# DERIVATIVE TRANSACTIONS
During the six months ended 30 September 2021, the Sub-Funds entered into written options, forward foreign currency contracts, futures contracts, contracts for difference and total return swaps.
As at 30 September 2021, Global Equity Enhanced Income Fund had the following written options outstanding:
| Description | Broker | Number of contracts | USD notional amount | USD exercise price | USD commitment | Expiration date | USD market value |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Call |  |  |  |  |  |  |  |
| DAX Index | Morgan Stanley & Company | (30) | (4,943) | 16,300 | 2,652,956 | 1/10/2021 | 0 |
| MXEA Index | Morgan Stanley & Company | (6) | (2,514) | 2,450 | 26,619 | 1/10/2021 | 0 |
| MXEF Index | Morgan Stanley & Company | (15) | (1,755) | 1,400 | 64,734 | 1/10/2021 | 0 |
| RUTW Index | Morgan Stanley & Company | (3) | (2,247) | 2,415 | 2,226 | 1/10/2021 | 0 |
| SPXW Index | Morgan Stanley & Company | (19) | (16,320) | 4,645 | 13,101 | 1/10/2021 | 0 |
| DAX Index | Morgan Stanley & Company | (14) | (1,797) | 16,300 | 1,238,046 | 8/10/2021 | (158) |
| MXEA Index | Morgan Stanley & Company | (12) | (2,748) | 2,440 | 55,650 | 8/10/2021 | 0 |
| MXEF Index | Morgan Stanley & Company | (11) | (429) | 1,440 | 40,477 | 8/10/2021 | 0 |
| RUTW Index | Morgan Stanley & Company | (5) | (3,995) | 2,370 | 26,125 | 8/10/2021 | (350) |
| SPXW Index | Morgan Stanley & Company | (18) | (15,641) | 4,620 | 53,995 | 8/10/2021 | (495) |
| DAX Index | Morgan Stanley & Company | (8) | (1,278) | 16,250 | 707,455 | 15/10/2021 | (199) |
| DJX Index | Morgan Stanley & Company | (83) | (5,309) | 360 | 93,053 | 15/10/2021 | (1,204) |
| MXEA Index | Morgan Stanley & Company | (4) | (16) | 2,490 | 15,758 | 15/10/2021 | 0 |
| MXEF Index | Morgan Stanley & Company | (17) | (237) | 1,390 | 49,544 | 15/10/2021 | (2) |
| SPXW Index | Morgan Stanley & Company | (14) | (13,925) | 4,585 | 93,564 | 15/10/2021 | (945) |
| SX5E Index | Morgan Stanley & Company | (15) | (1,490) | 4,300 | 703,728 | 15/10/2021 | (156) |
| UKX Index | Morgan Stanley & Company | (17) | (2,775) | 7,250 | 1,624,346 | 15/10/2021 | (4,352) |
| MXEA Index | Morgan Stanley & Company | (19) | (10,810) | 2,410 | 112,625 | 22/10/2021 | (1,188) |
| RUTW Index | Morgan Stanley & Company | (17) | (16,472) | 2,370 | 306,575 | 22/10/2021 | (6,970) |
| SPXW Index | Morgan Stanley & Company | (16) | (17,423) | 4,575 | 174,798 | 22/10/2021 | (2,000) |
|  |  |  |  |  |  |  | (18,019) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
As at 30 September 2021, Global Equity Enhanced Income Fund had segregated cash of USD 21,288 for written options contracts. This amount is included in Cash at banks in the Statement of assets and liabilities. As at 30 September 2021, Global Equity Enhanced Income Fund had segregated securities as collateral of USD 33,406,601, before haircut, for open written options. These securities are included in the Portfolio of investments.
As at 30 September 2021, the following Sub-Funds had forward foreign currency contracts outstanding:
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2 Degree Global Equity Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,735 EUR | 10,357 USD | 10,119 USD | (238) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,735 EUR | 10,357 USD | 10,119 USD | (238) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 184 EUR | 219 USD | 214 USD | (5) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 184 EUR | 219 USD | 214 USD | (5) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 186 EUR | 219 USD | 216 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 186 EUR | 219 USD | 216 USD | (3) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (30) EUR | 35 USD | 34 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (30) EUR | 35 USD | 34 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (195) EUR | 228 USD | 227 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (195) EUR | 228 USD | 227 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (234) EUR | 275 USD | 271 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (234) EUR | 275 USD | 272 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (182) EUR | 214 USD | 210 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (182) EUR | 214 USD | 210 USD | 4 USD |
| Alternative Risk Premia Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,432 CHF | 9,220 USD | 9,048 USD | (172) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 7,678 EUR | 9,104 USD | 8,895 USD | (209) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 6,563 GBP | 9,046 USD | 8,843 USD | (203) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 5,498,000 BRL | 1,036,633 USD | 1,006,884 USD | (29,749) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 8,684,000 CAD | 6,859,612 USD | 6,855,967 USD | (3,645) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 2,063,000 CZK | 95,773 USD | 94,249 USD | (1,524) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 1,526,000 EUR | 1,804,132 USD | 1,768,199 USD | (35,933) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 78,708,000 HUF | 265,233 USD | 253,531 USD | (11,702) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 107,038,000 INR | 1,449,437 USD | 1,439,395 USD | (10,042) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 259,968,000 JPY | 2,367,679 USD | 2,336,107 USD | (31,572) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 24,837,000 MXN | 1,239,455 USD | 1,200,115 USD | (39,340) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 1,945,000 NZD | 1,384,208 USD | 1,342,609 USD | (41,599) USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 104,618,000 RUB | 1,424,413 USD | 1,433,005 USD | 8,592 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | 16,586,000 ZAR | 1,166,627 USD | 1,098,948 USD | (67,679) USD |
|  | Economic hedging | Barclays Bank PLC | 21/10/2021 | 29,794,626,000 IDR | 2,080,688 USD | 2,078,108 USD | (2,580) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (104) CHF | 113 USD | 111 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (26) EUR | 31 USD | 30 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (66) GBP | 90 USD | 88 USD | 2 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (9,428,000) AUD | 6,956,249 USD | 6,816,443 USD | 139,806 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (6,327,000) CHF | 6,897,669 USD | 6,791,775 USD | 105,894 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (384,705,000) CLP | 484,405 USD | 473,720 USD | 10,685 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (4,363,000) GBP | 6,038,784 USD | 5,878,818 USD | 159,966 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (1,237,457,000) KRW | 1,057,728 USD | 1,044,839 USD | 12,889 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (44,151,000) NOK | 5,092,310 USD | 5,049,963 USD | 42,347 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (4,371,000) PLN | 1,136,226 USD | 1,098,971 USD | 37,255 USD |
|  | Economic hedging | Barclays Bank PLC | 20/10/2021 | (46,761,000) SEK | 5,431,096 USD | 5,342,067 USD | 89,029 USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| China A Focus Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 8/10/2021 | 122,667 SEK | 14,041 USD | 14,012 USD | (29) USD |
|  | Currency hedging | Brown Brothers Harriman | 8/10/2021 | 2,534 SEK | 290 USD | 289 USD | (1) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 12/10/2021 | (1,235) SEK | 140 USD | 141 USD | (1) USD |
| Climate Transition Global Investment Grade Credit Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,222 CHF | 11,177 USD | 10,969 USD | (208) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,222 CHF | 11,177 USD | 10,969 USD | (208) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 38 CHF | 42 USD | 41 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 38 CHF | 42 USD | 41 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 9,293 EUR | 11,018 USD | 10,765 USD | (253) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 9,293 EUR | 11,018 USD | 10,765 USD | (253) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,433 EUR | 9,998 USD | 9,769 USD | (229) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 134 EUR | 159 USD | 156 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 134 EUR | 159 USD | 155 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 36 EUR | 43 USD | 42 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 38,204,333 GBP | 52,658,369 USD | 51,476,664 USD | (1,181,705) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 3,822,189 GBP | 5,268,256 USD | 5,150,031 USD | (118,225) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 409,508 GBP | 564,698 USD | 551,773 USD | (12,925) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 40,962 GBP | 56,485 USD | 55,192 USD | (1,293) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,134 GBP | 11,211 USD | 10,960 USD | (251) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 87 GBP | 120 USD | 117 USD | (3) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (117) EUR | 136 USD | 135 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (117) EUR | 136 USD | 135 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (48,219) GBP | 65,028 USD | 64,970 USD | 58 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (17,000) GBP | 23,154 USD | 22,906 USD | 248 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (395,184) GBP | 532,947 USD | 532,472 USD | 475 USD |
|  | Economic hedging | State Street Bank | 27/10/2021 | (650,000) CAD | 507,624 USD | 513,167 USD | (5,543) USD |
|  | Economic hedging | State Street Bank | 27/10/2021 | (22,200,000) EUR | 26,062,549 USD | 25,726,901 USD | 335,648 USD |
|  | Economic hedging | State Street Bank | 27/10/2021 | (4,250,000) GBP | 5,798,016 USD | 5,726,621 USD | 71,395 USD |
| Emerging Markets Equity Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,091 CHF | 13,221 USD | 12,975 USD | (246) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,082 CHF | 13,212 USD | 12,966 USD | (246) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 294 CHF | 319 USD | 315 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 294 CHF | 318 USD | 315 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 100 CHF | 110 USD | 108 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 100 CHF | 110 USD | 108 USD | (2) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (349) CHF | 375 USD | 374 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (349) CHF | 375 USD | 374 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (242) CHF | 262 USD | 260 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (242) CHF | 262 USD | 260 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (425) CHF | 460 USD | 456 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (425) CHF | 459 USD | 455 USD | 4 USD |
| Emerging Markets Equity Income Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 11,513 CHF | 12,590 USD | 12,356 USD | (234) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 11,513 CHF | 12,590 USD | 12,356 USD | (234) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 253 CHF | 274 USD | 271 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 253 CHF | 274 USD | 271 USD | (3) USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Emerging Markets Equity Income Fund (continued) |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 96 CHF | 105 USD | 103 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 96 CHF | 105 USD | 103 USD | (2) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (230) CHF | 247 USD | 246 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (230) CHF | 247 USD | 246 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (465) CHF | 502 USD | 498 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (465) CHF | 503 USD | 500 USD | 3 USD |
| EUR Investment Grade Credit Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 113,981,249 CHF | 105,125,188 EUR | 105,430,615 EUR | 305,427 EUR |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,014,463) CHF | 935,424 EUR | 938,361 EUR | (2,937) EUR |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,192,586) CHF | 1,101,677 EUR | 1,103,121 EUR | (1,444) EUR |
|  | Economic hedging | State Street Bank | 27/10/2021 | (2,000,000) GBP | 2,325,507 EUR | 2,325,876 EUR | (369) EUR |
|  | Economic hedging | State Street Bank | 27/10/2021 | (2,000,000) USD | 1,703,572 EUR | 1,724,924 EUR | (21,352) EUR |
| EUR Short Duration Credit Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,151 GBP | 1,339 EUR | 1,340 EUR | 1 EUR |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 7,797 GBP | 9,067 EUR | 9,071 EUR | 4 EUR |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 36 USD | 31 EUR | 32 EUR | 1 EUR |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 37 USD | 31 EUR | 32 EUR | 1 EUR |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,754 USD | 9,071 EUR | 9,279 EUR | 208 EUR |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,772 USD | 9,085 EUR | 9,293 EUR | 208 EUR |
| Sell | Economic hedging | State Street Bank | 27/10/2021 | (4,200,000) GBP | 4,883,683 EUR | 4,884,340 EUR | (657) EUR |
|  | Economic hedging | State Street Bank | 27/10/2021 | (800,000) USD | 681,150 EUR | 689,969 EUR | (8,819) EUR |
| Global Equity Enhanced Income Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,536,979 SGD | 1,887,186 USD | 1,868,435 USD | (18,751) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 67,095 SGD | 49,673 USD | 49,415 USD | (258) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 13,055 SGD | 9,712 USD | 9,615 USD | (97) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (78,088) SGD | 57,797 USD | 57,511 USD | 286 USD |
| Global Factor Enhanced Equity Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 13,186 CHF | 14,419 USD | 14,137 USD | (282) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 13,186 CHF | 14,419 USD | 14,137 USD | (282) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 281 CHF | 304 USD | 301 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 281 CHF | 304 USD | 301 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,329 EUR | 14,617 USD | 14,289 USD | (328) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,329 EUR | 14,617 USD | 14,289 USD | (328) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 265 EUR | 311 USD | 307 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 265 EUR | 311 USD | 307 USD | (4) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (302) CHF | 325 USD | 324 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (302) CHF | 325 USD | 324 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (262) CHF | 283 USD | 281 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (262) CHF | 283 USD | 281 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (156) CHF | 171 USD | 168 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (156) CHF | 171 USD | 168 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (38) EUR | 45 USD | 44 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (38) EUR | 45 USD | 44 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (285) EUR | 332 USD | 330 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (285) EUR | 332 USD | 330 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (250) EUR | 293 USD | 289 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (250) EUR | 293 USD | 290 USD | 3 USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Global Long/Short Equity Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 14,719,344 AUD | 10,873,018 USD | 10,641,477 USD | (231,541) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 490,230 AUD | 362,302 USD | 354,416 USD | (7,886) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 11,444 CHF | 12,514 USD | 12,281 USD | (233) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 11,444 CHF | 12,514 USD | 12,281 USD | (233) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 43 CHF | 47 USD | 46 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 43 CHF | 47 USD | 46 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 4,885,880 EUR | 5,792,793 USD | 5,659,914 USD | (132,879) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 70,577 EUR | 83,654 USD | 81,757 USD | (1,897) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,610 EUR | 12,579 USD | 12,290 USD | (289) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 153 EUR | 182 USD | 178 USD | (4) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (305,232) AUD | 224,548 USD | 220,670 USD | 3,878 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (232) CHF | 252 USD | 249 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (232) CHF | 252 USD | 249 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (217) EUR | 255 USD | 250 USD | 5 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (109,501) EUR | 128,229 USD | 126,848 USD | 1,381 USD |
| Global Small Cap Equity Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,790 CHF | 13,986 USD | 13,726 USD | (260) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 364 CHF | 394 USD | 390 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 107 CHF | 117 USD | 115 USD | (2) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (379) CHF | 410 USD | 407 USD | 3 USD |
| Small Cap Innovation Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 15,365 CHF | 16,802 USD | 16,489 USD | (313) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 412 CHF | 451 USD | 442 USD | (9) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 354 CHF | 382 USD | 379 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 54,584 EUR | 64,715 USD | 63,230 USD | (1,485) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 16,438 EUR | 19,489 USD | 19,042 USD | (447) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,471 EUR | 1,747 USD | 1,704 USD | (43) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,269 EUR | 1,487 USD | 1,470 USD | (17) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 443 EUR | 526 USD | 513 USD | (13) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 382 EUR | 448 USD | 443 USD | (5) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (613) CHF | 660 USD | 658 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (305) CHF | 330 USD | 328 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (180) CHF | 197 USD | 193 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (360) CHF | 391 USD | 387 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (50) EUR | 59 USD | 58 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (663) EUR | 771 USD | 767 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (166) EUR | 197 USD | 193 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (333) EUR | 391 USD | 386 USD | 5 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (388) EUR | 459 USD | 450 USD | 9 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (2,200) EUR | 2,561 USD | 2,548 USD | 13 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,106) EUR | 1,298 USD | 1,281 USD | 17 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,289) EUR | 1,523 USD | 1,493 USD | 30 USD |
| U.S. All Cap Growth Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 88,398 CHF | 96,757 USD | 94,861 USD | (1,896) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 89,902 CHF | 98,306 USD | 96,475 USD | (1,831) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 34,845,875 EUR | 41,313,931 USD | 40,366,242 USD | (947,689) USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| U.S. All Cap Growth Fund (continued) |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 4,712,376 EUR | 5,587,083 USD | 5,458,922 USD | (128,161) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,162,427 EUR | 2,563,815 USD | 2,505,004 USD | (58,811) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 794,815 EUR | 945,030 USD | 920,732 USD | (24,298) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 224,444 EUR | 265,344 USD | 260,001 USD | (5,343) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 179,703 EUR | 212,497 USD | 208,171 USD | (4,326) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 367,646 EUR | 430,115 USD | 425,889 USD | (4,226) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 113,763 EUR | 135,264 USD | 131,786 USD | (3,478) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 85,852 EUR | 101,582 USD | 99,453 USD | (2,129) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 54,267 EUR | 64,107 USD | 62,864 USD | (1,243) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 55,733 EUR | 65,442 USD | 64,562 USD | (880) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 31,874 EUR | 37,653 USD | 36,923 USD | (730) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 40,667 EUR | 47,714 USD | 47,109 USD | (605) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 21,822 EUR | 25,852 USD | 25,279 USD | (573) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 37,992 EUR | 44,521 USD | 44,010 USD | (511) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 15,973 EUR | 18,989 USD | 18,504 USD | (485) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 16,888 EUR | 19,959 USD | 19,564 USD | (395) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 400,994 EUR | 464,907 USD | 464,521 USD | (386) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 16,324 EUR | 19,280 USD | 18,911 USD | (369) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 13,524 EUR | 15,824 USD | 15,667 USD | (157) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,923 EUR | 3,441 USD | 3,386 USD | (55) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,873 EUR | 3,372 USD | 3,329 USD | (43) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,736 EUR | 3,211 USD | 3,170 USD | (41) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,807 EUR | 2,120 USD | 2,093 USD | (27) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,200 EUR | 2,572 USD | 2,549 USD | (23) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 897 EUR | 1,061 USD | 1,039 USD | (22) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,020 EUR | 1,195 USD | 1,181 USD | (14) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 570 EUR | 671 USD | 660 USD | (11) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 660 EUR | 775 USD | 764 USD | (11) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 371 EUR | 440 USD | 430 USD | (10) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 478 EUR | 559 USD | 554 USD | (5) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 240 EUR | 282 USD | 278 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 149 EUR | 176 USD | 172 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 140 EUR | 166 USD | 163 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 117 EUR | 138 USD | 135 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 124 EUR | 147 USD | 144 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 40 EUR | 47 USD | 46 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 29 EUR | 35 USD | 34 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 57 EUR | 67 USD | 66 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 56 EUR | 66 USD | 65 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 534,368 SGD | 397,501 USD | 393,552 USD | (3,949) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 29,354 SGD | 21,874 USD | 21,619 USD | (255) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,279 SGD | 9,152 USD | 9,043 USD | (109) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 19,979 SGD | 14,816 USD | 14,714 USD | (102) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 20,095 SGD | 14,900 USD | 14,800 USD | (100) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 34,400 SGD | 25,415 USD | 25,335 USD | (80) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 21,948 SGD | 16,227 USD | 16,164 USD | (63) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 3,933 SGD | 2,930 USD | 2,897 USD | (33) USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| U.S. All Cap Growth Fund (continued) |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 3,550 SGD | 2,644 USD | 2,615 USD | (29) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 6,716 SGD | 4,971 USD | 4,946 USD | (25) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,374 SGD | 1,766 USD | 1,748 USD | (18) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,962 SGD | 1,459 USD | 1,446 USD | (13) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,363 SGD | 1,013 USD | 1,004 USD | (9) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 800 SGD | 597 USD | 590 USD | (7) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 360 SGD | 266 USD | 265 USD | (1) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (449) CHF | 490 USD | 481 USD | 9 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (8,091) CHF | 8,704 USD | 8,682 USD | 22 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (25) EUR | 29 USD | 28 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (69) EUR | 81 USD | 80 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (78) EUR | 92 USD | 91 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (81) EUR | 95 USD | 93 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (151) EUR | 177 USD | 175 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (302) EUR | 353 USD | 349 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (270) EUR | 317 USD | 313 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (249) EUR | 293 USD | 288 USD | 5 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (428) EUR | 501 USD | 496 USD | 5 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (213) EUR | 252 USD | 247 USD | 5 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (244) EUR | 288 USD | 282 USD | 6 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (5,978) EUR | 6,931 USD | 6,925 USD | 6 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (369) EUR | 434 USD | 428 USD | 6 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (319) EUR | 378 USD | 370 USD | 8 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (340) EUR | 404 USD | 394 USD | 10 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (366) EUR | 435 USD | 424 USD | 11 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (521) EUR | 616 USD | 603 USD | 13 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (763) EUR | 901 USD | 884 USD | 17 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (7,349) EUR | 8,710 USD | 8,512 USD | 198 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (7,883) EUR | 9,366 USD | 9,132 USD | 234 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (16,798) EUR | 19,709 USD | 19,459 USD | 250 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (30,623) EUR | 35,792 USD | 35,474 USD | 318 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (15,956) EUR | 18,864 USD | 18,484 USD | 380 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (96,207) EUR | 112,010 USD | 111,449 USD | 561 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (20,974) EUR | 24,861 USD | 24,297 USD | 564 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (21,519) EUR | 25,494 USD | 24,929 USD | 565 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (113,473) EUR | 132,112 USD | 131,450 USD | 662 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (48,697) EUR | 57,140 USD | 56,413 USD | 727 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (87,187) EUR | 102,302 USD | 100,999 USD | 1,303 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (99,772) EUR | 117,645 USD | 115,578 USD | 2,067 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (108,622) EUR | 128,749 USD | 125,830 USD | 2,919 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,467,778) EUR | 1,708,870 USD | 1,700,306 USD | 8,564 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (743,289) EUR | 876,438 USD | 861,043 USD | 15,395 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (2,020,329) EUR | 2,388,490 USD | 2,340,395 USD | 48,095 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (28,465) SGD | 20,951 USD | 20,964 USD | (13) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (11,480) SGD | 8,547 USD | 8,455 USD | 92 USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| U.S. Large Cap Growth Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 14,045 EUR | 16,652 USD | 16,270 USD | (382) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 342 EUR | 407 USD | 396 USD | (11) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 331 EUR | 388 USD | 383 USD | (5) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (45) EUR | 54 USD | 53 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (617) EUR | 718 USD | 714 USD | 4 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (484) EUR | 568 USD | 561 USD | 7 USD |
| U.S. Select Equity Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 15,364 EUR | 18,216 USD | 17,797 USD | (419) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 15,067 EUR | 17,864 USD | 17,454 USD | (410) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 412 EUR | 484 USD | 478 USD | (6) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 405 EUR | 475 USD | 469 USD | (6) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (52) EUR | 62 USD | 61 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (53) EUR | 63 USD | 62 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (399) EUR | 469 USD | 463 USD | 6 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (408) EUR | 478 USD | 471 USD | 7 USD |
| U.S. Short-Term High Yield Bond Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 13,809 EUR | 16,372 USD | 15,996 USD | (376) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 9,246 EUR | 10,962 USD | 10,711 USD | (251) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 5,921 EUR | 7,020 USD | 6,859 USD | (161) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 199 EUR | 236 USD | 231 USD | (5) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 133 EUR | 158 USD | 154 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 85 EUR | 101 USD | 99 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 41 EUR | 48 USD | 47 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 23,473,336 GBP | 32,354,120 USD | 31,628,062 USD | (726,058) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 249,882 GBP | 344,579 USD | 336,692 USD | (7,887) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 127,574 GBP | 176,319 USD | 171,894 USD | (4,425) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 2,972 GBP | 4,112 USD | 4,004 USD | (108) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 248 GBP | 338 USD | 333 USD | (5) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 122 GBP | 169 USD | 165 USD | (4) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 49 GBP | 67 USD | 66 USD | (1) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (43) EUR | 50 USD | 49 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (120) GBP | 165 USD | 162 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,389) GBP | 1,918 USD | 1,872 USD | 46 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (9,250) GBP | 12,807 USD | 12,463 USD | 344 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (61,026) GBP | 84,133 USD | 82,227 USD | 1,906 USD |
| USD Investment Grade Credit Fund |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 9,901 CHF | 10,826 USD | 10,624 USD | (202) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 112 CHF | 122 USD | 120 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 339,782,246 EUR | 402,852,286USD | 393,611,352 USD | (9,240,934)USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 58,095,082 EUR | 68,878,633 USD | 67,298,642 USD | (1,579,991) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,381,536 EUR | 12,192,502 USD | 12,026,204 USD | (166,298) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 3,755,571 EUR | 4,443,911 USD | 4,350,538 USD | (93,373) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 3,010,553 EUR | 3,555,644 USD | 3,487,492 USD | (68,152) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 852,063 EUR | 1,012,937 USD | 987,049 USD | (25,888) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 664,314 EUR | 786,072 USD | 769,555 USD | (16,517) USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| USD Investment Grade Credit Fund (continued) |
| Buy | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 488,961 EUR | 575,666 USD | 566,423 USD | (9,243) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 276,448 EUR | 327,507 USD | 320,244 USD | (7,263) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 242,753 EUR | 287,813 USD | 281,211 USD | (6,602) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 459,385 EUR | 537,441 USD | 532,161 USD | (5,280) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 95,287 EUR | 111,819 USD | 110,383 USD | (1,436) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 24,720 EUR | 28,968 USD | 28,636 USD | (332) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,851 EUR | 12,893 USD | 12,571 USD | (322) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 11,367 EUR | 13,450 USD | 13,168 USD | (282) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,117 EUR | 11,995 USD | 11,720 USD | (275) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 9,270 EUR | 10,990 USD | 10,738 USD | (252) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,719 EUR | 10,337 USD | 10,100 USD | (237) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,887 EUR | 10,496 USD | 10,295 USD | (201) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 8,135 EUR | 9,617 USD | 9,423 USD | (194) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 4,832 EUR | 5,670 USD | 5,598 USD | (72) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 856 EUR | 1,001 USD | 991 USD | (10) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 359 EUR | 424 USD | 416 USD | (8) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 561 EUR | 655 USD | 649 USD | (6) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 102 EUR | 121 USD | 118 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 106 EUR | 125 USD | 122 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 89 EUR | 105 USD | 103 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 149 EUR | 174 USD | 172 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 42 EUR | 49 USD | 48 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 722,690 GBP | 996,108 USD | 973,754 USD | (22,354) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 69,135 GBP | 95,291 USD | 93,153 USD | (2,138) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 7,905 GBP | 10,895 USD | 10,651 USD | (244) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 754 GBP | 1,043 USD | 1,016 USD | (27) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 260 GBP | 357 USD | 351 USD | (6) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 90 GBP | 124 USD | 121 USD | (3) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 1,622,647,034 JPY | 14,755,280 USD | 14,580,008 USD | (175,272) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 20,880,939 JPY | 191,043 USD | 187,622 USD | (3,421) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 13,035,043 JPY | 118,237 USD | 117,125 USD | (1,112) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 12,718,463 JPY | 114,589 USD | 114,280 USD | (309) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 723,247 JPY | 6,579 USD | 6,498 USD | (81) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 720,899 JPY | 6,509 USD | 6,477 USD | (32) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 25,751 JPY | 234 USD | 232 USD | (2) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 10,774 JPY | 98 USD | 97 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 16,631,127 JPY | 149,201 USD | 149,436 USD | 235 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 11,212 SGD | 8,341 USD | 8,258 USD | (83) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | 114 SGD | 85 USD | 84 USD | (1) USD |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (124) CHF | 136 USD | 134 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (101) EUR | 118 USD | 117 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (118) EUR | 137 USD | 136 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (135) EUR | 157 USD | 156 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (31) EUR | 37 USD | 36 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (33) EUR | 39 USD | 38 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (36) EUR | 43 USD | 42 USD | 1 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (72) EUR | 84 USD | 83 USD | 1 USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Purpose | Counterparty | Maturity date | Contracts to receive/deliver | Cost | Market value | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| USD Investment Grade Credit Fund (continued) |
| Sell | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (71) EUR | 85 USD | 83 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (77) EUR | 91 USD | 89 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (120) EUR | 140 USD | 138 USD | 2 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,129) EUR | 1,329 USD | 1,308 USD | 21 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (828) EUR | 981 USD | 959 USD | 22 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (941) EUR | 1,115 USD | 1,090 USD | 25 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,918) EUR | 2,280 USD | 2,222 USD | 58 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (232,266) EUR | 269,286 USD | 269,062 USD | 224 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (24,168) EUR | 28,358 USD | 27,997 USD | 361 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (35,620) EUR | 42,120 USD | 41,263 USD | 857 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (40,819) EUR | 48,221 USD | 47,286 USD | 935 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (69,292) EUR | 81,379 USD | 80,269 USD | 1,110 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (115,457) EUR | 134,947 USD | 133,747 USD | 1,200 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (106,284) EUR | 124,356 USD | 123,122 USD | 1,234 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (173,678) EUR | 205,258 USD | 201,193 USD | 4,065 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (844,826) EUR | 983,595 USD | 978,666 USD | 4,929 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (208,385) EUR | 246,998 USD | 241,398 USD | 5,600 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (5,063,454) EUR | 5,895,161 USD | 5,865,618 USD | 29,543 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (1,160,572) EUR | 1,375,622 USD | 1,344,432 USD | 31,190 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (80) GBP | 110 USD | 107 USD | 3 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (8,739) GBP | 11,785 USD | 11,774 USD | 11 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (474) GBP | 650 USD | 639 USD | 11 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (695) GBP | 958 USD | 936 USD | 22 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (6,533) GBP | 9,009 USD | 8,803 USD | 206 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (39,181) GBP | 53,769 USD | 52,792 USD | 977 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (23,831,562) JPY | 213,827 USD | 214,134 USD | (307) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (81,781) JPY | 734 USD | 735 USD | (1) USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (3,128,632) JPY | 28,369 USD | 28,112 USD | 257 USD |
|  | Currency hedging | Brown Brothers Harriman | 7/10/2021 | (12,123,923) JPY | 110,245 USD | 108,937 USD | 1,308 USD |

As at 30 September 2021, the following Sub-Funds had open futures contracts:
| Contract type | Type | Broker | Maturity date | Commitment amount | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund |
| 82 Short | Euro-Bund Futures | Goldman Sachs & Company LLC | 8/12/2021 | (9,746,095) USD | 265,355 USD |
| 68 Short | Canadian 10 Year Bond Futures | Goldman Sachs & Company LLC | 20/12/2021 | (5,302,293) USD | 142,271 USD |
| 59 Short | 10 Year U.S. Treasury Note | Goldman Sachs & Company LLC | 21/12/2021 | (6,530,102) USD | 106,477 USD |
| 10 Short | Long Gilt Futures | Goldman Sachs & Company LLC | 29/12/2021 | (1,799,534) USD | 46,145 USD |
| 6 Long | CAC40 10 Euro Futures | Goldman Sachs & Company LLC | 15/10/2021 | 524,741 USD | (12,462) USD |
| 3 Long | TOPIX Index Futures | Goldman Sachs & Company LLC | 9/12/2021 | 4,918 USD | 24,341 USD |
| 21 Long | Japanese 10 Year Bond (OSE) Futures | Goldman Sachs & Company LLC | 13/12/2021 | 19,050,290 USD | (79,249) USD |
| 124 Long | Australian 10 Year Bond Futures | Goldman Sachs & Company LLC | 15/12/2021 | 9,168,756 USD | (232,597) USD |
| 2 Long | S&P/TSX 60 Index Futures | Goldman Sachs & Company LLC | 16/12/2021 | 298,228 USD | (10,959) USD |
| 3 Long | SPI 200 Futures | Goldman Sachs & Company LLC | 16/12/2021 | 285,880 USD | (3,633) USD |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Contract type | Type | Broker | Maturity date | Commitment amount | Value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| 1 Long | DAX Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 512,826 USD | (11,062) USD |
| 3 Long | E-Mini Russell 2000 Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 330,120 USD | (5,303) USD |
| 9 Long | Euro STOXX 50 Futures | Goldman Sachs & Company LLC | 17/12/2021 | 488,835 USD | (12,119) USD |
| 5 Long | FTSE 100 Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 642,092 USD | 2,533 USD |
| 6 Long | MSCI Emerging Markets Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 373,680 USD | (14,604) USD |
| 1 Long | NASDAQ 100 E-Mini Futures | Goldman Sachs & Company LLC | 17/12/2021 | 293,650 USD | (14,941) USD |
| 2 Long | S&P 500 E-Mini Futures | Goldman Sachs & Company LLC | 17/12/2021 | 429,775 USD | (16,125) USD |
| EUR Investment Grade Credit Fund |
| 9 Short | Euro-Bund Futures | Société Générale S.A. | 8/12/2021 | (923,463) EUR | 24,390 EUR |
| 10 Short | 10 Year U.S. Treasury Note | Société Générale S.A. | 21/12/2021 | (955,000) EUR | 14,561 EUR |
| 17 Long | Euro-BOBL Futures | Société Générale S.A. | 8/12/2021 | 1,749,317 EUR | (14,450) EUR |
| 29 Long | Euro-Schatz Futures | Société Générale S.A. | 8/12/2021 | 2,939,643 EUR | (2,465) EUR |
| EUR Short Duration Credit Fund |
| 22 Short | Euro-BOBL Futures | Société Générale S.A. | 8/12/2021 | (2,263,822) EUR | 18,700 EUR |
| 19 Short | Euro-Bund Futures | Société Générale S.A. | 8/12/2021 | (1,949,533) EUR | 51,490 EUR |
| 13 Short | Long Gilt Futures | Société Générale S.A. | 29/12/2021 | (2,019,969) EUR | 54,448 EUR |
| 187 Long | Euro-Schatz Futures | Société Générale S.A. | 8/12/2021 | 18,955,629 EUR | (15,895) EUR |
| Global Equity Enhanced Income Fund |
| 9 Long | S&P 500 E-Mini Futures | Goldman Sachs & Company LLC | 17/12/2021 | 1,933,988 USD | (64,250) USD |
| Global Factor Enhanced Equity Fund |
| 25 Long | MSCI World Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 756,750 USD | (17,455) USD |

As at 30 September 2021, Alternative Risk Premia Fund, Global Equity Enhanced Income Fund and Global Factor Enhanced Equity Fund had segregated cash of USD 1,981,799, USD 129,000 and USD 288,746, respectively, for open futures contracts. These amounts are included in Cash at banks in the Statement of assets and liabilities.
As at 30 September 2021, the following Sub-Funds had contracts for difference outstanding:
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund |
| USD | 3i Group plc | Long | 225 | 3,865 | (50) |
| USD | 888 Holdings plc | Long | 1,995 | 11,559 | 66 |
| USD | AO Smith Corporation | Long | 579 | 35,360 | (1,974) |
| USD | A10 Networks Incorporated | Long | 383 | 5,163 | (96) |
| USD | AAR Corporation | Long | 104 | 3,373 | 60 |
| USD | Acerinox SA | Long | 766 | 9,818 | (210) |
| USD | Adecco Group AG | Long | 1,154 | 57,822 | (2,045) |
| USD | ADTRAN Incorporated | Long | 342 | 6,416 | (62) |
| USD | Advance Auto Parts Incorporated | Long | 21 | 4,387 | 109 |
| USD | AdvanSix Incorporated | Long | 230 | 9,143 | 1,003 |
| USD | Aecon Group Incorporated | Long | 200 | 3,027 | (174) |
| USD | AGNC Investment Corporation | Long | 258 | 4,069 | (36) |
| USD | Akatsuki Incorporated | Long | 100 | 2,857 | (92) |
| USD | Alexander’s Incorporated | Long | 4 | 1,042 | 16 |
| USD | Alkermes plc | Long | 468 | 14,433 | 571 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Alleghany Corporation | Long | 51 | 31,845 | (153) |
| USD | Allscripts Healthcare Solutions Incorporated | Long | 368 | 4,920 | (173) |
| USD | Alpen Company Limited | Long | 100 | 2,780 | (243) |
| USD | ALSO Holding AG | Long | 40 | 11,537 | (411) |
| USD | AltaGas Limited | Long | 200 | 3,946 | (5) |
| USD | Altus Group Limited | Long | 100 | 4,879 | (47) |
| USD | AMCO - Asset Management Company SpA | Long | 36 | 0 | (165) |
| USD | AMERCO | Long | 136 | 87,860 | (31) |
| USD | American Financial Group Incorporated | Long | 582 | 73,233 | (2,596) |
| USD | AMERISAFE Incorporated | Long | 53 | 2,976 | 112 |
| USD | AMN Healthcare Services Incorporated | Long | 49 | 5,623 | 245 |
| USD | Amneal Pharmaceuticals Incorporated | Long | 186 | 993 | 73 |
| USD | Amphastar Pharmaceuticals Incorporated | Long | 407 | 7,737 | 122 |
| USD | Ampol Limited | Long | 8,269 | 165,029 | 8,274 |
| USD | AnaptysBio Incorporated | Long | 223 | 6,048 | 125 |
| USD | Andersons Incorporated | Long | 211 | 6,505 | 471 |
| USD | Antares Pharma Incorporated | Long | 3,143 | 11,441 | (94) |
| USD | APERAM SA | Long | 167 | 9,258 | (98) |
| USD | Apogee Enterprises Incorporated | Long | 178 | 6,721 | (297) |
| USD | Apria Incorporated | Long | 61 | 2,266 | (9) |
| USD | ArcBest Corporation | Long | 84 | 6,869 | 662 |
| USD | ArcelorMittal SA | Long | 123 | 3,765 | 153 |
| USD | Archer-Daniels-Midland Company | Long | 1,769 | 106,158 | (902) |
| USD | Argo Blockchain plc | Long | 1,336 | 2,083 | (969) |
| USD | Arjo AB | Long | 463 | 5,702 | (316) |
| USD | Arrow Electronics Incorporated | Long | 1,299 | 145,865 | 2,299 |
| USD | Atco Limited | Long | 7,000 | 224,546 | 2,130 |
| USD | Atrion Corporation | Long | 10 | 6,975 | (120) |
| USD | AURELIUS Equity Opportunities SE & Co KGaA | Long | 148 | 4,528 | 64 |
| USD | Aurubis AG | Long | 189 | 14,193 | 242 |
| USD | AusNet Services Limited | Long | 2,956 | 5,351 | 299 |
| USD | Austal Limited | Long | 3,488 | 4,684 | 441 |
| USD | Auto Trader Group plc | Long | 16,454 | 129,760 | (6,936) |
| USD | AutoCanada Incorporated | Long | 100 | 3,663 | 81 |
| USD | Avaya Holdings Corporation | Long | 62 | 1,227 | 39 |
| USD | Avex Incorporated | Long | 1,700 | 22,747 | (583) |
| USD | Avid Bioservices Incorporated | Long | 403 | 8,693 | 600 |
| USD | Avid Technology Incorporated | Long | 310 | 8,965 | 595 |
| USD | Avnet Incorporated | Long | 123 | 4,547 | 34 |
| USD | Axfood AB | Long | 270 | 6,455 | (253) |
| USD | AZZ Incorporated | Long | 218 | 11,598 | 434 |
| USD | Bachem Holding AG | Long | 10 | 7,642 | (489) |
| USD | Basilea Pharmaceutica AG | Long | 508 | 23,568 | (1,466) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Bayerische Motoren Werke AG | Long | 218 | 16,537 | 560 |
| USD | Bechtle AG | Long | 1,432 | 97,942 | (10,082) |
| USD | BellRing Brands Incorporated | Long | 611 | 18,788 | (287) |
| USD | BeNEXT Group Incorporated | Long | 300 | 3,504 | (152) |
| USD | Bentley Systems Incorporated | Long | 354 | 21,467 | (1,154) |
| USD | Bezeq The Israel Telecommunication Corporation Limited | Long | 3,795 | 4,466 | (16) |
| USD | Biesse SpA | Long | 200 | 6,228 | (461) |
| USD | Bilia AB | Long | 52 | 938 | (12) |
| USD | BioDelivery Sciences International Incorporated | Long | 2,131 | 7,693 | (597) |
| USD | Biogen Incorporated | Long | 13 | 3,679 | (202) |
| USD | Blueprint Medicines Corporation | Long | 30 | 3,084 | (71) |
| USD | BlueScope Steel Limited | Long | 6,090 | 88,242 | (8,112) |
| USD | BM Technologies Incorporated | Long | 12 | 107 | (2) |
| USD | Booz Allen Hamilton Holding Corporation | Long | 183 | 14,521 | (88) |
| USD | Bravura Solutions Limited | Long | 1,003 | 2,200 | (30) |
| USD | Brenntag SE | Long | 41 | 3,809 | (91) |
| USD | Broadridge Financial Solutions Incorporated | Long | 1,176 | 195,969 | 2,587 |
| USD | Bruker Corporation | Long | 59 | 4,608 | (271) |
| USD | Bucher Industries AG | Long | 23 | 10,921 | (215) |
| USD | Bunge Limited | Long | 2,225 | 180,937 | 9,345 |
| USD | Bytes Technology Group plc | Long | 3,696 | 25,249 | (1,569) |
| USD | Cambium Networks Corporation | Long | 99 | 3,583 | 171 |
| USD | Camden Property Trust | Long | 27 | 3,982 | (33) |
| USD | Canadian Apartment Properties Real Estate Investment Trust | Long | 100 | 4,667 | (22) |
| USD | Canadian Utilities Limited | Long | 200 | 5,389 | (21) |
| USD | Capcom Company Limited | Long | 600 | 16,672 | (1,654) |
| USD | Capgemini SE | Long | 18 | 3,733 | (259) |
| USD | CareDx Incorporated | Long | 26 | 1,648 | (11) |
| USD | Carl Zeiss Meditec AG | Long | 140 | 26,817 | (4,752) |
| USD | Carlyle Group Incorporated | Long | 2,034 | 96,168 | 529 |
| USD | Carrefour SA | Long | 222 | 3,979 | 162 |
| USD | Carriage Services Incorporated | Long | 155 | 6,911 | (50) |
| USD | Catalyst Pharmaceuticals Incorporated | Long | 2,605 | 13,807 | 1,172 |
| USD | Cboe Global Markets Incorporated | Long | 221 | 27,373 | 466 |
| USD | CBRE Group Incorporated | Long | 291 | 28,332 | 824 |
| USD | CDW Corporation | Long | 21 | 3,822 | (121) |
| USD | Celanese Corporation | Long | 125 | 18,830 | 681 |
| USD | Central Garden & Pet Company | Long | 179 | 8,592 | 415 |
| USD | Cerner Corporation | Long | 2,211 | 155,920 | (7,009) |
| USD | CH Robinson Worldwide Incorporated | Long | 450 | 39,150 | 81 |
| USD | ChannelAdvisor Corporation | Long | 144 | 3,633 | (145) |
| USD | Charles River Laboratories International Incorporated | Long | 9 | 3,714 | (183) |
| USD | Chatwork Company Limited | Long | 200 | 1,966 | (156) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | ChemoMetec Company | Long | 141 | 21,594 | 498 |
| USD | Chewy Incorporated | Long | 245 | 16,687 | (1,842) |
| USD | Chiba Bank Limited | Long | 700 | 4,536 | (21) |
| USD | Chow Tai Fook Jewellery Group Limited | Long | 9,000 | 17,116 | (592) |
| USD | Cincinnati Financial Corporation | Long | 34 | 3,883 | (2) |
| USD | Citi Trends Incorporated | Long | 48 | 3,502 | 114 |
| USD | CK Infrastructure Holdings Limited | Long | 1,500 | 8,366 | 121 |
| USD | Coca-Cola Consolidated Incorporated | Long | 5 | 1,971 | 61 |
| USD | Cognizant Technology Solutions Corporation | Long | 54 | 4,007 | (46) |
| USD | Cognyte Software Limited | Long | 601 | 12,351 | (2,260) |
| USD | Cohen & Steers Incorporated | Long | 170 | 14,241 | (104) |
| USD | Collegium Pharmaceutical Incorporated | Long | 61 | 1,204 | 7 |
| USD | Commercial Metals Company | Long | 68 | 2,071 | 52 |
| USD | CommVault Systems Incorporated | Long | 88 | 6,627 | 136 |
| USD | Computacenter plc | Long | 403 | 14,659 | (774) |
| USD | Comture Corporation | Long | 100 | 2,774 | (157) |
| USD | Concordia Financial Group Limited | Long | 1,100 | 4,330 | (129) |
| USD | Conduent Incorporated | Long | 348 | 2,293 | 73 |
| USD | Construction Partners Incorporated | Long | 32 | 1,068 | 4 |
| USD | Corcept Therapeutics Incorporated | Long | 245 | 4,822 | (179) |
| USD | CorVel Corporation | Long | 74 | 13,780 | 907 |
| USD | Cosmo Energy Holdings Company | Long | 100 | 2,264 | 98 |
| USD | Covestro AG | Long | 62 | 4,225 | 235 |
| USD | Cranswick plc | Long | 45 | 2,166 | (55) |
| USD | CRE Logistics Real Estate Investment Trust Incorporated | Long | 1 | 1,861 | (60) |
| USD | CSR Limited | Long | 596 | 2,369 | (99) |
| USD | CVS Group plc | Long | 152 | 4,937 | (188) |
| USD | CyberAgent Incorporated | Long | 200 | 3,859 | (146) |
| USD | CytomX Therapeutics Incorporated | Long | 770 | 3,919 | (77) |
| USD | Daetwyler Holding AG | Long | 16 | 5,673 | 31 |
| USD | Daito Trust Construction Company Limited | Long | 1,400 | 164,231 | (2,716) |
| USD | Daiwabo Holdings Company Limited | Long | 400 | 6,404 | (805) |
| USD | Darden Restaurants Incorporated | Long | 28 | 4,241 | 78 |
| USD | Dassault Aviation SA | Long | 40 | 4,513 | 206 |
| USD | DCC plc | Long | 441 | 36,764 | (1,176) |
| USD | Demant AS | Long | 70 | 3,527 | (233) |
| USD | Dentsply Sirona Incorporated | Long | 67 | 3,889 | (107) |
| USD | Dexerials Corporation | Long | 200 | 3,923 | (253) |
| USD | DiaSorin SpA | Long | 18 | 3,769 | (460) |
| USD | Dicerna Pharmaceuticals Incorporated | Long | 87 | 1,754 | (57) |
| USD | Dillard’s Incorporated | Long | 22 | 3,795 | (594) |
| USD | Direct Line Insurance Group plc | Long | 12,333 | 48,124 | (761) |
| USD | DKSH Holding AG | Long | 43 | 3,363 | (45) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Domino’s Pizza Enterprises Limited | Long | 410 | 46,895 | 689 |
| USD | Domino’s Pizza Incorporated | Long | 180 | 85,853 | (3,618) |
| USD | Domo Incorporated | Long | 34 | 2,871 | 251 |
| USD | Donnelley Financial Solutions Incorporated | Long | 217 | 7,513 | 334 |
| USD | Draegerwerk AG & Co KGaA | Long | 179 | 14,670 | (24) |
| USD | Drax Group plc | Long | 3,970 | 25,772 | (878) |
| USD | Dropbox Incorporated | Long | 2,693 | 78,689 | (2,397) |
| USD | Dynex Capital Incorporated | Long | 896 | 15,483 | (161) |
| USD | Eagle Pharmaceuticals Incorporated | Long | 539 | 30,065 | 3,638 |
| USD | eBay Incorporated | Long | 55 | 3,832 | (176) |
| USD | Echo Global Logistics Incorporated | Long | 215 | 10,258 | (17) |
| USD | Eckert & Ziegler Strahlen- und Medizintechnik AG | Long | 35 | 4,505 | (629) |
| USD | El Pollo Loco Holdings Incorporated | Long | 362 | 6,118 | (94) |
| USD | Elior Group | Long | 246 | 1,954 | 100 |
| USD | Emergent BioSolutions Incorporated | Long | 43 | 2,153 | (270) |
| USD | Emmi AG | Long | 9 | 9,300 | (347) |
| USD | Empire Company Limited | Long | 4,800 | 146,281 | 2,748 |
| USD | Employers Holdings Incorporated | Long | 214 | 8,451 | 263 |
| USD | Enagas SA | Long | 119 | 2,645 | 12 |
| USD | Encore Wire Corporation | Long | 160 | 15,173 | 1,590 |
| USD | ENEOS Holdings Incorporated | Long | 1,100 | 4,469 | (153) |
| USD | Entain plc | Long | 1,145 | 32,703 | 2,705 |
| USD | EPAM Systems Incorporated | Long | 99 | 56,478 | (3,446) |
| USD | eRex Company Limited | Long | 100 | 2,221 | (372) |
| USD | Esprinet SpA | Long | 887 | 11,582 | (1,076) |
| USD | Ethan Allen Interiors Incorporated | Long | 182 | 4,313 | (86) |
| USD | Everest Re Group Limited | Long | 11 | 2,759 | (28) |
| USD | Evolent Health Incorporated | Long | 42 | 1,302 | 224 |
| USD | Evraz plc | Long | 19,814 | 157,204 | 3,652 |
| USD | ExlService Holdings Incorporated | Long | 42 | 5,171 | 124 |
| USD | eXp World Holdings Incorporated | Long | 46 | 1,829 | (159) |
| USD | Expeditors International of Washington Incorporated | Long | 404 | 48,129 | (840) |
| USD | Extra Space Storage Incorporated | Long | 374 | 62,828 | (4,555) |
| USD | Fair Isaac Corporation | Long | 9 | 3,581 | (258) |
| USD | Ferrexpo plc | Long | 2,074 | 9,144 | 248 |
| USD | Fifth Third Bancorp | Long | 70 | 2,971 | 273 |
| USD | FirstCash Incorporated | Long | 12 | 1,050 | 13 |
| USD | FirstService Corporation | Long | 600 | 108,479 | (3,268) |
| USD | Fox Corporation | Long | 178 | 10,789 | 782 |
| USD | Fresh Del Monte Produce Incorporated | Long | 410 | 13,210 | 738 |
| USD | Fuchs Petralub SE | Long | 4,612 | 215,936 | (9,437) |
| USD | Fuji Electric Company Limited | Long | 800 | 36,405 | (1,068) |
| USD | G1 Therapeutics Incorporated | Long | 277 | 3,717 | (465) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Galenica AG | Long | 53 | 3,739 | (333) |
| USD | Gamma Communications plc | Long | 391 | 9,589 | (102) |
| USD | Gartner Incorporated | Long | 40 | 12,155 | (316) |
| USD | Generac Holdings Incorporated | Long | 9 | 3,678 | (113) |
| USD | Genus plc | Long | 586 | 42,840 | (2,565) |
| USD | Gildan Activewear Incorporated | Long | 100 | 3,654 | (11) |
| USD | Glanbia plc | Long | 643 | 10,635 | (450) |
| USD | GLP J-Real Estate Investment Trust | Long | 3 | 4,938 | (327) |
| USD | GN Store Nord AS | Long | 32 | 2,213 | (185) |
| USD | GNI Group Limited | Long | 100 | 1,470 | 101 |
| USD | GrainCorp Limited | Long | 708 | 3,195 | (61) |
| USD | Granite Construction Incorporated | Long | 97 | 3,836 | 52 |
| USD | Greggs plc | Long | 101 | 3,982 | (152) |
| USD | Greif Incorporated | Long | 12 | 775 | 38 |
| USD | Grifols SA | Long | 168 | 4,102 | (275) |
| USD | Group 1 Automotive Incorporated | Long | 17 | 3,194 | 172 |
| USD | H&R Block Incorporated | Long | 404 | 10,100 | (109) |
| USD | H.I.S. Company Limited | Long | 100 | 2,634 | 384 |
| USD | H2O Retailing Corporation | Long | 200 | 1,729 | 3 |
| USD | Hakuhodo DY Holdings Incorporated | Long | 3,300 | 56,790 | (671) |
| USD | Halozyme Therapeutics Incorporated | Long | 139 | 5,655 | (76) |
| USD | Hanwa Company Limited | Long | 400 | 12,363 | (749) |
| USD | HEICO Corporation | Long | 20 | 2,637 | 86 |
| USD | Heidrick & Struggles International Incorporated | Long | 144 | 6,427 | 516 |
| USD | Henry Schein Incorporated | Long | 53 | 4,036 | 10 |
| USD | Hershey Company | Long | 23 | 3,893 | (96) |
| USD | Hibbett Incorporated | Long | 56 | 3,961 | (431) |
| USD | Hikma Pharmaceuticals plc | Long | 3,282 | 107,965 | 813 |
| USD | Hino Motors Limited | Long | 500 | 4,643 | 18 |
| USD | Hisamitsu Pharmaceutical Company Incorporated | Long | 300 | 11,347 | (555) |
| USD | HKT Trust & HKT Limited | Long | 2,000 | 2,735 | (9) |
| USD | HNI Corporation | Long | 29 | 1,065 | 8 |
| USD | Homology Medicines Incorporated | Long | 548 | 4,313 | (203) |
| USD | Horizon Therapeutics plc | Long | 131 | 14,350 | 199 |
| USD | Houghton Mifflin Harcourt Company | Long | 77 | 1,034 | 15 |
| USD | Huntington Bancshares Incorporated | Long | 272 | 4,205 | 283 |
| USD | Huntington Ingalls Industries Incorporated | Long | 816 | 157,537 | (465) |
| USD | Idemitsu Kosan Company Limited | Long | 5,200 | 136,795 | (470) |
| USD | IDEXX Laboratories Incorporated | Long | 84 | 52,240 | (3,182) |
| USD | iFast Corporation Limited | Long | 300 | 2,066 | (91) |
| USD | IGM Financial Incorporated | Long | 100 | 3,573 | (40) |
| USD | ImmunityBio Incorporated | Long | 95 | 925 | 10 |
| USD | ImmunoGen Incorporated | Long | 333 | 1,888 | (20) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Incyte Corporation | Long | 34 | 2,339 | (242) |
| USD | Industrial Logistics Properties Trust | Long | 612 | 15,551 | (263) |
| USD | Ingles Markets Incorporated | Long | 301 | 19,875 | 614 |
| USD | Inmode Limited | Long | 67 | 10,683 | 1,219 |
| USD | Innoviva Incorporated | Long | 297 | 4,963 | 249 |
| USD | Inogen Incorporated | Long | 92 | 3,964 | (306) |
| USD | Instalco AB | Long | 52 | 2,388 | (215) |
| USD | Intercept Pharmaceuticals Incorporated | Long | 366 | 5,435 | (121) |
| USD | Interpublic Group of Companies Incorporated | Long | 111 | 4,070 | 50 |
| USD | Invesco Limited | Long | 826 | 19,915 | 116 |
| USD | Ipsen SA | Long | 889 | 84,713 | (1,233) |
| USD | Iron Mountain Incorporated | Long | 714 | 31,023 | (664) |
| USD | Ironwood Pharmaceuticals Incorporated | Long | 1,499 | 19,577 | 1,064 |
| USD | Israel Discount Bank Limited | Long | 795 | 4,197 | (183) |
| USD | Ito En Limited | Long | 200 | 13,267 | (867) |
| USD | Itochu Techno-Solutions Corporation | Long | 100 | 3,247 | (190) |
| USD | JM Smucker Company | Long | 44 | 5,281 | (99) |
| USD | J Sainsbury plc | Long | 44,425 | 170,271 | (4,056) |
| USD | Jack Henry & Associates Incorporated | Long | 32 | 5,250 | (171) |
| USD | Jacobs Engineering Group Incorporated | Long | 162 | 21,470 | 753 |
| USD | Japan Investment Adviser Company Limited | Long | 300 | 3,637 | 5 |
| USD | Jazz Pharmaceuticals plc | Long | 683 | 88,933 | 1,072 |
| USD | JB Hunt Transport Services Incorporated | Long | 602 | 100,666 | (1,126) |
| USD | Jet2 plc | Long | 315 | 5,458 | 10 |
| USD | John B Sanfilippo & Son Incorporated | Long | 207 | 16,916 | 381 |
| USD | Johnson Matthey plc | Long | 1,023 | 36,702 | (41) |
| USD | J-Stream Incorporated | Long | 400 | 4,165 | (470) |
| USD | Jumbo Interactive Limited | Long | 324 | 3,717 | 275 |
| USD | Juniper Networks Incorporated | Long | 142 | 3,908 | (4) |
| USD | K92 Mining | Long | 300 | 1,442 | (43) |
| USD | Kainos Group plc | Long | 196 | 4,957 | (182) |
| USD | Kakaku.com Incorporated | Long | 800 | 25,834 | (1,229) |
| USD | Kambi Group plc | Long | 197 | 4,694 | (141) |
| USD | Kamigumi Company Limited | Long | 100 | 2,096 | (97) |
| USD | Karyopharm Therapeutics Incorporated | Long | 178 | 1,036 | (48) |
| USD | Katitas Company Limited | Long | 200 | 7,050 | (355) |
| USD | KeePer Technical Laboratory Company Limited | Long | 100 | 3,027 | (457) |
| USD | Kesko OYJ | Long | 102 | 3,518 | (300) |
| USD | Keyera Corporation | Long | 200 | 5,032 | 12 |
| USD | Kforce Incorporated | Long | 527 | 31,430 | 206 |
| USD | Kindred Group plc | Long | 327 | 4,904 | (1,312) |
| USD | Kingfisher plc | Long | 3,078 | 13,894 | (1,599) |
| USD | Kloeckner & Company SE | Long | 322 | 4,007 | 274 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Knight-Swift Transportation Holdings Incorporated | Long | 1,635 | 83,630 | (932) |
| USD | Koei Tecmo Holdings Company Limited | Long | 400 | 18,987 | (2,489) |
| USD | Koninklijke KPN NV | Long | 1,291 | 4,062 | (87) |
| USD | Kontoor Brands Incorporated | Long | 44 | 2,198 | (79) |
| USD | Koshidaka Holdings Company Limited | Long | 600 | 3,641 | 447 |
| USD | Kroger Company | Long | 811 | 32,789 | 16 |
| USD | Kura Sushi Incorporated | Long | 100 | 3,604 | (35) |
| USD | La Francaise des Jeux SAEM | Long | 4,095 | 210,553 | (2,867) |
| USD | Laboratory Corporation of America Holdings | Long | 21 | 5,910 | (262) |
| USD | Labrador Iron Ore Royalty Corporation | Long | 200 | 5,561 | (357) |
| USD | Landstar System Incorporated | Long | 194 | 30,617 | (200) |
| USD | Lennox International Incorporated | Long | 172 | 50,597 | (2,191) |
| USD | Leopalace21 Corporation | Long | 4,000 | 8,891 | (605) |
| USD | LeoVegas AB | Long | 3,817 | 14,847 | (1,029) |
| USD | Lindsay Corporation | Long | 13 | 1,973 | 29 |
| USD | Logitech International SA | Long | 76 | 6,762 | (493) |
| USD | Lovesac Company | Long | 10 | 661 | (20) |
| USD | Macnica Fuji Electronics Holdings Incorporated | Long | 800 | 18,618 | (1,755) |
| USD | Macquarie Infrastructure Corporation | Long | 230 | 9,329 | 120 |
| USD | Marcus & Millichap Incorporated | Long | 450 | 18,279 | 954 |
| USD | MarineMax Incorporated | Long | 43 | 2,086 | 2 |
| USD | Marten Transport Limited | Long | 66 | 1,036 | 36 |
| USD | Maximus Incorporated | Long | 55 | 4,576 | 47 |
| USD | Mazda Motor Corporation | Long | 7,000 | 60,578 | 817 |
| USD | McDonald’s Holdings Company Japan Limited | Long | 500 | 23,589 | (470) |
| USD | MCJ Company Limited | Long | 700 | 7,543 | (779) |
| USD | MediaAlpha Incorporated | Long | 160 | 2,989 | (122) |
| USD | Medibank Private Limited | Long | 81,061 | 206,966 | 942 |
| USD | Medical Data Vision Company Limited | Long | 200 | 2,763 | (141) |
| USD | Medifast Incorporated | Long | 29 | 5,587 | (695) |
| USD | Medipal Holdings Corporation | Long | 200 | 3,764 | (255) |
| USD | Medtecs International Corporation Limited | Long | 14,100 | 3,998 | 136 |
| USD | MegaChips Corporation | Long | 300 | 8,988 | (504) |
| USD | Melexis NV | Long | 16 | 1,698 | (125) |
| USD | Merck KGaA | Long | 393 | 85,061 | (5,243) |
| USD | Mercury General Corporation | Long | 149 | 8,295 | (142) |
| USD | Meridian Bioscience Incorporated | Long | 141 | 2,713 | (58) |
| USD | Mettler-Toledo International Incorporated | Long | 3 | 4,132 | (449) |
| USD | Mid-America Apartment Communities Incorporated | Long | 21 | 3,922 | (28) |
| USD | MIRAI Corporation | Long | 22 | 10,615 | (413) |
| USD | Mission Produce Incorporated | Long | 65 | 1,195 | (79) |
| USD | Mitsubishi Gas Chemical Company Incorporated | Long | 2,500 | 49,299 | (4,413) |
| USD | Mitsui Chemicals Incorporated | Long | 100 | 3,341 | (257) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Modine Manufacturing Company | Long | 458 | 5,189 | 60 |
| USD | Moelis & Company | Long | 212 | 13,116 | 367 |
| USD | Molina Healthcare Incorporated | Long | 191 | 51,820 | (1,161) |
| USD | Monogatari Corporation | Long | 200 | 14,019 | 341 |
| USD | Motorola Solutions Incorporated | Long | 17 | 3,949 | (33) |
| USD | Movado Group Incorporated | Long | 204 | 6,424 | (177) |
| USD | Mueller Industries Incorporated | Long | 132 | 5,425 | 17 |
| USD | MYR Group Incorporated | Long | 168 | 16,716 | (433) |
| USD | Myriad Genetics Incorporated | Long | 272 | 8,783 | (264) |
| USD | Nabtesco Corporation | Long | 400 | 15,124 | (1,914) |
| USD | Natus Medical Incorporated | Long | 419 | 10,509 | 285 |
| USD | NeoPhotonics Corporation | Long | 229 | 1,995 | 14 |
| USD | NextGen Healthcare Incorporated | Long | 68 | 959 | (46) |
| USD | NH Foods Limited | Long | 1,700 | 64,199 | (3,788) |
| USD | NIB Holdings Limited | Long | 4,097 | 20,182 | 128 |
| USD | Nippon Express Company Limited | Long | 500 | 34,435 | (2,636) |
| USD | Nippon Gas Company Limited | Long | 400 | 5,494 | (685) |
| USD | Nomura Real Estate Holdings Incorporated | Long | 800 | 20,799 | (195) |
| USD | North West Company | Long | 300 | 8,010 | (69) |
| USD | NortonLifeLock Incorporated | Long | 2,827 | 71,523 | 198 |
| USD | Old Dominion Freight Line Incorporated | Long | 321 | 91,800 | (1,769) |
| USD | Onex Corporation | Long | 100 | 7,069 | 44 |
| USD | Organogenesis Holdings Incorporated | Long | 606 | 8,629 | (915) |
| USD | Orion OYJ | Long | 2,528 | 100,086 | (2,237) |
| USD | Orora Limited | Long | 14,924 | 32,887 | (1,585) |
| USD | Orthofix Medical Incorporated | Long | 96 | 3,660 | (82) |
| USD | Otsuka Corporation | Long | 200 | 10,285 | (508) |
| USD | Owens & Minor Incorporated | Long | 234 | 7,322 | (517) |
| USD | Pacific Basin Shipping Limited | Long | 3,000 | 1,389 | (183) |
| USD | Pagegroup plc | Long | 1,571 | 13,145 | (553) |
| USD | Pandora AS | Long | 313 | 37,998 | (1,995) |
| USD | Papa John’s International Incorporated | Long | 79 | 10,032 | (123) |
| USD | Par Pacific Holdings Incorporated | Long | 66 | 1,038 | 77 |
| USD | Parkland Corporation | Long | 2,400 | 67,437 | 2,911 |
| USD | Paychex Incorporated | Long | 513 | 57,687 | 2,088 |
| USD | PC Connection Incorporated | Long | 214 | 9,422 | (36) |
| USD | PDL BioPharma Incorporated | Long | 1,963 | 6,772 | 1,924 |
| USD | Pentair plc | Long | 2,204 | 160,077 | (5,907) |
| USD | PeptiDream Incorporated | Long | 100 | 3,264 | (192) |
| USD | Persol Holdings Company Limited | Long | 3,400 | 84,759 | 131 |
| USD | PetMed Express Incorporated | Long | 82 | 2,203 | (21) |
| USD | Pharma Foods International Company Limited | Long | 400 | 9,562 | (460) |
| USD | Phibro Animal Health Corporation | Long | 972 | 20,937 | 136 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Pigeon Corporation | Long | 1,300 | 30,222 | (3,857) |
| USD | Platinum Asset Management Limited | Long | 1,469 | 3,686 | (47) |
| USD | Plus500 Limited | Long | 635 | 11,893 | (206) |
| USD | Pola Orbis Holdings Incorporated | Long | 6,400 | 147,314 | (4,038) |
| USD | PostNL NV | Long | 391 | 1,887 | (49) |
| USD | Power Assets Holdings Limited | Long | 1,000 | 5,862 | (26) |
| USD | PR TIMES Incorporated | Long | 300 | 8,496 | 141 |
| USD | Precigen Incorporated | Long | 325 | 1,622 | (146) |
| USD | Precision BioSciences Incorporated | Long | 224 | 2,585 | (193) |
| USD | Prestige Consumer Healthcare Incorporated | Long | 267 | 14,981 | 953 |
| USD | Prima Meat Packers Limited | Long | 400 | 10,133 | (970) |
| USD | Pro Medicus Limited | Long | 66 | 2,560 | (261) |
| USD | Proximus SADP | Long | 8,449 | 167,666 | 1,783 |
| USD | Prysmian SpA | Long | 108 | 3,772 | (125) |
| USD | Public Storage | Long | 13 | 3,862 | (196) |
| USD | QT Group OYJ | Long | 43 | 7,232 | (660) |
| USD | Quanex Building Products Corporation | Long | 359 | 7,686 | (18) |
| USD | QuinStreet Incorporated | Long | 75 | 1,317 | (3) |
| USD | Radius Health Incorporated | Long | 1,314 | 16,307 | 223 |
| USD | Rakus Company Limited | Long | 100 | 3,543 | (698) |
| USD | Randstad NV | Long | 1,968 | 132,500 | (3,255) |
| USD | Ratos AB | Long | 1,384 | 8,102 | (256) |
| USD | Realogy Holdings Corporation | Long | 125 | 2,193 | 96 |
| USD | Recordati Industria Chimica e Farmaceutica SpA | Long | 204 | 11,824 | (151) |
| USD | Red Electrica Corporation SA | Long | 202 | 4,053 | (63) |
| USD | Redwood Trust Incorporated | Long | 202 | 2,604 | 91 |
| USD | Regions Financial Corporation | Long | 132 | 2,813 | 284 |
| USD | Remy Cointreau SA | Long | 21 | 4,075 | 48 |
| USD | Revolve Group Incorporated | Long | 20 | 1,235 | (50) |
| USD | Rigel Pharmaceuticals Incorporated | Long | 3,265 | 11,852 | (294) |
| USD | Robert Half International Incorporated | Long | 1,697 | 170,260 | (611) |
| USD | Rollins Incorporated | Long | 105 | 3,710 | (184) |
| USD | Rush Enterprises Incorporated | Long | 287 | 12,961 | 720 |
| USD | Russel Metals Incorporated | Long | 600 | 14,387 | 107 |
| USD | Ryoyo Electro Corporation | Long | 300 | 6,289 | (231) |
| USD | Safety Insurance Group Incorporated | Long | 204 | 16,167 | 306 |
| USD | Sage Group plc | Long | 406 | 3,866 | (230) |
| USD | Sanderson Farms Incorporated | Long | 93 | 17,503 | (242) |
| USD | Sandfire | Long | 209 | 12 | 12 |
| USD | Sandfire Resources Limited | Long | 209 | 815 | (90) |
| USD | Saras SpA | Long | 9,260 | 8,990 | 1,052 |
| USD | Savills plc | Long | 783 | 14,253 | (183) |
| USD | SB Technology Corporation | Long | 300 | 8,140 | (215) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | US USD market	ap value	(de | D value of unrealised preciation/ preciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Schneider National Incorporated | Long | 543 | 12,348 | 239 |
| USD | Schnitzer Steel Industries Incorporated | Long | 396 | 17,349 | 1,580 |
| USD | SCSK Corporation | Long | 2,700 | 57,107 | (4,361) |
| USD | Seagate Technology Holdings plc | Long | 47 | 3,878 | (20) |
| USD | Sealed Air Corporation | Long | 68 | 3,726 | (95) |
| USD | Securitas AB | Long | 8,888 | 140,676 | 4,710 |
| USD | SEI Investments Company | Long | 2,478 | 146,945 | 3,122 |
| USD | Senko Group Holdings Company Limited | Long | 2,200 | 20,134 | (958) |
| USD | Sensata Technologies Holding plc | Long | 71 | 3,885 | (41) |
| USD | Sensient Technologies Corporation | Long | 125 | 11,385 | 154 |
| USD | SeSa SpA | Long | 6 | 1,080 | (106) |
| USD | Shizuoka Bank Limited | Long | 6,600 | 54,227 | (1,697) |
| USD | Shyft Group Incorporated | Long | 391 | 14,862 | (958) |
| USD | Sims Metal Management Limited | Long | 1,784 | 16,758 | (9) |
| USD | Singapore Exchange Limited | Long | 22,300 | 163,255 | (2,474) |
| USD | Singapore Technologies Engineering Limited | Long | 1,500 | 4,187 | 1 |
| USD | Sleep Number Corporation | Long | 32 | 2,991 | (14) |
| USD | SMART Global Holdings Incorporated | Long | 51 | 2,270 | (177) |
| USD | Smith & Wesson Brands Incorporated | Long | 78 | 1,619 | (5) |
| USD | Snap-on Incorporated | Long | 119 | 24,865 | (347) |
| USD | Sodexo SA | Long | 364 | 31,812 | 1,261 |
| USD | Softcat plc | Long | 597 | 16,297 | (1,781) |
| USD | Sonic Automotive Incorporated | Long | 52 | 2,732 | 10 |
| USD | Spark New Zealand Limited | Long | 15,797 | 51,970 | (1,208) |
| USD | SpartanNash Company | Long | 968 | 21,199 | 1,346 |
| USD | SS&C Technologies Holdings Incorporated | Long | 56 | 3,886 | 3 |
| USD | Steel Dynamics Incorporated | Long | 886 | 51,813 | 319 |
| USD | Steelcase Incorporated | Long | 96 | 1,217 | (65) |
| USD | Stelco Holdings Incorporated | Long | 100 | 2,931 | (353) |
| USD | Stewart Information Services Corporation | Long | 329 | 20,813 | 1,230 |
| USD | StoneX Group Incorporated | Long | 195 | 12,851 | 349 |
| USD | Sturm Ruger & Company Incorporated | Long | 86 | 6,345 | (5) |
| USD | SunCoke Energy Incorporated | Long | 1,172 | 7,360 | 164 |
| USD | Superior Plus Corporation | Long | 200 | 2,136 | (98) |
| USD | Swatch Group AG | Long | 75 | 3,859 | (164) |
| USD | Swedish Match AB | Long | 1,877 | 16,436 | (1,051) |
| USD | SYNNEX Corporation | Long | 60 | 6,246 | (533) |
| USD | Systena Corporation | Long | 500 | 10,064 | (847) |
| USD | T Rowe Price Group Incorporated | Long | 171 | 33,636 | (1,510) |
| USD | Tabcorp Holdings Limited | Long | 1,168 | 4,058 | 7 |
| USD | Tactile Systems Technology Incorporated | Long | 107 | 4,756 | 49 |
| USD | Tama Home Company Limited | Long | 300 | 7,278 | (402) |
| USD | Technology One Limited | Long | 1,064 | 8,591 | (185) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Tele2 AB | Long | 3,109 | 46,034 | 405 |
| USD | Telecom Italia SpA | Long | 78,776 | 31,789 | (2,675) |
| USD | Telos Corporation | Long | 32 | 909 | (114) |
| USD | Thor Industries Incorporated | Long | 14 | 1,719 | 224 |
| USD | TIS Incorporated | Long | 6,500 | 177,412 | (10,728) |
| USD | Tivity Health Incorporated | Long | 27 | 623 | 22 |
| USD | Tohoku Electric Power Company Incorporated | Long | 4,000 | 29,405 | (2,042) |
| USD | Tokmanni Group Corporation | Long | 354 | 8,636 | (304) |
| USD | Tokyo Steel Manufacturing Company Limited | Long | 600 | 6,161 | (430) |
| USD | Tokyu Real Estate Investment Trust Incorporated | Long | 1 | 1,658 | (23) |
| USD | Torex Gold Resources Incorporated | Long | 400 | 3,998 | (130) |
| USD | Toromont Industries Limited | Long | 1,200 | 100,171 | 3,821 |
| USD | Tosoh Corporation | Long | 2,300 | 41,680 | (2,023) |
| USD | Tractor Supply Company | Long | 22 | 4,457 | (66) |
| USD | Tradeweb Markets Incorporated | Long | 434 | 35,059 | (1,376) |
| USD | Transcontinental Incorporated | Long | 300 | 4,766 | (57) |
| USD | Transcosmos Incorporated | Long | 400 | 13,062 | (415) |
| USD | Trigano SA | Long | 10 | 1,875 | (9) |
| USD | Trinseo SA | Long | 12 | 648 | 85 |
| USD | TrueBlue Incorporated | Long | 781 | 21,149 | 492 |
| USD | TTEC Holdings Incorporated | Long | 37 | 3,461 | 61 |
| USD | Tupperware Brands Corporation | Long | 44 | 929 | (33) |
| USD | Tyler Technologies Incorporated | Long | 9 | 4,128 | (13) |
| USD | Tyson Foods Incorporated | Long | 278 | 21,945 | 901 |
| USD | UGI Corporation | Long | 1,880 | 80,126 | (56) |
| USD | UMH Properties Incorporated | Long | 505 | 11,565 | (187) |
| USD | Umicore SA | Long | 63 | 3,727 | 209 |
| USD | Uniper SE | Long | 3,216 | 133,881 | (101) |
| USD | United Internet AG | Long | 96 | 3,714 | (189) |
| USD | United Laboratories International Holdings Limited | Long | 6,000 | 3,992 | 24 |
| USD | United Natural Foods Incorporated | Long | 107 | 5,181 | 1,338 |
| USD | United Therapeutics Corporation | Long | 30 | 5,537 | (418) |
| USD | United Urban Investment Corporation | Long | 8 | 10,813 | (93) |
| USD | Universal Electronics Incorporated | Long | 127 | 6,255 | 9 |
| USD | Universal Insurance Holdings Incorporated | Long | 272 | 3,547 | 35 |
| USD | UroGen Pharma Limited | Long | 189 | 3,179 | 166 |
| USD | USANA Health Sciences Incorporated | Long | 60 | 5,532 | 249 |
| USD | USEN-Next Holdings Coompany Limited | Long | 300 | 9,368 | (822) |
| USD | UWM Holdings Corporation | Long | 370 | 2,572 | 56 |
| USD | Valneva SE | Long | 52 | 811 | 142 |
| USD | Vanda Pharmaceuticals Incorporated | Long | 857 | 14,689 | 557 |
| USD | Varex Imaging Corporation | Long | 246 | 6,937 | (7) |
| USD | Vector Incorporated | Long | 800 | 8,272 | 215 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Vectrus Incorporated | Long | 307 | 15,436 | 801 |
| USD | Vericel Corporation | Long | 152 | 7,418 | 123 |
| USD | VICI Properties Incorporated | Long | 132 | 3,750 | (135) |
| USD | Vision Incorporated | Long | 600 | 8,406 | 731 |
| USD | Vista Outdoor Incorporated | Long | 96 | 3,870 | (45) |
| USD | Viva Energy Group Limited | Long | 5,261 | 8,896 | 554 |
| USD | voestalpine AG | Long | 243 | 8,976 | (486) |
| USD | VTech Holdings Limited | Long | 2,600 | 18,907 | (3,215) |
| USD | Wacom Company Limited | Long | 200 | 1,272 | (72) |
| USD | Waters Corporation | Long | 83 | 29,656 | (3,196) |
| USD | Weis Markets Incorporated | Long | 117 | 6,148 | (16) |
| USD | Werner Enterprises Incorporated | Long | 72 | 3,187 | (140) |
| USD | West Holdings Corporation | Long | 130 | 5,722 | (1,199) |
| USD | West Pharmaceutical Services Incorporated | Long | 141 | 59,860 | (2,836) |
| USD | Western Union Company | Long | 3,786 | 76,553 | (871) |
| USD | Westwing Group AG | Long | 76 | 2,854 | (510) |
| USD | Winnebago Industries Incorporated | Long | 100 | 7,245 | 551 |
| USD | Wm Morrison Supermarkets plc | Long | 2,671 | 10,599 | (72) |
| USD | World Acceptance Corporation | Long | 24 | 4,550 | (66) |
| USD | World Fuel Services Corporation | Long | 426 | 14,322 | 843 |
| USD | XPEL Incorporated | Long | 67 | 5,083 | (287) |
| USD | Yamada Holdings Company Limited | Long | 7,500 | 31,497 | (1,100) |
| USD | Yamaha Motor Company Limited | Long | 500 | 13,920 | (164) |
| USD | YA-MAN Limited | Long | 400 | 4,853 | (392) |
| USD | Yum! Brands Incorporated | Long | 602 | 73,631 | (1,975) |
| USD | Zensho Holdings Company Limited | Long | 500 | 12,403 | (480) |
| USD | ZOZO Incorporated | Long | 1,000 | 37,465 | (1,341) |
| USD | Zynex Incorporated | Long | 349 | 3,975 | (325) |
| USD | 1Life Healthcare Incorporated | Short | (216) | (4,374) | 946 |
| USD | 908 Devices Incorporated | Short | (121) | (3,935) | 340 |
| USD | Aareal Bank AG | Short | (224) | (6,212) | (349) |
| USD | Accolade Incorporated | Short | (222) | (9,362) | 317 |
| USD | Adaptive Biotechnologies Corporation | Short | (107) | (3,637) | 399 |
| USD | ADLER Group SA | Short | (245) | (4,172) | 912 |
| USD | ADT Incorporated | Short | (504) | (4,077) | 15 |
| USD | Aeon Company Limited | Short | (1,000) | (26,290) | 1,268 |
| USD | AerCap Holdings NV | Short | (195) | (11,273) | (606) |
| USD | AIA Group Limited | Short | (800) | (9,204) | (599) |
| USD | Air Lease Corporation | Short | (231) | (9,088) | (367) |
| USD | Air Liquide SA | Short | (183) | (29,309) | 1,089 |
| USD | Air Products and Chemicals Incorporated | Short | (426) | (109,103) | 882 |
| USD | Air Transport Services Group Incorporated | Short | (91) | (2,349) | (52) |
| USD | Akero Therapeutics Incorporated | Short | (90) | (2,012) | 80 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Allakos Incorporated | Short | (51) | (5,399) | 8 |
| USD | Allianz SE | Short | (558) | (125,018) | (4,579) |
| USD | Allogene Therapeutics Incorporated | Short | (105) | (2,699) | (86) |
| USD | Allovir Incorporated | Short | (125) | (3,133) | (260) |
| USD | Alnylam Pharmaceuticals Incorporated | Short | (124) | (23,412) | (663) |
| USD | Alteryx Incorporated | Short | (48) | (3,509) | (161) |
| USD | Alumina Limited | Short | (753) | (1,121) | (14) |
| USD | ALX Oncology Holdings Incorporated | Short | (60) | (4,432) | 25 |
| USD | American Express Company | Short | (511) | (85,608) | (3,557) |
| USD | American International Group Incorporated | Short | (183) | (10,045) | (304) |
| USD | American Tower Corporation | Short | (105) | (27,868) | 2,707 |
| USD | American Well Corporation | Short | (302) | (2,751) | 426 |
| USD | ams AG | Short | (501) | (9,087) | (27) |
| USD | AnGes Incorporated | Short | (700) | (4,307) | 244 |
| USD | Anheuser-Busch InBev SA | Short | (2,093) | (118,710) | 1,278 |
| USD | Anterix Incorporated | Short | (100) | (6,070) | (336) |
| USD | Antofagasta plc | Short | (382) | (6,942) | 135 |
| USD | AP Moller - Maersk AS | Short | (5) | (12,885) | 1,003 |
| USD | APA Group | Short | (5,875) | (36,594) | 1,182 |
| USD | Apple Incorporated | Short | (222) | (31,413) | 320 |
| USD | Applied Molecular Transport Incorporated | Short | (37) | (957) | 37 |
| USD | ARC Resources Limited | Short | (200) | (1,874) | (332) |
| USD | Arena Pharmaceuticals Incorporated | Short | (106) | (6,312) | 33 |
| USD | Argenx SE | Short | (83) | (25,081) | 1,851 |
| USD | Arko Corporation | Short | (120) | (1,212) | (52) |
| USD | Asana Incorporated | Short | (13) | (1,350) | 196 |
| USD | Assa Abloy AB | Short | (1,777) | (51,545) | 2,169 |
| USD | AT&T Incorporated | Short | (435) | (11,749) | 87 |
| USD | Atara Biotherapeutics Incorporated | Short | (199) | (3,562) | (330) |
| USD | Atlas Arteria Limited | Short | (4,724) | (21,782) | 931 |
| USD | Avanza Bank Holding AB | Short | (257) | (9,055) | 741 |
| USD | Axon Enterprise Incorporated | Short | (16) | (2,800) | (33) |
| USD | Axsome Therapeutics Incorporated | Short | (229) | (7,548) | (854) |
| USD | AZEK Company Incorporated | Short | (143) | (5,224) | 386 |
| USD | Ballard Power Systems Incorporated | Short | (4,000) | (56,150) | 4,061 |
| USD | Banca Mediolanum SpA | Short | (2,304) | (24,810) | (1,465) |
| USD | Barrick Gold Corporation | Short | (5,100) | (92,087) | 2,732 |
| USD | BASE Incorporated | Short | (200) | (1,946) | 160 |
| USD | Basic-Fit NV | Short | (100) | (4,587) | (123) |
| USD | Beam Therapeutics Incorporated | Short | (51) | (4,438) | 423 |
| USD | Bellway plc | Short | (26) | (1,147) | 76 |
| USD | Beyond Meat Incorporated | Short | (45) | (4,737) | 315 |
| USD | BigCommerce Holdings Incorporated | Short | (43) | (2,178) | 176 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Bill.com Holdings Incorporated | Short | (35) | (9,343) | 588 |
| USD | BioAtla Incorporated | Short | (106) | (3,121) | 299 |
| USD | Bioxcel Therapeutics Incorporated | Short | (141) | (4,279) | (250) |
| USD | Blackstone Mortgage Trust Incorporated | Short | (221) | (6,701) | 86 |
| USD | Blink Charging Company | Short | (120) | (3,433) | 23 |
| USD | Bloom Energy Corporation | Short | (79) | (1,479) | (1) |
| USD | Bolt Biotherapeutics Incorporated | Short | (58) | (734) | 76 |
| USD | Boston Scientific Corporation | Short | (511) | (22,172) | 128 |
| USD | Bright Horizons Family Solutions Incorporated | Short | (55) | (7,668) | 303 |
| USD | Brighthouse Financial Incorporated | Short | (237) | (10,720) | (858) |
| USD | Broadcom Incorporated | Short | (33) | (16,003) | 326 |
| USD | Brookfield Renewable Corporation | Short | (2,000) | (77,688) | 2,806 |
| USD | Bumble Incorporated | Short | (219) | (10,946) | 438 |
| USD | Caesars Entertainment Incorporated | Short | (367) | (41,207) | (2,764) |
| USD | Callaway Golf Company | Short | (483) | (13,345) | 1,208 |
| USD | Canadian Natural Resources Limited | Short | (600) | (21,937) | (2,658) |
| USD | CapitaLand Integrated Commercial Trust | Short | (1,995) | (2,971) | (17) |
| USD | Capitaland Investment Limited | Short | (12,900) | (32,302) | (4,133) |
| USD | Capri Holdings Limited | Short | (31) | (1,501) | 78 |
| USD | Cardlytics Incorporated | Short | (36) | (3,022) | 121 |
| USD | CarLotz Incorporated | Short | (350) | (1,334) | 7 |
| USD | Carnival Corporation | Short | (851) | (21,284) | (1,506) |
| USD | Castle Biosciences Incorporated | Short | (41) | (2,727) | 296 |
| USD | Central Japan Railway Company | Short | (300) | (47,887) | (3,060) |
| USD | Ceres Power Holdings plc | Short | (377) | (5,417) | 436 |
| USD | Chalice Mining Limited | Short | (1,049) | (4,766) | 528 |
| USD | Challenger Limited | Short | (223) | (992) | (9) |
| USD | Chevron Corporation | Short | (508) | (51,537) | (3,388) |
| USD | Chr Hansen Holding AS | Short | (1,020) | (83,316) | 5,160 |
| USD | Churchill Downs Incorporated | Short | (63) | (15,125) | (864) |
| USD | Ciena Corporation | Short | (28) | (1,438) | 9 |
| USD | Cinemark Holdings Incorporated | Short | (86) | (1,652) | (144) |
| USD | Citigroup Incorporated | Short | (161) | (11,299) | (464) |
| USD | City Developments Limited | Short | (5,100) | (25,811) | 1,030 |
| USD | Clarivate plc | Short | (3,651) | (79,957) | 5,075 |
| USD | CMC Materials Incorporated | Short | (49) | (6,038) | 77 |
| USD | CME Group Incorporated | Short | (20) | (3,868) | (107) |
| USD | Colfax Corporation | Short | (72) | (3,305) | (84) |
| USD | Compugen Limited | Short | (973) | (5,809) | 253 |
| USD | CoStar Group Incorporated | Short | (885) | (76,163) | 2,354 |
| USD | Coty Incorporated | Short | (477) | (3,749) | 86 |
| USD | Coupa Software Incorporated | Short | (142) | (31,124) | 3,808 |
| USD | Credit Agricole SA | Short | (198) | (2,722) | (117) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Credit Suisse Group AG | Short | (4,205) | (41,530) | (1,690) |
| USD | Cree Incorporated | Short | (266) | (21,474) | 851 |
| USD | CRISPR Therapeutics AG | Short | (77) | (8,619) | 350 |
| USD | CryoPort Incorporated | Short | (33) | (2,195) | (65) |
| USD | CyrusOne Incorporated | Short | (59) | (4,567) | 8 |
| USD | Daiichi Sankyo Company Limited | Short | (200) | (5,316) | 199 |
| USD | Daikin Industries Limited | Short | (500) | (109,019) | 12,785 |
| USD | De Grey Mining Limited | Short | (9,907) | (6,935) | 24 |
| USD | Delivery Hero SE | Short | (212) | (27,042) | 2,415 |
| USD | Demae-Can Company Limited | Short | (600) | (9,017) | 263 |
| USD | Derwent London plc | Short | (283) | (13,113) | 1,015 |
| USD | Deutsche Boerse AG | Short | (1,222) | (198,290) | 1,621 |
| USD | Digital Realty Trust Incorporated | Short | (19) | (2,745) | 244 |
| USD | Dometic Group AB | Short | (61) | (921) | 0 |
| USD | DraftKings Incorporated | Short | (391) | (18,831) | 3,457 |
| USD | Dufry AG | Short | (206) | (11,572) | (1,687) |
| USD | DuPont de Nemours Incorporated | Short | (170) | (11,558) | (10) |
| USD | Dyne Therapeutics Incorporated | Short | (210) | (3,410) | (71) |
| USD | E2open Parent Holdings Incorporated | Short | (1,401) | (15,831) | 308 |
| USD | East Japan Railway Company | Short | (800) | (56,539) | (4,764) |
| USD | Ecolab Incorporated | Short | (165) | (34,422) | 1,399 |
| USD | Elastic NV | Short | (11) | (1,639) | 125 |
| USD | EQT Corporation | Short | (237) | (4,849) | (403) |
| USD | Equinix Incorporated | Short | (58) | (45,828) | 3,486 |
| USD | Equinox Gold Corporation | Short | (1,500) | (9,901) | 588 |
| USD | Equitable Holdings Incorporated | Short | (2,700) | (80,028) | (4,023) |
| USD | Equitrans Midstream Corporation | Short | (208) | (2,109) | (191) |
| USD | EssilorLuxottica SA | Short | (125) | (23,887) | 875 |
| USD | Eurasia Mining plc | Short | (3,954) | (1,332) | (88) |
| USD | Euronext NV | Short | (78) | (8,827) | 436 |
| USD | Everbridge Incorporated | Short | (10) | (1,510) | 80 |
| USD | Exact Sciences Corporation | Short | (23) | (2,195) | 223 |
| USD | Experian plc | Short | (1,248) | (52,279) | 4,221 |
| USD | Exxon Mobil Corporation | Short | (226) | (13,293) | (1,159) |
| USD | Fast Retailing Company Limited | Short | (100) | (73,752) | (5,609) |
| USD | Fastly Incorporated | Short | (157) | (6,349) | 314 |
| USD | Fate Therapeutics Incorporated | Short | (10) | (593) | 79 |
| USD | Fidelity National Information Services Incorporated | Short | (646) | (78,605) | 930 |
| USD | First Horizon Corporation | Short | (310) | (5,050) | (400) |
| USD | Fiserv Incorporated | Short | (289) | (31,357) | (338) |
| USD | Fisker Incorporated | Short | (650) | (9,523) | (878) |
| USD | Five Below Incorporated | Short | (27) | (4,774) | 308 |
| USD | Fiverr International Limited | Short | (14) | (2,558) | 191 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Flight Centre Travel Group | Short | (287) | (4,376) | (642) |
| USD | Floor & Decor Holdings Incorporated | Short | (91) | (10,992) | 478 |
| USD | Forma Therapeutics Holdings Incorporated | Short | (94) | (2,180) | 10 |
| USD | Franco-Nevada Corporation | Short | (300) | (38,974) | 2,070 |
| USD | fuboTV Incorporated | Short | (40) | (958) | 84 |
| USD | FuelCell Energy Incorporated | Short | (513) | (3,432) | (292) |
| USD | Fukuoka Financial Group Incorporated | Short | (1,500) | (26,837) | 774 |
| USD | GATX Corporation | Short | (124) | (11,105) | (464) |
| USD | Generation Bio Company | Short | (124) | (3,109) | 76 |
| USD | Geron Corporation | Short | (2,081) | (2,851) | (21) |
| USD | Gevo Incorporated | Short | (674) | (4,475) | (297) |
| USD | Glaukos Corporation | Short | (48) | (2,312) | 173 |
| USD | Global Payments Incorporated | Short | (321) | (50,583) | 815 |
| USD | GMO internet Incorporated | Short | (200) | (5,091) | 366 |
| USD | Greatland Gold plc | Short | (29,835) | (6,460) | 110 |
| USD | Green Dot Corporation | Short | (108) | (5,436) | (97) |
| USD | Grenke AG | Short | (39) | (1,672) | 26 |
| USD | Guardant Health Incorporated | Short | (120) | (15,001) | 498 |
| USD | H & M Hennes & Mauritz AB | Short | (3,561) | (72,080) | (665) |
| USD | Hannon Armstrong Sustainable Infrastructure Capital Incorporated |  |  |  |  |
|  | Short | (204) | (10,910) | 267 |
| USD | Hansa Biopharma AB | Short | (66) | (879) | 83 |
| USD | Harbour Energy plc | Short | (128) | (625) | 8 |
| USD | HealthEquity Incorporated | Short | (209) | (13,535) | (589) |
| USD | Heiwa Corporation | Short | (700) | (13,104) | 94 |
| USD | Helvetia Holding AG | Short | (40) | (4,339) | (108) |
| USD | Hexagon AB | Short | (3,057) | (47,286) | 2,855 |
| USD | Hilton Grand Vacations Incorporated | Short | (125) | (5,946) | (299) |
| USD | Hochtief AG | Short | (34) | (2,711) | (85) |
| USD | HomeServe plc | Short | (489) | (5,960) | 485 |
| USD | HSBC Holdings plc | Short | (3,467) | (18,128) | (976) |
| USD | Hufvudstaden AB | Short | (123) | (1,837) | 48 |
| USD | Humanigen Incorporated | Short | (52) | (308) | 18 |
| USD | Hysan Development Company Limited | Short | (2,000) | (6,513) | (207) |
| USD | Ideanomics Incorporated | Short | (968) | (1,907) | 116 |
| USD | II-VI Incorporated | Short | (141) | (8,370) | (10) |
| USD | Illumina Incorporated | Short | (44) | (17,847) | 1,425 |
| USD | Immunovant Incorporated | Short | (280) | (2,433) | (22) |
| USD | Infineon Technologies AG | Short | (3,669) | (150,056) | 3,509 |
| USD | Informa plc | Short | (6,385) | (46,955) | (460) |
| USD | Ingersoll Rand Incorporated | Short | (105) | (5,293) | 271 |
| USD | Inovio Pharmaceuticals Incorporated | Short | (123) | (881) | 77 |
| USD | IntegraFin Holdings plc | Short | (3,060) | (21,399) | 784 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Intel Corporation | Short | (908) | (48,378) | (272) |
| USD | Interactive Brokers Group Incorporated | Short | (359) | (22,380) | (962) |
| USD | Intermediate Capital Group plc | Short | (271) | (7,421) | 259 |
| USD | International Flavors & Fragrances Incorporated | Short | (400) | (53,488) | 500 |
| USD | Intesa Sanpaolo SpA | Short | (1,007) | (2,851) | (130) |
| USD | Intra-Cellular Therapies Incorporated | Short | (64) | (2,386) | (127) |
| USD | Intu Properties plc | Short | (23,950) | (573) | 9 |
| USD | Invitae Corporation | Short | (161) | (4,577) | 386 |
| USD | Iovance Biotherapeutics Incorporated | Short | (316) | (7,793) | (209) |
| USD | ITM Power plc | Short | (1,057) | (6,073) | (281) |
| USD | Ivanhoe Mines Limited | Short | (16,000) | (102,321) | 2,947 |
| USD | IWG plc | Short | (451) | (1,766) | (36) |
| USD | Iyo Bank Limited | Short | (900) | (4,620) | 188 |
| USD | J D Wetherspoon plc | Short | (96) | (1,349) | 61 |
| USD | J. Front Retailing Company Limited | Short | (1,500) | (14,459) | (571) |
| USD | Jackson Financial Incorporated | Short | (83) | (2,158) | 8 |
| USD | Japan Exchange Group Incorporated | Short | (1,000) | (24,800) | 1,752 |
| USD | Japan Post Holdings Company Limited | Short | (12,700) | (106,752) | 5,359 |
| USD | JCDecaux SA | Short | (91) | (2,410) | (84) |
| USD | JFrog Limited | Short | (104) | (3,484) | 232 |
| USD | John Laing Group plc | Short | (5,064) | (27,470) | 401 |
| USD | JTOWER Incorporated | Short | (100) | (7,772) | 683 |
| USD | Just Eat Takeaway.com NV | Short | (422) | (30,833) | 3,363 |
| USD | Kahoot! ASA | Short | (510) | (3,650) | (150) |
| USD | KAR Auction Services Incorporated | Short | (92) | (1,508) | (61) |
| USD | Karuna Therapeutics Incorporated | Short | (9) | (1,101) | (82) |
| USD | Keihan Holdings Company Limited | Short | (200) | (5,745) | (48) |
| USD | Keikyu Corporation | Short | (600) | (7,475) | (58) |
| USD | Keros Therapeutics Incorporated | Short | (36) | (1,424) | (370) |
| USD | Keyence Corporation | Short | (300) | (179,061) | 17,149 |
| USD | Kinnate Biopharma Incorporated | Short | (44) | (1,013) | (73) |
| USD | Kodiak Sciences Incorporated | Short | (67) | (6,431) | 262 |
| USD | Korian SA | Short | (215) | (7,517) | 279 |
| USD | Kura Oncology Incorporated | Short | (210) | (3,933) | 281 |
| USD | Kuraray Company Limited | Short | (1,400) | (13,453) | 59 |
| USD | Kusuri No Aoki Holdings Company Limited | Short | (400) | (27,488) | 3,520 |
| USD | Kyushu Financial Group Incorporated | Short | (1,300) | (4,655) | 330 |
| USD | Las Vegas Sands Corporation | Short | (1,322) | (48,385) | 1,441 |
| USD | Legal & General Group plc | Short | (21,262) | (79,883) | (1,713) |
| USD | Lemonade Incorporated | Short | (68) | (4,557) | 131 |
| USD | Lindblad Expeditions Holdings Incorporated | Short | (410) | (5,982) | (504) |
| USD | Linde plc | Short | (408) | (119,699) | 3,603 |
| USD | Lithium Americas Corporation | Short | (300) | (6,703) | (419) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative USD | Risk Premia Fund (continued) Live Nation Entertainment Incorporated | Short | (701) | (63,882) | (3,077) |
| USD | Livent Corporation | Short | (69) | (1,595) | 10 |
| USD | London Stock Exchange Group plc | Short | (1,515) | (151,815) | 10,640 |
| USD | Lonza Group AG | Short | (19) | (14,252) | 1,082 |
| USD | Lumentum Holdings Incorporated | Short | (94) | (7,853) | 118 |
| USD | Luminar Technologies Incorporated | Short | (561) | (8,752) | 522 |
| USD | LVMH Moet Hennessy Louis Vuitton SE | Short | (43) | (30,799) | 422 |
| USD | Macquarie Group Limited | Short | (178) | (22,997) | (610) |
| USD | Marriott Vacations Worldwide Corporation | Short | (26) | (4,091) | (122) |
| USD | Marui Group Company Limited | Short | (600) | (11,582) | (116) |
| USD | Marvell Technology Incorporated | Short | (898) | (54,158) | 332 |
| USD | Mastercard Incorporated | Short | (61) | (21,208) | (487) |
| USD | Matsui Securities Company Limited | Short | (3,200) | (23,246) | 1,093 |
| USD | MaxLinear Incorporated | Short | (16) | (788) | 8 |
| USD | McPhy Energy SA | Short | (221) | (4,437) | (70) |
| USD | Medallia Incorporated | Short | (34) | (1,152) | 0 |
| USD | Megaport Limited | Short | (577) | (6,895) | 241 |
| USD | Mersana Therapeutics Incorporated | Short | (285) | (2,688) | 14 |
| USD | Metso Outotec OYJ | Short | (1,335) | (12,183) | 378 |
| USD | Microchip Technology Incorporated | Short | (75) | (11,512) | 227 |
| USD | MicroVision Incorporated | Short | (139) | (1,536) | 111 |
| USD | Mirati Therapeutics Incorporated | Short | (56) | (9,907) | 30 |
| USD | MKS Instruments Incorporated | Short | (22) | (3,320) | (82) |
| USD | MongoDB Incorporated | Short | (12) | (5,658) | 213 |
| USD | Morgan Stanley | Short | (123) | (11,969) | 162 |
| USD | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Short | (27) | (7,367) | (108) |
| USD | Murata Manufacturing Company Limited | Short | (100) | (8,845) | 299 |
| USD | Nagoya Railroad Company Limited | Short | (700) | (12,892) | 173 |
| USD | Nano Dimension Limited | Short | (696) | (3,925) | 14 |
| USD | Nano-X Imaging Limited | Short | (180) | (4,050) | 47 |
| USD | National Vision Holdings Incorporated | Short | (38) | (2,157) | 38 |
| USD | nCino Incorporated | Short | (100) | (7,103) | 442 |
| USD | NEL ASA | Short | (976) | (1,437) | 32 |
| USD | Nestle SA | Short | (222) | (26,749) | 489 |
| USD | Network International Holdings plc | Short | (633) | (3,099) | 100 |
| USD | Nevro Corporation | Short | (9) | (1,047) | 70 |
| USD | Newcrest Mining Limited | Short | (4,980) | (82,557) | 1,643 |
| USD | NexGen Energy Limited | Short | (1,500) | (7,129) | (242) |
| USD | NEXTDC Limited | Short | (3,093) | (26,348) | 4,000 |
| USD | NGK Spark Plug Company Limited | Short | (800) | (12,447) | 679 |
| USD | Nibe Industrier AB | Short | (3,571) | (45,135) | 4,092 |
| USD | Nielsen Holdings plc | Short | (192) | (3,684) | 54 |
| USD | Nikon Corporation | Short | (100) | (1,110) | 89 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Nippon Paint Holdings Company Limited | Short | (5,100) | (55,540) | 5,230 |
| USD | Nitto Boseki Company Limited | Short | (100) | (3,343) | 58 |
| USD | Nkarta Incorporated | Short | (32) | (890) | 70 |
| USD | Nordnet AB publ | Short | (679) | (12,208) | 237 |
| USD | Norwegian Cruise Line Holdings Limited | Short | (170) | (4,541) | (272) |
| USD | NOV Incorporated | Short | (97) | (1,272) | (20) |
| USD | NVIDIA Corporation | Short | (216) | (44,747) | 858 |
| USD | Okta Incorporated | Short | (123) | (29,193) | 1,883 |
| USD | Opendoor Technologies Incorporated | Short | (74) | (1,519) | (154) |
| USD | ORIC Pharmaceuticals Incorporated | Short | (38) | (795) | 138 |
| USD | Orient Corporation | Short | (800) | (1,183) | (65) |
| USD | Oriental Land Company Limited | Short | (200) | (32,355) | (845) |
| USD | Outset Medical Incorporated | Short | (139) | (6,872) | 674 |
| USD | Pandox AB | Short | (551) | (8,736) | (149) |
| USD | PAR Technology Corporation | Short | (23) | (1,415) | 14 |
| USD | Paylocity Holding Corporation | Short | (17) | (4,767) | (27) |
| USD | PayPal Holdings Incorporated | Short | (140) | (36,429) | 1,358 |
| USD | Pegasystems Incorporated | Short | (18) | (2,288) | 42 |
| USD | Pembina Pipeline Corporation | Short | (1,400) | (44,379) | (1,347) |
| USD | Petco Health & Wellness Company Incorporated | Short | (60) | (1,266) | 73 |
| USD | Phathom Pharmaceuticals Incorporated | Short | (205) | (6,581) | 154 |
| USD | Piedmont Lithium Incorporated | Short | (52) | (2,832) | (217) |
| USD | Planet Fitness Incorporated | Short | (179) | (14,060) | (226) |
| USD | Plug Power Incorporated | Short | (2,558) | (65,331) | 460 |
| USD | PMV Pharmaceuticals Incorporated | Short | (65) | (1,937) | (192) |
| USD | PointsBet Holdings Limited | Short | (803) | (5,747) | (212) |
| USD | Poshmark Incorporated | Short | (49) | (1,164) | 23 |
| USD | PowerCell Sweden AB | Short | (213) | (4,083) | 55 |
| USD | Prelude Therapeutics Incorporated | Short | (68) | (2,125) | 173 |
| USD | Prosus NV | Short | (1,336) | (106,935) | (587) |
| USD | Proto Labs Incorporated | Short | (16) | (1,066) | 95 |
| USD | Provention Bio Incorporated | Short | (722) | (4,621) | 14 |
| USD | Prudential plc | Short | (3,322) | (64,465) | (4,284) |
| USD | Pulmonx Corporation | Short | (28) | (1,007) | 37 |
| USD | Q2 Holdings Incorporated | Short | (43) | (3,446) | 199 |
| USD | Rakuten Group Incorporated | Short | (2,700) | (26,300) | 1,065 |
| USD | Ralph Lauren Corporation | Short | (17) | (1,888) | 0 |
| USD | Ramsay Health Care Limited | Short | (1,076) | (53,323) | 1,029 |
| USD | Raytheon Technologies Corporation | Short | (719) | (61,805) | (1,805) |
| USD | RBC Bearings Incorporated | Short | (14) | (2,971) | 47 |
| USD | RealReal Incorporated | Short | (433) | (5,707) | 143 |
| USD | Reata Pharmaceuticals Incorporated | Short | (62) | (6,238) | 382 |
| USD | Rekor Systems Incorporated | Short | (135) | (1,551) | (343) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Relmada Therapeutics Incorporated | Short | (201) | (5,268) | 241 |
| USD | RELX plc | Short | (417) | (12,004) | 515 |
| USD | Repare Therapeutics Incorporated | Short | (71) | (1,863) | 147 |
| USD | Repay Holdings Corporation | Short | (463) | (10,663) | (477) |
| USD | Replimune Group Incorporated | Short | (46) | (1,363) | 90 |
| USD | Revance Therapeutics Incorporated | Short | (343) | (9,556) | (113) |
| USD | RH | Short | (10) | (6,669) | 3 |
| USD | Rocket Pharmaceuticals Incorporated | Short | (66) | (1,973) | 168 |
| USD | Rohto Pharmaceutical Company Limited | Short | (100) | (3,067) | 124 |
| USD | Rolls-Royce Holdings plc | Short | (19,512) | (36,443) | (5,565) |
| USD | Ross Stores Incorporated | Short | (22) | (2,395) | 94 |
| USD | Royal Caribbean Cruises Limited | Short | (259) | (23,038) | (1,551) |
| USD | Royal Dutch Shell plc | Short | (4,174) | (92,826) | (10,800) |
| USD | RWS Holdings plc | Short | (477) | (4,027) | 302 |
| USD | Sabre Corporation | Short | (685) | (8,110) | (404) |
| USD | Safran SA | Short | (822) | (103,967) | (112) |
| USD | Sandvik AB | Short | (431) | (9,847) | 246 |
| USD | Sanrio Company Limited | Short | (300) | (6,920) | (70) |
| USD | SBM Offshore NV | Short | (92) | (1,640) | (37) |
| USD | Schrodinger Incorporated | Short | (40) | (2,187) | 156 |
| USD | Sea Limited | Short | (46) | (14,662) | 501 |
| USD | Seer Incorporated | Short | (150) | (5,180) | 191 |
| USD | Sega Sammy Holdings Incorporated | Short | (400) | (5,666) | 159 |
| USD | Seibu Holdings Incorporated | Short | (300) | (3,787) | (135) |
| USD | Shift4 Payments Incorporated | Short | (27) | (2,093) | 80 |
| USD | Shin-Etsu Chemical Company Limited | Short | (200) | (33,754) | 4,869 |
| USD | Showa Denko KK | Short | (200) | (4,867) | 102 |
| USD | Signature Bank | Short | (39) | (10,619) | (835) |
| USD | Signify Health Incorporated | Short | (126) | (2,252) | 660 |
| USD | Silicon Laboratories Incorporated | Short | (47) | (6,588) | 48 |
| USD | Silverback Therapeutics Incorporated | Short | (32) | (319) | 62 |
| USD | SilverCrest Metals Incorporated | Short | (2,600) | (18,167) | 1,473 |
| USD | Skillz Incorporated | Short | (92) | (903) | 58 |
| USD | SMC Corporation | Short | (200) | (124,782) | 16,434 |
| USD | Sony Group Corporation | Short | (1,400) | (155,426) | 2,317 |
| USD | Sotetsu Holdings Incorporated | Short | (900) | (17,884) | 474 |
| USD | SouthState Corporation | Short | (48) | (3,584) | (525) |
| USD | Spirit AeroSystems Holdings Incorporated | Short | (53) | (2,342) | (260) |
| USD | Splunk Incorporated | Short | (430) | (62,225) | 882 |
| USD | SSP Group plc | Short | (1,073) | (3,970) | 170 |
| USD | SSR Mining Incorporated | Short | (100) | (1,454) | 53 |
| USD | Starwood Property Trust Incorporated | Short | (1,034) | (25,240) | 196 |
| USD | Suncor Energy Incorporated | Short | (1,600) | (33,172) | (3,288) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | Sunnova Energy International Incorporated | Short | (186) | (6,127) | 52 |
| USD | Sunrun Incorporated | Short | (1,767) | (77,748) | (2,085) |
| USD | Suntec Real Estate Investment Trust | Short | (8,900) | (9,262) | (39) |
| USD | Svenska Cellulosa AB SCA | Short | (1,215) | (18,830) | 316 |
| USD | Sweco AB | Short | (115) | (1,815) | 129 |
| USD | Syndax Pharmaceuticals Incorporated | Short | (126) | (2,408) | (39) |
| USD | Takeda Pharmaceutical Company Limited | Short | (200) | (6,597) | 268 |
| USD | Talos Energy Incorporated | Short | (183) | (2,520) | (269) |
| USD | Taylor Morrison Home Corporation | Short | (202) | (5,208) | 81 |
| USD | TC Energy Corporation | Short | (400) | (19,252) | (137) |
| USD | TCR2 Therapeutics Incorporated | Short | (59) | (502) | 50 |
| USD | Teladoc Health Incorporated | Short | (105) | (13,315) | 915 |
| USD | Tesla Incorporated | Short | (85) | (65,916) | (3,851) |
| USD | TG Therapeutics Incorporated | Short | (217) | (7,222) | (560) |
| USD | TGS-NOPEC Geophysical Company ASA | Short | (797) | (8,430) | (1,092) |
| USD | Toyota Motor Corporation | Short | (5,000) | (89,087) | 1,573 |
| USD | TP ICAP Group plc | Short | (3,763) | (8,095) | 165 |
| USD | Trainline plc | Short | (202) | (956) | 67 |
| USD | TransDigm Group Incorporated | Short | (13) | (8,119) | (126) |
| USD | Transocean Limited | Short | (316) | (1,198) | (186) |
| USD | Trinity Industries Incorporated | Short | (94) | (2,554) | (56) |
| USD | TripAdvisor Incorporated | Short | (17) | (575) | (13) |
| USD | Tronox Holdings plc | Short | (51) | (1,257) | (64) |
| USD | TUI AG | Short | (367) | (1,586) | (27) |
| USD | Turning Point Therapeutics Incorporated | Short | (31) | (2,059) | 386 |
| USD | Twilio Incorporated | Short | (89) | (28,395) | 1,674 |
| USD | UniCredit SpA | Short | (3,772) | (49,917) | (4,810) |
| USD | UNITE Group plc | Short | (2,961) | (43,407) | 2,741 |
| USD | Universal Display Corporation | Short | (26) | (4,445) | 515 |
| USD | UPM-Kymmene OYJ | Short | (394) | (13,945) | 425 |
| USD | US Foods Holding Corporation | Short | (162) | (5,615) | (199) |
| USD | Vaxcyte Incorporated | Short | (155) | (3,932) | 34 |
| USD | Viasat Incorporated | Short | (145) | (7,985) | (441) |
| USD | Vinci SA | Short | (1,458) | (151,645) | (3,127) |
| USD | Virgin Galactic Holdings Incorporated | Short | (381) | (9,639) | (210) |
| USD | Visa Incorporated | Short | (266) | (59,251) | (718) |
| USD | Vistry Group plc | Short | (645) | (10,620) | 187 |
| USD | Vonovia SE | Short | (614) | (36,913) | 758 |
| USD | Vontobel Holding AG | Short | (290) | (24,399) | 1,369 |
| USD | Vroom Incorporated | Short | (216) | (4,767) | 445 |
| USD | Vuzix Corporation | Short | (101) | (1,056) | 58 |
| USD | Walt Disney Company | Short | (380) | (64,285) | 3,587 |
| USD | Webuild SpA | Short | (91) | 0 | 0 |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (continued) |
| USD | WEX Incorporated | Short | (105) | (18,495) | (1,068) |
| USD | WH Smith plc | Short | (293) | (6,728) | (26) |
| USD | Wharf Real Estate Investment Company Limited | Short | (12,000) | (61,655) | (6,712) |
| USD | Whitbread plc | Short | (1,059) | (47,086) | 3 |
| USD | WillScot Mobile Mini Holdings Corporation | Short | (891) | (28,263) | (392) |
| USD | Woodside Petroleum Limited | Short | (3,065) | (52,409) | (6,735) |
| USD | Woolworths Group Limited | Short | (5,438) | (152,744) | 1,651 |
| USD | Workhorse Group Incorporated | Short | (399) | (3,052) | 215 |
| USD | Wynn Resorts Limited | Short | (411) | (34,832) | (1,085) |
| USD | Z Holdings Corporation | Short | (14,200) | (90,881) | 4,352 |
| USD | Zentalis Pharmaceuticals Incorporated | Short | (26) | (1,733) | (43) |
| USD | Zip Company Limited | Short | (1,051) | (5,184) | (328) |
| USD | Zogenix Incorporated | Short | (207) | (3,144) | (27) |
| USD | Zomedica Corporation | Short | (3,055) | (1,599) | (97) |
| USD | ZoomInfo Technologies Incorporated | Short | (94) | (5,752) | 468 |
| USD | Zynga Incorporated | Short | (137) | (1,032) | 29 |
|  |  |  |  |  | (55,447) |
| Global Long/Short Equity Fund |
| USD | CyberAgent Incorporated | Long | 96,700 | 1,865,584 | (105,581) |
| USD | Iida Group Holdings Company Limited | Long | 87,800 | 2,258,366 | (157,630) |
| USD | McDonald’s Holdings Company Japan Limited | Long | 49,700 | 2,344,766 | (3,541) |
| USD | Nintendo Company Limited | Long | 4,900 | 2,341,626 | (44,572) |
| USD | Nippon Express Company Limited | Long | 20,800 | 1,432,501 | (105,701) |
| USD | Oracle Corporation Japan | Long | 13,900 | 1,221,062 | (133,999) |
| USD | PR TIMES Incorporated | Long | 5,600 | 158,583 | (74) |
| USD | Trend Micro Incorporated | Long | 17,500 | 974,542 | (20,235) |
| USD | Yamada Holdings Company Limited | Long | 591,600 | 2,484,471 | (80,555) |
| USD | Accolade Incorporated | Short | (2,860) | (120,606) | 6,178 |
| USD | Aclaris Therapeutics Incorporated | Short | (6,689) | (120,402) | 67 |
| USD | Alnylam Pharmaceuticals Incorporated | Short | (4,075) | (769,401) | (7,580) |
| USD | Argenx SE | Short | (2,485) | (750,925) | 36,938 |
| USD | Aterian Incorporated | Short | (60,092) | (650,796) | 70,308 |
| USD | Ballard Power Systems Incorporated | Short | (107,100) | (1,503,425) | 164,485 |
| USD | Bellevue Gold Limited | Short | (1,368,103) | (834,489) | 12,862 |
| USD | BigCommerce Holdings Incorporated | Short | (16,002) | (810,341) | 63,208 |
| USD | Cameco Corporation | Short | (24,500) | (532,323) | (10,164) |
| USD | Carnival Corporation | Short | (15,494) | (387,505) | (4,958) |
| USD | Carvana Company | Short | (6,784) | (2,045,647) | 120,145 |
| USD | Delivery Hero SE | Short | (9,702) | (1,237,541) | 130,708 |
| USD | DoorDash Incorporated | Short | (4,665) | (960,897) | 51,408 |
| USD | DraftKings Incorporated | Short | (29,493) | (1,420,383) | 105,880 |
| USD | Eisai Company Limited | Short | (27,400) | (2,052,465) | 91,628 |
| USD | Euronav NV | Short | (83,736) | (793,598) | (38,250) |

2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
| Currency | Security | Long/Short | Shares | USD market value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Global Long USD | /Short Equity Fund (continued) Exact Sciences Corporation | Short | (16,419) | (1,567,194) | 45,481 |
| USD | Fastly Incorporated | Short | (14,372) | (581,204) | 37,942 |
| USD | Fisker Incorporated | Short | (18,365) | (269,047) | (2,204) |
| USD | Gevo Incorporated | Short | (107,916) | (716,562) | 6,475 |
| USD | International Seaways Incorporated | Short | (8,525) | (155,326) | (6,735) |
| USD | ITM Power plc | Short | (133,453) | (766,713) | 21,456 |
| USD | Ivanhoe Mines Limited | Short | (3,400) | (21,743) | 673 |
| USD | Jackson Financial Incorporated | Short | (3,590) | (93,340) | 2,334 |
| USD | Japan Post Holdings Company Limited | Short | (116,700) | (980,942) | 63,133 |
| USD | Just Eat Takeaway.com NV | Short | (6,191) | (452,339) | 47,094 |
| USD | Keyera Corporation | Short | (66,400) | (1,670,747) | 16,314 |
| USD | Lemonade Incorporated | Short | (11,051) | (740,528) | 46,856 |
| USD | Lithium Americas Corporation | Short | (5,300) | (118,419) | (1,608) |
| USD | Live Nation Entertainment Incorporated | Short | (12,522) | (1,141,130) | 5,760 |
| USD | MicroVision Incorporated | Short | (40,037) | (442,409) | 68,463 |
| USD | NexGen Energy Limited | Short | (126,600) | (601,715) | 10,779 |
| USD | Nippon Paint Holdings Company Limited | Short | (159,000) | (1,731,537) | 86,190 |
| USD | Oak Street Health Incorporated | Short | (19,461) | (827,676) | 121,436 |
| USD | Ocado Group plc | Short | (873) | (19,510) | 1,462 |
| USD | Oriental Land Company Limited | Short | (8,500) | (1,375,094) | (29,429) |
| USD | Pembina Pipeline Corporation | Short | (44,900) | (1,423,287) | (10,599) |
| USD | Plug Power Incorporated | Short | (47,733) | (1,219,101) | 106,445 |
| USD | PointsBet Holdings Limited | Short | (114,235) | (817,619) | 27,277 |
| USD | Prudential plc | Short | (143,601) | (2,786,638) | (45,098) |
| USD | Royal Caribbean Cruises Limited | Short | (4,736) | (421,267) | (3,741) |
| USD | Sunrun Incorporated | Short | (38,769) | (1,705,836) | 21,711 |
| USD | Teladoc Health Incorporated | Short | (3,527) | (447,259) | 42,288 |
| USD | Twilio Incorporated | Short | (2,503) | (798,582) | 74,940 |
| USD | Virgin Galactic Holdings Incorporated | Short | (20,687) | (523,381) | 11,378 |
| USD | Vroom Incorporated | Short | (35,361) | (780,417) | 85,927 |
| USD | Vuzix Corporation | Short | (57,904) | (605,676) | 64,273 |
| USD | Whitbread plc | Short | (15,832) | (703,939) | 21,907 |
| USD | Wynn Resorts Limited | Short | (7,607) | (644,693) | (6,999) |
| USD | Zomedica Corporation | Short | (445,121) | (233,021) | 2,893 |
|  |  |  |  |  | 1,075,449 |

As at 30 September 2021, Alternative Risk Premia Fund and Global Long/Short Equity Fund had segregated securities in the amount of USD 18,101,234 and USD 91,195,948, respectively, as collateral for open contracts for difference. These securities are included in the Portfolio of investments.
2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund and USD Government Money Market Fund have not been authorised by the Hong Kong Securities and Futures Commission and are not available for investment by Hong Kong retail investors.
As at 30 September 2021, the following Sub-Fund had total return swaps outstanding:
| Currency | Reference asset/index | Payment frequency | Maturity date | USD notional value | USD value of unrealised appreciation/ (depreciation) |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund |
| USD | Goldman Sachs Commodity ARP Strategy Index | 1 month | 3/6/2022 | 17,400,000 | 37,460 |

As at 30 September 2021, Alternative Risk Premia Fund had segregated cash of USD 2,700,000 for open total return swap contracts. This amount is included in Cash at banks in the Statement of assets and liabilities.
-

Translation (ENFR, 2021-09-30):
# OPÉRATIONS DÉRIVÉES
Au cours du semestre clos le 30 septembre 2021, les Compartiments ont conclu des options souscrites, des contrats de change à terme de gré à gré, des contrats à terme standardisés, des contrats sur différence et des swaps de rendement total.
Au 30 septembre 2021, le Compartiment Global Equity Enhanced Income Fund possédait les options souscrites suivantes :
| Description | Courtier | Nombre de contrats | Montant notionnel en USD | Prix d’exercice en USD | Engagement en USD | Date d’expiration | Valeur de marché en USD |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Options d’achat |  |  |  |  |  |  |  |
| Indice DAX Index | Morgan Stanley & Company | (30) | (4 943) | 16 300 | 2 652 956 | 01/10/2021 | 0 |
| Indice MXEA Index | Morgan Stanley & Company | (6) | (2 514) | 2 450 | 26 619 | 01/10/2021 | 0 |
| Indice MXEF Index | Morgan Stanley & Company | (15) | (1 755) | 1 400 | 64 734 | 01/10/2021 | 0 |
| Indice RUTW Index | Morgan Stanley & Company | (3) | (2 247) | 2 415 | 2 226 | 01/10/2021 | 0 |
| Indice SPXW Index | Morgan Stanley & Company | (19) | (16 320) | 4 645 | 13 101 | 01/10/2021 | 0 |
| Indice DAX Index | Morgan Stanley & Company | (14) | (1 797) | 16 300 | 1 238 046 | 08/10/2021 | (158) |
| Indice MXEA Index | Morgan Stanley & Company | (12) | (2 748) | 2 440 | 55 650 | 08/10/2021 | 0 |
| Indice MXEF Index | Morgan Stanley & Company | (11) | (429) | 1 440 | 40 477 | 08/10/2021 | 0 |
| Indice RUTW Index | Morgan Stanley & Company | (5) | (3 995) | 2 370 | 26 125 | 08/10/2021 | (350) |
| Indice SPXW Index | Morgan Stanley & Company | (18) | (15 641) | 4 620 | 53 995 | 08/10/2021 | (495) |
| Indice DAX Index | Morgan Stanley & Company | (8) | (1 278) | 16 250 | 707 455 | 15/10/2021 | (199) |
| Indice DJX Index | Morgan Stanley & Company | (83) | (5 309) | 360 | 93 053 | 15/10/2021 | (1 204) |
| Indice MXEA Index | Morgan Stanley & Company | (4) | (16) | 2 490 | 15 758 | 15/10/2021 | 0 |
| Indice MXEF Index | Morgan Stanley & Company | (17) | (237) | 1 390 | 49 544 | 15/10/2021 | (2) |
| Indice SPXW Index | Morgan Stanley & Company | (14) | (13 925) | 4 585 | 93 564 | 15/10/2021 | (945) |
| Indice SX5E Index | Morgan Stanley & Company | (15) | (1 490) | 4 300 | 703 728 | 15/10/2021 | (156) |
| Indice UKX Index | Morgan Stanley & Company | (17) | (2 775) | 7 250 | 1 624 346 | 15/10/2021 | (4 352) |
| Indice MXEA Index | Morgan Stanley & Company | (19) | (10 810) | 2 410 | 112 625 | 22/10/2021 | (1 188) |
| Indice RUTW Index | Morgan Stanley & Company | (17) | (16 472) | 2 370 | 306 575 | 22/10/2021 | (6 970) |
| Indice SPXW Index | Morgan Stanley & Company | (16) | (17 423) | 4 575 | 174 798 | 22/10/2021 | (2 000) |
|  |  |  |  |  |  |  | (18 019) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
Au 30 septembre 2021, le Compartiment Global Equity Enhanced Income Fund détenait des liquidités séparées à hauteur de
21 288 USD pour les contrats d’options souscrits. Ce montant est inclus dans les Liquidités en banque de l’État de l’actif et du passif. Au 30 septembre 2021, le Compartiment Global Equity Enhanced Income Fund détenait des titres séparés en tant que garantie à hauteur de 33 406 601 USD, avant décote, pour les options souscrites ouvertes. Ces titres sont inclus dans le Portefeuille d’investissements.
Au 30 septembre 2021, les Compartiments suivants possédaient des contrats de change à terme de gré à gré ouverts :
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 2 Degree Global Equity Fund Achat  Couverture du risque de change Couverture du risque de change Couverture du risque de change Couverture du risque de change Couverture du risque de change Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 8 735 EUR | 10 357 USD | 10 119 USD | (238) USD |
| Brown Brothers Harriman | 07/10/2021 | 8 735 EUR | 10 357 USD | 10 119 USD | (238) USD |
| Brown Brothers Harriman | 07/10/2021 | 184 EUR | 219 USD | 214 USD | (5) USD |
| Brown Brothers Harriman | 07/10/2021 | 184 EUR | 219 USD | 214 USD | (5) USD |
| Brown Brothers Harriman | 07/10/2021 | 186 EUR | 219 USD | 216 USD | (3) USD |
| Brown Brothers Harriman | 07/10/2021 | 186 EUR | 219 USD | 216 USD | (3) USD |
| Vente | Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (30) EUR | 35 USD | 34 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (30) EUR | 35 USD | 34 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (195) EUR | 228 USD | 227 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (195) EUR | 228 USD | 227 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (234) EUR | 275 USD | 271 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (234) EUR | 275 USD | 272 USD | 3 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (182) EUR | 214 USD | 210 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | (182) EUR | 214 USD | 210 USD | 4 USD |
| Alternative Risk Premia Fund |  |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | 8 432 CHF | 9 220 USD | 9 048 USD | (172) USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | 7 678 EUR | 9 104 USD | 8 895 USD | (209) USD |
| Couverture du |  |  |  |  |  |  |
| risque de change | Brown Brothers Harriman | 07/10/2021 | 6 563 GBP | 9 046 USD | 8 843 USD | (203) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 5 498 000 BRL | 1 036 633 USD | 1 006 884 USD | (29 749) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 8 684 000 CAD | 6 859 612 USD | 6 855 967 USD | (3 645) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 2 063 000 CZK | 95 773 USD | 94 249 USD | (1 524) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 1 526 000 EUR | 1 804 132 USD | 1 768 199 USD | (35 933) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 78 708 000 HUF | 265 233 USD | 253 531 USD | (11 702) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 107 038 000 INR | 1 449 437 USD | 1 439 395 USD | (10 042) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 259 968 000 JPY | 2 367 679 USD | 2 336 107 USD | (31 572) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 24 837 000 MXN | 1 239 455 USD | 1 200 115 USD | (39 340) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 1 945 000 NZD | 1 384 208 USD | 1 342 609 USD | (41 599) USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 104 618 000 RUB | 1 424 413 USD | 1 433 005 USD | 8 592 USD |
| Couverture |  |  |  |  |  |  |
| économique | Barclays Bank PLC | 20/10/2021 | 16 586 000 ZAR | 1 166 627 USD | 1 098 948 USD | (67 679) USD |

| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | Couverture économique | Barclays Bank PLC | 21/10/2021 | 29 794 626 000 IDR | 2 080 688 USD | 2 078 108 USD | (2 580) USD |
| Vente | Couverture du risque de change |  |  |  |  |  |  |
|  | Brown Brothers Harriman | 07/10/2021 | (104) CHF | 113 USD | 111 USD | 2 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (26) EUR | 31 USD | 30 USD | 1 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (66) GBP | 90 USD | 88 USD | 2 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (9 428 000) AUD | 6 956 249 USD | 6 816 443 USD | 139 806 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (6 327 000) CHF | 6 897 669 USD | 6 791 775 USD | 105 894 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (384 705 000) CLP | 484 405 USD | 473 720 USD | 10 685 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (4 363 000) GBP | 6 038 784 USD | 5 878 818 USD | 159 966 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (1 237 457 000) KRW | 1 057 728 USD | 1 044 839 USD | 12 889 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (44 151 000) NOK | 5 092 310 USD | 5 049 963 USD | 42 347 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (4 371 000) PLN | 1 136 226 USD | 1 098 971 USD | 37 255 USD |
|  | Couverture économique | Barclays Bank PLC | 20/10/2021 | (46 761 000) SEK | 5 431 096 USD | 5 342 067 USD | 89 029 USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
|  | Valeur de la |
| --- | --- |
| plus-value/ |
| Type de |  |  | Date | Contrats à recevoir/ |  |  | (moins-value) |
| contrat | Objectif | Contrepartie | d’échéance | à livrer | Coût | Valeur de marché | latente |


###### China A Focus Fund

##### Achat Couverture du risque

##### de change	Brown Brothers Harriman 08/10/2021	122 667 SEK	14 041 USD	14 012 USD	(29) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 08/10/2021	2 534 SEK	290 USD	289 USD	(1) USD
| Couverture du risque de change | Brown Brothers Harriman | 12/10/2021 | (1 235) SEK | 140 USD | 141 USD |
| --- | --- | --- | --- | --- | --- |


##### Vente

###### Climate Transition Global Investment Grade Credit Fund

##### Achat Couverture du risque

##### (1) USD

##### de change	Brown Brothers Harriman 07/10/2021	10 222 CHF	11 177 USD	10 969 USD	(208) USD Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	10 222 CHF	11 177 USD	10 969 USD	(208) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	38 CHF	42 USD	41 USD	(1) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	38 CHF	42 USD	41 USD	(1) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	9 293 EUR	11 018 USD	10 765 USD	(253) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	9 293 EUR	11 018 USD	10 765 USD	(253) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	8 433 EUR	9 998 USD	9 769 USD	(229) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	134 EUR	159 USD	156 USD	(3) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	134 EUR	159 USD	155 USD	(4) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	36 EUR	43 USD	42 USD	(1) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	38 204 333 GBP  52 658 369 USD	51 476 664 USD  (1 181 705) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	3 822 189 GBP	5 268 256 USD	5 150 031 USD	(118 225) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	409 508 GBP	564 698 USD	551 773 USD	(12 925) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	40 962 GBP	56 485 USD	55 192 USD	(1 293) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	8 134 GBP	11 211 USD	10 960 USD	(251) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	87 GBP	120 USD	117 USD	(3) USD

##### Vente Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	(117) EUR	136 USD	135 USD	1 USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	(117) EUR	136 USD	135 USD	1 USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	(48 219) GBP	65 028 USD	64 970 USD	58 USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	(17 000) GBP	23 154 USD	22 906 USD	248 USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	(395 184) GBP	532 947 USD	532 472 USD	475 USD

##### Couverture

##### économique	State Street Bank	27/10/2021	(650 000) CAD	507 624 USD	513 167 USD	(5 543) USD

##### Couverture

##### économique	State Street Bank	27/10/2021	(22 200 000) EUR  26 062 549 USD	25 726 901 USD	335 648 USD

##### Couverture

##### économique	State Street Bank	27/10/2021	(4 250 000) GBP	5 798 016 USD	5 726 621 USD	71 395 USD

###### Emerging Markets Equity Fund

##### Achat Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	12 091 CHF	13 221 USD	12 975 USD	(246) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	12 082 CHF	13 212 USD	12 966 USD	(246) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	294 CHF	319 USD	315 USD	(4) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	294 CHF	318 USD	315 USD	(3) USD

##### Couverture du risque

##### de change	Brown Brothers Harriman 07/10/2021	100 CHF	110 USD	108 USD	(2) USD
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 100 CHF | 110 USD | 108 USD | (2) USD |
| Vente | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (349) CHF | 375 USD | 374 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (349) CHF | 375 USD | 374 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (242) CHF | 262 USD | 260 USD | 2 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (242) CHF | 262 USD | 260 USD | 2 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (425) CHF | 460 USD | 456 USD | 4 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (425) CHF | 459 USD | 455 USD | 4 USD |
| Emerging Markets Equity Income Fund |
| Achat | Couverture du risque de change |  |  |  |  |  |  |
|  | Brown Brothers Harriman | 07/10/2021 | 11 513 CHF | 12 590 USD | 12 356 USD | (234) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 11 513 CHF | 12 590 USD | 12 356 USD | (234) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 253 CHF | 274 USD | 271 USD | (3) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 253 CHF | 274 USD | 271 USD | (3) USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Objectif | Contrepartie |  | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Emerging Markets Equity Income Fund (suite) |  |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 96 CHF | 105 USD | 103 USD | (2) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 96 CHF | 105 USD | 103 USD | (2) USD |
| Vente | Couverture du |  |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | (230) CHF | 247 USD | 246 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | (230) CHF | 247 USD | 246 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | (465) CHF | 502 USD | 498 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | (465) CHF | 503 USD | 500 USD | 3 USD |
| EUR Investment Grade Credit Fund |  |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 113 981 249 CHF | 105 125 188 EUR | 105 430 615 EUR | 305 427 EUR |
| Vente | Couverture du |  |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | (1 014 463) CHF | 935 424 EUR | 938 361 EUR | (2 937) EUR |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | (1 192 586) CHF | 1 101 677 EUR | 1 103 121 EUR | (1 444) EUR |
| Couverture |  |  |  |  |  |  |
|  | économique | State Street Bank |  | 27/10/2021 | (2 000 000) GBP | 2 325 507 EUR | 2 325 876 EUR | (369) EUR |
| Couverture |  |  |  |  |  |  |
|  | économique | State Street Bank |  | 27/10/2021 | (2 000 000) USD | 1 703 572 EUR | 1 724 924 EUR | (21 352) EUR |
| EUR Short Duration Credit Fund |  |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 1 151 GBP | 1 339 EUR | 1 340 EUR | 1 EUR |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 7 797 GBP | 9 067 EUR | 9 071 EUR | 4 EUR |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 36 USD | 31 EUR | 32 EUR | 1 EUR |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 37 USD | 31 EUR | 32 EUR | 1 EUR |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 10 754 USD | 9 071 EUR | 9 279 EUR | 208 EUR |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 10 772 USD | 9 085 EUR | 9 293 EUR | 208 EUR |
| Vente | Couverture |  |  |  |  |  |  |  |
|  | économique | State Street Bank |  | 27/10/2021 | (4 200 000) GBP | 4 883 683 EUR | 4 884 340 EUR | (657) EUR |
| Couverture |  |  |  |  |  |  |
|  | économique | State Street Bank |  | 27/10/2021 | (800 000) USD | 681 150 EUR | 689 969 EUR | (8 819) EUR |
| Global Equity Enhanced Income Fund |  |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 2 536 979 SGD | 1 887 186 USD | 1 868 435 USD | (18 751) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 67 095 SGD | 49 673 USD | 49 415 USD | (258) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
|  | change | Brown Brothers Harriman |  | 07/10/2021 | 13 055 SGD | 9 712 USD | 9 615 USD | (97) USD |

| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Vente | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (78 088) SGD | 57 797 USD | 57 511 USD | 286 USD |
| Global Factor Enhanced Equity Fund |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 13 186 CHF | 14 419 USD | 14 137 USD | (282) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 13 186 CHF | 14 419 USD | 14 137 USD | (282) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 281 CHF | 304 USD | 301 USD | (3) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 281 CHF | 304 USD | 301 USD | (3) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 12 329 EUR | 14 617 USD | 14 289 USD | (328) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 12 329 EUR | 14 617 USD | 14 289 USD | (328) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 265 EUR | 311 USD | 307 USD | (4) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 265 EUR | 311 USD | 307 USD | (4) USD |
| Vente | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (302) CHF | 325 USD | 324 USD | 1 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (302) CHF | 325 USD | 324 USD | 1 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (262) CHF | 283 USD | 281 USD | 2 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (262) CHF | 283 USD | 281 USD | 2 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (156) CHF | 171 USD | 168 USD | 3 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (156) CHF | 171 USD | 168 USD | 3 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (38) EUR | 45 USD | 44 USD | 1 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (38) EUR | 45 USD | 44 USD | 1 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (285) EUR | 332 USD | 330 USD | 2 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (285) EUR | 332 USD | 330 USD | 2 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (250) EUR | 293 USD | 289 USD | 4 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (250) EUR | 293 USD | 290 USD | 3 USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Global Long/Short Equity Fund Achat	Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman Couverture du risque de change	Brown Brothers Harriman | 07/10/2021 | 14 719 344 AUD | 10 873 018 USD | 10 641 477 USD | (231 541) USD |
| 07/10/2021 | 490 230 AUD | 362 302 USD | 354 416 USD | (7 886) USD |
| 07/10/2021 | 11 444 CHF | 12 514 USD | 12 281 USD | (233) USD |
| 07/10/2021 | 11 444 CHF | 12 514 USD | 12 281 USD | (233) USD |
| 07/10/2021 | 43 CHF | 47 USD | 46 USD | (1) USD |
| 07/10/2021 | 43 CHF | 47 USD | 46 USD | (1) USD |
| 07/10/2021 | 4 885 880 EUR | 5 792 793 USD | 5 659 914 USD | (132 879) USD |
| 07/10/2021 | 70 577 EUR | 83 654 USD | 81 757 USD | (1 897) USD |
| 07/10/2021 | 10 610 EUR | 12 579 USD | 12 290 USD | (289) USD |
| 07/10/2021 | 153 EUR | 182 USD | 178 USD | (4) USD |
| Vente | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (305 232) AUD | 224 548 USD | 220 670 USD | 3 878 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (232) CHF | 252 USD | 249 USD | 3 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (232) CHF | 252 USD | 249 USD | 3 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (217) EUR | 255 USD | 250 USD | 5 USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (109 501) EUR | 128 229 USD | 126 848 USD | 1 381 USD |
| Global Small Cap Equity Fund |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 12 790 CHF | 13 986 USD | 13 726 USD | (260) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 364 CHF | 394 USD | 390 USD | (4) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 107 CHF | 117 USD | 115 USD | (2) USD |
| Vente | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | (379) CHF | 410 USD | 407 USD | 3 USD |
| Small Cap Innovation Fund |  |  |  |  |  |
| Achat | Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 15 365 CHF | 16 802 USD | 16 489 USD | (313) USD |
| Couverture du |  |  |  |  |  |
| risque de |  |  |  |  |  |
|  | change | Brown Brothers Harriman | 07/10/2021 | 412 CHF | 451 USD | 442 USD | (9) USD |

| Type de contrat	Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 354 CHF | 382 USD | 379 USD | (3) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 54 584 EUR | 64 715 USD | 63 230 USD | (1 485) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 16 438 EUR | 19 489 USD | 19 042 USD | (447) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 1 471 EUR | 1 747 USD | 1 704 USD | (43) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 1 269 EUR | 1 487 USD | 1 470 USD | (17) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 443 EUR | 526 USD | 513 USD | (13) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 382 EUR | 448 USD | 443 USD | (5) USD |
| Vente Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (613) CHF | 660 USD | 658 USD | 2 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (305) CHF | 330 USD | 328 USD | 2 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (180) CHF | 197 USD | 193 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (360) CHF | 391 USD | 387 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (50) EUR | 59 USD | 58 USD | 1 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (663) EUR | 771 USD | 767 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (166) EUR | 197 USD | 193 USD | 4 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (333) EUR | 391 USD | 386 USD | 5 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (388) EUR | 459 USD | 450 USD | 9 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (2 200) EUR | 2 561 USD | 2 548 USD | 13 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (1 106) EUR | 1 298 USD | 1 281 USD | 17 USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | (1 289) EUR | 1 523 USD | 1 493 USD | 30 USD |
| U.S. All Cap Growth Fund |  |  |  |  |  |  |
| Achat Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 88 398 CHF | 96 757 USD | 94 861 USD | (1 896) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 89 902 CHF | 98 306 USD | 96 475 USD | (1 831) USD |
| Couverture du |  |  |  |  |  |  |
| risque de |  |  |  |  |  |  |
| change | Brown Brothers Harriman | 07/10/2021 | 34 845 875 EUR | 41 313 931 USD | 40 366 242 USD | (947 689) USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| U.S. All Cap Growth Fund (suite) |
| Achat | Couverture du risque de change |  |  |  |  |  |  |
|  | Brown Brothers Harriman | 07/10/2021 | 4 712 376 EUR | 5 587 083 USD | 5 458 922 USD | (128 161) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 2 162 427 EUR | 2 563 815 USD | 2 505 004 USD | (58 811) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 794 815 EUR | 945 030 USD | 920 732 USD | (24 298) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 224 444 EUR | 265 344 USD | 260 001 USD | (5 343) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 179 703 EUR | 212 497 USD | 208 171 USD | (4 326) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 367 646 EUR | 430 115 USD | 425 889 USD | (4 226) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 113 763 EUR | 135 264 USD | 131 786 USD | (3 478) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 85 852 EUR | 101 582 USD | 99 453 USD | (2 129) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 54 267 EUR | 64 107 USD | 62 864 USD | (1 243) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 55 733 EUR | 65 442 USD | 64 562 USD | (880) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 31 874 EUR | 37 653 USD | 36 923 USD | (730) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 40 667 EUR | 47 714 USD | 47 109 USD | (605) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 21 822 EUR | 25 852 USD | 25 279 USD | (573) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 37 992 EUR | 44 521 USD | 44 010 USD | (511) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 15 973 EUR | 18 989 USD | 18 504 USD | (485) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 16 888 EUR | 19 959 USD | 19 564 USD | (395) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 400 994 EUR | 464 907 USD | 464 521 USD | (386) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 16 324 EUR | 19 280 USD | 18 911 USD | (369) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 13 524 EUR | 15 824 USD | 15 667 USD | (157) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 2 923 EUR | 3 441 USD | 3 386 USD | (55) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 2 873 EUR | 3 372 USD | 3 329 USD | (43) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 2 736 EUR | 3 211 USD | 3 170 USD | (41) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 1 807 EUR | 2 120 USD | 2 093 USD | (27) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 2 200 EUR | 2 572 USD | 2 549 USD | (23) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 897 EUR | 1 061 USD | 1 039 USD | (22) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 1 020 EUR | 1 195 USD | 1 181 USD | (14) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 570 EUR | 671 USD | 660 USD | (11) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 660 EUR | 775 USD | 764 USD | (11) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 371 EUR | 440 USD | 430 USD | (10) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 478 EUR | 559 USD | 554 USD | (5) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 240 EUR | 282 USD | 278 USD | (4) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 149 EUR | 176 USD | 172 USD | (4) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 140 EUR | 166 USD | 163 USD | (3) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 117 EUR | 138 USD | 135 USD | (3) USD |

| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 124 EUR | 147 USD | 144 USD | (3) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 40 EUR | 47 USD | 46 USD | (1) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 29 EUR | 35 USD | 34 USD | (1) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 57 EUR | 67 USD | 66 USD | (1) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 56 EUR | 66 USD | 65 USD | (1) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 534 368 SGD | 397 501 USD | 393 552 USD | (3 949) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 29 354 SGD | 21 874 USD | 21 619 USD | (255) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 12 279 SGD | 9 152 USD | 9 043 USD | (109) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 19 979 SGD | 14 816 USD | 14 714 USD | (102) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 20 095 SGD | 14 900 USD | 14 800 USD | (100) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 34 400 SGD | 25 415 USD | 25 335 USD | (80) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 21 948 SGD | 16 227 USD | 16 164 USD | (63) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 3 933 SGD | 2 930 USD | 2 897 USD | (33) USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| U.S. All Cap Growth Fund (suite) |
| Achat | Couverture du risque de change |  |  |  |  |  |  |
|  | Brown Brothers Harriman | 07/10/2021 | 3 550 SGD | 2 644 USD | 2 615 USD | (29) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 6 716 SGD | 4 971 USD | 4 946 USD | (25) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 2 374 SGD | 1 766 USD | 1 748 USD | (18) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 1 962 SGD | 1 459 USD | 1 446 USD | (13) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 1 363 SGD | 1 013 USD | 1 004 USD | (9) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 800 SGD | 597 USD | 590 USD | (7) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 360 SGD | 266 USD | 265 USD | (1) USD |
| Vente | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (449) CHF | 490 USD | 481 USD | 9 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (8 091) CHF | 8 704 USD | 8 682 USD | 22 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (25) EUR | 29 USD | 28 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (69) EUR | 81 USD | 80 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (78) EUR | 92 USD | 91 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (81) EUR | 95 USD | 93 USD | 2 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (151) EUR | 177 USD | 175 USD | 2 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (302) EUR | 353 USD | 349 USD | 4 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (270) EUR | 317 USD | 313 USD | 4 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (249) EUR | 293 USD | 288 USD | 5 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (428) EUR | 501 USD | 496 USD | 5 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (213) EUR | 252 USD | 247 USD | 5 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (244) EUR | 288 USD | 282 USD | 6 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (5 978) EUR | 6 931 USD | 6 925 USD | 6 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (369) EUR | 434 USD | 428 USD | 6 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (319) EUR | 378 USD | 370 USD | 8 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (340) EUR | 404 USD | 394 USD | 10 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (366) EUR | 435 USD | 424 USD | 11 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (521) EUR | 616 USD | 603 USD | 13 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (763) EUR | 901 USD | 884 USD | 17 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (7 349) EUR | 8 710 USD | 8 512 USD | 198 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (7 883) EUR | 9 366 USD | 9 132 USD | 234 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (16 798) EUR | 19 709 USD | 19 459 USD | 250 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (30 623) EUR | 35 792 USD | 35 474 USD | 318 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (15 956) EUR | 18 864 USD | 18 484 USD | 380 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (96 207) EUR | 112 010 USD | 111 449 USD | 561 USD |

| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (20 974) EUR | 24 861 USD | 24 297 USD | 564 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (21 519) EUR | 25 494 USD | 24 929 USD | 565 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (113 473) EUR | 132 112 USD | 131 450 USD | 662 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (48 697) EUR | 57 140 USD | 56 413 USD | 727 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (87 187) EUR | 102 302 USD | 100 999 USD | 1 303 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (99 772) EUR | 117 645 USD | 115 578 USD | 2 067 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (108 622) EUR | 128 749 USD | 125 830 USD | 2 919 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (1 467 778) EUR | 1 708 870 USD | 1 700 306 USD | 8 564 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (743 289) EUR | 876 438 USD | 861 043 USD | 15 395 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (2 020 329) EUR | 2 388 490 USD | 2 340 395 USD | 48 095 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (28 465) SGD | 20 951 USD | 20 964 USD | (13) USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (11 480) SGD | 8 547 USD | 8 455 USD | 92 USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.

##### Type de

##### contrat	Objectif	Contrepartie

###### U.S. Large Cap Growth Fund

##### Achat Couverture du

##### Date d’échéance

##### Contrats à recevoir/

##### à livrer	Coût	Valeur de marché

##### Valeur de la plus-value/ (moins-value) latente

##### risque de change Brown Brothers Harriman 07/10/2021	14 045 EUR	16 652 USD	16 270 USD	(382) USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	342 EUR	407 USD	396 USD	(11) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	331 EUR	388 USD	383 USD	(5) USD

##### Vente Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(45) EUR	54 USD	53 USD	1 USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(617) EUR	718 USD	714 USD	4 USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	(484) EUR	568 USD	561 USD	7 USD

###### U.S. Select Equity Fund

##### Achat Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	15 364 EUR	18 216 USD	17 797 USD	(419) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	15 067 EUR	17 864 USD	17 454 USD	(410) USD

##### Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	412 EUR	484 USD	478 USD	(6) USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	405 EUR	475 USD	469 USD	(6) USD

##### Vente Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(52) EUR	62 USD	61 USD	1 USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(53) EUR	63 USD	62 USD	1 USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(399) EUR	469 USD	463 USD	6 USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	(408) EUR	478 USD	471 USD	7 USD

###### U.S. Short-Term High Yield Bond Fund

##### Achat Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	13 809 EUR	16 372 USD	15 996 USD	(376) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	9 246 EUR	10 962 USD	10 711 USD	(251) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	5 921 EUR	7 020 USD	6 859 USD	(161) USD

##### Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	199 EUR	236 USD	231 USD	(5) USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	133 EUR	158 USD	154 USD	(4) USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	85 EUR	101 USD	99 USD	(2) USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	41 EUR	48 USD	47 USD	(1) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	23 473 336 GBP	32 354 120 USD	31 628 062 USD	(726 058) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	249 882 GBP	344 579 USD	336 692 USD	(7 887) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	127 574 GBP	176 319 USD	171 894 USD	(4 425) USD

##### Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	2 972 GBP	4 112 USD	4 004 USD	(108) USD

##### Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	248 GBP	338 USD	333 USD	(5) USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	122 GBP	169 USD	165 USD	(4) USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	49 GBP	67 USD	66 USD	(1) USD

##### Vente Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(43) EUR	50 USD	49 USD	1 USD Couverture du

##### risque de change Brown Brothers Harriman 07/10/2021	(120) GBP	165 USD	162 USD	3 USD Couverture du

##### risque de change  Brown Brothers Harriman  07/10/2021	(1 389) GBP	1 918 USD	1 872 USD	46 USD
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (9 250) GBP | 12 807 USD | 12 463 USD | 344 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (61 026) GBP | 84 133 USD | 82 227 USD | 1 906 USD |
| USD Investment Grade Credit Fund |
| Achat | Couverture du risque de change |  |  |  |  |  |  |
|  | Brown Brothers Harriman | 07/10/2021 | 9 901 CHF | 10 826 USD | 10 624 USD | (202) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 112 CHF | 122 USD | 120 USD | (2) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 339 782 246 EUR | 402 852 286 USD | 393 611 352 USD | (9 240 934) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 58 095 082 EUR | 68 878 633 USD | 67 298 642 USD | (1 579 991) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 10 381 536 EUR | 12 192 502 USD | 12 026 204 USD | (166 298) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 3 755 571 EUR | 4 443 911 USD | 4 350 538 USD | (93 373) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 3 010 553 EUR | 3 555 644 USD | 3 487 492 USD | (68 152) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 852 063 EUR | 1 012 937 USD | 987 049 USD | (25 888) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 664 314 EUR | 786 072 USD | 769 555 USD | (16 517) USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| USD Investment Grade Credit Fund (suite) |
| Achat | Couverture du risque de change | Brown Brothers Harriman |  |  |  |  |  |
|  | 07/10/2021 | 488 961 EUR | 575 666 USD | 566 423 USD | (9 243) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 276 448 EUR | 327 507 USD | 320 244 USD | (7 263) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 242 753 EUR | 287 813 USD | 281 211 USD | (6 602) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 459 385 EUR | 537 441 USD | 532 161 USD | (5 280) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 95 287 EUR | 111 819 USD | 110 383 USD | (1 436) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 24 720 EUR | 28 968 USD | 28 636 USD | (332) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 10 851 EUR | 12 893 USD | 12 571 USD | (322) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 11 367 EUR | 13 450 USD | 13 168 USD | (282) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 10 117 EUR | 11 995 USD | 11 720 USD | (275) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 9 270 EUR | 10 990 USD | 10 738 USD | (252) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 8 719 EUR | 10 337 USD | 10 100 USD | (237) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 8 887 EUR | 10 496 USD | 10 295 USD | (201) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 8 135 EUR | 9 617 USD | 9 423 USD | (194) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 4 832 EUR | 5 670 USD | 5 598 USD | (72) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 856 EUR | 1 001 USD | 991 USD | (10) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 359 EUR | 424 USD | 416 USD | (8) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 561 EUR | 655 USD | 649 USD | (6) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 102 EUR | 121 USD | 118 USD | (3) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 106 EUR | 125 USD | 122 USD | (3) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 89 EUR | 105 USD | 103 USD | (2) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 149 EUR | 174 USD | 172 USD | (2) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 42 EUR | 49 USD | 48 USD | (1) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 722 690 GBP | 996 108 USD | 973 754 USD | (22 354) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 69 135 GBP | 95 291 USD | 93 153 USD | (2 138) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 7 905 GBP | 10 895 USD | 10 651 USD | (244) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 754 GBP | 1 043 USD | 1 016 USD | (27) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 260 GBP | 357 USD | 351 USD | (6) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 90 GBP | 124 USD | 121 USD | (3) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 1 622 647 034 JPY | 14 755 280 USD | 14 580 008 USD | (175 272) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 20 880 939 JPY | 191 043 USD | 187 622 USD | (3 421) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 13 035 043 JPY | 118 237 USD | 117 125 USD | (1 112) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 12 718 463 JPY | 114 589 USD | 114 280 USD | (309) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 723 247 JPY | 6 579 USD | 6 498 USD | (81) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 720 899 JPY | 6 509 USD | 6 477 USD | (32) USD |

| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 25 751 JPY | 234 USD | 232 USD | (2) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 10 774 JPY | 98 USD | 97 USD | (1) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 16 631 127 JPY | 149 201 USD | 149 436 USD | 235 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 11 212 SGD | 8 341 USD | 8 258 USD | (83) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | 114 SGD | 85 USD | 84 USD | (1) USD |
| Vente | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (124) CHF | 136 USD | 134 USD | 2 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (101) EUR | 118 USD | 117 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (118) EUR | 137 USD | 136 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (135) EUR | 157 USD | 156 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (31) EUR | 37 USD | 36 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (33) EUR | 39 USD | 38 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (36) EUR | 43 USD | 42 USD | 1 USD |
| Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (72) EUR | 84 USD | 83 USD | 1 USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
| USD Investment Grade Credit Fund (suite) |
| Vente | Couverture du risque de change |  |  |  |  |  |  |
|  | Brown Brothers Harriman | 07/10/2021 | (71) EUR | 85 USD | 83 USD | 2 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (77) EUR | 91 USD | 89 USD | 2 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (120) EUR | 140 USD | 138 USD | 2 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (1 129) EUR | 1 329 USD | 1 308 USD | 21 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (828) EUR | 981 USD | 959 USD | 22 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (941) EUR | 1 115 USD | 1 090 USD | 25 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (1 918) EUR | 2 280 USD | 2 222 USD | 58 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (232 266) EUR | 269 286 USD | 269 062 USD | 224 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (24 168) EUR | 28 358 USD | 27 997 USD | 361 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (35 620) EUR | 42 120 USD | 41 263 USD | 857 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (40 819) EUR | 48 221 USD | 47 286 USD | 935 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (69 292) EUR | 81 379 USD | 80 269 USD | 1 110 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (115 457) EUR | 134 947 USD | 133 747 USD | 1 200 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (106 284) EUR | 124 356 USD | 123 122 USD | 1 234 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (173 678) EUR | 205 258 USD | 201 193 USD | 4 065 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (844 826) EUR | 983 595 USD | 978 666 USD | 4 929 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (208 385) EUR | 246 998 USD | 241 398 USD | 5 600 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (5 063 454) EUR | 5 895 161 USD | 5 865 618 USD | 29 543 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (1 160 572) EUR | 1 375 622 USD | 1 344 432 USD | 31 190 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (80) GBP | 110 USD | 107 USD | 3 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (8 739) GBP | 11 785 USD | 11 774 USD | 11 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (474) GBP | 650 USD | 639 USD | 11 USD |

| Type de contrat | Objectif | Contrepartie | Date d’échéance | Contrats à recevoir/ à livrer | Coût | Valeur de marché | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (695) GBP | 958 USD | 936 USD | 22 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (6 533) GBP | 9 009 USD | 8 803 USD | 206 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (39 181) GBP | 53 769 USD | 52 792 USD | 977 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (23 831 562) JPY | 213 827 USD | 214 134 USD | (307) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (81 781) JPY | 734 USD | 735 USD | (1) USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (3 128 632) JPY | 28 369 USD | 28 112 USD | 257 USD |
|  | Couverture du risque de change | Brown Brothers Harriman | 07/10/2021 | (12 123 923) JPY | 110 245 USD | 108 937 USD | 1 308 USD |

Au 30 septembre 2021, les Compartiments ci-dessous possédaient des contrats à terme standardisés ouverts :
| Type de contrat | Type | Courtier | Date d’échéance | Montant de l’engagement | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund |
| 82 Short | Euro-Bund Futures | Goldman Sachs & Company LLC | 08/12/2021 | (9 746 095) USD | 265 355 USD |
| 68 Short | Canadian 10 Year Bond Futures | Goldman Sachs & Company LLC | 20/12/2021 | (5 302 293) USD | 142 271 USD |
| 59 Short | 10 Year U.S. Treasury Note | Goldman Sachs & Company LLC | 21/12/2021 | (6 530 102) USD | 106 477 USD |
| 10 Short | Long Gilt Futures | Goldman Sachs & Company LLC | 29/12/2021 | (1 799 534) USD | 46 145 USD |
| 6 Long | CAC40 10 Euro Futures | Goldman Sachs & Company LLC | 15/10/2021 | 524 741 USD | (12 462) USD |
| 3 Long | TOPIX Index Futures | Goldman Sachs & Company LLC | 09/12/2021 | 4 918 USD | 24 341 USD |
| 21 Long | Japanese 10 Year Bond (OSE) Futures | Goldman Sachs & Company LLC | 13/12/2021 | 19 050 290 USD | (79 249) USD |
| 124 Long | Australian 10 Year Bond Futures | Goldman Sachs & Company LLC | 15/12/2021 | 9 168 756 USD | (232 597) USD |
| 2 Long | S&P/TSX 60 Index Futures | Goldman Sachs & Company LLC | 16/12/2021 | 298 228 USD | (10 959) USD |
| 3 Long | SPI 200 Futures | Goldman Sachs & Company LLC | 16/12/2021 | 285 880 USD | (3 633) USD |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Type de contrat | Type | Courtier | Date d’échéance | Montant de l’engagement | Valeur de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| 1 Long | DAX Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 512 826 USD | (11 062) USD |
| 3 Long | E-Mini Russell 2000 Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 330 120 USD | (5 303) USD |
| 9 Long | Euro STOXX 50 Futures | Goldman Sachs & Company LLC | 17/12/2021 | 488 835 USD | (12 119) USD |
| 5 Long | FTSE 100 Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 642 092 USD | 2 533 USD |
| 6 Long | MSCI Emerging Markets Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 373 680 USD | (14 604) USD |
| 1 Long | NASDAQ 100 E-Mini Futures | Goldman Sachs & Company LLC | 17/12/2021 | 293 650 USD | (14 941) USD |
| 2 Long | S&P 500 E-Mini Futures | Goldman Sachs & Company LLC | 17/12/2021 | 429 775 USD | (16 125) USD |
| EUR Investment Grade Credit Fund |
| 9 Short | Euro-Bund Futures | Société Générale S.A. | 08/12/2021 | (923 463) EUR | 24 390 EUR |
| 10 Short | 10 Year U.S. Treasury Note | Société Générale S.A. | 21/12/2021 | (955 000) EUR | 14 561 EUR |
| 17 Long | Euro-BOBL Futures | Société Générale S.A. | 08/12/2021 | 1 749 317 EUR | (14 450) EUR |
| 29 Long | Euro-Schatz Futures | Société Générale S.A. | 08/12/2021 | 2 939 643 EUR | (2 465) EUR |
| EUR Short Duration Credit Fund |
| 22 Short | Euro-BOBL Futures | Société Générale S.A. | 08/12/2021 | (2 263 822) EUR | 18 700 EUR |
| 19 Short | Euro-Bund Futures | Société Générale S.A. | 08/12/2021 | (1 949 533) EUR | 51 490 EUR |
| 13 Short | Long Gilt Futures | Société Générale S.A. | 29/12/2021 | (2 019 969) EUR | 54 448 EUR |
| 187 Long | Euro-Schatz Futures | Société Générale S.A. | 08/12/2021 | 18 955 629 EUR | (15 895) EUR |
| Global Equity Enhanced Income Fund |
| 9 Long | S&P 500 E-Mini Futures | Goldman Sachs & Company LLC | 17/12/2021 | 1 933 988 USD | (64 250) USD |
| Global Factor Enhanced Equity Fund |
| 25 Long | MSCI World Index Futures | Goldman Sachs & Company LLC | 17/12/2021 | 756 750 USD | (17 455) USD |

Au 30 septembre 2021, les Compartiments Alternative Risk Premia Fund, Global Equity Enhanced Income Fund et Global Factor Enhanced Equity Fund disposaient de liquidités séparées de 1 981 799 USD, 129 000 USD et 288 746 USD, respectivement, pour les contrats à terme standardisés ouverts. Ces montants figurent au poste Liquidités de l’État de l’actif et du passif.
Au 30 septembre 2021, les Compartiments suivants avaient des contrats sur différence ouverts :
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund |
| USD | 3i Group plc | Long | 225 | 3 865 | (50) |
| USD | 888 Holdings plc | Long | 1 995 | 11 559 | 66 |
| USD | AO Smith Corporation | Long | 579 | 35 360 | (1 974) |
| USD | A10 Networks Incorporated | Long | 383 | 5 163 | (96) |
| USD | AAR Corporation | Long | 104 | 3 373 | 60 |
| USD | Acerinox SA | Long | 766 | 9 818 | (210) |
| USD | Adecco Group AG | Long | 1 154 | 57 822 | (2 045) |
| USD | ADTRAN Incorporated | Long | 342 | 6 416 | (62) |
| USD | Advance Auto Parts Incorporated | Long | 21 | 4 387 | 109 |
| USD | AdvanSix Incorporated | Long | 230 | 9 143 | 1 003 |
| USD | Aecon Group Incorporated | Long | 200 | 3 027 | (174) |
| USD | AGNC Investment Corporation | Long | 258 | 4 069 | (36) |
| USD | Akatsuki Incorporated | Long | 100 | 2 857 | (92) |
| USD | Alexander’s Incorporated | Long | 4 | 1 042 | 16 |
| USD | Alkermes plc | Long | 468 | 14 433 | 571 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Alleghany Corporation | Long | 51 | 31 845 | (153) |
| USD | Allscripts Healthcare Solutions Incorporated | Long | 368 | 4 920 | (173) |
| USD | Alpen Company Limited | Long | 100 | 2 780 | (243) |
| USD | ALSO Holding AG | Long | 40 | 11 537 | (411) |
| USD | AltaGas Limited | Long | 200 | 3 946 | (5) |
| USD | Altus Group Limited | Long | 100 | 4 879 | (47) |
| USD | AMCO - Asset Management Company SpA | Long | 36 | 0 | (165) |
| USD | AMERCO | Long | 136 | 87 860 | (31) |
| USD | American Financial Group Incorporated | Long | 582 | 73 233 | (2 596) |
| USD | AMERISAFE Incorporated | Long | 53 | 2 976 | 112 |
| USD | AMN Healthcare Services Incorporated | Long | 49 | 5 623 | 245 |
| USD | Amneal Pharmaceuticals Incorporated | Long | 186 | 993 | 73 |
| USD | Amphastar Pharmaceuticals Incorporated | Long | 407 | 7 737 | 122 |
| USD | Ampol Limited | Long | 8 269 | 165 029 | 8 274 |
| USD | AnaptysBio Incorporated | Long | 223 | 6 048 | 125 |
| USD | Andersons Incorporated | Long | 211 | 6 505 | 471 |
| USD | Antares Pharma Incorporated | Long | 3 143 | 11 441 | (94) |
| USD | APERAM SA | Long | 167 | 9 258 | (98) |
| USD | Apogee Enterprises Incorporated | Long | 178 | 6 721 | (297) |
| USD | Apria Incorporated | Long | 61 | 2 266 | (9) |
| USD | ArcBest Corporation | Long | 84 | 6 869 | 662 |
| USD | ArcelorMittal SA | Long | 123 | 3 765 | 153 |
| USD | Archer-Daniels-Midland Company | Long | 1 769 | 106 158 | (902) |
| USD | Argo Blockchain plc | Long | 1 336 | 2 083 | (969) |
| USD | Arjo AB | Long | 463 | 5 702 | (316) |
| USD | Arrow Electronics Incorporated | Long | 1 299 | 145 865 | 2 299 |
| USD | Atco Limited | Long | 7 000 | 224 546 | 2 130 |
| USD | Atrion Corporation | Long | 10 | 6 975 | (120) |
| USD | AURELIUS Equity Opportunities SE & Co KGaA | Long | 148 | 4 528 | 64 |
| USD | Aurubis AG | Long | 189 | 14 193 | 242 |
| USD | AusNet Services Limited | Long | 2 956 | 5 351 | 299 |
| USD | Austal Limited | Long | 3 488 | 4 684 | 441 |
| USD | Auto Trader Group plc | Long | 16 454 | 129 760 | (6 936) |
| USD | AutoCanada Incorporated | Long | 100 | 3 663 | 81 |
| USD | Avaya Holdings Corporation | Long | 62 | 1 227 | 39 |
| USD | Avex Incorporated | Long | 1 700 | 22 747 | (583) |
| USD | Avid Bioservices Incorporated | Long | 403 | 8 693 | 600 |
| USD | Avid Technology Incorporated | Long | 310 | 8 965 | 595 |
| USD | Avnet Incorporated | Long | 123 | 4 547 | 34 |
| USD | Axfood AB | Long | 270 | 6 455 | (253) |
| USD | AZZ Incorporated | Long | 218 | 11 598 | 434 |
| USD | Bachem Holding AG | Long | 10 | 7 642 | (489) |
| USD | Basilea Pharmaceutica AG | Long | 508 | 23 568 | (1 466) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Bayerische Motoren Werke AG | Long | 218 | 16 537 | 560 |
| USD | Bechtle AG | Long | 1 432 | 97 942 | (10 082) |
| USD | BellRing Brands Incorporated | Long | 611 | 18 788 | (287) |
| USD | BeNEXT Group Incorporated | Long | 300 | 3 504 | (152) |
| USD | Bentley Systems Incorporated | Long | 354 | 21 467 | (1 154) |
| USD | Bezeq The Israel Telecommunication Corporation Limited | Long | 3 795 | 4 466 | (16) |
| USD | Biesse SpA | Long | 200 | 6 228 | (461) |
| USD | Bilia AB | Long | 52 | 938 | (12) |
| USD | BioDelivery Sciences International Incorporated | Long | 2 131 | 7 693 | (597) |
| USD | Biogen Incorporated | Long | 13 | 3 679 | (202) |
| USD | Blueprint Medicines Corporation | Long | 30 | 3 084 | (71) |
| USD | BlueScope Steel Limited | Long | 6 090 | 88 242 | (8 112) |
| USD | BM Technologies Incorporated | Long | 12 | 107 | (2) |
| USD | Booz Allen Hamilton Holding Corporation | Long | 183 | 14 521 | (88) |
| USD | Bravura Solutions Limited | Long | 1 003 | 2 200 | (30) |
| USD | Brenntag SE | Long | 41 | 3 809 | (91) |
| USD | Broadridge Financial Solutions Incorporated | Long | 1 176 | 195 969 | 2 587 |
| USD | Bruker Corporation | Long | 59 | 4 608 | (271) |
| USD | Bucher Industries AG | Long | 23 | 10 921 | (215) |
| USD | Bunge Limited | Long | 2 225 | 180 937 | 9 345 |
| USD | Bytes Technology Group plc | Long | 3 696 | 25 249 | (1 569) |
| USD | Cambium Networks Corporation | Long | 99 | 3 583 | 171 |
| USD | Camden Property Trust | Long | 27 | 3 982 | (33) |
| USD | Canadian Apartment Properties Real Estate Investment Trust | Long | 100 | 4 667 | (22) |
| USD | Canadian Utilities Limited | Long | 200 | 5 389 | (21) |
| USD | Capcom Company Limited | Long | 600 | 16 672 | (1 654) |
| USD | Capgemini SE | Long | 18 | 3 733 | (259) |
| USD | CareDx Incorporated | Long | 26 | 1 648 | (11) |
| USD | Carl Zeiss Meditec AG | Long | 140 | 26 817 | (4 752) |
| USD | Carlyle Group Incorporated | Long | 2 034 | 96 168 | 529 |
| USD | Carrefour SA | Long | 222 | 3 979 | 162 |
| USD | Carriage Services Incorporated | Long | 155 | 6 911 | (50) |
| USD | Catalyst Pharmaceuticals Incorporated | Long | 2 605 | 13 807 | 1 172 |
| USD | Cboe Global Markets Incorporated | Long | 221 | 27 373 | 466 |
| USD | CBRE Group Incorporated | Long | 291 | 28 332 | 824 |
| USD | CDW Corporation | Long | 21 | 3 822 | (121) |
| USD | Celanese Corporation | Long | 125 | 18 830 | 681 |
| USD | Central Garden & Pet Company | Long | 179 | 8 592 | 415 |
| USD | Cerner Corporation | Long | 2 211 | 155 920 | (7 009) |
| USD | CH Robinson Worldwide Incorporated | Long | 450 | 39 150 | 81 |
| USD | ChannelAdvisor Corporation | Long | 144 | 3 633 | (145) |
| USD | Charles River Laboratories International Incorporated | Long | 9 | 3 714 | (183) |
| USD | Chatwork Company Limited | Long | 200 | 1 966 | (156) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | ChemoMetec Company | Long | 141 | 21 594 | 498 |
| USD | Chewy Incorporated | Long | 245 | 16 687 | (1 842) |
| USD | Chiba Bank Limited | Long | 700 | 4 536 | (21) |
| USD | Chow Tai Fook Jewellery Group Limited | Long | 9 000 | 17 116 | (592) |
| USD | Cincinnati Financial Corporation | Long | 34 | 3 883 | (2) |
| USD | Citi Trends Incorporated | Long | 48 | 3 502 | 114 |
| USD | CK Infrastructure Holdings Limited | Long | 1 500 | 8 366 | 121 |
| USD | Coca-Cola Consolidated Incorporated | Long | 5 | 1 971 | 61 |
| USD | Cognizant Technology Solutions Corporation | Long | 54 | 4 007 | (46) |
| USD | Cognyte Software Limited | Long | 601 | 12 351 | (2 260) |
| USD | Cohen & Steers Incorporated | Long | 170 | 14 241 | (104) |
| USD | Collegium Pharmaceutical Incorporated | Long | 61 | 1 204 | 7 |
| USD | Commercial Metals Company | Long | 68 | 2 071 | 52 |
| USD | CommVault Systems Incorporated | Long | 88 | 6 627 | 136 |
| USD | Computacenter plc | Long | 403 | 14 659 | (774) |
| USD | Comture Corporation | Long | 100 | 2 774 | (157) |
| USD | Concordia Financial Group Limited | Long | 1 100 | 4 330 | (129) |
| USD | Conduent Incorporated | Long | 348 | 2 293 | 73 |
| USD | Construction Partners Incorporated | Long | 32 | 1 068 | 4 |
| USD | Corcept Therapeutics Incorporated | Long | 245 | 4 822 | (179) |
| USD | CorVel Corporation | Long | 74 | 13 780 | 907 |
| USD | Cosmo Energy Holdings Company | Long | 100 | 2 264 | 98 |
| USD | Covestro AG | Long | 62 | 4 225 | 235 |
| USD | Cranswick plc | Long | 45 | 2 166 | (55) |
| USD | CRE Logistics Real Estate Investment Trust Incorporated | Long | 1 | 1 861 | (60) |
| USD | CSR Limited | Long | 596 | 2 369 | (99) |
| USD | CVS Group plc | Long | 152 | 4 937 | (188) |
| USD | CyberAgent Incorporated | Long | 200 | 3 859 | (146) |
| USD | CytomX Therapeutics Incorporated | Long | 770 | 3 919 | (77) |
| USD | Daetwyler Holding AG | Long | 16 | 5 673 | 31 |
| USD | Daito Trust Construction Company Limited | Long | 1 400 | 164 231 | (2 716) |
| USD | Daiwabo Holdings Company Limited | Long | 400 | 6 404 | (805) |
| USD | Darden Restaurants Incorporated | Long | 28 | 4 241 | 78 |
| USD | Dassault Aviation SA | Long | 40 | 4 513 | 206 |
| USD | DCC plc | Long | 441 | 36 764 | (1 176) |
| USD | Demant AS | Long | 70 | 3 527 | (233) |
| USD | Dentsply Sirona Incorporated | Long | 67 | 3 889 | (107) |
| USD | Dexerials Corporation | Long | 200 | 3 923 | (253) |
| USD | DiaSorin SpA | Long | 18 | 3 769 | (460) |
| USD | Dicerna Pharmaceuticals Incorporated | Long | 87 | 1 754 | (57) |
| USD | Dillard’s Incorporated | Long | 22 | 3 795 | (594) |
| USD | Direct Line Insurance Group plc | Long | 12 333 | 48 124 | (761) |
| USD | DKSH Holding AG | Long | 43 | 3 363 | (45) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.

##### é
| Devise | Titre | Long/Short | Actions | Valeur de march en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Domino’s Pizza Enterprises Limited | Long | 410 | 46 895 | 689 |
| USD | Domino’s Pizza Incorporated | Long | 180 | 85 853 | (3 618) |
| USD | Domo Incorporated | Long | 34 | 2 871 | 251 |
| USD | Donnelley Financial Solutions Incorporated | Long | 217 | 7 513 | 334 |
| USD | Draegerwerk AG & Co KGaA | Long | 179 | 14 670 | (24) |
| USD | Drax Group plc | Long | 3 970 | 25 772 | (878) |
| USD | Dropbox Incorporated | Long | 2 693 | 78 689 | (2 397) |
| USD | Dynex Capital Incorporated | Long | 896 | 15 483 | (161) |
| USD | Eagle Pharmaceuticals Incorporated | Long | 539 | 30 065 | 3 638 |
| USD | eBay Incorporated | Long | 55 | 3 832 | (176) |
| USD | Echo Global Logistics Incorporated | Long | 215 | 10 258 | (17) |
| USD | Eckert & Ziegler Strahlen- und Medizintechnik AG | Long | 35 | 4 505 | (629) |
| USD | El Pollo Loco Holdings Incorporated | Long | 362 | 6 118 | (94) |
| USD | Elior Group | Long | 246 | 1 954 | 100 |
| USD | Emergent BioSolutions Incorporated | Long | 43 | 2 153 | (270) |
| USD | Emmi AG | Long | 9 | 9 300 | (347) |
| USD | Empire Company Limited | Long | 4 800 | 146 281 | 2 748 |
| USD | Employers Holdings Incorporated | Long | 214 | 8 451 | 263 |
| USD | Enagas SA | Long | 119 | 2 645 | 12 |
| USD | Encore Wire Corporation | Long | 160 | 15 173 | 1 590 |
| USD | ENEOS Holdings Incorporated | Long | 1 100 | 4 469 | (153) |
| USD | Entain plc | Long | 1 145 | 32 703 | 2 705 |
| USD | EPAM Systems Incorporated | Long | 99 | 56 478 | (3 446) |
| USD | eRex Company Limited | Long | 100 | 2 221 | (372) |
| USD | Esprinet SpA | Long | 887 | 11 582 | (1 076) |
| USD | Ethan Allen Interiors Incorporated | Long | 182 | 4 313 | (86) |
| USD | Everest Re Group Limited | Long | 11 | 2 759 | (28) |
| USD | Evolent Health Incorporated | Long | 42 | 1 302 | 224 |
| USD | Evraz plc | Long | 19 814 | 157 204 | 3 652 |
| USD | ExlService Holdings Incorporated | Long | 42 | 5 171 | 124 |
| USD | eXp World Holdings Incorporated | Long | 46 | 1 829 | (159) |
| USD | Expeditors International of Washington Incorporated | Long | 404 | 48 129 | (840) |
| USD | Extra Space Storage Incorporated | Long | 374 | 62 828 | (4 555) |
| USD | Fair Isaac Corporation | Long | 9 | 3 581 | (258) |
| USD | Ferrexpo plc | Long | 2 074 | 9 144 | 248 |
| USD | Fifth Third Bancorp | Long | 70 | 2 971 | 273 |
| USD | FirstCash Incorporated | Long | 12 | 1 050 | 13 |
| USD | FirstService Corporation | Long | 600 | 108 479 | (3 268) |
| USD | Fox Corporation | Long | 178 | 10 789 | 782 |
| USD | Fresh Del Monte Produce Incorporated | Long | 410 | 13 210 | 738 |
| USD | Fuchs Petralub SE | Long | 4 612 | 215 936 | (9 437) |
| USD | Fuji Electric Company Limited | Long | 800 | 36 405 | (1 068) |
| USD | G1 Therapeutics Incorporated | Long | 277 | 3 717 | (465) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Galenica AG | Long | 53 | 3 739 | (333) |
| USD | Gamma Communications plc | Long | 391 | 9 589 | (102) |
| USD | Gartner Incorporated | Long | 40 | 12 155 | (316) |
| USD | Generac Holdings Incorporated | Long | 9 | 3 678 | (113) |
| USD | Genus plc | Long | 586 | 42 840 | (2 565) |
| USD | Gildan Activewear Incorporated | Long | 100 | 3 654 | (11) |
| USD | Glanbia plc | Long | 643 | 10 635 | (450) |
| USD | GLP J-Real Estate Investment Trust | Long | 3 | 4 938 | (327) |
| USD | GN Store Nord AS | Long | 32 | 2 213 | (185) |
| USD | GNI Group Limited | Long | 100 | 1 470 | 101 |
| USD | GrainCorp Limited | Long | 708 | 3 195 | (61) |
| USD | Granite Construction Incorporated | Long | 97 | 3 836 | 52 |
| USD | Greggs plc | Long | 101 | 3 982 | (152) |
| USD | Greif Incorporated | Long | 12 | 775 | 38 |
| USD | Grifols SA | Long | 168 | 4 102 | (275) |
| USD | Group 1 Automotive Incorporated | Long | 17 | 3 194 | 172 |
| USD | H&R Block Incorporated | Long | 404 | 10 100 | (109) |
| USD | H.I.S. Company Limited | Long | 100 | 2 634 | 384 |
| USD | H2O Retailing Corporation | Long | 200 | 1 729 | 3 |
| USD | Hakuhodo DY Holdings Incorporated | Long | 3 300 | 56 790 | (671) |
| USD | Halozyme Therapeutics Incorporated | Long | 139 | 5 655 | (76) |
| USD | Hanwa Company Limited | Long | 400 | 12 363 | (749) |
| USD | HEICO Corporation | Long | 20 | 2 637 | 86 |
| USD | Heidrick & Struggles International Incorporated | Long | 144 | 6 427 | 516 |
| USD | Henry Schein Incorporated | Long | 53 | 4 036 | 10 |
| USD | Hershey Company | Long | 23 | 3 893 | (96) |
| USD | Hibbett Incorporated | Long | 56 | 3 961 | (431) |
| USD | Hikma Pharmaceuticals plc | Long | 3 282 | 107 965 | 813 |
| USD | Hino Motors Limited | Long | 500 | 4 643 | 18 |
| USD | Hisamitsu Pharmaceutical Company Incorporated | Long | 300 | 11 347 | (555) |
| USD | HKT Trust & HKT Limited | Long | 2 000 | 2 735 | (9) |
| USD | HNI Corporation | Long | 29 | 1 065 | 8 |
| USD | Homology Medicines Incorporated | Long | 548 | 4 313 | (203) |
| USD | Horizon Therapeutics plc | Long | 131 | 14 350 | 199 |
| USD | Houghton Mifflin Harcourt Company | Long | 77 | 1 034 | 15 |
| USD | Huntington Bancshares Incorporated | Long | 272 | 4 205 | 283 |
| USD | Huntington Ingalls Industries Incorporated | Long | 816 | 157 537 | (465) |
| USD | Idemitsu Kosan Company Limited | Long | 5 200 | 136 795 | (470) |
| USD | IDEXX Laboratories Incorporated | Long | 84 | 52 240 | (3 182) |
| USD | iFast Corporation Limited | Long | 300 | 2 066 | (91) |
| USD | IGM Financial Incorporated | Long | 100 | 3 573 | (40) |
| USD | ImmunityBio Incorporated | Long | 95 | 925 | 10 |
| USD | ImmunoGen Incorporated | Long | 333 | 1 888 | (20) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Incyte Corporation | Long | 34 | 2 339 | (242) |
| USD | Industrial Logistics Properties Trust | Long | 612 | 15 551 | (263) |
| USD | Ingles Markets Incorporated | Long | 301 | 19 875 | 614 |
| USD | Inmode Limited | Long | 67 | 10 683 | 1 219 |
| USD | Innoviva Incorporated | Long | 297 | 4 963 | 249 |
| USD | Inogen Incorporated | Long | 92 | 3 964 | (306) |
| USD | Instalco AB | Long | 52 | 2 388 | (215) |
| USD | Intercept Pharmaceuticals Incorporated | Long | 366 | 5 435 | (121) |
| USD | Interpublic Group of Companies Incorporated | Long | 111 | 4 070 | 50 |
| USD | Invesco Limited | Long | 826 | 19 915 | 116 |
| USD | Ipsen SA | Long | 889 | 84 713 | (1 233) |
| USD | Iron Mountain Incorporated | Long | 714 | 31 023 | (664) |
| USD | Ironwood Pharmaceuticals Incorporated | Long | 1 499 | 19 577 | 1 064 |
| USD | Israel Discount Bank Limited | Long | 795 | 4 197 | (183) |
| USD | Ito En Limited | Long | 200 | 13 267 | (867) |
| USD | Itochu Techno-Solutions Corporation | Long | 100 | 3 247 | (190) |
| USD | JM Smucker Company | Long | 44 | 5 281 | (99) |
| USD | J Sainsbury plc | Long | 44 425 | 170 271 | (4 056) |
| USD | Jack Henry & Associates Incorporated | Long | 32 | 5 250 | (171) |
| USD | Jacobs Engineering Group Incorporated | Long | 162 | 21 470 | 753 |
| USD | Japan Investment Adviser Company Limited | Long | 300 | 3 637 | 5 |
| USD | Jazz Pharmaceuticals plc | Long | 683 | 88 933 | 1 072 |
| USD | JB Hunt Transport Services Incorporated | Long | 602 | 100 666 | (1 126) |
| USD | Jet2 plc | Long | 315 | 5 458 | 10 |
| USD | John B Sanfilippo & Son Incorporated | Long | 207 | 16 916 | 381 |
| USD | Johnson Matthey plc | Long | 1 023 | 36 702 | (41) |
| USD | J-Stream Incorporated | Long | 400 | 4 165 | (470) |
| USD | Jumbo Interactive Limited | Long | 324 | 3 717 | 275 |
| USD | Juniper Networks Incorporated | Long | 142 | 3 908 | (4) |
| USD | K92 Mining | Long | 300 | 1 442 | (43) |
| USD | Kainos Group plc | Long | 196 | 4 957 | (182) |
| USD | Kakaku.com Incorporated | Long | 800 | 25 834 | (1 229) |
| USD | Kambi Group plc | Long | 197 | 4 694 | (141) |
| USD | Kamigumi Company Limited | Long | 100 | 2 096 | (97) |
| USD | Karyopharm Therapeutics Incorporated | Long | 178 | 1 036 | (48) |
| USD | Katitas Company Limited | Long | 200 | 7 050 | (355) |
| USD | KeePer Technical Laboratory Company Limited | Long | 100 | 3 027 | (457) |
| USD | Kesko OYJ | Long | 102 | 3 518 | (300) |
| USD | Keyera Corporation | Long | 200 | 5 032 | 12 |
| USD | Kforce Incorporated | Long | 527 | 31 430 | 206 |
| USD | Kindred Group plc | Long | 327 | 4 904 | (1 312) |
| USD | Kingfisher plc | Long | 3 078 | 13 894 | (1 599) |
| USD | Kloeckner & Company SE | Long | 322 | 4 007 | 274 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Knight-Swift Transportation Holdings Incorporated | Long | 1 635 | 83 630 | (932) |
| USD | Koei Tecmo Holdings Company Limited | Long | 400 | 18 987 | (2 489) |
| USD | Koninklijke KPN NV | Long | 1 291 | 4 062 | (87) |
| USD | Kontoor Brands Incorporated | Long | 44 | 2 198 | (79) |
| USD | Koshidaka Holdings Company Limited | Long | 600 | 3 641 | 447 |
| USD | Kroger Company | Long | 811 | 32 789 | 16 |
| USD | Kura Sushi Incorporated | Long | 100 | 3 604 | (35) |
| USD | La Francaise des Jeux SAEM | Long | 4 095 | 210 553 | (2 867) |
| USD | Laboratory Corporation of America Holdings | Long | 21 | 5 910 | (262) |
| USD | Labrador Iron Ore Royalty Corporation | Long | 200 | 5 561 | (357) |
| USD | Landstar System Incorporated | Long | 194 | 30 617 | (200) |
| USD | Lennox International Incorporated | Long | 172 | 50 597 | (2 191) |
| USD | Leopalace21 Corporation | Long | 4 000 | 8 891 | (605) |
| USD | LeoVegas AB | Long | 3 817 | 14 847 | (1 029) |
| USD | Lindsay Corporation | Long | 13 | 1 973 | 29 |
| USD | Logitech International SA | Long | 76 | 6 762 | (493) |
| USD | Lovesac Company | Long | 10 | 661 | (20) |
| USD | Macnica Fuji Electronics Holdings Incorporated | Long | 800 | 18 618 | (1 755) |
| USD | Macquarie Infrastructure Corporation | Long | 230 | 9 329 | 120 |
| USD | Marcus & Millichap Incorporated | Long | 450 | 18 279 | 954 |
| USD | MarineMax Incorporated | Long | 43 | 2 086 | 2 |
| USD | Marten Transport Limited | Long | 66 | 1 036 | 36 |
| USD | Maximus Incorporated | Long | 55 | 4 576 | 47 |
| USD | Mazda Motor Corporation | Long | 7 000 | 60 578 | 817 |
| USD | McDonald’s Holdings Company Japan Limited | Long | 500 | 23 589 | (470) |
| USD | MCJ Company Limited | Long | 700 | 7 543 | (779) |
| USD | MediaAlpha Incorporated | Long | 160 | 2 989 | (122) |
| USD | Medibank Private Limited | Long | 81 061 | 206 966 | 942 |
| USD | Medical Data Vision Company Limited | Long | 200 | 2 763 | (141) |
| USD | Medifast Incorporated | Long | 29 | 5 587 | (695) |
| USD | Medipal Holdings Corporation | Long | 200 | 3 764 | (255) |
| USD | Medtecs International Corporation Limited | Long | 14 100 | 3 998 | 136 |
| USD | MegaChips Corporation | Long | 300 | 8 988 | (504) |
| USD | Melexis NV | Long | 16 | 1 698 | (125) |
| USD | Merck KGaA | Long | 393 | 85 061 | (5 243) |
| USD | Mercury General Corporation | Long | 149 | 8 295 | (142) |
| USD | Meridian Bioscience Incorporated | Long | 141 | 2 713 | (58) |
| USD | Mettler-Toledo International Incorporated | Long | 3 | 4 132 | (449) |
| USD | Mid-America Apartment Communities Incorporated | Long | 21 | 3 922 | (28) |
| USD | MIRAI Corporation | Long | 22 | 10 615 | (413) |
| USD | Mission Produce Incorporated | Long | 65 | 1 195 | (79) |
| USD | Mitsubishi Gas Chemical Company Incorporated | Long | 2 500 | 49 299 | (4 413) |
| USD | Mitsui Chemicals Incorporated | Long | 100 | 3 341 | (257) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Modine Manufacturing Company | Long | 458 | 5 189 | 60 |
| USD | Moelis & Company | Long | 212 | 13 116 | 367 |
| USD | Molina Healthcare Incorporated | Long | 191 | 51 820 | (1 161) |
| USD | Monogatari Corporation | Long | 200 | 14 019 | 341 |
| USD | Motorola Solutions Incorporated | Long | 17 | 3 949 | (33) |
| USD | Movado Group Incorporated | Long | 204 | 6 424 | (177) |
| USD | Mueller Industries Incorporated | Long | 132 | 5 425 | 17 |
| USD | MYR Group Incorporated | Long | 168 | 16 716 | (433) |
| USD | Myriad Genetics Incorporated | Long | 272 | 8 783 | (264) |
| USD | Nabtesco Corporation | Long | 400 | 15 124 | (1 914) |
| USD | Natus Medical Incorporated | Long | 419 | 10 509 | 285 |
| USD | NeoPhotonics Corporation | Long | 229 | 1 995 | 14 |
| USD | NextGen Healthcare Incorporated | Long | 68 | 959 | (46) |
| USD | NH Foods Limited | Long | 1 700 | 64 199 | (3 788) |
| USD | NIB Holdings Limited | Long | 4 097 | 20 182 | 128 |
| USD | Nippon Express Company Limited | Long | 500 | 34 435 | (2 636) |
| USD | Nippon Gas Company Limited | Long | 400 | 5 494 | (685) |
| USD | Nomura Real Estate Holdings Incorporated | Long | 800 | 20 799 | (195) |
| USD | North West Company | Long | 300 | 8 010 | (69) |
| USD | NortonLifeLock Incorporated | Long | 2 827 | 71 523 | 198 |
| USD | Old Dominion Freight Line Incorporated | Long | 321 | 91 800 | (1 769) |
| USD | Onex Corporation | Long | 100 | 7 069 | 44 |
| USD | Organogenesis Holdings Incorporated | Long | 606 | 8 629 | (915) |
| USD | Orion OYJ | Long | 2 528 | 100 086 | (2 237) |
| USD | Orora Limited | Long | 14 924 | 32 887 | (1 585) |
| USD | Orthofix Medical Incorporated | Long | 96 | 3 660 | (82) |
| USD | Otsuka Corporation | Long | 200 | 10 285 | (508) |
| USD | Owens & Minor Incorporated | Long | 234 | 7 322 | (517) |
| USD | Pacific Basin Shipping Limited | Long | 3 000 | 1 389 | (183) |
| USD | Pagegroup plc | Long | 1 571 | 13 145 | (553) |
| USD | Pandora AS | Long | 313 | 37 998 | (1 995) |
| USD | Papa John’s International Incorporated | Long | 79 | 10 032 | (123) |
| USD | Par Pacific Holdings Incorporated | Long | 66 | 1 038 | 77 |
| USD | Parkland Corporation | Long | 2 400 | 67 437 | 2 911 |
| USD | Paychex Incorporated | Long | 513 | 57 687 | 2 088 |
| USD | PC Connection Incorporated | Long | 214 | 9 422 | (36) |
| USD | PDL BioPharma Incorporated | Long | 1 963 | 6 772 | 1 924 |
| USD | Pentair plc | Long | 2 204 | 160 077 | (5 907) |
| USD | PeptiDream Incorporated | Long | 100 | 3 264 | (192) |
| USD | Persol Holdings Company Limited | Long | 3 400 | 84 759 | 131 |
| USD | PetMed Express Incorporated | Long | 82 | 2 203 | (21) |
| USD | Pharma Foods International Company Limited | Long | 400 | 9 562 | (460) |
| USD | Phibro Animal Health Corporation | Long | 972 | 20 937 | 136 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Pigeon Corporation | Long | 1 300 | 30 222 | (3 857) |
| USD | Platinum Asset Management Limited | Long | 1 469 | 3 686 | (47) |
| USD | Plus500 Limited | Long | 635 | 11 893 | (206) |
| USD | Pola Orbis Holdings Incorporated | Long | 6 400 | 147 314 | (4 038) |
| USD | PostNL NV | Long | 391 | 1 887 | (49) |
| USD | Power Assets Holdings Limited | Long | 1 000 | 5 862 | (26) |
| USD | PR TIMES Incorporated | Long | 300 | 8 496 | 141 |
| USD | Precigen Incorporated | Long | 325 | 1 622 | (146) |
| USD | Precision BioSciences Incorporated | Long | 224 | 2 585 | (193) |
| USD | Prestige Consumer Healthcare Incorporated | Long | 267 | 14 981 | 953 |
| USD | Prima Meat Packers Limited | Long | 400 | 10 133 | (970) |
| USD | Pro Medicus Limited | Long | 66 | 2 560 | (261) |
| USD | Proximus SADP | Long | 8 449 | 167 666 | 1 783 |
| USD | Prysmian SpA | Long | 108 | 3 772 | (125) |
| USD | Public Storage | Long | 13 | 3 862 | (196) |
| USD | QT Group OYJ | Long | 43 | 7 232 | (660) |
| USD | Quanex Building Products Corporation | Long | 359 | 7 686 | (18) |
| USD | QuinStreet Incorporated | Long | 75 | 1 317 | (3) |
| USD | Radius Health Incorporated | Long | 1 314 | 16 307 | 223 |
| USD | Rakus Company Limited | Long | 100 | 3 543 | (698) |
| USD | Randstad NV | Long | 1 968 | 132 500 | (3 255) |
| USD | Ratos AB | Long | 1 384 | 8 102 | (256) |
| USD | Realogy Holdings Corporation | Long | 125 | 2 193 | 96 |
| USD | Recordati Industria Chimica e Farmaceutica SpA | Long | 204 | 11 824 | (151) |
| USD | Red Electrica Corporation SA | Long | 202 | 4 053 | (63) |
| USD | Redwood Trust Incorporated | Long | 202 | 2 604 | 91 |
| USD | Regions Financial Corporation | Long | 132 | 2 813 | 284 |
| USD | Remy Cointreau SA | Long | 21 | 4 075 | 48 |
| USD | Revolve Group Incorporated | Long | 20 | 1 235 | (50) |
| USD | Rigel Pharmaceuticals Incorporated | Long | 3 265 | 11 852 | (294) |
| USD | Robert Half International Incorporated | Long | 1 697 | 170 260 | (611) |
| USD | Rollins Incorporated | Long | 105 | 3 710 | (184) |
| USD | Rush Enterprises Incorporated | Long | 287 | 12 961 | 720 |
| USD | Russel Metals Incorporated | Long | 600 | 14 387 | 107 |
| USD | Ryoyo Electro Corporation | Long | 300 | 6 289 | (231) |
| USD | Safety Insurance Group Incorporated | Long | 204 | 16 167 | 306 |
| USD | Sage Group plc | Long | 406 | 3 866 | (230) |
| USD | Sanderson Farms Incorporated | Long | 93 | 17 503 | (242) |
| USD | Sandfire | Long | 209 | 12 | 12 |
| USD | Sandfire Resources Limited | Long | 209 | 815 | (90) |
| USD | Saras SpA | Long | 9 260 | 8 990 | 1 052 |
| USD | Savills plc | Long | 783 | 14 253 | (183) |
| USD | SB Technology Corporation | Long | 300 | 8 140 | (215) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Schneider National Incorporated | Long | 543 | 12 348 | 239 |
| USD | Schnitzer Steel Industries Incorporated | Long | 396 | 17 349 | 1 580 |
| USD | SCSK Corporation | Long | 2 700 | 57 107 | (4 361) |
| USD | Seagate Technology Holdings plc | Long | 47 | 3 878 | (20) |
| USD | Sealed Air Corporation | Long | 68 | 3 726 | (95) |
| USD | Securitas AB | Long | 8 888 | 140 676 | 4 710 |
| USD | SEI Investments Company | Long | 2 478 | 146 945 | 3 122 |
| USD | Senko Group Holdings Company Limited | Long | 2 200 | 20 134 | (958) |
| USD | Sensata Technologies Holding plc | Long | 71 | 3 885 | (41) |
| USD | Sensient Technologies Corporation | Long | 125 | 11 385 | 154 |
| USD | SeSa SpA | Long | 6 | 1 080 | (106) |
| USD | Shizuoka Bank Limited | Long | 6 600 | 54 227 | (1 697) |
| USD | Shyft Group Incorporated | Long | 391 | 14 862 | (958) |
| USD | Sims Metal Management Limited | Long | 1 784 | 16 758 | (9) |
| USD | Singapore Exchange Limited | Long | 22 300 | 163 255 | (2 474) |
| USD | Singapore Technologies Engineering Limited | Long | 1 500 | 4 187 | 1 |
| USD | Sleep Number Corporation | Long | 32 | 2 991 | (14) |
| USD | SMART Global Holdings Incorporated | Long | 51 | 2 270 | (177) |
| USD | Smith & Wesson Brands Incorporated | Long | 78 | 1 619 | (5) |
| USD | Snap-on Incorporated | Long | 119 | 24 865 | (347) |
| USD | Sodexo SA | Long | 364 | 31 812 | 1 261 |
| USD | Softcat plc | Long | 597 | 16 297 | (1 781) |
| USD | Sonic Automotive Incorporated | Long | 52 | 2 732 | 10 |
| USD | Spark New Zealand Limited | Long | 15 797 | 51 970 | (1 208) |
| USD | SpartanNash Company | Long | 968 | 21 199 | 1 346 |
| USD | SS&C Technologies Holdings Incorporated | Long | 56 | 3 886 | 3 |
| USD | Steel Dynamics Incorporated | Long | 886 | 51 813 | 319 |
| USD | Steelcase Incorporated | Long | 96 | 1 217 | (65) |
| USD | Stelco Holdings Incorporated | Long | 100 | 2 931 | (353) |
| USD | Stewart Information Services Corporation | Long | 329 | 20 813 | 1 230 |
| USD | StoneX Group Incorporated | Long | 195 | 12 851 | 349 |
| USD | Sturm Ruger & Company Incorporated | Long | 86 | 6 345 | (5) |
| USD | SunCoke Energy Incorporated | Long | 1 172 | 7 360 | 164 |
| USD | Superior Plus Corporation | Long | 200 | 2 136 | (98) |
| USD | Swatch Group AG | Long | 75 | 3 859 | (164) |
| USD | Swedish Match AB | Long | 1 877 | 16 436 | (1 051) |
| USD | SYNNEX Corporation | Long | 60 | 6 246 | (533) |
| USD | Systena Corporation | Long | 500 | 10 064 | (847) |
| USD | T Rowe Price Group Incorporated | Long | 171 | 33 636 | (1 510) |
| USD | Tabcorp Holdings Limited | Long | 1 168 | 4 058 | 7 |
| USD | Tactile Systems Technology Incorporated | Long | 107 | 4 756 | 49 |
| USD | Tama Home Company Limited | Long | 300 | 7 278 | (402) |
| USD | Technology One Limited | Long | 1 064 | 8 591 | (185) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Tele2 AB | Long | 3 109 | 46 034 | 405 |
| USD | Telecom Italia SpA | Long | 78 776 | 31 789 | (2 675) |
| USD | Telos Corporation | Long | 32 | 909 | (114) |
| USD | Thor Industries Incorporated | Long | 14 | 1 719 | 224 |
| USD | TIS Incorporated | Long | 6 500 | 177 412 | (10 728) |
| USD | Tivity Health Incorporated | Long | 27 | 623 | 22 |
| USD | Tohoku Electric Power Company Incorporated | Long | 4 000 | 29 405 | (2 042) |
| USD | Tokmanni Group Corporation | Long | 354 | 8 636 | (304) |
| USD | Tokyo Steel Manufacturing Company Limited | Long | 600 | 6 161 | (430) |
| USD | Tokyu Real Estate Investment Trust Incorporated | Long | 1 | 1 658 | (23) |
| USD | Torex Gold Resources Incorporated | Long | 400 | 3 998 | (130) |
| USD | Toromont Industries Limited | Long | 1 200 | 100 171 | 3 821 |
| USD | Tosoh Corporation | Long | 2 300 | 41 680 | (2 023) |
| USD | Tractor Supply Company | Long | 22 | 4 457 | (66) |
| USD | Tradeweb Markets Incorporated | Long | 434 | 35 059 | (1 376) |
| USD | Transcontinental Incorporated | Long | 300 | 4 766 | (57) |
| USD | Transcosmos Incorporated | Long | 400 | 13 062 | (415) |
| USD | Trigano SA | Long | 10 | 1 875 | (9) |
| USD | Trinseo SA | Long | 12 | 648 | 85 |
| USD | TrueBlue Incorporated | Long | 781 | 21 149 | 492 |
| USD | TTEC Holdings Incorporated | Long | 37 | 3 461 | 61 |
| USD | Tupperware Brands Corporation | Long | 44 | 929 | (33) |
| USD | Tyler Technologies Incorporated | Long | 9 | 4 128 | (13) |
| USD | Tyson Foods Incorporated | Long | 278 | 21 945 | 901 |
| USD | UGI Corporation | Long | 1 880 | 80 126 | (56) |
| USD | UMH Properties Incorporated | Long | 505 | 11 565 | (187) |
| USD | Umicore SA | Long | 63 | 3 727 | 209 |
| USD | Uniper SE | Long | 3 216 | 133 881 | (101) |
| USD | United Internet AG | Long | 96 | 3 714 | (189) |
| USD | United Laboratories International Holdings Limited | Long | 6 000 | 3 992 | 24 |
| USD | United Natural Foods Incorporated | Long | 107 | 5 181 | 1 338 |
| USD | United Therapeutics Corporation | Long | 30 | 5 537 | (418) |
| USD | United Urban Investment Corporation | Long | 8 | 10 813 | (93) |
| USD | Universal Electronics Incorporated | Long | 127 | 6 255 | 9 |
| USD | Universal Insurance Holdings Incorporated | Long | 272 | 3 547 | 35 |
| USD | UroGen Pharma Limited | Long | 189 | 3 179 | 166 |
| USD | USANA Health Sciences Incorporated | Long | 60 | 5 532 | 249 |
| USD | USEN-Next Holdings Coompany Limited | Long | 300 | 9 368 | (822) |
| USD | UWM Holdings Corporation | Long | 370 | 2 572 | 56 |
| USD | Valneva SE | Long | 52 | 811 | 142 |
| USD | Vanda Pharmaceuticals Incorporated | Long | 857 | 14 689 | 557 |
| USD | Varex Imaging Corporation | Long | 246 | 6 937 | (7) |
| USD | Vector Incorporated | Long | 800 | 8 272 | 215 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Vectrus Incorporated | Long | 307 | 15 436 | 801 |
| USD | Vericel Corporation | Long | 152 | 7 418 | 123 |
| USD | VICI Properties Incorporated | Long | 132 | 3 750 | (135) |
| USD | Vision Incorporated | Long | 600 | 8 406 | 731 |
| USD | Vista Outdoor Incorporated | Long | 96 | 3 870 | (45) |
| USD | Viva Energy Group Limited | Long | 5 261 | 8 896 | 554 |
| USD | voestalpine AG | Long | 243 | 8 976 | (486) |
| USD | VTech Holdings Limited | Long | 2 600 | 18 907 | (3 215) |
| USD | Wacom Company Limited | Long | 200 | 1 272 | (72) |
| USD | Waters Corporation | Long | 83 | 29 656 | (3 196) |
| USD | Weis Markets Incorporated | Long | 117 | 6 148 | (16) |
| USD | Werner Enterprises Incorporated | Long | 72 | 3 187 | (140) |
| USD | West Holdings Corporation | Long | 130 | 5 722 | (1 199) |
| USD | West Pharmaceutical Services Incorporated | Long | 141 | 59 860 | (2 836) |
| USD | Western Union Company | Long | 3 786 | 76 553 | (871) |
| USD | Westwing Group AG | Long | 76 | 2 854 | (510) |
| USD | Winnebago Industries Incorporated | Long | 100 | 7 245 | 551 |
| USD | Wm Morrison Supermarkets plc | Long | 2 671 | 10 599 | (72) |
| USD | World Acceptance Corporation | Long | 24 | 4 550 | (66) |
| USD | World Fuel Services Corporation | Long | 426 | 14 322 | 843 |
| USD | XPEL Incorporated | Long | 67 | 5 083 | (287) |
| USD | Yamada Holdings Company Limited | Long | 7 500 | 31 497 | (1 100) |
| USD | Yamaha Motor Company Limited | Long | 500 | 13 920 | (164) |
| USD | YA-MAN Limited | Long | 400 | 4 853 | (392) |
| USD | Yum! Brands Incorporated | Long | 602 | 73 631 | (1 975) |
| USD | Zensho Holdings Company Limited | Long | 500 | 12 403 | (480) |
| USD | ZOZO Incorporated | Long | 1 000 | 37 465 | (1 341) |
| USD | Zynex Incorporated | Long | 349 | 3 975 | (325) |
| USD | 1Life Healthcare Incorporated | Short | (216) | (4 374) | 946 |
| USD | 908 Devices Incorporated | Short | (121) | (3 935) | 340 |
| USD | Aareal Bank AG | Short | (224) | (6 212) | (349) |
| USD | Accolade Incorporated | Short | (222) | (9 362) | 317 |
| USD | Adaptive Biotechnologies Corporation | Short | (107) | (3 637) | 399 |
| USD | ADLER Group SA | Short | (245) | (4 172) | 912 |
| USD | ADT Incorporated | Short | (504) | (4 077) | 15 |
| USD | Aeon Company Limited | Short | (1 000) | (26 290) | 1 268 |
| USD | AerCap Holdings NV | Short | (195) | (11 273) | (606) |
| USD | AIA Group Limited | Short | (800) | (9 204) | (599) |
| USD | Air Lease Corporation | Short | (231) | (9 088) | (367) |
| USD | Air Liquide SA | Short | (183) | (29 309) | 1 089 |
| USD | Air Products and Chemicals Incorporated | Short | (426) | (109 103) | 882 |
| USD | Air Transport Services Group Incorporated | Short | (91) | (2 349) | (52) |
| USD | Akero Therapeutics Incorporated | Short | (90) | (2 012) | 80 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Allakos Incorporated | Short | (51) | (5 399) | 8 |
| USD | Allianz SE | Short | (558) | (125 018) | (4 579) |
| USD | Allogene Therapeutics Incorporated | Short | (105) | (2 699) | (86) |
| USD | Allovir Incorporated | Short | (125) | (3 133) | (260) |
| USD | Alnylam Pharmaceuticals Incorporated | Short | (124) | (23 412) | (663) |
| USD | Alteryx Incorporated | Short | (48) | (3 509) | (161) |
| USD | Alumina Limited | Short | (753) | (1 121) | (14) |
| USD | ALX Oncology Holdings Incorporated | Short | (60) | (4 432) | 25 |
| USD | American Express Company | Short | (511) | (85 608) | (3 557) |
| USD | American International Group Incorporated | Short | (183) | (10 045) | (304) |
| USD | American Tower Corporation | Short | (105) | (27 868) | 2 707 |
| USD | American Well Corporation | Short | (302) | (2 751) | 426 |
| USD | ams AG | Short | (501) | (9 087) | (27) |
| USD | AnGes Incorporated | Short | (700) | (4 307) | 244 |
| USD | Anheuser-Busch InBev SA | Short | (2 093) | (118 710) | 1 278 |
| USD | Anterix Incorporated | Short | (100) | (6 070) | (336) |
| USD | Antofagasta plc | Short | (382) | (6 942) | 135 |
| USD | AP Moller - Maersk AS | Short | (5) | (12 885) | 1 003 |
| USD | APA Group | Short | (5 875) | (36 594) | 1 182 |
| USD | Apple Incorporated | Short | (222) | (31 413) | 320 |
| USD | Applied Molecular Transport Incorporated | Short | (37) | (957) | 37 |
| USD | ARC Resources Limited | Short | (200) | (1 874) | (332) |
| USD | Arena Pharmaceuticals Incorporated | Short | (106) | (6 312) | 33 |
| USD | Argenx SE | Short | (83) | (25 081) | 1 851 |
| USD | Arko Corporation | Short | (120) | (1 212) | (52) |
| USD | Asana Incorporated | Short | (13) | (1 350) | 196 |
| USD | Assa Abloy AB | Short | (1 777) | (51 545) | 2 169 |
| USD | AT&T Incorporated | Short | (435) | (11 749) | 87 |
| USD | Atara Biotherapeutics Incorporated | Short | (199) | (3 562) | (330) |
| USD | Atlas Arteria Limited | Short | (4 724) | (21 782) | 931 |
| USD | Avanza Bank Holding AB | Short | (257) | (9 055) | 741 |
| USD | Axon Enterprise Incorporated | Short | (16) | (2 800) | (33) |
| USD | Axsome Therapeutics Incorporated | Short | (229) | (7 548) | (854) |
| USD | AZEK Company Incorporated | Short | (143) | (5 224) | 386 |
| USD | Ballard Power Systems Incorporated | Short | (4 000) | (56 150) | 4 061 |
| USD | Banca Mediolanum SpA | Short | (2 304) | (24 810) | (1 465) |
| USD | Barrick Gold Corporation | Short | (5 100) | (92 087) | 2 732 |
| USD | BASE Incorporated | Short | (200) | (1 946) | 160 |
| USD | Basic-Fit NV | Short | (100) | (4 587) | (123) |
| USD | Beam Therapeutics Incorporated | Short | (51) | (4 438) | 423 |
| USD | Bellway plc | Short | (26) | (1 147) | 76 |
| USD | Beyond Meat Incorporated | Short | (45) | (4 737) | 315 |
| USD | BigCommerce Holdings Incorporated | Short | (43) | (2 178) | 176 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Bill.com Holdings Incorporated | Short | (35) | (9 343) | 588 |
| USD | BioAtla Incorporated | Short | (106) | (3 121) | 299 |
| USD | Bioxcel Therapeutics Incorporated | Short | (141) | (4 279) | (250) |
| USD | Blackstone Mortgage Trust Incorporated | Short | (221) | (6 701) | 86 |
| USD | Blink Charging Company | Short | (120) | (3 433) | 23 |
| USD | Bloom Energy Corporation | Short | (79) | (1 479) | (1) |
| USD | Bolt Biotherapeutics Incorporated | Short | (58) | (734) | 76 |
| USD | Boston Scientific Corporation | Short | (511) | (22 172) | 128 |
| USD | Bright Horizons Family Solutions Incorporated | Short | (55) | (7 668) | 303 |
| USD | Brighthouse Financial Incorporated | Short | (237) | (10 720) | (858) |
| USD | Broadcom Incorporated | Short | (33) | (16 003) | 326 |
| USD | Brookfield Renewable Corporation | Short | (2 000) | (77 688) | 2 806 |
| USD | Bumble Incorporated | Short | (219) | (10 946) | 438 |
| USD | Caesars Entertainment Incorporated | Short | (367) | (41 207) | (2 764) |
| USD | Callaway Golf Company | Short | (483) | (13 345) | 1 208 |
| USD | Canadian Natural Resources Limited | Short | (600) | (21 937) | (2 658) |
| USD | CapitaLand Integrated Commercial Trust | Short | (1 995) | (2 971) | (17) |
| USD | Capitaland Investment Limited | Short | (12 900) | (32 302) | (4 133) |
| USD | Capri Holdings Limited | Short | (31) | (1 501) | 78 |
| USD | Cardlytics Incorporated | Short | (36) | (3 022) | 121 |
| USD | CarLotz Incorporated | Short | (350) | (1 334) | 7 |
| USD | Carnival Corporation | Short | (851) | (21 284) | (1 506) |
| USD | Castle Biosciences Incorporated | Short | (41) | (2 727) | 296 |
| USD | Central Japan Railway Company | Short | (300) | (47 887) | (3 060) |
| USD | Ceres Power Holdings plc | Short | (377) | (5 417) | 436 |
| USD | Chalice Mining Limited | Short | (1 049) | (4 766) | 528 |
| USD | Challenger Limited | Short | (223) | (992) | (9) |
| USD | Chevron Corporation | Short | (508) | (51 537) | (3 388) |
| USD | Chr Hansen Holding AS | Short | (1 020) | (83 316) | 5 160 |
| USD | Churchill Downs Incorporated | Short | (63) | (15 125) | (864) |
| USD | Ciena Corporation | Short | (28) | (1 438) | 9 |
| USD | Cinemark Holdings Incorporated | Short | (86) | (1 652) | (144) |
| USD | Citigroup Incorporated | Short | (161) | (11 299) | (464) |
| USD | City Developments Limited | Short | (5 100) | (25 811) | 1 030 |
| USD | Clarivate plc | Short | (3 651) | (79 957) | 5 075 |
| USD | CMC Materials Incorporated | Short | (49) | (6 038) | 77 |
| USD | CME Group Incorporated | Short | (20) | (3 868) | (107) |
| USD | Colfax Corporation | Short | (72) | (3 305) | (84) |
| USD | Compugen Limited | Short | (973) | (5 809) | 253 |
| USD | CoStar Group Incorporated | Short | (885) | (76 163) | 2 354 |
| USD | Coty Incorporated | Short | (477) | (3 749) | 86 |
| USD | Coupa Software Incorporated | Short | (142) | (31 124) | 3 808 |
| USD | Crédit Agricole SA | Short | (198) | (2 722) | (117) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Credit Suisse Group AG | Short | (4 205) | (41 530) | (1 690) |
| USD | Cree Incorporated | Short | (266) | (21 474) | 851 |
| USD | CRISPR Therapeutics AG | Short | (77) | (8 619) | 350 |
| USD | CryoPort Incorporated | Short | (33) | (2 195) | (65) |
| USD | CyrusOne Incorporated | Short | (59) | (4 567) | 8 |
| USD | Daiichi Sankyo Company Limited | Short | (200) | (5 316) | 199 |
| USD | Daikin Industries Limited | Short | (500) | (109 019) | 12 785 |
| USD | De Grey Mining Limited | Short | (9 907) | (6 935) | 24 |
| USD | Delivery Hero SE | Short | (212) | (27 042) | 2 415 |
| USD | Demae-Can Company Limited | Short | (600) | (9 017) | 263 |
| USD | Derwent London plc | Short | (283) | (13 113) | 1 015 |
| USD | Deutsche Boerse AG | Short | (1 222) | (198 290) | 1 621 |
| USD | Digital Realty Trust Incorporated | Short | (19) | (2 745) | 244 |
| USD | Dometic Group AB | Short | (61) | (921) | 0 |
| USD | DraftKings Incorporated | Short | (391) | (18 831) | 3 457 |
| USD | Dufry AG | Short | (206) | (11 572) | (1 687) |
| USD | DuPont de Nemours Incorporated | Short | (170) | (11 558) | (10) |
| USD | Dyne Therapeutics Incorporated | Short | (210) | (3 410) | (71) |
| USD | E2open Parent Holdings Incorporated | Short | (1 401) | (15 831) | 308 |
| USD | East Japan Railway Company | Short | (800) | (56 539) | (4 764) |
| USD | Ecolab Incorporated | Short | (165) | (34 422) | 1 399 |
| USD | Elastic NV | Short | (11) | (1 639) | 125 |
| USD | EQT Corporation | Short | (237) | (4 849) | (403) |
| USD | Equinix Incorporated | Short | (58) | (45 828) | 3 486 |
| USD | Equinox Gold Corporation | Short | (1 500) | (9 901) | 588 |
| USD | Equitable Holdings Incorporated | Short | (2 700) | (80 028) | (4 023) |
| USD | Equitrans Midstream Corporation | Short | (208) | (2 109) | (191) |
| USD | EssilorLuxottica SA | Short | (125) | (23 887) | 875 |
| USD | Eurasia Mining plc | Short | (3 954) | (1 332) | (88) |
| USD | Euronext NV | Short | (78) | (8 827) | 436 |
| USD | Everbridge Incorporated | Short | (10) | (1 510) | 80 |
| USD | Exact Sciences Corporation | Short | (23) | (2 195) | 223 |
| USD | Experian plc | Short | (1 248) | (52 279) | 4 221 |
| USD | Exxon Mobil Corporation | Short | (226) | (13 293) | (1 159) |
| USD | Fast Retailing Company Limited | Short | (100) | (73 752) | (5 609) |
| USD | Fastly Incorporated | Short | (157) | (6 349) | 314 |
| USD | Fate Therapeutics Incorporated | Short | (10) | (593) | 79 |
| USD | Fidelity National Information Services Incorporated | Short | (646) | (78 605) | 930 |
| USD | First Horizon Corporation | Short | (310) | (5 050) | (400) |
| USD | Fiserv Incorporated | Short | (289) | (31 357) | (338) |
| USD | Fisker Incorporated | Short | (650) | (9 523) | (878) |
| USD | Five Below Incorporated | Short | (27) | (4 774) | 308 |
| USD | Fiverr International Limited | Short | (14) | (2 558) | 191 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Flight Centre Travel Group | Short | (287) | (4 376) | (642) |
| USD | Floor & Decor Holdings Incorporated | Short | (91) | (10 992) | 478 |
| USD | Forma Therapeutics Holdings Incorporated | Short | (94) | (2 180) | 10 |
| USD | Franco-Nevada Corporation | Short | (300) | (38 974) | 2 070 |
| USD | fuboTV Incorporated | Short | (40) | (958) | 84 |
| USD | FuelCell Energy Incorporated | Short | (513) | (3 432) | (292) |
| USD | Fukuoka Financial Group Incorporated | Short | (1 500) | (26 837) | 774 |
| USD | GATX Corporation | Short | (124) | (11 105) | (464) |
| USD | Generation Bio Company | Short | (124) | (3 109) | 76 |
| USD | Geron Corporation | Short | (2 081) | (2 851) | (21) |
| USD | Gevo Incorporated | Short | (674) | (4 475) | (297) |
| USD | Glaukos Corporation | Short | (48) | (2 312) | 173 |
| USD | Global Payments Incorporated | Short | (321) | (50 583) | 815 |
| USD | GMO internet Incorporated | Short | (200) | (5 091) | 366 |
| USD | Greatland Gold plc | Short | (29 835) | (6 460) | 110 |
| USD | Green Dot Corporation | Short | (108) | (5 436) | (97) |
| USD | Grenke AG | Short | (39) | (1 672) | 26 |
| USD | Guardant Health Incorporated | Short | (120) | (15 001) | 498 |
| USD | H & M Hennes & Mauritz AB | Short | (3 561) | (72 080) | (665) |
| USD | Hannon Armstrong Sustainable Infrastructure Capital Incorporated | Short | (204) | (10 910) | 267 |
| USD | Hansa Biopharma AB | Short | (66) | (879) | 83 |
| USD | Harbour Energy plc | Short | (128) | (625) | 8 |
| USD | HealthEquity Incorporated | Short | (209) | (13 535) | (589) |
| USD | Heiwa Corporation | Short | (700) | (13 104) | 94 |
| USD | Helvetia Holding AG | Short | (40) | (4 339) | (108) |
| USD | Hexagon AB | Short | (3 057) | (47 286) | 2 855 |
| USD | Hilton Grand Vacations Incorporated | Short | (125) | (5 946) | (299) |
| USD | Hochtief AG | Short | (34) | (2 711) | (85) |
| USD | HomeServe plc | Short | (489) | (5 960) | 485 |
| USD | HSBC Holdings plc | Short | (3 467) | (18 128) | (976) |
| USD | Hufvudstaden AB | Short | (123) | (1 837) | 48 |
| USD | Humanigen Incorporated | Short | (52) | (308) | 18 |
| USD | Hysan Development Company Limited | Short | (2 000) | (6 513) | (207) |
| USD | Ideanomics Incorporated | Short | (968) | (1 907) | 116 |
| USD | II-VI Incorporated | Short | (141) | (8 370) | (10) |
| USD | Illumina Incorporated | Short | (44) | (17 847) | 1 425 |
| USD | Immunovant Incorporated | Short | (280) | (2 433) | (22) |
| USD | Infineon Technologies AG | Short | (3 669) | (150 056) | 3 509 |
| USD | Informa plc | Short | (6 385) | (46 955) | (460) |
| USD | Ingersoll Rand Incorporated | Short | (105) | (5 293) | 271 |
| USD | Inovio Pharmaceuticals Incorporated | Short | (123) | (881) | 77 |
| USD | IntegraFin Holdings plc | Short | (3 060) | (21 399) | 784 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Intel Corporation | Short | (908) | (48 378) | (272) |
| USD | Interactive Brokers Group Incorporated | Short | (359) | (22 380) | (962) |
| USD | Intermediate Capital Group plc | Short | (271) | (7 421) | 259 |
| USD | International Flavors & Fragrances Incorporated | Short | (400) | (53 488) | 500 |
| USD | Intesa Sanpaolo SpA | Short | (1 007) | (2 851) | (130) |
| USD | Intra-Cellular Therapies Incorporated | Short | (64) | (2 386) | (127) |
| USD | Intu Properties plc | Short | (23 950) | (573) | 9 |
| USD | Invitae Corporation | Short | (161) | (4 577) | 386 |
| USD | Iovance Biotherapeutics Incorporated | Short | (316) | (7 793) | (209) |
| USD | ITM Power plc | Short | (1 057) | (6 073) | (281) |
| USD | Ivanhoe Mines Limited | Short | (16 000) | (102 321) | 2 947 |
| USD | IWG plc | Short | (451) | (1 766) | (36) |
| USD | Iyo Bank Limited | Short | (900) | (4 620) | 188 |
| USD | J D Wetherspoon plc | Short | (96) | (1 349) | 61 |
| USD | J. Front Retailing Company Limited | Short | (1 500) | (14 459) | (571) |
| USD | Jackson Financial Incorporated | Short | (83) | (2 158) | 8 |
| USD | Japan Exchange Group Incorporated | Short | (1 000) | (24 800) | 1 752 |
| USD | Japan Post Holdings Company Limited | Short | (12 700) | (106 752) | 5 359 |
| USD | JCDecaux SA | Short | (91) | (2 410) | (84) |
| USD | JFrog Limited | Short | (104) | (3 484) | 232 |
| USD | John Laing Group plc | Short | (5 064) | (27 470) | 401 |
| USD | JTOWER Incorporated | Short | (100) | (7 772) | 683 |
| USD | Just Eat Takeaway.com NV | Short | (422) | (30 833) | 3 363 |
| USD | Kahoot! ASA | Short | (510) | (3 650) | (150) |
| USD | KAR Auction Services Incorporated | Short | (92) | (1 508) | (61) |
| USD | Karuna Therapeutics Incorporated | Short | (9) | (1 101) | (82) |
| USD | Keihan Holdings Company Limited | Short | (200) | (5 745) | (48) |
| USD | Keikyu Corporation | Short | (600) | (7 475) | (58) |
| USD | Keros Therapeutics Incorporated | Short | (36) | (1 424) | (370) |
| USD | Keyence Corporation | Short | (300) | (179 061) | 17 149 |
| USD | Kinnate Biopharma Incorporated | Short | (44) | (1 013) | (73) |
| USD | Kodiak Sciences Incorporated | Short | (67) | (6 431) | 262 |
| USD | Korian SA | Short | (215) | (7 517) | 279 |
| USD | Kura Oncology Incorporated | Short | (210) | (3 933) | 281 |
| USD | Kuraray Company Limited | Short | (1 400) | (13 453) | 59 |
| USD | Kusuri No Aoki Holdings Company Limited | Short | (400) | (27 488) | 3 520 |
| USD | Kyushu Financial Group Incorporated | Short | (1 300) | (4 655) | 330 |
| USD | Las Vegas Sands Corporation | Short | (1 322) | (48 385) | 1 441 |
| USD | Legal & General Group plc | Short | (21 262) | (79 883) | (1 713) |
| USD | Lemonade Incorporated | Short | (68) | (4 557) | 131 |
| USD | Lindblad Expeditions Holdings Incorporated | Short | (410) | (5 982) | (504) |
| USD | Linde plc | Short | (408) | (119 699) | 3 603 |
| USD | Lithium Americas Corporation | Short | (300) | (6 703) | (419) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Live Nation Entertainment Incorporated | Short | (701) | (63 882) | (3 077) |
| USD | Livent Corporation | Short | (69) | (1 595) | 10 |
| USD | London Stock Exchange Group plc | Short | (1 515) | (151 815) | 10 640 |
| USD | Lonza Group AG | Short | (19) | (14 252) | 1 082 |
| USD | Lumentum Holdings Incorporated | Short | (94) | (7 853) | 118 |
| USD | Luminar Technologies Incorporated | Short | (561) | (8 752) | 522 |
| USD | LVMH Moet Hennessy Louis Vuitton SE | Short | (43) | (30 799) | 422 |
| USD | Macquarie Group Limited | Short | (178) | (22 997) | (610) |
| USD | Marriott Vacations Worldwide Corporation | Short | (26) | (4 091) | (122) |
| USD | Marui Group Company Limited | Short | (600) | (11 582) | (116) |
| USD | Marvell Technology Incorporated | Short | (898) | (54 158) | 332 |
| USD | Mastercard Incorporated | Short | (61) | (21 208) | (487) |
| USD | Matsui Securities Company Limited | Short | (3 200) | (23 246) | 1 093 |
| USD | MaxLinear Incorporated | Short | (16) | (788) | 8 |
| USD | McPhy Energy SA | Short | (221) | (4 437) | (70) |
| USD | Medallia Incorporated | Short | (34) | (1 152) | 0 |
| USD | Megaport Limited | Short | (577) | (6 895) | 241 |
| USD | Mersana Therapeutics Incorporated | Short | (285) | (2 688) | 14 |
| USD | Metso Outotec OYJ | Short | (1 335) | (12 183) | 378 |
| USD | Microchip Technology Incorporated | Short | (75) | (11 512) | 227 |
| USD | MicroVision Incorporated | Short | (139) | (1 536) | 111 |
| USD | Mirati Therapeutics Incorporated | Short | (56) | (9 907) | 30 |
| USD | MKS Instruments Incorporated | Short | (22) | (3 320) | (82) |
| USD | MongoDB Incorporated | Short | (12) | (5 658) | 213 |
| USD | Morgan Stanley | Short | (123) | (11 969) | 162 |
| USD | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Short | (27) | (7 367) | (108) |
| USD | Murata Manufacturing Company Limited | Short | (100) | (8 845) | 299 |
| USD | Nagoya Railroad Company Limited | Short | (700) | (12 892) | 173 |
| USD | Nano Dimension Limited | Short | (696) | (3 925) | 14 |
| USD | Nano-X Imaging Limited | Short | (180) | (4 050) | 47 |
| USD | National Vision Holdings Incorporated | Short | (38) | (2 157) | 38 |
| USD | nCino Incorporated | Short | (100) | (7 103) | 442 |
| USD | NEL ASA | Short | (976) | (1 437) | 32 |
| USD | Nestle SA | Short | (222) | (26 749) | 489 |
| USD | Network International Holdings plc | Short | (633) | (3 099) | 100 |
| USD | Nevro Corporation | Short | (9) | (1 047) | 70 |
| USD | Newcrest Mining Limited | Short | (4 980) | (82 557) | 1 643 |
| USD | NexGen Energy Limited | Short | (1 500) | (7 129) | (242) |
| USD | NEXTDC Limited | Short | (3 093) | (26 348) | 4 000 |
| USD | NGK Spark Plug Company Limited | Short | (800) | (12 447) | 679 |
| USD | Nibe Industrier AB | Short | (3 571) | (45 135) | 4 092 |
| USD | Nielsen Holdings plc | Short | (192) | (3 684) | 54 |
| USD | Nikon Corporation | Short | (100) | (1 110) | 89 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Nippon Paint Holdings Company Limited | Short | (5 100) | (55 540) | 5 230 |
| USD | Nitto Boseki Company Limited | Short | (100) | (3 343) | 58 |
| USD | Nkarta Incorporated | Short | (32) | (890) | 70 |
| USD | Nordnet AB publ | Short | (679) | (12 208) | 237 |
| USD | Norwegian Cruise Line Holdings Limited | Short | (170) | (4 541) | (272) |
| USD | NOV Incorporated | Short | (97) | (1 272) | (20) |
| USD | NVIDIA Corporation | Short | (216) | (44 747) | 858 |
| USD | Okta Incorporated | Short | (123) | (29 193) | 1 883 |
| USD | Opendoor Technologies Incorporated | Short | (74) | (1 519) | (154) |
| USD | ORIC Pharmaceuticals Incorporated | Short | (38) | (795) | 138 |
| USD | Orient Corporation | Short | (800) | (1 183) | (65) |
| USD | Oriental Land Company Limited | Short | (200) | (32 355) | (845) |
| USD | Outset Medical Incorporated | Short | (139) | (6 872) | 674 |
| USD | Pandox AB | Short | (551) | (8 736) | (149) |
| USD | PAR Technology Corporation | Short | (23) | (1 415) | 14 |
| USD | Paylocity Holding Corporation | Short | (17) | (4 767) | (27) |
| USD | PayPal Holdings Incorporated | Short | (140) | (36 429) | 1 358 |
| USD | Pegasystems Incorporated | Short | (18) | (2 288) | 42 |
| USD | Pembina Pipeline Corporation | Short | (1 400) | (44 379) | (1 347) |
| USD | Petco Health & Wellness Company Incorporated | Short | (60) | (1 266) | 73 |
| USD | Phathom Pharmaceuticals Incorporated | Short | (205) | (6 581) | 154 |
| USD | Piedmont Lithium Incorporated | Short | (52) | (2 832) | (217) |
| USD | Planet Fitness Incorporated | Short | (179) | (14 060) | (226) |
| USD | Plug Power Incorporated | Short | (2 558) | (65 331) | 460 |
| USD | PMV Pharmaceuticals Incorporated | Short | (65) | (1 937) | (192) |
| USD | PointsBet Holdings Limited | Short | (803) | (5 747) | (212) |
| USD | Poshmark Incorporated | Short | (49) | (1 164) | 23 |
| USD | PowerCell Sweden AB | Short | (213) | (4 083) | 55 |
| USD | Prelude Therapeutics Incorporated | Short | (68) | (2 125) | 173 |
| USD | Prosus NV | Short | (1 336) | (106 935) | (587) |
| USD | Proto Labs Incorporated | Short | (16) | (1 066) | 95 |
| USD | Provention Bio Incorporated | Short | (722) | (4 621) | 14 |
| USD | Prudential plc | Short | (3 322) | (64 465) | (4 284) |
| USD | Pulmonx Corporation | Short | (28) | (1 007) | 37 |
| USD | Q2 Holdings Incorporated | Short | (43) | (3 446) | 199 |
| USD | Rakuten Group Incorporated | Short | (2 700) | (26 300) | 1 065 |
| USD | Ralph Lauren Corporation | Short | (17) | (1 888) | 0 |
| USD | Ramsay Health Care Limited | Short | (1 076) | (53 323) | 1 029 |
| USD | Raytheon Technologies Corporation | Short | (719) | (61 805) | (1 805) |
| USD | RBC Bearings Incorporated | Short | (14) | (2 971) | 47 |
| USD | RealReal Incorporated | Short | (433) | (5 707) | 143 |
| USD | Reata Pharmaceuticals Incorporated | Short | (62) | (6 238) | 382 |
| USD | Rekor Systems Incorporated | Short | (135) | (1 551) | (343) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Relmada Therapeutics Incorporated | Short | (201) | (5 268) | 241 |
| USD | RELX plc | Short | (417) | (12 004) | 515 |
| USD | Repare Therapeutics Incorporated | Short | (71) | (1 863) | 147 |
| USD | Repay Holdings Corporation | Short | (463) | (10 663) | (477) |
| USD | Replimune Group Incorporated | Short | (46) | (1 363) | 90 |
| USD | Revance Therapeutics Incorporated | Short | (343) | (9 556) | (113) |
| USD | RH | Short | (10) | (6 669) | 3 |
| USD | Rocket Pharmaceuticals Incorporated | Short | (66) | (1 973) | 168 |
| USD | Rohto Pharmaceutical Company Limited | Short | (100) | (3 067) | 124 |
| USD | Rolls-Royce Holdings plc | Short | (19 512) | (36 443) | (5 565) |
| USD | Ross Stores Incorporated | Short | (22) | (2 395) | 94 |
| USD | Royal Caribbean Cruises Limited | Short | (259) | (23 038) | (1 551) |
| USD | Royal Dutch Shell plc | Short | (4 174) | (92 826) | (10 800) |
| USD | RWS Holdings plc | Short | (477) | (4 027) | 302 |
| USD | Sabre Corporation | Short | (685) | (8 110) | (404) |
| USD | Safran SA | Short | (822) | (103 967) | (112) |
| USD | Sandvik AB | Short | (431) | (9 847) | 246 |
| USD | Sanrio Company Limited | Short | (300) | (6 920) | (70) |
| USD | SBM Offshore NV | Short | (92) | (1 640) | (37) |
| USD | Schrodinger Incorporated | Short | (40) | (2 187) | 156 |
| USD | Sea Limited | Short | (46) | (14 662) | 501 |
| USD | Seer Incorporated | Short | (150) | (5 180) | 191 |
| USD | Sega Sammy Holdings Incorporated | Short | (400) | (5 666) | 159 |
| USD | Seibu Holdings Incorporated | Short | (300) | (3 787) | (135) |
| USD | Shift4 Payments Incorporated | Short | (27) | (2 093) | 80 |
| USD | Shin-Etsu Chemical Company Limited | Short | (200) | (33 754) | 4 869 |
| USD | Showa Denko KK | Short | (200) | (4 867) | 102 |
| USD | Signature Bank | Short | (39) | (10 619) | (835) |
| USD | Signify Health Incorporated | Short | (126) | (2 252) | 660 |
| USD | Silicon Laboratories Incorporated | Short | (47) | (6 588) | 48 |
| USD | Silverback Therapeutics Incorporated | Short | (32) | (319) | 62 |
| USD | SilverCrest Metals Incorporated | Short | (2 600) | (18 167) | 1 473 |
| USD | Skillz Incorporated | Short | (92) | (903) | 58 |
| USD | SMC Corporation | Short | (200) | (124 782) | 16 434 |
| USD | Sony Group Corporation | Short | (1 400) | (155 426) | 2 317 |
| USD | Sotetsu Holdings Incorporated | Short | (900) | (17 884) | 474 |
| USD | SouthState Corporation | Short | (48) | (3 584) | (525) |
| USD | Spirit AeroSystems Holdings Incorporated | Short | (53) | (2 342) | (260) |
| USD | Splunk Incorporated | Short | (430) | (62 225) | 882 |
| USD | SSP Group plc | Short | (1 073) | (3 970) | 170 |
| USD | SSR Mining Incorporated | Short | (100) | (1 454) | 53 |
| USD | Starwood Property Trust Incorporated | Short | (1 034) | (25 240) | 196 |
| USD | Suncor Energy Incorporated | Short | (1 600) | (33 172) | (3 288) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | Sunnova Energy International Incorporated | Short | (186) | (6 127) | 52 |
| USD | Sunrun Incorporated | Short | (1 767) | (77 748) | (2 085) |
| USD | Suntec Real Estate Investment Trust | Short | (8 900) | (9 262) | (39) |
| USD | Svenska Cellulosa AB SCA | Short | (1 215) | (18 830) | 316 |
| USD | Sweco AB | Short | (115) | (1 815) | 129 |
| USD | Syndax Pharmaceuticals Incorporated | Short | (126) | (2 408) | (39) |
| USD | Takeda Pharmaceutical Company Limited | Short | (200) | (6 597) | 268 |
| USD | Talos Energy Incorporated | Short | (183) | (2 520) | (269) |
| USD | Taylor Morrison Home Corporation | Short | (202) | (5 208) | 81 |
| USD | TC Energy Corporation | Short | (400) | (19 252) | (137) |
| USD | TCR2 Therapeutics Incorporated | Short | (59) | (502) | 50 |
| USD | Teladoc Health Incorporated | Short | (105) | (13 315) | 915 |
| USD | Tesla Incorporated | Short | (85) | (65 916) | (3 851) |
| USD | TG Therapeutics Incorporated | Short | (217) | (7 222) | (560) |
| USD | TGS-NOPEC Geophysical Company ASA | Short | (797) | (8 430) | (1 092) |
| USD | Toyota Motor Corporation | Short | (5 000) | (89 087) | 1 573 |
| USD | TP ICAP Group plc | Short | (3 763) | (8 095) | 165 |
| USD | Trainline plc | Short | (202) | (956) | 67 |
| USD | TransDigm Group Incorporated | Short | (13) | (8 119) | (126) |
| USD | Transocean Limited | Short | (316) | (1 198) | (186) |
| USD | Trinity Industries Incorporated | Short | (94) | (2 554) | (56) |
| USD | TripAdvisor Incorporated | Short | (17) | (575) | (13) |
| USD | Tronox Holdings plc | Short | (51) | (1 257) | (64) |
| USD | TUI AG | Short | (367) | (1 586) | (27) |
| USD | Turning Point Therapeutics Incorporated | Short | (31) | (2 059) | 386 |
| USD | Twilio Incorporated | Short | (89) | (28 395) | 1 674 |
| USD | UniCredit SpA | Short | (3 772) | (49 917) | (4 810) |
| USD | UNITE Group plc | Short | (2 961) | (43 407) | 2 741 |
| USD | Universal Display Corporation | Short | (26) | (4 445) | 515 |
| USD | UPM-Kymmene OYJ | Short | (394) | (13 945) | 425 |
| USD | US Foods Holding Corporation | Short | (162) | (5 615) | (199) |
| USD | Vaxcyte Incorporated | Short | (155) | (3 932) | 34 |
| USD | Viasat Incorporated | Short | (145) | (7 985) | (441) |
| USD | Vinci SA | Short | (1 458) | (151 645) | (3 127) |
| USD | Virgin Galactic Holdings Incorporated | Short | (381) | (9 639) | (210) |
| USD | Visa Incorporated | Short | (266) | (59 251) | (718) |
| USD | Vistry Group plc | Short | (645) | (10 620) | 187 |
| USD | Vonovia SE | Short | (614) | (36 913) | 758 |
| USD | Vontobel Holding AG | Short | (290) | (24 399) | 1 369 |
| USD | Vroom Incorporated | Short | (216) | (4 767) | 445 |
| USD | Vuzix Corporation | Short | (101) | (1 056) | 58 |
| USD | Walt Disney Company | Short | (380) | (64 285) | 3 587 |
| USD | Webuild SpA | Short | (91) | 0 | 0 |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund (suite) |
| USD | WEX Incorporated | Short | (105) | (18 495) | (1 068) |
| USD | WH Smith plc | Short | (293) | (6 728) | (26) |
| USD | Wharf Real Estate Investment Company Limited | Short | (12 000) | (61 655) | (6 712) |
| USD | Whitbread plc | Short | (1 059) | (47 086) | 3 |
| USD | WillScot Mobile Mini Holdings Corporation | Short | (891) | (28 263) | (392) |
| USD | Woodside Petroleum Limited | Short | (3 065) | (52 409) | (6 735) |
| USD | Woolworths Group Limited | Short | (5 438) | (152 744) | 1 651 |
| USD | Workhorse Group Incorporated | Short | (399) | (3 052) | 215 |
| USD | Wynn Resorts Limited | Short | (411) | (34 832) | (1 085) |
| USD | Z Holdings Corporation | Short | (14 200) | (90 881) | 4 352 |
| USD | Zentalis Pharmaceuticals Incorporated | Short | (26) | (1 733) | (43) |
| USD | Zip Company Limited | Short | (1 051) | (5 184) | (328) |
| USD | Zogenix Incorporated | Short | (207) | (3 144) | (27) |
| USD | Zomedica Corporation | Short | (3 055) | (1 599) | (97) |
| USD | ZoomInfo Technologies Incorporated | Short | (94) | (5 752) | 468 |
| USD | Zynga Incorporated | Short | (137) | (1 032) | 29 |
|  |  |  |  |  | (55 447) |
| Global Long/Short Equity Fund |
| USD | CyberAgent Incorporated | Long | 96 700 | 1 865 584 | (105 581) |
| USD | Iida Group Holdings Company Limited | Long | 87 800 | 2 258 366 | (157 630) |
| USD | McDonald’s Holdings Company Japan Limited | Long | 49 700 | 2 344 766 | (3 541) |
| USD | Nintendo Company Limited | Long | 4 900 | 2 341 626 | (44 572) |
| USD | Nippon Express Company Limited | Long | 20 800 | 1 432 501 | (105 701) |
| USD | Oracle Corporation Japan | Long | 13 900 | 1 221 062 | (133 999) |
| USD | PR TIMES Incorporated | Long | 5 600 | 158 583 | (74) |
| USD | Trend Micro Incorporated | Long | 17 500 | 974 542 | (20 235) |
| USD | Yamada Holdings Company Limited | Long | 591 600 | 2 484 471 | (80 555) |
| USD | Accolade Incorporated | Short | (2 860) | (120 606) | 6 178 |
| USD | Aclaris Therapeutics Incorporated | Short | (6 689) | (120 402) | 67 |
| USD | Alnylam Pharmaceuticals Incorporated | Short | (4 075) | (769 401) | (7 580) |
| USD | Argenx SE | Short | (2 485) | (750 925) | 36 938 |
| USD | Aterian Incorporated | Short | (60 092) | (650 796) | 70 308 |
| USD | Ballard Power Systems Incorporated | Short | (107 100) | (1 503 425) | 164 485 |
| USD | Bellevue Gold Limited | Short | (1 368 103) | (834 489) | 12 862 |
| USD | BigCommerce Holdings Incorporated | Short | (16 002) | (810 341) | 63 208 |
| USD | Cameco Corporation | Short | (24 500) | (532 323) | (10 164) |
| USD | Carnival Corporation | Short | (15 494) | (387 505) | (4 958) |
| USD | Carvana Company | Short | (6 784) | (2 045 647) | 120 145 |
| USD | Delivery Hero SE | Short | (9 702) | (1 237 541) | 130 708 |
| USD | DoorDash Incorporated | Short | (4 665) | (960 897) | 51 408 |
| USD | DraftKings Incorporated | Short | (29 493) | (1 420 383) | 105 880 |
| USD | Eisai Company Limited | Short | (27 400) | (2 052 465) | 91 628 |
| USD | Euronav NV | Short | (83 736) | (793 598) | (38 250) |

Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
| Devise | Titre | Long/Short | Actions | Valeur de marché en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Global Long/Short Equity Fund (suite) |
| USD | Exact Sciences Corporation | Short | (16 419) | (1 567 194) | 45 481 |
| USD | Fastly Incorporated | Short | (14 372) | (581 204) | 37 942 |
| USD | Fisker Incorporated | Short | (18 365) | (269 047) | (2 204) |
| USD | Gevo Incorporated | Short | (107 916) | (716 562) | 6 475 |
| USD | International Seaways Incorporated | Short | (8 525) | (155 326) | (6 735) |
| USD | ITM Power plc | Short | (133 453) | (766 713) | 21 456 |
| USD | Ivanhoe Mines Limited | Short | (3 400) | (21 743) | 673 |
| USD | Jackson Financial Incorporated | Short | (3 590) | (93 340) | 2 334 |
| USD | Japan Post Holdings Company Limited | Short | (116 700) | (980 942) | 63 133 |
| USD | Just Eat Takeaway.com NV | Short | (6 191) | (452 339) | 47 094 |
| USD | Keyera Corporation | Short | (66 400) | (1 670 747) | 16 314 |
| USD | Lemonade Incorporated | Short | (11 051) | (740 528) | 46 856 |
| USD | Lithium Americas Corporation | Short | (5 300) | (118 419) | (1 608) |
| USD | Live Nation Entertainment Incorporated | Short | (12 522) | (1 141 130) | 5 760 |
| USD | MicroVision Incorporated | Short | (40 037) | (442 409) | 68 463 |
| USD | NexGen Energy Limited | Short | (126 600) | (601 715) | 10 779 |
| USD | Nippon Paint Holdings Company Limited | Short | (159 000) | (1 731 537) | 86 190 |
| USD | Oak Street Health Incorporated | Short | (19 461) | (827 676) | 121 436 |
| USD | Ocado Group plc | Short | (873) | (19 510) | 1 462 |
| USD | Oriental Land Company Limited | Short | (8 500) | (1 375 094) | (29 429) |
| USD | Pembina Pipeline Corporation | Short | (44 900) | (1 423 287) | (10 599) |
| USD | Plug Power Incorporated | Short | (47 733) | (1 219 101) | 106 445 |
| USD | PointsBet Holdings Limited | Short | (114 235) | (817 619) | 27 277 |
| USD | Prudential plc | Short | (143 601) | (2 786 638) | (45 098) |
| USD | Royal Caribbean Cruises Limited | Short | (4 736) | (421 267) | (3 741) |
| USD | Sunrun Incorporated | Short | (38 769) | (1 705 836) | 21 711 |
| USD | Teladoc Health Incorporated | Short | (3 527) | (447 259) | 42 288 |
| USD | Twilio Incorporated | Short | (2 503) | (798 582) | 74 940 |
| USD | Virgin Galactic Holdings Incorporated | Short | (20 687) | (523 381) | 11 378 |
| USD | Vroom Incorporated | Short | (35 361) | (780 417) | 85 927 |
| USD | Vuzix Corporation | Short | (57 904) | (605 676) | 64 273 |
| USD | Whitbread plc | Short | (15 832) | (703 939) | 21 907 |
| USD | Wynn Resorts Limited | Short | (7 607) | (644 693) | (6 999) |
| USD | Zomedica Corporation | Short | (445 121) | (233 021) | 2 893 |
| 1 075 449 |

Au 30 septembre 2021, les Compartiments Alternative Risk Premia Fund et Global Long/Short Equity Fund disposaient de titres séparés en tant que garantie à hauteur de 18 101 234 USD et 91 195 948 USD, respectivement, pour les contrats sur différence ouverts. Ces titres sont inclus dans le Portefeuille d’investissements.
Les Compartiments 2 Degree Global Equity Fund, Alternative Risk Premia Fund, China A Focus Fund, EUR Short Duration Credit Fund, Global Equity Enhanced Income Fund et USD Government Money Market Fund ne sont pas autorisés par la Hong Kong Securities and Futures Commission et ne sont donc pas ouverts aux investisseurs particuliers résidents de Hong Kong.
Au 30 septembre 2021, le Compartiment suivant avait des swaps de rendement total ouverts :
| Devise | Actif/indice de référence | Fréquence de paiement | Date d’échéance | Valeur notionnelle en USD | Valeur en USD de la plus-value/ (moins-value) latente |
| --- | --- | --- | --- | --- | --- |
| Alternative Risk Premia Fund |
| USD | Goldman Sachs Commodity ARP Strategy Index | 1 mois | 03/06/2022 | 17 400 000 | 37 460 |

Au 30 septembre 2021, le Compartiment Alternative Risk Premia Fund détenait des liquidités séparées à hauteur de 2 700 000 USD pour les contrats de swaps de rendement total ouverts. Ce montant est inclus dans les Liquidités en banque de l’État de l’actif et du passif.
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