% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 708,760,000 | CLP | 15-Jun-2032 | (2,806) |
| Pay fixed rate 7.88% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 3,438,923,000 | COP | 15-Jun-2027 | 7,550 |
| Receive fixed rate 2.48% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | Morgan Stanley | 2,497,857,000 | KRW | 15-Jun-2027 | (28,158) |
| Pay fixed rate 7.54% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 146,840,000 | MXN | 15-Feb-2023 | 34,896 |
| Pay fixed rate 7.38% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 146,835,000 | MXN | 10-Feb-2023 | 43,232 |
| Receive fixed rate 7.93% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 146,302,500 | MXN | 14-Feb-2024 | (78,037) |
| Receive fixed rate 7.74% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 146,302,500 | MXN | 09-Feb-2024 | (102,774) |
| Pay fixed rate 7.91% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 49,910,000 | MXN | 12-Feb-2025 | 39,333 |
| Pay fixed rate 7.71% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 49,915,000 | MXN | 07-Feb-2025 | 52,266 |
| Pay fixed rate 3.60% |  |  |  |  |  |
| Receive floating rate MYR KLIBOR 3 months | J.P. Morgan | 4,697,000 | MYR | 19-Jun-2027 | 6,326 |
| Receive fixed rate 1.58% |  |  |  |  |  |
| Pay floating rate SGD SOR 6 months | J.P. Morgan | 3,220,000 | SGD | 15-Jun-2024 | (32,668) |
| Pay fixed rate 8.01% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 2,263,049,000 | COP | 15-Jun-2027 | 1,881 |
| Pay fixed rate 7.98% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 1,130,936,000 | COP | 15-Jun-2027 | 1,268 |
| Pay fixed rate 8.01% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 2,452,155,000 | COP | 15-Jun-2027 | 1,933 |
| Receive fixed rate 2.97% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 8,235,000 | NZD | 16-Mar-2032 | (186,851) |
| Pay fixed rate 9.01% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 26,411,000 | ZAR | 16-Jun-2032 | 19,386 |
| Pay fixed rate 2.37% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Goldman Sachs | 1,795,506,000 | KRW | 16-Jun-2032 | 12,386 |
| Pay fixed rate 9.05% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 16,655,000 | ZAR | 17-Jun-2032 | 10,942 |
| Pay fixed rate 4.32% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 359,780,000 | HUF | 16-Jun-2032 | 24,735 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 4.34% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 240,158,000 | HUF | 16-Jun-2032 | 16,039 |
| Receive fixed rate 1.41% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Citi Bank | 3,943,000 | ILS | 15-Jun-2027 | (29,215) |
| Receive fixed rate 7.66% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 33,405,000 | MXN | 12-Feb-2027 | (43,899) |
| Receive fixed rate 7.50% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 11,743,780,000 | CLP | 15-Jun-2024 | 175,390 |
| Pay fixed rate 6.19% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 8,709,595,000 | CLP | 15-Jun-2027 | 6,597 |
| Receive fixed rate 5.80% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 2,887,420,000 | CLP | 15-Jun-2032 | (47,185) |
| Receive fixed rate 8.31% |  |  |  |  |  |
| Pay floating rate COP IBR 1 day | Morgan Stanley | 29,056,480,000 | COP | 15-Jun-2027 | 69,468 |
| Pay fixed rate 8.30% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 16,316,710,000 | COP | 15-Jun-2032 | (145,968) |
| Pay fixed rate 0.47% |  |  |  |  |  |
| Receive floating rate EUR EURIBOR 6 months | Morgan Stanley | 2,575,000 | EUR | 15-Jun-2027 | 79,635 |
| Pay fixed rate 3.87% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 17,655,000 | PLN | 15-Jun-2032 | 285,902 |
| Pay fixed rate 6.08% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 271,120,000 | ZAR | 15-Jun-2023 | (62,252) |
| Pay fixed rate 6.02% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 90,375,000 | ZAR | 15-Jun-2023 | (17,068) |
| Receive fixed rate 6.56% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 204,535,000 | ZAR | 15-Jun-2024 | 62,175 |
| Receive fixed rate 6.61% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 282,450,000 | ZAR | 15-Jun-2024 | 105,107 |
| Pay fixed rate 6.86% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 32,220,000 | ZAR | 15-Jun-2025 | (12,867) |
| Pay fixed rate 6.89% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 96,670,000 | ZAR | 15-Jun-2025 | (44,820) |
| Pay fixed rate 7.06% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 263,070,000 | ZAR | 15-Jun-2027 | 73,263 |
| Receive fixed rate 8.02% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 11,300,000 | ZAR | 15-Jun-2032 | (2,127) |
| Receive fixed rate 9.49% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 30,015,000 | ZAR | 17-Jun-2032 | 5,755 |
| Pay fixed rate 3.61% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 7,868,000 | PLN | 16-Jun-2032 | 42,248 |
| Receive fixed rate 8.12% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 45,252,000 | MXN | 12-Jun-2024 | (26,183) |
| Receive fixed rate 1.43% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Morgan Stanley | 4,037,000 | ILS | 15-Jun-2027 | (28,893) |
| Receive fixed rate 0.69% |  |  |  |  |  |
| Pay floating rate EUR EURIBOR 6 months | Morgan Stanley | 3,155,000 | EUR | 15-Sep-2031 | (147,526) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 6.08% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 2,536,435,000 | CLP | 15-Jun-2027 | 17,204 |
| Receive fixed rate 7.17% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 2,929,460,000 | CLP | 15-Jun-2024 | 21,595 |
| Receive fixed rate 5.69% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 711,890,000 | CLP | 15-Jun-2032 | (19,118) |
| Receive fixed rate 9.39% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 43,586,000 | ZAR | 17-Jun-2032 | 622 |
| Receive fixed rate 9.40% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 32,106,000 | ZAR | 17-Jun-2032 | 737 |
| Pay fixed rate 3.33% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 3,381,600 | NZD | 19-Jun-2027 | 8,426 |
| Pay fixed rate 3.27% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,965,000 | NZD | 19-Jun-2027 | 6,975 |
| Receive fixed rate 9.37% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 39,060,000 | ZAR | 17-Jun-2032 | (874) |
| Pay fixed rate 3.98% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 4,915,000 | PLN | 15-Jun-2027 | 58,719 |
| Pay fixed rate 2.32% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Bank of America | 2,995,367,000 | KRW | 16-Jun-2032 | 25,981 |
| Pay fixed rate 6.23% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 202,346,000 | HUF | 15-Jun-2027 | 4,017 |
| Pay fixed rate 5.55% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 566,546,000 | HUF | 15-Jun-2027 | 58,801 |
| Pay fixed rate 5.60% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 540,752,000 | HUF | 15-Jun-2027 | 53,098 |
| Pay fixed rate 6.26% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 356,669,000 | HUF | 15-Jun-2027 | 5,750 |
| Pay fixed rate 6.52% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 468,834,000 | HUF | 15-Jun-2024 | 21,418 |
| Pay fixed rate 6.86% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 632,452,000 | HUF | 15-Jun-2024 | 17,283 |
| Pay fixed rate 4.86% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 36,271,000 | PLN | 15-Jun-2024 | 151,846 |
| Pay fixed rate 3.60% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 18,462,000 | PLN | 16-Jun-2032 | 100,425 |
| Receive fixed rate 3.14% |  |  |  |  |  |

Bank
Pay floating rate MYR KLIBOR 3 months	Standard Chartered
7,447,000	MYR	15-Jun-2027	(25,151)
Receive fixed rate 3.13%
Pay floating rate MYR KLIBOR 3 months	J.P. Morgan	7,447,000	MYR	15-Jun-2027	(25,564)
Pay fixed rate 2.74%
Receive floating rate MYR KLIBOR 3 months	J.P. Morgan	16,790,000	MYR	15-Jun-2024	15,033
Pay fixed rate 2.76%
Bank
Receive floating rate MYR KLIBOR 3 months	Standard Chartered
16,790,000	MYR	15-Jun-2024	14,175
Pay fixed rate 4.44%
Receive floating rate PLN WIBOR 6 months	Morgan Stanley	23,171,000	PLN	15-Jun-2027	168,148
| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 4.16% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 12,348,000 | PLN | 18-Sep-2027 | 30,810 |
| Pay fixed rate 4.45% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 9,244,000 | PLN | 21-Sep-2032 | 48,507 |
| Pay fixed rate 6.40% |  |  |  |  |  |
| Receive floating rate ZAR JIBAR 3 months | Morgan Stanley | 102,048,000 | ZAR | 21-Sep-2023 | (11,962) |
| Pay fixed rate 6.94% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 1,721,319,000 | HUF | 21-Sep-2024 | 32,532 |
| Pay fixed rate 5.94% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 488,382,000 | HUF | 21-Sep-2027 | 21,249 |
| Pay fixed rate 5.94% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 841,830,000 | HUF | 21-Sep-2027 | 36,628 |
| Receive fixed rate 5.53% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 276,741,000 | HUF | 21-Sep-2032 | (11,373) |
| Pay fixed rate 3.87% |  |  |  |  |  |
| Receive floating rate CZK PRIBOR 6 months | Morgan Stanley | 48,673,000 | CZK | 21-Sep-2027 | 38,836 |
| Pay fixed rate 1.52% |  |  |  |  |  |
| Receive floating rate ILS TELBOR 3 months | Morgan Stanley | 8,261,000 | ILS | 21-Sep-2024 | 14,462 |
| Receive fixed rate 1.73% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Morgan Stanley | 1,868,000 | ILS | 21-Sep-2027 | (7,239) |
| Receive fixed rate 2.16% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Morgan Stanley | 9,385,000 | ILS | 15-Sep-2032 | (18,156) |
| Receive fixed rate 8.66% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 86,334,000 | MXN | 18-Sep-2024 | (13,904) |
| Pay fixed rate 8.41% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 67,365,000 | MXN | 15-Sep-2027 | (3,601) |
| Pay fixed rate 8.37% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 70,070,000 | MXN | 08-Sep-2032 | (32,079) |
| Receive fixed rate 3.29% |  |  |  |  |  |
| Pay floating rate MYR KLIBOR 3 months | HSBC | 7,857,000 | MYR | 21-Sep-2027 | (22,086) |
| Pay fixed rate 8.31% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 43,190,000 | MXN | 25-Feb-2032 | (21,774) |
| Receive fixed rate 8.36% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 169,680,000 | MXN | 06-Mar-2024 | (28,232) |
| Receive fixed rate 1.61% |  |  |  |  |  |
| Pay floating rate ILS TELBOR 3 months | Morgan Stanley | 4,505,000 | ILS | 15-Jun-2027 | (20,205) |
| Pay fixed rate 2.36% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | HSBC | 1,208,340,000 | KRW | 15-Sep-2032 | 8,663 |
| Receive fixed rate 2.40% |  |  |  |  |  |
| Pay floating rate KRW CD 3 months | Goldman Sachs | 3,216,761,000 | KRW | 21-Sep-2032 | (69,680) |
| Pay fixed rate 4.86% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 25,514,000 | PLN | 15-Jun-2027 | 75,895 |
| Pay fixed rate 6.08% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 314,286,000 | HUF | 15-Jun-2027 | 11,906 |
| Pay fixed rate 7.32% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 771,731,000 | HUF | 15-Jun-2024 | 2,132 |
| Pay fixed rate 8.02% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 9,880,398,000 | CLP | 21-Sep-2023 | (32,642) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 7.13% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 14,296,843,000 | CLP | 21-Sep-2024 | (193,465) |
| Pay fixed rate 7.05% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 6,423,219,000 | CLP | 21-Sep-2024 | (75,166) |
| Pay fixed rate 6.02% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 3,214,390,000 | CLP | 21-Sep-2027 | 6,897 |
| Receive fixed rate 5.31% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 1,206,227,000 | CLP | 15-Sep-2032 | (18,238) |
| Receive fixed rate 2.31% |  |  |  |  |  |
| Pay floating rate AUD BBR 3 months | Morgan Stanley | 13,097,000 | AUD | 21-Sep-2024 | (103,401) |
| Receive fixed rate 2.75% |  |  |  |  |  |
| Pay floating rate AUD BBR 3 months | Morgan Stanley | 2,193,000 | AUD | 18-Sep-2027 | (19,475) |
| Receive fixed rate 2.78% |  |  |  |  |  |
| Pay floating rate AUD BBR 6 months | Morgan Stanley | 2,936,000 | AUD | 21-Sep-2032 | (9,596) |
| Receive fixed rate 3.40% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,231,000 | NZD | 21-Sep-2024 | (4,196) |
| Receive fixed rate 2.41% |  |  |  |  |  |
| Pay floating rate NOK NIBOR 6 months | Morgan Stanley | 81,017,000 | NOK | 21-Sep-2027 | (150,392) |
| Pay fixed rate 1.63% |  |  |  |  |  |
| Receive floating rate SEK STIBOR 3 months | Morgan Stanley | 5,415,000 | SEK | 21-Sep-2032 | 18,048 |
| Receive fixed rate 5.95% |  |  |  |  |  |
| Pay floating rate PLN WIBOR 6 months | Morgan Stanley | 25,300,000 | PLN | 15-Jun-2024 | 15,184 |
| Receive fixed rate 2.56% |  |  |  |  |  |
| Pay floating rate CAD BA 3 months | Morgan Stanley | 8,576,000 | CAD | 21-Sep-2032 | (246,401) |
| Pay fixed rate 2.41% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Bank of America | 2,492,258,000 | KRW | 16-Jun-2032 | 14,061 |
| Receive fixed rate 2.21% |  |  |  |  |  |
| Pay floating rate CNY REPO RATE 7 days | Standard Chartered Bank | 39,052,000 | CNY | 15-Jun-2024 | (10,920) |
| Receive fixed rate 8.64% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 169,020,000 | MXN | 12-Mar-2024 | 15,399 |
| Pay fixed rate 8.16% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 168,825,000 | MXN | 14-Mar-2023 | 1,935 |
| Pay fixed rate 8.65% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 57,910,000 | MXN | 11-Mar-2025 | (10,980) |
| Pay fixed rate 5.95% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 10,469,000 | PLN | 15-Jun-2024 | (6,169) |
| Receive fixed rate 9.70% |  |  |  |  |  |
| Pay floating rate ZAR JIBAR 3 months | Morgan Stanley | 20,453,000 | ZAR | 16-Jun-2032 | 12,314 |
| Pay fixed rate 8.64% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 31,826,000 | MXN | 09-Jun-2027 | (18,353) |
| Pay fixed rate 8.65% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 42,437,500 | MXN | 09-Jun-2027 | (25,470) |
| Pay fixed rate 8.64% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 47,744,000 | MXN | 09-Jun-2027 | (27,747) |
| Receive fixed rate 1.16% |  |  |  |  |  |
| Pay floating rate EUR EURIBOR 6 months | Morgan Stanley | 1,843,000 | EUR | 21-Sep-2032 | (25,680) |
| Receive fixed rate 8.49% |  |  |  |  |  |
| Pay floating rate MXN TIIE 28 days | Morgan Stanley | 38,215,000 | MXN | 10-Mar-2027 | 15,423 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 5.87% |  |  |  |  |  |
| Pay floating rate PLN WIBOR 6 months | Morgan Stanley | 16,980,000 | PLN | 15-Jun-2024 | 4,067 |
| Pay fixed rate 5.30% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 3 months | Morgan Stanley | 45,579,000 | PLN | 21-Jun-2024 | 13,541 |
| Pay fixed rate 4.55% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 6,419,000 | PLN | 15-Jun-2032 | 24,029 |
| Pay fixed rate 4.95% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 8,815,000 | PLN | 15-Jun-2027 | 17,908 |
| Receive fixed rate 5.79% |  |  |  |  |  |
| Pay floating rate PLN WIBOR 6 months | Morgan Stanley | 25,390,000 | PLN | 15-Jun-2024 | (3,075) |
| Receive fixed rate 6.15% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 171,523,000 | HUF | 15-Jun-2032 | 14,095 |
| Receive fixed rate 5.71% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 310,301,000 | HUF | 15-Jun-2032 | (4,882) |
| Receive fixed rate 5.77% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 633,159,000 | HUF | 15-Jun-2032 | (1,508) |
| Receive fixed rate 5.65% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 322,184,000 | HUF | 15-Jun-2032 | (9,370) |
| Pay fixed rate 6.81% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 309,959,000 | HUF | 15-Jun-2027 | (16,394) |
| Pay fixed rate 6.13% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 560,714,000 | HUF | 15-Jun-2027 | 17,756 |
| Pay fixed rate 6.29% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 1,116,496,000 | HUF | 15-Jun-2027 | 13,142 |
| Pay fixed rate 6.20% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 547,552,000 | HUF | 15-Jun-2027 | 12,573 |
| Pay fixed rate 6.81% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 229,696,000 | HUF | 15-Jun-2027 | (12,220) |
| Receive fixed rate 6.15% |  |  |  |  |  |
| Pay floating rate HUF BUBOR 6 months | Morgan Stanley | 132,175,000 | HUF | 15-Jun-2032 | 10,788 |
| Pay fixed rate 7.38% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 1,167,514,000 | HUF | 15-Jun-2024 | (557) |
| Pay fixed rate 7.55% |  |  |  |  |  |
| Receive floating rate HUF BUBOR 6 months | Morgan Stanley | 838,053,000 | HUF | 15-Jun-2024 | (8,317) |
| Receive fixed rate 1.75% |  |  |  |  |  |
| Pay floating rate SEK STIBOR 3 months | Morgan Stanley | 93,249,500 | SEK | 15-Jun-2027 | (32,411) |
| Pay fixed rate 3.37% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,945,000 | NZD | 15-Jun-2027 | 7,044 |
| Receive fixed rate 3.48% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 664,000 | NZD | 15-Jun-2032 | 2,042 |
| Receive fixed rate 3.40% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,050,000 | NZD | 15-Jun-2032 | (2,047) |
| Receive fixed rate 3.43% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,050,000 | NZD | 15-Jun-2032 | (72) |
| Pay fixed rate 2.45% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | HSBC | 3,465,982,000 | KRW | 16-Jun-2032 | 14,156 |
| Receive fixed rate 4.88% |  |  |  |  |  |
| Pay floating rate CZK PRIBOR 6 months | Morgan Stanley | 124,740,000 | CZK | 15-Jun-2024 | (42,938) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 3.43% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,050,000 | NZD | 15-Jun-2032 | (72) |
| Pay fixed rate 3.40% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,945,000 | NZD | 15-Jun-2027 | 4,887 |
| Pay fixed rate 8.48% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 13,023,000 | MXN | 09-Jun-2027 | (3,193) |
| Pay fixed rate 8.86% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 2,135,752,000 | COP | 15-Jun-2027 | (17,722) |
| Pay fixed rate 8.52% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 2,572,165,000 | COP | 15-Jun-2027 | (11,868) |
| Pay fixed rate 8.73% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 2,572,136,000 | COP | 15-Jun-2027 | (17,863) |
| Pay fixed rate 8.10% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 1,118,559,000 | COP | 15-Jun-2032 | (5,916) |
| Pay fixed rate 7.88% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 2,247,566,000 | COP | 15-Jun-2032 | (3,016) |
| Pay fixed rate 8.91% |  |  |  |  |  |
| Receive floating rate COP IBR 1 day | Morgan Stanley | 1,293,830,000 | COP | 15-Jun-2027 | (11,431) |
| Pay fixed rate 8.67% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 37,146,000 | MXN | 09-Jun-2027 | (23,739) |
| Pay fixed rate 8.48% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 31,767,000 | MXN | 09-Jun-2027 | (7,586) |
| Pay fixed rate 8.47% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 25,458,000 | MXN | 09-Jun-2027 | (5,975) |
| Pay fixed rate 8.68% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 26,587,000 | MXN | 09-Jun-2027 | (17,481) |
| Pay fixed rate 8.65% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 24,763,000 | MXN | 09-Jun-2027 | (14,802) |
| Pay fixed rate 3.40% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,945,000 | NZD | 15-Jun-2027 | 4,887 |
| Pay fixed rate 3.54% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 3,890,000 | NZD | 15-Jun-2027 | (7,482) |
| Receive fixed rate 3.53% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 2,100,000 | NZD | 15-Jun-2032 | 11,951 |
| Pay fixed rate 3.50% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,945,000 | NZD | 15-Jun-2027 | (1,214) |
| Pay fixed rate 6.67% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 879,485,000 | CLP | 15-Jun-2027 | (21,844) |
| Pay fixed rate 6.68% |  |  |  |  |  |
| Receive floating rate CLP ICP 1 day | Morgan Stanley | 1,785,615,000 | CLP | 15-Jun-2027 | (45,016) |
| Receive fixed rate 8.00% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 1,009,285,000 | CLP | 15-Jun-2024 | 26,934 |
| Receive fixed rate 8.00% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 2,049,160,000 | CLP | 15-Jun-2024 | 54,685 |
| Receive fixed rate 6.16% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 246,800,000 | CLP | 15-Jun-2032 | 4,097 |
| Receive fixed rate 6.18% |  |  |  |  |  |
| Pay floating rate CLP ICP 1 day | Morgan Stanley | 501,080,000 | CLP | 15-Jun-2032 | 9,488 |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Receive fixed rate 5.04% |  |  |  |  |  |
| Pay floating rate CZK PRIBOR 6 months | Morgan Stanley | 83,945,000 | CZK | 15-Jun-2024 | (17,577) |
| Receive fixed rate 3.51% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 2,095,000 | NZD | 15-Jun-2032 | 10,630 |
| Pay fixed rate 3.50% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,945,000 | NZD | 15-Jun-2027 | (1,214) |
| Pay fixed rate 8.33% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 45,957,000 | MXN | 09-Jun-2032 | (21,500) |
| Pay fixed rate 8.32% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 18,257,000 | MXN | 09-Jun-2032 | (8,193) |
| Pay fixed rate 8.33% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 27,621,000 | MXN | 09-Jun-2032 | (13,001) |
| Receive fixed rate 3.49% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,050,000 | NZD | 15-Jun-2032 | 4,062 |
| Pay fixed rate 8.32% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 27,469,000 | MXN | 09-Jun-2032 | (12,472) |
| Pay fixed rate 8.32% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 18,353,000 | MXN | 09-Jun-2032 | (8,283) |
| Pay fixed rate 8.28% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 27,374,000 | MXN | 09-Jun-2032 | (11,000) |
| Pay fixed rate 8.23% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 36,569,000 | MXN | 09-Jun-2032 | (12,014) |
| Pay fixed rate 8.29% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 27,417,000 | MXN | 09-Jun-2032 | (11,115) |
| Receive fixed rate 3.49% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,050,000 | NZD | 15-Jun-2032 | 4,062 |
| Pay fixed rate 3.50% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,945,000 | NZD | 15-Jun-2027 | (1,214) |
| Receive fixed rate 3.49% |  |  |  |  |  |
| Pay floating rate NZD BBR 3 months | Morgan Stanley | 1,050,000 | NZD | 15-Jun-2032 | 4,062 |
| Pay fixed rate 3.48% |  |  |  |  |  |
| Receive floating rate NZD BBR 3 months | Morgan Stanley | 1,229,040 | NZD | 15-Jun-2027 | (27) |
| Pay fixed rate 8.28% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 18,270,000 | MXN | 09-Jun-2032 | (7,347) |
| Pay fixed rate 8.28% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 27,475,000 | MXN | 09-Jun-2032 | (10,745) |
| Pay fixed rate 8.25% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 18,286,000 | MXN | 09-Jun-2032 | (6,495) |
| Pay fixed rate 8.20% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 18,286,000 | MXN | 09-Jun-2032 | (5,100) |
| Receive fixed rate 5.60% |  |  |  |  |  |
| Pay floating rate CZK PRIBOR 6 months | Morgan Stanley | 128,370,000 | CZK | 15-Jun-2024 | 34,938 |
| Pay fixed rate 4.79% |  |  |  |  |  |
| Receive floating rate CZK PRIBOR 6 months | Morgan Stanley | 87,245,000 | CZK | 15-Jun-2027 | (75,328) |
| Pay fixed rate 8.32% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 19,666,000 | MXN | 08-Sep-2032 | (8,107) |
| Pay fixed rate 8.32% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 19,708,000 | MXN | 08-Sep-2032 | (8,124) |

| Unrealised Appreciation/ |
| --- |
| Description | Counterparty | Nominal | Currency | Maturity Date | (Depreciation) |
| Schroder GAIA Wellington Pagosa (cont) |  |  |  |  |  |
| Pay fixed rate 8.45% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 29,921,000 | MXN | 08-Sep-2032 | (17,693) |
| Pay fixed rate 8.47% |  |  |  |  |  |
| Receive floating rate MXN TIIE 28 days | Morgan Stanley | 29,778,000 | MXN | 08-Sep-2032 | (18,575) |
| Pay fixed rate 2.64% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Bank of America | 1,473,832,000 | KRW | 15-Sep-2032 | (3,168) |
| Pay fixed rate 2.59% |  |  |  |  |  |
| Receive floating rate KRW CD 3 months | Goldman Sachs | 1,018,279,000 | KRW | 17-Sep-2032 | (409) |
| Pay fixed rate 5.23% |  |  |  |  |  |
| Receive floating rate PLN WIBOR 6 months | Morgan Stanley | 20,500,000 | PLN | 15-Jun-2027 | (16,876) |
|  |  |  |  | USD | (1,127,176) |


#### Collateral Receivable by Counterparty
As at 31 March 2022, the exposure of the collateral receivable by counterparty in relation to derivative agreements was as follows:
| Sub-Funds | Counterparty | Type of Collateral | Currency | Total Collateral Received |
| --- | --- | --- | --- | --- |
| Schroder GAIA BlueTrend |  |  |  |  |
|  | Credit Suisse | Cash | EUR | 12 |
|  | Credit Suisse | Cash | HKD | 69 |
|  | Credit Suisse | Cash | USD | 3,828,837 |
|  | HSBC | Cash | USD | 1,910,000 |
|  | J.P. Morgan | Cash | CAD | 671,438 |
|  | J.P. Morgan | Cash | CHF | 673,969 |
|  | J.P. Morgan | Cash | EUR | 482,878 |
|  | J.P. Morgan | Cash | JPY | 43,179,992 |
|  | J.P. Morgan | Cash | MXN | 9,860,412 |
|  | J.P. Morgan | Cash | SEK | 12,610,826 |
|  | J.P. Morgan | Cash | USD | 11,530,620 |
|  | Morgan Stanley | Cash | AUD | 140,137 |
|  | Morgan Stanley | Cash | EUR | 310,353 |
|  | Morgan Stanley | Cash | JPY | 17,317,510 |
|  |  |  | USD | 21,852,228 |
| Schroder GAIA Egerton Equity | HSBC | Cash | EUR | 8,439,640 |
|  | Merrill Lynch | Cash | CAD | 4 |
|  | Morgan Stanley | Cash | CAD | 3 |
|  | Morgan Stanley | Cash | EUR | 10,518,998 |
|  | Morgan Stanley | Cash | SGD | 7 |
|  |  |  | EUR | 18,958,648 |
| Schroder GAIA Helix | Goldman Sachs | Cash | EUR | 2,013,825 |
|  | Goldman Sachs | Cash | GBP | 3,407,815 |
|  | Goldman Sachs | Cash | HKD | 967,140 |
|  | Goldman Sachs | Cash | USD | 7,020,452 |
|  | J.P. Morgan | Cash | CAD | 12,641 |
|  | J.P. Morgan | Cash | EUR | 5,506,479 |
|  | J.P. Morgan | Cash | GBP | 355 |
|  | J.P. Morgan | Cash | HKD | 2,572,469 |


#### Collateral Receivable by Counterparty (cont)
| Type of	Total Collateral |
| --- |
| Sub-Funds | Counterparty | Collateral | Currency | Received |
| Schroder GAIA Helix (cont) |  |  |  |  |
|  | J.P. Morgan | Cash | JPY | 20,827,573 |
|  | J.P. Morgan | Cash | USD | 19,263,565 |
|  |  |  | USD | 39,713,556 |
| Schroder GAIA Sirios US Equity |  |  |  |  |
|  | Bank of America | Cash | USD | 1,630,000 |
|  |  |  | USD | 1,630,000 |
| Schroder GAIA Two Sigma Diversified |  |  |  |  |
|  | Citi Bank | Cash | EUR | 1,614,943 |
|  | Morgan Stanley | Cash | CAD | 151,513 |
|  | Morgan Stanley | Cash | EUR | 26,752,141 |
|  | Morgan Stanley | Cash | JPY | 117,779,007 |
|  | Morgan Stanley | Cash | USD | 35,478,094 |
|  | Societe Generale | Cash | AUD | 10,178,420 |
|  | Societe Generale | Cash | CAD | 124,326 |
|  | Societe Generale | Cash | GBP | 8,876,024 |
|  | Societe Generale | Cash | SEK | 12,519,939 |
|  | Societe Generale | Cash | SGD | 344,364 |
|  | Societe Generale | Cash | USD | 1,950,125 |
|  | Societe Generale | Cash | ZAR | 284,815 |
|  |  |  | USD | 90,879,049 |
| Schroder GAIA UK Dynamic Absolute Return Fund |  |  |  |  |
|  | HSBC | Cash | GBP | 60,000 |
|  | Morgan Stanley | Cash | GBP | 342,131 |
|  | Morgan Stanley | Cash | USD | 10 |
|  |  |  | GBP | 402,139 |
| Schroder GAIA Wellington Pagosa |  |  |  |  |
|  | Barclays Bank | Cash | USD | 460,000 |
|  | BNP Paribas | Cash | USD | 720,000 |
|  | Deutsche Bank | Cash | USD | 40,000 |
|  | Goldman Sachs | Cash | USD | 30,000 |
|  | HSBC | Cash | USD | 1,830,000 |
|  | J.P. Morgan | Cash | USD | 1,500,000 |
|  | Merrill Lynch | Cash | USD | 160,000 |
|  | Morgan Stanley | Cash | CZK | 3,700 |
|  | Morgan Stanley | Cash | EUR | 1,194,591 |
|  | Morgan Stanley | Cash | GBP | 269,164 |
|  | Morgan Stanley | Cash | HUF | 386,146 |
|  | Morgan Stanley | Cash | NOK | 316 |
|  | Morgan Stanley | Cash | PLN | 4,743 |
|  | Morgan Stanley | Cash | SEK | 14 |
|  | Morgan Stanley | Cash | THB | 95,588 |
|  | Morgan Stanley | Cash | USD | 790,000 |
|  | Morgan Stanley | Cash | ZAR | 1,075 |
|  | Standard |  |  |  |
| Chartered Bank | Cash | USD | 230,000 |
| UBS | Cash | USD | 280,000 |
|  |  | USD | 7,720,549 |

Disclosure of Transaction Costs
The transaction costs are broker commission fees and taxes related to the purchase and sale of transferable securities. Bond sub-funds will generally show the figure of zero as the broker commission fees are included in the spread, which is excluded from the calculation pursuant to Annex I, Schedule B, Chapter V of Directive 2009/65/EC of the European Parliament. The transaction costs part of the acquisition cost/sale price of the related assets and the Custodian transaction costs are not included in this table. Costs for structured products are included in the market value.

#### Disclosure of Transaction Costs (cont)
The transaction costs for the period under review were as follows:
Schroder GAIA BlueTrend	USD	32,447
Schroder GAIA Cat Bond	USD	20,910
Schroder GAIA Contour Tech Equity	USD	303,114
Schroder GAIA Egerton Equity	EUR	196,238
Schroder GAIA Helix	USD	970,085
Schroder GAIA Oaktree Credit	USD	–
Schroder GAIA Sirios US Equity	USD	371,583
Schroder GAIA Two Sigma Diversified	USD	139,920
Schroder GAIA UK Dynamic Absolute Return Fund	GBP	25,767
Schroder GAIA Wellington Pagosa	USD	553,239

#### Dividends
During the period under review, the following sub-funds paid dividend distributions:
8-Oct-2021	15-Oct-2021	22-Oct-2021	Schroder GAIA Cat Bond Class F Dis	134.81 USD	0.834065
Schroder GAIA Cat Bond Class F Dis SGD Hedged	529.76 SGD	1.110581 12-Nov-2021	19-Nov-2021	26-Nov-2021	Schroder GAIA Cat Bond Class F Dis	585.44 USD	3.622100
Schroder GAIA Cat Bond Class F Dis SGD Hedged	2,304.03 SGD	4.830049 10-Dec-2021	17-Dec-2021	27-Dec-2021	Schroder GAIA Cat Bond Class F Dis		484.26 USD	2.996102
Schroder GAIA Cat Bond Class F Dis SGD Hedged		1,906.62 SGD	3.996693 Schroder GAIA Cat Bond Class IF Dis	191,961.17 USD	9.970574
14-Jan-2022	21-Jan-2022	28-Jan-2022	Schroder GAIA Cat Bond Class F Dis	616.43 USD	3.813834
Schroder GAIA Cat Bond Class F Dis SGD Hedged	2,406.79 SGD	5.044839 11-Feb-2022	18-Feb-2022	25-Feb-2022	Schroder GAIA Cat Bond Class F Dis		474.09 USD	2.933181
Schroder GAIA Cat Bond Class F Dis SGD Hedged	1,000.14 SGD	3.915513 11-Mar-2022	18-Mar-2022	25-Mar-2022	Schroder GAIA Cat Bond Class F Dis		503.52 USD	3.115263
Schroder GAIA Cat Bond Class F Dis SGD Hedged		1,070.03 SGD		4.188658 Schroder GAIA Cat Bond Class IF Dis	259,273.09 USD	13.155949

#### Exchange Rate
The exchange rate used for the calculation of the combined total in EUR of the Financial Statements as at 31 March 2022 is:
1 Euro = 1.10625 US Dollar
1 Euro = 0.84212 Sterling Pound

#### Significant events during the period
The Company’s Depositary and Administrative Agent Brown Brothers Harriman (Luxembourg) S.C.A. (“BBH”) has entered into an agreement with State Street Corporation (“State Street”) under which State Street will acquire BBH’s Investor Services business; which includes its custody, fund accounting and administration, transfer agency, depositary, foreign exchange, trustee and securities lending services. The completion of the transaction is subject to customary closing conditions and regulatory approvals.

#### Ukraine/Russia sanctions
The invasion of Ukraine by Russia which began on 24 February has increased valuation, liquidity and market risk for securities issued by Ukraine, Belarus and Russia, and to a certain extent, most global markets. As of the date of this report the resolution of this event, and the potential impact on the funds, continues to be uncertain. The Board are closely monitoring the situation with respect to all securities held in our funds. In relation to securities of Russian issuers held in our funds, these continue to be impacted by a range of actions taken by governments, stock exchanges and counterparties, including sanctions regimes, leading to severe valuation and liquidity issues. Russian markets have been suspended, and the funds will not be investing in Russian or Belarusian equities for the foreseeable future. The board will continue to apply appropriate valuation principles in accordance with our pricing processes. Because of these issues and due to our inability to transact or transfer these assets, the value of Russian securities in our funds has become de minimis and this is expected to be reflected until further notice in the NAV of any relevant funds.
The following sub fund has exposure to Russian and Ukrainian securities:
Schroder GAIA Helix

#### Subsequent Events
On 11 May 2022 the following share classes were launched in Schroder GAIA Oaktree Credit:
Class A2 Dis, Class A2 Dis CHF Hedged, Class A2 Dis GBP Hedged, Class C Dis, Class C Dis CHF Hedged, Class C Dis GBP Hedged, Class E Dis, Class E Dis CHF Hedged and Class E Dis GBP Hedged.

#### Performance fees charged per share class
| Performance Percentage of fees charged	performance per share fees based on class in Fund		the average |  | Performance Percentage of fees charged	performance per share fees based on class in Fund		the average |
| --- | --- | --- |
| Sub-Funds and Share Classes | currency | NAV |  | Sub-Funds and Share Classes | currency | NAV |
| Schroder GAIA BlueTrend |  |  |  | Schroder GAIA Egerton Equity |  |  |
| Class A Acc | 53,428 | 1.14% |  | Class A Acc | 34,908 | 0.03% |
| Class A Acc CHF Hedged | 61 | 0.13% |  | Class A Acc GBP Hedged | 2 | 0.00% |
| Class A Acc EUR Hedged | 145,413 | 0.32% |  | Class A Acc USD Hedged | 17,315 | 0.02% |
| Class A Acc SGD Hedged | 0 | 0.00% |  | Class A Dis GBP | 0 | 0.00% |
| Class C Acc | 430,139 | 1.19% |  | Class A1 Acc | 0 | 0.00% |
| Class C Acc BRL Hedged | 396,988 | 1.53% |  | Class A1 Acc USD Hedged | 3,327 | 0.02% |
| Class C Acc CHF Hedged | 3,306 | 0.50% |  | Class C Acc | 606,240 | 0.16% |
| Class C Acc EUR Hedged | 167,758 | 0.73% |  | Class C Acc GBP Hedged | 9,205 | 0.02% |
| Class C Acc GBP Hedged | 648,449 | 1.16% |  | Class C Acc USD Hedged | 173,958 | 0.08% |
| Class C Dis GBP Hedged | 277 | 1.11% |  | Class C Dis | 4,133 | 0.27% |
| Class E Acc | 104,163 | 1.13% |  | Class C Dis GBP | 1,284 | 0.05% |
| Class E Acc CHF | 0 | 0.00% |  | Class E Acc | 992 | 0.36% |
| Class E Acc CHF Hedged | 0 | 0.00% |  | Class I Acc | n/a# | n/a# |
| Class E Acc EUR Hedged | 5,736 | 1.01% |  | Class I Acc USD Hedged | n/a# | n/a# |
| Class E Acc GBP | 0 | 0.00% |  | Class X Acc | 2,970 | 0.00% |
| Class E Acc GBP Hedged | 0 | 0.00% |  |  |  |  |
| Class E Dis GBP Hedged | 199,111 | 1.17% |  | Schroder GAIA Helix |  |  |
| Class I Acc | n/a# | n/a# |  | Class A Acc | 0 | 0.00% |
| Class N Acc EUR Hedged | 23,541 | 0.64% |  | Class A Acc CHF Hedged | 0 | 0.00% |
| Class N Acc GBP Hedged | 2,094 | 1.17% |  | Class A Acc EUR Hedged | 0 | 0.00% |
|  |  |  |  | Class A Acc SEK Hedged | 0 | 0.00% |
| Schroder GAIA Contour Tech Equity |  |  |  | Class A Acc SGD Hedged | 0 | 0.00% |
| Class A Acc | 1,500 | 0.00% |  | Class C Acc | 0 | 0.00% |
| Class A Acc CHF Hedged | 26 | 0.01% |  | Class C Acc CHF Hedged | 0 | 0.00% |
| Class A Acc EUR Hedged | 332 | 0.00% |  | Class C Acc EUR Hedged | 0 | 0.00% |
| Class A Acc SGD Hedged | 0 | 0.00% |  | Class C Acc GBP Hedged | 1 | 0.00% |
| Class A1 Acc | 275 | 0.01% |  | Class C Acc SEK Hedged | 0 | 0.00% |
| Class C Acc | 7,947 | 0.00% |  | Class C Acc SGD Hedged | 0 | 0.00% |
| Class C Acc CHF Hedged | 0 | 0.00% |  | Class C1 Acc | 0 | 0.00% |
| Class C Acc EUR Hedged | 1,314 | 0.00% |  | Class C1 Acc CHF Hedged | 0 | 0.00% |
| Class C Acc GBP Hedged | 40 | 0.00% |  | Class C1 Acc EUR Hedged | 0 | 0.00% |
| Class C Acc SEK Hedged | 58 | 0.00% |  | Class E Acc | 0 | 0.00% |
| Class C Acc SGD Hedged | 0 | 0.00% |  | Class E Acc CHF Hedged | 0 | 0.00% |
| Class E Acc | 98 | 0.00% |  | Class E Acc EUR Hedged | 117 | 0.00% |
| Class E Acc CHF Hedged | 0 | 0.00% |  | Class E Acc GBP Hedged | 0 | 0.00% |
| Class E Acc EUR Hedged | 0 | 0.00% |  | Class E Acc SGD Hedged | 0 | 0.00% |
| Class E Acc GBP Hedged | 0 | 0.00% |  | Class I Acc | n/a# | n/a# |
| Class E Acc SEK Hedged | 0 | 0.00% |  | Class I Acc JPY Hedged | n/a# | n/a# |
| Class E Acc SGD Hedged | 0 | 0.00% |  | Class IZ Acc GBP Hedged | 0 | 0.00% |
| Class I Acc | n/a# | n/a# |  | Class S Dis | 0 | 0.00% |
|  |  |  |  | Class S Dis EUR Hedged | 0 | 0.00% |
|  |  |  |  | Class S Dis GBP Hedged | 0 | 0.00% |
|  |  |  |  | Class X Acc EUR Hedged | 0 | 0.00% |

Translation (ENDE, 2022-03-31):
# zum 31. März 2022
#### Die Gesellschaft
Die Gesellschaft ist eine offene Investmentgesellschaft in der Rechtsform einer „Société Anonyme“, die nach den Gesetzen des Großherzogtums Luxemburg gegründet wurde und bei der es sich um eine Société d’Investissement à Capital Variable („SICAV“) handelt. Das ausschließliche Ziel der Gesellschaft besteht darin, die ihr zur Verfügung stehenden Mittel in übertragbaren Wertpapieren und anderen zulässigen Vermögenswerten jeder Art, einschließlich derivativer Finanzinstrumente, anzulegen, um das Anlagerisiko zu streuen und die Erträge aus ihrem Portfoliomanagement an ihre Anteilsinhaber weiterzugeben.
Die Anlagestrategie der einzelnen Teilfonds beruht auf einer alternativen Anlagestrategie, die von den jeweiligen Anlageverwaltern entwickelt wurde und derzeit von ihnen verwaltet wird.

#### Anteilsklassen
Anteile werden grundsätzlich als thesaurierende Anteile ausgegeben. Ausschüttende Anteile innerhalb eines Teilfonds werden nur nach dem Ermessen des Verwaltungsrats ausgegeben. Anleger können sich bei der Verwaltungsgesellschaft oder bei ihrer Vertriebsstelle erkundigen, ob innerhalb der Anteilsklassen und Teilfonds ausschüttende Anteile erhältlich sind.
Der Verwaltungsrat kann beschließen, in jedem Teilfonds verschiedene Anteilsklassen einzuführen, deren Vermögenswerte in Übereinstimmung mit der besonderen Anlagepolitik des jeweiligen Teilfonds gemeinsam investiert werden, die sich aber durch besondere Gebührenstrukturen, Referenzwährungen oder sonstige spezielle Merkmale von den anderen Anteilsklassen unterscheiden können. Für jede Anteilsklasse wird ein eigener Nettoinventarwert pro Anteil berechnet, der aufgrund dieser variablen Faktoren unterschiedlich ausfallen kann. Die für den jeweiligen Teilfonds verfügbaren Anteilsklassen werden im aktuellen Verkaufsprospekt genauer aufgeführt.
Die Anteilsklasse E ist nicht über das weltweite Vertriebsstellennetz von Schroders verfügbar. Wenden Sie sich bei diesbezüglichen Fragen bitte an die Verwaltungsgesellschaft.

#### Ausgabeaufschlag
Die Verwaltungsgesellschaft und die Vertriebsstellen haben Anspruch auf einen Ausgabeaufschlag, der nach Ermessen des Verwaltungsrats ganz oder teilweise erlassen werden kann.
Anteilsklassen	Ausgabeaufschlag
A
1
-, A2- und K-Anteile	Bis zu 3,09278 % des Nettoinventarwerts je Anteil
A1-Anteile	Bis zu 2,04081 % des Nettoinventarwerts je Anteil
C-, C1-, E- und F-Anteile	Bis zu 1,01010 % des Nettoinventarwerts je Anteil
I-, IF-, IZ-, N-, R-, S- und X-Anteile	Kein Ausgabeaufschlag

#### Vertriebsgebühr
Zum Zeitpunkt dieses Berichts fällt für alle A1-Anteilsklassen von Schroder GAIA eine Vertriebsgebühr von 0,50 % an. Für andere für Anlagen verfügbare
Anteilsklassen der Gesellschaft gilt keine weitere Vertriebsgebühr.

#### Swing-Pricing
Der Nettoinventarwert je Anteil eines Teilfonds kann verwässert werden, wenn Anleger Anteile eines Teilfonds zu einem Kurs kaufen oder verkaufen, der die Handels- und sonstigen Kosten im Zusammenhang mit vom Anlageverwalter zur Berücksichtigung von Mittelzu- oder Mittelabflüssen vorgenommenen Wertpapiertransaktionen nicht berücksichtigt. Um diesen Auswirkungen entgegenzuwirken, kann ein Swing-Pricing-Mechanismus angewandt werden, um die Interessen der Anteilsinhaber des Teilfonds zu schützen. Wenn an einem Bewertungstag die kumulierten Nettotransaktionen mit Anteilen eines Teilfonds einen zuvor festgelegten Schwellenwert, der von der Verwaltungsgesellschaft für jeden Teilfonds bestimmt und in regelmäßigen Abständen überprüft wird, überschreiten, kann der Nettoinventarwert je Anteil nach oben oder unten hin angepasst werden, um jeweils Nettomittelzu- und -abflüsse zu berücksichtigen.
Die Nettomittelflüsse werden von der Verwaltungsgesellschaft auf der Grundlage der letzten verfügbaren Informationen zum Zeitpunkt der Berechnung des Nettoinventarwerts je Anteil bestimmt. Das Ausmaß der Preisanpassung wird von der Verwaltungsgesellschaft auf eine Weise bestimmt, die Handels- und sonstige Kosten angemessen wiedergibt. Derartige Anpassungen können von Teilfonds zu Teilfonds unterschiedlich ausfallen und betragen maximal 2 % des ursprünglichen Nettoinventarwerts je Anteil.
Der Mechanismus wurde für die Schroder GAIA-Teilfonds seit ihrer Auflegung angewandt.
Am 31. März 2022, dem letzten Berechnungstag des Berichtszeitraums, wurden Swing-Pricing-Anpassungen für den Schroder GAIA Wellington Pagosa vorgenommen. Die nachfolgende Tabelle stellt den offiziellen Nettoinventarwert je Anteil dieses Teilfonds nach Anwendung der Swing-Pricing-Anpassung zu diesem Termin dar. Alle sonstigen in diesem Bericht aufgeführten Finanzinformationen werden vor den Swing Pricing-Anpassungen ausgewiesen.
| Schroder GAIA |
| --- |
|  | Währung | Wellington Pagosa |
| Nettoinventarwert je Anteil* |  |  |
| (einschließlich Swing-Pricing-Anpassung) |  |  |
| zum 31. März 2022 |  |  |
| Klasse A Thes. | USD | 114,78 |
| Klasse A Thes. In CHF abgesichert | CHF | 105,48 |
| Klasse A Thes. In EUR abgesichert | EUR | 106,58 |
| Klasse A Thes. In SGD abgesichert | SGD | 157,97 |
| Klasse C Thes. | USD | 117,67 |
| Klasse C Thes. In BRL abgesichert | USD | 144,52 |
| Klasse C Thes. In CHF abgesichert | CHF | 108,17 |
| Klasse C Thes. In EUR abgesichert | EUR | 109,28 |

1 
Der Ausgabeaufschlag für den Schroder GAIA Cat Bond Anteilsklasse A beträgt bis zu 1,01010 % des Nettoinventarwerts je Anteil.
* Der Nettoinventarwert je Anteil jeder Anteilsklasse wird in der Währung der Anteilsklasse ausgewiesen.
Swing-Pricing (Forts.)
| Schroder GAIA |
| --- |
|  | Währung | Wellington Pagosa |
| Klasse C Thes. In GBP abgesichert | GBP | 90,27 |
| Klasse C1 Thes. In CHF abgesichert | CHF | 5.405,38 |
| Klasse C1 Thes. In EUR abgesichert | EUR | 5.466,17 |
| Klasse E Thes. | USD | 120,45 |
| Klasse E Thes. In CHF abgesichert | CHF | 110,50 |
| Klasse E Thes. In EUR abgesichert | EUR | 111,65 |
| Klasse E Thes. In GBP abgesichert | GBP | 92,40 |

Mindestanlage	bei	Erstzeichnung,	Mindestanlage	bei	weiteren	Zeichnungen	und Mindestanlagebestand
| Mindestanlage Mindestanlage bei	bei Folgezeich-	Mindestan- Teilfonds	Anteilsklassen	Erstzeichnung	nungen	lagebestand |
| --- |
| Schroder GAIA BlueTrend | A-, C-, E- und N-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |
| Schroder GAIA Cat Bond | A-, C- und F-Anteile | USD | 100.000 | USD | 50.000 | USD | 100.000 |
|  | I-Anteile | USD | 5.000.000 | USD | 2.500.000 | USD | 5.000.000 |
|  | IF-Anteile | USD | 1.000.000 | USD | 500.000 | USD | 1.000.000 |
| Schroder GAIA Contour Tech Equity | A-, A1-, C- und E-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |
| Schroder GAIA Egerton Equity |  |  |  |  |  |  |  |
|  | A-, A1-, C- und E-Anteile | EUR | 10.000 | EUR | 5.000 | EUR | 10.000 |
|  | X-Anteile | EUR | 100.000.000 | EUR | 2.500.000 | EUR | 100.000.000 |
| Schroder GAIA Helix |  |  |  |  |  |  |  |
|  | A-, C-, C1-, E- und S-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |
|  | I-Anteile | USD | 5.000.000 | USD | 2.500.000 | USD | 5.000.000 |
|  | IZ-Anteile | USD | 100.000.000 | USD | 20.000.000 | USD | 100.000.000 |
|  | X-Anteile | USD | 100.000.000 | USD | 2.500.000 | USD | 100.000.000 |
| Schroder GAIA Oaktree Credit |  |  |  |  |  |  |  |
|  | A2-, C- und E-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |
|  | I-Anteile | USD | 5.000.000 | USD | 2.500.000 | USD | 5.000.000 |
| Schroder GAIA Sirios US Equity |  |  |  |  |  |  |  |
|  | A-, C- und E-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |
|  | X-Anteile | USD | 100.000.000 | USD | 2.500.000 | USD | 100.000.000 |
| Schroder GAIA Two Sigma Diversified |  |  |  |  |  |  |  |
|  | C- und K-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |
| Schroder GAIA UK Dynamic Absolute Return Fund |  |  |  |  |  |  |  |
|  | C- und K-Anteile | GBP | 10.000 | GBP | 5.000 | GBP | 10.000 |
|  | I-Anteile | GBP | 5.000.000 | GBP | 2.500.000 | GBP | 5.000.000 |
|  | R-Anteile |  | Entfällt |  | Entfällt |  | Entfällt |
| Schroder GAIA Wellington Pagosa |  |  |  |  |  |  |  |
|  | A-, C-, C1- und E-Anteile | USD | 10.000 | USD | 5.000 | USD | 10.000 |

Zusammenfassung der wesentlichen Rechnungslegungsmethoden
Der Abschluss wird im Einklang mit den in Luxemburg allgemein anerkannten Rechnungslegungsgrundsätzen für Investmentfonds auf der Grundlage der Unternehmensfortführung aufgestellt und dargestellt.

#### Nettoinventarwert

##### Berechnung des Nettoinventarwerts je Anteil
Der Nettoinventarwert je Anteil wird für jede Anteilsklasse am Berechnungstag in der Währung der jeweiligen Anteilsklasse berechnet. Bei der Berechnung wird der der jeweiligen Anteilsklasse zuzurechnende Nettoinventarwert, der dem anteiligen Wert ihrer Vermögenswerte abzüglich ihrer Verbindlichkeiten entspricht, durch die Anzahl der ausgegebenen Anteile dieser Anteilsklasse dividiert. Die sich daraus ergebende Summe wird auf bis zu vier Dezimalstellen gerundet. Weitere Details zu den Regeln für die Bewertung des Gesamtvermögens befinden sich im aktuellen Verkaufsprospekt.

##### Bewertung des Vermögens der Gesellschaft
Der Wert von Kassen- oder Einlagenbeständen, Wechseln, Sichtwechseln und Forderungen, transitorischen Aktiva sowie Bardividenden und Zinsen, die wie oben erwähnt, fällig oder aufgelaufen, jedoch noch nicht eingegangen sind, wird in voller Höhe berücksichtigt, es sei denn, es ist im jeweiligen Fall unwahrscheinlich, dass der Betrag in voller Höhe gezahlt wird oder eingeht. In diesem Fall ist der Wert nach einem von der Gesellschaft für angemessen gehaltenen Abzug zu ermitteln.
Der Wert von Wertpapieren, derivativen Finanzinstrumenten und Vermögenswerten wird an dem jeweiligen Geschäftstag auf Basis der Schlusskurse an einer Börse oder einem anderen geregelten Markt ermittelt, an der bzw. an dem diese Wertpapiere oder Vermögenswerte gehandelt werden oder zum Handel zugelassen sind. Bei Wertpapieren, die nicht an einer amtlichen Börse oder einem anderen geregelten Markt gehandelt werden oder zum Handel zugelassen sind, oder bei Wertpapieren, die zwar gehandelt werden oder zum Handel zugelassen sind, deren letzter verfügbarer Kurs aber nicht ihren tatsächlichen Wert widerspiegelt, muss der Verwaltungsrat den erwarteten Verkaufspreis zugrunde legen, der mit der gebotenen Sorgfalt und in gutem Glauben anzusetzen ist.
Derivative Finanzinstrumente, die nicht an einer amtlichen Börse notiert sind oder an einem anderen organisierten Markt gehandelt werden, müssen täglich einer zuverlässigen und überprüfbaren Bewertung unterzogen werden und können jederzeit auf Initiative der Gesellschaft zum beizulegenden Zeitwert veräußert, abgewickelt oder durch ein Gegengeschäft glattgestellt werden.
Sollte einer der vorstehend beschriebenen Bewertungsgrundsätze nicht der an spezifischen Märkten üblicherweise angewendeten Bewertungsmethode entsprechen oder erscheint einer dieser Bewertungsgrundsätze aufgrund der Ungenauigkeit der Bewertung zur Ermittlung des Werts des Gesellschaftsvermögens ungeeignet, kann der Verwaltungsrat nach Treu und Glauben und gemäß den allgemein anerkannten Bewertungsgrundsätzen und -verfahren andere Bewertungsgrundsätze festlegen.
Anteile an offenen OGA werden auf der Grundlage ihres von diesen OGA zuletzt gemeldeten Nettoinventarwerts bewertet.

#### Fair Value Pricing
Teilfonds	Wertpapiername
Der Verwaltungsrat behält sich das Recht vor, Fair Value Pricing immer dann anzuwenden, wenn er dies für angebracht hält. Zum 31. März 2022 wurde die Fair-Value-Anpassung auf die folgenden Wertpapiere angewandt:
Schroder GAIA Cat Bond	LionRock SideCar 2021-1 perpetual, ZCP
Voussoir Re perpetual, variabel
Schroder GAIA Helix	CFD auf MAGNIT PJSC CFD auf TRINITY LIMITED
Fix Price Group
Russian Federal Bond - OFZ 23/03/33, 7.70%
Softline Holding
Schroder GAIA Wellington Pagosa	Clementia Pharmaceuticals

#### Besteuerung
Die Gesellschaft unterliegt in Luxemburg keinen Steuern auf Einkommen oder Kapitalerträge.
Die einzige Steuer, die die Gesellschaft abführen muss, ist die „Taxe d’abonnement“ zum Satz von 0,05 % per annum des Nettoinventarwerts der einzelnen
Teilfonds am Ende des jeweiligen Quartals; sie wird vierteljährlich berechnet und fällig.
Auf Anteilsklassen oder Teilfonds, die ausschließlich institutionellen Anlegern (im Sinne von Artikel 174 des Gesetzes vom 17. Dezember 2010 in der jeweils
gültigen Fassung) vorbehalten sind, wird eine Steuer zum Satz von 0,01 % per annum erhoben.
Von der Gesellschaft vereinnahmte Zins- und Dividendenerträge unterliegen gegebenenfalls einer nicht erstattungsfähigen Quellensteuer in den Herkunftsländern. Die Gesellschaft kann außerdem in den Herkunftsländern zu einer Steuer auf realisierten oder nicht realisierten Kapitalzuwachs seines Vermögens veranlagt werden, und in bestimmten Ländern werden Rückstellungen dafür anerkannt.
* Für nähere Angaben zu den Kapitalmaßnahmen, die während des Berichtszeitraums vorgenommen wurden, wird auf den Bericht des Verwaltungsrats verwiesen.

#### Managementgebühren
Die Anlageverwalter sind berechtigt, Managementgebühren für ihre Dienste zu beziehen, die auf der Grundlage der Nettoinventarwerte der Teilfonds täglich berechnet und verbucht sowie monatlich gezahlt werden. Die für den Berichtszeitraum tatsächlich anfallenden Gebühren sind in der folgenden Tabelle dargestellt:
Teilfonds	Anteilsklasse	Managementgebühren
Schroder GAIA BlueTrend
Schroder GAIA Cat Bond
Schroder GAIA Contour Tech Equity
Schroder GAIA Egerton Equity
Schroder GAIA Helix
Schroder GAIA Oaktree Credit
Schroder GAIA Sirios US Equity
Schroder GAIA Two Sigma Diversified
Schroder GAIA UK Dynamic Absolute Return Fund
Schroder GAIA Wellington Pagosa
A-Anteile	1,60 %
C-, E- und N-Anteile	1,00 %
I*-Anteile	Entfällt
A- und F-Anteile	1,50 %
C- und IF-Anteile	1,10 %
I-Anteile	Entfällt
A- und A1-Anteile	2,00 %
C-Anteile	1,25 %
E-Anteile	1,00 %
I*-Anteile	Entfällt
A- und A1-Anteile	2,00 %
C- und E-Anteile	1,25 %
X-Anteile (effektiver Satz)	bis zu 1,25 % (1,25 %) I*-Anteile		Entfällt
A-Anteile	2,00 %
C-, C1- und IZ*-Anteile	1,00 %
E-Anteile	0,75 %
S*-Anteile (effektiver Satz)	bis zu 1,00 % (0,35 %)
X-Anteile (effektiver Satz)	bis zu 1,00 % (0,60 %) I-Anteile		Entfällt
A2-Anteile	1,25 %
C-Anteile	0,75 %
E-Anteile	0,60 %
I-Anteile	Entfällt
A-Anteile	2,00 %
C-Anteile	1,25 %
E-Anteile	1,00 %
X-Anteile (effektiver Satz)	bis zu 1,25 % (1,25 %) I*-Anteile		Entfällt
C-Anteile	1,40 %
K-Anteile	1,90 %
I*-Anteile	Entfällt
C- und R-Anteile	0,75 %
K-Anteile	1,25 %
I-Anteile	Entfällt
A- und A1*-Anteile	2,00 %
C- und C1-Anteile	1,25 %
E-Anteile	0,75 %
I*-Anteile	Entfällt
Diese Gebühren können von der Verwaltungsgesellschaft nach freiem Ermessen teilweise erlassen werden.

#### Honorare der Verwaltungsratsmitglieder
Marie-Jeanne Chèvremont-Lorenzini, Bernard Herman und Eric Bertrand erhielten für den Berichtszeitraum jeweils eine Vergütung in Höhe von 10.083 EUR. Hugh Mullan erhielt für den Berichtszeitraum eine Vergütung in Höhe von 8.000 EUR. Die verbleibenden Verwaltungsratsmitglieder verzichteten auf ihr Honorar.
* Für nähere Angaben zu den Kapitalmaßnahmen, die während des Berichtszeitraums vorgenommen wurden, wird auf den Bericht des Verwaltungsrats verwiesen.

#### Performancegebühren
Die Performancegebühr wird dann fällig, wenn der Fonds eine sog. Outperformance erzielt, d. h., dass die Zunahme des Nettoinventarwerts pro Anteil während des entsprechenden Wertentwicklungszeitraums die High-Water-Mark übersteigt, d. h., als Referenz gilt der jeweils am Ende eines vorhergehenden Wertentwicklungszeitraums verzeichnete Nettoinventarwert pro Anteil (die „High-Water-Mark“).
Die Performancegebühr einer Anteilsklasse läuft an jedem Geschäftstag auf und wird am nächstfolgenden Berechnungstag in den Nettoinventarwerten der Teilfonds berücksichtigt, und zwar auf Grundlage der Differenz zwischen dem Nettoinventarwert je Anteil am gleichen Berechnungstag (vor Abzug etwaiger Rückstellungen für die Performancegebühr) und der Hurdle, multipliziert mit der durchschnittlichen Zahl der während des Berichtszeitraums ausgegebenen Anteile oder im Falle einer auf der Outperformance gegenüber der Benchmark basierenden Performancegebühr mit dem angestrebten Nettoinventarwert je Anteil (d. h. dem hypothetischen Nettoinventarwert je Anteil, der unter Zugrundelegung der Wertentwicklung der Benchmark bis zum Geschäftstag erzielt worden wäre) oder, sofern höher, anhand der High-Water-Mark multipliziert mit der durchschnittlichen Anzahl der während des Berichtszeitraums umlaufenden Anteile. Für I-Anteile wird keine Performancegebühr berechnet.
Nähere Einzelheiten zur Berechnung der während des Berichtszeitraums angefallenen Performancegebühren sind in der nachfolgenden Tabelle aufgeführt. Weitere Angaben zur Berechnung der Performancegebühren sind dem aktuellen Verkaufsprospekt zu entnehmen. Die für den Berichtszeitraum zahlbaren Gebühren sind in der Nettovermögensaufstellung unter „Fällige Performancegebühren“ ausgewiesen. Die während des Berichtszeitraums für die einzelnen Anteilsklassen erhobenen Performancegebühren sind auf den Seiten 134-135 aufgeführt.
| Teilfonds	Anlageverwalter	Benchmark |
| --- |
| Schroder GAIA BlueTrend | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend BRL Abgesichert | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend CHF Abgesichert | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend EUR Abgesichert | Systematica Investments Limited |  |
| Schroder GAIA BlueTrend GBP Abgesichert | Systematica Investments Limited |  |
| Schroder GAIA Contour Tech Equity | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity CHF Abgesichert | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity EUR Abgesichert | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity GBP Abgesichert | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity SEK Abgesichert | Contour Asset Management, LLC |  |
| Schroder GAIA Contour Tech Equity SGD Abgesichert | Contour Asset Management, LLC |  |
| Schroder GAIA Egerton Equity | Egerton Capital (UK) LLP | Euro Short-Term Rate (ESTR) +1,00 % |
| Schroder GAIA Egerton Equity GBP Abgesichert | Egerton Capital (UK) LLP | Euro Short-Term Rate (ESTR) +1,00 % |
| Schroder GAIA Egerton Equity USD Abgesichert | Egerton Capital (UK) LLP | Euro Short-Term Rate (ESTR) +1,00 % |
| Schroder GAIA Helix | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Helix CHF Abgesichert | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Helix EUR Abgesichert | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Helix GBP Abgesichert | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Helix JPY Abgesichert | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Helix SEK Abgesichert | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Helix SGD Abgesichert | Schroder Investment Management Limited | Secured Overnight Financing Rate (SOFR) ** |
| Schroder GAIA Sirios US Equity | Sirios Capital Management LP | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Sirios US Equity CHF Abgesichert | Sirios Capital Management LP | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Sirios US Equity EUR Abgesichert | Sirios Capital Management LP | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Sirios US Equity GBP Abgesichert | Sirios Capital Management LP | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Two Sigma Diversified | Two Sigma Advisers LP |  |
| Schroder GAIA Two Sigma Diversified CHF Abgesichert | Two Sigma Advisers LP |  |
| Schroder GAIA Two Sigma Diversified EUR Abgesichert | Two Sigma Advisers LP |  |
| Schroder GAIA Two Sigma Diversified GBP Abgesichert | Two Sigma Advisers LP |  |
| Schroder GAIA UK Dynamic Absolute Return Fund | BennBridge Ltd. |  |

Schroder GAIA UK Dynamic Absolute Return Fund CHF
Abgesichert	BennBridge Ltd.
Schroder GAIA UK Dynamic Absolute Return Fund EUR
Abgesichert	BennBridge Ltd.
Schroder GAIA UK Dynamic Absolute Return Fund USD
| Abgesichert | BennBridge Ltd. |  |
| --- | --- | --- |
| Schroder GAIA Wellington Pagosa | Wellington Management International Limited | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Wellington Pagosa BRL Abgesichert | Wellington Management International Limited | Brazil CETIP DI Interbank Deposit Rate |
| Schroder GAIA Wellington Pagosa CHF Abgesichert | Wellington Management International Limited | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Wellington Pagosa EUR Abgesichert | Wellington Management International Limited | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Wellington Pagosa GBP Abgesichert | Wellington Management International Limited | Secured Overnight Financing Rate (SOFR) |
| Schroder GAIA Wellington Pagosa SGD Abgesichert | Wellington Management International Limited | Secured Overnight Financing Rate (SOFR) |

Für den Schroder GAIA Contour Tech Equity, den Schroder GAIA Egerton Equity, den Schroder GAIA Two Sigma Diversified und den Schroder GAIA UK
Dynamic Absolute Return Fund beträgt die Performancegebühr 20 % der Outperformance.
Für den Schroder GAIA Helix, den Schroder GAIA Sirios US Equity und den Schroder GAIA Wellington Pagosa beträgt die Performancegebühr 20 % der Outperformance (mit Ausnahme von E-Anteilen, für die sich die Gebühr auf 15 % der Outperformance beläuft).
Für den Schroder GAIA BlueTrend beträgt die Performancegebühr 10 % der Outperformance.
Für den Schroder GAIA Cat Bond und den Schroder GAIA Oaktree Credit wird keine Performancegebühr berechnet.
** Mit Wirkung zum 1. März 2022 wurde die Secured Overnight Financing Rate (SOFR) zur Benchmark für den Schroder GAIA Helix.

#### Gebühren der Verwahrstelle und der Verwaltungsstelle
Die Depotbank und der Fondsverwalter haben Anspruch auf Gebühren für diesbezügliche im Einklang mit der in Luxemburg üblichen Praxis erbrachte Leistungen, die monatlich aus dem Nettovermögen des Fonds zu zahlen sind.

#### Wiederanlage von Barsicherheiten
Zur Reduzierung von Kontrahentenrisiken zahlen oder erhalten Teilfonds mit Währungsabsicherungstransaktionen, die sich auf abgesicherte Anteilsklassen beziehen, auf täglicher Basis Barsicherheiten an den Kontrahenten bzw. vom Kontrahenten, wodurch das Risiko über die Dauer des Terminkontrakts reduziert wird.
Anlageverwalter können die von ihren Kontrahenten im Zusammenhang mit Währungsabsicherungsgeschäften erhaltenen Barsicherheiten erneut investieren.
Bei Fälligkeit der Terminkontrakte zu erhaltende oder zu zahlende Sicherheiten sind in der Nettovermögensaufstellung als „Zu erhaltende/zahlende Nettosicherheiten auf Devisenterminkontrakte für Anteilsklassen mit Währungsabsicherung“ ausgewiesen. Forderungen nach zu erhaltenden oder zu zahlenden Sicherheiten sind in der Nettovermögensaufstellung als „Zu erhaltende/zahlende Sicherheitenforderungen auf Devisenterminkontrakte für Anteilsklassen mit Währungsabsicherung“ ausgewiesen.

#### Devisenterminkontrakte
Offene Devisenterminkontrakte sind mit Bezug auf den Devisenterminkurs, der sich auf das Fälligkeitsdatum des betreffenden Kontrakts bezieht, zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der nicht realisierte Wertzuwachs/(Wertverlust) ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Devisenterminkontrakten“ aufgeführt.
Am 31. März 2022 waren die folgenden Teilfonds in Devisenterminkontrakten engagiert:
| Nicht realisierter Gekaufte	Verkaufte	Verkaufter	Wertzuwachs/ |
| --- |
| Währungen | Gekaufter Betrag | Währungen | Betrag | Fälligkeitsdatum | (Wertverlust) |
| Schroder GAIA BlueTrend |  |  |  |  |  |
| Absicherung des Portfolios |  |  |  |  |  |
| AUD | 18.500.000 | USD | 13.696.457 | 20. Apr. 2022 | 149.634 |
| AUD | 2.005.000 | USD | 1.504.245 | 26. Apr. 2022 | (3.517) |
| BRL | 3.962.296 | USD | 767.074 | 26. Apr. 2022 | 60.043 |
| BRL | 81.287.585 | USD | 15.671.815 | 15. Jun. 2022 | 1.044.154 |
| CAD | 29.361.464 | USD | 23.314.302 | 20. Apr. 2022 | 170.471 |
| CAD | 1.705.000 | USD | 1.360.722 | 26. Apr. 2022 | 2.973 |
| CHF | 1.065.000 | USD | 1.149.909 | 26. Apr. 2022 | 3.475 |
| CLP | 4.906.352.623 | USD | 6.138.585 | 15. Jun. 2022 | 19.389 |
| CNH | 13.264.266 | USD | 2.086.957 | 6. Apr. 2022 | (10) |
| CNH | 119.596.705 | USD | 18.874.216 | 20. Apr. 2022 | (74.331) |
| CNH | 39.721.494 | USD | 6.229.936 | 18. Mai 2022 | 3.216 |
| EUR | 15.100.000 | USD | 16.600.831 | 20. Apr. 2022 | 111.248 |
| EUR | 1.100.000 | USD | 1.217.350 | 26. Apr. 2022 | 308 |
| GBP | 3.830.617 | USD | 5.042.267 | 20. Apr. 2022 | (10.747) |
| HKD | 13.420.000 | USD | 1.715.031 | 26. Apr. 2022 | (1.504) |
| HUF | 908.069.855 | USD | 2.664.073 | 20. Apr. 2022 | 64.326 |
| IDR | 277.651.663.282 | USD | 19.216.328 | 15. Jun. 2022 | 55.268 |
| INR | 2.287.535.245 | USD | 30.107.642 | 15. Jun. 2022 | (153.927) |
| JPY | 2.043.705.950 | USD | 17.198.976 | 20. Apr. 2022 | (406.505) |
| JPY | 87.365.000 | USD | 712.784 | 26. Apr. 2022 | 5.155 |
| KRW | 65.739.439 | USD | 54.210 | 26. Apr. 2022 | 4 |
| KRW | 22.107.385.332 | USD | 18.198.284 | 15. Jun. 2022 | 28.147 |
| MXN | 369.390.562 | USD | 17.814.239 | 20. Apr. 2022 | 705.632 |
| MXN | 10.880.000 | USD | 534.509 | 26. Apr. 2022 | 10.396 |
| NOK | 120.601.825 | USD | 13.662.085 | 20. Apr. 2022 | 33.988 |
| NZD | 20.600.000 | USD | 14.170.491 | 20. Apr. 2022 | 103.227 |
| PHP | 154.396.373 | USD | 2.956.986 | 15. Jun. 2022 | 15.232 |
| PLN | 13.801.060 | USD | 3.209.863 | 20. Apr. 2022 | 69.923 |
| SEK | 76.938.191 | USD | 8.029.308 | 20. Apr. 2022 | 155.831 |
| SEK | 4.965.000 | USD | 533.908 | 26. Apr. 2022 | (5.643) |
| SGD | 13.075.787 | USD | 9.643.367 | 20. Apr. 2022 | 3.422 |
| THB | 37.702.616 | USD | 1.137.077 | 20. Apr. 2022 | (3.116) |
| TWD | 356.300.816 | USD | 12.602.610 | 15. Jun. 2022 | (158.332) |

| Nicht realisierter Gekaufte	Verkaufte	Verkaufter	Wertzuwachs/ |
| --- |
| Währungen | Gekaufter Betrag | Währungen | Betrag | Fälligkeitsdatum |  | (Wertverlust) |
| USD | 11.633.173 | AUD | 15.907.074 | 20. Apr. 2022 |  | (272.276) |
| USD | 735.808 | AUD | 980.000 | 26. Apr. 2022 |  | 2.286 |
| USD | 140.292 | AUD | 192.926 | 15. Jun. 2022 |  | (4.258) |
| USD | 754.945 | BRL | 3.962.296 | 26. Apr. 2022 |  | (72.172) |
| USD | 760.741 | BRL | 3.962.296 | 24. Mai 2022 |  | (59.373) |
| USD | 7.646.229 | BRL | 39.344.747 | 15. Jun. 2022 |  | (444.619) |
| USD | 6.390.300 | CAD | 8.153.467 | 20. Apr. 2022 |  | (131253) |
| USD | 958.767 | CAD | 1.205.000 | 26. Apr. 2022 |  | (5.017) |
| USD | 1.207.184 | CHF | 1.125.000 | 26. Apr. 2022 |  | (11.179) |
| USD | 2.366.115 | CLP | 1.949.517.998 | 15. Jun. 2022 |  | (80.729) |
| USD | 2.088.445 | CNH | 13.264.266 | 6. Apr. 2022 |  | 1.497 |
| USD | 15.306.877 | CNH | 97.517.814 | 20. Apr. 2022 |  | (22.336) |
| USD | 2.987 | CNH | 19.031 | 18. Mai 2022 |  | 2 |
| USD | 10.216 | CZK | 230.000 | 26. Apr. 2022 |  | (180) |
| USD | 30.427.786 | EUR | 27.300.000 | 20. Apr. 2022 |  | 213.227 |
| USD | 2.672.091 | EUR | 2.430.000 | 26. Apr. 2022 |  | (17.825) |
| USD | 17.905.177 | GBP | 13.630.617 | 20. Apr. 2022 |  | 1.347 |
| USD | 1.254.051 | GBP | 950.000 | 26. Apr. 2022 |  | 6.268 |
| USD | 1.516.906 | HKD | 11.865.000 | 26. Apr. 2022 |  | 1.929 |
| USD | 4.371.640 | HUF | 1.541.777.051 | 20. Apr. 2022 |  | (260.803) |
| USD | 6.242 | HUF | 2.125.000 | 26. Apr. 2022 |  | (138) |
| USD | 5.665.716 | IDR | 81.932.839.698 | 15. Jun. 2022 |  | (21.181) |
| USD | 23.116.505 | INR | 1.775.178.234 | 15. Jun. 2022 |  | (128.243) |
| USD | 37.638.180 | JPY | 4.361.369.653 | 20. Apr. 2022 |  | 1.802.215 |
| USD | 946.590 | JPY | 114.500.000 | 26. Apr. 2022 |  | 5.664 |
| USD | 1.917.478 | KRW | 2.345.247.212 | 26. Apr. 2022 |  | (16.625) |
| USD | 26.820.173 | KRW | 32.283.216.650 | 15. Jun. 2022 |  | 204.276 |
| USD | 4.325.660 | MXN | 90.364.952 | 20. Apr. 2022 |  | (204.904) |
| USD | 213.382 | MXN | 4.330.000 | 26. Apr. 2022 |  | (3.478) |
| USD | 11.649.372 | NOK | 104.977.287 | 20. Apr. 2022 |  | (272.311) |
| USD | 13.500.135 | NZD | 19.800.000 | 20. Apr. 2022 |  | (219.264) |
| USD | 13.870 | NZD | 20.000 | 26. Apr. 2022 |  | 14 |
| USD | 7.243.416 | PHP | 379.392.576 | 15. Jun. 2022 |  | (60.109) |
| USD | 5.502.896 | PLN | 24.365.044 | 20. Apr. 2022 |  | (287.399) |
| USD | 12.782 | PLN | 55.000 | 26. Apr. 2022 |  | (281) |
| USD | 16.282.906 | SEK | 160.749.509 | 20. Apr. 2022 |  | (818.585) |
| USD | 11.797.753 | SGD | 16.052.544 | 20. Apr. 2022 |  | (45.164) |
| USD | 150.903 | SGD | 205.000 | 26. Apr. 2022 |  | (335) |
| USD | 8.049.300 | THB | 267.565.716 | 20. Apr. 2022 |  | 1.868 |
| USD | 286.532 | THB | 9.556.609 | 26. Apr. 2022 |  | (907) |
| USD | 98.627 | TRY | 1.495.000 | 26. Apr. 2022 |  | (1.532) |
| USD | 24.893.822 | TWD | 688.656.465 | 15. Jun. 2022 |  | 841.583 |
| USD | 623.305 | ZAR | 9.259.315 | 20. Apr. 2022 |  | (9.065) |
| USD | 2.900.069 | ZAR | 42.830.000 | 26. Apr. 2022 |  | (22.768) |
| ZAR | 140.785.569 | USD | 9.256.075 | 20. Apr. 2022 |  | 358.948 |
| ZAR | 27.105.000 | USD | 1.844.503 | 26. Apr. 2022 |  | 5.217 |
|  |  |  |  |  | USD | 1.949.862 |

| Nicht realisierter Gekaufte	Verkaufte	Verkaufter	Wertzuwachs/ |
| --- |
| Währungen	Gekaufter Betrag | Währungen | Betrag | Fälligkeitsdatum |  | (Wertverlust) |
| Schroder GAIA BlueTrend (Forts.) Absicherung der Anteilsklasse |  |  |  |  |  |
| BRL	144.968.203 | USD | 29.773.545 | 29. Apr. 2022 |  | 463.945 |
| CHF	758.206 | USD | 813.598 | 29. Apr. 2022 |  | 7.618 |
| EUR	60.262.238 | USD | 66.316.110 | 29. Apr. 2022 |  | 397.835 |
| GBP	63.334.961 | USD | 83.427.671 | 29. Apr. 2022 |  | (241.278) |
| USD	1.613.844 | BRL | 7.793.363 | 29. Apr. 2022 |  | (11.696) |
| USD	4.112 | EUR | 3.721 | 29. Apr. 2022 |  | (7) |
| USD	819 | GBP | 626 | 29. Apr. 2022 |  | (2) |
|  |  |  |  | USD | 616.415 |
|  |  |  |  | USD | 2.566.277 |
| Schroder GAIA Cat Bond Absicherung des Portfolios |  |  |  |  |  |
| USD	76.003.080 | EUR | 66.500.000 | 06 Mai 2022 |  | 2.365.704 |
|  |  |  |  | USD | 2.365.704 |
| Absicherung der Anteilsklasse CHF	207.300.385 | USD | 222.451.821 | 29. Apr. 2022 |  | 2.075.660 |
| EUR	667.700.248 | USD | 734.814.386 | 29. Apr. 2022 |  | 4.370.185 |
| GBP	10.503 | USD | 13.837 | 29. Apr. 2022 |  | (41) |
| JPY	1.280.187 | USD | 10.530 | 28. Apr. 2022 |  | (10) |
| SEK	6.673.454.141 | USD | 710.135.483 | 29. Apr. 2022 |  | (55.844) |
| SGD	396.365 | USD | 291.965 | 29. Apr. 2022 |  | 448 |
| USD	135.956,00 | CHF | 126.459,00 | 29. Apr. 2022 |  | (1.010) |
| USD	1.375.988,00 | EUR | 1.251.455,00 | 29. Apr. 2022 |  | (9.448) |
| USD	141.727,00 | SEK | 1.331.506,00 | 29. Apr. 2022 |  | 50 |
| USD	812,00 | SGD | 1.102,00 | 29. Apr. 2022 |  | (2) |
|  |  |  |  | USD | 6.379.988 |
|  |  |  |  | USD | 8.745.692 |
| Schroder GAIA Contour Tech Equity Absicherung des Portfolios |  |  |  |  |  |
| AUD	4.194.290 | USD | 3.063.943 | 12. Mai 2022 |  | 76.302 |
| EUR	4.060.962 | USD | 4.535.092 | 12. Mai 2022 |  | (37.052) |
| GBP	3.314.317 | USD | 4.447.184 | 12. Mai 2022 |  | (94.288) |
| JPY	1.299.546.284 | USD | 11.059.980 | 12. Mai 2022 |  | (376.359) |
| NOK	71.519.659 | USD | 8.062.978 | 12. Mai 2022 |  | 57.384 |
| USD	2.750.256 | AUD | 3.797.039 | 12. Mai 2022 |  | (92.570) |
| USD	5.756.826 | EUR | 5.159.916 | 12. Mai 2022 |  | 41.551 |
| USD	4.850.966 | GBP | 3.636.319 | 12. Mai 2022 |  | 75.164 |
| USD	8.715.941 | JPY | 1.012.182.154 | 12. Mai 2022 |  | 394.752 |
| USD	9.104.123 | NOK | 80.764.639 | 12. Mai 2022 |  | (65.918) |
|  |  |  |  | USD | (21.034) |
| Absicherung der Anteilsklasse CHF	4.010.619 | USD | 4.303.735 | 29. Apr. 2022 |  | 40.176 |
| EUR	107.579.965 | USD | 118.393.523 | 29. Apr. 2022 |  | 704.006 |
| GBP	23.700.386 | USD | 31.220.423 | 29. Apr. 2022 |  | (91.491) |
| SEK	156.226.264 | USD | 16.624.612 | 29. Apr. 2022 |  | (1.574) |
| SGD	891.928 | USD | 657.000 | 29. Apr. 2022 |  | 1.007 |
| USD	126.363 | CHF | 117.736 | 29. Apr. 2022 |  | (1.158) |
| USD	3.889.755 | EUR | 3.519.415 | 29. Apr. 2022 |  | (6.449) |
| USD	1.106.274 | GBP | 842.306 | 29. Apr. 2022 |  | (40) |

Schroder GAIA Contour Tech Equity (Forts.)
| USD | 431.472 | SEK | 4.047.820 | 29. Apr. 2022 |  | 770 |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 16.959 | SGD | 23.059 | 29. Apr. 2022 |  | (52) |
|  |  |  |  |  | USD | 645.195 |
|  |  |  |  |  | USD | 624.161 |
| Schroder GAIA Egerton Equity Absicherung des Portfolios |  |  |  |  |  |  |
| CHF | 8.177.000 | EUR | 8.123.889 | 8. Apr. 2022 |  | (124.586) |
| CNY | 32.921.000 | EUR | 4.791.715 | 11. Apr. 2022 |  | (102.736) |
| EUR | 64.554.090 | CAD | 89.634.000 | 8. Apr. 2022 |  | (250.676) |
| EUR | 14.114.455 | CNY | 97.545.000 | 11. Apr. 2022 |  | 220.999 |
| EUR | 6.820.428 | GBP | 5.728.000 | 8. Apr. 2022 |  | 19.524 |
| EUR | 4.357.857 | HKD | 37.026.000 | 8. Apr. 2022 |  | 85.410 |
| EUR | 6.264.430 | JPY | 785.240.000 | 8. Apr. 2022 |  | 434.055 |
| EUR | 2.545.481 | SEK | 27.661.000 | 8. Apr. 2022 |  | (113.761) |
| EUR | 646.435.167 | USD | 703.789.000 | 8. Apr. 2022 |  | 10.310.725 |
| GBP | 4.740.000 | EUR | 5.717.629 | 8. Apr. 2022 |  | (89.786) |
| HKD | 13.242.000 | EUR | 1.531.852 | 8. Apr. 2022 |  | (3.851) |
| USD | 33.588.000 | EUR | 30.736.033 | 8. Apr. 2022 |  | (377.292) |
|  |  |  |  |  | EUR | 10.008.025 |
| Absicherung der Anteilsklasse EUR | 863.101 | GBP | 719.395 | 29. Apr. 2022 |  | 9.598 |
| EUR | 5.919.930 | USD | 6.556.435 | 29. Apr. 2022 |  | (2.448) |
| GBP | 65.057.716 | EUR | 77.892.780 | 29. Apr. 2022 |  | (707.295) |
| USD | 304.224.377 | EUR | 276.510.702 | 29. Apr. 2022 |  | (1.707.077) |
|  |  |  |  |  | EUR | (2.407.222) |
|  |  |  |  |  | EUR | 7.600.803 |
| Schroder GAIA Helix Absicherung des Portfolios |  |  |  |  |  |  |
| AUD | 194.000 | USD | 141.187 | 7. Apr. 2022 |  | 3.988 |
| AUD | 19.065.000 | USD | 13.815.743 | 28. Apr. 2022 |  | 454.626 |
| AUD | 22.160.000 | USD | 15.858.603 | 18. Mai 2022 |  | 734.607 |
| CAD | 20.250.000 | USD | 16.019.669 | 28. Apr. 2022 |  | 176.508 |
| CHF | 20.647.000 | EUR | 20.002.716 | 28. Apr. 2022 |  | 218.477 |
| CHF | 24.683.000 | USD | 27.082.644 | 28. Apr. 2022 |  | (349.361) |
| CLP | 180.715.000 | USD | 215.355 | 12. Apr. 2022 |  | 14.026 |
| DKK | 13.512.000 | EUR | 1.815.641 | 28. Apr. 2022 |  | 922 |
| DKK | 43.836.000 | USD | 6.664.765 | 28. Apr. 2022 |  | (140.991) |
| EUR | 10.850.922 | CHF | 11.167.000 | 28. Apr. 2022 |  | (82.316) |
| EUR | 5.450.549 | DKK | 40.566.000 | 28. Apr. 2022 |  | (3.218) |
| EUR | 6.779.793 | GBP | 5.705.794 | 28. Apr. 2022 |  | 11.184 |
| EUR | 1.294.956 | NOK | 12.782.000 | 28. Apr. 2022 |  | (17.875) |
| EUR | 16.442.629 | SEK | 172.363.000 | 28. Apr. 2022 |  | (137.266) |
| EUR | 460.000 | USD | 520.905 | 11. Apr. 2022 |  | (11.933) |
| EUR | 85.876.501 | USD | 96.947.525 | 28. Apr. 2022 |  | (1.879.881) |
| EUR | 630.000 | USD | 693.083 | 6. Jun. 2022 |  | 5.523 |
| GBP | 12.943.720 | EUR | 15.405.257 | 28. Apr. 2022 |  | (53.208) |
| GBP | 73.990.373 | USD | 99.419.660 | 28. Apr. 2022 |  | (2.237.553) |
| GBP | 4.318.000 | USD | 5.830.031 | 18. Mai 2022 |  | (159.055) |
| HKD | 1.512.704.000 | USD | 194.024.348 | 28. Apr. 2022 |  | (871.962) |

| Nicht realisierter Gekaufte	Verkaufte	Verkaufter	Wertzuwachs/ |
| --- |
| Währungen | Gekaufter Betrag | Währungen | Betrag | Fälligkeitsdatum |  | (Wertverlust) |
| Schroder GAIA Helix (Forts.) |  |  |  |  |  |  |
| JPY | 6.448.143.144 | USD | 56.232.360 | 28. Apr. 2022 |  | (3.241.269) |
| MXN | 4.920.000 | USD | 240.011 | 6. Jun. 2022 |  | 4.481 |
| NOK | 72.509.000 | EUR | 7.190.258 | 28. Apr. 2022 |  | 273.760 |
| NOK | 35.741.000 | USD | 3.988.530 | 28. Apr. 2022 |  | 69.947 |
| NZD | 551.000 | USD | 368.281 | 28. Apr. 2022 |  | 13.454 |
| NZD | 3.463.000 | USD | 2.288.370 | 18. Mai 2022 |  | 109.878 |
| SEK | 197.935.000 | EUR | 18.880.642 | 28. Apr. 2022 |  | 159.224 |
| SEK | 136.174.569 | USD | 14.696.912 | 28. Apr. 2022 |  | (207.713) |
| SGD | 7.150.000 | USD | 5.265.021 | 21. Apr. 2022 |  | 9.942 |
| SGD | 15.330.000 | USD | 11.377.091 | 28. Apr. 2022 |  | (67.570) |
| SGD | 14.312.000 | USD | 10.624.534 | 18. Mai 2022 |  | (65.991) |
| USD | 145.333 | AUD | 194.000 | 7. Apr. 2022 |  | 158 |
| USD | 2.307.509 | AUD | 3.148.000 | 28. Apr. 2022 |  | (48.805) |
| USD | 750.508 | AUD | 1.023.000 | 18. Mai 2022 |  | (15.505) |
| USD | 9.755.407 | CAD | 12.348.000 | 28. Apr. 2022 |  | (120.663) |
| USD | 20.759.335 | CHF | 19.273.000 | 28. Apr. 2022 |  | (114.570) |
| USD | 3.886.129 | DKK | 26.090.000 | 28. Apr. 2022 |  | 3.357 |
| USD | 522.578 | EUR | 460.000 | 11. Apr. 2022 |  | 13.606 |
| USD | 74.995.252 | EUR | 67.310.947 | 28. Apr. 2022 |  | 480.189 |
| USD | 701.025 | EUR | 630.000 | 6. Jun. 2022 |  | 2.419 |
| USD | 77.717.229 | GBP | 58.452.104 | 28. Apr. 2022 |  | 943.751 |
| USD | 51.502.823 | HKD | 402.684.000 | 28. Apr. 2022 |  | 85.379 |
| USD | 34.500.338 | JPY | 4.094.103.694 | 28. Apr. 2022 |  | 854.831 |
| USD | 232.703 | MXN | 4.920.000 | 6. Jun. 2022 |  | (11.789) |
| USD | 4.098.727 | NOK | 36.173.093 | 28. Apr. 2022 |  | (8.812) |
| USD | 11.008.395 | SEK | 103.592.514 | 28. Apr. 2022 |  | (14.021) |
| USD | 2.052.926 | SGD | 2.794.000 | 21. Apr. 2022 |  | (8.366) |
| USD | 864.102 | SGD | 1.173.000 | 28. Apr. 2022 |  | (1.265) |
| USD | 627.513 | SGD | 855.000 | 18. Mai 2022 |  | (3.255) |
|  |  |  |  |  | USD | (5.229.976) |
| Absicherung der Anteilsklasse |  |  |  |  |  |  |
| CHF | 6.101.796 | USD | 6.547.743 | 29. Apr. 2022 |  | 61.126 |
| EUR | 239.921.289 | USD | 264.037.882 | 29. Apr. 2022 |  | 1.569.506 |
| GBP | 187.658.979 | USD | 247.220.591 | 29. Apr. 2022 |  | (742.595) |
| JPY | 1.240.806 | USD | 10.206 | 28. Apr. 2022 |  | (9) |
| SEK | 128.266 | USD | 13.650 | 29. Apr. 2022 |  | (2) |
| SGD | 30.063 | USD | 22.144 | 29. Apr. 2022 |  | 34 |
| USD | 41.727 | CHF | 38.800 | 29. Apr. 2022 |  | (298) |
| USD | 2.774.186 | EUR | 2.519.079 | 29. Apr. 2022 |  | (14.588) |
| USD | 27.916.798 | GBP | 21.176.387 | 29. Apr. 2022 |  | 102.976 |
| USD | 17 | JPY | 2.119 | 28. Apr. 2022 |  | – |
| USD | 34 | SEK | 323 | 29. Apr. 2022 |  | – |
| USD | 50 | SGD | 67 | 29. Apr. 2022 |  | – |
|  |  |  |  |  | USD | 976.150 |
|  |  |  |  |  | USD | (4.253.826) |
| Schroder GAIA Oaktree Credit |  |  |  |  |  |  |
| Absicherung des Portfolios AUD | 8.479 | USD | 6.164 | 20. Apr. 2022 |  | 182 |
| EUR | 458.864 | USD | 515.314 | 20. Apr. 2022 |  | (7.462) |

| Nicht realisierter Gekaufte	Verkaufte	Verkaufter	Wertzuwachs/ |
| --- |
| Währungen	Gekaufter Betrag | Währungen | Betrag | Fälligkeitsdatum |  | (Wertverlust) |
| Schroder GAIA Oaktree Credit (Forts.) |  |  |  |  |  |
| GBP	66.132 | USD | 88.522 | 20. Apr. 2022 |  | (1.658) |
| USD	394.542 | AUD | 549.438 | 20. Apr. 2022 |  | (16.678) |
| USD	7.802.433 | EUR | 6.879.671 | 20. Apr. 2022 |  | 188.285 |
| USD	1.821.382 | GBP | 1.342.886 | 20. Apr. 2022 |  | 57.498 |
|  |  |  |  | USD | 220.167 |
| Absicherung der Anteilsklasse CHF	517.703 | USD | 555.539 | 29. Apr. 2022 |  | 5.186 |
| EUR	1.999.120 | USD | 2.200.064 | 29. Apr. 2022 |  | 13.083 |
| GBP	19.728 | USD | 25.987 | 29. Apr. 2022 |  | (76) |
| USD	77 | CHF | 72 | 29. Apr. 2022 |  | (1) |
| USD	1.135 | EUR | 1.031 | 29. Apr. 2022 |  | (7) |
|  |  |  |  | USD | 18.185 |
|  |  |  |  | USD | 238.352 |
| Schroder GAIA Sirios US Equity Absicherung des Portfolios |  |  |  |  |  |
| DKK	6.292.000 | USD | 938.902 | 15. Jun. 2022 |  | (544) |
| EUR	566.000 | USD | 624.913 | 15. Jun. 2022 |  | 2.998 |
| GBP	122.000 | USD | 160.883 | 15. Jun. 2022 |  | (664) |
| USD	16.800.090 | EUR | 15.253.000 | 15. Jun. 2022 |  | (121.328) |
| USD	18.906.832 | GBP | 14.519.000 | 15. Jun. 2022 |  | (160.562) |
| USD	2.527.578 | SEK | 24.187.000 | 15. Jun. 2022 |  | (49.678) |
|  |  |  |  | USD | (329.778) |
| Absicherung der Anteilsklasse CHF	3.252.312 | USD | 3.490.006 | 29. Apr. 2022 |  | 32.580 |
| EUR	51.677.425 | USD | 56.881.501 | 29. Apr. 2022 |  | 328.538 |
| GBP	8.582.742 | USD | 11.306.003 | 29. Apr. 2022 |  | (33.124) |
| USD	10.499 | CHF | 9.765 | 29. Apr. 2022 |  | (78) |
| USD	1.247.976 | EUR | 1.128.044 | 29. Apr. 2022 |  | (839) |
| USD	120.689 | GBP | 91.629 | 29. Apr. 2022 |  | 340 |
|  |  |  |  | USD | 327.417 |
|  |  |  |  | USD | (2.361) |
| Schroder GAIA Two Sigma Diversified Absicherung des Portfolios |  |  |  |  |  |
| AUD	7.889.344 | USD | 5.776.091 | 15. Jun. 2022 |  | 134.969 |
| BRL	28.464.106 | USD | 5.583.661 | 18. Apr. 2022 |  | 370.821 |
| CAD	18.838.010 | USD | 15.029.881 | 15. Jun. 2022 |  | 35.934 |
| CHF	21.845.013 | USD | 23.625.315 | 15. Jun. 2022 |  | 90.084 |
| CNH	35.408.210 | USD | 5.566.209 | 15. Jun. 2022 |  | (18.106) |
| CZK	47.183.850 | USD | 2.017.203 | 15. Jun. 2022 |  | 102.442 |
| EUR	33.000.000 | USD | 36.463.851 | 15. Jun. 2022 |  | 145.786 |
| GBP	1.000.000 | USD | 1.313.622 | 15. Jun. 2022 |  | (350) |
| ILS	6.982.324 | USD | 2.127.484 | 15. Jun. 2022 |  | 65.485 |
| JPY	8.051.353.113 | USD | 69.528.906 | 15. Jun. 2022 |  | (3.264.152) |
| MXN	88.092.835 | USD | 4.079.860 | 15. Jun. 2022 |  | 290.911 |
| NZD	12.947.081 | USD | 8.834.380 | 15. Jun. 2022 |  | 127.218 |
| PLN	30.510.116 | USD | 6.786.406 | 15. Jun. 2022 |  | 421.947 |
| SEK	6.161.951 | USD | 629.143 | 15. Jun. 2022 |  | 27.447 |
| SGD	9.382.080 | USD | 6.886.244 | 15. Jun. 2022 |  | 35.920 |
| USD	10.385.328 | AUD | 14.136.746 | 15. Jun. 2022 |  | (206.574) |

Schroder GAIA Two Sigma Diversified (Forts.)
| USD | 37.407.819 | CAD | 48.062.544 | 15. Jun. 2022 |  | (1.030.501) |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 11.270.413 | CHF | 10.435.126 | 15. Jun. 2022 |  | (58.176) |
| USD | 5.986.584 | CNH | 38.245.220 | 15. Jun. 2022 |  | (6.050) |
| USD | 1.752.538 | CZK | 39.922.391 | 15. Jun. 2022 |  | (40.900) |
| USD | 97.812.480 | EUR | 89.000.000 | 15. Jun. 2022 |  | (922.601) |
| USD | 32.251.464 | GBP | 24.516.085 | 15. Jun. 2022 |  | 55.182 |
| USD | 678.962 | HUF | 239.934.747 | 15. Jun. 2022 |  | (36.080) |
| USD | 1.584.586 | ILS | 5.135.000 | 15. Jun. 2022 |  | (28.186) |
| USD | 7.541 | INR | 580.429 | 18. Apr. 2022 |  | (107) |
| USD | 24.661.615 | JPY | 2.993.657.444 | 15. Jun. 2022 |  | 23.027 |
| USD | 2.984.158 | KRW | 3.600.506.566 | 15. Jun. 2022 |  | 15.721 |
| USD | 5.557.356 | MXN | 119.976.548 | 15. Jun. 2022 |  | (395.341) |
| USD | 6.350.165 | NOK | 56.753.072 | 15. Jun. 2022 |  | (93.139) |
| USD | 2.779.565 | PLN | 12.120.526 | 15. Jun. 2022 |  | (84.043) |
| USD | 3.021.643 | SEK | 29.740.903 | 15. Jun. 2022 |  | (147.411) |
| USD | 3.553.064 | SGD | 4.829.133 | 15. Jun. 2022 |  | (9.904) |
| USD | 224.104 | TWD | 6.252.435 | 15. Jun. 2022 |  | 5.729 |
| USD | 119.841 | TWD | 3.409.000 | 18. Apr. 2022 |  | 860 |
| USD | 518.894 | ZAR | 7.959.511 | 15. Jun. 2022 |  | (20.702) |
| ZAR | 27.635.984 | USD | 1.799.111 | 15. Jun. 2022 |  | 74.405 |
|  |  |  |  |  | USD | (4.338.435) |
| Absicherung der Anteilsklasse CHF | 4.481.797 | USD | 4.809.349 | 29. Apr. 2022 |  | 44.894 |
| EUR | 161.669.063 | USD | 177.935.819 | 29. Apr. 2022 |  | 1.041.614 |
| GBP | 216.142.512 | USD | 284.724.071 | 29. Apr. 2022 |  | (834.788) |
| USD | 1.774 | CHF | 1.649 | 29. Apr. 2022 |  | (12) |
| USD | 25 | EUR | 23 | 29. Apr. 2022 |  | – |
| USD | 223.179 | GBP | 169.987 | 29. Apr. 2022 |  | (88) |
|  |  |  |  |  | USD | 251.620 |
|  |  |  |  |  | USD | (4.086.815) |
| Schroder GAIA UK Dynamic Absolute Return Fund Absicherung der Anteilsklasse |  |  |  |  |  |
| CHF	284.591 | GBP | 231.853 | 29. Apr. 2022 |  | 2.830 |
| EUR	16.991.673 | GBP | 14.187.708 | 29. Apr. 2022 |  | 134.142 |
| GBP	1.265.459 | EUR | 1.518.360 | 29. Apr. 2022 |  | (14.328) |
| USD	2.198.755 | GBP | 1.669.184 | 29. Apr. 2022 |  | 4.864 |
|  |  |  |  | GBP | 127.508 |
| Schroder GAIA Wellington Pagosa Absicherung des Portfolios |  |  |  |  |  |
| AUD	73.042.000 | USD | 54.272.279 | 6. Apr. 2022 |  | 386.171 |
| AUD	745.000 | USD | 534.165 | 11. Apr. 2022 |  | 23.359 |
| AUD	186.000 | USD | 132.767 | 27. Apr. 2022 |  | 6.455 |
| AUD	7.965.000 | USD | 5.969.995 | 6. Mai 2022 |  | (7.407) |
| AUD	850.000 | USD | 634.257 | 15. Jun. 2022 |  | 2.603 |
| BRL	159.678.000 | USD | 31.612.203 | 4. Apr. 2022 |  | 1.926.195 |
| BRL	4.171.000 | USD | 713.601 | 27. Apr. 2022 |  | 156.850 |
| BRL	21.048.000 | USD | 4.355.510 | 3. Mai 2022 |  | 30.017 |
| BRL	17.895.000 | USD | 3.478.686 | 2. Jun. 2022 |  | 214.649 |
| BRL	4.077.000 | USD | 689.661 | 5. Jul. 2022 |  | 144.098 |

Schroder GAIA Wellington Pagosa (Forts.)
| BRL | 5.910.000 | USD | 1.060.565 | 14. Jul. 2022 | 144.882 |
| --- | --- | --- | --- | --- | --- |
| BRL | 3.475.000 | USD | 595.544 | 10. Feb. 2023 | 74.632 |
| CAD | 27.485.000 | USD | 21.683.609 | 6. Apr. 2022 | 301.664 |
| CAD | 7.505.000 | USD | 5.997.052 | 6. Mai 2022 | 5.311 |
| CAD | 2.170.000 | USD | 1.715.885 | 15. Jun. 2022 | 19.586 |
| CAD | 1.793.000 | USD | 1.409.591 | 9. Aug. 2022 | 24.144 |
| CHF | 15.130.000 | USD | 16.182.444 | 6. Apr. 2022 | 192.138 |
| CHF | 3.675.000 | USD | 3.939.620 | 6. Mai 2022 | 41.876 |
| CHF | 1.333.000 | USD | 1.461.046 | 15. Jun. 2022 | (13.914) |
| CLP | 10.315.100.000 | USD | 12.970.329 | 6. Apr. 2022 | 135.627 |
| CLP | 729.076.000 | USD | 855.790 | 3. Mai 2022 | 65.981 |
| CLP | 4.092.069.000 | USD | 5.166.007 | 6. Mai 2022 | 4.847 |
| CLP | 1.735.606.000 | USD | 2.129.287 | 15. Jun. 2022 | 49.076 |
| CLP | 181.097.000 | USD | 208.157 | 22. Jun. 2022 | 18.877 |
| CLP | 723.258.000 | USD | 870.556 | 12. Sep. 2022 | 23.763 |
| CNH | 125.382.000 | USD | 19.716.016 | 6. Apr. 2022 | 11.094 |
| CNH | 56.533.000 | USD | 8.878.962 | 15. Jun. 2022 | (20.822) |
| CNH | 4.793.000 | USD | 742.180 | 11. Jul. 2022 | 7.980 |
| COP | 32.589.777.000 | USD | 8.401.919 | 6. Apr. 2022 | 233.254 |
| COP | 16.394.677.000 | USD | 4.348.605 | 6. Mai 2022 | (21.830) |
| COP | 3.581.300.000 | USD | 929.357 | 15. Jun. 2022 | 10.052 |
| CZK | 122.337.000 | USD | 5.441.888 | 6. Apr. 2022 | 100.937 |
| CZK | 112.407.000 | USD | 5.069.335 | 6. Mai 2022 | 5.126 |
| CZK | 73.530.000 | USD | 3.210.792 | 15. Jun. 2022 | 92.406 |
| EGP | 4.000 | USD | 245 | 15. Jun. 2022 | (28) |
| EUR | 60.400.000 | USD | 66.574.929 | 6. Apr. 2022 | 246.176 |
| EUR | 20.848.000 | USD | 23.034.994 | 29. Apr. 2022 | 45.004 |
| EUR | 7.360.000 | USD | 8.159.999 | 6. Mai 2022 | (10.057) |
| EUR | 5.896.000 | USD | 6.559.749 | 15. Jun. 2022 | (18.828) |
| EUR | 228.000 | USD | 254.475 | 3. Aug. 2022 | (851) |
| EUR | 188.000 | USD | 209.840 | 4. Aug. 2022 | (699) |
| EUR | 294.000 | USD | 326.987 | 16. Sep. 2022 | 907 |
| GBP | 29.211.000 | USD | 38.449.231 | 6. Apr. 2022 | (76.919) |
| GBP | 2.675.000 | USD | 3.518.003 | 29. Apr. 2022 | (4.562) |
| GBP | 8.641.000 | USD | 11.338.708 | 6. Mai 2022 | 10.288 |
| GBP | 4.083.000 | USD | 5.453.476 | 15. Jun. 2022 | (91.387) |
| GBP | 215.000 | USD | 292.111 | 25. Aug. 2022 | (9.692) |
| HKD | 2.172.000 | USD | 277.503 | 6. Apr. 2022 | (220) |
| HKD | 10.935.000 | USD | 1.399.948 | 15. Jun. 2022 | (2.503) |
| HUF | 2.507.839.030 | USD | 7.391.822 | 6. Apr. 2022 | 157.847 |
| HUF | 407.956.447 | USD | 1.210.435 | 6. Mai 2022 | 12.523 |
| HUF | 605.300.000 | USD | 1.752.144 | 15. Jun. 2022 | 51.739 |
| HUF | 2.143.400.000 | USD | 7.086.565 | 29. Jul. 2022 | (738.613) |
| HUF | 230.957.000 | USD | 661.865 | 26. Sep. 2022 | 16.163 |
| HUF | 228.812.000 | USD | 651.886 | 28. Sep. 2022 | 19.646 |
| IDR | 57.031.000.000 | USD | 3.991.521 | 6. Apr. 2022 | (21.013) |
| IDR | 52.299.000.000 | USD | 3.659.576 | 18. Apr. 2022 | (20.262) |
| IDR | 832.000.000 | USD | 57.858 | 6. Mai 2022 | (4) |
| IDR | 52.299.000.000 | USD | 3.650.890 | 18. Mai 2022 | (16.230) |

Schroder GAIA Wellington Pagosa (Forts.)
| IDR | 43.125.000.000 | USD | 2.998.803 | 15. Jun. 2022 | (5.531) |
| --- | --- | --- | --- | --- | --- |
| ILS | 9.900.000 | USD | 3.085.134 | 6. Apr. 2022 | 17.321 |
| ILS | 1.245.000 | USD | 387.305 | 15. Jun. 2022 | 3.718 |
| INR | 1.453.861.000 | USD | 19.050.058 | 6. Apr. 2022 | 132.154 |
| INR | 22.757.000 | USD | 296.643 | 2. Mai 2022 | 2.793 |
| INR | 490.360.000 | USD | 6.451.663 | 6. Mai 2022 | (2.302) |
| INR | 85.980.000 | USD | 1.116.202 | 15. Jun. 2022 | 9.647 |
| INR | 26.723.000 | USD | 347.747 | 17. Aug. 2022 | (131) |
| JPY | 2.798.858.796 | USD | 23.497.055 | 6. Apr. 2022 | (505.858) |
| JPY | 666.200.000 | USD | 5.387.004 | 6. Mai 2022 | 88.864 |
| JPY | 442.000.000 | USD | 3.850.718 | 15. Jun. 2022 | (212.941) |
| KRW | 18.189.300.000 | USD | 14.859.245 | 6. Apr. 2022 | 147.101 |
| KRW | 1.608.810.000 | USD | 1.313.207 | 6. Mai 2022 | 13.351 |
| KRW | 1.369.900.000 | USD | 1.136.340 | 15. Jun. 2022 | (6.926) |
| KRW | 482.822.000 | USD | 388.386 | 19. Sep. 2022 | 10.248 |
| MXN | 791.271.135 | USD | 38.717.855 | 6. Apr. 2022 | 1.050.852 |
| MXN | 3.696.000 | USD | 176.126 | 20. Apr. 2022 | 9.178 |
| MXN | 292.840.000 | USD | 14.616.835 | 6. Mai 2022 | 23.074 |
| MXN | 119.894.000 | USD | 5.651.143 | 15. Jun. 2022 | 297.458 |
| NOK | 247.184.550 | USD | 27.600.483 | 6. Apr. 2022 | 475.764 |
| NOK | 134.749.451 | USD | 15.579.556 | 6. Mai 2022 | (279.744) |
| NZD | 50.155.000 | USD | 34.539.538 | 6. Apr. 2022 | 219.767 |
| NZD | 621.000 | USD | 414.952 | 26. Apr. 2022 | 15.293 |
| NZD | 3.830.000 | USD | 2.659.115 | 6. Mai 2022 | (6.066) |
| NZD | 640.000 | USD | 439.491 | 15. Jun. 2022 | 3.499 |
| PEN | 19.719.000 | USD | 5.309.496 | 6. Apr. 2022 | 50.841 |
| PEN | 3.353.000 | USD | 893.221 | 15. Jun. 2022 | 12.324 |
| PHP | 221.910.000 | USD | 4.265.859 | 6. Apr. 2022 | 22.269 |
| PHP | 214.630.000 | USD | 4.123.709 | 6. Mai 2022 | 16.815 |
| PHP | 77.630.000 | USD | 1.491.973 | 15. Jun. 2022 | 2.450 |
| PLN | 71.085.865 | USD | 16.647.175 | 6. Apr. 2022 | 268.216 |
| PLN | 21.649.893 | USD | 5.046.908 | 6. Mai 2022 | 89.872 |
| PLN | 1.763.000 | USD | 388.549 | 10. Jun. 2022 | 28.184 |
| PLN | 12.065.000 | USD | 2.781.628 | 15. Jun. 2022 | 68.861 |
| PLN | 3.055.000 | USD | 700.367 | 26. Sep. 2022 | 13.602 |
| PLN | 2.918.000 | USD | 664.239 | 28. Sep. 2022 | 17.567 |
| RON | 3.010.000 | USD | 666.298 | 15. Jun. 2022 | 749 |
| RUB | 40.050.000 | USD | 400.500 | 6. Apr. 2022 | 91.824 |
| RUB | 18.864.000 | USD | 177.544 | 19. Apr. 2022 | 51.101 |
| RUB | 35.930.000 | USD | 352.567 | 25. Apr. 2022 | 79.366 |
| RUB | 86.621.000 | USD | 824.962 | 26. Apr. 2022 | 214.937 |
| RUB | 28.985.000 | USD | 362.334 | 28. Apr. 2022 | (15.309) |
| RUB | 25.364.000 | USD | 311.796 | 4. Mai 2022 | (10.578) |
| RUB | 28.770.000 | USD | 371.465 | 12. Mai 2022 | (32.089) |
| RUB | 58.365.000 | USD | 750.067 | 13. Jul. 2022 | (97.291) |
| RUB | 10.545.000 | USD | 124.351 | 24. Aug. 2022 | (10.701) |
| SEK | 264.446.000 | USD | 27.607.422 | 6. Apr. 2022 | 518.891 |
| SEK | 61.418.000 | USD | 6.480.996 | 6. Mai 2022 | 55.115 |
| SEK | 770.000 | USD | 82.054 | 15. Jun. 2022 | (7) |

Schroder GAIA Wellington Pagosa (Forts.)
| SGD | 8.905.474 | USD | 6.551.271 | 6. Apr. 2022 | 19.254 |
| --- | --- | --- | --- | --- | --- |
| SGD | 2.345.333 | USD | 1.729.639 | 6. Mai 2022 | 570 |
| SGD | 3.630.000 | USD | 2.675.186 | 15. Jun. 2022 | 3.054 |
| THB | 72.899.000 | USD | 2.229.532 | 5. Apr. 2022 | (37.083) |
| THB | 69.501.000 | USD | 2.067.067 | 12. Apr. 2022 | 23.184 |
| THB | 76.055.000 | USD | 2.290.123 | 10. Jun. 2022 | (724) |
| THB | 162.887.000 | USD | 4.901.884 | 15. Jun. 2022 | 2.061 |
| TRY | 35.052.000 | USD | 2.346.419 | 6. Apr. 2022 | 40.256 |
| TRY | 14.297.000 | USD | 927.022 | 6. Mai 2022 | 22.561 |
| TRY | 10.895.000 | USD | 703.490 | 15. Jun. 2022 | (1.197) |
| TRY | 19.156.000 | USD | 1.264.422 | 21. Jul. 2022 | (66.433) |
| TRY | 16.545.000 | USD | 916.367 | 15. Sep. 2022 | 70.581 |
| TWD | 785.377.000 | USD | 27.500.559 | 6. Apr. 2022 | (89.322) |
| TWD | 16.955.000 | USD | 597.714 | 29. Apr. 2022 | (5.942) |
| TWD | 46.205.000 | USD | 1.615.688 | 6. Mai 2022 | (2.965) |
| TWD | 59.720.000 | USD | 2.119.060 | 15. Jun. 2022 | (33.261) |
| USD | 53.147.598 | AUD | 73.042.000 | 6. Apr. 2022 | (1.510.853) |
| USD | 594.527 | AUD | 814.000 | 11. Apr. 2022 | (14.633) |
| USD | 117.785 | AUD | 165.000 | 27. Apr. 2022 | (5.718) |
| USD | 687.211 | AUD | 925.000 | 29. Apr. 2022 | (5.170) |
| USD | 31.551.427 | AUD | 42.125.000 | 6. Mai 2022 | 16.702 |
| USD | 1.840.779 | AUD | 2.520.000 | 15. Jun. 2022 | (47.322) |
| USD | 31.605.396 | BRL | 159.678.000 | 4. Apr. 2022 | (1.933.003) |
| USD | 987.333 | BRL | 5.534.000 | 27. Apr. 2022 | (167.565) |
| USD | 10.172.319 | BRL | 49.000.000 | 3. Mai 2022 | (37.239) |
| USD | 2.116.469 | BRL | 11.056.000 | 2. Jun. 2022 | (165.369) |
| USD | 937.722 | BRL | 5.270.000 | 5. Jul. 2022 | (140.009) |
| USD | 1.674.963 | BRL | 8.558.000 | 14. Jul. 2022 | (70.591) |
| USD | 586.158 | CAD | 750.000 | 1. Apr. 2022 | (13.770) |
| USD | 154.667 | CAD | 195.000 | 5. Apr. 2022 | (1.313) |
| USD | 21.937.034 | CAD | 27.805.000 | 6. Apr. 2022 | (304.208) |
| USD | 160.644 | CAD | 200.000 | 8. Apr. 2022 | 664 |
| USD | 240.512 | CAD | 300.000 | 12. Apr. 2022 | 546 |
| USD | 514.307 | CAD | 650.000 | 13. Apr. 2022 | (5.617) |
| USD | 313.357 | CAD | 400.000 | 14. Apr. 2022 | (6.595) |
| USD | 868.139 | CAD | 1.100.000 | 20. Apr. 2022 | (11.698) |
| USD | 143.961 | CAD | 180.000 | 26. Apr. 2022 | (7) |
| USD | 67.718 | CAD | 85.000 | 27. Apr. 2022 | (266) |
| USD | 932.455 | CAD | 1.175.000 | 29. Apr. 2022 | (7.318) |
| USD | 394.629 | CAD | 500.000 | 2. Mai 2022 | (5.267) |
| USD | 393.154 | CAD | 500.000 | 3. Mai 2022 | (6.740) |
| USD | 393.936 | CAD | 500.000 | 4. Mai 2022 | (5.955) |
| USD | 549.394 | CAD | 700.000 | 5. Mai 2022 | (10.452) |
| USD | 4.857.623 | CAD | 6.101.000 | 6. Mai 2022 | (21.846) |
| USD | 206.871 | CAD | 250.000 | 11. Mai 2022 | 6.925 |
| USD | 156.919 | CAD | 200.000 | 18. Mai 2022 | (3.038) |
| USD | 471.745 | CAD | 600.000 | 19. Mai 2022 | (8.125) |
| USD | 285.967 | CAD | 365.000 | 1. Jun. 2022 | (5.955) |
| USD | 399.990 | CAD | 500.000 | 2. Jun. 2022 | 97 |

Schroder GAIA Wellington Pagosa (Forts.)
| USD | 6.870.888 | CAD | 8.749.000 | 15. Jun. 2022 | (126.180) |
| --- | --- | --- | --- | --- | --- |
| USD | 318.300 | CAD | 400.000 | 21. Jun. 2022 | (1.597) |
| USD | 327.397 | CAD | 420.000 | 23. Aug. 2022 | (8.434) |
| USD | 158.936 | CAD | 200.000 | 7. Sep. 2022 | (978) |
| USD | 241.612 | CAD | 300.000 | 14. Sep. 2022 | 1.747 |
| USD | 471.828 | CAD | 600.000 | 23. Sep. 2022 | (7.889) |
| USD | 80.000 | CAD | 100.000 | 1. Nov. 2022 | 52 |
| USD | 234.054 | CAD | 300.000 | 1. Dez. 2022 | (5.778) |
| USD | 157.593 | CAD | 200.000 | 7. Dez. 2022 | (2.294) |
| USD | 16.214.147 | CHF | 15.035.000 | 6. Apr. 2022 | (57.623) |
| USD | 158.247 | CHF | 148.000 | 29. Apr. 2022 | (2.052) |
| USD | 10.679.975 | CHF | 9.920.000 | 6. Mai 2022 | (67.353) |
| USD | 497.947 | CHF | 455.000 | 15. Jun. 2022 | 3.990 |
| USD | 12.904.684 | CLP | 10.315.100.000 | 6. Apr. 2022 | (201.273) |
| USD | 3.369.834 | CLP | 2.652.300.000 | 6. Mai 2022 | 18.313 |
| USD | 863.683 | CLP | 708.000.000 | 15. Jun. 2022 | (24.929) |
| USD | 1.510.487 | CLP | 1.230.292.000 | 22. Jun. 2022 | (31.884) |
| USD | 19.652.997 | CNH | 125.382.000 | 6. Apr. 2022 | (74.113) |
| USD | 9.807.157 | CNH | 62.756.000 | 6. Mai 2022 | (47.385) |
| USD | 2.525.915 | CNH | 16.145.000 | 15. Jun. 2022 | (3.842) |
| USD | 539.769 | CNH | 3.478.000 | 16. Sep. 2022 | (3.228) |
| USD | 364.830 | CNH | 2.361.000 | 19. Sep. 2022 | (3.736) |
| USD | 134.015 | CNY | 854.000 | 15. Jun. 2022 | (66) |
| USD | 8.581.070 | COP | 32.589.777.000 | 6. Apr. 2022 | (54.102) |
| USD | 708.108 | COP | 2.705.150.000 | 15. Jun. 2022 | (1.478) |
| USD | 5.331.362 | CZK | 122.337.000 | 6. Apr. 2022 | (211.462) |
| USD | 288.424 | CZK | 6.500.000 | 6. Mai 2022 | (5.010) |
| USD | 1.989.830 | CZK | 45.410.000 | 15. Jun. 2022 | (50.129) |
| USD | 930.899 | DKK | 6.155.000 | 15. Jun. 2022 | 12.970 |
| USD | 246 | EGP | 4.000 | 15. Jun. 2022 | 29 |
| USD | 67.063.284 | EUR | 60.400.000 | 6. Apr. 2022 | 242.175 |
| USD | 54.627.380 | EUR | 49.370.000 | 29. Apr. 2022 | (28.195) |
| USD | 13.548.006 | EUR | 12.334.000 | 6. Mai 2022 | (109.789) |
| USD | 436.787 | EUR | 380.000 | 9. Mai 2022 | 15.945 |
| USD | 386.111 | EUR | 353.000 | 10. Jun. 2022 | (5.406) |
| USD | 10.997.584 | EUR | 9.865.000 | 15. Jun. 2022 | 53.521 |
| USD | 310.387 | EUR | 274.000 | 3. Aug. 2022 | 5.593 |
| USD | 303.899 | EUR | 267.000 | 4. Aug. 2022 | 6.875 |
| USD | 389.382 | EUR | 352.000 | 16. Sep. 2022 | (3.198) |
| USD | 38.403.647 | GBP | 29.047.000 | 6. Apr. 2022 | 246.766 |
| USD | 10.856.552 | GBP | 8.237.000 | 29. Apr. 2022 | 37.783 |
| USD | 12.857.479 | GBP | 9.804.000 | 6. Mai 2022 | (18.987) |
| USD | 3.882.130 | GBP | 2.922.000 | 15. Jun. 2022 | 44.751 |
| USD | 273.600 | GBP | 200.000 | 1. Aug. 2022 | 10.911 |
| USD | 278.133 | HKD | 2.172.000 | 6. Apr. 2022 | 851 |
| USD | 542.603 | HKD | 4.245.000 | 29. Apr. 2022 | 568 |
| USD | 1.811.460 | HKD | 14.156.000 | 15. Jun. 2022 | 2.384 |
| USD | 7.254.438 | HUF | 2.498.906.110 | 6. Apr. 2022 | (268.339) |
| USD | 1.593.643 | HUF | 546.500.000 | 6. Mai 2022 | (44.635) |

Schroder GAIA Wellington Pagosa (Forts.)
| USD | 2.824.081 | HUF | 968.500.000 | 15. Jun. 2022 | (62.192) |
| --- | --- | --- | --- | --- | --- |
| USD | 6.920.668 | HUF | 2.143.400.000 | 29. Jul. 2022 | 572.716 |
| USD | 3.965.815 | IDR | 57.031.000.000 | 6. Apr. 2022 | (4.692) |
| USD | 948.768 | IDR | 13.601.000.000 | 15. Jun. 2022 | 4.733 |
| USD | 7.141.989 | IDR | 104.598.000.000 | 21. Feb. 2023 | (13.572) |
| USD | 3.035.238 | ILS | 9.900.000 | 6. Apr. 2022 | (67.217) |
| USD | 1.385.046 | ILS | 4.455.000 | 6. Mai 2022 | (11.805) |
| USD | 1.095.389 | ILS | 3.530.000 | 15. Jun. 2022 | (13.293) |
| USD | 19.215.838 | INR | 1.453.861.000 | 6. Apr. 2022 | 33.626 |
| USD | 564.980 | INR | 43.230.000 | 29. Apr. 2022 | (4.017) |
| USD | 502.769 | INR | 38.668.000 | 2. Mai 2022 | (6.024) |
| USD | 16.037.655 | INR | 1.227.041.000 | 6. Mai 2022 | (100.755) |
| USD | 2.157.241 | INR | 165.718.000 | 15. Jun. 2022 | (12.722) |
| USD | 2.006.925 | JPY | 231.850.000 | 4. Apr. 2022 | 102.456 |
| USD | 23.631.830 | JPY | 2.796.208.473 | 6. Apr. 2022 | 662.405 |
| USD | 1.568.810 | JPY | 179.900.000 | 11. Apr. 2022 | 90.906 |
| USD | 675.505 | JPY | 76.750.000 | 18. Apr. 2022 | 44.901 |
| USD | 2.126.347 | JPY | 241.550.000 | 25. Apr. 2022 | 141.403 |
| USD | 2.797.203 | JPY | 336.800.000 | 28. Apr. 2022 | 29.367 |
| USD | 4.490.014 | JPY | 551.100.502 | 6. Mai 2022 | (39.787) |
| USD | 770.325 | JPY | 88.750.000 | 9. Mai 2022 | 40.773 |
| USD | 602.937 | JPY | 69.200.000 | 16. Mai 2022 | 33.972 |
| USD | 829.498 | JPY | 95.700.000 | 23. Mai 2022 | 42.485 |
| USD | 1.261.312 | JPY | 144.600.000 | 25. Mai 2022 | 72.085 |
| USD | 1.632.195 | JPY | 187.600.000 | 31. Mai 2022 | 89.046 |
| USD | 1.459.558 | JPY | 167.850.000 | 6. Jun. 2022 | 78.584 |
| USD | 1.064.642 | JPY | 122.600.000 | 13. Jun. 2022 | 55.689 |
| USD | 1.976.303 | JPY | 233.101.000 | 15. Jun. 2022 | 57.820 |
| USD | 2.641.515 | JPY | 306.950.000 | 21. Jun. 2022 | 114.656 |
| USD | 1.551.448 | JPY | 183.900.000 | 27. Jun. 2022 | 37.207 |
| USD | 1.891.341 | JPY | 228.600.000 | 5. Jul. 2022 | 8.410 |
| USD | 355.159 | JPY | 40.000.000 | 20. Sep. 2022 | 24.363 |
| USD | 16.906.294 | KRW | 20.399.840.000 | 6. Apr. 2022 | 76.233 |
| USD | 4.123.258 | KRW | 5.038.950.000 | 6. Mai 2022 | (31.652) |
| USD | 1.034.992 | KRW | 1.249.400.000 | 15. Jun. 2022 | 4.924 |
| USD | 38.499.306 | MXN | 791.725.657 | 6. Apr. 2022 | (1.292.242) |
| USD | 60.747 | MXN | 1.291.000 | 20. Apr. 2022 | (3.979) |
| USD | 7.375.073 | MXN | 147.924.447 | 6. Mai 2022 | (20.093) |
| USD | 5.827.344 | MXN | 122.161.000 | 15. Jun. 2022 | (233.735) |
| USD | 356.875 | MXN | 7.605.000 | 4. Aug. 2022 | (16.924) |
| USD | 445.815 | MXN | 9.322.000 | 28. Sep. 2022 | (7.514) |
| USD | 28.212.203 | NOK | 247.113.400 | 6. Apr. 2022 | 144.039 |
| USD | 1.094.063 | NOK | 9.400.000 | 6. Mai 2022 | 26.762 |
| USD | 34.129.166 | NZD | 50.155.000 | 6. Apr. 2022 | (630.139) |
| USD | 422.745 | NZD | 621.000 | 26. Apr. 2022 | (7.500) |
| USD | 11.970.435 | NZD | 17.252.000 | 6. Mai 2022 | 19.938 |
| USD | 1.611.101 | NZD | 2.364.000 | 15. Jun. 2022 | (25.192) |
| USD | 5.245.594 | PEN | 19.719.000 | 6. Apr. 2022 | (114.744) |
| USD | 4.740.023 | PEN | 17.649.000 | 6. Mai 2022 | (44.538) |
| USD | 717.609 | PEN | 2.695.000 | 15. Jun. 2022 | (10.229) |

Schroder GAIA Wellington Pagosa (Forts.)
| USD | 4.252.447 | PHP | 221.910.000 | 6. Apr. 2022 |  | (35.680) |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 4.251.557 | PHP | 221.910.000 | 6. Mai 2022 |  | (29.409) |
| USD | 1.795.034 | PHP | 93.550.000 | 15. Jun. 2022 |  | (5.858) |
| USD | 16.579.818 | PLN | 71.048.780 | 6. Apr. 2022 |  | (326.749) |
| USD | 6.473.419 | PLN | 27.620.000 | 6. Mai 2022 |  | (79.862) |
| USD | 2.911.222 | PLN | 12.642.000 | 15. Jun. 2022 |  | (75.592) |
| USD | 671.703 | RON | 3.010.000 | 15. Jun. 2022 |  | 4.656 |
| USD | 443.522 | RUB | 40.050.000 | 6. Apr. 2022 |  | (48.802) |
| USD | 248.865 | RUB | 18.864.000 | 19. Apr. 2022 |  | 20.221 |
| USD | 11.911 | RUB | 1.471.000 | 25. Apr. 2022 |  | (5.773) |
| USD | 656.713 | RUB | 86.621.000 | 26. Apr. 2022 |  | (383.186) |
| USD | 208.525 | RUB | 28.985.000 | 28. Apr. 2022 |  | (138.499) |
| USD | 333.474 | RUB | 25.364.000 | 4. Mai 2022 |  | 32.256 |
| USD | 202.250 | RUB | 28.770.000 | 12. Mai 2022 |  | (137.127) |
| USD | 390.401 | RUB | 58.365.000 | 13. Jul. 2022 |  | (262.375) |
| USD | 68.922 | RUB | 10.545.000 | 24. Aug. 2022 |  | (44.728) |
| USD | 27.701.775 | SEK | 263.986.000 | 6. Apr. 2022 |  | (375.613) |
| USD | 2.225.268 | SEK | 20.607.000 | 6. Mai 2022 |  | 32.268 |
| USD | 1.123.543 | SEK | 10.614.000 | 15. Jun. 2022 |  | (7.436) |
| USD | 6.571.639 | SGD | 8.908.275 | 6. Apr. 2022 |  | (954) |
| USD | 4.657.109 | SGD | 6.338.000 | 6. Mai 2022 |  | (18.587) |
| USD | 479.924 | SGD | 650.000 | 15. Jun. 2022 |  | 349 |
| USD | 14.023.238 | THB | 464.060.000 | 5. Apr. 2022 |  | 66.560 |
| USD | 2.849.417 | THB | 94.622.000 | 12. Apr. 2022 |  | 3.648 |
| USD | 11.763.179 | THB | 391.161.000 | 6. Mai 2022 |  | (2.913) |
| USD | 3.499.442 | THB | 117.310.000 | 15. Jun. 2022 |  | (32.343) |
| USD | 2.339.150 | TRY | 35.052.000 | 6. Apr. 2022 |  | (47.525) |
| USD | 2.870.226 | TRY | 44.080.000 | 6. Mai 2022 |  | (57.497) |
| USD | 3.284.545 | TRY | 51.347.000 | 15. Jun. 2022 |  | (25.289) |
| USD | 27.770.412 | TWD | 785.377.000 | 6. Apr. 2022 |  | 359.174 |
| USD | 6.755.461 | TWD | 194.211.000 | 6. Mai 2022 |  | (23.212) |
| USD | 4.348.330 | TWD | 121.565.000 | 15. Jun. 2022 |  | 102.511 |
| USD | 22.104.662 | ZAR | 332.565.701 | 6. Apr. 2022 |  | (648.636) |
| USD | 1.575.445 | ZAR | 23.269.320 | 6. Mai 2022 |  | (10.446) |
| USD | 11.331.144 | ZAR | 175.374.000 | 15. Jun. 2022 |  | (557.917) |
| USD | 1.063.263 | ZAR | 16.538.000 | 27. Jul. 2022 |  | (52.227) |
| USD | 434.537 | ZAR | 6.550.000 | 28. Sep. 2022 |  | (3.941) |
| ZAR | 331.952.436 | USD | 21.734.641 | 6. Apr. 2022 |  | 976.696 |
| ZAR | 164.540.000 | USD | 11.163.829 | 6. Mai 2022 |  | 50.189 |
| ZAR | 36.520.000 | USD | 2.405.057 | 15. Jun. 2022 |  | 70.729 |
| ZAR | 15.988.000 | USD | 1.016.402 | 27. Jul. 2022 |  | 61.992 |
|  |  |  |  |  | USD | (258.545) |
| Absicherung der Anteilsklasse BRL | 122.810.733 | USD | 25.213.950 | 29. Apr. 2022 |  | 401.931 |
| CHF | 4.520.194 | USD | 4.851.211 | 29. Apr. 2022 |  | 44.619 |
| EUR | 127.700.488 | USD | 140.552.683 | 29. Apr. 2022 |  | 819.483 |
| GBP | 50.247.059 | USD | 66.191.122 | 29. Apr. 2022 |  | (194.844) |

Schroder GAIA Wellington Pagosa (Forts.)
| SGD | 2.758.934 | USD | 2.032.244 | 29. Apr. 2022 |  | 3.118 |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 1.579.493 | BRL | 7.628.258 | 29. Apr. 2022 |  | (11.610) |
| USD | 142 | EUR | 129 | 29. Apr. 2022 |  | (1) |
| USD | 1.947 | GBP | 1.475 | 29. Apr. 2022 |  | 10 |
|  |  |  |  |  | USD | 1.062.706 |
|  |  |  |  |  | USD | 804.161 |

Die Devisenterminkontrakte waren mit den folgenden Kontrahenten verbunden:

#### Kontrahenten von Devisenterminkontrakten
| Nicht realisierter Wertzuwachs/ |
| --- |
| Teilfonds | Kontrahent |  | (Wertverlust) |
| Schroder GAIA BlueTrend |  |  |  |
|  | HSBC |  | 616.414 |
|  | UBS |  | 1.949.863 |
|  |  | USD | 2.566.277 |
| Schroder GAIA Cat Bond | Brown Brothers Harriman & Co |  | 2.365.704 |
|  | HSBC |  | 6.379.988 |
|  |  | USD | 8.745.692 |
| Schroder GAIA Contour Tech Equity | HSBC |  | 645.195 |
|  | Morgan Stanley |  | (21.034) |
|  |  | USD | 624.161 |
| Schroder GAIA Egerton Equity | Brown Brothers Harriman & Co |  | 9.889.762 |
|  | HSBC |  | (2.288.959) |
|  |  | EUR | 7.600.803 |
| Schroder GAIA Helix | Goldman Sachs |  | (3.815.792) |
|  | HSBC |  | 976.150 |
|  | J.P. Morgan |  | (1.414.184) |
|  |  | USD | (4.253.826) |
| Schroder GAIA Oaktree Credit | HSBC |  | 18.185 |
|  | State Street |  | 220.167 |
|  |  | USD | 238.352 |
| Schroder GAIA Sirios US Equity | HSBC |  | 327.417 |
|  | Morgan Stanley |  | (329.778) |
|  |  | USD | (2.361) |
| Schroder GAIA Two Sigma Diversified | Citi Bank |  | (2.866.254) |
|  | Deutsche Bank |  | 156.931 |
|  | HSBC |  | 251.620 |
|  | Morgan Stanley |  | 21.451 |
|  | Newedge Group |  | (1.650.563) |
|  |  | USD | (4.086.815) |
| Schroder GAIA UK Dynamic Absolute Return Fund | HSBC |  | 127.508 |
|  |  | GBP | 127.508 |

| Kontrahenten von Devisenterminkontrakten (Forts.) |  |
| --- | --- |
| Teilfonds	Kontrahent |  | Nicht realisierter Wertzuwachs/ (Wertverlust) |
| Schroder GAIA Wellington Pagosa |  |  |
| Bank of America |  | 384.272 |
| Barclays Bank |  | (1.526.453) |
| BNP Paribas |  | (130.219) |
| Citi Bank |  | (9.807) |
| Credit Suisse |  | 4.452 |
| Deutsche Bank |  | (23.859) |
| Goldman Sachs |  | (529.678) |
| HSBC |  | 1.091.175 |
| J.P. Morgan |  | 1.155.507 |
| Morgan Stanley |  | (195.168) |
| Standard Chartered Bank |  | 131.018 |
| UBS |  | 452.921 |
|  | USD | 804.161 |

Kassageschäfte
Offene Kassageschäfte sind mit Bezug auf den Kassakurs, der sich auf das Fälligkeitsdatum des betreffenden Kontrakts bezieht, zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der nicht realisierte Wertzuwachs/(Wertverlust) ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Kassageschäften“ aufgeführt.
Zum 31. März 2022 wies der folgende Teilfonds offene Kassageschäfte auf:
| Nicht realisierter Gekaufte	Verkaufte	Verkaufter	Wertzuwachs/ |
| --- |
| Währungen	Gekaufter Betrag | Währungen | Betrag | Abrechnungsdatum |  | (Wertverlust) |
| Schroder GAIA Two Sigma Diversified |  |  |  |  |  |
| Absicherung des Portfolios EUR	1.000.000 | JPY | 135.557.000 | 1. Apr. 2022 |  | (7.246) |
| EUR	1.000.000 | USD | 1.112.302 | 1. Apr. 2022 |  | (6.052) |
| GBP	169.987 | USD | 223.220 | 4. Apr. 2022 |  | 83 |
| JPY	135.557.000 | USD | 1.114.870 | 1. Apr. 2022 |  | (1.374) |
| NOK	9.691.870 | EUR | 1.000.000 | 4. Apr. 2022 |  | (5.383) |
| SGD	361.574 | USD | 267.000 | 1. Apr. 2022 |  | (225) |
| USD	2.231.504 | EUR | 2.000.000 | 1. Apr. 2022 |  | 19.004 |
| USD	1.186.362 | EUR | 1.063.820 | 5. Apr. 2022 |  | 9.511 |
|  |  |  |  | USD | 8.318 |


#### Kontrahenten von Kassageschäften
| Nicht realisierter Wertzuwachs/ |
| --- |
| Fonds | Kontrahent |  | (Wertverlust) |
| Schroder GAIA Two Sigma Diversified |  |  |  |
|  | Brown Brothers Harriman & Co |  | 9.594 |
|  | Citi Bank |  | 1.528 |
|  | Deutsche Bank |  | 2.474 |
|  | Morgan Stanley |  | (225) |
|  | Newedge Group |  | (5.053) |
|  |  | USD | 8.318 |

Terminkontrakte
Terminkontrakte wurden zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der nicht realisierte Wertzuwachs/(Wertverlust) ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Terminkontrakten“ aufgeführt. Zum 31. März 2022 hielten die folgenden Teilfonds offene Terminkontrakte auf Indizes (mit Aktienbezug), Rentenwerte und Währungen:
Schroder GAIA BlueTrend
| Jun. 22 | 90 | 90 Days Bank Bill Future | Morgan Stanley | AUD | (67.248.593) | 9,98 | 6.053 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Sep. 22 | 90 | 90 Days Bank Bill Future | Morgan Stanley | AUD | (67.200.329) | 9,96 | 98.207 |
| Dez. 22 | 110 | 90 Days Bank Bill Future | Morgan Stanley | AUD | (82.074.470) | 9,95 | 169.428 |
| Mrz. 23 | 7 | 90 Days Bank Bill Future | Morgan Stanley | AUD | 5.219.018 | 9,94 | (14.668) |
| Dez. 22 | 1 | 90 Days Eurodollar Future | Morgan Stanley | USD | 247.525 | 97,34 | (4.175) |
| Mrz. 23 | 1 | 90 Days Eurodollar Future | Morgan Stanley | USD | 246.938 | 97,04 | (4.338) |
| Juni 23 | 1 | 90 Days Eurodollar Future | Morgan Stanley | USD | 244.188 | 96,87 | (2.013) |
| Sep. 24 | 23 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5.616.425) | 97,24 | 25.412 |
| Dez. 24 | 24 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5.861.550) | 97,30 | 23.850 |
| Mrz. 25 | 26 | 90 Days Eurodollar Future | Morgan Stanley | USD | (6.347.750) | 97,40 | 17.075 |
| Jun. 25 | 25 | 90 Days Eurodollar Future | Morgan Stanley | USD | (6.104.800) | 97,49 | 11.675 |
| Sep. 25 | 24 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5.863.863) | 97,57 | 9.962 |
| Dez. 25 | 24 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5.863.200) | 97,61 | 6.600 |
| Mrz. 26 | 22 | 90 Days Eurodollar Future | Morgan Stanley | USD | (5.376.063) | 97,66 | 5.038 |
| Apr. 22 | 4 | Amsterdam Index Future | Morgan Stanley | EUR | 618.633 | 724,01 | 22.116 |
| Jun. 22 | 28 | Australia 10 Year Bond Future | Morgan Stanley | AUD | (2.760.445) | 126,74 | 104.874 |
| Jun. 22 | 206 | Australia 3 Year Bond Future | Morgan Stanley | AUD | (17.214.649) | 109,89 | 275.407 |
| Sep. 22 | 311 | Bankers' Acceptance Future | J.P. Morgan | CAD | (60.893.543) | 97,49 | 265.148 |
| Dez. 22 | 4 | Bankers' Acceptance Future | J.P. Morgan | CAD | 782.756 | 97,09 | (6.129) |
| Mrz. 23 | 3 | Bankers' Acceptance Future | J.P. Morgan | CAD | 586.690 | 96,86 | (5.599) |
| Juni 23 | 5 | Bankers' Acceptance Future | J.P. Morgan | CAD | 974.333 | 96,74 | (7.049) |
| Apr. 22 | 1.319 | BIST 30 Index Future | Morgan Stanley | TRY | 2.018.589 | 2.519,75 | 246.683 |
| Apr. 22 | 13 | CAC 40 Index Future | Morgan Stanley | EUR | 950.805 | 6.657,50 | 6.626 |
| Jun. 22 | 279 | Canada 10 Year Bond Future | J.P. Morgan | CAD | (30.022.549) | 130,56 | 885.054 |
| Apr. 22 | 6 | CBOE VIX Future | Morgan Stanley | USD | (159.250) | 23,47 | 18.436 |
| Mai 22 | 7 | CBOE VIX Future | Morgan Stanley | USD | (180.650) | 24,99 | 5.736 |
| Jun. 22 | 3 | Dow Jones E-mini e-CBOT Future | J.P. Morgan | USD | 520.840 | 34.618,00 | (1.570) |
| Jun. 22 | 4 | E-mini S&P 500 Future | Morgan Stanley | USD | (844.148) | 4.530,75 | (62.003) |
| Dez. 22 | 13 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (3.598.687) | 99,72 | 13.441 |
| Mrz. 23 | 10 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (2.756.360) | 99,30 | 10.233 |
| Juni 23 | 7 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (1.924.833) | 98,97 | 8.933 |
| Sep. 24 | 98 | Euro 3 Months Euribor Future | Morgan Stanley | EUR | (26.864.396) | 98,72 | 109.546 |
| Jun. 22 | 8 | Euro BUXL 30 Years Bond Future | Morgan Stanley | EUR | (1.708.205) | 186,20 | 60.335 |
| Jun. 22 | 14 | Euro Stoxx 50 Future | Morgan Stanley | EUR | 595.312 | 3.823,00 | (3.225) |
| Jun. 22 | 36 | Euro-BOBL Future | Morgan Stanley | EUR | (5.225.416) | 128,86 | 93.567 |
| Jun. 22 | 37 | Euro-BTP Future | Morgan Stanley | EUR | (5.798.144) | 138,31 | 136.943 |
| Jun. 22 | 15 | Euro-Bund Future | Morgan Stanley | EUR | (2.696.053) | 158,66 | 63.289 |
| Jun. 22 | 101 | Euro-OAT Future | Morgan Stanley | EUR | (17.349.186) | 151,51 | 420.784 |
| Jun. 22 | 14 | FTSE 100 Index Future | Morgan Stanley | GBP | 1.367.010 | 7.486,00 | 9.747 |
| Apr. 22 | 79 | FTSE China A50 Future | Morgan Stanley | USD | (1.053.655) | 13.749,00 | (32.516) |
| Jun. 22 | 9 | FTSE MIB Index Future | Morgan Stanley | EUR | 1.204.319 | 24.406,00 | 10.642 |
| Apr. 22 | 31 | FTSE Taiwan Index Future | Morgan Stanley | USD | 1.905.647 | 1.544,00 | 8.913 |
| Jun. 22 | 38 | FTSE/JSE Top 40 Future | Morgan Stanley | ZAR | 1.711.138 | 68.881,00 | 80.121 |
| Apr. 22 | 7 | Hang Seng Index Future | Morgan Stanley | HKD | (975.342) | 21.990,00 | (7.194) |
| Apr. 22 | 26 | HSCEI Index Future | Morgan Stanley | HKD | (1.247.233) | 7.521,00 | (938) |
| Apr. 22 | 1 | IBEX 35 Index Future | Morgan Stanley | EUR | 91.188 | 8.415,90 | 1.913 |
| Mrz. 23 | 1 | ICE 3 Month SONIA Index Future | Morgan Stanley | GBP | 324.882 | 97,85 | (3.547) |
| Dez. 24 | 197 | ICE 3 Month SONIA Index Future | Morgan Stanley | GBP | (63.544.811) | 97,98 | 157.671 |
| Jun. 22 | 65 | Japan 10 Years Bond (OSE) Future | Morgan Stanley | JPY | (80.126.284) | 149,70 | 197.748 |
| Jun. 22 | 44 | KOSPI2 Index Future | J.P. Morgan | KRW | (3.167.895) | 365,70 | (151.027) |

Schroder GAIA BlueTrend (Forts.)
| Jun. 22 | 77 | Long Gilt Future | Morgan Stanley | GBP | (12.362.878) | 121,23 |  | 100.337 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Apr. 22 | 175 | Mini Bovespa Future | Morgan Stanley | BRL | 893.532 | 120.379,00 |  | (8.587) |
| Jun. 22 | 2 | MSCI EAFE Index Future | Morgan Stanley | USD | (205.905) | 2.144,40 |  | (8.535) |
| Jun. 22 | 24 | MSCI Emerging Market Index Future | Morgan Stanley | USD | (1.262.400) | 1.125,50 |  | (88.200) |
| Apr. 22 | 34 | MSCI Singapore Index ETS Future | Morgan Stanley | SGD | (822.958) | 334,85 |  | (17.039) |
| Jun. 22 | 1 | Nasdaq 100 E-mini Future | Morgan Stanley | USD | (271.650) | 14.868,75 |  | (25.725) |
| Jun. 22 | 2 | Nikkei 225 (SGX) Future | Morgan Stanley | JPY | 228.725 | 27.795,00 |  | (411) |
| Apr. 22 | 48 | OMXS30 Index Future | Morgan Stanley | SEK | 1.081.077 | 2.085,00 |  | (16.668) |
| Jun. 22 | 4 | Russell 2000 E-mini Future | Morgan Stanley | USD | (399.145) | 2.066,40 |  | (14.135) |
| Jun. 22 | 1 | S&P MidCap 400 E-mini Future | Morgan Stanley | USD | 271.510 | 2.689,20 |  | (2.590) |
| Jun. 22 | 36 | S&P/TSX 60 Index Future | J.P. Morgan | CAD | 7.413.875 | 1.317,10 |  | 171.711 |
| Jun. 22 | 1.496 | SET 50 Index Future | J.P. Morgan | THB | 9.084.318 | 1.016,70 |  | 64.453 |
| Apr. 22 | 2 | SGX Nifty 50 Future | Morgan Stanley | USD | (70.224) | 17.536,50 |  | 78 |
| Jun. 22 | 181 | Short-Term Euro-BTP Future | Morgan Stanley | EUR | (22.302.177) | 110,97 |  | 82.515 |
| Jun. 22 | 257 | South Korea 10 Year Bond Future | J.P. Morgan | KRW | (25.294.476) | 117,00 |  | 486.094 |
| Jun. 22 | 517 | South Korea 3 Year Bond Future | J.P. Morgan | KRW | (45.776.354) | 106,23 |  | 463.941 |
| Jun. 22 | 51 | SPI 200 Future | Morgan Stanley | AUD | 6.903.404 | 7.479,00 |  | 232.179 |
| Jun. 22 | 2 | Stoxx Euro ESG-X Index Future | Morgan Stanley | EUR | 37.336 | 167,60 |  | (254) |
| Jun. 22 | 12 | Swiss Market Index Future | Morgan Stanley | CHF | 1.543.694 | 12.034,00 |  | 19.079 |
| Jun. 22 | 7 | Topix Index Future | Morgan Stanley | JPY | 1.124.651 | 1.946,50 |  | (5.421) |
| Jun. 22 | 10 | WIG20 Index Future | Morgan Stanley | PLN | 97.728 | 2.165,00 |  | 5.325 |
|  |  |  |  |  |  |  | USD | 4.719.362 |

Schroder GAIA Egerton Equity
| Jun. 22 | 190 | E-mini S&P 500 Future | Goldman Sachs | USD | (36.003.947) | 4.530,75 | (2.904.188) EUR |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  |  |  |  | (2.904.188) |
| Schroder GAIA | Helix |  |  |  |  |  |  |  |
| Jun. 22 | 74 | E-mini S&P 500 Future | Goldman Sachs | USD | (16.446.500) | 4.530,75 |  | (317.275) |
| Jun. 22 | 340 | Euro Stoxx 50 Future | J.P. Morgan | EUR | (14.183.901) | 3.823,00 |  | (195.357) |
| Jun. 22 | 92 | Euro Stoxx Future | J.P. Morgan | EUR | (2.105.310) | 426,60 |  | (65.551) |
| Jun. 22 | 236 | FTSE 100 Index Future | J.P. Morgan | GBP | (22.159.018) | 7.486,00 |  | (1.049.183) |
| Jun. 22 | 255 | FTSE 250 Index Future | J.P. Morgan | GBP | (13.515.204) | 21.038,00 |  | (579.446) |
| Jun. 22 | 39 | MSCI Asia Future | J.P. Morgan | USD | (2.226.980) | 589,80 |  | (73.240) |
| Jun. 22 | 243 | MSCI China Future | J.P. Morgan | USD | 4.731.979 | 521,70 |  | 1.606.677 |
| Jun. 22 | 408 | MSCI EAFE Index Future | J.P. Morgan | USD | (41.424.823) | 2.144,40 |  | (2.320.937) |
| Jun. 22 | 37 | MSCI Emerging Market Index Future | J.P. Morgan | USD | (1.963.080) | 1.125,50 |  | (119.095) |
| Jun. 22 | 57 | MSCI Europe Future | J.P. Morgan | EUR | (1.729.128) | 294,90 |  | (130.400) |
| Jun. 22 | 182 | MSCI World Index Future | J.P. Morgan | USD | (16.170.368) | 9.352,00 |  | (850.272) |
| Jun. 22 | 13 | Topix Index Future | J.P. Morgan | JPY | (1.983.325) | 1.946,50 |  | (95.244) |
|  |  |  |  |  |  |  | USD | (4.189.323) |
| Schroder GAIA Two Sigma Diversified |
| Mrz. 23 | 78 | 3 Month SOFR Future | Morgan Stanley | USD | 19.072.189 | 97,60 | (40.189) |
| Dez. 22 | 13 | 90 Days Eurodollar Future | Morgan Stanley | USD | (3.235.538) | 97,34 | 71.988 |
| Juni 23 | 172 | 90 Days Eurodollar Future | Morgan Stanley | USD | 42.155.250 | 96,87 | (501.150) |
| Dez. 23 | 77 | 90 Days Eurodollar Future | Morgan Stanley | USD | 18.879.263 | 96,97 | (212.539) |
| Jun. 24 | 34 | 90 Days Eurodollar Future | Morgan Stanley | USD | 8.385.348 | 97,17 | (126.323) |
| Sep. 24 | 48 | 90 Days Eurodollar Future | Morgan Stanley | USD | 11.832.150 | 97,24 | (163.950) |
| Dez. 24 | 33 | 90 Days Eurodollar Future | Morgan Stanley | USD | 8.123.313 | 97,30 | (96.475) |
| Apr. 22 | 22 | Amsterdam Index Future | Newedge Group | EUR | 3.423.129 | 724,01 | 100.990 |
| Jun. 22 | 60 | Australia 10 Year Bond Future | Newedge Group | AUD | 5.872.881 | 126,74 | (182.373) |
| Jun. 22 | 66 | Australia 3 Year Bond Future | Newedge Group | AUD | 5.497.484 | 109,89 | (70.348) |
| Jun. 22 | 3 | Australian Dollar Future | Morgan Stanley | USD | 225.455 | 74,97 | (560) |


#### Terminkontrakte (Forts.)
| Fällig-	(Short-)/	Nicht realisierter |
| --- |
| keits- |  |  |  | Long- | Markt- | Wertzuwachs/ |
| datum | Anzahl Kontrakt | Kontrahent | Währung | Position | preis | (Wertverlust) |
| Schroder GAIA Two Sigma Diversified (Forts.) |
| Dez. 22 | 7 | Bankers' Acceptance Future | Newedge Group | CAD | (1.375.125) | 97,09 | 16.028 |
| Jun. 22 | 4 | British Pound Future | Morgan Stanley | USD | (327.993) | 131,31 | (282) |
| Apr. 22 | 101 | CAC 40 Index Future | Newedge Group | EUR | 7.282.731 | 6.657,50 | 155.777 |
| Jun. 22 | 54 | Canada 10 Year Bond Future | Newedge Group | CAD | 5.822.469 | 130,56 | (182.954) |
| Jun. 22 | 1 | Canadian Dollar Future | Morgan Stanley | USD | (78.588) | 80,09 | (1.502) |
| Apr. 22 | 215 | CBOE VIX Future | Morgan Stanley | USD | (6.539.671) | 23,47 | 1.493.836 |
| Mai 22 | 47 | CBOE VIX Future | Morgan Stanley | USD | (1.411.005) | 24,99 | 236.583 |
| Jun. 22 | 72 | Dax Index Future | Newedge Group | EUR | 27.244.668 | 14.433,00 | 1.495.042 |
| Jun. 22 | 5 | Dow Jones E-mini e-CBOT Future | Morgan Stanley | USD | (876.100) | 34.618,00 | 10.650 |
| Apr. 22 | 13 | Dubai IRD FX Future | Newedge Group | USD | 339.768 | 131,68 | 2.600 |
| Jun. 22 | 172 | E-mini S&P 500 Future | Morgan Stanley | USD | (36.745.498) | 4.530,75 | (2.218.953) |
| Dez. 22 | 7 | Euro 3 Months Euribor Future | Newedge Group | EUR | 1.930.309 | 99,72 | 207 |
| Juni 23 | 26 | Euro 3 Months Euribor Future | Newedge Group | EUR | 7.145.393 | 98,97 | (29.191) |
| Sep. 23 | 46 | Euro 3 Months Euribor Future | Newedge Group | EUR | 12.683.198 | 98,77 | (118.438) |
| Dez. 23 | 52 | Euro 3 Months Euribor Future | Newedge Group | EUR | 14.334.690 | 98,70 | (140.397) |
| Jun. 22 | 13 | Euro BUXL 30 Years Bond Future | Newedge Group | EUR | (2.877.954) | 186,20 | 200.165 |
| Jun. 22 | 3 | Euro FX Future | Morgan Stanley | USD | 414.381 | 1,11 | 1.832 |
| Jun. 22 | 630 | Euro Stoxx 50 Future | Newedge Group | EUR | 25.024.299 | 3.823,00 | 1.619.621 |
| Jun. 22 | 145 | Euro-BOBL Future | Morgan Stanley | EUR | 21.000.795 | 128,86 | (330.846) |
| Jun. 22 | 66 | Euro-BTP Future | Newedge Group | EUR | (10.490.195) | 138,31 | 391.836 |
| Jun. 22 | 192 | Euro-Bund Future | Morgan Stanley | EUR | 35.242.558 | 158,66 | (1.543.174) |
| Jun. 22 | 53 | Euro-OAT Future | Newedge Group | EUR | 9.249.080 | 151,51 | (365.859) |
| Jun. 22 | 3 | Euro-Schatz Future | Morgan Stanley | EUR | (371.719) | 110,74 | 4.217 |
| Jun. 22 | 181 | FTSE 100 Index Future | Newedge Group | GBP | (16.735.342) | 7.486,00 | (1.064.168) |
| Apr. 22 | 216 | FTSE China A50 Future | Newedge Group | USD | (2.898.143) | 13.749,00 | (71.641) |
| Jun. 22 | 25 | FTSE MIB Index Future | Newedge Group | EUR | (3.254.449) | 24.406,00 | (120.443) |
| Jun. 22 | 80 | FTSE/JSE Top 40 Future | Newedge Group | ZAR | (3.560.415) | 68.881,00 | (210.658) |
| Apr. 22 | 21 | IBEX 35 Index Future | Newedge Group | EUR | (1.926.707) | 8.415,90 | (28.412) |
| Mrz. 23 | 25 | ICE 3 Month SONIA Index Future | Newedge Group | GBP | 8.037.321 | 97,85 | (3.941) |
| Jun. 22 | 26 | Japan 10 Years Bond (OSE) Future | Newedge Group | JPY | 32.174.552 | 149,70 | (203.138) |
| Jun. 22 | 3 | Japanese Yen Future | Morgan Stanley | USD | (323.948) | 82,38 | 15.042 |
| Jun. 22 | 237 | KOSDAQ150 Index Future | Newedge Group | KRW | 2.411.646 | 1.318,30 | 166.111 |
| Jun. 22 | 90 | KOSPI2 Index Future | Newedge Group | KRW | (6.506.607) | 365,70 | (282.099) |
| Jun. 22 | 121 | Long Gilt Future | Newedge Group | GBP | (19.467.029) | 121,23 | 197.321 |
| Jun. 22 | 14 | Mexican Peso Future | Morgan Stanley | USD | 323.537 | 4,97 | 24.574 |
| Jun. 22 | 40 | MSCI EAFE Index Future | Morgan Stanley | USD | (4.077.895) | 2.144,40 | (210.905) |
| Jun. 22 | 144 | MSCI Emerging Market Index Future | Morgan Stanley | USD | (7.621.410) | 1.125,50 | (482.190) |
| Apr. 22 | 209 | MSCI Singapore Index ETS Future | Newedge Group | SGD | (5.132.202) | 334,85 | (31.309) |
| Jun. 22 | 18 | Nasdaq 100 E-mini Future | Morgan Stanley | USD | (5.384.935) | 14.868,75 | 32.185 |
| Jun. 22 | 5 | New Zealand Dollar Future | Morgan Stanley | USD | (342.670) | 69,24 | (3.530) |
| Jun. 22 | 10 | Nikkei 225 (OSE) Future | Newedge Group | JPY | (2.075.398) | 27.830,00 | (210.621) |
| Jun. 22 | 41 | Nikkei 225 (YEN) Future | Morgan Stanley | JPY | (4.183.588) | 27.535,00 | (453.076) |
| Apr. 22 | 131 | OMXS30 Index Future | Newedge Group | SEK | 2.928.621 | 2.085,00 | (23.672) |
| Jun. 22 | 92 | Russell 2000 E-mini Future | Morgan Stanley | USD | (9.216.085) | 2.066,40 | (289.355) |
| Jun. 22 | 15 | S&P MidCap 400 E-mini Future | Morgan Stanley | USD | 3.877.125 | 2.689,20 | 156.675 |
| Jun. 22 | 33 | S&P/TSX 60 Index Future | Newedge Group | CAD | 6.748.104 | 1.317,10 | 205.349 |
| Jun. 22 | 423 | SET 50 Index Future | Newedge Group | THB | (2.553.246) | 1.016,70 | (33.605) |
| Apr. 22 | 150 | SGX Nifty 50 Future | Newedge Group | USD | 5.271.912 | 17.536,50 | (10.962) |
| Jun. 22 | 72 | Short-Term Euro-BTP Future | Newedge Group | EUR | 8.945.452 | 110,97 | (106.692) |
| Jun. 22 | 28 | South Korea 10 Year Bond Future | Newedge Group | KRW | 2.756.685 | 117,00 | (53.826) |
| Jun. 22 | 22 | South Korea 3 Year Bond Future | Newedge Group | KRW | 1.949.425 | 106,23 | (21.237) |
| Jun. 22 | 12 | SPI 200 Future | Newedge Group | AUD | 1.601.568 | 7.479,00 | 77.393 |
| Jun. 22 | 10 | Stoxx 600 Bank Future | Newedge Group | EUR | (73.206) | 133,60 | (691) |

Schroder GAIA Two Sigma Diversified (Forts.)
| Jun. 22 | 108 | Stoxx Europe 600 Future | Newedge Group | EUR | 2.502.996 | 449,40 |  | 181.608 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Jun. 22 | 3 | Swiss Franc Future | Morgan Stanley | USD | 405.056 | 108,71 |  | 2.606 |
| Jun. 22 | 114 | Topix Index Future | Newedge Group | JPY | (16.507.393) | 1.946,50 |  | (1.720.059) |
| Jun. 22 | 4 | UD Dollar Index Future | Morgan Stanley | USD | (396.780) | 98,36 |  | 3.340 |
| Jun. 22 | 26 | US 10 Year Note Future (CBT) | Morgan Stanley | USD | (3.200.453) | 122,88 |  | 5.703 |
| Jun. 22 | 15 | US 10 Year Ultra Future | Morgan Stanley | USD | 2.061.016 | 135,47 |  | (28.984) |
| Jun. 22 | 216 | US 2 Year Note Future (CBT) | Morgan Stanley | USD | 45.972.727 | 105,96 |  | (197.601) |
| Jun. 22 | 4 | US 3 Year Note Future (CBT) | Morgan Stanley | USD | 877.172 | 109,09 |  | (4.422) |
| Jun. 22 | 272 | US 5 Year Note Future (CBT) | Morgan Stanley | USD | 31.764.398 | 114,69 |  | (569.398) |
| Apr. 22 | 26 | US Dollar Index Future | Newedge Group | KRW | 261.898 | 1.212,20 |  | (1.866) |
| Jun. 22 | 63 | US Long Bond Future (CBT) | Morgan Stanley | USD | (9.751.734) | 150,06 |  | 297.797 |
| Jun. 22 | 25 | US Ultra Bond Future (CBT) | Morgan Stanley | USD | 4.514.281 | 177,13 |  | (86.156) |
| Apr. 22 | 84 | VSTOXX Mini Future | Newedge Group | EUR | (304.316) | 28,40 |  | 40.409 |
| Jun. 22 | 25 | WIG20 Index Future | Newedge Group | PLN | (247.921) | 2.165,00 |  | (9.710) |
|  |  |  |  |  |  |  | USD | (5.652.385) |

Schroder GAIA UK Dynamic Absolute Return Fund
Jun. 22	38 FTSE 100 Index Future	Morgan Stanley	GBP	(2.730.870)	7.486,00	(113.810)
GBP	(113.810)
Schroder GAIA Wellington Pagosa
| Jun. 22 | 146 | Australia 10 Year Bond Future | Morgan Stanley | AUD | 14.161.304 | 126,74 | (314.401) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Jun. 22 | 24 | Australia 3 Year Bond Future | Morgan Stanley | AUD | 2.006.088 | 109,89 | (32.584) |
| Jun. 22 | 378 | Canada 10 Year Bond Future | Morgan Stanley | CAD | 39.549.318 | 130,56 | (72.711) |
| Jun. 22 | 22 | Canada 5 Year Bond Future | Morgan Stanley | CAD | (2.108.555) | 117,34 | 43.619 |
| Jun. 22 | 4 | E-mini S&P 500 Future | Morgan Stanley | USD | (903.338) | 4.530,75 | (2.812) |
| Jun. 22 | 74 | Euro BUXL 30 Years Bond Future | Morgan Stanley | EUR | (15.371.089) | 186,20 | 128.292 |
| Jun. 22 | 59 | Euro Stoxx 50 Future | Morgan Stanley | EUR | (2.401.400) | 3.823,00 | (93.824) |
| Jun. 22 | 17 | Euro Stoxx Bank Future | Morgan Stanley | EUR | (79.569) | 87,70 | (2.896) |
| Jun. 22 | 522 | Euro-BOBL Future | Morgan Stanley | EUR | (74.218.444) | 128,86 | (193.372) |
| Jun. 22 | 20 | Euro-BTP Future | Morgan Stanley | EUR | (3.106.472) | 138,31 | 46.363 |
| Jun. 22 | 175 | Euro-Bund Future | Morgan Stanley | EUR | (30.960.862) | 158,66 | 245.278 |
| Jun. 22 | 125 | Euro-OAT Future | Morgan Stanley | EUR | (21.664.473) | 151,51 | 713.481 |
| Jun. 22 | 525 | Euro-Schatz Future | Morgan Stanley | EUR | (64.255.678) | 110,74 | (57.132) |
| Jun. 22 | 7 | KOSPI2 Index Future | Morgan Stanley | KRW | (501.805) | 365,70 | (26.206) |
| Jun. 22 | 204 | Long Gilt Future | Morgan Stanley | GBP | (32.684.044) | 121,23 | 196.272 |
| Jun. 22 | 25 | MSCI EAFE Index Future | Morgan Stanley | USD | (2.535.688) | 2.144,40 | (144.813) |
| Jun. 22 | 1 | Russell 2000 E-mini Future | Morgan Stanley | USD | 103.115 | 2.066,40 | 205 |
| Apr. 22 | 29 | SGX Nifty 50 Future | Morgan Stanley | USD | (998.205) | 17.536,50 | (18.913) |
| Jun. 22 | 26 | Stoxx 600 Industrial Goods & Services |  |  |  |  |  |
|  |  | Future | Morgan Stanley | EUR | (997.246) | 683,50 |  | 14.287 |
| Jun. 22 | 162 | US 10 Year Note Future (CBT) | Morgan Stanley | USD | 19.885.469 | 122,88 |  | 20.281 |
| Jun. 22 | 39 | US 10 Year Ultra Future | Morgan Stanley | USD | (5.269.297) | 135,47 |  | (13.984) |
| Jun. 22 | 452 | US 2 Year Note Future (CBT) | Morgan Stanley | USD | (96.831.664) | 105,96 |  | 1.042.976 |
| Jun. 22 | 309 | US 5 Year Note Future (CBT) | Morgan Stanley | USD | 35.443.833 | 114,69 |  | (5.395) |
| Jun. 22 | 32 | US Long Bond Future (CBT) | Morgan Stanley | USD | (4.872.438) | 150,06 |  | 70.438 |
| Jun. 22 | 210 | US Ultra Bond Future (CBT) | Morgan Stanley | USD | 37.353.404 | 177,13 |  | (157.154) |
|  |  |  |  |  |  |  | USD | 1.385.295 |


#### Optionskontrakte
Optionskontrakte wurden zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der Marktwert ist in der Nettovermögensaufstellung unter „Optionen und Swaptions zum Marktwert“ aufgeführt, sofern er nicht 0 beträgt.
Zum 31. März 2022 wiesen die folgenden Teilfonds offene Optionskontrakte auf Finanzindizes und international notierte Aktien auf:
Schroder GAIA BlueTrend
Put auf UBS ETC Linked to a Systematica Strategy Delta-1 Basket on Commodity Future Ausübungskurs 69,12
| (1.146.573) | Läuft am 4. Apr. 2022 ab | UBS | USD | (4.324) |  | – | 4.324 |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | USD | – | 4.324 |

Schroder GAIA Helix
Put auf Deutsche Börse AG German Stock Index DAX
Ausübungskurs 14.300,00
77	Läuft am 14. Apr. 2022 ab	Goldman Sachs	EUR	72.116	107.967	35.851
Call auf Frontline Ltd Ausübungskurs 12,00
15.447	Läuft am 14. Apr. 2022 ab	Goldman Sachs	USD	343.695	77.235	(266.460) Call auf Scorpio Tankers, Inc.
Ausübungskurs 23,00
2.268	Läuft am 14. Apr. 2022 ab	Goldman Sachs	USD	86.003	85.050	(953) Put auf MSCI Emerging Markets Index
Ausübungskurs 1.100,00
30	Läuft am 14. Apr. 2022 ab	Goldman Sachs	USD	16.712	25.500	8.788
Put auf S&P 500 Index Ausübungskurs 4.115,00
32	Läuft am 14. Apr. 2022 ab	Goldman Sachs	USD	200.759	11.520	(189.239) Put auf S&P 500 Index
Ausübungskurs 4.150,00
30	Läuft am 14. Apr. 2022 ab	Goldman Sachs	USD	156.112	12.300	(143.812) Put auf S&P 500 Index
Ausübungskurs 4.450,00
| 20 | Läuft am 1. Apr. 2022 ab | Goldman Sachs | USD | 90.074 |  | 1.250 | (88.824) |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | USD | 320.822 | (644.649) |

Schroder GAIA Sirios US Equity
Put auf S&P 500 Index Ausübungskurs 4.100,00
| 32 | Läuft am 17. Jun. 2022 ab | Goldman Sachs | USD | 586.496 | 178.400 | (408.096) |
| --- | --- | --- | --- | --- | --- | --- |
|  | Put auf S&P 500 Index |  |  |  |  |  |
|  | Ausübungskurs 4.100,00 |  |  |  |  |  |
| 24 | Läuft am 16. Sep. 2022 ab | Goldman Sachs | USD | 598.285 | 304.200 | (294.085) |
|  | Put auf S&P 500 Index |  |  |  |  |  |
|  | Ausübungskurs 4.100,00 |  |  |  |  |  |
| 21 | Läuft am 16. Dez. 2022 ab | Goldman Sachs | USD | 556.012 | 379.470 | (176.542) |
|  | Put auf S&P 500 Index |  |  |  |  |  |
|  | Ausübungskurs 4.100,00 |  |  |  |  |  |
| 17 | Läuft am 17. Mrz. 2023 ab | Goldman Sachs | USD | 573.001 |  | 376.125 | (196.876) |
|  |  |  |  |  | USD | 1.238.195 | (1.075.599) |

Schroder GAIA Wellington Pagosa
Call auf Baidu, Inc.
Ausübungskurs 220,00
45.730
(45.730)
36
172
Läuft am 21. Apr. 2022 ab	Morgan Stanley	HKD	42.741	34	(42.707) Call auf Baidu, Inc.
Ausübungskurs 280,00
Läuft am 21. Apr. 2022 ab	Morgan Stanley	HKD	(10.267)	(2)	10.265
Call auf Block, Inc.
Ausübungskurs 220,00
Läuft am 17. Jun. 2022 ab	Morgan Stanley	USD	27.117	3.312	(23.805) Call auf Citigroup, Inc.
Ausübungskurs 75,00
Läuft am 17. Jun. 2022 ab	Morgan Stanley	USD	30.928	688	(30.240)
Schroder GAIA Wellington Pagosa (Forts.)
Call auf Commerzbank AG Ausübungskurs 10,00
179.908
20.403
29.085
41.588
20.208
32.476
33.346
27.606
19.487.029
54
4.910
65
880.000
905.000
(1.285.000)
(2.635.000)
(1.325.000)
(2.645.000)
(904.000)
4.241.000
4.958.000
Läuft am 17. Jun. 2022 ab	Goldman Sachs	EUR	83.271	12.700	(70.571) Call auf Commerzbank AG
Ausübungskurs 12,00
Läuft am 16. Dez. 2022 ab	Goldman Sachs	EUR	9.531	3.595	(5.936) Call auf Commerzbank AG
Ausübungskurs 13,00
Läuft am 16. Dez. 2022 ab	Goldman Sachs	EUR	9.872	3.814	(6.058) Call auf Commerzbank AG
Ausübungskurs 14,00
Läuft am 16. Dez. 2022 ab	Goldman Sachs	EUR	10.656	4.189	(6.467) Call auf Deutsche Lufthansa AG
Ausübungskurs 9,00
Läuft am 16. Sep. 2022 ab	Goldman Sachs	EUR	11.843	7.375	(4.468) Call auf Deutsche Lufthansa AG
Ausübungskurs 9,00
Läuft am 17. Jun. 2022 ab	Goldman Sachs	EUR	12.781	4.716	(8.065) Call auf EasyJet PLC
Ausübungskurs 8,00
Läuft am 17. Jun. 2022 ab	J.P. Morgan	GBP	13.117	2.166	(10.951)
Call auf EasyJet PLC Ausübungskurs 8,42
Läuft am 16. Sep. 2022 ab	J.P. Morgan	GBP	13.081	3.355	(9.726)
Call auf Euro Stoxx 50 Index versus S&P 500 Index
Ausübungskurs 2,50
Läuft am 16. Dez. 2022 ab	Goldman Sachs	USD	216.904	8.244	(208.660) Call auf Fidelity National Financial, Inc.
Ausübungskurs 135,00
Läuft am 15. Jul. 2022 ab	Morgan Stanley	USD	18.722	2.565	(16.157) Call auf Financial Select Sector SPDR Fund
Ausübungskurs 518,00
Läuft am 17. Jun. 2022 ab	Morgan Stanley	USD	98.200	15.058	(83.142) Call auf FleetCor Technologies, Inc.
Ausübungskurs 260,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	43.779	48.425	4.646
Call auf AUD/JPY-Devisenkurs Ausübungskurs 85,16
Läuft am 7. Apr. 2022 ab	Citi Bank	AUD	10.014	42.944	32.930
Call auf AUD/JPY-Devisenkurs Ausübungskurs 85,56
Läuft am 13. Apr. 2022 ab	Barclays Bank	AUD	9.314	41.403	32.089
Call auf AUD/JPY-Devisenkurs Ausübungskurs 88,29
Läuft am 21. Apr. 2022 ab	Citi Bank	AUD	(12.299)	(33.029)	(20.730)
Call auf AUD/JPY-Devisenkurs Ausübungskurs 89,05
Läuft am 20. Apr. 2022 ab	Goldman Sachs	AUD	(13.836)	(53.731)	(39.895) Call auf AUD/JPY-Devisenkurs
Ausübungskurs 92,30
Läuft am 27. Apr. 2022 ab	Citi Bank	AUD	(15.695)	(7.887)	7.808
Call auf AUD/USD-Devisenkurs Ausübungskurs 0,76
Läuft am 26. Apr. 2022 ab	J.P. Morgan	AUD	(12.816)	(9.189)	3.627
Call auf EUR/AUD-Devisenkurs Ausübungskurs 1,46
Läuft am 27. Apr. 2022 ab	Deutsche Bank	EUR	(11.797)	(16.683)	(4.886) Call auf EUR/AUD-Devisenkurs
Ausübungskurs 1,51
Läuft am 5. Apr. 2022 ab	J.P. Morgan	EUR	50.435	1.723	(48.712)
Call auf EUR/AUD-Devisenkurs Ausübungskurs 1,52
Läuft am 6. Apr. 2022 ab	Barclays Bank	EUR	33.160	1.234	(31.926)
Schroder GAIA Wellington Pagosa (Forts.)
Call auf EUR/AUD-Devisenkurs Ausübungskurs 1,55
991.000
861.000
849.000
(861.000)
(882.000)
158.000
862.000
904.000
(849.000)
(892.000)
(1.786.000)
892.000
882.000
4.241.000
4.958.000
904.000
1.054.000
864.000
(851.000)
(1.662.000)
1.142.000
875.000
Läuft am 31. Mrz. 2022 ab	Barclays Bank	EUR	10.864	–	(10.864) Call auf EUR/BRL-Devisenkurs
Ausübungskurs 5,60
Läuft am 20. Apr. 2022 ab	Morgan Stanley	EUR	18.781	3.107	(15.674) Call auf EUR/BRL-Devisenkurs
Ausübungskurs 5,63
Läuft am 5. Apr. 2022 ab	Bank of America	EUR	19.840	73	(19.767) Call auf EUR/CAD-Devisenkurs
Ausübungskurs 1,40
Läuft am 20. Apr. 2022 ab	Citi Bank	EUR	(10.165)	(4.293)	5.872
Call auf EUR/CHF-Devisenkurs Ausübungskurs 1,04
Läuft am 20. Apr. 2022 ab	Citi Bank	EUR	(8.770)	(1.484)	7.286
Call auf EUR/CHF-Devisenkurs Ausübungskurs 1,05
Läuft am 2. Sep. 2022 ab	Bank of America	EUR	27.524	19.670	(7.854) Call auf EUR/HUF-Devisenkurs
Ausübungskurs 375,55
Läuft am 21. Apr. 2022 ab	J.P. Morgan	EUR	13.315	5.489	(7.826)
Call auf EUR/HUF-Devisenkurs Ausübungskurs 376,80
Läuft am 27. Apr. 2022 ab	Citi Bank	EUR	13.278	6.158	(7.120) Call auf EUR/JPY-Devisenkurs
Ausübungskurs 127,94
Läuft am 5. Apr. 2022 ab	Bank of America	EUR	(11.685)	(47.128)	(35.443) Call auf EUR/JPY-Devisenkurs
Ausübungskurs 134,37
Läuft am 26. Apr. 2022 ab	Citi Bank	EUR	(12.016)	(12.759)	(743) Call auf EUR/JPY-Devisenkurs
Ausübungskurs 135,00
Läuft am 21. Apr. 2022 ab	Bank of America	EUR	(9.892)	(18.907)	(9.015) Call auf EUR/MXN-Devisenkurs
Ausübungskurs 22,28
Läuft am 26. Apr. 2022 ab	Deutsche Bank	EUR	10.837	6.658	(4.179) Call auf EUR/MXN-Devisenkurs
Ausübungskurs 22,98
Läuft am 20. Apr. 2022 ab	Deutsche Bank	EUR	11.815	1.046	(10.769) Call auf EUR/NZD-Devisenkurs
Ausübungskurs 1,63
Läuft am 5. Apr. 2022 ab	J.P. Morgan	EUR	50.435	1.373	(49.062)
Call auf EUR/NZD-Devisenkurs Ausübungskurs 1,64
Läuft am 6. Apr. 2022 ab	Barclays Bank	EUR	32.673	1.304	(31.369) Call auf EUR/TRY-Devisenkurs
Ausübungskurs 16,84
Läuft am 27. Apr. 2022 ab	Bank of America	EUR	40.514	23.348	(17.166) Call auf EUR/USD-Devisenkurs
Ausübungskurs 1,10
Läuft am 27. Apr. 2022 ab	Barclays Bank	EUR	10.938	14.556	3.618
Call auf EUR/USD-Devisenkurs Ausübungskurs 1,11
Läuft am 21. Apr. 2022 ab	Citi Bank	EUR	8.941	8.139	(802) Call auf EUR/USD-Devisenkurs
Ausübungskurs 1,12
Läuft am 13. Apr. 2022 ab	Barclays Bank	EUR	(4.434)	(2.949)	1.485
Call auf EUR/USD-Devisenkurs Ausübungskurs 1,13
Läuft am 12. Apr. 2022 ab	Goldman Sachs	EUR	(8.466)	(2.240)	6.226
Call auf EUR/USD-Devisenkurs Ausübungskurs 1,13
Läuft am 4. Apr. 2022 ab	Barclays Bank	EUR	14.077	54	(14.023) Call auf EUR/USD-Devisenkurs
Ausübungskurs 1,14
Läuft am 16. Mai 2022 ab	Deutsche Bank	EUR	13.336	2.010	(11.326)
Schroder GAIA Wellington Pagosa (Forts.)
Call auf EUR/USD-Devisenkurs Ausübungskurs 1,18
1.706.000
752.000
604.000
(1.593.000)
735.000
685.000
(4.295.000)
875.000
945.000
270.000
545.000
285.000
(995.000)
2.444.000
1.275.000
(2.858.000)
1.170.000
1.226.000
1.946.000
2.070.000
1.815.000
2.505.000
Läuft am 5. Mai 2022 ab	Morgan Stanley	EUR	10.083	220	(9.863) Call auf GBP/AUD-Devisenkurs
Ausübungskurs 1,75
Läuft am 27. Apr. 2022 ab	Barclays Bank	GBP	9.721	11.472	1.751
Call auf GBP/JPY-Devisenkurs Ausübungskurs 157,19
Läuft am 21. Apr. 2022 ab	Morgan Stanley	GBP	8.619	16.901	8.282
Call auf GBP/USD-Devisenkurs Ausübungskurs 1,33
Läuft am 2. Mai 2022 ab	J.P. Morgan	GBP	(10.641)	(10.605)	36
Call auf GBP/USD-Devisenkurs Ausübungskurs 1,35
Läuft am 16. Mai 2022 ab	Deutsche Bank	GBP	13.430	1.564	(11.866) Call auf GBP/USD-Devisenkurs
Ausübungskurs 1,35
Läuft am 4. Apr. 2022 ab	Bank of America	GBP	12.059	6	(12.053) Call auf NZD/JPY-Devisenkurs
Ausübungskurs 86,00
Läuft am 26. Apr. 2022 ab	J.P. Morgan	NZD	(22.714)	(16.784)	5.930
Call auf NZD/USD-Devisenkurs Ausübungskurs 0,66
Läuft am 3. Mai 2022 ab	Barclays Bank	NZD	11.046	26.997	15.951
Call auf NZD/USD-Devisenkurs Ausübungskurs 0,69
Läuft am 7. Apr. 2022 ab	Citi Bank	NZD	8.959	6.604	(2.355) Call auf NZD/USD-Devisenkurs
Ausübungskurs 0,72
Läuft am 19. Apr. 2022 ab	Bank of America	NZD	13.524	15.744	2.220
Call auf NZD/USD-Devisenkurs Ausübungskurs 0,73
Läuft am 9. Mai 2022 ab	Morgan Stanley	NZD	32.092	368	(31.724) Call auf NZD/USD-Devisenkurs
Ausübungskurs 0,73
Läuft am 9. Mai 2022 ab	J.P. Morgan	NZD	12.046	175	(11.871) Call auf USD/BRL-Devisenkurs
Ausübungskurs 4,80
Läuft am 27. Apr. 2022 ab	Bank of America	USD	(22.430)	(19.278)	3.152
Call auf USD/BRL-Devisenkurs Ausübungskurs 6,34
Läuft am 12. Jul. 2022 ab	Deutsche Bank	USD	74.618	4.272	(70.346) Call auf USD/BRL-Devisenkurs
Ausübungskurs 6,66
Läuft am 8. Feb. 2023 ab	Goldman Sachs	USD	39.539	18.138	(21.401) Call auf USD/CAD-Devisenkurs
Ausübungskurs 1,27
Läuft am 21. Apr. 2022 ab	Goldman Sachs	USD	(11.289)	(6.651)	4.638
Call auf USD/CHF-Devisenkurs Ausübungskurs 0,92
Läuft am 11. Apr. 2022 ab	Morgan Stanley	USD	14.192	6.060	(8.132) Call auf USD/CHF-Devisenkurs
Ausübungskurs 0,92
Läuft am 27. Mai 2022 ab	Citi Bank	USD	16.799	15.702	(1.097) Call auf USD/CNH-Devisenkurs
Ausübungskurs 6,36
Läuft am 22. Apr. 2022 ab	Deutsche Bank	USD	14.473	7.192	(7.281) Call auf USD/CNH-Devisenkurs
Ausübungskurs 6,37
Läuft am 10. Jun. 2022 ab	J.P. Morgan	USD	16.343	16.542	199
Call auf Foreign Exchange USD/CNH Ausübungskurs 6,44
Läuft am 10. Mrz. 2023 ab	Morgan Stanley	USD	34.921	32.448	(2.473) Call auf USD/CNH-Devisenkurs
Ausübungskurs 6,45
Läuft am 19. Mai 2022 ab	Barclays Bank	USD	7.289	5.223	(2.066)
Schroder GAIA Wellington Pagosa (Forts.)
Call auf USD/CNH-Devisenkurs Ausübungskurs 6,46
2.588.000
872.000
(7.763.000)
680.000
992.000
776.000
704.000
1.072.000
960.000
976.000
730.000
1.332.000
1.559.000
776.000
1.835.000
(1.332.000)
818.000
1.165.000
1.162.000
(993.000)
800.000
762.000
Läuft am 7. Jul. 2022 ab	Citi Bank	USD	32.220	12.846	(19.374) Call auf Foreign Exchange USD/CNH
Ausübungskurs 6,47
Läuft am 13. Mrz. 2023 ab	Morgan Stanley	USD	17.575	13.980	(3.595) Call auf USD/CNH-Devisenkurs
Ausübungskurs 6,88
Läuft am 7. Jul. 2022 ab	Citi Bank	USD	(18.243)	(3.947)	14.296
Call auf USD/CZK-Devisenkurs Ausübungskurs 22,18
Läuft am 4. Apr. 2022 ab	Bank of America	CZK	526	92	(434) Call auf USD/CZK-Devisenkurs
Ausübungskurs 22,87
Läuft am 4. Apr. 2022 ab	J.P. Morgan	CZK	342	5	(337) Call auf USD/IDR-Devisenkurs
Ausübungskurs 14.390,00
Läuft am 23. Jun. 2022 ab	Citi Bank	USD	10.866	9.422	(1.444) Call auf Foreign Exchange USD/IDR
Ausübungskurs 14.460,00
Läuft am 6. Mai 2022 ab	Bank of America	USD	8.496	3.138	(5.358) Call auf USD/IDR-Devisenkurs
Ausübungskurs 14.825,00
Läuft am 21. Apr. 2022 ab	Morgan Stanley	USD	6.077	489	(5.588) Call auf USD/IDR-Devisenkurs
Ausübungskurs 14.946,00
Läuft am 7. Jun. 2022 ab	Bank of America	USD	7.416	2.422	(4.994) Call auf USD/ILS-Devisenkurs
Ausübungskurs 3,19
Läuft am 27. Apr. 2022 ab	Barclays Bank	USD	8.443	8.299	(144) Call auf USD/INR-Devisenkurs
Ausübungskurs 75,50
Läuft am 25. Apr. 2022 ab	Morgan Stanley	USD	7.267	6.416	(851) Call auf USD/INR-Devisenkurs
Ausübungskurs 76,84
Läuft am 11. Aug. 2022 ab	Deutsche Bank	USD	20.482	19.687	(795) Call auf USD/INR-Devisenkurs
Ausübungskurs 77,04
Läuft am 4. Apr. 2022 ab	Morgan Stanley	USD	6.766	138	(6.628) Call auf USD/INR-Devisenkurs
Ausübungskurs 77,17
Läuft am 10. Jun. 2022 ab	J.P. Morgan	USD	10.920	13.954	3.034
Call auf USD/INR-Devisenkurs Ausübungskurs 77,42
Läuft am 17. Mai 2022 ab	Morgan Stanley	USD	8.050	6.223	(1.827) Call auf USD/INR-Devisenkurs
Ausübungskurs 79,09
Läuft am 11. Aug. 2022 ab	Deutsche Bank	USD	(8.627)	(8.558)	69
Call auf USD/JPY-Devisenkurs Ausübungskurs 114,49
Läuft am 27. Mai 2022 ab	Barclays Bank	USD	11.690	49.001	37.311
Call auf USD/JPY-Devisenkurs Ausübungskurs 115,25
Läuft am 12. Apr. 2022 ab	Citi Bank	USD	14.106	62.215	48.109
Call auf USD/JPY-Devisenkurs Ausübungskurs 117,93
Läuft am 14. Apr. 2022 ab	Barclays Bank	USD	10.656	37.246	26.590
Call auf USD/JPY-Devisenkurs Ausübungskurs 122,53
Läuft am 27. Apr. 2022 ab	Morgan Stanley	USD	(10.576)	(7.177)	3.399
Call auf USD/JPY-Devisenkurs Ausübungskurs 95,99
Läuft am 17. Juni 2024 ab	BNP Paribas	USD	55.269	131.032	75.763
Call auf USD/KRW-Devisenkurs Ausübungskurs 1.192,50
Läuft am 23. Mai 2022 ab	Barclays Bank	USD	9.594	18.016	8.422
Schroder GAIA Wellington Pagosa (Forts.)
Call auf USD/MXN-Devisenkurs Ausübungskurs 20,50
(1.985.000)
2.488.000
(875.000)
(1.906.000)
(927.000)
730.000
800.000
1.639.000
745.000
(3.523.000)
960.000
880.000
995.000
564.000
3.144.000
(2.754.000)
(1.910.000)
786.000
814
1.430
187
34
Läuft am 26. Apr. 2022 ab	J.P. Morgan	USD	(15.235)	(6.903)	8.332
Call auf USD/MXN-Devisenkurs Ausübungskurs 21,23
Läuft am 2. Mai 2022 ab	Goldman Sachs	USD	74.453	3.315	(71.138) Call auf USD/MXN-Devisenkurs
Ausübungskurs 21,75
Läuft am 7. Apr. 2022 ab	Bank of America	USD	(9.477)	(12)	9.465
Call auf USD/NOK-Devisenkurs Ausübungskurs 8,90
Läuft am 21. Apr. 2022 ab	Barclays Bank	USD	(13.532)	(15.325)	(1.793) Call auf USD/NOK-Devisenkurs
Ausübungskurs 9,20
Läuft am 12. Apr. 2022 ab	Morgan Stanley	USD	(8.772)	(758)	8.014
Call auf USD/PHP-Devisenkurs Ausübungskurs 51,72
Läuft am 22. Apr. 2022 ab	Morgan Stanley	USD	8.791	4.922	(3.869) Call auf USD/PHP-Devisenkurs
Ausübungskurs 52,57
Läuft am 9. Jun. 2022 ab	J.P. Morgan	USD	10.636	5.483	(5.153) Call auf USD/PHP-Devisenkurs
Ausübungskurs 52,60
Läuft am 3. Mai 2022 ab	Morgan Stanley	USD	8.023	4.714	(3.309) Call auf USD/PLN-Devisenkurs
Ausübungskurs 4,13
Läuft am 5. Mai 2022 ab	Citi Bank	USD	5.885	22.496	16.611
Call auf USD/SEK-Devisenkurs Ausübungskurs 10,00
Läuft am 7. Apr. 2022 ab	Barclays Bank	USD	(26.986)	(352)	26.634
Call auf USD/SGD-Devisenkurs Ausübungskurs 1,35
Läuft am 11. Apr. 2022 ab	Bank of America	USD	7.179	3.864	(3.315) Call auf USD/SGD-Devisenkurs
Ausübungskurs 1,35
Läuft am 27. Mai 2022 ab	J.P. Morgan	SGD	5.835	5.615	(220) Call auf USD/TRY-Devisenkurs
Ausübungskurs 15,32
Läuft am 27. Apr. 2022 ab	Bank of America	USD	39.362	22.349	(17.013) Call auf USD/TRY-Devisenkurs
Ausübungskurs 15,35
Läuft am 27. Apr. 2022 ab	Bank of America	USD	21.297	12.318	(8.979) Call auf USD/TWD-Devisenkurs
Ausübungskurs 28,49
Läuft am 30. Mai 2022 ab	Barclays Bank	USD	17.166	34.838	17.672
Call auf USD/ZAR-Devisenkurs Ausübungskurs 15,50
Läuft am 12. Apr. 2022 ab	Bank of America	USD	(27.273)	(1.541)	25.732
Call auf USD/ZAR-Devisenkurs Ausübungskurs 15,75
Läuft am 20. Jun. 2022 ab	Bank of America	USD	(28.669)	(18.258)	10.411
Call auf USD/ZAR-Devisenkurs Ausübungskurs 16,19
Läuft am 20. Mai 2022 ab	Barclays Bank	USD	10.273	1.999	(8.274) Call auf FTSE China A50 Index
Ausübungskurs 14.738,00
Läuft am 30. Mai 2022 ab	Goldman Sachs	CNY	23.228	20.246	(2.982) Call auf FTSE China A50 Index
Ausübungskurs 14.738,00
Läuft am 30. Mai 2022 ab	J.P. Morgan	CNY	53.802	35.566	(18.236)
Call auf Global Payments, Inc.
Ausübungskurs 155,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	89.833	25.713	(64.120) Call auf Goldman Sachs Group, Inc.
Ausübungskurs 405,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	25.699	1.377	(24.322)
Schroder GAIA Wellington Pagosa (Forts.)
Call auf International Consolidated Airlines Group
Ausübungskurs 2,00
71.325
105.453
2.643
(78)
86.496
8.382
704.881
625.000
(120)
120
4.974
880.000
(2.635.000)
905.000
(1.285.000)
(1.325.000)
(2.505.000)
(2.405.000)
265.000
(3.890.000)
(4.040.000)
Läuft am 16. Sep. 2022 ab	J.P. Morgan	GBP	13.314	4.312	(9.002)
Call auf International Consolidated Airlines Group
Ausübungskurs 2,00
Läuft am 17. Jun. 2022 ab	J.P. Morgan	GBP	13.941	2.051	(11.890)
Call auf MSCI Emerging Markets Index Ausübungskurs 1.260,00
Läuft am 14. Apr. 2022 ab	J.P. Morgan	USD	69.775	143	(69.632) Call auf S&P Biotechnology Select Industry
Index
Ausübungskurs 11.659,00
Läuft am 17. Jun. 2022 ab	Barclays Bank	USD	(14.852)	(239)	14.613
Call auf Standard Chartered PLC Ausübungskurs 6,40
Läuft am 17. Jun. 2022 ab	Goldman Sachs	GBP	12.391	4.744	(7.647) Call auf Stoxx Europe 600 Index
Ausübungskurs 475,00
Läuft am 20. Mai 2022 ab	Goldman Sachs	EUR	36.373	23.387	(12.986) Call auf TOPIX Banks Index
Ausübungskurs 173,95
Läuft am 13. Mai 2022 ab	BNP Paribas	JPY	7.785	5.344	(2.441) Call auf TOPIX Banks Index
Ausübungskurs 193,20
Läuft am 8. Jul. 2022 ab	Goldman Sachs	JPY	11.022	3.390	(7.632) Put auf 3-Monats-LIBOR-Optionen
Ausübungskurs 99,00
Läuft am 18. Dez. 2023 ab	Morgan Stanley	EUR	(66.285)	(270.478)	(204.193) Put auf 3-Monats-LIBOR-Optionen
Ausübungskurs 99,50
Läuft am 18. Dez. 2023 ab	Morgan Stanley	EUR	107.751	366.722	258.971
Put auf Financial Select Sector SPDR Fund Ausübungskurs 457,00
Läuft am 20. Mai 2022 ab	Goldman Sachs	USD	37.553	51.958	14.405
Put auf AUD/JPY-Devisenkurs Ausübungskurs 85,16
Läuft am 7. Apr. 2022 ab	Citi Bank	AUD	10.014	66	(9.948) Put auf AUD/JPY-Devisenkurs
Ausübungskurs 85,45
Läuft am 20. Apr. 2022 ab	Goldman Sachs	AUD	(10.244)	(2.120)	8.124
Put auf AUD/JPY-Devisenkurs Ausübungskurs 85,56
Läuft am 13. Apr. 2022 ab	Barclays Bank	AUD	9.315	300	(9.015) Put auf AUD/JPY-Devisenkurs
Ausübungskurs 88,29
Läuft am 21. Apr. 2022 ab	Citi Bank	AUD	(12.300)	(3.532)	8.768
Put auf AUD/JPY-Devisenkurs Ausübungskurs 92,30
Läuft am 27. Apr. 2022 ab	Citi Bank	AUD	(15.695)	(21.196)	(5.501)
Put auf AUD/USD-Devisenkurs Ausübungskurs 0,72
Läuft am 12. Apr. 2022 ab	Bank of America	AUD	(11.937)	(1.355)	10.582
Put auf AUD/USD-Devisenkurs Ausübungskurs 0,72
Läuft am 13. Apr. 2022 ab	Morgan Stanley	AUD	(15.183)	(846)	14.337
Put auf AUD/USD-Devisenkurs Ausübungskurs 0,72
Läuft am 28. Jun. 2022 ab	Morgan Stanley	AUD	22.294	24.831	2.537
Put auf AUD/USD-Devisenkurs Ausübungskurs 0,74
Läuft am 20. Apr. 2022 ab	Goldman Sachs	AUD	(33.447)	(16.263)	17.184
Put auf AUD/USD-Devisenkurs Ausübungskurs 0,74
Läuft am 2. Mai 2022 ab	Barclays Bank	AUD	(21.069)	(26.727)	(5.658)
Schroder GAIA Wellington Pagosa (Forts.)
Put auf AUD/USD-Devisenkurs Ausübungskurs 0,75
(1.345.000)
(2.275.000)
(4.845.000)
4.958.000
(904.000)
4.241.000
861.000
849.000
(861.000)
(882.000)
862.000
904.000
(849.000)
180.000
(892.000)
892.000
882.000
4.959.000
4.241.000
(1.315.000)
904.000
(1.662.000)
Läuft am 28. Apr. 2022 ab	Barclays Bank	AUD	(10.192)	(12.315)	(2.123) Put auf CAD/JPY-Devisenkurs
Ausübungskurs 88,60
Läuft am 7. Apr. 2022 ab	Morgan Stanley	CAD	(9.782)	(24)	9.758
Put auf CAD/JPY-Devisenkurs Ausübungskurs 92,70
Läuft am 21. Apr. 2022 ab	J.P. Morgan	CAD	(21.917)	(5.420)	16.497
Put auf EUR/AUD-Devisenkurs Ausübungskurs 1,45
Läuft am 6. Apr. 2022 ab	Barclays Bank	EUR	31.807	4.186	(27.621) Put auf EUR/AUD-Devisenkurs
Ausübungskurs 1,46
Läuft am 27. Apr. 2022 ab	Deutsche Bank	EUR	(11.797)	(6.764)	5.033
Put auf EUR/AUD-Devisenkurs Ausübungskurs 1,51
Läuft am 5. Apr. 2022 ab	J.P. Morgan	EUR	50.434	104.311	53.877
Put auf EUR/BRL-Devisenkurs Ausübungskurs 5,60
Läuft am 20. Apr. 2022 ab	Morgan Stanley	EUR	18.781	56.674	37.893
Put auf EUR/BRL-Devisenkurs Ausübungskurs 5,63
Läuft am 5. Apr. 2022 ab	Bank of America	EUR	19.840	64.086	44.246
Put auf EUR/CAD-Devisenkurs Ausübungskurs 1,40
Läuft am 20. Apr. 2022 ab	Citi Bank	EUR	(10.164)	(13.471)	(3.307)
Put auf EUR/CHF-Devisenkurs Ausübungskurs 1,04
Läuft am 20. Apr. 2022 ab	Citi Bank	EUR	(8.769)	(17.446)	(8.677) Put auf EUR/HUF-Devisenkurs
Ausübungskurs 375,55
Läuft am 21. Apr. 2022 ab	J.P. Morgan	EUR	13.316	24.190	10.874
Put auf EUR/HUF-Devisenkurs Ausübungskurs 376,80
Läuft am 27. Apr. 2022 ab	Citi Bank	EUR	13.278	28.110	14.832
Put auf EUR/JPY-Devisenkurs Ausübungskurs 127,94
Läuft am 5. Apr. 2022 ab	Bank of America	EUR	(11.653)	(22)	11.631
Put auf EUR/JPY-Devisenkurs Ausübungskurs 130,00
Läuft am 23. Mai 2022 ab	Morgan Stanley	EUR	22.873	13.701	(9.172) Put auf EUR/JPY-Devisenkurs
Ausübungskurs 134,37
Läuft am 26. Apr. 2022 ab	Citi Bank	EUR	(12.016)	(10.126)	1.890
Put auf EUR/MXN-Devisenkurs Ausübungskurs 22,28
Läuft am 26. Apr. 2022 ab	Deutsche Bank	EUR	10.838	14.327	3.489
Put auf EUR/MXN-Devisenkurs Ausübungskurs 22,98
Läuft am 20. Apr. 2022 ab	Deutsche Bank	EUR	11.815	40.667	28.852
Put auf EUR/NZD-Devisenkurs Ausübungskurs 1,56
Läuft am 6. Apr. 2022 ab	Barclays Bank	EUR	31.569	2.286	(29.283) Put auf EUR/NZD-Devisenkurs
Ausübungskurs 1,63
Läuft am 5. Apr. 2022 ab	J.P. Morgan	EUR	50.434	101.264	50.830
Put auf EUR/PLN-Devisenkurs Ausübungskurs 4,75
Läuft am 8. Jun. 2022 ab	Morgan Stanley	EUR	(12.194)	(39.523)	(27.329) Put auf EUR/TRY-Devisenkurs
Ausübungskurs 16,84
Läuft am 27. Apr. 2022 ab	Bank of America	EUR	40.514	42.387	1.873
Put auf EUR/USD-Devisenkurs Ausübungskurs 1,08
Läuft am 12. Apr. 2022 ab	Goldman Sachs	EUR	(8.283)	(1.051)	7.232
Schroder GAIA Wellington Pagosa (Forts.)
Put auf EUR/USD-Devisenkurs Ausübungskurs 1,09
(1.723.000)
1.054.000
864.000
(2.730.000)
1.142.000
875.000
752.000
604.000
1.016.000
735.000
685.000
285.000
(4.270.000)
875.000
(2.585.000)
(4.020.000)
945.000
(995.000)
(1.275.000)
184.000
(2.549.000)
1.170.000
Läuft am 20. Apr. 2022 ab	Morgan Stanley	EUR	(9.842)	(6.241)	3.601
Put auf EUR/USD-Devisenkurs Ausübungskurs 1,10
Läuft am 27. Apr. 2022 ab	Barclays Bank	EUR	10.938	7.090	(3.848) Put auf EUR/USD-Devisenkurs
Ausübungskurs 1,11
Läuft am 21. Apr. 2022 ab	Citi Bank	EUR	8.940	7.458	(1.482) Put auf EUR/USD-Devisenkurs
Ausübungskurs 1,11
Läuft am 28. Apr. 2022 ab	J.P. Morgan	EUR	(14.112)	(23.907)	(9.795)
Put auf EUR/USD-Devisenkurs Ausübungskurs 1,13
Läuft am 4. Apr. 2022 ab	Barclays Bank	EUR	14.078	27.428	13.350
Put auf EUR/USD-Devisenkurs Ausübungskurs 1,14
Läuft am 16. Mai 2022 ab	Deutsche Bank	EUR	13.336	2.010	(11.326) Put auf GBP/AUD-Devisenkurs
Ausübungskurs 1,75
Läuft am 27. Apr. 2022 ab	Barclays Bank	GBP	9.721	6.387	(3.334) Put auf GBP/JPY-Devisenkurs
Ausübungskurs 157,19
Läuft am 21. Apr. 2022 ab	Morgan Stanley	GBP	8.619	3.739	(4.880) Put auf GBP/USD-Devisenkurs
Ausübungskurs 1,31
Läuft am 23. Aug. 2022 ab	Morgan Stanley	GBP	11.741	26.698	14.957
Put auf GBP/USD-Devisenkurs Ausübungskurs 1,35
Läuft am 16. Mai 2022 ab	Deutsche Bank	GBP	13.429	32.036	18.607
Put auf GBP/USD-Devisenkurs Ausübungskurs 1,35
Läuft am 4. Apr. 2022 ab	Bank of America	GBP	12.059	24.432	12.373
Put auf NZD/JPY-Devisenkurs Ausübungskurs 80,00
Läuft am 23. Mai 2022 ab	J.P. Morgan	NZD	19.768	974	(18.794) Put auf NZD/JPY-Devisenkurs
Ausübungskurs 83,00
Läuft am 26. Apr. 2022 ab	Morgan Stanley	NZD	(19.527)	(22.139)	(2.612) Put auf NZD/USD-Devisenkurs
Ausübungskurs 0,66
Läuft am 3. Mai 2022 ab	Barclays Bank	NZD	11.046	1.136	(9.910) Put auf NZD/USD-Devisenkurs
Ausübungskurs 0,68
Läuft am 7. Apr. 2022 ab	Barclays Bank	NZD	(11.904)	(758)	11.146
Put auf NZD/USD-Devisenkurs Ausübungskurs 0,69
Läuft am 12. Apr. 2022 ab	Barclays Bank	NZD	(32.059)	(9.855)	22.204
Put auf NZD/USD-Devisenkurs Ausübungskurs 0,69
Läuft am 7. Apr. 2022 ab	Citi Bank	NZD	8.959	1.902	(7.057) Put auf USD/BRL-Devisenkurs
Ausübungskurs 4,80
Läuft am 27. Apr. 2022 ab	Bank of America	USD	(22.430)	(20.054)	2.376
Put auf USD/BRL-Devisenkurs Ausübungskurs 5,21
Läuft am 8. Feb. 2023 ab	Goldman Sachs	USD	(30.330)	(94.861)	(64.531) Put auf Foreign Exchange USD/CAD
Ausübungskurs 1,23
Läuft am 10. Mai 2022 ab	Goldman Sachs	USD	21.528	43.516	21.988
Put auf USD/CAD-Devisenkurs Ausübungskurs 1,27
Läuft am 8. Aug. 2022 ab	Morgan Stanley	USD	(50.495)	(72.357)	(21.862) Put auf USD/CHF-Devisenkurs
Ausübungskurs 0,92
Läuft am 11. Apr. 2022 ab	Morgan Stanley	USD	14.192	6.097	(8.095)
Schroder GAIA Wellington Pagosa (Forts.)
Put auf USD/CHF-Devisenkurs Ausübungskurs 0,92
1.226.000
(1.974.000)
2.869.000
(2.869.000)
2.163.000
1.444.000
1.946.000
2.070.000
1.815.000
872.000
680.000
2.107.000
2.135.000
(2.107.000)
(2.135.000)
776.000
704.000
976.000
730.000
776.000
129.000
2.169.000
Läuft am 27. Mai 2022 ab	Citi Bank	USD	16.800	11.441	(5.359) Put auf USD/CHF-Devisenkurs
Ausübungskurs 0,93
Läuft am 21. Apr. 2022 ab	Barclays Bank	USD	(9.969)	(17.795)	(7.826) Put auf USD/CLP-Devisenkurs
Ausübungskurs 774,30
Läuft am 8. Sep. 2022 ab	Morgan Stanley	USD	44.842	58.296	13.454
Put auf USD/CLP-Devisenkurs Ausübungskurs 830,80
Läuft am 8. Sep. 2022 ab	Morgan Stanley	USD	(128.703)	(164.005)	(35.302) Put auf USD/CNH-Devisenkurs
Ausübungskurs 6,30
Läuft am 14. Sep. 2022 ab	Citi Bank	USD	10.912	10.752	(160) Put auf USD/CNH-Devisenkurs
Ausübungskurs 6,32
Läuft am 15. Sep. 2022 ab	Morgan Stanley	USD	7.552	8.622	1.070
Put auf USD/CNH-Devisenkurs Ausübungskurs 6,36
Läuft am 22. Apr. 2022 ab	Deutsche Bank	USD	14.473	5.655	(8.818) Put auf USD/CNH-Devisenkurs
Ausübungskurs 6,37
Läuft am 10. Jun. 2022 ab	J.P. Morgan	USD	16.342	11.389	(4.953)
Put auf USD/CNH-Devisenkurs Ausübungskurs 6,44
Läuft am 10. Mrz. 2023 ab	Morgan Stanley	USD	34.921	34.330	(591) Put auf USD/CNH-Devisenkurs
Ausübungskurs 6,47
Läuft am 13. Mrz. 2023 ab	Morgan Stanley	USD	17.575	19.345	1.770
Put auf USD/CZK-Devisenkurs Ausübungskurs 22,18
Läuft am 4. Apr. 2022 ab	Bank of America	CZK	526	255	(271) Put auf USD/HUF-Devisenkurs
Ausübungskurs 328,54
Läuft am 22. Sep. 2022 ab	Citi Bank	USD	27.244	43.507	16.263
Put auf USD/HUF-Devisenkurs Ausübungskurs 330,65
Läuft am 26. Sep. 2022 ab	Morgan Stanley	USD	27.503	50.138	22.635
Put auf USD/HUF-Devisenkurs Ausübungskurs 348,95
Läuft am 22. Sep. 2022 ab	Citi Bank	USD	(82.858)	(114.935)	(32.077)
Put auf USD/HUF-Devisenkurs Ausübungskurs 351,00
Läuft am 26. Sep. 2022 ab	Morgan Stanley	USD	(84.636)	(125.551)	(40.915) Put auf USD/IDR-Devisenkurs
Ausübungskurs 14.390,00
Läuft am 23. Jun. 2022 ab	Citi Bank	USD	10.865	9.647	(1.218) Put auf Foreign Exchange USD/IDR
Ausübungskurs 14.460,00
Läuft am 6. Mai 2022 ab	Bank of America	USD	8.495	7.827	(668) Put auf USD/ILS-Devisenkurs
Ausübungskurs 3,19
Läuft am 27. Apr. 2022 ab	Barclays Bank	USD	8.442	7.546	(896) Put auf USD/INR-Devisenkurs
Ausübungskurs 75,50
Läuft am 25. Apr. 2022 ab	Morgan Stanley	USD	7.268	2.588	(4.680) Put auf USD/INR-Devisenkurs
Ausübungskurs 77,17
Läuft am 10. Jun. 2022 ab	J.P. Morgan	USD	10.920	13.954	3.034
Put auf USD/JPY-Devisenkurs Ausübungskurs 111,80
Läuft am 14. Apr. 2022 ab	Goldman Sachs	USD	32.728	6	(32.722) Put auf USD/JPY-Devisenkurs
Ausübungskurs 112,50
Läuft am 14. Jul. 2022 ab	Goldman Sachs	USD	32.427	5.723	(26.704)
Schroder GAIA Wellington Pagosa (Forts.)
Put auf USD/JPY-Devisenkurs Ausübungskurs 114,49
818.000
404.000
1.165.000
1.274.000
202.000
1.162.000
(1.977.000)
(993.000)
800.000
(1.444.000)
762.000
(1.423.000)
1.296.000
(2.781.000)
1.423.000
2.488.000
(1.892.000)
730.000
800.000
2.107.000
(2.107.000)
Läuft am 27. Mai 2022 ab	Barclays Bank	USD	11.689	1.220	(10.469) Put auf USD/JPY-Devisenkurs
Ausübungskurs 115,00
Läuft am 29. Sep. 2022 ab	Morgan Stanley	USD	38.784	38.164	(620) Put auf USD/JPY-Devisenkurs
Ausübungskurs 115,25
Läuft am 12. Apr. 2022 ab	Citi Bank	USD	14.105	180	(13.925) Put auf Foreign Exchange USD/JPY
Ausübungskurs 115,29
Läuft am 31. Mrz. 2022 ab	Morgan Stanley	USD	10.122	–	(10.122) Put auf USD/JPY-Devisenkurs
Ausübungskurs 116,00
Läuft am 29. Jun. 2022 ab	Bank of America	USD	17.291	15.562	(1.729) Put auf USD/JPY-Devisenkurs
Ausübungskurs 117,93
Läuft am 14. Apr. 2022 ab	Barclays Bank	USD	10.655	990	(9.665) Put auf USD/JPY-Devisenkurs
Ausübungskurs 121,50
Läuft am 26. Apr. 2022 ab	Morgan Stanley	USD	(10.656)	(18.331)	(7.675) Put auf USD/JPY-Devisenkurs
Ausübungskurs 122,53
Läuft am 27. Apr. 2022 ab	Morgan Stanley	USD	(10.575)	(13.960)	(3.385) Put auf USD/JPY-Devisenkurs
Ausübungskurs 95,99
Läuft am 17. Juni 2024 ab	BNP Paribas	USD	55.269	7.954	(47.315) Put auf USD/KRW-Devisenkurs
Ausübungskurs 1.190,00
Läuft am 15. Sep. 2022 ab	Morgan Stanley	USD	(13.350)	(20.406)	(7.056) Put auf USD/KRW-Devisenkurs
Ausübungskurs 1.192,50
Läuft am 23. Mai 2022 ab	Barclays Bank	USD	9.593	3.743	(5.850) Put auf USD/MXN-Devisenkurs
Ausübungskurs 19,85
Läuft am 26. Sep. 2022 ab	Deutsche Bank	USD	(15.938)	(23.840)	(7.902) Put auf USD/MXN-Devisenkurs
Ausübungskurs 20,30
Läuft am 2. Aug. 2022 ab	Morgan Stanley	USD	14.036	33.300	19.264
Put auf USD/MXN-Devisenkurs Ausübungskurs 20,65
Läuft am 12. Apr. 2022 ab	J.P. Morgan	USD	(20.732)	(103.831)	(83.099)
Put auf USD/MXN-Devisenkurs Ausübungskurs 20,91
Läuft am 26. Sep. 2022 ab	Deutsche Bank	USD	47.486	61.873	14.387
Put auf USD/MXN-Devisenkurs Ausübungskurs 21,23
Läuft am 2. Mai 2022 ab	Goldman Sachs	USD	74.453	156.860	82.407
Put auf USD/NOK-Devisenkurs Ausübungskurs 8,80
Läuft am 12. Apr. 2022 ab	J.P. Morgan	USD	(10.709)	(17.351)	(6.642)
Put auf USD/PHP-Devisenkurs Ausübungskurs 51,72
Läuft am 22. Apr. 2022 ab	Morgan Stanley	USD	8.791	3.313	(5.478) Put auf USD/PHP-Devisenkurs
Ausübungskurs 52,57
Läuft am 9. Jun. 2022 ab	J.P. Morgan	USD	10.636	13.166	2.530
Put auf USD/PLN-Devisenkurs Ausübungskurs 4,11
Läuft am 22. Sep. 2022 ab	Citi Bank	USD	25.923	39.234	13.311
Put auf USD/PLN-Devisenkurs Ausübungskurs 4,36
Läuft am 22. Sep. 2022 ab	Citi Bank	USD	(79.261)	(106.224)	(26.963)
Schroder GAIA Wellington Pagosa (Forts.)
Put auf USD/PLN-Devisenkurs Ausübungskurs 4,39
(2.135.000)
2.135.000
782.000
(1.299.000)
(782.000)
(3.523.000)
960.000
880.000
(4.289.000)
(1.998.000)
995.000
(1.442.000)
(1.423.000)
1.423.000
(814)
(1.430)
(55)
6
55
(99)
(9)
9
Läuft am 26. Sep. 2022 ab	Morgan Stanley	USD	(82.825)	(118.551)	(35.726) Put auf USD/PLN-Devisenkurs
Ausübungskurs 4,42
Läuft am 26. Sep. 2022 ab	Morgan Stanley	USD	26.568	47.177	20.609
Put auf USD/RUB-Devisenkurs Ausübungskurs 74,52
Läuft am 27. Apr. 2022 ab	Goldman Sachs	USD	8.079	72.422	64.343
Put auf USD/RUB-Devisenkurs Ausübungskurs 77,81
Läuft am 12. Jul. 2022 ab	Morgan Stanley	USD	(56.123)	(173.391)	(117.268) Put auf USD/RUB-Devisenkurs
Ausübungskurs 79,59
Läuft am 27. Apr. 2022 ab	Goldman Sachs	USD	(29.705)	(110.949)	(81.244) Put auf USD/SEK-Devisenkurs
Ausübungskurs 9,35
Läuft am 7. Apr. 2022 ab	Barclays Bank	USD	(23.956)	(16.707)	7.249
Put auf USD/SGD-Devisenkurs Ausübungskurs 1,35
Läuft am 11. Apr. 2022 ab	Bank of America	USD	7.178	2.175	(5.003) Put auf USD/SGD-Devisenkurs
Ausübungskurs 1,35
Läuft am 27. Mai 2022 ab	J.P. Morgan	USD	7.939	5.885	(2.054) Put auf USD/THB-Devisenkurs
Ausübungskurs 33,20
Läuft am 8. Jun. 2022 ab	Deutsche Bank	USD	(69.208)	(53.222)	15.986
Put auf USD/TRY-Devisenkurs Ausübungskurs 15,15
Läuft am 20. Jul. 2022 ab	Goldman Sachs	USD	(180.239)	(83.626)	96.613
Put auf USD/TRY-Devisenkurs Ausübungskurs 15,32
Läuft am 27. Apr. 2022 ab	Bank of America	USD	39.362	48.670	9.308
Put auf USD/TRY-Devisenkurs Ausübungskurs 18,06
Läuft am 14. Sep. 2022 ab	Morgan Stanley	USD	(146.041)	(210.201)	(64.160) Put auf USD/ZAR-Devisenkurs
Ausübungskurs 14,06
Läuft am 26. Sep. 2022 ab	Deutsche Bank	USD	(21.261)	(24.262)	(3.001) Put auf USD/ZAR-Devisenkurs
Ausübungskurs 15,07
Läuft am 26. Sep. 2022 ab	Deutsche Bank	USD	62.659	68.801	6.142
Put auf FTSE China A50 Index Ausübungskurs 11.570,00
Läuft am 30. Mai 2022 ab	Goldman Sachs	CNY	(10.970)	(7.291)	3.679
Put auf FTSE China A50 Index Ausübungskurs 11.570,00
Läuft am 30. Mai 2022 ab	J.P. Morgan	CNY	(18.244)	(12.809)	5.435
Put auf MSCI EAFE Index Ausübungskurs 1.850,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	(68.292)	(58.025)	10.267
Put auf MSCI EAFE Index Ausübungskurs 1.930,00
Läuft am 14. Apr. 2022 ab	Morgan Stanley	USD	42.902	1.065	(41.837) Put auf MSCI EAFE Index
Ausübungskurs 2.050,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	216.883	168.300	(48.583)
Put auf Pfizer, Inc.
Ausübungskurs 50,00
Läuft am 14. Apr. 2022 ab	Morgan Stanley	USD	(9.295)	(4.406)	4.889
Put auf S&P 500 Index Ausübungskurs 3.750,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	(59.487)	(9.585)	49.902
Put auf S&P 500 Index Ausübungskurs 4.150,00
Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	133.752	31.320	(102.432)
Schroder GAIA Wellington Pagosa (Forts.)
Put auf S&P 500 Index Ausübungskurs 4.300,00
18	Läuft am 20. Mai 2022 ab	Morgan Stanley	USD	108.963	100.980	(7.983) Put auf S&P Biotechnology Select Industry
Index
Ausübungskurs 8.939,00
78	Läuft am 17. Jun. 2022 ab	Barclays Bank	USD	51.393	154.217	102.824
Put auf Tesla, Inc. Ausübungskurs 550,00
| 18 | Läuft am 15. Jul. 2022 ab | Morgan Stanley | USD | 32.021 |  | 10.035 | (21.986) |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | USD | 1.012.782 | (1.161.463) |


#### Swaptions
Swaptions wurden zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der Marktwert ist in der Nettovermögensaufstellung unter
„Optionen und Swaptions zum Marktwert“ aufgeführt.
Zum 31. März 2022 wiesen die folgenden Teilfonds offene Swaptions auf Finanzindizes und international notierte Aktien auf:
| Nicht realisierter Schutz-	Markt-	Wertzuwachs/ |
| --- |
| position	Beschreibung	Kontrahent | Währung | Prämie | Nennbetrag | wert | (Wertverlust) |
| Schroder GAIA Wellington Pagosa Kauf	CDX „iTraxx Europe Series 36	Bank of 20/12/2026“, Put,	America | EUR | 40.209 | 13.665.000 | 27.601 | (12.608) |
| Ausübungskurs 65,00, 20. Apr. 2022 |  |  |  |  |  |
| Kauf	CDX „iTraxx Europe Series 36	Morgan 20/12/2026“, Put,	Stanley | EUR | 112.458 | 28.950.000 | 6.930 | (105.528) |
| Ausübungskurs 90,00, 20. Apr. 2022 |  |  |  |  |  |
| Kauf	IRS „Zahlt Festzinssatz 8,50 %	J.P. Morgan Erhält variablen Zinssatz MXN | MXN | 95.925 | 17.150.000 | 42.276 | (53.649) |
| TIIE Apr 2028“, Put 8,50 %, 6. Apr. 2028 |  |  |  |  |  |
| Kauf	IRS „Erhält Festzinssatz 8,50 %	J.P. Morgan Zahlt variablen Zinssatz MXN | MXN | 95.925 | 17.150.000 | 44.465 | (51.460) |
| TIIE Apr 2028“, Call 8,50 %, 6. Apr. 2028 |  |  |  |  |  |
| Kauf	IRS „Erhält Festzinssatz 6,80 %	J.P. Morgan Zahlt variablen Zinssatz MXN | MXN | 541.676 | 228.495.000 | 64.697 | (476.979) |
| TIIE Feb 2025“, Call, 6,80 %, 7. Feb. 2025 |  |  |  |  |  |
| Kauf	IRS „Erhält Festzinssatz 5,97 %	J.P. Morgan Zahlt variablen Zinssatz MXN | MXN | 69.383 | 46.495.000 | 413 | (68.970) |
| TIIE Mar 2023“, Call 5,97 %, 30. Mrz. 2023 |  |  |  |  |  |
| Kauf	IRS „Erhält Festzinssatz 7,29 %	J.P. Morgan Zahlt variablen Zinssatz MXN | MXN | 396.524 | 157.510.000 | 103.084 | (293.440) |
| TIIE Mar 2026“, Call, 7,29 %, 5. Mrz. 2026 |  |  |  |  |  |
| Kauf	IRS „Zahlt Festzinssatz 7,69 %	J.P. Morgan Erhält variablen Zinssatz MXN | MXN | 384.124 | 157.510.000 | 219.339 | (164.785) |
| TIIE Mar 2026“, Put 7,69 %, 13. Mrz. 2026 |  |  |  |  |  |
| Kauf	IRS „Erhält Festzinssatz 5,30 %	J.P. Morgan | MXN | 49.542 | 273.960.000 | – | (49.542) |

Zahlt variablen Zinssatz MXN
TIIE Apr 2022“, Call 5,30 %,
26. Apr. 2022
Verkauf	IRS „Erhält Festzinssatz 4,80 %
Zahlt variablen Zinssatz MXN
TIIE Apr 2022“, Call 4,80 %,
26. Apr. 2022
J.P. Morgan	MXN	(14.729)	(273.960.000)	–	14.729

#### Swaptions (Forts.)
| Nicht realisierter |
| --- |
| Schutz- position | Beschreibung | Kontrahent | Währung | Prämie | Nennbetrag | Markt- wert | Wertzuwachs/ (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |
| Kauf | IRS „Zahlt Festzinssatz 2,00 % Erhält variablen Zinssatz USD | Citi Bank | USD | 366.973 | 12.600.000 |  | 414.717 | 47.744 |
|  | SOFR Mar 2024“, Put 2,00 %, 21. Mrz. 2024 |  |  |  |  |  |  |  |
| Kauf | IRS „Zahlt Festzinssatz 2,09 % Erhält variablen Zinssatz USD | Bank of America | USD | 102.220 | 1.345.000 |  | 93.348 | (8.872) |
|  | SOFR Mar 2023“, Put, 2,09 %, 24. Mrz. 2023 |  |  |  |  |  |  |  |
| Kauf | IRS „Erhält Festzinssatz 2,09 % Zahlt variablen Zinssatz USD | Bank of America | USD | 96.521 | 1.345.000 |  | 109.603 | 13.082 |
|  | SOFR Mar 2023“, Call 2,09 %, 24. Mrz. 2023 |  |  |  |  |  |  |  |
|  |  |  |  |  |  | USD | 1.126.473 | (1.210.278) |

Total Return Swap-Kontrakte
Der Fonds kann Total Return Swaps abschließen. Ein Total Return Swap ist ein bilateraler finanzieller Vertrag, der es dem Fonds ermöglicht, von allen Cash- Flow-Vorteilen einer Anlage zu profitieren, ohne diese Anlage tatsächlich zu besitzen (die „Referenzanlage“). Die Teilfonds müssen eine periodische Prämie (feste oder variable Bezahlung) für ihre Rechte darauf bezahlen, die Gesamtrendite der Referenzanlagen (Coupons und/oder Kapitalgewinne und/oder
-verluste) zu erhalten. Bei der Referenzanlage kann es sich um fast jede beliebige Anlage handeln, die eine für die Teilfonds zulässige Anlage darstellt. Die
Teilfonds können solche Instrumente für die Aufnahme von Positionen in einem qualifizierten Markt oder zu Absicherungszwecken einsetzen.
Die Total Return Swaps wurden zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der nicht realisierte Gewinn oder Verlust aus Total Return Swaps zum Ende des Berichtszeitraums ist durch die Werte der auf Grundlage der Zinssätze der jeweiligen Swap-Kontrakte zu erhaltenden (oder zu zahlenden) Zinsen, abzüglich (bzw. zuzüglich) des Werts der zu zahlenden (bzw. zu erhaltenden) Leistung, welche auf dem Gesamtertragswert der Basiswerte beruht, dargestellt. Letzterer setzt sich aus dem aktuellen beizulegenden Zeitwert der Aktien und den für diese Aktien für das betreffende Swap-Jahr ausgeschütteten Dividenden zusammen. Der nicht realisierte Wertzuwachs/(Wertverlust) ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Total-Return-Swaps“ aufgeführt.
Zum 31. März 2022 waren folgende Teilfonds in Total Return Swaps-Vereinbarungen engagiert:
Schroder GAIA Egerton Equity
| Kauf Long | Luft- und Raumfahrt/Verteidigung | Morgan Stanley | EUR | 19.114.220 | 6.281.774 | 5. Dez. 2022 | 8.626.863 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Kauf Long | Fluggesellschaften | J.P. Morgan | EUR | 16.707.199 | (2.473.651) | 21. Feb. 2023 | (1.977.188) |
| Kauf Long | Automobilhersteller | J.P. Morgan | EUR | 5.663.536 | 220.065 | 27. Jan. 2023 | 1.143.440 |
| Kauf Long | Wohngebäude-Bauträger | Goldman Sachs | GBP | 22.671.802 | (6.589.885) | 7. Aug. 2024 | (6.617.766) |
| Kauf Long | Wohngebäude-Bauträger | Morgan Stanley | GBP | 5.449.335 | (626.020) | 8. Dez. 2022 | (295.503) |
| Kauf Long | Einzelhandel | Goldman Sachs | CHF | 15.382.227 | (857.219) | 18. Jun. 2024 | (419.201) |
| Verkauf Short | Werbung | Morgan Stanley | GBP | 1.676.783 | 29.516 | 8. Dez. 2022 | 29.516 |
| Verkauf Short | Luft- und Raumfahrt/Verteidigung | J.P. Morgan | USD | 6.632.455 | 165.241 | 27. Mrz. 2023 | 434.042 |
| Verkauf Short | Bekleidung | Goldman Sachs | USD | 1.232.262 | 19.110 | 2. Apr. 2025 | 19.110 |
| Verkauf Short | Banken | Morgan Stanley | USD | 1.621.211 | (112.580) | 25. Sep. 2023 | (112.580) |
| Verkauf Short | Biotechnologie | Goldman Sachs | USD | 1.360.600 | (688.930) | 26. Apr. 2023 | (738.917) |
| Verkauf Short | Biotechnologie | J.P. Morgan | USD | 3.777.141 | 544.377 | 6. Mrz. 2023 | 547.269 |
| Verkauf Short | Gewerbliche Dienstleistungen | Merrill Lynch | USD | 3.562.560 | (113.557) | 31. Okt. 2022 | 45.715 |
| Verkauf Short | Gewerbliche Dienstleistungen | Morgan Stanley | GBP | 1.618.194 | 101.575 | 8. Dez. 2022 | 103.476 |
| Verkauf Short | Computer | Goldman Sachs | CHF | 1.857.100 | 165.793 | 11. Dez. 2024 | 144.275 |
| Verkauf Short | Computer | Goldman Sachs | USD | 8.486.137 | 400.408 | 14. Jun. 2023 | 34.060 |
| Verkauf Short | Computer | Goldman Sachs | USD | 2.078.516 | 201.878 | 20. Nov. 2024 | 214.298 |
| Verkauf Short | Computer | Merrill Lynch | USD | 1.358.830 | 143.220 | 31. Jan. 2023 | 132.269 |
| Verkauf Short | Computer | Morgan Stanley | USD | 6.034.175 | 7.093 | 13. Jul. 2022 | 6.223 |
| Verkauf Short | Kosmetik und Körperpflege | Morgan Stanley | JPY | 4.311.790 | 592.137 | 24. Okt. 2022 | 362.876 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Goldman Sachs | USD | 1.578.377 | (168.680) | 11. Mrz. 2025 | (168.589) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | J.P. Morgan | USD | 2.569.580 | 81.537 | 27. Feb. 2023 | 84.495 |

Schroder GAIA Egerton Equity (Forts.)
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Merrill Lynch | USD | 1.639.599 | (37.118) | 31. Mrz. 2023 | (33.356) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Elektrik | Goldman Sachs | USD | 3.544.366 | (368.207) | 5. Mrz. 2024 | (253.338) |
| Verkauf Short | Elektrische Bauteile und Geräte | Goldman Sachs | USD | 784.739 | 272.146 | 28. Feb. 2024 | 272.578 |
| Verkauf Short | Lebensmittel | Goldman Sachs | CHF | 2.509.743 | (45.422) | 19. Feb. 2025 | (46.021) |
| Verkauf Short | Lebensmittel | Goldman Sachs | USD | 3.658.369 | (499.936) | 16. Jan. 2024 | (528.548) |
| Verkauf Short | Lebensmittel | Goldman Sachs | USD | 4.016.226 | 2.470.797 | 21. Mrz. 2024 | 2.472.758 |
| Verkauf Short | Lebensmittel | Goldman Sachs | USD | 2.169.972 | 213.361 | 17. Sep. 2024 | 213.275 |
| Verkauf Short | Lebensmitteldienstleistungen | Goldman Sachs | USD | 3.361.863 | 666.619 | 24. Jul. 2024 | 736.805 |
| Verkauf Short | Gas | Morgan Stanley | HKD | 5.669.995 | 3.297.952 | 23. Dez. 2022 | 3.355.254 |
| Verkauf Short | Gas | UBS | EUR | 514.638 | (55.228) | 30. Apr. 2024 | (39.291) |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | DKK | 3.724.111 | 1.064.252 | 15 Mai 2024 | 1.551.046 |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | SEK | 1.924.395 | 640.665 | 26. Apr. 2023 | 493.639 |
| Verkauf Short | Gesundheitswesen - Produkte | Merrill Lynch | USD | 2.037.870 | 500.673 | 31. Okt. 2022 | 658.561 |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Merrill Lynch | USD | 1.238.081 | 14.004 | 28. Apr. 2023 | 14.004 |
| Verkauf Short | Heimeinrichtungsgegenstände | Merrill Lynch | USD | 1.728.284 | (34.744) | 31. Mrz. 2023 | (34.744) |
| Verkauf Short | Heimeinrichtungsgegenstände | Morgan Stanley | USD | 3.660.405 | 885.121 | 13. Jul. 2022 | 884.821 |
| Verkauf Short | Haushaltswaren/-produkte | Goldman Sachs | USD | 4.946.609 | 709.446 | 31. Jul. 2024 | 819.206 |
| Verkauf Short | Haushaltswaren/-produkte | Morgan Stanley | USD | 3.496.410 | 101.463 | 13. Jul. 2022 | 101.760 |
| Verkauf Short | Internet | Goldman Sachs | USD | 4.442.379 | 1.019.228 | 23. Jan. 2025 | 1.026.546 |
| Verkauf Short | Internet | Merrill Lynch | USD | 2.357.696 | 155.933 | 28. Feb. 2023 | 404.805 |
| Verkauf Short | Internet | Merrill Lynch | USD | 2.563.592 | 149.940 | 31. Mrz. 2023 | 149.940 |
| Verkauf Short | Freizeit | J.P. Morgan | USD | 2.019.251 | (132.831) | 10. Apr. 2023 | (132.521) |
| Verkauf Short | Maschinen - Bau u. Bergbau | Goldman Sachs | EUR | 2.866.359 | 200.474 | 26. Sep. 2024 | 220.622 |
| Verkauf Short | Maschinen - Diversifiziert | Goldman Sachs | USD | 1.861.055 | (47.698) | 5. Dez. 2024 | (48.355) |
| Verkauf Short | Diverse Fertigungsbetriebe | Goldman Sachs | CHF | 3.096.399 | 183.454 | 24. Jul. 2024 | 191.942 |
| Verkauf Short | Diverse Fertigungsbetriebe | J.P. Morgan | USD | 3.113.443 | 313.710 | 27. Feb. 2023 | 330.920 |
| Verkauf Short | Diverse Fertigungsbetriebe | J.P. Morgan | USD | 2.047.171 | 7.210 | 6. Mrz. 2023 | 57.924 |
| Verkauf Short | Diverse Fertigungsbetriebe | J.P. Morgan | USD | 2.101.968 | 74.344 | 14. Mrz. 2023 | 75.996 |
| Verkauf Short | Diverse Fertigungsbetriebe | Morgan Stanley | EUR | 3.220.076 | 1.282.664 | 5. Dez. 2022 | 1.476.510 |
| Verkauf Short | Büro- und Geschäftsausstattung | J.P. Morgan | USD | 2.142.901 | 400.071 | 3. Mrz. 2023 | 400.071 |
| Verkauf Short | Büro- und Geschäftsausstattung | Morgan Stanley | JPY | 3.793.448 | (101.742) | 24. Okt. 2022 | (20.517) |
| Verkauf Short | Verpackung u. Behälter | J.P. Morgan | USD | 2.864.347 | (14.846) | 21. Feb. 2023 | (4.890) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | USD | 2.131.803 | (397.186) | 23. Jan. 2023 | (360.293) |
| Verkauf Short | Pharmazeutika | Morgan Stanley | USD | 4.145.811 | (176.109) | 25. Sep. 2023 | (156.153) |
| Verkauf Short | REITS | Merrill Lynch | USD | 5.261.255 | (311.062) | 31. Okt. 2022 | 37.372 |
| Verkauf Short | Einzelhandel | Goldman Sachs | USD | 1.203.156 | 4.361 | 2. Apr. 2025 | 4.361 |
| Verkauf Short | Einzelhandel | J.P. Morgan | USD | 2.917.962 | (235.237) | 13. Feb. 2023 | (282.160) |
| Verkauf Short | Einzelhandel | Morgan Stanley | USD | 1.271.927 | (12.034) | 13. Jul. 2022 | (12.034) |
| Verkauf Short | Halbleiter | Goldman Sachs | USD | 768.941 | 362.003 | 5. Sep. 2024 | 370.854 |
| Verkauf Short | Halbleiter | J.P. Morgan | USD | 6.786.955 | 192.777 | 31 Mai 2022 | 473.144 |
| Verkauf Short | Halbleiter | Merrill Lynch | USD | 2.805.443 | (14.905) | 28. Apr. 2023 | (12.901) |
| Verkauf Short | Schiffbau | Goldman Sachs | EUR | 3.748.996 | 542.348 | 12. Mrz. 2025 | 536.127 |
| Verkauf Short | Software | Goldman Sachs | SEK | 4.089.425 | 1.520.422 | 6. Nov. 2024 | 1.553.096 |
| Verkauf Short | Software | Goldman Sachs | USD | 1.244.629 | (264.682) | 19. Mrz. 2025 | (264.682) |
| Verkauf Short | Software | J.P. Morgan | USD | 5.579.815 | 1.271.710 | 31. Okt. 2022 | 1.651.072 |
| Verkauf Short | Software | J.P. Morgan | USD | 2.305.721 | 165.740 | 23. Jan. 2023 | 198.480 |
| Verkauf Short | Software | J.P. Morgan | USD | 3.165.367 | (375.425) | 28. Mrz. 2023 | (330.814) |
| Verkauf Short | Software | J.P. Morgan | USD | 808.430 | (43.034) | 14. Apr. 2023 | (43.034) |
| Verkauf Short | Software | Merrill Lynch | USD | 2.875.118 | (22.699) | 31. Okt. 2022 | 82.646 |
| Verkauf Short | Software | Merrill Lynch | USD | 7.950.934 | (615.651) | 28. Apr. 2023 | (609.976) |

Schroder GAIA Egerton Equity (Forts.)
| Verkauf Short | Software | Morgan Stanley | PLN | 3.272.633 | 240.351 | 13. Jul. 2022 | 569.768 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Software | Morgan Stanley | USD | 2.504.405 | 701.657 | 13. Jul. 2022 | 711.520 |
| Verkauf Short | Telekommunikation | Goldman Sachs | USD | 3.561.407 | 112.586 | 30. Okt. 2024 | 91.971 |
| Verkauf Short | Diverse* | Morgan Stanley | EUR | 4.198.437 | 3.700 | 29. Dez. 2023 | 79.298 |
| Verkauf Short | Diverse* | Morgan Stanley | USD | 32.993.723 | (53.444) | 17. Mrz. 2023 | (77.603) |
|  |  |  |  |  |  | EUR | 20.575.644 |
| Schroder GAIA Helix |
| Verkauf Short | Aktienindex | Goldman Sachs | EUR | 43.491.921 | (1.967.797) | 6. Sep. 2022 | (1.967.797) |
| Verkauf Short | Aktienindex | Goldman Sachs | JPY | 9.552.736 | (189.610) | 6. Sep. 2022 | (189.610) |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 225.988.617 | 1.230.837 | 6. Sep. 2022 | 1.230.837 |
| Verkauf Short | Aktienindex | J.P. Morgan | EUR | 4.272.061 | 55.163 | 6. Sep. 2022 | 55.163 |
| Verkauf Short | Aktienindex | J.P. Morgan | GBP | 50.640.007 | (1.508.505) | 6. Sep. 2022 | (1.508.505) |
| Verkauf Short | Aktienindex | J.P. Morgan | JPY | 114.088.724 | (1.959.983) | 6. Sep. 2022 | (1.959.983) |
| Verkauf Short | Aktienindex | J.P. Morgan | USD | 322.872.374 | (2.951.105) | 6. Sep. 2022 | (2.951.105) |
| Verkauf Short | Aktienindex | Morgan Stanley | USD | 75.261.791 | (4.524.965) | 6. Sep. 2022 | (4.524.965) |
|  |  |  |  |  |  | USD | (11.815.965) |
| Schroder GAIA Sirios US Equity |
| Kauf Long | Luft- und Raumfahrt/Verteidigung | Merrill Lynch | USD | 2.256.320 | 32.400 | 27. Feb. 2023 | 32.400 |
| Kauf Long | Banken | Goldman Sachs | USD | 1.010.780 | (246.640) | 14. Aug. 2023 | (246.640) |
| Kauf Long | Diversifizierte Finanzdienstleistungen | Merrill Lynch | USD | 15.371.230 | 3.542.779 | 27. Feb. 2023 | 3.550.010 |
| Kauf Long | Bau- und Ingenieurswesen | Morgan Stanley | USD | 12.217.375 | 1.236.200 | 26 Mai 2022 | 1.236.200 |
| Kauf Long | Telekommunikation | Goldman Sachs | USD | 2.992.096 | (286.330) | 14. Mrz. 2023 | (385.619) |
| Verkauf Short | Agrarwirtschaft | Merrill Lynch | USD | 254.568 | (201.533) | 27. Dez. 2022 | (201.533) |
| Verkauf Short | Agrarwirtschaft | Morgan Stanley | USD | 17.859 | (14.138) | 26 Mai 2022 | (14.138) |
| Verkauf Short | Automobilhersteller | Goldman Sachs | USD | 1.013.243 | (461.553) | 14. Feb. 2023 | (449.625) |
| Verkauf Short | Automobilhersteller | Goldman Sachs | USD | 436.559 | 4.118 | 14. Mrz. 2023 | 4.118 |
| Verkauf Short | Automobilhersteller | Merrill Lynch | USD | 511.629 | (44.164) | 27. Dez. 2022 | (44.164) |
| Verkauf Short | Automobilhersteller | Merrill Lynch | USD | 1.302.354 | (79.646) | 21. Feb. 2023 | (73.202) |
| Verkauf Short | Banken | Goldman Sachs | USD | 1.489.256 | (3.754) | 12. Aug. 2022 | (3.754) |
| Verkauf Short | Banken | Merrill Lynch | USD | 1.896.474 | 79.878 | 27. Dez. 2022 | 79.878 |
| Verkauf Short | Banken | Merrill Lynch | USD | 238.505 | 5.730 | 21. Feb. 2023 | 5.730 |
| Verkauf Short | Baustoffe | Goldman Sachs | USD | 239.828 | 72.675 | 15. Nov. 2022 | 72.675 |
| Verkauf Short | Chemie | Goldman Sachs | USD | 449.844 | (41.346) | 14. Jun. 2023 | (41.346) |
| Verkauf Short | Chemie | Merrill Lynch | USD | 221.571 | (121.016) | 27. Dez. 2022 | (121.016) |
| Verkauf Short | Gewerbliche Dienstleistungen | Merrill Lynch | USD | 172.286 | (14.157) | 6. Feb. 2023 | (14.157) |
| Verkauf Short | Gewerbliche Dienstleistungen | Merrill Lynch | USD | 2.572.136 | (123.095) | 21. Feb. 2023 | (123.095) |
| Verkauf Short | Computer | Merrill Lynch | USD | 885.059 | 37.066 | 17. Jan. 2023 | 38.906 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Goldman Sachs | USD | 391.010 | (8.887) | 14. Mrz. 2023 | (8.887) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Merrill Lynch | USD | 551.675 | 34.536 | 3. Apr. 2023 | 49.427 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Merrill Lynch | USD | 1.694.372 | 39.855 | 14. Apr. 2023 | 39.855 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Merrill Lynch | USD | 946.877 | 44.435 | 24. Apr. 2023 | 44.435 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Morgan Stanley | USD | 1.633.816 | (93.720) | 26 Mai 2022 | (93.720) |
| Verkauf Short | Elektronik | Merrill Lynch | USD | 1.522.944 | 10.804 | 21. Feb. 2023 | 10.804 |
| Verkauf Short | Umweltschutz | Goldman Sachs | USD | 176.645 | (70.411) | 15. Nov. 2022 | (70.411) |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 7.691.274 | 204.950 | 17. Nov. 2022 | 204.950 |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 10.683.678 | (62.455) | 14. Dez. 2022 | (62.455) |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 10.842.832 | (218.179) | 14. Mrz. 2023 | (218.179) |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 9.924.815 | (48.584) | 14. Jun. 2023 | (48.731) |

* Der Kontrakt wird auf einen Korb mit verschiedenen amerikanischen Aktien gehalten.
Schroder GAIA Sirios US Equity (Forts.)
| Verkauf Short | Aktienindex | Morgan Stanley | USD | 6.784.079 | (255.416) | 7. Apr. 2022 | (255.416) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Aktienindex | Morgan Stanley | USD | 5.379.710 | 31.766 | 25. Jul. 2022 | 31.766 |
| Verkauf Short | Aktienindex | Morgan Stanley | USD | 8.970.228 | (498.802) | 1. Aug. 2022 | (498.802) |
| Verkauf Short | Aktienindex | Morgan Stanley | USD | 5.425.256 | (348.976) | 28. Mrz. 2023 | (348.976) |
| Verkauf Short | Lebensmittel | Goldman Sachs | USD | 677.749 | (26.666) | 14. Jun. 2023 | (26.666) |
| Verkauf Short | Lebensmittel | Merrill Lynch | USD | 1.945.848 | 37.017 | 27. Dez. 2022 | 35.899 |
| Verkauf Short | Forstprodukte und Papier | Merrill Lynch | USD | 522.944 | (23.195) | 27. Dez. 2022 | (23.195) |
| Verkauf Short | Gesundheitswesen - Produkte | Merrill Lynch | USD | 595.798 | (41.113) | 9. Mrz. 2023 | (41.113) |
| Verkauf Short | Gesundheitswesen - Produkte | Merrill Lynch | USD | 933.211 | (56.837) | 18. Apr. 2023 | (56.837) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Goldman Sachs | USD | 1.471.629 | (4.454) | 14. Mrz. 2023 | (4.454) |
| Verkauf Short | Versicherungen | Merrill Lynch | USD | 485.366 | (38.833) | 27. Dez. 2022 | (38.833) |
| Verkauf Short | Internet | Merrill Lynch | USD | 578.602 | 122.782 | 27. Dez. 2022 | 122.782 |
| Verkauf Short | Internet | Merrill Lynch | USD | 583.569 | (68.945) | 18. Apr. 2023 | (68.945) |
| Verkauf Short | Internet | Merrill Lynch | USD | 348.017 | 970 | 1. Mrz. 2023 | 970 |
| Verkauf Short | Verpackung u. Behälter | Goldman Sachs | USD | 442.896 | 11.053 | 12 Mai 2022 | 11.053 |
| Verkauf Short | REITS | Morgan Stanley | USD | 161.821 | (5.830) | 26 Mai 2022 | (5.830) |
| Verkauf Short | Einzelhandel | Goldman Sachs | USD | 2.637.262 | (203.982) | 12 Mai 2022 | (205.025) |
| Verkauf Short | Halbleiter | Goldman Sachs | USD | 531.104 | (1.488) | 14. Mrz. 2023 | (1.488) |
| Verkauf Short | Halbleiter | Merrill Lynch | USD | 2.808.217 | 85.113 | 27. Dez. 2022 | 85.135 |
| Verkauf Short | Halbleiter | Morgan Stanley | USD | 237.819 | 5.195 | 26 Mai 2022 | 5.195 |
| Verkauf Short | Software | Goldman Sachs | USD | 315.423 | 17.675 | 14. Jun. 2023 | 17.675 |
| Verkauf Short | Software | Merrill Lynch | USD | 586.064 | (34.953) | 17. Jan. 2023 | (34.953) |
| Verkauf Short | Software | Merrill Lynch | USD | 768.730 | 164.593 | 10. Apr. 2023 | 164.593 |
| Verkauf Short | Telekommunikation | Merrill Lynch | USD | 1.818.567 | (283.027) | 21. Feb. 2023 | (283.332) |
|  |  |  |  |  |  | USD | 1.729.919 |
| Schroder GAIA Two Sigma Diversified |
| Kauf Long | Diverse* | Morgan Stanley | USD | 700.621.177 | 18.214.622 | 21. Okt. 2022 | 18.214.622 |
|  |  |  |  |  |  | USD | 18.214.622 |
| Schroder GAIA Wellington Pagosa |
| Kauf Long | Werbung | J.P. Morgan | EUR | 284.480 | 34.189 | 9. Mrz. 2023 | 34.189 |
| Kauf Long | Luft- und Raumfahrt/Verteidigung | J.P. Morgan | EUR | 307.882 | 30.094 | 9. Mrz. 2023 | 30.094 |
| Kauf Long | Agrarwirtschaft | Goldman Sachs | GBP | 224.231 | (13.737) | 24. Mai 2023 | (13.737) |
| Kauf Long | Agrarwirtschaft | J.P. Morgan | GBP | 9.588 | (747) | 9. Mrz. 2023 | (747) |
| Kauf Long | Agrarwirtschaft | Morgan Stanley | GBP | 835.255 | 29.317 | 15. Mai 2029 | 29.317 |
| Kauf Long | Automobilhersteller | Goldman Sachs | USD | 3.743 | 37 | 24. Mai 2023 | 37 |
| Kauf Long | Automobilhersteller | J.P. Morgan | EUR | 20.015 | 3.600 | 9. Mrz. 2023 | 3.600 |
| Kauf Long | Automobilhersteller | Morgan Stanley | USD | 113.241 | 33.786 | 15. Mai 2029 | 33.786 |
| Kauf Long | Banken | Goldman Sachs | AUD | 133.637 | 98 | 24. Mai 2023 | 98 |
| Kauf Long | Banken | Goldman Sachs | EUR | 2.795.783 | (29.171) | 24. Mai 2023 | (28.955) |
| Kauf Long | Banken | Goldman Sachs | GBP | 152.281 | 1.252 | 24. Mai 2023 | 1.252 |
| Kauf Long | Banken | Goldman Sachs | JPY | 582.470 | (25.096) | 24. Mai 2023 | (25.096) |
| Kauf Long | Banken | Goldman Sachs | SEK | 235.248 | (19.021) | 24. Mai 2023 | (19.021) |
| Kauf Long | Banken | Goldman Sachs | USD | 4.232.969 | (148.519) | 24. Mai 2023 | (148.519) |
| Kauf Long | Banken | J.P. Morgan | EUR | 1.129.184 | (23.277) | 9. Mrz. 2023 | (23.277) |
| Kauf Long | Banken | J.P. Morgan | ILS | 577.966 | 5.663 | 9. Mrz. 2023 | 5.663 |
| Kauf Long | Banken | J.P. Morgan | USD | 270.903 | 8.519 | 9. Mrz. 2023 | 8.519 |
| Kauf Long | Banken | Morgan Stanley | AUD | 393.947 | 3.612 | 15. Mai 2029 | 3.612 |
| Kauf Long | Banken | Morgan Stanley | EUR | 313.547 | (7.817) | 15. Mai 2029 | (7.817) |

* Der Kontrakt wird auf einen Korb mit verschiedenen auf USD lautenden Aktien gehalten.
Schroder GAIA Wellington Pagosa (Forts.)
| Kauf Long | Banken | Morgan Stanley | SGD | 437.569 | 21.437 | 15. Mai 2029 | 21.437 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Kauf Long | Banken | Morgan Stanley | USD | 1.821.285 | 14.012 | 15. Mai 2029 | 14.012 |
| Kauf Long | Biotechnologie | Goldman Sachs | CHF | 6.080 | (91) | 24. Mai 2023 | (91) |
| Kauf Long | Biotechnologie | Goldman Sachs | DKK | 220.762 | 2.730 | 24. Mai 2023 | 2.730 |
| Kauf Long | Biotechnologie | Goldman Sachs | GBP | 1.997 | 41 | 24. Mai 2023 | 41 |
| Kauf Long | Biotechnologie | Goldman Sachs | HKD | 6.057 | 230 | 24. Mai 2023 | 230 |
| Kauf Long | Biotechnologie | Goldman Sachs | USD | 1.237.303 | 7.598 | 24. Mai 2023 | 7.598 |
| Kauf Long | Biotechnologie | J.P. Morgan | CHF | 122.788 | (15.278) | 9. Mrz. 2023 | (15.278) |
| Kauf Long | Biotechnologie | J.P. Morgan | HKD | 2.407 | (273) | 9. Mrz. 2023 | (273) |
| Kauf Long | Biotechnologie | J.P. Morgan | USD | 1.020.023 | (31.475) | 9. Mrz. 2023 | (31.475) |
| Kauf Long | Biotechnologie | Morgan Stanley | DKK | 213.736 | 20.560 | 15. Mai 2029 | 20.560 |
| Kauf Long | Biotechnologie | Morgan Stanley | GBP | 88.093 | 9.700 | 15. Mai 2029 | 9.700 |
| Kauf Long | Biotechnologie | Morgan Stanley | USD | 4.427.550 | 291.102 | 15. Mai 2029 | 291.102 |
| Kauf Long | Baustoffe | Goldman Sachs | USD | 20.492 | (100) | 24. Mai 2023 | (100) |
| Kauf Long | Baustoffe | Morgan Stanley | HKD | 159.211 | 8.170 | 15. Mai 2029 | 8.170 |
| Kauf Long | Baustoffe | Morgan Stanley | USD | 21.706 | 1.440 | 15. Mai 2029 | 1.440 |
| Kauf Long | Chemie | Goldman Sachs | USD | 153.780 | (4.105) | 25. Mai 2023 | (4.105) |
| Kauf Long | Chemie | J.P. Morgan | EUR | 306.913 | 33.248 | 9. Mrz. 2023 | 33.248 |
| Kauf Long | Gewerbliche Dienstleistungen | Goldman Sachs | EUR | 130.620 | (5.857) | 24. Mai 2023 | (5.857) |
| Kauf Long | Gewerbliche Dienstleistungen | Goldman Sachs | USD | 1.876.872 | 25.133 | 24. Mai 2023 | 25.133 |
| Kauf Long | Gewerbliche Dienstleistungen | J.P. Morgan | EUR | 398.439 | 47.803 | 9. Mrz. 2023 | 47.803 |
| Kauf Long | Gewerbliche Dienstleistungen | J.P. Morgan | HKD | 187 | (7) | 9. Mrz. 2023 | (7) |
| Kauf Long | Gewerbliche Dienstleistungen | J.P. Morgan | USD | 430.211 | 54.661 | 9. Mrz. 2023 | 54.661 |
| Kauf Long | Gewerbliche Dienstleistungen | Morgan Stanley | EUR | 120.090 | 4.584 | 15. Mai 2029 | 4.584 |
| Kauf Long | Gewerbliche Dienstleistungen | Morgan Stanley | USD | 795.499 | 59.346 | 15. Mai 2029 | 59.346 |
| Kauf Long | Computer | Morgan Stanley | USD | 170.986 | (7.439) | 31. Mrz. 2022 | (7.439) |
| Kauf Long | Vertrieb/Großhandel | Goldman Sachs | USD | 203.557 | (1.840) | 24. Mai 2023 | (1.840) |
| Kauf Long | Diversifizierte Finanzdienstleistungen | Goldman Sachs | EUR | 75.141 | (105) | 24. Mai 2023 | (105) |
| Kauf Long | Diversifizierte Finanzdienstleistungen | Goldman Sachs | USD | 2.554.708 | (78.191) | 24. Mai 2023 | (78.191) |
| Kauf Long | Diversifizierte Finanzdienstleistungen | J.P. Morgan | USD | 555.045 | 97.211 | 10. Apr. 2023 | 97.211 |
| Kauf Long | Diversifizierte Finanzdienstleistungen | J.P. Morgan | USD | 1.601.346 | 166.719 | 22. Feb. 2024 | 166.719 |
| Kauf Long | Diversifizierte Finanzdienstleistungen | Morgan Stanley | EUR | 422.977 | 8.476 | 15. Mai 2029 | 8.476 |
| Kauf Long | Diversifizierte Finanzdienstleistungen | Morgan Stanley | USD | 861.729 | 61.740 | 15. Mai 2029 | 61.740 |
| Kauf Long | Elektrik | Goldman Sachs | EUR | 266.714 | (8.135) | 24. Mai 2023 | (8.135) |
| Kauf Long | Elektrik | Goldman Sachs | USD | 1.412.671 | 102.675 | 24. Mai 2023 | 102.675 |
| Kauf Long | Elektrik | J.P. Morgan | EUR | 285.865 | 26.664 | 9. Mrz. 2023 | 26.664 |
| Kauf Long | Elektrik | J.P. Morgan | HKD | 105.132 | 11.198 | 9. Mrz. 2023 | 11.198 |
| Kauf Long | Elektrik | J.P. Morgan | USD | 216.685 | 19.773 | 9. Mrz. 2023 | 19.773 |
| Kauf Long | Elektrik | Morgan Stanley | EUR | 262.319 | 7.267 | 15. Mai 2029 | 7.267 |
| Kauf Long | Elektrische Bauteile und Geräte | Goldman Sachs | USD | 32.670 | (364) | 25. Mai 2023 | (364) |
| Kauf Long | Elektrische Bauteile und Geräte | J.P. Morgan | EUR | 210.456 | 35.257 | 22. Jun. 2022 | 35.257 |
| Kauf Long | Elektrische Bauteile und Geräte | J.P. Morgan | USD | 21.564 | 2.665 | 9. Mrz. 2023 | 2.665 |
| Kauf Long | Elektrische Bauteile und Geräte | Morgan Stanley | USD | 2.609 | 298 | 15. Mai 2029 | 298 |
| Kauf Long | Elektronik | Goldman Sachs | USD | 1.142.225 | (32.279) | 24. Mai 2023 | (32.279) |
| Kauf Long | Elektronik | Goldman Sachs | USD | 737 | (71) | 25. Mai 2023 | (71) |
| Kauf Long | Elektronik | J.P. Morgan | USD | 460.622 | 7.033 | 9. Mrz. 2023 | 7.033 |
| Kauf Long | Elektronik | Morgan Stanley | USD | 140.156 | (987) | 15. Mai 2029 | (987) |
| Kauf Long | Energie-Alternative Energiequellen | Goldman Sachs | USD | 181.408 | (8.025) | 25. Mai 2023 | (8.025) |

Schroder GAIA Wellington Pagosa (Forts.)
| Kauf Long | Bau- und Ingenieurswesen | Goldman Sachs | EUR | 69.666 | 3.781 | 24. Mai 2023 | 3.781 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Kauf Long | Bau- und Ingenieurswesen | Goldman Sachs | USD | 348.643 | (5.855) | 24. Mai 2023 | (5.855) |
| Kauf Long | Bau- und Ingenieurswesen | Goldman Sachs | USD | 165.606 | 7.571 | 25. Mai 2023 | 7.571 |
| Kauf Long | Bau- und Ingenieurswesen | Morgan Stanley | USD | 2.118 | 32 | 15. Mai 2029 | 32 |
| Kauf Long | Unterhaltung | Morgan Stanley | USD | 1.658 | 80 | 15. Mai 2029 | 80 |
| Kauf Long | Aktienindex | J.P. Morgan | JPY | 409.368 | 21.705 | 02 Mai 2022 | 21.705 |
| Kauf Long | Aktienindex | Morgan Stanley | USD | 935.423 | 84.776 | 15. Mai 2029 | 84.776 |
| Kauf Long | Gas | Morgan Stanley | HKD | 80.881 | 9.231 | 15. Mai 2029 | 9.231 |
| Kauf Long | Gesundheitswesen - Produkte | Goldman Sachs | CHF | 6.829 | 204 | 24. Mai 2023 | 204 |
| Kauf Long | Gesundheitswesen - Produkte | Goldman Sachs | EUR | 335.867 | (3.094) | 24. Mai 2023 | (3.094) |
| Kauf Long | Gesundheitswesen - Produkte | Goldman Sachs | GBP | 42.130 | (904) | 24. Mai 2023 | (904) |
| Kauf Long | Gesundheitswesen - Produkte | Goldman Sachs | HKD | 2.884 | 33 | 24. Mai 2023 | 33 |
| Kauf Long | Gesundheitswesen - Produkte | Goldman Sachs | USD | 3.865.458 | 70.119 | 24. Mai 2023 | 70.119 |
| Kauf Long | Gesundheitswesen - Produkte | Goldman Sachs | USD | 125.874 | (2.385) | 25. Mai 2023 | (2.385) |
| Kauf Long | Gesundheitswesen - Produkte | J.P. Morgan | EUR | 3.577 | 43 | 20. Jul. 2023 | 43 |
| Kauf Long | Gesundheitswesen - Produkte | J.P. Morgan | USD | 1.275.734 | 52.169 | 22. Aug. 2022 | 52.169 |
| Kauf Long | Gesundheitswesen - Produkte | J.P. Morgan | USD | 1.388.587 | 28.776 | 9. Mrz. 2023 | 28.776 |
| Kauf Long | Gesundheitswesen - Produkte | J.P. Morgan | USD | 3.468 | (54) | 22. Aug. 2023 | (54) |
| Kauf Long | Gesundheitswesen - Produkte | Morgan Stanley | CHF | 119.975 | 17.982 | 15. Mai 2029 | 17.982 |
| Kauf Long | Gesundheitswesen - Produkte | Morgan Stanley | EUR | 99.739 | (2.814) | 15. Mai 2029 | (2.814) |
| Kauf Long | Gesundheitswesen - Produkte | Morgan Stanley | GBP | 733.462 | 53.398 | 15. Mai 2029 | 53.398 |
| Kauf Long | Gesundheitswesen - Produkte | Morgan Stanley | HKD | 92.312 | 8.030 | 15. Mai 2029 | 8.030 |
| Kauf Long | Gesundheitswesen - Produkte | Morgan Stanley | USD | 575.667 | 71.379 | 15. Mai 2029 | 71.379 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | Goldman Sachs | CHF | 17.243 | 57 | 24. Mai 2023 | 57 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | Goldman Sachs | USD | 4.970.144 | 20.184 | 24. Mai 2023 | 20.184 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | J.P. Morgan | CHF | 114.909 | 11.780 | 22. Jun. 2022 | 11.780 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | J.P. Morgan | USD | 872.958 | 41.418 | 22. Jun. 2022 | 41.418 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | J.P. Morgan | USD | 1.347.442 | 21.314 | 9. Mrz. 2023 | 21.314 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | Morgan Stanley | CHF | 325.157 | 25.135 | 15. Mai 2029 | 25.135 |
| Kauf Long | Gesundheitswesen - Dienstleistungen | Morgan Stanley | USD | 1.731.185 | 75.352 | 15. Mai 2029 | 75.352 |
| Kauf Long | Holdinggesellschaften - Diverse | Goldman Sachs | USD | 88.796 | 2.440 | 24. Mai 2023 | 2.440 |
| Kauf Long | Heimeinrichtungsgegenstände | Goldman Sachs | JPY | 49.825 | 104 | 24. Mai 2023 | 104 |
| Kauf Long | Heimeinrichtungsgegenstände | Goldman Sachs | USD | 204.860 | (4.472) | 25. Mai 2023 | (4.472) |
| Kauf Long | Heimeinrichtungsgegenstände | Morgan Stanley | JPY | 166.967 | 11.258 | 15. Mai 2029 | 11.258 |
| Kauf Long | Versicherungen | Goldman Sachs | CAD | 141.833 | (870) | 25. Mai 2023 | (870) |
| Kauf Long | Versicherungen | Goldman Sachs | EUR | 388.468 | 6.392 | 24. Mai 2023 | 6.392 |
| Kauf Long | Versicherungen | Goldman Sachs | GBP | 342.767 | 16.359 | 24. Mai 2023 | 16.359 |
| Kauf Long | Versicherungen | Goldman Sachs | JPY | 341.744 | (14.967) | 24. Mai 2023 | (14.967) |
| Kauf Long | Versicherungen | Goldman Sachs | USD | 872.585 | 21.031 | 24. Mai 2023 | 21.031 |
| Kauf Long | Versicherungen | J.P. Morgan | GBP | 222.760 | 19.620 | 9. Mrz. 2023 | 19.620 |
| Kauf Long | Versicherungen | J.P. Morgan | HKD | 166.486 | (2.909) | 9. Mrz. 2023 | (2.909) |
| Kauf Long | Versicherungen | J.P. Morgan | JPY | 116.783 | 13.890 | 9. Mrz. 2023 | 13.890 |
| Kauf Long | Versicherungen | J.P. Morgan | USD | 91.274 | 8.259 | 9. Mrz. 2023 | 8.259 |
| Kauf Long | Versicherungen | Morgan Stanley | JPY | 353.468 | 11.331 | 15. Mai 2029 | 11.331 |
| Kauf Long | Versicherungen | Morgan Stanley | USD | 102.842 | 3.537 | 15. Mai 2029 | 3.537 |
| Kauf Long | Internet | Goldman Sachs | USD | 387.580 | 3.614 | 24. Mai 2023 | 3.614 |
| Kauf Long | Internet | J.P. Morgan | HKD | 140.274 | 1.298 | 9. Mrz. 2023 | 1.298 |
| Kauf Long | Internet | J.P. Morgan | USD | 105.301 | 9.535 | 9. Mrz. 2023 | 9.535 |

Schroder GAIA Wellington Pagosa (Forts.)
| Kauf Long | Internet | Morgan Stanley | HKD | 8.157 | 3.627 | 15. Mai 2029 | 3.627 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Kauf Long | Internet | Morgan Stanley | USD | 361.754 | 27.635 | 15. Mai 2029 | 27.635 |
| Kauf Long | Investmentgesellschaften | J.P. Morgan | ZAR | 57.315 | 7.769 | 9. Mrz. 2023 | 7.769 |
| Kauf Long | Investmentgesellschaften | Morgan Stanley | ZAR | 624.298 | 95.277 | 15. Mai 2029 | 95.277 |
| Kauf Long | Eisen / Stahl | J.P. Morgan | USD | 221.722 | 6.237 | 9. Mrz. 2023 | 6.237 |
| Kauf Long | Eisen / Stahl | Morgan Stanley | USD | 672.338 | 5.595 | 15. Mai 2029 | 5.595 |
| Kauf Long | Maschinen - Bau u. Bergbau | Goldman Sachs | USD | 331.259 | (2.321) | 25. Mai 2023 | (2.321) |
| Kauf Long | Maschinen - Diversifiziert | Goldman Sachs | EUR | 308.000 | (15.420) | 24. Mai 2023 | (15.420) |
| Kauf Long | Maschinen - Diversifiziert | Goldman Sachs | USD | 399.193 | 5.123 | 24. Mai 2023 | 5.123 |
| Kauf Long | Medien | Goldman Sachs | USD | 196.188 | 2.511 | 24. Mai 2023 | 2.511 |
| Kauf Long | Medien | J.P. Morgan | USD | 186.781 | 13.817 | 9. Mrz. 2023 | 13.817 |
| Kauf Long | Metallprodukte/Eisenwaren | Morgan Stanley | USD | 370.058 | 50.170 | 15. Mai 2029 | 50.170 |
| Kauf Long | Bergbau | Goldman Sachs | GBP | 210.026 | (1.912) | 24. Mai 2023 | (1.912) |
| Kauf Long | Bergbau | Goldman Sachs | HKD | 108.653 | 8.689 | 24. Mai 2023 | 8.689 |
| Kauf Long | Bergbau | J.P. Morgan | GBP | 801.763 | (16.384) | 9. Mrz. 2023 | (16.384) |
| Kauf Long | Bergbau | Morgan Stanley | CAD | 289.109 | (6.413) | 15. Mai 2029 | (6.413) |
| Kauf Long | Bergbau | Morgan Stanley | USD | 509.156 | 34.864 | 15. Mai 2029 | 34.864 |
| Kauf Long | Diverse Fertigungsbetriebe | Goldman Sachs | USD | 117.575 | (13.088) | 25. Mai 2023 | (13.088) |
| Kauf Long | Öl u. Gas | Goldman Sachs | EUR | 135.000 | (5.414) | 24. Mai 2023 | (5.414) |
| Kauf Long | Öl u. Gas | Goldman Sachs | SEK | 92.244 | 5.570 | 24. Mai 2023 | 5.570 |
| Kauf Long | Öl u. Gas | Goldman Sachs | USD | 448.594 | 28.660 | 24. Mai 2023 | 28.660 |
| Kauf Long | Öl u. Gas | J.P. Morgan | CAD | 152.875 | (21.320) | 9. Mrz. 2023 | (21.320) |
| Kauf Long | Öl u. Gas | J.P. Morgan | JPY | 3.937 | (123) | 21. Feb. 2024 | (123) |
| Kauf Long | Öl u. Gas | J.P. Morgan | USD | 1.498.356 | 18.047 | 9. Mrz. 2023 | 18.047 |
| Kauf Long | Öl u. Gas | Morgan Stanley | CAD | 316.074 | 18.316 | 15. Mai 2029 | 18.316 |
| Kauf Long | Öl u. Gas | Morgan Stanley | USD | 1.615.805 | 93.438 | 15. Mai 2029 | 93.438 |
| Kauf Long | Öl- u. Gasdienstleistungen | J.P. Morgan | USD | 337.758 | 282 | 9. Mrz. 2023 | 282 |
| Kauf Long | Öl- u. Gasdienstleistungen | Morgan Stanley | USD | 104.262 | 8.287 | 15. Mai 2029 | 8.287 |
| Kauf Long | Pharmazeutika | Goldman Sachs | CHF | 1.121.806 | 921 | 24. Mai 2023 | 921 |
| Kauf Long | Pharmazeutika | Goldman Sachs | EUR | 425.132 | 17.573 | 24. Mai 2023 | 17.573 |
| Kauf Long | Pharmazeutika | Goldman Sachs | GBP | 1.336.965 | 66.912 | 24. Mai 2023 | 66.912 |
| Kauf Long | Pharmazeutika | Goldman Sachs | HKD | 6.854 | 84 | 24. Mai 2023 | 84 |
| Kauf Long | Pharmazeutika | Goldman Sachs | JPY | 1.737.949 | 51.351 | 24. Mai 2023 | 51.351 |
| Kauf Long | Pharmazeutika | Goldman Sachs | USD | 2.982.292 | (42.465) | 24. Mai 2023 | (42.465) |
| Kauf Long | Pharmazeutika | J.P. Morgan | CHF | 141.788 | 8.161 | 20. Jul. 2023 | 8.161 |
| Kauf Long | Pharmazeutika | J.P. Morgan | GBP | 6.963 | 902 | 9. Mrz. 2023 | 902 |
| Kauf Long | Pharmazeutika | J.P. Morgan | GBP | 118.976 | 20.408 | 20. Okt. 2023 | 20.408 |
| Kauf Long | Pharmazeutika | J.P. Morgan | HUF | 121.493 | 5.845 | 9. Mrz. 2023 | 5.845 |
| Kauf Long | Pharmazeutika | J.P. Morgan | JPY | 212.647 | 24.711 | 9. Mrz. 2023 | 24.711 |
| Kauf Long | Pharmazeutika | J.P. Morgan | USD | 2.624.757 | 181.249 | 22. Aug. 2022 | 181.249 |
| Kauf Long | Pharmazeutika | J.P. Morgan | USD | 605.697 | 57.250 | 22. Nov. 2022 | 57.250 |
| Kauf Long | Pharmazeutika | J.P. Morgan | USD | 1.174.312 | (23.807) | 9. Mrz. 2023 | (23.807) |
| Kauf Long | Pharmazeutika | Morgan Stanley | EUR | 157.473 | 13.718 | 15. Mai 2029 | 13.718 |
| Kauf Long | Pharmazeutika | Morgan Stanley | GBP | 261.884 | 12.580 | 15. Mai 2029 | 12.580 |
| Kauf Long | Pharmazeutika | Morgan Stanley | JPY | 272.947 | 8.115 | 15. Mai 2029 | 8.115 |
| Kauf Long | Pharmazeutika | Morgan Stanley | USD | 2.071.546 | 134.227 | 15. Mai 2029 | 134.227 |
| Kauf Long | Pipelines | J.P. Morgan | USD | 1.307.670 | 46.690 | 9. Mrz. 2023 | 46.690 |
| Kauf Long | Pipelines | Morgan Stanley | USD | 804.229 | 78.739 | 15. Mai 2029 | 78.739 |

Schroder GAIA Wellington Pagosa (Forts.)
| Kauf Long | Private Equity | Goldman Sachs | GBP | 284.172 | 13.812 | 24. Mai 2023 | 13.812 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Kauf Long | Private Equity | Goldman Sachs | USD | 483.992 | 17.279 | 24. Mai 2023 | 17.279 |
| Kauf Long | Private Equity | J.P. Morgan | GBP | 55.092 | 15.962 | 9. Mrz. 2023 | 15.962 |
| Kauf Long | Private Equity | J.P. Morgan | USD | 1.365.393 | 267.330 | 9. Mrz. 2023 | 267.330 |
| Kauf Long | Private Equity | Morgan Stanley | GBP | 47.491 | 5.723 | 15. Mai 2029 | 5.723 |
| Kauf Long | Private Equity | Morgan Stanley | USD | 95.987 | 13.430 | 15. Mai 2029 | 13.430 |
| Kauf Long | Immobilien | Morgan Stanley | USD | 1.072 | 329 | 15. Mai 2029 | 329 |
| Kauf Long | REITS | J.P. Morgan | USD | 319.161 | 16.014 | 9. Mrz. 2023 | 16.014 |
| Kauf Long | Einzelhandel | Morgan Stanley | USD | 453.826 | 32.798 | 15. Mai 2029 | 32.798 |
| Kauf Long | Halbleiter | Goldman Sachs | EUR | 2.990 | 64 | 24. Mai 2023 | 64 |
| Kauf Long | Halbleiter | Goldman Sachs | JPY | 66.684 | 3.493 | 24. Mai 2023 | 3.493 |
| Kauf Long | Halbleiter | Goldman Sachs | USD | 217.167 | (625) | 24. Mai 2023 | (625) |
| Kauf Long | Halbleiter | J.P. Morgan | JPY | 100.156 | 15.180 | 9. Mrz. 2023 | 15.180 |
| Kauf Long | Halbleiter | J.P. Morgan | USD | 503.892 | 24.070 | 31 Mai 2022 | 24.070 |
| Kauf Long | Halbleiter | Morgan Stanley | USD | 237.982 | (15.938) | 15. Mai 2029 | (15.938) |
| Kauf Long | Software | Goldman Sachs | USD | 2.589 | 5 | 24. Mai 2023 | 5 |
| Kauf Long | Software | J.P. Morgan | USD | 112.439 | 6.269 | 22. Aug. 2022 | 6.269 |
| Kauf Long | Software | Morgan Stanley | USD | 668.389 | 63.850 | 15. Mai 2029 | 63.850 |
| Kauf Long | Telekommunikation | J.P. Morgan | USD | 50.358 | 10.793 | 9. Mrz. 2023 | 10.793 |
| Kauf Long | Transport | Morgan Stanley | EUR | 303.292 | 37.597 | 15. Mai 2029 | 37.597 |
| Kauf Long | Diverse* | Morgan Stanley | USD | 15.588.322 | 54.610 | 27. Mrz. 2023 | 54.610 |
| Kauf Long | Diverse* | Morgan Stanley | USD | 15.766.318 | 54.516 | 15. Mai 2029 | 54.516 |
| Kauf Long | Wasser | Morgan Stanley | USD | 190.193 | 35.877 | 15. Mai 2029 | 35.877 |
| Verkauf Short | Luft- und Raumfahrt/Verteidigung | Goldman Sachs | EUR | 54.447 | (1.952) | 24. Mai 2023 | (1.952) |
| Verkauf Short | Luft- und Raumfahrt/Verteidigung | J.P. Morgan | EUR | 37.841 | (4.825) | 9. Mrz. 2023 | (4.825) |
| Verkauf Short | Luft- und Raumfahrt/Verteidigung | Morgan Stanley | EUR | 24.841 | (988) | 15. Mai 2029 | (988) |
| Verkauf Short | Fluggesellschaften | Morgan Stanley | USD | 130.212 | (22.961) | 15. Mai 2029 | (22.961) |
| Verkauf Short | Automobilhersteller | Goldman Sachs | EUR | 209.173 | (6.578) | 24. Mai 2023 | (6.578) |
| Verkauf Short | Automobilhersteller | J.P. Morgan | USD | 40.935 | (20.095) | 9. Mrz. 2023 | (20.095) |
| Verkauf Short | Automobilhersteller | Morgan Stanley | EUR | 133.186 | (15.670) | 15. Mai 2029 | (15.670) |
| Verkauf Short | Automobilhersteller | Morgan Stanley | USD | 1.200.615 | (320.574) | 15. Mai 2029 | (320.574) |
| Verkauf Short | Autoteile und -zubehör | Goldman Sachs | EUR | 72.942 | 1.802 | 24. Mai 2023 | 1.802 |
| Verkauf Short | Autoteile und -zubehör | Goldman Sachs | USD | 231.283 | (20.350) | 24. Mai 2023 | (20.350) |
| Verkauf Short | Autoteile und -zubehör | J.P. Morgan | EUR | 11.462 | (932) | 9. Mrz. 2023 | (932) |
| Verkauf Short | Autoteile und -zubehör | J.P. Morgan | USD | 22.507 | (1.237) | 9. Mrz. 2023 | (1.237) |
| Verkauf Short | Autoteile und -zubehör | Morgan Stanley | EUR | 10.960 | (257) | 15. Mai 2029 | (257) |
| Verkauf Short | Autoteile und -zubehör | Morgan Stanley | USD | 54.410 | (2.092) | 15. Mai 2029 | (2.092) |
| Verkauf Short | Banken | Goldman Sachs | AUD | 358.587 | (10.569) | 24. Mai 2023 | (10.569) |
| Verkauf Short | Banken | Goldman Sachs | CHF | 1.029.467 | 32.668 | 24. Mai 2023 | 32.668 |
| Verkauf Short | Banken | Goldman Sachs | EUR | 3.321.944 | 31.894 | 24. Mai 2023 | 31.894 |
| Verkauf Short | Banken | Goldman Sachs | HUF | 438.933 | 11.111 | 24. Mai 2023 | 14.839 |
| Verkauf Short | Banken | Goldman Sachs | JPY | 484.393 | 18.188 | 24. Mai 2023 | 18.188 |
| Verkauf Short | Banken | Goldman Sachs | NOK | 373.432 | 1.479 | 24. Mai 2023 | 1.479 |
| Verkauf Short | Banken | Goldman Sachs | SEK | 2.010.369 | 152.426 | 24. Mai 2023 | 152.426 |
| Verkauf Short | Banken | Goldman Sachs | SGD | 310.830 | (5.632) | 24. Mai 2023 | (5.632) |
| Verkauf Short | Banken | Goldman Sachs | USD | 10.435.261 | 177.013 | 24. Mai 2023 | 177.013 |
| Verkauf Short | Banken | J.P. Morgan | AUD | 74.013 | (8.650) | 9. Mrz. 2023 | (8.650) |
| Verkauf Short | Banken | J.P. Morgan | EUR | 161.993 | 1.566 | 9. Mrz. 2023 | 1.566 |

* Der Kontrakt wird auf einen Korb mit verschiedenen amerikanischen Aktien gehalten.
Schroder GAIA Wellington Pagosa (Forts.)
| Verkauf Short | Banken | J.P. Morgan | EUR | 415.820 | (51.303) | 22. Jan. 2024 | (51.303) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Banken | J.P. Morgan | ILS | 927.459 | (41.010) | 9. Mrz. 2023 | (41.010) |
| Verkauf Short | Banken | J.P. Morgan | JPY | 22.399 | (1.205) | 9. Mrz. 2023 | (1.205) |
| Verkauf Short | Banken | J.P. Morgan | JPY | 252.319 | (13.496) | 21. Feb. 2024 | (13.496) |
| Verkauf Short | Banken | J.P. Morgan | SEK | 713.960 | 3.326 | 20. Jul. 2023 | 3.326 |
| Verkauf Short | Banken | J.P. Morgan | USD | 2.167.466 | (4.600) | 9. Mrz. 2023 | (4.600) |
| Verkauf Short | Banken | Morgan Stanley | AUD | 503.913 | (13.658) | 15. Mai 2029 | (13.658) |
| Verkauf Short | Banken | Morgan Stanley | EUR | 225.405 | 1.143 | 15. Mai 2029 | 1.143 |
| Verkauf Short | Banken | Morgan Stanley | JPY | 54.591 | (358) | 15. Mai 2029 | (358) |
| Verkauf Short | Banken | Morgan Stanley | SEK | 793.543 | 56.663 | 15. Mai 2029 | 56.663 |
| Verkauf Short | Banken | Morgan Stanley | SGD | 451.472 | (26.340) | 15. Mai 2029 | (26.340) |
| Verkauf Short | Banken | Morgan Stanley | USD | 5.695.437 | 243.110 | 15. Mai 2029 | 243.110 |
| Verkauf Short | Getränke | Goldman Sachs | HKD | 113.963 | 3.447 | 24. Mai 2023 | 3.447 |
| Verkauf Short | Getränke | J.P. Morgan | HKD | 1.108 | 205 | 9. Mrz. 2023 | 205 |
| Verkauf Short | Getränke | Morgan Stanley | HKD | 3.141 | (542) | 15. Mai 2029 | (542) |
| Verkauf Short | Biotechnologie | Goldman Sachs | AUD | 401.143 | (1.784) | 24. Mai 2023 | (1.784) |
| Verkauf Short | Biotechnologie | Goldman Sachs | HKD | 236.335 | 25.858 | 24. Mai 2023 | 25.858 |
| Verkauf Short | Biotechnologie | Goldman Sachs | USD | 693.694 | 24.521 | 24. Mai 2023 | 24.521 |
| Verkauf Short | Biotechnologie | J.P. Morgan | AUD | 61.664 | (4.704) | 20. Mrz. 2024 | (4.704) |
| Verkauf Short | Biotechnologie | J.P. Morgan | HKD | 234.338 | (25.875) | 9. Mrz. 2023 | (25.875) |
| Verkauf Short | Biotechnologie | J.P. Morgan | USD | 1.716.270 | (116.080) | 9. Mrz. 2023 | (116.080) |
| Verkauf Short | Biotechnologie | Morgan Stanley | AUD | 71.737 | (1.229) | 15. Mai 2029 | (1.229) |
| Verkauf Short | Biotechnologie | Morgan Stanley | HKD | 62.239 | (9.520) | 15. Mai 2029 | (9.520) |
| Verkauf Short | Biotechnologie | Morgan Stanley | NOK | 211.675 | (19.529) | 15. Mai 2029 | (19.529) |
| Verkauf Short | Biotechnologie | Morgan Stanley | USD | 1.631.868 | (57.870) | 15. Mai 2029 | (57.870) |
| Verkauf Short | Baustoffe | Goldman Sachs | CHF | 115.334 | 2.490 | 22. Sep. 2022 | 2.490 |
| Verkauf Short | Baustoffe | Goldman Sachs | CHF | 84.221 | 166 | 24. Mai 2023 | 166 |
| Verkauf Short | Baustoffe | Goldman Sachs | EUR | 84.887 | 7.819 | 24. Mai 2023 | 7.819 |
| Verkauf Short | Baustoffe | Goldman Sachs | USD | 78.696 | 8.647 | 24. Mai 2023 | 8.647 |
| Verkauf Short | Baustoffe | J.P. Morgan | EUR | 55.123 | (859) | 9. Mrz. 2023 | (859) |
| Verkauf Short | Baustoffe | Morgan Stanley | CHF | 20.342 | (152) | 15. Mai 2029 | (152) |
| Verkauf Short | Baustoffe | Morgan Stanley | EUR | 16.635 | 1.423 | 15. Mai 2029 | 1.423 |
| Verkauf Short | Baustoffe | Morgan Stanley | USD | 61.235 | 4.676 | 15. Mai 2029 | 4.676 |
| Verkauf Short | Chemie | Goldman Sachs | EUR | 92.714 | (418) | 24. Mai 2023 | (418) |
| Verkauf Short | Chemie | Goldman Sachs | GBP | 34.833 | 110 | 24. Mai 2023 | 110 |
| Verkauf Short | Chemie | J.P. Morgan | EUR | 132.412 | (8.256) | 9. Mrz. 2023 | (8.256) |
| Verkauf Short | Chemie | J.P. Morgan | GBP | 57.225 | (3.861) | 15. Mai 2029 | (3.861) |
| Verkauf Short | Chemie | Morgan Stanley | EUR | 7.205 | (413) | 15. Mai 2029 | (413) |
| Verkauf Short | Chemie | Morgan Stanley | GBP | 14.440 | (223) | 15. Mai 2029 | (223) |
| Verkauf Short | Chemie | Morgan Stanley | USD | 179.286 | (18.024) | 15. Mai 2029 | (18.024) |
| Verkauf Short | Gewerbliche Dienstleistungen | Goldman Sachs | GBP | 60.394 | (625) | 24. Mai 2023 | (625) |
| Verkauf Short | Gewerbliche Dienstleistungen | Goldman Sachs | USD | 123.860 | 2.305 | 22. Sep. 2022 | 2.305 |
| Verkauf Short | Gewerbliche Dienstleistungen | Goldman Sachs | USD | 94.121 | (3.053) | 24. Mai 2023 | (3.053) |
| Verkauf Short | Gewerbliche Dienstleistungen | J.P. Morgan | GBP | 11.968 | (636) | 5. Mrz. 2023 | (636) |
| Verkauf Short | Gewerbliche Dienstleistungen | J.P. Morgan | USD | 465.707 | (60.229) | 9. Mrz. 2023 | (60.229) |
| Verkauf Short | Gewerbliche Dienstleistungen | J.P. Morgan | USD | 19.416 | (522) | 22. Mrz. 2023 | (522) |
| Verkauf Short | Gewerbliche Dienstleistungen | Morgan Stanley | GBP | 56.806 | (2.997) | 15. Mai 2029 | (2.997) |
| Verkauf Short | Gewerbliche Dienstleistungen | Morgan Stanley | USD | 2.158.857 | (282.805) | 15. Mai 2029 | (282.805) |

Schroder GAIA Wellington Pagosa (Forts.)
| Verkauf Short | Computer | Morgan Stanley | USD | 445.133 | (42.127) | 15. Mai 2029 | (42.127) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Kosmetik und Körperpflege | Goldman Sachs | JPY | 2.627 | (73) | 24. Mai 2023 | (73) |
| Verkauf Short | Rentenfonds | Morgan Stanley | EUR | 1.861.826 | (8.183) | 15. Mai 2029 | (8.183) |
| Verkauf Short | Rentenfonds | Morgan Stanley | USD | 694.803 | (22.714) | 15. Mai 2029 | (22.714) |
| Verkauf Short | Vertrieb/Großhandel | J.P. Morgan | USD | 157.999 | (12.891) | 9. Mrz. 2023 | (12.891) |
| Verkauf Short | Vertrieb/Großhandel | Morgan Stanley | USD | 1.594.667 | (59.128) | 15. Mai 2029 | (59.128) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Goldman Sachs | GBP | 510.731 | 15.192 | 24. Mai 2023 | 15.192 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Goldman Sachs | HKD | 302.582 | (13.243) | 24. Mai 2023 | (13.243) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Goldman Sachs | USD | 4.828.201 | 53.435 | 24. Mai 2023 | 53.435 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Goldman Sachs | ZAR | 11.710 | 915 | 25. Mai 2023 | 915 |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | J.P. Morgan | EUR | 75.225 | (18.048) | 9. Mrz. 2023 | (18.048) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | J.P. Morgan | GBP | 56.601 | (1.553) | 9. Mrz. 2023 | (1.553) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | J.P. Morgan | HKD | 580.856 | (76.613) | 20. Jul. 2022 | (69.062) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | J.P. Morgan | USD | 522.646 | (65.029) | 27. Feb. 2023 | (65.029) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | J.P. Morgan | USD | 908.196 | (12.720) | 9. Mrz. 2023 | (12.720) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Morgan Stanley | EUR | 73.152 | (5.556) | 15. Mai 2029 | (5.556) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Morgan Stanley | GBP | 268.692 | (6.406) | 15. Mai 2029 | (6.406) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Morgan Stanley | HKD | 213.339 | (47.243) | 15. Mai 2029 | (47.243) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Morgan Stanley | USD | 1.456.482 | (14.854) | 15. Mai 2029 | (14.854) |
| Verkauf Short | Diversifizierte Finanzdienstleistungen | Morgan Stanley | ZAR | 63.801 | 3.319 | 15. Mai 2029 | 3.319 |
| Verkauf Short | Elektrik | Goldman Sachs | CAD | 214.269 | (6.218) | 22. Sep. 2022 | (6.218) |
| Verkauf Short | Elektrik | Goldman Sachs | DKK | 74.424 | (3.713) | 24. Mai 2023 | (3.713) |
| Verkauf Short | Elektrik | Goldman Sachs | EUR | 163.435 | (8.239) | 22. Sep. 2022 | (8.239) |
| Verkauf Short | Elektrik | Goldman Sachs | EUR | 347.667 | (8.600) | 24. Mai 2023 | (8.600) |
| Verkauf Short | Elektrik | Goldman Sachs | USD | 870.502 | (48.528) | 22. Sep. 2022 | (48.528) |
| Verkauf Short | Elektrik | Goldman Sachs | USD | 405.683 | (17.314) | 24. Mai 2023 | (17.314) |
| Verkauf Short | Elektrik | J.P. Morgan | USD | 1.504.263 | (59.233) | 9. Mrz. 2023 | (59.233) |
| Verkauf Short | Elektrik | Morgan Stanley | DKK | 37.357 | (2.139) | 15. Mai 2029 | (2.139) |
| Verkauf Short | Elektrik | Morgan Stanley | HKD | 67.485 | 697 | 15. Mai 2029 | 697 |
| Verkauf Short | Elektrik | Morgan Stanley | USD | 888.673 | (46.776) | 15. Mai 2029 | (46.776) |
| Verkauf Short | Elektrische Bauteile und Geräte | Goldman Sachs | EUR | 121.921 | 4.450 | 22. Sep. 2022 | 4.450 |
| Verkauf Short | Elektrische Bauteile und Geräte | Goldman Sachs | EUR | 106.615 | 2.299 | 24. Mai 2023 | 2.299 |
| Verkauf Short | Elektrische Bauteile und Geräte | Goldman Sachs | USD | 201.591 | (20.219) | 24. Mai 2023 | (20.219) |
| Verkauf Short | Elektrische Bauteile und Geräte | J.P. Morgan | USD | 8.041 | (1.432) | 9. Mrz. 2023 | (1.432) |
| Verkauf Short | Elektrische Bauteile und Geräte | Morgan Stanley | USD | 35.381 | (9.127) | 15. Mai 2029 | (9.127) |
| Verkauf Short | Elektronik | Goldman Sachs | JPY | 846.204 | (38.431) | 24. Mai 2023 | (38.431) |
| Verkauf Short | Elektronik | Goldman Sachs | SEK | 102.062 | 3.748 | 22. Sep. 2022 | 3.748 |
| Verkauf Short | Elektronik | Goldman Sachs | USD | 194.229 | 732 | 24. Mai 2023 | 732 |
| Verkauf Short | Elektronik | J.P. Morgan | HKD | 2.386 | 102 | 9. Mrz. 2023 | 102 |
| Verkauf Short | Elektronik | J.P. Morgan | JPY | 3.767 | (389) | 9. Mrz. 2023 | (389) |
| Verkauf Short | Elektronik | J.P. Morgan | SEK | 18.467 | (1.442) | 22. Jun. 2022 | (1.442) |
| Verkauf Short | Elektronik | Morgan Stanley | JPY | 41.891 | (5.458) | 15. Mai 2029 | (5.458) |
| Verkauf Short | Elektronik | Morgan Stanley | USD | 358.336 | (35.178) | 15. Mai 2029 | (35.178) |
| Verkauf Short | Energie-Alternative Energiequellen | Goldman Sachs | DKK | 169.149 | (6.403) | 24. Mai 2023 | (6.403) |
| Verkauf Short | Energie-Alternative Energiequellen | Goldman Sachs | NOK | 97.282 | 10.703 | 24. Mai 2023 | 10.703 |
| Verkauf Short | Energie-Alternative Energiequellen | Goldman Sachs | SEK | 41.764 | (2.671) | 24. Mai 2023 | (2.671) |
| Verkauf Short | Energie-Alternative Energiequellen | Goldman Sachs | USD | 493.341 | (2.081) | 24. Mai 2023 | (2.081) |
| Verkauf Short | Energie-Alternative Energiequellen | J.P. Morgan | SEK | 108.155 | (7.385) | 9. Mrz. 2023 | (7.385) |
| Verkauf Short | Energie-Alternative Energiequellen | J.P. Morgan | USD | 100.927 | (2.352) | 9. Mrz. 2023 | (2.352) |

Schroder GAIA Wellington Pagosa (Forts.)
| Verkauf Short | Energie-Alternative Energiequellen | Morgan Stanley | SEK | 2.662 | (100) | 15. Mai 2029 | (100) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Energie-Alternative Energiequellen | Morgan Stanley | USD | 85.843 | (13.095) | 15. Mai 2029 | (13.095) |
| Verkauf Short | Bau- und Ingenieurswesen | Goldman Sachs | EUR | 110.818 | 3.478 | 24. Mai 2023 | 3.478 |
| Verkauf Short | Umweltschutz | Morgan Stanley | NOK | 19.952 | (2.444) | 15. Mai 2029 | (2.444) |
| Verkauf Short | Aktienindex | Goldman Sachs | EUR | 513.422 | (2.751) | 24. Mai 2023 | (2.751) |
| Verkauf Short | Aktienindex | Goldman Sachs | JPY | 732.111 | 38.212 | 24. Mai 2023 | 38.212 |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 5.282.105 | (63.500) | 24. Mai 2023 | (63.537) |
| Verkauf Short | Aktienindex | Goldman Sachs | USD | 16.566 | (74) | 25. Mai 2023 | (74) |
| Verkauf Short | Aktienindex | J.P. Morgan | USD | 4.318.625 | (290.578) | 9. Mrz. 2023 | (290.578) |
| Verkauf Short | Aktienindex | Morgan Stanley | EUR | 1.592.968 | (84.414) | 15. Mai 2029 | (84.414) |
| Verkauf Short | Aktienindex | Morgan Stanley | USD | 22.205.250 | (1.189.712) | 15. Mai 2029 | (1.189.808) |
| Verkauf Short | Lebensmittel | J.P. Morgan | EUR | 241.492 | (3.249) | 9. Mrz. 2023 | (3.249) |
| Verkauf Short | Lebensmittel | J.P. Morgan | JPY | 4.997 | 58 | 9. Mrz. 2023 | 58 |
| Verkauf Short | Lebensmittel | Morgan Stanley | EUR | 163.591 | (7.954) | 15. Mai 2029 | (7.954) |
| Verkauf Short | Lebensmittel | Morgan Stanley | GBP | 541.156 | 7.768 | 15. Mai 2029 | 7.768 |
| Verkauf Short | Lebensmittel | Morgan Stanley | USD | 124.656 | (14.662) | 15. Mai 2029 | (14.662) |
| Verkauf Short | Gas | Goldman Sachs | EUR | 110.117 | (11.254) | 24. Mai 2023 | (11.254) |
| Verkauf Short | Gas | Goldman Sachs | USD | 589.103 | (5.678) | 22. Sep. 2022 | (5.678) |
| Verkauf Short | Hand- und Maschinenwerkzeuge | Goldman Sachs | CHF | 121.902 | 7.161 | 22. Sep. 2022 | 7.161 |
| Verkauf Short | Hand- und Maschinenwerkzeuge | J.P. Morgan | CHF | 20.851 | 73 | 9. Mrz. 2023 | 73 |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | CHF | 559.293 | (34.129) | 24. Mai 2023 | (34.129) |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | DKK | 143.778 | 2.343 | 24. Mai 2023 | 2.343 |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | HKD | 21.546 | 309 | 24. Mai 2023 | 309 |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | SEK | 404.300 | 14.419 | 24. Mai 2023 | 14.419 |
| Verkauf Short | Gesundheitswesen - Produkte | Goldman Sachs | USD | 1.279.878 | (41.639) | 24. Mai 2023 | (41.639) |
| Verkauf Short | Gesundheitswesen - Produkte | J.P. Morgan | DKK | 508.044 | 51.874 | 9. Mrz. 2023 | 51.874 |
| Verkauf Short | Gesundheitswesen - Produkte | J.P. Morgan | SEK | 150.966 | 1.410 | 9. Mrz. 2023 | 1.410 |
| Verkauf Short | Gesundheitswesen - Produkte | J.P. Morgan | USD | 787.354 | (20.661) | 9. Mrz. 2023 | (20.661) |
| Verkauf Short | Gesundheitswesen - Produkte | Morgan Stanley | HKD | 266.053 | (42.936) | 15. Mai 2029 | (42.936) |
| Verkauf Short | Gesundheitswesen - Produkte | Morgan Stanley | SEK | 157.938 | (516) | 15. Mai 2029 | (516) |
| Verkauf Short | Gesundheitswesen - Produkte | Morgan Stanley | USD | 1.004.189 | (72.281) | 15. Mai 2029 | (72.281) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Goldman Sachs | EUR | 121.781 | 3.866 | 24. Mai 2023 | 3.866 |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Goldman Sachs | JPY | 165.067 | (6.715) | 24. Mai 2023 | (6.715) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Goldman Sachs | USD | 1.079.281 | (22.168) | 24. Mai 2023 | (22.168) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | J.P. Morgan | EUR | 3.424 | (477) | 9. Mrz. 2023 | (477) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | J.P. Morgan | JPY | 32.130 | (889) | 9. Mrz. 2023 | (889) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | J.P. Morgan | USD | 116.444 | (15.410) | 22. Aug. 2022 | (15.410) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | J.P. Morgan | USD | 368.277 | (26.770) | 23. Feb. 2023 | (26.770) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | J.P. Morgan | USD | 336.987 | (39.585) | 9. Mrz. 2023 | (39.585) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Morgan Stanley | EUR | 621.707 | (30.094) | 15. Mai 2029 | (30.094) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Morgan Stanley | JPY | 160.529 | (4.291) | 15. Mai 2029 | (4.291) |
| Verkauf Short | Gesundheitswesen - Dienstleistungen | Morgan Stanley | USD | 373.347 | (23.687) | 15. Mai 2029 | (23.687) |
| Verkauf Short | Heimeinrichtungsgegenstände | Goldman Sachs | USD | 74.533 | 5.594 | 24. Mai 2023 | 5.594 |
| Verkauf Short | Haushaltswaren/-produkte | Goldman Sachs | USD | 41.845 | (789) | 24. Mai 2023 | (789) |
| Verkauf Short | Haushaltswaren/-produkte | J.P. Morgan | USD | 128.256 | 2.938 | 9. Mrz. 2023 | 2.938 |
| Verkauf Short | Haushaltswaren/-produkte | Morgan Stanley | USD | 134.670 | (185) | 15. Mai 2029 | (185) |
| Verkauf Short | Versicherungen | Goldman Sachs | EUR | 1.264.327 | (42.958) | 24. Mai 2023 | (42.958) |
| Verkauf Short | Versicherungen | Goldman Sachs | GBP | 20.363 | (1.094) | 24. Mai 2023 | (1.094) |

Schroder GAIA Wellington Pagosa (Forts.)
| Verkauf Short | Versicherungen | Goldman Sachs | JPY | 436.799 | 19.299 | 24. Mai 2023 | 19.299 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Versicherungen | Goldman Sachs | USD | 171.391 | (5.071) | 22. Sep. 2022 | (5.071) |
| Verkauf Short | Versicherungen | Goldman Sachs | USD | 3.707.662 | (126.861) | 24. Mai 2023 | (126.861) |
| Verkauf Short | Versicherungen | Goldman Sachs | ZAR | 52.902 | (2.228) | 25. Mai 2023 | (2.228) |
| Verkauf Short | Versicherungen | J.P. Morgan | GBP | 247.093 | (46.811) | 9. Mrz. 2023 | (46.811) |
| Verkauf Short | Versicherungen | J.P. Morgan | JPY | 25.758 | (1.682) | 9. Mrz. 2023 | (1.682) |
| Verkauf Short | Versicherungen | J.P. Morgan | USD | 151.576 | (15.297) | 9. Mrz. 2023 | (15.297) |
| Verkauf Short | Versicherungen | J.P. Morgan | ZAR | 201.458 | (41.732) | 9. Mrz. 2023 | (41.732) |
| Verkauf Short | Versicherungen | Morgan Stanley | EUR | 672.612 | (11.572) | 15. Mai 2029 | (11.572) |
| Verkauf Short | Versicherungen | Morgan Stanley | JPY | 641.573 | (11.088) | 15. Mai 2029 | (11.088) |
| Verkauf Short | Versicherungen | Morgan Stanley | USD | 1.657.844 | (118.950) | 15. Mai 2029 | (118.950) |
| Verkauf Short | Versicherungen | Morgan Stanley | ZAR | 48.149 | (2.209) | 15. Mai 2029 | (2.209) |
| Verkauf Short | Internet | Goldman Sachs | EUR | 224.137 | 4.351 | 24. Mai 2023 | 4.351 |
| Verkauf Short | Internet | J.P. Morgan | EUR | 215.905 | 5.583 | 9. Mrz. 2023 | 5.583 |
| Verkauf Short | Internet | Morgan Stanley | GBP | 36.426 | 702 | 15. Mai 2029 | 702 |
| Verkauf Short | Internet | Morgan Stanley | USD | 97.496 | 5.080 | 15. Mai 2029 | 5.080 |
| Verkauf Short | Eisen / Stahl | Goldman Sachs | USD | 110.206 | 6.430 | 24. Mai 2023 | 6.430 |
| Verkauf Short | Eisen / Stahl | Morgan Stanley | USD | 33.447 | 1.177 | 15. Mai 2029 | 1.177 |
| Verkauf Short | Freizeit | Goldman Sachs | USD | 172.656 | (3.703) | 24. Mai 2023 | (3.703) |
| Verkauf Short | Freizeit | Morgan Stanley | USD | 10.033 | 812 | 15. Mai 2029 | 812 |
| Verkauf Short | Beherbergungsunternehmen | J.P. Morgan | USD | 261.371 | (21.938) | 9. Mrz. 2023 | (21.938) |
| Verkauf Short | Maschinen - Bau u. Bergbau | J.P. Morgan | USD | 16.741 | 4.462 | 9. Mrz. 2023 | 4.462 |
| Verkauf Short | Maschinen - Bau u. Bergbau | Morgan Stanley | USD | 4.391 | 1.179 | 15. Mai 2029 | 1.179 |
| Verkauf Short | Maschinen - Diversifiziert | Goldman Sachs | SEK | 98.586 | 7.240 | 22. Sep. 2022 | 7.240 |
| Verkauf Short | Maschinen - Diversifiziert | Goldman Sachs | USD | 78.871 | (2.058) | 24. Mai 2023 | (2.058) |
| Verkauf Short | Maschinen - Diversifiziert | J.P. Morgan | SEK | 16.060 | (816) | 9. Mrz. 2023 | (816) |
| Verkauf Short | Maschinen - Diversifiziert | Morgan Stanley | USD | 132.969 | (8.526) | 15. Mai 2029 | (8.526) |
| Verkauf Short | Medien | Morgan Stanley | USD | 142.562 | (7.869) | 15. Mai 2029 | (7.869) |
| Verkauf Short | Diverse Fertigungsbetriebe | Goldman Sachs | GBP | 120.770 | 6.024 | 22. Sep. 2022 | 6.024 |
| Verkauf Short | Diverse Fertigungsbetriebe | Goldman Sachs | SEK | 21.351 | (443) | 24. Mai 2023 | (443) |
| Verkauf Short | Diverse Fertigungsbetriebe | Goldman Sachs | USD | 495.540 | (19.041) | 24. Mai 2023 | (19.041) |
| Verkauf Short | Diverse Fertigungsbetriebe | J.P. Morgan | SEK | 74.939 | (6.811) | 9. Mrz. 2023 | (6.811) |
| Verkauf Short | Diverse Fertigungsbetriebe | Morgan Stanley | USD | 405.826 | (27.330) | 15. Mai 2029 | (27.330) |
| Verkauf Short | Büro- und Geschäftsausstattung | Morgan Stanley | JPY | 177.444 | (11.401) | 15. Mai 2029 | (11.401) |
| Verkauf Short | Öl u. Gas | Goldman Sachs | AUD | 233.335 | (3.697) | 24. Mai 2023 | (3.697) |
| Verkauf Short | Öl u. Gas | Goldman Sachs | CAD | 70.808 | (9.147) | 25. Mai 2023 | (9.147) |
| Verkauf Short | Öl u. Gas | Goldman Sachs | EUR | 863.883 | (17.842) | 24. Mai 2023 | (17.842) |
| Verkauf Short | Öl u. Gas | Goldman Sachs | JPY | 285.720 | (990) | 24. Mai 2023 | (990) |
| Verkauf Short | Öl u. Gas | Goldman Sachs | USD | 1.553.600 | 21.362 | 24. Mai 2023 | 21.362 |
| Verkauf Short | Öl u. Gas | J.P. Morgan | CAD | 844.153 | 29.703 | 9. Mrz. 2023 | 29.703 |
| Verkauf Short | Öl u. Gas | J.P. Morgan | EUR | 285.270 | 670 | 9. Mrz. 2023 | 670 |
| Verkauf Short | Öl u. Gas | J.P. Morgan | USD | 6.746.060 | (670.609) | 9. Mrz. 2023 | (670.181) |
| Verkauf Short | Öl u. Gas | Morgan Stanley | AUD | 26.002 | (1.853) | 15. Mai 2029 | (1.853) |
| Verkauf Short | Öl u. Gas | Morgan Stanley | CAD | 15.004 | (2.032) | 31. Mrz. 2022 | (2.032) |
| Verkauf Short | Öl u. Gas | Morgan Stanley | CAD | 1.536.895 | (299.954) | 15. Mai 2029 | (299.954) |
| Verkauf Short | Öl u. Gas | Morgan Stanley | USD | 1.035.805 | (64.410) | 15. Mai 2029 | (64.410) |
| Verkauf Short | Öl- u. Gasdienstleistungen | Goldman Sachs | USD | 74.192 | (3.176) | 24. Mai 2023 | (3.176) |
| Verkauf Short | Öl- u. Gasdienstleistungen | J.P. Morgan | USD | 135.482 | (1.704) | 9. Mrz. 2023 | (1.704) |

Schroder GAIA Wellington Pagosa (Forts.)
| Verkauf Short | Öl- u. Gasdienstleistungen | Morgan Stanley | USD | 87.696 | (5.133) | 15. Mai 2029 | (5.133) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Verpackung u. Behälter | Goldman Sachs | USD | 132.899 | 1.299 | 24. Mai 2023 | 1.299 |
| Verkauf Short | Verpackung u. Behälter | Morgan Stanley | USD | 217.033 | (1.282) | 15. Mai 2029 | (1.282) |
| Verkauf Short | Pharmazeutika | Goldman Sachs | DKK | 808.291 | (3.154) | 24. Mai 2023 | (3.154) |
| Verkauf Short | Pharmazeutika | Goldman Sachs | EUR | 256.390 | 4.183 | 24. Mai 2023 | 4.183 |
| Verkauf Short | Pharmazeutika | Goldman Sachs | GBP | 32.998 | 1.256 | 24. Mai 2023 | 1.256 |
| Verkauf Short | Pharmazeutika | Goldman Sachs | JPY | 313.168 | 4.403 | 24. Mai 2023 | 4.403 |
| Verkauf Short | Pharmazeutika | Goldman Sachs | USD | 466.891 | 3.031 | 24. Mai 2023 | 3.031 |
| Verkauf Short | Pharmazeutika | Goldman Sachs | USD | 136.465 | (4.949) | 25. Mai 2023 | (4.949) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | DKK | 17.228 | (1.398) | 9. Mrz. 2023 | (1.398) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | EUR | 5.512 | (312) | 9. Mrz. 2023 | (312) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | EUR | 19.211 | (828) | 22. Jan. 2024 | (828) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | GBP | 248.778 | (7.600) | 9. Mrz. 2023 | (7.600) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | JPY | 13.444 | (807) | 9. Mrz. 2023 | (807) |
| Verkauf Short | Pharmazeutika | J.P. Morgan | USD | 1.121.294 | (113.017) | 9. Mrz. 2023 | (113.017) |
| Verkauf Short | Pharmazeutika | Morgan Stanley | DKK | 289.361 | (23.906) | 15. Mai 2029 | (23.906) |
| Verkauf Short | Pharmazeutika | Morgan Stanley | EUR | 238.908 | 3.693 | 15. Mai 2029 | 3.693 |
| Verkauf Short | Pharmazeutika | Morgan Stanley | HKD | 156.687 | (31.046) | 15. Mai 2029 | (31.046) |
| Verkauf Short | Pharmazeutika | Morgan Stanley | JPY | 493.348 | (7.582) | 15. Mai 2029 | (7.582) |
| Verkauf Short | Pharmazeutika | Morgan Stanley | USD | 1.144.561 | (9.994) | 15. Mai 2029 | (9.994) |
| Verkauf Short | Pipelines | Goldman Sachs | USD | 614.362 | (28.559) | 24. Mai 2023 | (28.559) |
| Verkauf Short | Pipelines | J.P. Morgan | USD | 987.305 | 38.859 | 9. Mrz. 2023 | 38.859 |
| Verkauf Short | Pipelines | Morgan Stanley | USD | 289.729 | (26.598) | 15. Mai 2029 | (26.598) |
| Verkauf Short | Private Equity | Goldman Sachs | USD | 50.480 | (2.685) | 24. Mai 2023 | (2.685) |
| Verkauf Short | Private Equity | J.P. Morgan | USD | 71.114 | (14.577) | 9. Mrz. 2023 | (14.577) |
| Verkauf Short | Immobilien | Goldman Sachs | EUR | 350.970 | 11.048 | 24. Mai 2023 | 11.048 |
| Verkauf Short | Immobilien | J.P. Morgan | EUR | 327.452 | 6.778 | 20. Sep. 2023 | 6.778 |
| Verkauf Short | Immobilien | J.P. Morgan | USD | 2.713 | 114 | 9. Mrz. 2023 | 114 |
| Verkauf Short | Immobilien | Morgan Stanley | EUR | 353.359 | 16.862 | 15. Mai 2029 | 16.862 |
| Verkauf Short | REITS | Goldman Sachs | EUR | 24.132 | (2.631) | 24. Mai 2023 | (2.631) |
| Verkauf Short | REITS | Goldman Sachs | USD | 303.054 | (13.801) | 22. Sep. 2022 | (13.801) |
| Verkauf Short | REITS | Goldman Sachs | USD | 328.005 | (18.222) | 24. Mai 2023 | (18.222) |
| Verkauf Short | REITS | J.P. Morgan | USD | 55.500 | (6.820) | 5. Mrz. 2023 | (6.820) |
| Verkauf Short | REITS | J.P. Morgan | USD | 26.206 | (1.477) | 9. Mrz. 2023 | (1.477) |
| Verkauf Short | REITS | Morgan Stanley | USD | 668.205 | (29.846) | 15. Mai 2029 | (29.846) |
| Verkauf Short | Einzelhandel | Goldman Sachs | JPY | 2.433 | (96) | 24. Mai 2023 | (96) |
| Verkauf Short | Einzelhandel | Goldman Sachs | USD | 106.781 | (2.806) | 24. Mai 2023 | (2.806) |
| Verkauf Short | Einzelhandel | J.P. Morgan | USD | 45.119 | 4.074 | 5. Mrz. 2023 | 4.074 |
| Verkauf Short | Einzelhandel | J.P. Morgan | USD | 1.252.693 | 64.761 | 9. Mrz. 2023 | 64.761 |
| Verkauf Short | Einzelhandel | Morgan Stanley | JPY | 532 | (22) | 15. Mai 2029 | (22) |
| Verkauf Short | Einzelhandel | Morgan Stanley | SEK | 62.619 | 7.069 | 15. Mai 2029 | 7.069 |
| Verkauf Short | Einzelhandel | Morgan Stanley | USD | 936.849 | 54.477 | 15. Mai 2029 | 54.477 |
| Verkauf Short | Spar- und Darlehensgeschäft | Goldman Sachs | USD | 130.710 | 3.391 | 24. Mai 2023 | 3.391 |
| Verkauf Short | Halbleiter | Goldman Sachs | USD | 10.580 | 128 | 24. Mai 2023 | 128 |
| Verkauf Short | Halbleiter | Morgan Stanley | USD | 677.073 | (52.725) | 15. Mai 2029 | (52.725) |
| Verkauf Short | Software | Goldman Sachs | CHF | 252.302 | 14.413 | 24. Mai 2023 | 14.413 |
| Verkauf Short | Software | Goldman Sachs | GBP | 64.198 | 1.784 | 24. Mai 2023 | 1.784 |
| Verkauf Short | Software | Goldman Sachs | USD | 509.163 | (2.452) | 24. Mai 2023 | (2.452) |

Schroder GAIA Wellington Pagosa (Forts.)
| Verkauf Short | Software | J.P. Morgan | CHF | 28.797 | (4.373) | 22. Nov. 2023 | (4.373) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf Short | Software | J.P. Morgan | USD | 72.044 | (4.918) | 15. Mai 2029 | (4.918) |
| Verkauf Short | Software | Morgan Stanley | CHF | 4.810 | (300) | 15. Mai 2029 | (300) |
| Verkauf Short | Software | Morgan Stanley | EUR | 79.802 | (463) | 15. Mai 2029 | (463) |
| Verkauf Short | Software | Morgan Stanley | USD | 567.362 | (43.000) | 15. Mai 2029 | (43.000) |
| Verkauf Short | Telekommunikation | Goldman Sachs | USD | 1.730 | (17) | 24. Mai 2023 | (17) |
| Verkauf Short | Telekommunikation | J.P. Morgan | JPY | 171.443 | (39.286) | 22. Jun. 2022 | (39.286) |
| Verkauf Short | Telekommunikation | Morgan Stanley | USD | 341.161 | (5.787) | 15. Mai 2029 | (5.787) |
| Verkauf Short | Spielwaren / Spiele / Hobbys | Goldman Sachs | USD | 73.040 | 6.111 | 24. Mai 2023 | 6.111 |
| Verkauf Short | Spielwaren / Spiele / Hobbys | Morgan Stanley | USD | 14.557 | 1.204 | 15. Mai 2029 | 1.204 |
| Verkauf Short | Transport | Goldman Sachs | CHF | 11.074 | 343 | 24. Mai 2023 | 343 |
| Verkauf Short | Transport | Goldman Sachs | USD | 143.647 | 10.685 | 24. Mai 2023 | 10.685 |
| Verkauf Short | Transport | J.P. Morgan | DKK | 272.990 | (3.873) | 9. Mrz. 2023 | (3.873) |
| Verkauf Short | Transport | J.P. Morgan | USD | 355.988 | 14.443 | 5. Mrz. 2023 | 14.443 |
| Verkauf Short | Transport | J.P. Morgan | USD | 568.840 | 18.169 | 9. Mrz. 2023 | 18.169 |
| Verkauf Short | Transport | Morgan Stanley | CHF | 87.596 | 3.268 | 15. Mai 2029 | 3.268 |
| Verkauf Short | Transport | Morgan Stanley | DKK | 71.977 | 8.838 | 15. Mai 2029 | 8.838 |
| Verkauf Short | Transport | Morgan Stanley | HKD | 24.514 | (2.443) | 15. Mai 2029 | (2.443) |
| Verkauf Short | Transport | Morgan Stanley | USD | 148.079 | (8.843) | 15. Mai 2029 | (8.843) |
|  |  |  |  |  |  | USD | (1.449.821) |


#### Differenzkontrakte
Differenzkontrakte werden auf Grundlage des Börsenschlusskurses des zugrunde liegenden Wertpapiers bewertet, der in die Basiswährung des Differenzkontrakts umgerechnet wird und von dem die den einzelnen Kontrakten zuzuschreibenden Finanzierungskosten, die separat verbucht werden, abgezogen werden. Bei Abschluss eines Differenzkontrakts muss der Fonds gegebenenfalls liquide Mittel und/oder sonstige Vermögenswerte bis zu einem Betrag, der einem bestimmten prozentualen Anteil des Kontraktbetrags entspricht („Einschusssumme“), zugunsten des Brokers verpfänden. Im weiteren Verlauf werden periodisch als
„Schwankungsmargen“ bezeichnete Zahlungen vom Fonds geleistet oder empfangen, die von der Schwankung des Werts des zugrunde liegenden Wertpapiers abhängen. Bei Ablauf des Kontrakts entsprechen realisierte Gewinne oder Verluste der Differenz zwischen dem Wert des Differenzkontrakts zum Zeitpunkt seiner Eröffnung (einschließlich etwaiger Finanzierungskosten) und dem Wert zum Zeitpunkt seiner Schließung. Auf offene Differenzkontrakte entfallende Dividenden werden (abzüglich Quellensteuern) als zum Ende des Berichtszeitraums zu erhaltende Dividenden behandelt. Das Ergebnis dieser Neubewertungen ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Differenzkontrakten“ aufgeführt.
Zum 31. März 2022 wiesen die folgenden Teilfonds Differenzkontrakte auf Finanzindizes und Futures-Kontrakte auf:
| Nicht realisierter Wertzuwachs/ |
| --- |
| Kontrakt | Kontrahent | Anzahl | Marktwert | (Wertverlust) |
| Schroder GAIA BlueTrend |  |  |  |  |
| CFD auf den Stoxx Europe 600 Automobiles & Parts Price Index | Credit Suisse | (113) | (72.139) | (1.527) |
| CFD auf den Stoxx Europe 600 Banks Price Index | Credit Suisse | (96) | (14.516) | 134 |
| CFD auf den Stoxx Europe 600 Basic Resources Price Index | Credit Suisse | 299 | 235.054 | 31.284 |
| CFD auf den Stoxx Europe 600 Chemicals Price Index | Credit Suisse | 24 | 33.011 | 216 |
| CFD auf den Stoxx Europe 600 Construction & Materials Price Index | Credit Suisse | (17) | (10.755) | 199 |
| CFD auf den Stoxx Europe 600 Financial Services Price Index | Credit Suisse | 67 | 51.067 | 3.518 |
| CFD auf den Stoxx Europe 600 Food & Beverage Price Index | Credit Suisse | 105 | 94.150 | (288) |
| CFD auf den Stoxx Europe 600 Health Care Price Index | Credit Suisse | 516 | 607.569 | 7.555 |
| CFD auf den Stoxx Europe 600 Industrial Goods & Services Price Index | Credit Suisse | (35) | (26.770) | (283) |
| CFD auf den Stoxx Europe 600 Insurance Price Index | Credit Suisse | 334 | 120.804 | 458 |
| CFD auf den Stoxx Europe 600 Media Price Index | Credit Suisse | 386 | 150.851 | (809) |
| CFD auf den Stoxx Europe 600 Oil & Gas Price Index | Credit Suisse | 683 | 238.654 | 8.142 |
| CFD auf den Stoxx Europe 600 Personal & Household Goods Index | Credit Suisse | (32) | (34.295) | (470) |
| CFD auf den Stoxx Europe 600 Retail Price Index | Credit Suisse | (367) | (130.413) | 7.617 |
| CFD auf den Stoxx Europe 600 Technology Price Index | Credit Suisse | (134) | (99.457) | (3.770) |

Differenzkontrakte (Forts.)
| Nicht realisierter Wertzuwachs/ |
| --- |
| Kontrakt | Kontrahent | Anzahl |  | Marktwert | (Wertverlust) |
| Schroder GAIA BlueTrend (Forts.) |  |  |  |  |  |
| CFD auf den Stoxx Europe 600 Telecommunications Price Index | Credit Suisse | 1.118 |  | 287.677 | 402 |
| CFD auf den Stoxx Europe 600 Travel & Leisure Index | Credit Suisse | (1.099) |  | (252.588) | 22.243 |
| CFD auf den Stoxx Europe 600 Utilities Price Index | Credit Suisse | 108 |  | 46.599 | (184) |
| CFD auf den S&P 500 Consumer Discretionary Sector Index | Goldman Sachs | 44 |  | 64.358 | (2.195) |
| CFD auf den S&P 500 Consumer Staples Sector Index | Goldman Sachs | 1.316 |  | 1.041.573 | 8.774 |
| CFD auf den S&P 500 Energy Sector Index | Goldman Sachs | 345 |  | 200.765 | 20.453 |
| CFD auf den S&P 500 Financials Sector Index | Goldman Sachs | 802 |  | 511.365 | (18.898) |
| CFD auf den S&P 500 Health Care Sector Index | Goldman Sachs | 740 |  | 1.180.156 | 10.087 |
| CFD auf den S&P 500 Industrials Sector Index | Goldman Sachs | 965 |  | 839.992 | (6.081) |
| CFD auf den S&P 500 Information Technology Sector Index | Goldman Sachs | 133 |  | 371.613 | (1.538) |
| CFD auf den S&P 500 Materials Sector Index | Goldman Sachs | 1.607 |  | 889.397 | (2.056) |
| CFD auf den S&P 500 Utilities Sector Index | Goldman Sachs | 2.200 |  | 831.874 | 58.131 |
|  |  |  | USD | 7.155.596 | 141.114 |
| Schroder GAIA Contour Tech Equity CFD auf australische Aktien | Morgan Stanley | (65.230) |  | (244.058) | (244.058) |
| CFD auf britische Aktien | Morgan Stanley | (117.861) |  | 452.588 | 452.588 |
| CFD auf chinesische Aktien | Goldman Sachs | (27.688) |  | (183.848) | (183.848) |
| CFD auf deutsche Aktien | Morgan Stanley | 279.978 |  | 1.321.732 | 1.321.732 |
| CFD auf japanische Aktien | Goldman Sachs | (711.120) |  | (1.714.115) | (1.714.115) |
| CFD auf japanische Aktien | Morgan Stanley | (95.572) |  | (591.928) | (591.928) |
| CFD auf norwegische Aktien | Morgan Stanley | 513.610 |  | 443.378 | 443.378 |
| CFD auf Schweizer Aktien | Goldman Sachs | (96.566) |  | (312.874) | (312.874) |
| CFD auf US-Aktien | Goldman Sachs | (1.281.128) |  | (7.154.354) | (7.440.591) |
| CFD auf US-Aktien | Morgan Stanley | (1.913.305) |  | (13.788.463) | (13.788.463) |
|  |  |  | USD | (21.771.942) | (22.058.179) |
| Schroder GAIA Helix CFD auf australische Aktien | Goldman Sachs | 1.760.249 |  | 516.618 | 516.618 |
| CFD auf australische Aktien | J.P. Morgan | 2.308.917 |  | 761.582 | 761.582 |
| CFD auf belgische Aktien | Goldman Sachs | 45.558 |  | 233.842 | 233.842 |
| CFD auf belgische Aktien | J.P. Morgan | 7.741 |  | 27.176 | 27.176 |
| CFD auf britische Aktien | Goldman Sachs | 27.365.347 |  | 3.603.291 | 3.601.178 |
| CFD auf britische Aktien | J.P. Morgan | 2.950.743 |  | 152.748 | 147.243 |
| CFD auf kanadische Aktien | Goldman Sachs | 26.767 |  | (1.886) | (1.886) |
| CFD auf kanadische Aktien | J.P. Morgan | 76.576 |  | (91.609) | (91.609) |
| CFD auf chinesische Aktien | Goldman Sachs | 19.463.547 |  | (2.170.047) | (2.171.170) |
| CFD auf chinesische Aktien | J.P. Morgan | 6.241.600 |  | 335.905 | 335.905 |
| CFD auf dänische Aktien | Goldman Sachs | 21.232 |  | 214.283 | 214.283 |
| CFD auf dänische Aktien | J.P. Morgan | 79.102 |  | (101.758) | (101.758) |
| CFD auf niederländische Aktien | Goldman Sachs | 849.416 |  | 477.310 | 477.289 |
| CFD auf niederländische Aktien | J.P. Morgan | 247.420 |  | 351.400 | 351.400 |
| CFD auf finnische Aktien | J.P. Morgan | 27.920 |  | 4.505 | 4.505 |
| CFD auf französische Aktien | Goldman Sachs | 246.284 |  | 657.451 | 648.445 |
| CFD auf französische Aktien | J.P. Morgan | 117.952 |  | 105.659 | 105.659 |
| CFD auf georgische Aktien | Goldman Sachs | (38.462) |  | 9.095 | 9.095 |
| CFD auf deutsche Aktien | Goldman Sachs | 297.073 |  | 827.309 | 822.693 |
| CFD auf deutsche Aktien | J.P. Morgan | 192.473 |  | (438.701) | (438.701) |
| CFD auf Aktien aus Hongkong | Goldman Sachs | 6.409.189 |  | (78.268) | (78.268) |
| CFD auf Aktien aus Hongkong | J.P. Morgan | 2.901.100 |  | 174.241 | 174.241 |
| CFD auf indische Aktien | Goldman Sachs | 108.578 |  | 192.478 | 192.478 |

Differenzkontrakte (Forts.)
| Nicht realisierter Wertzuwachs/ |
| --- |
| Kontrakt | Kontrahent | Anzahl |  | Marktwert | (Wertverlust) |
| Schroder GAIA Helix (Forts.) |  |  |  |  |  |
| CFD auf indische Aktien | J.P. Morgan | 138.304 |  | (174.908) | (174.908) |
| CFD auf irische Aktien | Goldman Sachs | 39.524 |  | 124.305 | 115.906 |
| CFD auf irische Aktien | J.P. Morgan | 40.549 |  | 449 | 449 |
| CFD auf Aktien von der Insel Man | Goldman Sachs | (394.740) |  | 278.841 | 278.841 |
| CFD auf italienische Aktien | Goldman Sachs | 311.400 |  | 98.162 | 98.162 |
| CFD auf italienische Aktien | J.P. Morgan | 509.930 |  | 312.233 | 312.233 |
| CFD auf japanische Aktien | Goldman Sachs | 760.600 |  | 358.950 | 358.950 |
| CFD auf japanische Aktien | J.P. Morgan | 8.377.450 |  | 1.792.117 | 1.796.573 |
| CFD auf Aktien aus Jersey | Goldman Sachs | 218 |  | (30) | (30) |
| CFD auf luxemburgische Aktien | Goldman Sachs | (7.457) |  | (2.970) | (2.970) |
| CFD auf Aktien aus Macau | Goldman Sachs | 170.000 |  | 47.072 | 47.072 |
| CFD auf neuseeländische Aktien | Goldman Sachs | 80.374 |  | (12.812) | (12.812) |
| CFD auf neuseeländische Aktien | J.P. Morgan | 734.047 |  | (76.310) | (76.310) |
| CFD auf norwegische Aktien | Goldman Sachs | 77.323 |  | 70.288 | 70.288 |
| CFD auf norwegische Aktien | J.P. Morgan | 161.527 |  | 88.388 | 88.388 |
| CFD auf portugiesische Aktien | J.P. Morgan | 55.422 |  | 7.112 | 7.112 |
| CFD auf russische Aktien | Goldman Sachs | 6.978 |  | – | – |
| CFD auf saudi-arabische Aktien | J.P. Morgan | 496.430 |  | 61.197 | 61.197 |
| CFD auf Aktien aus Singapur | Goldman Sachs | 4.431.058 |  | 394.728 | 394.728 |
| CFD auf Aktien aus Singapur | J.P. Morgan | 1.903.100 |  | 429.541 | 429.541 |
| CFD auf südafrikanische Aktien | Goldman Sachs | 60.839 |  | 12.400 | 12.400 |
| CFD auf südkoreanische Aktien | Goldman Sachs | (10.242) |  | (173.553) | (173.553) |
| CFD auf spanische Aktien | Goldman Sachs | 7.234 |  | (90.274) | (90.274) |
| CFD auf spanische Aktien | J.P. Morgan | 108.668 |  | 20.729 | 20.729 |
| CFD auf schwedische Aktien | Goldman Sachs | (429.126) |  | (110.230) | (110.230) |
| CFD auf schwedische Aktien | J.P. Morgan | 697.280 |  | (180.248) | (180.248) |
| CFD auf Schweizer Aktien | Goldman Sachs | (5.722) |  | (14.919) | (14.919) |
| CFD auf Schweizer Aktien | J.P. Morgan | 98.078 |  | (182.825) | (182.825) |
| CFD auf taiwanesische Aktien | Goldman Sachs | 3.416 |  | 22.926 | 22.926 |
| CFD auf taiwanesische Aktien | J.P. Morgan | (1.892.481) |  | (8.645) | (8.645) |
| CFD auf Aktien aus den Vereinigten Arabischen Emiraten | J.P. Morgan | 67.147 |  | 26.551 | 26.551 |
| CFD auf US-Aktien | Goldman Sachs | 1.827.446 |  | 676.348 | 679.052 |
| CFD auf US-Aktien | J.P. Morgan | 1.339.214 |  | 847.450 | 847.450 |
| CFD auf FTSE 250 Index | Goldman Sachs | (477) |  | (96.191) | (96.191) |
| CFD auf den HXE Defence Index | Goldman Sachs | 68.752 |  | 575.036 | 632.504 |
| CFD auf den HXE Miners Index | Goldman Sachs | 50.131 |  | 265.230 | 246.221 |
| CFD auf den HXE Pharma Index | Goldman Sachs | 59.523 |  | 363.234 | 328.460 |
| CFD auf den HXE Shipping Index | Goldman Sachs | 113.412 |  | (465.618) | (365.850) |
| CFD auf den HXE Staples Index | Goldman Sachs | 77.105 |  | 182.609 | 102.589 |
| CFD auf MSCI AC Pacific ex Japan Growth Index | Goldman Sachs | (69.899) |  | 1.330.877 | 1.330.877 |
|  |  |  | USD | 12.559.864 | 12.559.674 |
| Schroder GAIA UK Dynamic Absolute Return Fund CFD auf britische Aktien | Morgan Stanley | 947.539 |  | 163.435 | 163.575 |
| CFD auf niederländische Aktien | Morgan Stanley | 35.067 |  | 30.859 | 30.859 |
| CFD auf Aktien von der Insel Man | Morgan Stanley | (162.722) |  | 88.593 | 88.593 |
| CFD auf US-Aktien | Morgan Stanley | (41.103) |  | (22.031) | (22.031) |
| CFD auf FTSE 250 Index | Bank of America | (191) |  | (29.320) | (29.320) |
| CFD auf den MSBEUK01 Index | Morgan Stanley | (19.440) |  | (1.555) | (1.555) |
|  |  |  | GBP | 229.981 | 230.121 |

Credit Default Index-Swaps
Ein Credit Default Index-Swap ermöglicht die Übertragung des Ausfallrisikos. Dadurch kann der Fonds einen effektiven Versicherungsschutz in Bezug auf eine von ihm gehaltene Referenzindexanleihe erwerben (Absicherung der Anlage) oder Schutz in Bezug auf eine Referenzindexanleihe erwerben, die er nicht physisch besitzt, in der Erwartung, dass die Qualität des Kredits abnimmt. Eine Vertragspartei, der Sicherungsnehmer, leistet regelmäßige Zahlungen an den Sicherungsgeber und erhält dafür bei Eintritt eines Kreditereignisses (ein Rückgang der Kreditqualität, der zuvor von den Parteien vertraglich festlegt wird) eine Ausgleichszahlung. Tritt das Kreditereignis nicht ein, zahlt der Sicherungsnehmer alle erforderlichen Prämien und das Swapgeschäft endet am Fälligkeitstermin ohne weitere Zahlungen. Das Risiko des Sicherungsnehmers beschränkt sich somit auf den Wert der gezahlten Prämien. Falls ein Kreditereignis eintritt und der Fonds die zugrunde liegende Referenzanleihe nicht hält, kann zusätzlich ein Marktrisiko bestehen, da der Fonds möglicherweise Zeit benötigt, um die Referenzindexanleihe zu erhalten und an die Gegenpartei zu liefern. Darüber hinaus besteht die Möglichkeit, dass der Fonds den ihm von der Gegenpartei geschuldeten Betrag nicht wiedererlangt, wenn die Gegenpartei insolvent wird. Der Markt für Credit Default Indizes kann mitunter weniger liquide sein als die Rentenmärkte. Die Gesellschaft verringert dieses Risiko, indem sie den Abschluss derartiger Geschäfte in angemessener Weise überwacht.
Credit Default Indizes wurden zu ihrem inneren Wert bewertet. Die Bewertungsmethode beinhaltet den aktuellen Wert der Zinsserie und den aktuellen Wert des Credit-Spread, der zum Schlusstermin auf dem Markt gehandelt wurde. Das Ergebnis dieser Neubewertungen ist zusammen mit allen ausstehenden/ zahlbaren Zinsen in Verbindung mit Credit Default Indizes in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Credit Default Index-Swaps“ aufgeführt.
Am 31. März 2022 waren die folgenden Teilfonds Credit Default Index-Kontrakte auf Finanzindizes eingegangen:
Schroder GAIA BlueTrend
Verkauf	CDX iTraxx Europe Crossover Series 37
|  | 20/06/2027 | J.P. Morgan | EUR | 4.000.000 | 5,00 | 20. Jun. 2027 | (33.462) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf | CDX iTraxx Europe Series 37 20/06/2027 | J.P. Morgan | EUR | 21.000.000 | 1,00 | 20. Jun. 2027 | (246.781) |

Verkauf	CDX North America High Yield Series 38
20/06/2027	J.P. Morgan	USD	5.000.000	5,00	20. Jun. 2027	(28.748)
Verkauf	CDX North America Investment Grade
Series 38 20/06/2027	J.P. Morgan	USD	28.000.000	1,00	20. Jun. 2027	(21.390)
USD	(330.381)
Schroder GAIA Two Sigma Diversified
Verkauf	CDX iTraxx Europe Senior Financial
|  | Series 37 20/06/2027 | Citi Bank | EUR | 10.000.000 | 1,00 | 20. Jun. 2027 | (17.067) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Verkauf | CDX iTraxx Europe Series 37 20/06/2027 | Citi Bank | EUR | 16.000.000 | 1,00 | 20. Jun. 2027 | 26.932 |
| Verkauf | CDX North America High Yield Series 38 |  |  |  |  |  |  |
|  | 20/06/2027 | Citi Bank | USD | 20.000.000 | 5,00 | 20. Jun. 2027 | 172.676 |
| Verkauf | CDX North America Investment Grade |  |  |  |  |  |  |
|  | Series 38 20/06/2027 | Citi Bank | USD | 30.000.000 | 1,00 | 20. Jun. 2027 | (34.847) |
|  |  |  |  |  |  | USD | 147.694 |
| Schroder GAIA Wellington Pagosa |
| Verkauf | CDX iTraxx Europe Crossover Series 36 | Morgan |  |  |  |  |  |
|  | 20/12/2026 | Stanley | EUR | 6.100.000 | 5,00 | 20. Dez. 2026 | 63.679 |
| Verkauf | CDX iTraxx Europe Crossover Series 37 | Morgan |  |  |  |  |  |
|  | 20/06/2027 | Stanley | EUR | 4.012.000 | 5,00 | 20. Jun. 2027 | (18.342) |
| Verkauf | CDX iTraxx Europe Senior Financial | Morgan |  |  |  |  |  |
|  | Series 36 20/12/2026 | Stanley | EUR | 7.510.000 | 1,00 | 20. Dez. 2026 | (25.642) |
| Verkauf | CDX iTraxx Europe Senior Financial | Morgan |  |  |  |  |  |
|  | Series 37 20/06/2027 | Stanley | EUR | 46.180.000 | 1,00 | 20. Jun. 2027 | (127.173) |
| Verkauf | CDX iTraxx Europe Series 36 20/12/2026 | Morgan |  |  |  |  |  |
|  |  | Stanley | EUR | 24.345.000 | 1,00 | 20. Dez. 2026 | (40.345) |
| Verkauf | CDX iTraxx Europe Series 37 20/06/2027 | Morgan |  |  |  |  |  |
|  |  | Stanley | EUR | 27.830.000 | 1,00 | 20. Jun. 2027 | 77.595 |
| Verkauf | CDX iTraxx Europe Subordinated | Morgan |  |  |  |  |  |
|  | Financial Series 37 20/06/2027 | Stanley | EUR | 3.195.000 | 1,00 | 20. Jun. 2027 | (7.204) |
| Verkauf | CDX North America High Yield Series 38 | Morgan |  |  |  |  |  |
|  | 20/06/2027 | Stanley | USD | 6.470.000 | 5,00 | 20. Jun. 2027 | (37.545) |
| Verkauf | CDX North America Investment Grade | Morgan |  |  |  |  |  |
| Series 38 20/06/2027 | Stanley | USD | 24.530.000 | 1,00 | 20. Jun. 2027 | (45.975) |
|  |  |  |  |  | USD | (160.952) |


#### Credit Default Swaps
Ein Credit Default Swap ermöglicht die Übertragung des Ausfallrisikos. Dadurch kann der Fonds einen effektiven Versicherungsschutz in Bezug auf eine von ihm gehaltene Referenzanleihe erwerben (Absicherung der Anlage) oder Schutz in Bezug auf eine Referenzanleihe erwerben, die er nicht physisch besitzt, in der Erwartung, dass die Qualität des Kredits abnimmt. Eine Vertragspartei, der Sicherungsnehmer, leistet regelmäßige Zahlungen an den Sicherungsgeber und erhält dafür bei Eintritt eines Kreditereignisses (ein Rückgang der Kreditqualität, der zuvor von den Parteien vertraglich festlegt wird) eine Ausgleichszahlung. Tritt das Kreditereignis nicht ein, zahlt der Sicherungsnehmer alle erforderlichen Prämien und das Swapgeschäft endet am Fälligkeitstermin ohne weitere Zahlungen. Das Risiko des Sicherungsnehmers beschränkt sich somit auf den Wert der gezahlten Prämien. Falls ein Kreditereignis eintritt und der Teilfonds die zugrunde liegende Referenzanleihe nicht hält, kann zusätzlich ein Marktrisiko bestehen, da der Teilfonds möglicherweise Zeit benötigt, um die Referenzanleihe zu erhalten und an die Gegenpartei zu liefern. Darüber hinaus besteht die Möglichkeit, dass der Teilfonds den ihm von der Gegenpartei geschuldeten Betrag nicht wiedererlangt, wenn die Gegenpartei insolvent wird. Der Markt für Credit Default Swaps kann mitunter weniger liquide sein als die Rentenmärkte. Die Gesellschaft verringert dieses Risiko, indem sie den Abschluss derartiger Geschäfte in angemessener Weise überwacht.
Credit Default Swaps wurden zu ihrem inneren Wert bewertet. Die Bewertungsmethode beinhaltet den aktuellen Wert der Zinsserie und den aktuellen Wert des Credit-Spread, der zum Schlusstermin auf dem Markt gehandelt wurde. Das Ergebnis dieser Neubewertungen ist zusammen mit allen ausstehenden/ zahlbaren Zinsen in Verbindung mit Credit Default Swaps in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Credit Default Swaps“ aufgeführt.
Zum 31. März 2022 war der folgende Teilfonds Credit-Default-Swap-Kontrakte eingegangen:
| Nicht realisierter Schutz-	Wäh-	Nenn-	Fälligkeits-	Wertzuwachs/ |
| --- |
| position | Land des Risikos | Branche | Kontrahent | rung | betrag | datum | (Wertverlust) |
| Schroder | GAIA Wellington Pagosa |  |  |  |  |  |  |
| Verkauf | Australien | Bergbau | Morgan Stanley | EUR | 510.000 | 20. Dez. 2026 | 21.667 |
| Verkauf | Österreich | Telekommunikation | Morgan Stanley | EUR | 3.505.000 | 20. Jun. 2027 | (16.594) |
| Verkauf | Belgien | Chemie | Morgan Stanley | EUR | 1.050.000 | 20. Jun. 2027 | (3.719) |
| Verkauf | Brasilien | Öffentliche Hand | Morgan Stanley | USD | 1.627.000 | 20. Dez. 2026 | 19.142 |
| Verkauf | Chile | Öffentliche Hand | Morgan Stanley | USD | 2.989.000 | 20. Dez. 2026 | (33.640) |
| Verkauf | China | Öffentliche Hand | Morgan Stanley | USD | 1.495.430 | 20. Dez. 2026 | 33 |
| Verkauf | China | Öffentliche Hand | Morgan Stanley | USD | 549.000 | 20. Jun. 2027 | (89) |
| Verkauf | Kolumbien | Öffentliche Hand | Morgan Stanley | USD | 1.607.000 | 20. Dez. 2026 | 3.114 |
| Verkauf | Finnland | Elektrik | Morgan Stanley | EUR | 600.000 | 20. Dez. 2026 | 7.694 |
| Verkauf | Finnland | Elektrik | Morgan Stanley | EUR | 640.000 | 20. Jun. 2027 | (3.534) |
| Verkauf | Finnland | Forstprodukte und Papier | Morgan Stanley | EUR | 1.925.000 | 20. Jun. 2027 | (18.148) |
| Verkauf | Frankreich | Werbung | Morgan Stanley | EUR | 925.000 | 20. Jun. 2027 | (3.304) |
| Verkauf | Frankreich | Bekleidung | Morgan Stanley | EUR | 2.895.000 | 20. Jun. 2027 | (3.349) |
| Verkauf | Frankreich | Automobilhersteller | Morgan Stanley | EUR | 2.385.000 | 20. Jun. 2027 | (35.252) |
| Kauf | Frankreich | Banken | Barclays Bank | EUR | 4.348.750 | 20. Dez. 2026 | 63.276 |
| Verkauf | Frankreich | Banken | Morgan Stanley | EUR | 232.500 | 20. Dez. 2026 | (127) |
| Verkauf | Frankreich | Getränke | Morgan Stanley | EUR | 1.040.000 | 20. Jun. 2027 | (2.428) |
| Kauf | Frankreich | Gewerbliche Dienstleistungen | J.P. Morgan | EUR | 275.000 | 20. Dez. 2026 | 19.392 |
| Verkauf | Frankreich | Vertrieb/Großhandel | Morgan Stanley | EUR | 605.000 | 20. Jun. 2027 | (2.808) |
| Verkauf | Frankreich | Elektrik | Morgan Stanley | EUR | 2.180.000 | 20. Jun. 2027 | (2.752) |
| Verkauf | Frankreich | Bau- und Ingenieurswesen | Morgan Stanley | EUR | 4.155.000 | 20. Jun. 2027 | (29.580) |
| Verkauf | Frankreich | Lebensmittel | Morgan Stanley | EUR | 1.580.000 | 20. Jun. 2027 | (2.468) |
| Verkauf | Frankreich | Beherbergungsunternehmen | Morgan Stanley | EUR | 1.355.000 | 20. Jun. 2027 | (7.263) |
| Verkauf | Frankreich | Medien | Morgan Stanley | EUR | 2.610.000 | 20. Jun. 2027 | (6.784) |
| Verkauf | Deutschland | Fluggesellschaften | Morgan Stanley | EUR | 665.000 | 20. Jun. 2027 | (7.849) |
| Verkauf | Deutschland | Automobilhersteller | Morgan Stanley | EUR | 7.126.000 | 20. Jun. 2027 | (39.326) |
| Verkauf | Deutschland | Chemie | Morgan Stanley | EUR | 3.805.000 | 20. Jun. 2027 | 3.634 |
| Verkauf | Deutschland | Elektrik | Morgan Stanley | EUR | 1.665.000 | 20. Jun. 2027 | (15.747) |
| Verkauf | Deutschland | Haushaltswaren/-produkte | Morgan Stanley | EUR | 2.105.000 | 20. Jun. 2027 | (5.765) |
| Verkauf | Indonesien | Öffentliche Hand | Morgan Stanley | USD | 2.069.000 | 20. Dez. 2026 | 26.797 |
| Verkauf | Indonesien | Öffentliche Hand | Morgan Stanley | USD | 1.103.000 | 20. Jun. 2027 | 5.858 |
| Kauf | Italien | Banken | BNP Paribas | EUR | 1.040.000 | 20. Jun. 2027 | (3.618) |
| Kauf | Luxemburg | Chemie | Credit Suisse | EUR | 805.000 | 20. Jun. 2027 | (10.099) |
| Verkauf | Luxemburg | Chemie | J.P. Morgan | EUR | 775.000 | 20. Dez. 2024 | (30.905) |
| Verkauf | Luxemburg | Eisen / Stahl | Morgan Stanley | EUR | 720.000 | 20. Jun. 2027 | (11.320) |
| Kauf | Luxemburg | Medien | Barclays Bank | EUR | 340.000 | 20. Dez. 2024 | 24.252 |
| Verkauf | Malaysia | Öffentliche Hand | Goldman Sachs | USD | 335.000 | 20. Dez. 2026 | (4.383) |

Credit Default Swaps (Forts.)
| Nicht realisierter |
| --- |
| Schutz- |  |  | Wäh- | Nenn- | Fälligkeits- | Wertzuwachs/ |
| position Land des Risikos | Branche | Kontrahent | rung | betrag | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |
| Verkauf | Malaysia | Öffentliche Hand | Morgan Stanley | EUR | 1.065.000 | 20. Jun. 2027 | (5.402) |
| Verkauf | Mexiko | Öffentliche Hand | Morgan Stanley | USD | 442.000 | 20. Jun. 2027 | 943 |
| Verkauf | Mexiko | Öffentliche Hand | Morgan Stanley | USD | 1.062.000 | 20. Dez. 2026 | (15.869) |
| Verkauf | Niederlande | Chemie | Morgan Stanley | EUR | 1.025.000 | 20. Jun. 2027 | (2.334) |
| Verkauf | Niederlande | Lebensmittel | Morgan Stanley | EUR | 1.045.000 | 20. Jun. 2027 | (5.262) |
| Verkauf | Niederlande | Transport | Morgan Stanley | EUR | 1.000.000 | 20. Jun. 2027 | (2.728) |
| Verkauf | Peru | Öffentliche Hand | Morgan Stanley | USD | 503.170 | 20. Dez. 2026 | 3.841 |
| Verkauf | Philippinen | Öffentliche Hand | Morgan Stanley | USD | 485.000 | 20. Jun. 2027 | (340) |
| Verkauf | Philippinen | Öffentliche Hand | Morgan Stanley | USD | 514.000 | 20. Dez. 2026 | 1.836 |
| Verkauf | Saudi-Arabien | Öffentliche Hand | Morgan Stanley | USD | 557.000 | 20. Jun. 2027 | 234 |
| Verkauf | Saudi-Arabien | Öffentliche Hand | Morgan Stanley | USD | 460.000 | 20. Dez. 2026 | (121) |
| Verkauf | Südafrika | Bergbau | Morgan Stanley | EUR | 580.000 | 20. Dez. 2026 | 21.871 |
| Verkauf | Südafrika | Öffentliche Hand | Morgan Stanley | USD | 1.647.000 | 20. Dez. 2026 | 21.851 |
| Verkauf | Südkorea | Öffentliche Hand | Morgan Stanley | USD | 2.855.000 | 20. Dez. 2024 | 33.596 |
| Verkauf | Südkorea | Öffentliche Hand | Morgan Stanley | USD | 1.512.000 | 20. Dez. 2026 | 773 |
| Verkauf | Spanien | Bau- und Ingenieurswesen | Credit Suisse | EUR | 345.000 | 20. Dez. 2026 | 5.138 |
| Verkauf | Spanien | Bau- und Ingenieurswesen | Morgan Stanley | EUR | 345.000 | 20. Dez. 2026 | 5.269 |
| Verkauf | Spanien | Pharmazeutika | Credit Suisse | EUR | 340.000 | 20. Dez. 2026 | 16.404 |
| Verkauf | Spanien | Pharmazeutika | Goldman Sachs | EUR | 205.000 | 20. Dez. 2026 | 1.857 |
| Verkauf | Spanien | Pharmazeutika | J.P. Morgan | EUR | 255.000 | 20. Dez. 2026 | 14.934 |
| Verkauf | Schweiz | Gewerbliche Dienstleistungen | Morgan Stanley | EUR | 2.735.000 | 20. Jun. 2027 | 4.819 |
| Verkauf | Türkei | Öffentliche Hand | Morgan Stanley | USD | 667.000 | 20. Jun. 2027 | (9.556) |
| Verkauf | Vereinigte Arabische Emirate | Öffentliche Hand | Morgan Stanley | USD | 1.400.000 | 20. Jun. 2027 | 238 |
| Verkauf | Vereinigtes Königreich | Werbung | Morgan Stanley | EUR | 1.020.000 | 20. Jun. 2027 | (3.337) |
| Verkauf | Vereinigtes Königreich | Luft- und Raumfahrt/ Verteidigung | Morgan Stanley | EUR | 295.000 | 20. Jun. 2027 | (10.891) |
| Kauf | Vereinigtes Königreich | Automobilhersteller | Bank of America | EUR | 235.000 | 20. Jun. 2025 | (3.942) |
| Verkauf | Vereinigtes Königreich | Automobilhersteller | Morgan Stanley | EUR | 410.000 | 20. Dez. 2025 | (17.549) |
| Verkauf | Vereinigtes Königreich | Automobilhersteller | Morgan Stanley | EUR | 1.820.000 | 20. Jun. 2027 | (30.756) |
| Kauf | Vereinigtes Königreich | Banken | Bank of America | EUR | 1.450.000 | 20. Jun. 2027 | (8.059) |
| Kauf | Vereinigtes Königreich | Banken | J.P. Morgan | EUR | 1.520.000 | 20. Jun. 2027 | (4.626) |
| Verkauf | Vereinigtes Königreich | Banken | Morgan Stanley | EUR | 1.615.000 | 20. Jun. 2027 | (7.017) |
| Verkauf | Vereinigtes Königreich | Gewerbliche Dienstleistungen | Morgan Stanley | EUR | 275.000 | 20. Dez. 2026 | 997 |
| Verkauf | Vereinigtes Königreich | Gewerbliche Dienstleistungen | Morgan Stanley | EUR | 6.315.000 | 20. Jun. 2027 | (19.022) |
| Verkauf | Vereinigtes Königreich | Kosmetik und Körperpflege | Morgan Stanley | EUR | 2.265.000 | 20. Jun. 2027 | (4.189) |
| Verkauf | Vereinigtes Königreich | Unterhaltung | Morgan Stanley | EUR | 205.000 | 20. Dez. 2026 | 9.558 |
| Verkauf | Vereinigtes Königreich | Lebensmittel | Morgan Stanley | EUR | 3.680.000 | 20. Jun. 2027 | (25.013) |
| Verkauf | Vereinigtes Königreich | Lebensmittel | Morgan Stanley | EUR | 550.000 | 20. Dez. 2026 | (18.389) |
| Verkauf | Vereinigtes Königreich | Lebensmittel | Morgan Stanley | EUR | 275.000 | 20. Dez. 2024 | (5.365) |
| Verkauf | Vereinigtes Königreich | Lebensmitteldienstleistungen | Morgan Stanley | EUR | 1.005.000 | 20. Jun. 2027 | (2.866) |
| Verkauf | Vereinigtes Königreich | Medien | Morgan Stanley | EUR | 2.205.000 | 20. Dez. 2026 | 43.262 |
| Verkauf | Vereinigtes Königreich | Medien | Morgan Stanley | EUR | 3.315.000 | 20. Jun. 2027 | (12.449) |
| Verkauf | Vereinigtes Königreich | Pharmazeutika | Morgan Stanley | EUR | 985.000 | 20. Jun. 2027 | (1.362) |
| Verkauf | Vereinigtes Königreich | Einzelhandel | Bank of America | EUR | 325.000 | 20. Dez. 2026 | 6.298 |
| Verkauf | Vereinigtes Königreich | Einzelhandel | Morgan Stanley | EUR | 1.400.000 | 20. Jun. 2027 | (2.693) |
| Verkauf | Vereinigtes Königreich | Einzelhandel | Morgan Stanley | EUR | 612.500 | 20. Dez. 2026 | 6.433 |
| Verkauf | Vereinigtes Königreich | Telekommunikation | Morgan Stanley | EUR | 3.350.000 | 20. Jun. 2027 | (9.455) |
| Verkauf | Vereinigte Staaten | Automobilhersteller | Morgan Stanley | EUR | 955.000 | 20. Jun. 2027 | (5.661) |
| Kauf | Vereinigte Staaten | Gewerbliche Dienstleistungen | Goldman Sachs | USD | 500.000 | 20. Dez. 2024 | 9.815 |

Credit Default Swaps (Forts.)
| Nicht realisierter |
| --- |
| Schutz- |  |  | Wäh- | Nenn- | Fälligkeits- | Wertzuwachs/ |
| position Land des Risikos | Branche | Kontrahent | rung | betrag | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |
| Verkauf | Vereinigte Staaten | Lebensmittel | Goldman Sachs | USD | 335.000 | 20. Dez. 2026 | (65.300) |
| Verkauf | Vereinigte Staaten | Lebensmittel | Morgan Stanley | USD | 910.000 | 20. Jun. 2025 | (38.867) |
| Verkauf | Vereinigte Staaten | Lebensmittel | Morgan Stanley | USD | 1.895.000 | 20. Jun. 2027 | (19.538) |
| Verkauf | Vereinigte Staaten | Medien | Morgan Stanley | USD | 1.155.000 | 20. Dez. 2024 | 1.343 |
| Kauf | Vereinigte Staaten | Immobilien | J.P. Morgan | USD | 705.000 | 20. Jun. 2024 | (59.290) |
| Verkauf | Vereinigte Staaten | Immobilien | Morgan Stanley | USD | 340.000 | 20. Dez. 2026 | (10.556) |
|  |  |  |  |  |  | USD | (322.486) |

Cross-Currency Swap-Kontrakte
Die Cross-Currency Swaps wurden zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der nicht realisierte Wertzuwachs/ (Wertverlust) ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust)“ aus Cross-Currency Swap-Kontrakten aufgeführt. Ein Cross-Currency Swap ist ein Vertrag, mit dem sich zwei Parteien dazu verpflichten, in einer bestimmten Periode auf zwei verschiedene Währungen lautende Zinszahlungen auszutauschen.
Zum 31. März 2022 war der folgende Teilfonds in Cross-Currency Swap-Kontrakten engagiert:
Schroder GAIA Wellington Pagosa
| BNP Paribas | CNH | 26.185.000 | USD | 4.072.444 | 21. Sep. 2024 | 3,11 % | USD SOFR 1 Day | (47.065) |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Citibank | CNH | 22.204.000 | USD | 3.446.595 | 21. Sep. 2024 | 3,07 % | USD SOFR 1 Day | (43.889) |
| Goldman Sachs | TRY | 15.378.000 | USD | 1.043.992 | 21. Sep. 2023 | 35,35 % | USD SOFR 1 Day | (19.812) |
| HSBC | CNH | 21.843.000 | USD | 3.396.781 | 21. Sep. 2024 | 3,21 % | USD SOFR 1 Day | (46.292) |
| Morgan Stanley | USD | 17.045.552 | GBP | 12.796.000 | 15. Jun. 2027 | USD SOFR 1 Day | GBP SONIA 1 Day | (196.174) |
| Morgan Stanley | USD | 17.752.628 | AUD | 24.322.000 | 21. Sep. 2027 | USD SOFR 1 Day | AUD BBR 3 Months | 467.251 |
| Morgan Stanley | USD | 17.978.479 | CAD | 22.723.000 | 21. Sep. 2027 | USD SOFR 1 Day | CAD BA 3 Months | 185.423 |
| Morgan Stanley | USD | 18.034.602 | NOK | 159.590.000 | 21. Sep. 2027 | USD SOFR 1 Day | NOK NIBOR 3 Months | 91.197 |
| Morgan Stanley | USD | 17.679.576 | NZD | 26.030.000 | 21. Sep. 2027 | USD SOFR 1 Day | NZD BBR 3 Months | 360.066 |
| Morgan Stanley | USD | 18.124.464 | SEK | 175.443.000 | 21. Sep. 2027 | USD SOFR 1 Day | SEK STIBOR 3 Months | 551.015 |
|  |  |  |  |  |  |  | USD | 1.301.720 |


#### Inflationsswaps
Ein Inflationsswap ermöglicht die Übertragung des Inflationsrisikos. Eine Vertragspartei versucht, ihr Risiko (durch Absicherung) zu reduzieren, während die andere das Risikoengagement (durch Spekulation) erhöht. Die Partei, die ihr Inflationsrisiko absichern möchte, zahlt einen variablen Zinssatz, der an einen Inflationsindex gekoppelt ist, und erhält dafür feste Cashflows. Durch das Tauschen von variablen gegen feste Zinssätze verringert sich das Inflationsrisiko der absichernden Partei und die Sicherheit der zukünftigen Cashflows wird erhöht. Die Inflationsswaps wurden zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Der nicht realisierte Wertzuwachs/(Wertverlust) ist in der Nettovermögensaufstellung unter „Nicht realisierter Nettowertzuwachs/(-wertverlust) aus Inflationsswaps“ aufgeführt.
Zum 31. März 2022 war der folgende Teilfonds in Inflationsswaps engagiert:
Schroder GAIA Wellington Pagosa
| 3.235.000 | EUR | J.P. Morgan | Zahlt Festzinssatz 3,28 %, Erhält variablen Zinssatz HICPX 5 Year | 15. Mrz. 2027 | (16.675) |
| --- | --- | --- | --- | --- | --- |
| 755.000 | EUR | J.P. Morgan | Zahlt Festzinssatz 2,61 %, Erhält variablen Zinssatz HICPX 10 Year | 15. Mrz. 2032 | 8.604 |
| 760.000 | EUR | J.P. Morgan | Zahlt Festzinssatz 2,71 %, Erhält variablen Zinssatz HICPX 10 Year | 15. Mrz. 2032 | (959) |
|  |  |  |  | USD | (9.030) |


#### Zins-Swaps
Zur Absicherung gegen Zinsschwankungen kann die Gesellschaft Zins-Swap-Geschäfte abschließen, sofern
- die hieraus entstehenden Verpflichtungen nicht den Wert der abzusichernden Vermögenswerte übersteigen, und
- der Gesamtbetrag dieser Transaktionen nicht das Niveau überschreitet, das zur Abdeckung von Wertschwankungsrisiken des jeweiligen Vermögens erforderlich ist.

Diese Kontrakte müssen auf die Währungen lauten, in denen die Vermögenswerte des jeweiligen Fonds denominiert sind oder auf Währungen, die aller Voraussicht nach in ähnlicher Weise schwanken, und sie müssen entweder an einer Börse notiert sein oder an einem geregelten Markt gehandelt werden.
Zins-Swaps wurden anhand ihres inneren Werts zum letzten verfügbaren Preis am Tag der Berechnung des NIW bewertet. Die Bewertungsmethode beinhaltet den aktuellen Wert jeder Zins- und Kapitalserie, der zum Schlusstermin in die Währung des Fonds umgerechnet wird. Das Ergebnis dieser Neubewertungen ist zusammen mit allen ausstehenden/zahlbaren Zinsen in Verbindung mit den Zins-Swaps in der Nettovermögensaufstellung unter
„Nicht realisierter Nettowertzuwachs/(- wertverlust) aus Zins-Swapkontrakten“ aufgeführt. Zum 31. März 2022 waren folgende Teilfonds in Swaps auf Zinssätze engagiert:
| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA BlueTrend Zahlt Festzinssatz 6,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 49.474.298 | BRL | 2. Jan. 2023 | 568.374 |
| Erhält Festzinssatz 11,94 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 20.976.406 | BRL | 2. Jan. 2024 | 7.359 |
| Zahlt Festzinssatz 6,79 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 20.976.406 | BRL | 2. Jan. 2024 | 415.388 |
| Erhält Festzinssatz 12,87 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 49.474.298 | BRL | 2. Jan. 2023 | 74.128 |
| Zahlt Festzinssatz 10,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 40.000.000 | BRL | 2. Jan. 2025 | (500) |
| Erhält Festzinssatz 10,80 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 40.000.000 | BRL | 2. Jan. 2025 | (19.759) |
| Zahlt Festzinssatz 10,62 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 60.786.035 | BRL | 2. Jan. 2024 | 105.097 |
| Erhält Festzinssatz 11,59 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 60.786.035 | BRL | 2. Jan. 2024 | 1.003 |
| Erhält Festzinssatz 2,37 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 744.765 | USD | 15. Jun. 2026 | 313 |
| Zahlt Festzinssatz 0,88 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 9.744.765 | USD | 15. Jun. 2026 | 559.382 |
| Zahlt Festzinssatz 1,98 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 2.000.000 | USD | 15. Jun. 2042 | 40.529 |
| Zahlt Festzinssatz 0,24 % |  |  |  |  |  |
| Erhält variablen Zinssatz CHF SARON 1 Day | J.P. Morgan | 6.000.000 | CHF | 15. Jun. 2032 | 446.803 |
| Erhält Festzinssatz 2,42 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 5.444.626 | USD | 15. Jun. 2024 | (2.914) |
| Zahlt Festzinssatz 0,59 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 20.444.626 | USD | 15. Jun. 2024 | 757.762 |
| Zahlt Festzinssatz 1,98 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 1.000.000 | USD | 15. Jun. 2042 | 20.265 |
| Zahlt Festzinssatz -0,21 % |  |  |  |  |  |
| Erhält variablen Zinssatz CHF SARON 1 Day | J.P. Morgan | 8.133.333 | CHF | 15. Jun. 2027 | 357.045 |
| Zahlt Festzinssatz 0,24 % |  |  |  |  |  |
| Erhält variablen Zinssatz CHF SARON 1 Day | J.P. Morgan | 1.000.000 | CHF | 15. Jun. 2032 | 74.467 |
| Zahlt Festzinssatz 2,03 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 2.500.000 | USD | 15. Jun. 2047 | 6.784 |
| Erhält Festzinssatz 0,48 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CHF SARON 1 Day | J.P. Morgan | 133.333 | CHF | 15. Jun. 2027 | (866) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA BlueTrend (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 1,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 4.000.000 | USD | 15. Jun. 2029 | 140.356 |
| Zahlt Festzinssatz 1,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | J.P. Morgan | 2.000.000 | USD | 15. Jun. 2029 | 70.178 |
| Zahlt Festzinssatz 0,46 % |  |  |  |  |  |
| Erhält variablen Zinssatz JPY TONA 1 Day | J.P. Morgan | 100.000.000 | JPY | 15. Jun. 2042 | 14.158 |
| Zahlt Festzinssatz 0,46 % |  |  |  |  |  |
| Erhält variablen Zinssatz JPY TONA 1 Day | J.P. Morgan | 700.000.000 | JPY | 15. Jun. 2042 | 99.105 |
| Zahlt Festzinssatz 7,62 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | J.P. Morgan | 27.848.102 | MXN | 2. Jun. 2032 | 57.345 |
| Zahlt Festzinssatz 7,64 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | J.P. Morgan | 22.151.898 | MXN | 2. Jun. 2032 | 44.072 |
| Zahlt Festzinssatz 2,77 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | J.P. Morgan | 2.000.000 | NZD | 15. Jun. 2032 | 77.955 |
| Erhält Festzinssatz 2,63 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | J.P. Morgan | 2.000.000 | NZD | 15. Jun. 2032 | (93.824) |
| Erhält Festzinssatz 3,09 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | J.P. Morgan | 117.878 | NZD | 15. Jun. 2024 | (660) |
| Zahlt Festzinssatz 2,58 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | J.P. Morgan | 117.878 | NZD | 15. Jun. 2024 | 1.461 |
| Erhält Festzinssatz 6,43 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | J.P. Morgan | 91.745.195 | ZAR | 15. Jun. 2027 | (193.332) |
| Zahlt Festzinssatz 7,55 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | J.P. Morgan | 141.745.195 | ZAR | 15. Jun. 2027 | (156.055) |
| Zahlt Festzinssatz 6,71 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | J.P. Morgan | 255.784.116 | ZAR | 15. Jun. 2024 | (127.207) |
| Erhält Festzinssatz 5,70 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | J.P. Morgan | 155.784.116 | ZAR | 15. Jun. 2024 | (122.003) |
| Zahlt Festzinssatz -0,46 % |  |  |  |  |  |
| Erhält variablen Zinssatz EUR EURIBOR 6 Months Erhält Festzinssatz 0,51 % | J.P. Morgan | 26.921.730 | EUR | 15. Jun. 2024 | 694.577 |
| Zahlt variablen Zinssatz EUR EURIBOR 6 Months | J.P. Morgan | 16.921.730 | EUR | 15. Jun. 2024 | (73.398) |
| Zahlt Festzinssatz 0,84 % |  |  |  |  |  |
| Erhält variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 40.000.000 | SEK | 15. Jun. 2032 | 431.478 |
| Zahlt Festzinssatz 0,63 % |  |  |  |  |  |
| Erhält variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 82.300.566 | SEK | 15. Jun. 2027 | 531.576 |
| Erhält Festzinssatz 1,80 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 22.300.566 | SEK | 15. Jun. 2027 | (11.583) |
| Erhält Festzinssatz 1,39 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 36.797.988 | SEK | 15. Jun. 2024 | (15.716) |
| Zahlt Festzinssatz 0,20 % |  |  |  |  |  |
| Erhält variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 136.797.988 | SEK | 15. Jun. 2024 | 401.464 |
| Zahlt Festzinssatz 7,23 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | J.P. Morgan | 121.202.979 | MXN | 12. Jun. 2024 | 168.552 |
| Zahlt Festzinssatz 7,78 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | J.P. Morgan | 167.903.548 | MXN | 9. Jun. 2027 | 200.206 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA BlueTrend (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 7,44 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | J.P. Morgan | 67.903.548 | MXN | 9. Jun. 2027 | (127.308) |
| Erhält Festzinssatz 8,99 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | J.P. Morgan | 121.202.979 | MXN | 12. Jun. 2024 | 26.076 |
| Erhält Festzinssatz 0,71 % |  |  |  |  |  |
| Zahlt variablen Zinssatz JPY TONA 1 Day | J.P. Morgan | 100.000.000 | JPY | 15. Jun. 2042 | 24.150 |
| Erhält Festzinssatz 1,69 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 50.000.000 | SEK | 15. Jun. 2024 | 10.365 |
| Erhält Festzinssatz 2,02 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | J.P. Morgan | 20.000.000 | SEK | 15. Jun. 2027 | 12.692 |
|  |  |  |  | USD | 5.495.340 |
| Schroder GAIA Wellington Pagosa Zahlt Festzinssatz 7,10 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Morgan Stanley | 128.441 | BRL | 4. Jan. 2027 | 4.677 |
| Zahlt Festzinssatz 7,71 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Morgan Stanley | 11.711.490 | BRL | 4. Jan. 2027 | 350.606 |
| Zahlt Festzinssatz 8,01 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Morgan Stanley | 8.960.782 | BRL | 4. Jan. 2027 | 239.207 |
| Zahlt Festzinssatz 8,07 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Morgan Stanley | 9.794.388 | BRL | 4. Jan. 2027 | 254.623 |
| Zahlt Festzinssatz 7,75 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Morgan Stanley | 2.818.214 | BRL | 4. Jan. 2027 | 83.721 |
| Zahlt Festzinssatz 7,74 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 464.072 | BRL | 4. Jan. 2027 | 13.961 |
| Erhält Festzinssatz 6,74 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Citi Bank | 717.869.000 | COP | 16. Sep. 2031 | (3.168) |
| Erhält Festzinssatz 7,05 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Goldman Sachs | 5.960.351.000 | COP | 16. Sep. 2031 | (11.996) |
| Erhält Festzinssatz 0,34 % |  |  |  |  |  |
| Zahlt variablen Zinssatz GBP SONIA 1 Day | Morgan Stanley | 2.224.000 | GBP | 21. Dez. 2023 | (56.388) |
| Erhält Festzinssatz 6,75 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Goldman Sachs | 4.094.833.000 | COP | 16. Dez. 2031 | (19.798) |
| Zahlt Festzinssatz 1,67 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 1.459.988.000 | KRW | 16. Dez. 2031 | 45.092 |
| Erhält Festzinssatz 1,73 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Goldman Sachs | 4.663.000 | ILS | 16. Dez. 2031 | (34.379) |
| Erhält Festzinssatz 0,53 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Goldman Sachs | 24.810.000 | ILS | 15. Mrz. 2024 | (107.493) |
| Zahlt Festzinssatz 10,50 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Goldman Sachs | 3.792.064 | BRL | 4. Jan. 2027 | 20.449 |
| Zahlt Festzinssatz 3,20 % |  |  |  |  |  |
| Erhält variablen Zinssatz MYR KLIBOR 3 Months | Bank of America | 12.513.000 | MYR | 20. Mrz. 2027 | 46.663 |
| Zahlt Festzinssatz 2,10 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Morgan Stanley | 1.580.423.000 | KRW | 17. Mrz. 2032 | 25.495 |
| Zahlt Festzinssatz 6,79 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | BNP Paribas | 5.182.227.000 | COP | 20. Dez. 2026 | 33.297 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 0,69 % |  |  |  |  |  |
| Zahlt variablen Zinssatz EUR EURIBOR 6 Months | Morgan Stanley | 3.468.000 | EUR | 17. Mrz. 2032 | (111.848) |
| Zahlt Festzinssatz 5,53 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Goldman Sachs | 2.787.436.000 | CLP | 21. Dez. 2023 | 64.096 |
| Zahlt Festzinssatz 5,61 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Bank of America | 3.682.727.000 | CLP | 21. Dez. 2023 | 59.763 |
| Zahlt Festzinssatz 12,18 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Goldman Sachs | 2.379.766 | BRL | 4. Jan. 2027 | (29.296) |
| Zahlt Festzinssatz 12,15 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 3.026.271 | BRL | 4. Jan. 2027 | (36.235) |
| Zahlt Festzinssatz 12,11 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 3.031.854 | BRL | 4. Jan. 2027 | (34.942) |
| Zahlt Festzinssatz 3,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 6.178.000 | PLN | 15. Mrz. 2024 | 35.609 |
| Zahlt Festzinssatz 1,01 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 4.410.000 | USD | 15. Mrz. 2024 | 71.434 |
| Zahlt Festzinssatz 1,38 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 3.741.000 | USD | 20. Mrz. 2027 | 48.981 |
| Erhält Festzinssatz 5,67 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 221.195.000 | MXN | 5. Mai 2022 | (10.549) |
| Erhält Festzinssatz 7,29 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 1.488.772.000 | COP | 16. Dez. 2031 | 78 |
| Zahlt Festzinssatz 11,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Bank of America | 778.022 | BRL | 4. Jan. 2027 | (1.696) |
| Zahlt Festzinssatz 2,06 % |  |  |  |  |  |
| Erhält variablen Zinssatz CAD BA 3 Months | Morgan Stanley | 17.763.000 | CAD | 15. Jun. 2027 | 403.032 |
| Zahlt Festzinssatz 1,00 % |  |  |  |  |  |
| Erhält variablen Zinssatz GBP SONIA 1 Day | Morgan Stanley | 1.772.000 | GBP | 15. Jun. 2024 | 33.871 |
| Erhält Festzinssatz 0,91 % |  |  |  |  |  |
| Zahlt variablen Zinssatz GBP SONIA 1 Day | Morgan Stanley | 675.000 | GBP | 15. Jun. 2027 | 5.896 |
| Zahlt Festzinssatz 5,43 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 126.297.000 | ZAR | 15. Jun. 2023 | 24.697 |
| Erhält Festzinssatz 1,35 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 10.320.000 | USD | 20. Mrz. 2026 | (198.199) |
| Zahlt Festzinssatz 1,45 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.185.000 | USD | 20. Mrz. 2034 | 118.443 |
| Erhält Festzinssatz 1,36 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 10.370.000 | USD | 20. Mrz. 2026 | (198.865) |
| Zahlt Festzinssatz 1,46 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.190.000 | USD | 20. Mrz. 2034 | 117.272 |
| Erhält Festzinssatz 1,40 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 10.300.000 | USD | 20. Mrz. 2026 | (188.936) |
| Zahlt Festzinssatz 1,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.180.000 | USD | 20. Mrz. 2034 | 113.835 |
| Zahlt Festzinssatz 1,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.177.000 | USD | 20. Mrz. 2034 | 114.284 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 1,38 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 10.299.000 | USD | 20. Mrz. 2026 | (192.232) |
| Zahlt Festzinssatz 1,49 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 440.000 | USD | 20. Mrz. 2034 | 22.480 |
| Erhält Festzinssatz 1,38 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 6.240.000 | USD | 20. Mrz. 2026 | (117.121) |
| Erhält Festzinssatz 1,38 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.080.000 | USD | 20. Mrz. 2026 | (38.961) |
| Zahlt Festzinssatz 1,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 1.320.000 | USD | 20. Mrz. 2034 | 68.252 |
| Erhält Festzinssatz 1,35 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 10.400.000 | USD | 20. Mrz. 2026 | (200.524) |
| Zahlt Festzinssatz 1,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.200.000 | USD | 20. Mrz. 2034 | 115.684 |
| Zahlt Festzinssatz 1,45 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.200.000 | USD | 20. Mrz. 2034 | 120.651 |
| Erhält Festzinssatz 1,28 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 10.400.000 | USD | 20. Mrz. 2026 | (213.772) |
| Zahlt Festzinssatz 10,30 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Morgan Stanley | 816.984 | BRL | 4. Jan. 2027 | 7.035 |
| Erhält Festzinssatz 1,26 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 12.476.000 | USD | 20. Mrz. 2026 | (262.650) |
| Zahlt Festzinssatz 1,41 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.642.000 | USD | 20. Mrz. 2034 | 154.108 |
| Erhält Festzinssatz 5,62 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 265.567.000 | CLP | 17. Mrz. 2032 | (585) |
| Erhält Festzinssatz 2,19 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NOK NIBOR 6 Months | Morgan Stanley | 17.766.000 | NOK | 16. Sep. 2031 | (65.784) |
| Erhält Festzinssatz 1,69 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 3.565.000 | USD | 10. Jan. 2033 | (152.601) |
| Zahlt Festzinssatz 1,72 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.810.000 | USD | 20. Mrz. 2034 | 85.538 |
| Erhält Festzinssatz 1,62 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 13.110.000 | USD | 20. Mrz. 2026 | (185.099) |
| Zahlt Festzinssatz 1,73 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.815.000 | USD | 20. Mrz. 2034 | 84.081 |
| Erhält Festzinssatz 1,64 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 13.110.000 | USD | 20. Mrz. 2026 | (181.486) |
| Zahlt Festzinssatz 1,77 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 1.390.000 | USD | 20. Mrz. 2034 | 37.156 |
| Erhält Festzinssatz 1,68 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 6.510.000 | USD | 20. Mrz. 2026 | (84.221) |
| Zahlt Festzinssatz 9,30 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 13.245.000 | ZAR | 17. Jun. 2032 | 2.136 |
| Zahlt Festzinssatz 9,22 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 11.339.000 | ZAR | 17. Jun. 2032 | 3.731 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 6,16 % |  |  |  |  |  |
| Erhält variablen Zinssatz INR MIBOR 1 Day | Morgan Stanley | 186.645.000 | INR | 19. Jun. 2027 | 27.459 |
| Zahlt Festzinssatz 6,25 % |  |  |  |  |  |
| Erhält variablen Zinssatz INR MIBOR 1 Day | Bank of America | 57.301.200 | INR | 19. Jun. 2027 | 5.940 |
| Erhält Festzinssatz 1,31 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Citi Bank | 1.635.000 | SGD | 15. Jun. 2024 | (23.030) |
| Zahlt Festzinssatz 1,69 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 3.395.000 | USD | 6. Jan. 2033 | 149.445 |
| Zahlt Festzinssatz 1,63 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 1.745.000 | USD | 6. Feb. 2028 | 5.531 |
| Zahlt Festzinssatz 5,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.431.565.000 | CLP | 15. Jun. 2027 | 71.597 |
| Zahlt Festzinssatz 0,59 % |  |  |  |  |  |
| Erhält variablen Zinssatz GBP SONIA 1 Day | Morgan Stanley | 4.102.000 | GBP | 16. Jun. 2032 | (366) |
| Zahlt Festzinssatz 7,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 35.660.000 | MXN | 9. Jun. 2027 | 63.763 |
| Zahlt Festzinssatz 3,41 % |  |  |  |  |  |
| Erhält variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 6.600.000 | CZK | 15. Jun. 2032 | 11.685 |
| Zahlt Festzinssatz 5,95 % |  |  |  |  |  |
| Erhält variablen Zinssatz INR MIBOR 1 Day | Standard Chartered Bank | 230.550.000 | INR | 15. Jun. 2027 | 8.950 |
| Zahlt Festzinssatz 11,13 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Deutsche Bank | 8.957.149 | BRL | 4. Jan. 2027 | 6.846 |
| Zahlt Festzinssatz 1,75 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 1.725.000 | USD | 15. Jun. 2027 | 43.653 |
| Zahlt Festzinssatz 4,50 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 286.428.000 | HUF | 16. Jun. 2032 | 14.631 |
| Erhält Festzinssatz 1,80 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 5.631.000 | SGD | 21. Jun. 2024 | (35.162) |
| Zahlt Festzinssatz 4,11 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 5.826.000 | PLN | 15. Jun. 2027 | 61.761 |
| Erhält Festzinssatz 8,16 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 9.388.193.000 | COP | 15. Jun. 2024 | (20.876) |
| Zahlt Festzinssatz 5,79 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 1.086.801.000 | HUF | 15. Jun. 2024 | 92.627 |
| Erhält Festzinssatz 4,70 % |  |  |  |  |  |
| Zahlt variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 22.505.000 | PLN | 15. Jun. 2024 | (109.956) |
| Zahlt Festzinssatz 4,72 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 14.251.000 | PLN | 15. Jun. 2024 | 68.382 |
| Zahlt Festzinssatz 3,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 3.374.000 | PLN | 15. Jun. 2032 | 50.661 |
| Zahlt Festzinssatz 3,93 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 1.384.000 | PLN | 15. Jun. 2032 | 21.080 |
| Zahlt Festzinssatz 4,61 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 531.087.000 | HUF | 16. Jun. 2032 | 21.394 |
| Erhält Festzinssatz 0,94 % |  |  |  |  |  |
| Zahlt variablen Zinssatz EUR EURIBOR 6 Months | Morgan Stanley | 3.681.000 | EUR | 19. Jun. 2027 | (39.866) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 4,87 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 21.527.000 | PLN | 15. Jun. 2024 | 88.710 |
| Erhält Festzinssatz 8,16 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 58.807.000 | MXN | 12. Jun. 2024 | (31.906) |
| Erhält Festzinssatz 8,15 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 83.584.000 | MXN | 12. Jun. 2024 | (45.800) |
| Erhält Festzinssatz 1,51 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 1.780.000 | SGD | 15. Jun. 2024 | (19.980) |
| Erhält Festzinssatz 2,38 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | Bank of America | 3.263.669.000 | KRW | 15. Jun. 2027 | (48.730) |
| Erhält Festzinssatz 1,55 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 2.462.000 | SGD | 15. Jun. 2024 | (26.191) |
| Erhält Festzinssatz 1,56 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 2.358.000 | SGD | 15. Jun. 2024 | (24.674) |
| Erhält Festzinssatz 2,30 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | J.P. Morgan | 1.551.031.000 | KRW | 15. Jun. 2024 | (10.258) |
| Erhält Festzinssatz 1,48 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 3.002.000 | SGD | 15. Jun. 2024 | (35.110) |
| Zahlt Festzinssatz 1,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.550.000 | USD | 4. Mrz. 2034 | 95.465 |
| Erhält Festzinssatz 1,48 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 11.960.000 | USD | 4. Mrz. 2026 | (204.673) |
| Zahlt Festzinssatz 1,66 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 2.860.000 | USD | 4. Mrz. 2034 | 104.679 |
| Erhält Festzinssatz 1,50 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 13.395.000 | USD | 4. Mrz. 2026 | (222.614) |
| Erhält Festzinssatz 1,51 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 6.697.740 | USD | 4. Mrz. 2026 | (110.839) |
| Zahlt Festzinssatz 1,66 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 1.428.070 | USD | 4. Mrz. 2034 | 51.325 |
| Erhält Festzinssatz 1,52 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 15.787.200 | USD | 4. Mrz. 2026 | (257.721) |
| Zahlt Festzinssatz 1,66 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 3.365.000 | USD | 4. Mrz. 2034 | 120.792 |
| Erhält Festzinssatz 1,48 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 2.120.000 | SGD | 15. Jun. 2024 | (24.794) |
| Zahlt Festzinssatz 5,96 % |  |  |  |  |  |
| Erhält variablen Zinssatz INR MIBOR 1 Day | J.P. Morgan | 171.845.000 | INR | 15. Jun. 2027 | 5.079 |
| Erhält Festzinssatz 1,44 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 4.100.000 | USD | 15. Jun. 2024 | (56.212) |
| Zahlt Festzinssatz 1,77 % |  |  |  |  |  |
| Erhält variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 1.026.000 | SGD | 21. Sep. 2027 | 25.790 |
| Zahlt Festzinssatz 12,05 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | BNP Paribas | 10.078.292 | BRL | 4. Jan. 2027 | (82.391) |
| Erhält Festzinssatz 1,66 % |  |  |  |  |  |
| Zahlt variablen Zinssatz GBP SONIA 1 Day | Morgan Stanley | 783.000 | GBP | 21. Sep. 2032 | (656) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 2,00 % |  |  |  |  |  |
| Erhält variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 21.386.000 | USD | 21. Sep. 2027 | 217.565 |
| Erhält Festzinssatz 2,09 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 8.469.000 | USD | 21. Sep. 2024 | (87.473) |
| Erhält Festzinssatz 2,00 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 7.708.000 | USD | 21. Sep. 2032 | (92.678) |
| Zahlt Festzinssatz 12,11 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Bank of America | 5.229.167 | BRL | 4. Jan. 2027 | (45.635) |
| Zahlt Festzinssatz 12,13 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Barclays Bank | 6.884.873 | BRL | 4. Jan. 2027 | (61.964) |
| Zahlt Festzinssatz 12,18 % |  |  |  |  |  |
| Erhält variablen Zinssatz BRL CDI 1 Day | Barclays Bank | 5.292.575 | BRL | 4. Jan. 2027 | (49.870) |
| Erhält Festzinssatz 2,06 % |  |  |  |  |  |
| Zahlt variablen Zinssatz USD SOFR 1 Day | Morgan Stanley | 5.655.000 | USD | 25. Mrz. 2029 | 6.025 |
| Zahlt Festzinssatz 6,07 % |  |  |  |  |  |

Bank
Erhält variablen Zinssatz INR MIBOR 1 Day	Standard Chartered
123.655.000	INR	15. Jun. 2027	(4.155)
Erhält Festzinssatz 5,34 %
| Zahlt variablen Zinssatz INR MIBOR 1 Day Erhält Festzinssatz 2,04 % | Standard Chartered Bank | 282.150.000 | INR | 15. Jun. 2024 | 5.947 |
| --- | --- | --- | --- | --- | --- |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Morgan Stanley | 3.475.000 | ILS | 21. Sep. 2027 | 1.972 |
| Zahlt Festzinssatz 5,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 82.345.000 | CZK | 21. Sep. 2024 | (15.110) |
| Erhält Festzinssatz 11,17 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | Bank of America | 7.981.391 | BRL | 4. Jan. 2027 | (2.999) |
| Erhält Festzinssatz 11,93 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | J.P. Morgan | 33.515.799 | BRL | 2. Jan. 2024 | (12.481) |
| Zahlt Festzinssatz 2,35 % |  |  |  |  |  |
| Erhält variablen Zinssatz SGD SOR 6 Months | Morgan Stanley | 1.352.000 | SGD | 21. Sep. 2027 | 6.826 |
| Erhält Festzinssatz 11,88 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | Goldman Sachs | 12.512.959 | BRL | 2. Jan. 2024 | (7.101) |
| Erhält Festzinssatz 11,88 % |  |  |  |  |  |
| Zahlt variablen Zinssatz BRL CDI 1 Day | Citi Bank | 12.565.388 | BRL | 2. Jan. 2024 | (6.914) |
| Zahlt Festzinssatz 5,68 % |  |  |  |  |  |
| Erhält variablen Zinssatz INR MIBOR 1 Day | Standard Chartered Bank | 525.077.000 | INR | 21. Sep. 2024 | (19.551) |
| Erhält Festzinssatz 0,45 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 2.933.000 | NZD | 21. Dez. 2025 | (180.599) |
| Erhält Festzinssatz 3,79 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.082.000 | CLP | 18. Mrz. 2031 | (88) |
| Erhält Festzinssatz 3,71 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Citi Bank | 6.005.000 | CLP | 18. Mrz. 2031 | (510) |
| Zahlt Festzinssatz 1,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz NOK NIBOR 6 Months | Morgan Stanley | 9.082.000 | NOK | 21. Jun. 2026 | 50.001 |
| Erhält Festzinssatz 4,56 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Goldman Sachs | 1.066.645.000 | CLP | 16. Sep. 2031 | (49.609) |
| Erhält Festzinssatz 4,75 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Citi Bank | 749.149.000 | CLP | 16. Sep. 2031 | (28.965) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 4,76 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 226.559.000 | CLP | 16. Sep. 2031 | (8.679) |
| Erhält Festzinssatz 4,95 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 280.811.000 | CLP | 16. Sep. 2031 | (8.522) |
| Erhält Festzinssatz 6,15 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 70.982.000 | MXN | 20. Dez. 2023 | (95.314) |
| Erhält Festzinssatz 3,71 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.145.857.930 | CLP | 21. Dez. 2023 | (43.331) |
| Erhält Festzinssatz 7,26 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 11.240.000 | MXN | 16. Mrz. 2041 | (66.797) |
| Erhält Festzinssatz 1,88 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CAD BA 3 Months | Morgan Stanley | 1.304.000 | CAD | 20. Dez. 2026 | (30.728) |
| Erhält Festzinssatz 0,56 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | Morgan Stanley | 38.172.000 | SEK | 20. Sep. 2026 | (163.987) |
| Erhält Festzinssatz 1,97 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Goldman Sachs | 2.986.000 | ILS | 16. Dez. 2031 | (12.564) |
| Erhält Festzinssatz 0,42 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | BNP Paribas | 8.454.000 | ILS | 21. Dez. 2023 | (35.841) |
| Erhält Festzinssatz 0,45 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Goldman Sachs | 6.752.000 | ILS | 21. Dez. 2023 | (28.051) |
| Zahlt Festzinssatz 1,84 % |  |  |  |  |  |
| Erhält variablen Zinssatz NOK NIBOR 6 Months | Morgan Stanley | 46.212.000 | NOK | 20. Dez. 2026 | 172.074 |
| Zahlt Festzinssatz 2,18 % |  |  |  |  |  |
| Erhält variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 51.095.000 | CZK | 20. Dez. 2026 | 105.011 |
| Erhält Festzinssatz 0,41 % |  |  |  |  |  |
| Zahlt variablen Zinssatz EUR EURIBOR 6 Months | Morgan Stanley | 3.654.000 | EUR | 16. Dez. 2031 | (189.316) |
| Erhält Festzinssatz 1,71 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | Bank of America | 824.829.000 | KRW | 20. Dez. 2026 | (21.713) |
| Erhält Festzinssatz 6,00 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 18.847.500 | MXN | 25. Jul. 2023 | (29.263) |
| Erhält Festzinssatz 7,35 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 11.400.000 | MXN | 5. Jul. 2041 | (63.128) |
| Erhält Festzinssatz 5,89 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 65.827.500 | MXN | 31. Jul. 2023 | (107.866) |
| Erhält Festzinssatz 6,00 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 65.825.000 | MXN | 7. Aug. 2023 | (104.572) |
| Zahlt Festzinssatz 2,34 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 239.000 | NZD | 16. Dez. 2031 | 6.823 |
| Zahlt Festzinssatz 1,62 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | J.P. Morgan | 1.001.676.000 | KRW | 16. Dez. 2031 | 32.721 |
| Zahlt Festzinssatz 1,72 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Bank of America | 1.206.425.000 | KRW | 16. Dez. 2031 | 35.439 |
| Zahlt Festzinssatz -0,05 % |  |  |  |  |  |
| Erhält variablen Zinssatz JPY TONA 1 Day | Morgan Stanley | 284.787.000 | JPY | 21. Mrz. 2027 | 12.830 |
| Zahlt Festzinssatz 0,09 % |  |  |  |  |  |
| Erhält variablen Zinssatz JPY TONA 1 Day | Morgan Stanley | 69.211.000 | JPY | 17. Mrz. 2032 | 7.426 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 5,72 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 172.315.000 | ZAR | 15. Mrz. 2024 | (107.384) |
| Erhält Festzinssatz 1,31 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CAD BA 3 Months | Morgan Stanley | 5.309.000 | CAD | 15. Mrz. 2024 | (78.455) |
| Erhält Festzinssatz 1,73 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 10.265.119.000 | KRW | 15. Dez. 2026 | (372.843) |
| Zahlt Festzinssatz 2,42 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.457.000 | NZD | 16. Dez. 2031 | 38.548 |
| Erhält Festzinssatz 2,16 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CAD BA 3 Months | Morgan Stanley | 7.051.000 | CAD | 17. Mrz. 2032 | (67.562) |
| Erhält Festzinssatz 6,35 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 202.695.000 | MXN | 26. Sep. 2023 | (308.964) |
| Zahlt Festzinssatz 6,68 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 17.035.000 | MXN | 24. Sep. 2024 | 36.182 |
| Zahlt Festzinssatz 1,45 % |  |  |  |  |  |
| Erhält variablen Zinssatz ILS TELBOR 3 Months | J.P. Morgan | 3.144.000 | ILS | 20. Dez. 2026 | 17.924 |
| Erhält Festzinssatz 6,97 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 104.115.000 | MXN | 20. Okt. 2023 | (118.269) |
| Zahlt Festzinssatz 2,04 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Bank of America | 1.082.943.000 | KRW | 17. Mrz. 2032 | 19.752 |
| Zahlt Festzinssatz 2,04 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Morgan Stanley | 1.024.080.000 | KRW | 17. Mrz. 2032 | 18.506 |
| Erhält Festzinssatz 2,74 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CNY REPO RATE 7 Days | HSBC | 22.982.000 | CNY | 20. Mrz. 2027 | 13.459 |
| Zahlt Festzinssatz 2,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz AUD BBR 6 Months | Morgan Stanley | 9.536.140 | AUD | 17. Mrz. 2032 | 274.735 |
| Zahlt Festzinssatz 5,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.627.892.000 | CLP | 15. Mrz. 2024 | 40.489 |
| Zahlt Festzinssatz 9,13 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 20.689.000 | ZAR | 17. Mrz. 2032 | 8.461 |
| Zahlt Festzinssatz 1,91 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 1.078.074.000 | KRW | 17. Mrz. 2032 | 24.153 |
| Zahlt Festzinssatz 3,23 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 3 Months | Morgan Stanley | 11.477.000 | PLN | 15. Mrz. 2024 | 61.084 |
| Zahlt Festzinssatz 3,29 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 3 Months | Morgan Stanley | 18.218.000 | PLN | 15. Mrz. 2024 | 94.410 |
| Erhält Festzinssatz 3,14 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 7.158.000 | NZD | 15. Mrz. 2024 | (31.936) |
| Zahlt Festzinssatz 9,14 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 9.904.000 | ZAR | 17. Mrz. 2032 | 3.855 |
| Erhält Festzinssatz 0,67 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | J.P. Morgan | 6.272.000 | ILS | 15. Mrz. 2024 | (24.445) |
| Zahlt Festzinssatz 9,22 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 13.120.000 | ZAR | 17. Mrz. 2032 | 2.805 |
| Zahlt Festzinssatz 9,07 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 13.121.000 | ZAR | 17. Mrz. 2032 | 6.686 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 0,73 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | J.P. Morgan | 17.370.000 | ILS | 15. Mrz. 2024 | (64.914) |
| Zahlt Festzinssatz 9,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 23.177.000 | ZAR | 17. Mrz. 2032 | 568 |
| Zahlt Festzinssatz 2,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 2.220.281.000 | KRW | 17. Mrz. 2032 | 42.181 |
| Zahlt Festzinssatz 4,54 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 3 Months | Morgan Stanley | 2.849.984.000 | HUF | 15. Mrz. 2024 | 215.069 |
| Zahlt Festzinssatz 4,35 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 3 Months | Morgan Stanley | 1.018.668.000 | HUF | 15. Mrz. 2024 | 82.131 |
| Zahlt Festzinssatz 4,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 3 Months | Morgan Stanley | 1.471.536.000 | HUF | 15. Mrz. 2024 | 113.384 |
| Erhält Festzinssatz 1,76 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Citi Bank | 7.160.000 | ILS | 17. Mrz. 2032 | (50.646) |
| Zahlt Festzinssatz 1,73 % |  |  |  |  |  |
| Erhält variablen Zinssatz SGD SOR 6 Months | J.P. Morgan | 2.432.000 | SGD | 17. Mrz. 2032 | 57.371 |
| Zahlt Festzinssatz 5,08 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 3.656.777.000 | CLP | 15. Jun. 2024 | 151.150 |
| Zahlt Festzinssatz 5,07 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.567.190.000 | CLP | 15. Jun. 2024 | 64.997 |
| Zahlt Festzinssatz 5,09 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 4.817.932.000 | CLP | 15. Jun. 2027 | 286.654 |
| Zahlt Festzinssatz 5,10 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.377.950.000 | CLP | 15. Jun. 2027 | 140.074 |
| Zahlt Festzinssatz 5,07 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.075.247.000 | CLP | 15. Jun. 2027 | 65.041 |
| Zahlt Festzinssatz 4,66 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 1.253.493.000 | HUF | 15. Jun. 2024 | 183.135 |
| Zahlt Festzinssatz 4,79 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 3 Months | Morgan Stanley | 1.611.885.000 | HUF | 15. Jun. 2023 | 126.681 |
| Zahlt Festzinssatz 4,56 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 3 Months | Morgan Stanley | 1.677.676.000 | HUF | 15. Jun. 2023 | 142.340 |
| Zahlt Festzinssatz 0,53 % |  |  |  |  |  |
| Erhält variablen Zinssatz ILS TELBOR 3 Months | J.P. Morgan | 23.116.000 | ILS | 15. Jun. 2024 | 154.045 |
| Erhält Festzinssatz 3,03 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MYR KLIBOR 3 Months | Citi Bank | 7.487.000 | MYR | 15. Jun. 2027 | (33.912) |
| Zahlt Festzinssatz 2,99 % |  |  |  |  |  |
| Erhält variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 91.130.000 | CZK | 15. Jun. 2027 | 257.024 |
| Zahlt Festzinssatz 1,96 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Morgan Stanley | 4.238.234.000 | KRW | 21. Jun. 2024 | 35.002 |
| Zahlt Festzinssatz 7,31 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 27.144.000 | MXN | 9. Jun. 2027 | 58.716 |
| Erhält Festzinssatz 7,49 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 24.062.000 | MXN | 19. Jun. 2024 | (13.941) |
| Zahlt Festzinssatz 1,59 % |  |  |  |  |  |
| Erhält variablen Zinssatz NOK NIBOR 6 Months | Morgan Stanley | 92.398.000 | NOK | 15. Jun. 2024 | 128.477 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 1,85 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 1.205.508.000 | KRW | 16. Jun. 2032 | 29.315 |
| Erhält Festzinssatz 2,71 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 13.300.000 | NZD | 15. Jun. 2027 | (332.786) |
| Zahlt Festzinssatz 2,64 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 4.199.000 | NZD | 15. Jun. 2032 | 193.579 |
| Erhält Festzinssatz 0,69 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | Morgan Stanley | 53.737.611 | SEK | 15. Jun. 2027 | (209.575) |
| Zahlt Festzinssatz 1,03 % |  |  |  |  |  |
| Erhält variablen Zinssatz SEK STIBOR 3 Months | Morgan Stanley | 65.541.000 | SEK | 16. Jun. 2032 | 135.616 |
| Erhält Festzinssatz 7,81 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 41.968.000 | ZAR | 15. Jun. 2032 | (49.025) |
| Erhält Festzinssatz 5,94 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 45.759.000 | ZAR | 15. Jun. 2024 | (21.739) |
| Zahlt Festzinssatz 3,09 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 1.728.000 | PLN | 15. Jun. 2032 | 52.934 |
| Erhält Festzinssatz 1,38 % |  |  |  |  |  |
| Zahlt variablen Zinssatz AUD BBR 3 Months | Morgan Stanley | 13.183.000 | AUD | 15. Jun. 2024 | (184.778) |
| Erhält Festzinssatz 1,81 % |  |  |  |  |  |
| Zahlt variablen Zinssatz AUD BBR 6 Months | Morgan Stanley | 29.650.000 | AUD | 15. Jun. 2027 | (1.129.085) |
| Erhält Festzinssatz 5,60 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 550.861.000 | CLP | 16. Jun. 2032 | (1.806) |
| Erhält Festzinssatz 2,73 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 10.943.000 | CZK | 15. Jun. 2032 | (47.784) |
| Erhält Festzinssatz 5,59 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 550.866.000 | CLP | 17. Mrz. 2032 | (1.741) |
| Erhält Festzinssatz 7,40 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 139.500.000 | MXN | 2. Jan. 2024 | (132.171) |
| Zahlt Festzinssatz 7,06 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 1.297.448.000 | COP | 15. Jun. 2027 | 14.317 |
| Zahlt Festzinssatz 9,27 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 13.827.000 | ZAR | 17. Jun. 2032 | 3.030 |
| Zahlt Festzinssatz 9,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 21.123.000 | ZAR | 17. Jun. 2032 | 2.367 |
| Zahlt Festzinssatz 4,08 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 2.976.000 | PLN | 15. Jun. 2032 | 36.902 |
| Zahlt Festzinssatz 3,99 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 4.463.000 | PLN | 15. Jun. 2032 | 62.738 |
| Zahlt Festzinssatz 4,00 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 3.319.000 | PLN | 15. Jun. 2032 | 46.045 |
| Zahlt Festzinssatz 2,89 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.130.000 | NZD | 15. Jun. 2032 | 36.075 |
| Zahlt Festzinssatz 2,88 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 907.000 | NZD | 15. Jun. 2032 | 29.222 |
| Erhält Festzinssatz 2,80 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 2.170.000 | NZD | 15. Jun. 2027 | (46.673) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 2,79 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.722.000 | NZD | 15. Jun. 2027 | (37.610) |
| Zahlt Festzinssatz 2,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 455.000 | NZD | 15. Jun. 2032 | 13.055 |
| Erhält Festzinssatz 2,85 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 865.000 | NZD | 15. Jun. 2027 | (17.385) |
| Erhält Festzinssatz 2,84 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.735.000 | NZD | 15. Jun. 2027 | (35.145) |
| Zahlt Festzinssatz 2,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 920.000 | NZD | 15. Jun. 2032 | 26.667 |
| Zahlt Festzinssatz 1,39 % |  |  |  |  |  |
| Erhält variablen Zinssatz ILS TELBOR 3 Months | Citi Bank | 6.310.000 | ILS | 19. Jun. 2027 | 40.028 |
| Zahlt Festzinssatz 1,36 % |  |  |  |  |  |
| Erhält variablen Zinssatz ILS TELBOR 3 Months | Citi Bank | 13.095.000 | ILS | 19. Jun. 2027 | 86.640 |
| Erhält Festzinssatz 8,13 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 59.106.000 | ZAR | 15. Jun. 2032 | (22.609) |
| Erhält Festzinssatz 7,97 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 62.694.000 | MXN | 2. Jun. 2032 | (92.143) |
| Erhält Festzinssatz 4,03 % |  |  |  |  |  |
| Zahlt variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 16.257.000 | PLN | 15. Jun. 2032 | (264.507) |
| Erhält Festzinssatz 4,62 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 285.885.000 | HUF | 15. Jun. 2032 | (74.155) |
| Erhält Festzinssatz 2,89 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 32.702.000 | CZK | 16. Jun. 2032 | (24.156) |
| Zahlt Festzinssatz 7,62 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 28.731.000 | MXN | 9. Jun. 2027 | 43.224 |
| Zahlt Festzinssatz 9,17 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 26.487.000 | ZAR | 17. Jun. 2032 | 11.015 |
| Zahlt Festzinssatz 9,29 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 13.245.000 | ZAR | 17. Jun. 2032 | 2.570 |
| Zahlt Festzinssatz 9,17 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 8.423.000 | ZAR | 17. Jun. 2032 | 3.584 |
| Zahlt Festzinssatz 9,21 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 28.356.000 | ZAR | 17. Jun. 2032 | 9.495 |
| Erhält Festzinssatz 7,05 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 39.394.000 | ZAR | 15. Jun. 2027 | (12.549) |
| Erhält Festzinssatz 7,63 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 121.623.000 | MXN | 14. Jun. 2023 | (64.488) |
| Erhält Festzinssatz 7,68 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 71.565.000 | MXN | 12. Jun. 2024 | (70.056) |
| Erhält Festzinssatz 6,15 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 68.424.000 | ZAR | 15. Jun. 2024 | (14.463) |
| Zahlt Festzinssatz 7,60 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 57.260.000 | MXN | 12. Jan. 2032 | 114.224 |
| Zahlt Festzinssatz 7,61 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 38.150.000 | MXN | 12. Jan. 2032 | 74.438 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 2,26 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | Bank of America | 1.126.449.000 | KRW | 15. Jun. 2032 | (34.208) |
| Zahlt Festzinssatz 7,51 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 38.315.000 | MXN | 15. Jan. 2032 | 87.796 |
| Zahlt Festzinssatz 3,93 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 4.862.000 | PLN | 15. Jun. 2032 | 73.809 |
| Erhält Festzinssatz 7,45 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 155.957.500 | MXN | 1. Feb. 2024 | (147.555) |
| Erhält Festzinssatz 7,51 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 155.957.500 | MXN | 26. Jan. 2024 | (136.085) |
| Zahlt Festzinssatz 7,11 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 89.080.000 | MXN | 2. Feb. 2023 | 34.960 |
| Zahlt Festzinssatz 7,14 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 89.080.000 | MXN | 27. Jan. 2023 | 30.872 |
| Zahlt Festzinssatz 7,49 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 53.407.500 | MXN | 30. Jan. 2025 | 71.036 |
| Zahlt Festzinssatz 7,53 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 53.407.500 | MXN | 24. Jan. 2025 | 66.997 |
| Zahlt Festzinssatz 4,75 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 5.143.000 | PLN | 15. Jun. 2024 | 24.004 |
| Zahlt Festzinssatz 4,28 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 3 Months | Morgan Stanley | 28.786.000 | PLN | 21. Jun. 2024 | 70.788 |
| Zahlt Festzinssatz 7,60 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 37.485.000 | MXN | 21. Jan. 2032 | 74.656 |
| Erhält Festzinssatz 1,29 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Bank of America | 855.000 | ILS | 15. Jun. 2027 | (7.896) |
| Erhält Festzinssatz 1,28 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Citi Bank | 1.710.000 | ILS | 15. Jun. 2027 | (15.995) |
| Zahlt Festzinssatz 7,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 23.735.000 | MXN | 9. Jun. 2027 | 43.358 |
| Zahlt Festzinssatz 7,46 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 23.775.000 | MXN | 9. Jun. 2027 | 43.771 |
| Erhält Festzinssatz 3,03 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 28.555.000 | CZK | 16. Jun. 2032 | (13.703) |
| Zahlt Festzinssatz 2,96 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 943.000 | NZD | 16. Jun. 2032 | 10.340 |
| Zahlt Festzinssatz 5,72 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.482.275.000 | CLP | 15. Jun. 2027 | 64.487 |
| Erhält Festzinssatz 6,06 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.871.940.000 | CLP | 15. Jun. 2024 | (53.347) |
| Erhält Festzinssatz 5,76 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 698.445.000 | CLP | 15. Jun. 2032 | (14.514) |
| Zahlt Festzinssatz 7,46 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 3.101.745.000 | COP | 15. Jun. 2032 | 19.424 |
| Zahlt Festzinssatz 7,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 4.111.715.000 | COP | 15. Jun. 2032 | 25.004 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 7,47 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 5.268.395.000 | COP | 15. Jun. 2027 | (34.935) |
| Erhält Festzinssatz 7,45 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 6.983.685.000 | COP | 15. Jun. 2027 | (48.185) |
| Erhält Festzinssatz 6,84 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.901.265.000 | CLP | 15. Jun. 2024 | (1.230) |
| Zahlt Festzinssatz 6,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.508.630.000 | CLP | 15. Jun. 2027 | 24.373 |
| Erhält Festzinssatz 5,94 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 708.760.000 | CLP | 15. Jun. 2032 | (2.806) |
| Zahlt Festzinssatz 7,88 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 3.438.923.000 | COP | 15. Jun. 2027 | 7.550 |
| Erhält Festzinssatz 2,48 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | Morgan Stanley | 2.497.857.000 | KRW | 15. Jun. 2027 | (28.158) |
| Zahlt Festzinssatz 7,54 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 146.840.000 | MXN | 15. Feb. 2023 | 34.896 |
| Zahlt Festzinssatz 7,38 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 146.835.000 | MXN | 10. Feb. 2023 | 43.232 |
| Erhält Festzinssatz 7,93 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 146.302.500 | MXN | 14. Feb. 2024 | (78.037) |
| Erhält Festzinssatz 7,74 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 146.302.500 | MXN | 9. Feb. 2024 | (102.774) |
| Zahlt Festzinssatz 7,91 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 49.910.000 | MXN | 12. Feb. 2025 | 39.333 |
| Zahlt Festzinssatz 7,71 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 49.915.000 | MXN | 7. Feb. 2025 | 52.266 |
| Zahlt Festzinssatz 3,60 % |  |  |  |  |  |
| Erhält variablen Zinssatz MYR KLIBOR 3 Months | J.P. Morgan | 4.697.000 | MYR | 19. Jun. 2027 | 6.326 |
| Erhält Festzinssatz 1,58 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SGD SOR 6 Months | J.P. Morgan | 3.220.000 | SGD | 15. Jun. 2024 | (32.668) |
| Zahlt Festzinssatz 8,01 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 2.263.049.000 | COP | 15. Jun. 2027 | 1.881 |
| Zahlt Festzinssatz 7,98 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 1.130.936.000 | COP | 15. Jun. 2027 | 1.268 |
| Zahlt Festzinssatz 8,01 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 2.452.155.000 | COP | 15. Jun. 2027 | 1.933 |
| Erhält Festzinssatz 2,97 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 8.235.000 | NZD | 16. Mrz. 2032 | (186.851) |
| Zahlt Festzinssatz 9,01 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 26.411.000 | ZAR | 16. Jun. 2032 | 19.386 |
| Zahlt Festzinssatz 2,37 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 1.795.506.000 | KRW | 16. Jun. 2032 | 12.386 |
| Zahlt Festzinssatz 9,05 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 16.655.000 | ZAR | 17. Jun. 2032 | 10.942 |
| Zahlt Festzinssatz 4,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 359.780.000 | HUF | 16. Jun. 2032 | 24.735 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 4,34 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 240.158.000 | HUF | 16. Jun. 2032 | 16.039 |
| Erhält Festzinssatz 1,41 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Citi Bank | 3.943.000 | ILS | 15. Jun. 2027 | (29.215) |
| Erhält Festzinssatz 7,66 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 33.405.000 | MXN | 12. Feb. 2027 | (43.899) |
| Erhält Festzinssatz 7,50 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 11.743.780.000 | CLP | 15. Jun. 2024 | 175.390 |
| Zahlt Festzinssatz 6,19 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 8.709.595.000 | CLP | 15. Jun. 2027 | 6.597 |
| Erhält Festzinssatz 5,80 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.887.420.000 | CLP | 15. Jun. 2032 | (47.185) |
| Erhält Festzinssatz 8,31 % |  |  |  |  |  |
| Zahlt variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 29.056.480.000 | COP | 15. Jun. 2027 | 69.468 |
| Zahlt Festzinssatz 8,30 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 16.316.710.000 | COP | 15. Jun. 2032 | (145.968) |
| Zahlt Festzinssatz 0,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz EUR EURIBOR 6 Months | Morgan Stanley | 2.575.000 | EUR | 15. Jun. 2027 | 79.635 |
| Zahlt Festzinssatz 3,87 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 17.655.000 | PLN | 15. Jun. 2032 | 285.902 |
| Zahlt Festzinssatz 6,08 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 271.120.000 | ZAR | 15. Jun. 2023 | (62.252) |
| Zahlt Festzinssatz 6,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 90.375.000 | ZAR | 15. Jun. 2023 | (17.068) |
| Erhält Festzinssatz 6,56 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 204.535.000 | ZAR | 15. Jun. 2024 | 62.175 |
| Erhält Festzinssatz 6,61 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 282.450.000 | ZAR | 15. Jun. 2024 | 105.107 |
| Zahlt Festzinssatz 6,86 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 32.220.000 | ZAR | 15. Jun. 2025 | (12.867) |
| Zahlt Festzinssatz 6,89 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 96.670.000 | ZAR | 15. Jun. 2025 | (44.820) |
| Zahlt Festzinssatz 7,06 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 263.070.000 | ZAR | 15. Jun. 2027 | 73.263 |
| Erhält Festzinssatz 8,02 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 11.300.000 | ZAR | 15. Jun. 2032 | (2.127) |
| Erhält Festzinssatz 9,49 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 30.015.000 | ZAR | 17. Jun. 2032 | 5.755 |
| Zahlt Festzinssatz 3,61 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 7.868.000 | PLN | 16. Jun. 2032 | 42.248 |
| Erhält Festzinssatz 8,12 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 45.252.000 | MXN | 12. Jun. 2024 | (26.183) |
| Erhält Festzinssatz 1,43 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Morgan Stanley | 4.037.000 | ILS | 15. Jun. 2027 | (28.893) |
| Erhält Festzinssatz 0,69 % |  |  |  |  |  |
| Zahlt variablen Zinssatz EUR EURIBOR 6 Months | Morgan Stanley | 3.155.000 | EUR | 15. Sep. 2031 | (147.526) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 6,08 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.536.435.000 | CLP | 15. Jun. 2027 | 17.204 |
| Erhält Festzinssatz 7,17 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.929.460.000 | CLP | 15. Jun. 2024 | 21.595 |
| Erhält Festzinssatz 5,69 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 711.890.000 | CLP | 15. Jun. 2032 | (19.118) |
| Erhält Festzinssatz 9,39 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 43.586.000 | ZAR | 17. Jun. 2032 | 622 |
| Erhält Festzinssatz 9,40 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 32.106.000 | ZAR | 17. Jun. 2032 | 737 |
| Zahlt Festzinssatz 3,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 3.381.600 | NZD | 19. Jun. 2027 | 8.426 |
| Zahlt Festzinssatz 3,27 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.965.000 | NZD | 19. Jun. 2027 | 6.975 |
| Erhält Festzinssatz 9,37 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 39.060.000 | ZAR | 17. Jun. 2032 | (874) |
| Zahlt Festzinssatz 3,98 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 4.915.000 | PLN | 15. Jun. 2027 | 58.719 |
| Zahlt Festzinssatz 2,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Bank of America | 2.995.367.000 | KRW | 16. Jun. 2032 | 25.981 |
| Zahlt Festzinssatz 6,23 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 202.346.000 | HUF | 15. Jun. 2027 | 4.017 |
| Zahlt Festzinssatz 5,55 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 566.546.000 | HUF | 15. Jun. 2027 | 58.801 |
| Zahlt Festzinssatz 5,60 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 540.752.000 | HUF | 15. Jun. 2027 | 53.098 |
| Zahlt Festzinssatz 6,26 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 356.669.000 | HUF | 15. Jun. 2027 | 5.750 |
| Zahlt Festzinssatz 6,52 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 468.834.000 | HUF | 15. Jun. 2024 | 21.418 |
| Zahlt Festzinssatz 6,86 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 632.452.000 | HUF | 15. Jun. 2024 | 17.283 |
| Zahlt Festzinssatz 4,86 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 36.271.000 | PLN | 15. Jun. 2024 | 151.846 |
| Zahlt Festzinssatz 3,60 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 18.462.000 | PLN | 16. Jun. 2032 | 100.425 |
| Erhält Festzinssatz 3,14 % |  |  |  |  |  |

Bank
Zahlt variablen Zinssatz MYR KLIBOR 3 Months	Standard Chartered
7.447.000	MYR	15. Jun. 2027	(25.151)
Erhält Festzinssatz 3,13 %
Zahlt variablen Zinssatz MYR KLIBOR 3 Months	J.P. Morgan	7.447.000	MYR	15. Jun. 2027	(25.564)
Zahlt Festzinssatz 2,74 %
Erhält variablen Zinssatz MYR KLIBOR 3 Months	J.P. Morgan	16.790.000	MYR	15. Jun. 202415.033
Zahlt Festzinssatz 2,76 %
Bank
Erhält variablen Zinssatz MYR KLIBOR 3 Months	Standard Chartered
16.790.000	MYR	15. Jun. 202414.175
Zahlt Festzinssatz 4,44 %
Erhält variablen Zinssatz PLN WIBOR 6 Months	Morgan Stanley	23.171.000	PLN	15. Jun. 2027168.148
| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 4,16 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 12.348.000 | PLN | 18. Sep. 2027 | 30.810 |
| Zahlt Festzinssatz 4,45 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 9.244.000 | PLN | 21. Sep. 2032 | 48.507 |
| Zahlt Festzinssatz 6,40 % |  |  |  |  |  |
| Erhält variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 102.048.000 | ZAR | 21. Sep. 2023 | (11.962) |
| Zahlt Festzinssatz 6,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 1.721.319.000 | HUF | 21. Sep. 2024 | 32.532 |
| Zahlt Festzinssatz 5,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 488.382.000 | HUF | 21. Sep. 2027 | 21.249 |
| Zahlt Festzinssatz 5,94 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 841.830.000 | HUF | 21. Sep. 2027 | 36.628 |
| Erhält Festzinssatz 5,53 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 276.741.000 | HUF | 21. Sep. 2032 | (11.373) |
| Zahlt Festzinssatz 3,87 % |  |  |  |  |  |
| Erhält variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 48.673.000 | CZK | 21. Sep. 2027 | 38.836 |
| Zahlt Festzinssatz 1,52 % |  |  |  |  |  |
| Erhält variablen Zinssatz ILS TELBOR 3 Months | Morgan Stanley | 8.261.000 | ILS | 21. Sep. 2024 | 14.462 |
| Erhält Festzinssatz 1,73 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Morgan Stanley | 1.868.000 | ILS | 21. Sep. 2027 | (7.239) |
| Erhält Festzinssatz 2,16 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Morgan Stanley | 9.385.000 | ILS | 15. Sep. 2032 | (18.156) |
| Erhält Festzinssatz 8,66 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 86.334.000 | MXN | 18. Sep. 2024 | (13.904) |
| Zahlt Festzinssatz 8,41 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 67.365.000 | MXN | 15. Sep. 2027 | (3.601) |
| Zahlt Festzinssatz 8,37 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 70.070.000 | MXN | 8. Sep. 2032 | (32.079) |
| Erhält Festzinssatz 3,29 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MYR KLIBOR 3 Months | HSBC | 7.857.000 | MYR | 21. Sep. 2027 | (22.086) |
| Zahlt Festzinssatz 8,31 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 43.190.000 | MXN | 25. Feb. 2032 | (21.774) |
| Erhält Festzinssatz 8,36 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 169.680.000 | MXN | 6. Mrz. 2024 | (28.232) |
| Erhält Festzinssatz 1,61 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ILS TELBOR 3 Months | Morgan Stanley | 4.505.000 | ILS | 15. Jun. 2027 | (20.205) |
| Zahlt Festzinssatz 2,36 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | HSBC | 1.208.340.000 | KRW | 15. Sep. 2032 | 8.663 |
| Erhält Festzinssatz 2,40 % |  |  |  |  |  |
| Zahlt variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 3.216.761.000 | KRW | 21. Sep. 2032 | (69.680) |
| Zahlt Festzinssatz 4,86 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 25.514.000 | PLN | 15. Jun. 2027 | 75.895 |
| Zahlt Festzinssatz 6,08 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 314.286.000 | HUF | 15. Jun. 2027 | 11.906 |
| Zahlt Festzinssatz 7,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 771.731.000 | HUF | 15. Jun. 2024 | 2.132 |
| Zahlt Festzinssatz 8,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 9.880.398.000 | CLP | 21. Sep. 2023 | (32.642) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 7,13 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 14.296.843.000 | CLP | 21. Sep. 2024 | (193.465) |
| Zahlt Festzinssatz 7,05 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 6.423.219.000 | CLP | 21. Sep. 2024 | (75.166) |
| Zahlt Festzinssatz 6,02 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 3.214.390.000 | CLP | 21. Sep. 2027 | 6.897 |
| Erhält Festzinssatz 5,31 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.206.227.000 | CLP | 15. Sep. 2032 | (18.238) |
| Erhält Festzinssatz 2,31 % |  |  |  |  |  |
| Zahlt variablen Zinssatz AUD BBR 3 Months | Morgan Stanley | 13.097.000 | AUD | 21. Sep. 2024 | (103.401) |
| Erhält Festzinssatz 2,75 % |  |  |  |  |  |
| Zahlt variablen Zinssatz AUD BBR 3 Months | Morgan Stanley | 2.193.000 | AUD | 18. Sep. 2027 | (19.475) |
| Erhält Festzinssatz 2,78 % |  |  |  |  |  |
| Zahlt variablen Zinssatz AUD BBR 6 Months | Morgan Stanley | 2.936.000 | AUD | 21. Sep. 2032 | (9.596) |
| Erhält Festzinssatz 3,40 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.231.000 | NZD | 21. Sep. 2024 | (4.196) |
| Erhält Festzinssatz 2,41 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NOK NIBOR 6 Months | Morgan Stanley | 81.017.000 | NOK | 21. Sep. 2027 | (150.392) |
| Zahlt Festzinssatz 1,63 % |  |  |  |  |  |
| Erhält variablen Zinssatz SEK STIBOR 3 Months | Morgan Stanley | 5.415.000 | SEK | 21. Sep. 2032 | 18.048 |
| Erhält Festzinssatz 5,95 % |  |  |  |  |  |
| Zahlt variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 25.300.000 | PLN | 15. Jun. 2024 | 15.184 |
| Erhält Festzinssatz 2,56 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CAD BA 3 Months | Morgan Stanley | 8.576.000 | CAD | 21. Sep. 2032 | (246.401) |
| Zahlt Festzinssatz 2,41 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Bank of America | 2.492.258.000 | KRW | 16. Jun. 2032 | 14.061 |
| Erhält Festzinssatz 2,21 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CNY REPO RATE 7 Days | Standard Chartered Bank | 39.052.000 | CNY | 15. Jun. 2024 | (10.920) |
| Erhält Festzinssatz 8,64 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 169.020.000 | MXN | 12. Mrz. 2024 | 15.399 |
| Zahlt Festzinssatz 8,16 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 168.825.000 | MXN | 14. Mrz. 2023 | 1.935 |
| Zahlt Festzinssatz 8,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 57.910.000 | MXN | 11. Mrz. 2025 | (10.980) |
| Zahlt Festzinssatz 5,95 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 10.469.000 | PLN | 15. Jun. 2024 | (6.169) |
| Erhält Festzinssatz 9,70 % |  |  |  |  |  |
| Zahlt variablen Zinssatz ZAR JIBAR 3 Months | Morgan Stanley | 20.453.000 | ZAR | 16. Jun. 2032 | 12.314 |
| Zahlt Festzinssatz 8,64 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 31.826.000 | MXN | 9. Jun. 2027 | (18.353) |
| Zahlt Festzinssatz 8,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 42.437.500 | MXN | 9. Jun. 2027 | (25.470) |
| Zahlt Festzinssatz 8,64 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 47.744.000 | MXN | 9. Jun. 2027 | (27.747) |
| Erhält Festzinssatz 1,16 % |  |  |  |  |  |
| Zahlt variablen Zinssatz EUR EURIBOR 6 Months | Morgan Stanley | 1.843.000 | EUR | 21. Sep. 2032 | (25.680) |
| Erhält Festzinssatz 8,49 % |  |  |  |  |  |
| Zahlt variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 38.215.000 | MXN | 10. Mrz. 2027 | 15.423 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 5,87 % |  |  |  |  |  |
| Zahlt variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 16.980.000 | PLN | 15. Jun. 2024 | 4.067 |
| Zahlt Festzinssatz 5,30 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 3 Months | Morgan Stanley | 45.579.000 | PLN | 21. Jun. 2024 | 13.541 |
| Zahlt Festzinssatz 4,55 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 6.419.000 | PLN | 15. Jun. 2032 | 24.029 |
| Zahlt Festzinssatz 4,95 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 8.815.000 | PLN | 15. Jun. 2027 | 17.908 |
| Erhält Festzinssatz 5,79 % |  |  |  |  |  |
| Zahlt variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 25.390.000 | PLN | 15. Jun. 2024 | (3.075) |
| Erhält Festzinssatz 6,15 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 171.523.000 | HUF | 15. Jun. 2032 | 14.095 |
| Erhält Festzinssatz 5,71 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 310.301.000 | HUF | 15. Jun. 2032 | (4.882) |
| Erhält Festzinssatz 5,77 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 633.159.000 | HUF | 15. Jun. 2032 | (1.508) |
| Erhält Festzinssatz 5,65 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 322.184.000 | HUF | 15. Jun. 2032 | (9.370) |
| Zahlt Festzinssatz 6,81 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 309.959.000 | HUF | 15. Jun. 2027 | (16.394) |
| Zahlt Festzinssatz 6,13 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 560.714.000 | HUF | 15. Jun. 2027 | 17.756 |
| Zahlt Festzinssatz 6,29 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 1.116.496.000 | HUF | 15. Jun. 2027 | 13.142 |
| Zahlt Festzinssatz 6,20 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 547.552.000 | HUF | 15. Jun. 2027 | 12.573 |
| Zahlt Festzinssatz 6,81 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 229.696.000 | HUF | 15. Jun. 2027 | (12.220) |
| Erhält Festzinssatz 6,15 % |  |  |  |  |  |
| Zahlt variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 132.175.000 | HUF | 15. Jun. 2032 | 10.788 |
| Zahlt Festzinssatz 7,38 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 1.167.514.000 | HUF | 15. Jun. 2024 | (557) |
| Zahlt Festzinssatz 7,55 % |  |  |  |  |  |
| Erhält variablen Zinssatz HUF BUBOR 6 Months | Morgan Stanley | 838.053.000 | HUF | 15. Jun. 2024 | (8.317) |
| Erhält Festzinssatz 1,75 % |  |  |  |  |  |
| Zahlt variablen Zinssatz SEK STIBOR 3 Months | Morgan Stanley | 93.249.500 | SEK | 15. Jun. 2027 | (32.411) |
| Zahlt Festzinssatz 3,37 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.945.000 | NZD | 15. Jun. 2027 | 7.044 |
| Erhält Festzinssatz 3,48 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 664.000 | NZD | 15. Jun. 2032 | 2.042 |
| Erhält Festzinssatz 3,40 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.050.000 | NZD | 15. Jun. 2032 | (2.047) |
| Erhält Festzinssatz 3,43 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.050.000 | NZD | 15. Jun. 2032 | (72) |
| Zahlt Festzinssatz 2,45 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | HSBC | 3.465.982.000 | KRW | 16. Jun. 2032 | 14.156 |
| Erhält Festzinssatz 4,88 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 124.740.000 | CZK | 15. Jun. 2024 | (42.938) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 3,43 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.050.000 | NZD | 15. Jun. 2032 | (72) |
| Zahlt Festzinssatz 3,40 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.945.000 | NZD | 15. Jun. 2027 | 4.887 |
| Zahlt Festzinssatz 8,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 13.023.000 | MXN | 9. Jun. 2027 | (3.193) |
| Zahlt Festzinssatz 8,86 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 2.135.752.000 | COP | 15. Jun. 2027 | (17.722) |
| Zahlt Festzinssatz 8,52 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 2.572.165.000 | COP | 15. Jun. 2027 | (11.868) |
| Zahlt Festzinssatz 8,73 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 2.572.136.000 | COP | 15. Jun. 2027 | (17.863) |
| Zahlt Festzinssatz 8,10 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 1.118.559.000 | COP | 15. Jun. 2032 | (5.916) |
| Zahlt Festzinssatz 7,88 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 2.247.566.000 | COP | 15. Jun. 2032 | (3.016) |
| Zahlt Festzinssatz 8,91 % |  |  |  |  |  |
| Erhält variablen Zinssatz COP IBR 1 Day | Morgan Stanley | 1.293.830.000 | COP | 15. Jun. 2027 | (11.431) |
| Zahlt Festzinssatz 8,67 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 37.146.000 | MXN | 9. Jun. 2027 | (23.739) |
| Zahlt Festzinssatz 8,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 31.767.000 | MXN | 9. Jun. 2027 | (7.586) |
| Zahlt Festzinssatz 8,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 25.458.000 | MXN | 9. Jun. 2027 | (5.975) |
| Zahlt Festzinssatz 8,68 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 26.587.000 | MXN | 9. Jun. 2027 | (17.481) |
| Zahlt Festzinssatz 8,65 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 24.763.000 | MXN | 9. Jun. 2027 | (14.802) |
| Zahlt Festzinssatz 3,40 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.945.000 | NZD | 15. Jun. 2027 | 4.887 |
| Zahlt Festzinssatz 3,54 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 3.890.000 | NZD | 15. Jun. 2027 | (7.482) |
| Erhält Festzinssatz 3,53 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 2.100.000 | NZD | 15. Jun. 2032 | 11.951 |
| Zahlt Festzinssatz 3,50 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.945.000 | NZD | 15. Jun. 2027 | (1.214) |
| Zahlt Festzinssatz 6,67 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 879.485.000 | CLP | 15. Jun. 2027 | (21.844) |
| Zahlt Festzinssatz 6,68 % |  |  |  |  |  |
| Erhält variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.785.615.000 | CLP | 15. Jun. 2027 | (45.016) |
| Erhält Festzinssatz 8,00 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 1.009.285.000 | CLP | 15. Jun. 2024 | 26.934 |
| Erhält Festzinssatz 8,00 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 2.049.160.000 | CLP | 15. Jun. 2024 | 54.685 |
| Erhält Festzinssatz 6,16 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 246.800.000 | CLP | 15. Jun. 2032 | 4.097 |
| Erhält Festzinssatz 6,18 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CLP ICP 1 Day | Morgan Stanley | 501.080.000 | CLP | 15. Jun. 2032 | 9.488 |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Erhält Festzinssatz 5,04 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 83.945.000 | CZK | 15. Jun. 2024 | (17.577) |
| Erhält Festzinssatz 3,51 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 2.095.000 | NZD | 15. Jun. 2032 | 10.630 |
| Zahlt Festzinssatz 3,50 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.945.000 | NZD | 15. Jun. 2027 | (1.214) |
| Zahlt Festzinssatz 8,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 45.957.000 | MXN | 9. Jun. 2032 | (21.500) |
| Zahlt Festzinssatz 8,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 18.257.000 | MXN | 9. Jun. 2032 | (8.193) |
| Zahlt Festzinssatz 8,33 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 27.621.000 | MXN | 9. Jun. 2032 | (13.001) |
| Erhält Festzinssatz 3,49 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.050.000 | NZD | 15. Jun. 2032 | 4.062 |
| Zahlt Festzinssatz 8,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 27.469.000 | MXN | 9. Jun. 2032 | (12.472) |
| Zahlt Festzinssatz 8,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 18.353.000 | MXN | 9. Jun. 2032 | (8.283) |
| Zahlt Festzinssatz 8,28 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 27.374.000 | MXN | 9. Jun. 2032 | (11.000) |
| Zahlt Festzinssatz 8,23 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 36.569.000 | MXN | 9. Jun. 2032 | (12.014) |
| Zahlt Festzinssatz 8,29 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 27.417.000 | MXN | 9. Jun. 2032 | (11.115) |
| Erhält Festzinssatz 3,49 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.050.000 | NZD | 15. Jun. 2032 | 4.062 |
| Zahlt Festzinssatz 3,50 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.945.000 | NZD | 15. Jun. 2027 | (1.214) |
| Erhält Festzinssatz 3,49 % |  |  |  |  |  |
| Zahlt variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.050.000 | NZD | 15. Jun. 2032 | 4.062 |
| Zahlt Festzinssatz 3,48 % |  |  |  |  |  |
| Erhält variablen Zinssatz NZD BBR 3 Months | Morgan Stanley | 1.229.040 | NZD | 15. Jun. 2027 | (27) |
| Zahlt Festzinssatz 8,28 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 18.270.000 | MXN | 9. Jun. 2032 | (7.347) |
| Zahlt Festzinssatz 8,28 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 27.475.000 | MXN | 9. Jun. 2032 | (10.745) |
| Zahlt Festzinssatz 8,25 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 18.286.000 | MXN | 9. Jun. 2032 | (6.495) |
| Zahlt Festzinssatz 8,20 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 18.286.000 | MXN | 9. Jun. 2032 | (5.100) |
| Erhält Festzinssatz 5,60 % |  |  |  |  |  |
| Zahlt variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 128.370.000 | CZK | 15. Jun. 2024 | 34.938 |
| Zahlt Festzinssatz 4,79 % |  |  |  |  |  |
| Erhält variablen Zinssatz CZK PRIBOR 6 Months | Morgan Stanley | 87.245.000 | CZK | 15. Jun. 2027 | (75.328) |
| Zahlt Festzinssatz 8,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 19.666.000 | MXN | 8. Sep. 2032 | (8.107) |
| Zahlt Festzinssatz 8,32 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 19.708.000 | MXN | 8. Sep. 2032 | (8.124) |

| Nicht realisierter Fälligkeits-	Wertzuwachs/ |
| --- |
| Beschreibung | Kontrahent | Nennwert | Währung | datum | (Wertverlust) |
| Schroder GAIA Wellington Pagosa (Forts.) |  |  |  |  |  |
| Zahlt Festzinssatz 8,45 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 29.921.000 | MXN | 8. Sep. 2032 | (17.693) |
| Zahlt Festzinssatz 8,47 % |  |  |  |  |  |
| Erhält variablen Zinssatz MXN TIIE 28 Days | Morgan Stanley | 29.778.000 | MXN | 8. Sep. 2032 | (18.575) |
| Zahlt Festzinssatz 2,64 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Bank of America | 1.473.832.000 | KRW | 15. Sep. 2032 | (3.168) |
| Zahlt Festzinssatz 2,59 % |  |  |  |  |  |
| Erhält variablen Zinssatz KRW CD 3 Months | Goldman Sachs | 1.018.279.000 | KRW | 17. Sep. 2032 | (409) |
| Zahlt Festzinssatz 5,23 % |  |  |  |  |  |
| Erhält variablen Zinssatz PLN WIBOR 6 Months | Morgan Stanley | 20.500.000 | PLN | 15. Jun. 2027 | (16.876) |
|  |  |  |  | USD | (1.127.176) |


#### Zu erhaltende Sicherheiten je Kontrahent
Zum 31. März 2022 gestaltete sich die Exponierung bei in Bezug auf Derivatkontrakte zu erhaltenden Sicherheiten je Kontrahent folgendermaßen:
| Art der	Wäh-	Summe erhaltene |
| --- |
| Teilfonds | Kontrahent | Sicherheit | rung | Sicherheiten |
| Schroder GAIA BlueTrend |  |  |  |  |
|  | Credit Suisse | Barmittel | EUR | 12 |
|  | Credit Suisse | Barmittel | HKD | 69 |
|  | Credit Suisse | Barmittel | USD | 3.828.837 |
|  | HSBC | Barmittel | USD | 1.910.000 |
|  | J.P. Morgan | Barmittel | CAD | 671.438 |
|  | J.P. Morgan | Barmittel | CHF | 673.969 |
|  | J.P. Morgan | Barmittel | EUR | 482.878 |
|  | J.P. Morgan | Barmittel | JPY | 43.179.992 |
|  | J.P. Morgan | Barmittel | MXN | 9.860.412 |
|  | J.P. Morgan | Barmittel | SEK | 12.610.826 |
|  | J.P. Morgan | Barmittel | USD | 11.530.620 |
|  | Morgan Stanley | Barmittel | AUD | 140.137 |
|  | Morgan Stanley | Barmittel | EUR | 310.353 |
|  | Morgan Stanley | Barmittel | JPY | 17.317.510 |
|  |  |  | USD | 21.852.228 |
| Schroder GAIA Egerton Equity | HSBC | Barmittel | EUR | 8.439.640 |
|  | Merrill Lynch | Barmittel | CAD | 4 |
|  | Morgan Stanley | Barmittel | CAD | 3 |
|  | Morgan Stanley | Barmittel | EUR | 10.518.998 |
|  | Morgan Stanley | Barmittel | SGD | 7 |
|  |  |  | EUR | 18.958.648 |
| Schroder GAIA Helix | Goldman Sachs | Barmittel | EUR | 2.013.825 |
|  | Goldman Sachs | Barmittel | GBP | 3.407.815 |
|  | Goldman Sachs | Barmittel | HKD | 967.140 |
|  | Goldman Sachs | Barmittel | USD | 7.020.452 |
|  | J.P. Morgan | Barmittel | CAD | 12.641 |
|  | J.P. Morgan | Barmittel | EUR | 5.506.479 |
|  | J.P. Morgan | Barmittel | GBP | 355 |
|  | J.P. Morgan | Barmittel | HKD | 2.572.469 |


#### Zu erhaltende Sicherheiten je Kontrahent (Forts.)
| Art der	Wäh-	Summe erhaltene |
| --- |
| Teilfonds | Kontrahent | Sicherheit | rung | Sicherheiten |
| Schroder GAIA Helix (Forts.) |  |  |  |  |
|  | J.P. Morgan | Barmittel | JPY | 20.827.573 |
|  | J.P. Morgan | Barmittel | USD | 19.263.565 |
|  |  |  | USD | 39.713.556 |
| Schroder GAIA Sirios US Equity |  |  |  |  |
|  | Bank of America | Barmittel | USD | 1.630.000 |
|  |  |  | USD | 1.630.000 |
| Schroder GAIA Two Sigma Diversified |  |  |  |  |
|  | Citi Bank | Barmittel | EUR | 1.614.943 |
|  | Morgan Stanley | Barmittel | CAD | 151.513 |
|  | Morgan Stanley | Barmittel | EUR | 26.752.141 |
|  | Morgan Stanley | Barmittel | JPY | 117.779.007 |
|  | Morgan Stanley | Barmittel | USD | 35.478.094 |
|  | Societe Generale | Barmittel | AUD | 10.178.420 |
|  | Societe Generale | Barmittel | CAD | 124.326 |
|  | Societe Generale | Barmittel | GBP | 8.876.024 |
|  | Societe Generale | Barmittel | SEK | 12.519.939 |
|  | Societe Generale | Barmittel | SGD | 344.364 |
|  | Societe Generale | Barmittel | USD | 1.950.125 |
|  | Societe Generale | Barmittel | ZAR | 284.815 |
|  |  |  | USD | 90.879.049 |
| Schroder GAIA UK Dynamic Absolute Return Fund |  |  |  |  |
|  | HSBC | Barmittel | GBP | 60.000 |
|  | Morgan Stanley | Barmittel | GBP | 342.131 |
|  | Morgan Stanley | Barmittel | USD | 10 |
|  |  |  | GBP | 402.139 |
| Schroder GAIA Wellington Pagosa |  |  |  |  |
|  | Barclays Bank | Barmittel | USD | 460.000 |
|  | BNP Paribas | Barmittel | USD | 720.000 |
|  | Deutsche Bank | Barmittel | USD | 40.000 |
|  | Goldman Sachs | Barmittel | USD | 30.000 |
|  | HSBC | Barmittel | USD | 1.830.000 |
|  | J.P. Morgan | Barmittel | USD | 1.500.000 |
|  | Merrill Lynch | Barmittel | USD | 160.000 |
|  | Morgan Stanley | Barmittel | CZK | 3.700 |
|  | Morgan Stanley | Barmittel | EUR | 1.194.591 |
|  | Morgan Stanley | Barmittel | GBP | 269.164 |
|  | Morgan Stanley | Barmittel | HUF | 386.146 |
|  | Morgan Stanley | Barmittel | NOK | 316 |
|  | Morgan Stanley | Barmittel | PLN | 4.743 |
|  | Morgan Stanley | Barmittel | SEK | 14 |
|  | Morgan Stanley | Barmittel | THB | 95.588 |
|  | Morgan Stanley | Barmittel | USD | 790.000 |
|  | Morgan Stanley | Barmittel | ZAR | 1.075 |
|  | Standard |  |  |  |
| Chartered Bank | Barmittel | USD | 230.000 |
| UBS | Barmittel | USD | 280.000 |
|  |  | USD | 7.720.549 |

Ausweis von Transaktionskosten
Die Transaktionskosten sind Provisionsgebühren der Broker sowie Steuern in Zusammenhang mit dem Kauf und Verkauf von übertragbaren Wertpapieren. Rententeilfonds weisen im Allgemeinen die Angabe null aus, da die Provisionsgebühren der Broker in der Spanne enthalten sind, die gemäß Anhang I, Schema B, Kapitel V der Richtlinie 2009/65/EG des Europäischen Parlaments von der Berechnung ausgeschlossen wird. Der auf die Transaktionskosten entfallende Teil der Anschaffungskosten bzw. des Verkaufspreises der jeweiligen Vermögenswerte und die Transaktionskosten der Depotbank sind in
dieser Tabelle nicht enthalten. Kosten für strukturierte Produkte sind im Marktwert enthalten.
Die Transaktionskosten für den Berichtszeitraum fielen wie folgt aus:
| Teilfonds | Währung | Provisionen |
| --- | --- | --- |
| Schroder GAIA BlueTrend | USD | 32.447 |
| Schroder GAIA Cat Bond | USD | 20.910 |
| Schroder GAIA Contour Tech Equity | USD | 303.114 |
| Schroder GAIA Egerton Equity | EUR | 196.238 |
| Schroder GAIA Helix | USD | 970.085 |
| Schroder GAIA Oaktree Credit | USD | – |
| Schroder GAIA Sirios US Equity | USD | 371.583 |
| Schroder GAIA Two Sigma Diversified | USD | 139.920 |
| Schroder GAIA UK Dynamic Absolute Return Fund | GBP | 25.767 |
| Schroder GAIA Wellington Pagosa | USD | 553.239 |
| Dividenden Während des Berichtszeitraums haben die folgenden Teilfonds Dividendenausschüttungen vorgenommen: |  |  |
| Stichtag Ex-Dividende-Tag Zahlungsdatum Teilfonds | Bruttoaus- schüttung Währung | Ausschüttung pro Anteil |
| 8. Okt. 2021 | 15. Okt. 2021 | 22. Okt. 2021 | Schroder GAIA Cat Bond Klasse F Aussch. | 134,81 | USD | 0,834065 |
|  |  |  | Schroder GAIA Cat Bond Klasse F Aussch. (in SGD abgesichert) | 529,76 | SGD | 1,110581 |
| 12. Nov. 2021 | 19. Nov. 2021 | 26. Nov. 2021 | Schroder GAIA Cat Bond Klasse F Aussch. | 585,44 | USD | 3,622100 |
|  |  |  | Schroder GAIA Cat Bond Klasse F Aussch. (in SGD abgesichert) | 2.304,03 | SGD | 4,830049 |
| 10. Dez. 2021 | 17. Dez. 2021 | 27. Dez. 2021 | Schroder GAIA Cat Bond Klasse F Aussch. | 484,26 | USD | 2,996102 |
|  |  |  | Schroder GAIA Cat Bond Klasse F Aussch. (in SGD abgesichert) | 1.906,62 | SGD | 3,996693 |
|  |  |  | Schroder GAIA Cat Bond Klasse IF Aussch. | 191.961,17 | USD | 9,970574 |
| 14. Jan. 2022 | 21. Jan. 2022 | 28. Jan. 2022 | Schroder GAIA Cat Bond Klasse F Aussch. | 616,43 | USD | 3,813834 |
|  |  |  | Schroder GAIA Cat Bond Klasse F Aussch. (in SGD abgesichert) | 2.406,79 | SGD | 5,044839 |
| 11. Feb. 2022 | 18. Feb. 2022 | 25. Feb. 2022 | Schroder GAIA Cat Bond Klasse F Aussch. | 474,09 | USD | 2,933181 |
|  |  |  | Schroder GAIA Cat Bond Klasse F Aussch. (in SGD abgesichert) | 1.000,14 | SGD | 3,915513 |
| 11. Mrz. 2022 | 18. Mrz. 2022 | 25. Mrz. 2022 | Schroder GAIA Cat Bond Klasse F Aussch. | 503,52 | USD | 3,115263 |
|  |  |  | Schroder GAIA Cat Bond Klasse F Aussch. (in SGD abgesichert) | 1.070,03 | SGD | 4,188658 |
|  |  |  | Schroder GAIA Cat Bond Klasse IF Aussch. | 259.273,09 | USD | 13,155949 |


#### Wechselkurs
Der folgende Wechselkurs wurde für die Berechnung des im Abschluss zum 31. März 2022 in EUR ausgewiesenen Gesamtbetrags verwendet: 1 Euro = 1,10625 US-Dollar
1 Euro = 0,84212 Pfund Sterling

#### Wesentliche Ereignisse während des Berichtszeitraums
Die Verwahr- und Verwaltungsstelle der Gesellschaft, Brown Brothers Harriman (Luxembourg) S.C.A. („BBH“), hat mit der State Street Corporation („State Street“) eine Vereinbarung getroffen, nach der State Street das Investor-Services-Geschäft von BBH übernehmen wird, das die Bereiche Verwahrung, Fondsbuchhaltung und -verwaltung, Transferstelle, Verwahrstelle, Devisen, Treuhänder und Wertpapierleihe umfasst. Der Abschluss der Transaktion unterliegt den üblichen Abschlussbedingungen und behördlichen Genehmigungen.

#### Ukraine/Russland-Sanktionen
Die Invasion der Ukraine durch Russland, die am 24. Februar begann, hat das Bewertungs-, Liquiditäts- und Marktrisiko für Wertpapiere erhöht, die von der Ukraine, Belarus und Russland sowie, in gewissem Umfang, von den meisten globalen Märkten begeben wurden. Zum Zeitpunkt dieses Berichts sind die Lösung dieses Konflikts und die potenziellen Auswirkungen auf die Fonds weiterhin ungewiss. Der Verwaltungsrat beobachtet die Situation in Bezug auf alle in unseren Fonds gehaltenen Wertpapiere sehr genau. Wertpapiere russischer Emittenten, die in unseren Fonds gehalten werden, werden weiterhin durch eine Reihe von Maßnahmen von Regierungen, Börsen und Gegenparteien, einschließlich Sanktionsmaßnahmen, beeinträchtigt, was zu erheblichen Bewertungs- und Liquiditätsproblemen führt. Der Handel an den russischen Märkten wurde ausgesetzt, und die Fonds werden auf absehbare Zeit nicht in Aktien aus Russland oder Belarus investieren. Der Verwaltungsrat wird weiterhin angemessene Bewertungsgrundsätze in Übereinstimmung mit unseren Preisbildungsprozessen anwenden. Aufgrund dieser Umstände und der Tatsache, dass wir nicht in der Lage sind, diese Vermögenswerte zu handeln oder zu übertragen, ist der Wert der russischen Wertpapiere in unseren Fonds auf ein Minimum gesunken, und dies wird sich voraussichtlich bis auf weiteres im NIW der betreffenden Fonds widerspiegeln.
Der folgende Teilfonds ist in russischen und ukrainischen Wertpapieren engagiert:
Schroder GAIA Helix

#### Ereignisse nach dem Bilanzstichtag
Am 11. Mai 2022 wurden die folgenden Anteilsklassen des Schroder GAIA Oaktree Credit aufgelegt:
Klasse A2 Aussch., Klasse A2 Aussch. (in CHF abgesichert), Klasse A2 Aussch. (in GBP abgesichert), Klasse C Aussch., Klasse C Aussch. (in CHF abgesichert), Klasse C Aussch. (in GBP abgesichert), Klasse E Aussch., Klasse E Aussch. (in CHF abgesichert) und Klasse E Aussch. (in GBP abgesichert).
| (in GBP abgesichert) Klasse I Thes. Klasse N Thes. | 199.111 Entfällt# | 1,17 % Entfällt# |
| --- | --- | --- |
| (in EUR abgesichert) | 23.541 | 0,64 % |
| Klasse N Thes. (in GBP abgesichert) | 2.094 | 1,17 % |
| Schroder GAIA Contour Tech Equity |  |  |
| Klasse A Thes. | 1.500 | 0,00 % |
| Klasse A Thes. In CHF abgesichert | 26 | 0,01 % |
| Klasse A Thes. In EUR abgesichert | 332 | 0,00 % |
| Klasse A Thes. In SGD abgesichert | 0 | 0,00 % |
| Klasse A1 Thes. | 275 | 0,01 % |
| Klasse C Thes. | 7.947 | 0,00 % |
| Klasse C Thes. In CHF abgesichert | 0 | 0,00 % |
| Klasse C Thes. In EUR abgesichert | 1.314 | 0,00 % |
| Klasse C Thes. In GBP abgesichert | 40 | 0,00 % |
| Klasse C Thes. In SEK abgesichert | 58 | 0,00 % |
| Klasse C Thes. In SGD abgesichert | 0 | 0,00 % |
| Klasse E Thes. | 98 | 0,00 % |
| Klasse E Thes. In CHF abgesichert | 0 | 0,00 % |
| Klasse E Thes. In EUR abgesichert | 0 | 0,00 % |
| Klasse E Thes. In GBP abgesichert | 0 | 0,00 % |
| Klasse E Thes. In SEK abgesichert | 0 | 0,00 % |
| Klasse E Thes. In SGD abgesichert | 0 | 0,00 % |
| Klasse I Thes. | Entfällt# | Entfällt# |

|  |  |  |
| --- | --- | --- |
| Klasse A Thes. | 0 | 0,00 % |
| Klasse A Thes. In CHF abgesichert | 0 | 0,00 % |
| Klasse A Thes. In EUR abgesichert | 0 | 0,00 % |
| Klasse A Thes. In SEK abgesichert | 0 | 0,00 % |
| Klasse A Thes. In SGD abgesichert | 0 | 0,00 % |
| Klasse C Thes. | 0 | 0,00 % |
| Klasse C Thes. In CHF abgesichert | 0 | 0,00 % |
| Klasse C Thes. In EUR abgesichert | 0 | 0,00 % |
| Klasse C Thes. In GBP abgesichert | 1 | 0,00 % |
| Klasse C Thes. In SEK abgesichert | 0 | 0,00 % |
| Klasse C Thes. In SGD abgesichert | 0 | 0,00 % |
| Klasse C1 Thes. | 0 | 0,00 % |
| Klasse C1 Thes. In CHF abgesichert | 0 | 0,00 % |
| Klasse C1 Thes. In EUR abgesichert | 0 | 0,00 % |
| Klasse E Thes. | 0 | 0,00 % |
| Klasse E Thes. In CHF abgesichert | 0 | 0,00 % |
| Klasse E Thes. In EUR abgesichert | 117 | 0,00 % |
| Klasse E Thes. In GBP abgesichert | 0 | 0,00 % |
| Klasse E Thes. In SGD abgesichert | 0 | 0,00 % |
| Klasse I Thes. | Entfällt# | Entfällt# |
| Klasse I Thes. In JPY abgesichert | Entfällt# | Entfällt# |
| Klasse IZ Thes. In GBP abgesichert | 0 | 0,00 % |
| Klasse S Aussch. | 0 | 0,00 % |
| Klasse S Aussch. In EUR abgesichert | 0 | 0,00 % |
| Klasse S Aussch. In GBP abgesichert | 0 | 0,00 % |
| Klasse X Thes. In EUR abgesichert | 0 | 0,00 % |


#### Berechnete Performancegebühren je Anteilsklasse
| Berechnete			Prozentualer Performance-		Anteil der Perfor- gebühren je	mancegebühren Anteilsklasse in auf Basis des durch- |  | Berechnete			Prozentualer Performance-		Anteil der Perfor- gebühren je	mancegebühren Anteilsklasse in auf Basis des durch- |
| --- | --- | --- |
| Teilfonds und Anteilsklassen | Fondswährung | schnittlichen NIW |  | Teilfonds und Anteilsklassen | Fondswährung | schnittlichen NIW |
| Schroder GAIA BlueTrend |  |  |  | Schroder GAIA Egerton Equity |  |  |
| Klasse A Thes. | 53.428 | 1,14 % |  | Klasse A Thes. | 34.908 | 0,03 % |
| Klasse A Thes. In CHF abgesichert | 61 | 0,13 % |  | Klasse A Thes. In GBP abgesichert | 2 | 0,00 % |
| Klasse A Thes. In EUR abgesichert | 145.413 | 0,32 % |  | Klasse A Thes. In USD abgesichert | 17.315 | 0,02 % |
| Klasse A Thes. In SGD abgesichert | 0 | 0,00 % |  | Klasse A Aussch. GBP | 0 | 0,00 % |
| Klasse C Thes. | 430.139 | 1,19 % |  | Klasse A1 Thes. | 0 | 0,00 % |
| Klasse C Thes. In BRL abgesichert | 396.988 | 1,53 % |  | Klasse A1 Thes. In USD abgesichert | 3.327 | 0,02 % |
| Klasse C Thes. In CHF abgesichert | 3.306 | 0,50 % |  | Klasse C Thes. | 606.240 | 0,16 % |
| Klasse C Thes. In EUR abgesichert | 167.758 | 0,73 % |  | Klasse C Thes. In GBP abgesichert | 9.205 | 0,02 % |
| Klasse C Thes. In GBP abgesichert | 648.449 | 1,16 % |  | Klasse C Thes. In USD abgesichert | 173.958 | 0,08 % |
| Klasse C Aussch. In GBP abgesichert | 277 | 1,11 % |  | Klasse C Aussch. | 4.133 | 0,27 % |
| Klasse E Thes. | 104.163 | 1,13 % |  | Klasse C Aussch. GBP | 1.284 | 0,05 % |
| Klasse E Thes. CHF | 0 | 0,00 % |  | Klasse E Thes. | 992 | 0,36 % |
| Klasse E Thes. In CHF abgesichert | 0 | 0,00 % |  | Klasse I Thes. | Entfällt# | Entfällt# |
| Klasse E Thes. In EUR abgesichert | 5.736 | 1,01 % |  | Klasse I Thes. In USD abgesichert | Entfällt# | Entfällt# |
| Klasse E Thes. GBP | 0 | 0,00 % |  | Klasse X Thes. | 2.970 | 0,00 % |
| Klasse E Thes. In GBP abgesichert | 0 | 0,00 % |  |  |  |  |
| Klasse E Aussch. |  |  |  | Schroder GAIA Helix |  |  |