# OYSTER
## Notes to the financial statements - Schedule of derivative
instruments
OPTIONS
As at 30/06/2021, the following option contracts were outstanding :
OYSTER - European Corporate Bonds
Quantity Denomination Purchase of options
Listed options
Currency
Commitment (in absolute value)
Market value
(in EUR)
Unrealised (in EUR)
Options on index
250.00 DJ EURO STOXX SEP 3700.0 17.09.21 PUT	EUR	0.00	92,750.00	(53,500.00)
Total Purchase of options	92,750.00	(53,500.00)
OYSTER - European Subordinated Bonds
Quantity Denomination Purchase of options
Listed options
Currency
Commitment (in absolute value)
Market value
(in EUR)
Unrealised (in EUR)
Options on index
600.00 DJ EURO STOXX SEP 3700.0 17.09.21 PUT	EUR	0.00	222,600.00	(128,400.00)
Total Purchase of options

###### Commitments amounts are zero as they relate to purchased options.
222,600.00	(128,400.00)
As at 30/06/2021, the following forward foreign exchange contracts were outstanding:

###### The contracts followed by * relate specifically to foreign exchange risk hedging of shares.
OYSTER - Absolute Return GBP
| purchased | purchased | sale | sale | date | (in GBP) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 156,525.25 | CHF | 200,000.00 | 30/09/2021 | (437.00) | CACEIS Bank, Luxembourg Branch |
| GBP | 6,035,342.97 | USD | 8,400,000.00 | 30/09/2021 | (44,048.14) | CACEIS Bank, Luxembourg Branch |
| GBP | 5,999,696.50 | EUR | 7,000,000.00 | 30/09/2021 | (19,265.46) | CACEIS Bank, Luxembourg Branch |
| GBP | 85,618.10 | EUR | 100,000.00 | 30/09/2021 | (366.92) | CACEIS Bank, Luxembourg Branch |
| GBP | 343,730.36 | EUR | 400,000.00 | 30/09/2021 | (211.78) | CACEIS Bank, Luxembourg Branch |
| GBP | 214,627.75 | EUR | 250,000.00 | 30/09/2021 | (335.76) | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | (64,665.06) |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
OYSTER - BM Alternativos
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in EUR)	Counterparty
EUR	3,409,910.29	USD	4,067,000.00  07/07/2021	(19,182.88)	CACEIS Bank, Luxembourg Branch
(19,182.88)
OYSTER - Euro Fixed Income
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in EUR)	Counterparty
CHF		969,627.05   EUR		891,072.75 15/07/2021		(6,473.39) * CACEIS Bank, Luxembourg Branch EUR			70,034.24   CHF			76,605.20 15/07/2021			146.63 * CACEIS Bank, Luxembourg Branch EUR	4,195,764.64    USD	5,000,000.00  30/09/2021	(12,729.53)  CACEIS Bank, Luxembourg Branch
(19,056.29)
OYSTER - Europe
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in EUR)	Counterparty
CHF	608,155.00	EUR	554,961.90  15/07/2021	(136.69) * CACEIS Bank, Luxembourg Branch
(136.69)
OYSTER - European Subordinated Bonds
| purchased | purchased | sale	sale | date | (in EUR)	Counterparty |
| --- | --- | --- | --- | --- |
| CHF | 26,638.05 | EUR | 24,479.97 | 15/07/2021 | (177.84) | * CACEIS Bank, Luxembourg Branch |
| EUR | 6,678,632.55 | USD | 8,000,000.00 | 24/09/2021 | (55,866.46) | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | (56,044.30) |  |
| OYSTER | - Global Convertibles |  |  |  |  |  |
| Currency	Quantity Currency	Quantity	Maturity	Unrealised |
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| EUR | 472,428.92 | AUD | 745,000.00 | 06/07/2021 | 837.93 | CACEIS Bank, Luxembourg Branch |
| EUR | 369,923.81 | CHF | 406,000.00 | 06/07/2021 | (454.27) | CACEIS Bank, Luxembourg Branch |
| EUR | 1,886,303.25 | GBP | 1,626,000.00 | 06/07/2021 | (7,670.11) | CACEIS Bank, Luxembourg Branch |
| EUR | 1,041,243.15 | HKD | 9,844,000.00 | 06/07/2021 | (27,573.63) | CACEIS Bank, Luxembourg Branch |
| EUR | 3,727,105.90 | JPY | 498,700,000.00 | 06/07/2021 | (61,534.61) | CACEIS Bank, Luxembourg Branch |
| EUR | 39,691,127.46 | USD | 48,364,000.00 | 06/07/2021 | (1,087,958.03) | CACEIS Bank, Luxembourg Branch |
| EUR | 558,061.73 | GBP | 480,000.00 | 06/07/2021 | (1,044.71) | CACEIS Bank, Luxembourg Branch |
| EUR | 432,862.96 | USD | 525,000.00 | 06/07/2021 | (9,801.24) | CACEIS Bank, Luxembourg Branch |
| EUR | 1,067,637.29 | USD | 1,300,000.00 | 06/07/2021 | (28,483.96) | CACEIS Bank, Luxembourg Branch |
| EUR | 317,702.35 | HKD | 3,000,000.00 | 06/07/2021 | (8,023.98) | CACEIS Bank, Luxembourg Branch |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
OYSTER - Global Convertibles
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| JPY | 128,000,000.00 | EUR | 960,268.15 | 06/07/2021 | 12,151.23 | CACEIS Bank, Luxembourg Branch |
| EUR | 491,739.19 | USD | 600,000.00 | 06/07/2021 | (14,163.01) | CACEIS Bank, Luxembourg Branch |
| EUR | 246,227.59 | USD | 300,000.00 | 06/07/2021 | (6,723.48) | CACEIS Bank, Luxembourg Branch |
| CHF | 328,406.00 | EUR | 300,907.84 | 15/07/2021 | (1,300.13) | * CACEIS Bank, Luxembourg Branch |
| EUR | 820,690.59 | USD | 1,000,000.00 | 06/07/2021 | (22,479.65) | CACEIS Bank, Luxembourg Branch |
| EUR | 820,508.78 | USD | 1,000,000.00 | 06/07/2021 | (22,661.47) | CACEIS Bank, Luxembourg Branch |
| USD | 167,166.00 | EUR | 137,255.10 | 15/07/2021 | 3,667.58 | * CACEIS Bank, Luxembourg Branch |
| USD | 2,089,575.41 | EUR | 1,724,447.74 | 15/07/2021 | 37,086.12 | * CACEIS Bank, Luxembourg Branch |
| CHF | 673,490.56 | EUR | 618,927.75 | 15/07/2021 | (4,496.33) | * CACEIS Bank, Luxembourg Branch |
| CHF | 96,690.00 | EUR | 88,768.56 | 15/07/2021 | (557.41) | * CACEIS Bank, Luxembourg Branch |
| USD | 139,465.00 | EUR | 116,731.53 | 15/07/2021 | 838.92 | * CACEIS Bank, Luxembourg Branch |
| EUR | 251,197.00 | USD | 300,000.00 | 06/07/2021 | (1,753.64) | CACEIS Bank, Luxembourg Branch |
| EUR | 398,333.83 | JPY | 52,700,000.00 | 06/07/2021 | (2,029.58) | CACEIS Bank, Luxembourg Branch |
| EUR | 221,197.40 | USD | 264,000.00 | 06/07/2021 | (1,399.14) | CACEIS Bank, Luxembourg Branch |
| EUR | 319,655.65 | JPY | 42,300,000.00 | 06/07/2021 | (1,698.66) | CACEIS Bank, Luxembourg Branch |
| EUR | 622,956.68 | JPY | 82,000,000.00 | 05/08/2021 | 222.30 | CACEIS Bank, Luxembourg Branch |
| EUR | 546,813.54 | JPY | 72,000,000.00 | 05/08/2021 | 22.31 | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | (1,256,980.65) |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
OYSTER - Global Diversified Income
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 42,090.00 | USD | 51,329.39 | 15/07/2021 | (1,401.18) | * CACEIS Bank, Luxembourg Branch |
| CHF | 132,431.20 | USD | 147,963.03 | 15/07/2021 | (4,645.51) | * CACEIS Bank, Luxembourg Branch |
| EUR | 34,039.06 | USD | 41,507.03 | 15/07/2021 | (1,129.05) | * CACEIS Bank, Luxembourg Branch |
| EUR | 1,378.48 | USD | 1,680.91 | 15/07/2021 | (45.72) | * CACEIS Bank, Luxembourg Branch |
| USD | 420,180.65 | EUR | 344,998.00 | 15/07/2021 | 10,932.42 | * CACEIS Bank, Luxembourg Branch |
| EUR | 10,983.59 | USD | 13,377.71 | 15/07/2021 | (348.70) | * CACEIS Bank, Luxembourg Branch |
| CHF | 6,937,464.62 | USD | 7,725,289.66 | 15/07/2021 | (217,540.41) | * CACEIS Bank, Luxembourg Branch |
| EUR | 13,650,533.60 | USD | 16,541,662.01 | 15/07/2021 | (349,057.79) | * CACEIS Bank, Luxembourg Branch |
| EUR | 16,816,569.58 | USD | 20,378,251.75 | 15/07/2021 | (430,016.50) | * CACEIS Bank, Luxembourg Branch |
| EUR | 40,971,174.21 | USD | 49,648,705.02 | 15/07/2021 | (1,047,673.89) | * CACEIS Bank, Luxembourg Branch |
| EUR | 5,603,095.34 | USD | 6,789,808.52 | 15/07/2021 | (143,276.75) | * CACEIS Bank, Luxembourg Branch |
| EUR | 38,623.20 | USD | 46,803.44 | 15/07/2021 | (987.63) | * CACEIS Bank, Luxembourg Branch |
| USD | 533,437.18 | EUR | 440,225.58 | 15/07/2021 | 11,227.54 | * CACEIS Bank, Luxembourg Branch |
| USD | 13,313.34 | EUR | 10,987.00 | 15/07/2021 | 280.21 | * CACEIS Bank, Luxembourg Branch |
| USD | 68,036.27 | EUR | 56,084.17 | 15/07/2021 | 1,507.42 | * CACEIS Bank, Luxembourg Branch |
| USD | 60.11 | EUR | 49.54 | 15/07/2021 | 1.34 | * CACEIS Bank, Luxembourg Branch |
| EUR | 440,509.13 | USD | 534,491.75 | 15/07/2021 | (11,948.81) | * CACEIS Bank, Luxembourg Branch |
| USD | 989.53 | EUR | 816.10 | 15/07/2021 | 21.44 | * CACEIS Bank, Luxembourg Branch |
| USD | 26,637.52 | EUR | 21,969.00 | 15/07/2021 | 577.19 | * CACEIS Bank, Luxembourg Branch |
| USD | 24,214.46 | EUR | 19,970.61 | 15/07/2021 | 524.67 | * CACEIS Bank, Luxembourg Branch |
| EUR | 22,787.70 | USD | 27,226.68 | 15/07/2021 | (195.34) | * CACEIS Bank, Luxembourg Branch |
| USD | 7,708.19 | EUR | 6,498.63 | 15/07/2021 | (0.66) | * CACEIS Bank, Luxembourg Branch |
| USD | 128,632.66 | EUR | 108,060.62 | 15/07/2021 | 448.33 | * CACEIS Bank, Luxembourg Branch |
| USD | 115,244.20 | EUR | 96,596.29 | 15/07/2021 | 659.09 | * CACEIS Bank, Luxembourg Branch |
| USD | 64,704.18 | EUR | 54,234.26 | 15/07/2021 | 370.05 | * CACEIS Bank, Luxembourg Branch |
| USD | 21,394.49 | CHF | 19,652.98 | 15/07/2021 | 125.92 | * CACEIS Bank, Luxembourg Branch |
| EUR | 101,250.60 | USD | 121,049.14 | 15/07/2021 | (943.15) | * CACEIS Bank, Luxembourg Branch |
| USD | 36,083.62 | EUR | 30,245.36 | 15/07/2021 | 205.77 | * CACEIS Bank, Luxembourg Branch |
| USD | 238,705.00 | EUR | 200,000.00 | 30/09/2021 | 1,087.01 | CACEIS Bank, Luxembourg Branch |
| USD | 94,687.67 | EUR | 79,515.08 | 15/07/2021 | 364.80 | * CACEIS Bank, Luxembourg Branch |
| USD | 861.21 | EUR | 723.21 | 15/07/2021 | 3.33 | * CACEIS Bank, Luxembourg Branch |
| USD | 120,036.79 | CHF | 110,920.00 | 15/07/2021 | (1.23) | * CACEIS Bank, Luxembourg Branch |
| USD | 203,790.70 | EUR | 171,803.47 | 15/07/2021 | (6.86) | * CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | (2,180,882.65) |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in JPY)	Counterparty
EUR		479.87	JPY		63,942.00 15/07/2021		(791) * CACEIS Bank, Luxembourg Branch EUR	2,336.73	JPY	311,364.00  15/07/2021	(3,850) * CACEIS Bank, Luxembourg Branch
JPY		102,535.00   EUR				769.05 15/07/2021				1,328 * CACEIS Bank, Luxembourg Branch EUR				5,692.99	JPY		759,058.00 15/07/2021			(9,859) * CACEIS Bank, Luxembourg Branch EUR			16,017.03	JPY	2,135,582.00 15/07/2021	(27,738) * CACEIS Bank, Luxembourg Branch JPY	884,428.00   EUR			6,633.51 15/07/2021		11,457 * CACEIS Bank, Luxembourg Branch
JPY		102,528.00   EUR			768.99 15/07/2021			1,329 * CACEIS Bank, Luxembourg Branch JPY	305,125.00   EUR		2,288.53 15/07/2021		3,954 * CACEIS Bank, Luxembourg Branch EUR			12,781.63	JPY	1,704,200.00 15/07/2021	(22,135) * CACEIS Bank, Luxembourg Branch EUR			14,225.19	JPY	1,896,673.00  15/07/2021	(24,635) * CACEIS Bank, Luxembourg Branch
EUR					0.80	 JPY					107.00 15/07/2021							(2) * CACEIS Bank, Luxembourg Branch JPY		1,921,442.00   EUR				14,413.01 15/07/2021						24,687 * CACEIS Bank, Luxembourg Branch EUR				 79,680.09	 JPY		10,622,870.00 15/07/2021			(136,954) * CACEIS Bank, Luxembourg Branch EUR			495,330.19	 JPY		66,055,748.00 15/07/2021			(870,195) * CACEIS Bank, Luxembourg Branch USD			522,134.11	 JPY		57,111,551.00 15/07/2021					591,008 * CACEIS Bank, Luxembourg Branch EUR	68,056,120.20	 JPY	9,075,760,022.00 15/07/2021	(119,560,919) * CACEIS Bank, Luxembourg Branch EUR	19,801,683.26	 JPY	2,640,693,075.00 15/07/2021		(34,787,576) * CACEIS Bank, Luxembourg Branch CHF				39,954.86	JPY			4,892,073.00  15/07/2021				(97,172) * CACEIS Bank, Luxembourg Branch
EUR						39.00	JPY					5,201.00 15/07/2021						(69) * CACEIS Bank, Luxembourg Branch USD				136,584.03	JPY		14,939,698.00 15/07/2021				154,600 * CACEIS Bank, Luxembourg Branch USD				335,558.51	JPY		36,703,725.00 15/07/2021				379,822 * CACEIS Bank, Luxembourg Branch EUR			4,139,466.55	JPY	552,026,841.00 15/07/2021	(7,272,211) * CACEIS Bank, Luxembourg Branch EUR					24,490.88	JPY			3,252,513.00 15/07/2021			(29,508) * CACEIS Bank, Luxembourg Branch JPY	11,622,769.00   EUR				87,519.60 15/07/2021		105,172 * CACEIS Bank, Luxembourg Branch JPY		3,051,027.00   EUR				22,843.87 15/07/2021					44,769 * CACEIS Bank, Luxembourg Branch
EUR				5.25	JPY				701.00 15/07/2021					(10) * CACEIS Bank, Luxembourg Branch EUR			2,244.69	JPY		299,810.00 15/07/2021			(4,408) * CACEIS Bank, Luxembourg Branch EUR		28,685.49	JPY	3,829,857.00 15/07/2021	(54,841) * CACEIS Bank, Luxembourg Branch JPY	1,984,734.00   EUR			14,866.03 15/07/2021		28,361 * CACEIS Bank, Luxembourg Branch EUR			4,460.43	JPY		591,892.00 15/07/2021			(4,899) * CACEIS Bank, Luxembourg Branch EUR			6,123.85	JPY		812,626.00 15/07/2021			(6,726) * CACEIS Bank, Luxembourg Branch EUR		76,153.26	JPY	9,969,680.00  15/07/2021				52,104 * CACEIS Bank, Luxembourg Branch
JPY			59,487.00   EUR			455.75 15/07/2021		(490) * CACEIS Bank, Luxembourg Branch JPY		408,699.00   EUR		3,131.19 15/07/2021	(3,367) * CACEIS Bank, Luxembourg Branch JPY	3,036,756.00   EUR	23,107.08 15/07/2021	(4,140) * CACEIS Bank, Luxembourg Branch JPY		429,230.00    USD		3,889.12  15/07/2021		(568) * CACEIS Bank, Luxembourg Branch
JPY			246.00   EUR				1.87 15/07/2021				0 * CACEIS Bank, Luxembourg Branch JPY		4,352,409.00   EUR		33,118.06 15/07/2021			(5,934) * CACEIS Bank, Luxembourg Branch JPY	78,525,293.00   EUR	597,509.48 15/07/2021	(107,075) * CACEIS Bank, Luxembourg Branch JPY		1,634,388.00   USD		14,808.69 15/07/2021			(2,163) * CACEIS Bank, Luxembourg Branch JPY	15,966,615.00   EUR	121,492.11 15/07/2021		(21,771) * CACEIS Bank, Luxembourg Branch JPY		1,083,499.00   USD			9,817.25 15/07/2021			(1,433) * CACEIS Bank, Luxembourg Branch JPY		4,838,396.00    EUR		36,816.00  15/07/2021			(6,598) * CACEIS Bank, Luxembourg Branch
JPY			143,247.00   CHF						1,192.95 15/07/2021						84 * CACEIS Bank, Luxembourg Branch JPY	256,899,952.00   EUR			1,954,786.16 15/07/2021		(350,298) * CACEIS Bank, Luxembourg Branch USD				17,435.16	JPY				1,932,600.00 15/07/2021					(5,790) * CACEIS Bank, Luxembourg Branch EUR			656,331.32	JPY		86,840,838.00 15/07/2021			(467,504) * CACEIS Bank, Luxembourg Branch EUR		2,278,572.25	JPY	301,483,591.00 15/07/2021	(1,623,025) * CACEIS Bank, Luxembourg Branch EUR				16,290.19	JPY				2,155,396.00 15/07/2021				(11,604) * CACEIS Bank, Luxembourg Branch USD					4,559.99	JPY					505,452.00 15/07/2021					(1,514) * CACEIS Bank, Luxembourg Branch USD				11,189.17	JPY				1,240,264.00  15/07/2021					(3,716) * CACEIS Bank, Luxembourg Branch
EUR						1.30	 JPY						172.00 15/07/2021					(1) * CACEIS Bank, Luxembourg Branch CHF					1,331.56	JPY			160,822.00 15/07/2021		 (1,024) * CACEIS Bank, Luxembourg Branch EUR			137,719.23	 JPY	18,221,976.00 15/07/2021	(98,098) * CACEIS Bank, Luxembourg Branch EUR				16,824.64	 JPY		2,226,548.00 15/07/2021	(12,422) * CACEIS Bank, Luxembourg Branch EUR					 6,945.18	 JPY			 919,115.00 15/07/2021			(5,128) * CACEIS Bank, Luxembourg Branch EUR				34,125.92	 JPY		4,516,521.00 15/07/2021	(25,543) * CACEIS Bank, Luxembourg Branch JPY	4,724,910.00   EUR				35,701.81 15/07/2021		26,545 * CACEIS Bank, Luxembourg Branch JPY		902,894.00   EUR					6,822.34 15/07/2021				5,073 * CACEIS Bank, Luxembourg Branch JPY	2,173,414.00   USD				19,615.45  15/07/2021        5,655 * CACEIS Bank, Luxembourg Branch
EUR				299.50	JPY				39,557.00 15/07/2021			(143) * CACEIS Bank, Luxembourg Branch EUR		72,374.94	JPY	9,559,050.00 15/07/2021	(34,493) * CACEIS Bank, Luxembourg Branch EUR			2,049.73	JPY		270,315.00 15/07/2021			(570) * CACEIS Bank, Luxembourg Branch JPY	4,495,516.00   EUR			34,089.22 15/07/2021		9,368 * CACEIS Bank, Luxembourg Branch
| purchased | purchased | sale | sale | date | (in JPY) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| JPY | 1,310,059.00 | EUR | 9,957.88 | 15/07/2021 | (400) | * CACEIS Bank, Luxembourg Branch |
| EUR | 14,826.02 | JPY | 1,950,556.00 | 15/07/2021 | 551 | * CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | (164,263,443) |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
OYSTER - Multi-Asset Absolute Return EUR
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| JPY | 104,236,334.00 | EUR | 783,888.61 | 15/07/2021 | 7,908.92 | * CACEIS Bank, Luxembourg Branch |
| EUR | 16,764,519.77 | USD | 20,000,000.00 | 30/09/2021 | (69,490.98) | CACEIS Bank, Luxembourg Branch |
| EUR | 167,300.04 | USD | 200,000.00 | 30/09/2021 | (1,040.70) | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | (62,622.76) |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised
OYSTER - Stable Return
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
EUR	100,236.00    USD	122,227.18  15/07/2021	(3,324.73) * CACEIS Bank, Luxembourg Branch
USD					502.70   EUR						412.27 15/07/2021					13.65 * CACEIS Bank, Luxembourg Branch CHF				9,586.80   USD				10,711.16 15/07/2021				(336.29) * CACEIS Bank, Luxembourg Branch EUR			 30,043.50   USD				 36,592.14 15/07/2021				 (953.79) * CACEIS Bank, Luxembourg Branch CHF		163,839.64   USD			182,445.42 15/07/2021			(5,137.57) * CACEIS Bank, Luxembourg Branch CHF	2,990,254.78   USD		3,329,830.94 15/07/2021		(93,766.42) * CACEIS Bank, Luxembourg Branch EUR	 5,060,989.04   USD		 6,132,886.27 15/07/2021	(129,414.55) * CACEIS Bank, Luxembourg Branch EUR	 8,876,563.17   USD	10,756,583.74 15/07/2021	(226,982.59) * CACEIS Bank, Luxembourg Branch EUR			 42,107.82   USD				 51,026.09 15/07/2021			 (1,076.74) * CACEIS Bank, Luxembourg Branch EUR				 4,413.46   USD					5,348.21 15/07/2021				 (112.85) * CACEIS Bank, Luxembourg Branch EUR			 48,108.48   USD				 58,297.66 15/07/2021			 (1,230.18) * CACEIS Bank, Luxembourg Branch CHF			10,390.25   USD				11,565.10 15/07/2021     (320.73) * CACEIS Bank, Luxembourg Branch EUR      160,529.60   USD      194,778.59  15/07/2021      (4,354.37) * CACEIS Bank, Luxembourg Branch USD        10,394.66    EUR        8,567.26  15/07/2021        231.91 * CACEIS Bank, Luxembourg Branch
EUR	14,878.80    USD	17,648.93  15/07/2021	0.67 * CACEIS Bank, Luxembourg Branch
(466,764.58)
OYSTER - Sustainable Europe
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in EUR)	Counterparty
CHF			64,426.00   EUR			59,090.00 15/07/2021				 (313.59) * CACEIS Bank, Luxembourg Branch GBP		172,632.52   EUR		201,232.72 15/07/2021				(181.62) * CACEIS Bank, Luxembourg Branch USD	 2,018,786.80   EUR	 1,666,028.57 15/07/2021			35,829.75 * CACEIS Bank, Luxembourg Branch CHF	5,593,073.30   EUR	5,139,950.67 15/07/2021	(37,340.26) * CACEIS Bank, Luxembourg Branch CHF		314,999.80   EUR		289,139.19 15/07/2021		(1,762.08) * CACEIS Bank, Luxembourg Branch USD			14,718.55   EUR			12,319.36 15/07/2021						88.53 * CACEIS Bank, Luxembourg Branch CHF		161,750.00   EUR		148,020.91 15/07/2021				(454.95) * CACEIS Bank, Luxembourg Branch EUR		 116,137.87   CHF		 127,063.54 15/07/2021					216.66 * CACEIS Bank, Luxembourg Branch USD			37,331.00    EUR			31,349.14  15/07/2021					121.28 * CACEIS Bank, Luxembourg Branch
(3,796.28)
OYSTER - US Core Plus
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
USD				2,782.21   EUR				2,281.50 15/07/2021				75.82 * CACEIS Bank, Luxembourg Branch EUR			75,068.25   USD			91,431.03 15/07/2021		(2,383.20) * CACEIS Bank, Luxembourg Branch EUR				6,255.68   USD				7,619.24 15/07/2021			(198.60) * CACEIS Bank, Luxembourg Branch EUR	20,969,164.56   USD	25,410,349.74 15/07/2021	(536,202.51) * CACEIS Bank, Luxembourg Branch EUR		4,267,209.21    USD		5,170,987.05  15/07/2021	(109,116.80) * CACEIS Bank, Luxembourg Branch
FORWARD FOREIGN EXCHANGE CONTRACTS
OYSTER - US Core Plus
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
EUR	2,283.60	USD	2,724.57  15/07/2021	(15.71) * CACEIS Bank, Luxembourg Branch
(647,841.00)
OYSTER - US High Yield
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
CHF				74,139.00   USD				82,818.56 15/07/2021			 (2,585.07) * CACEIS Bank, Luxembourg Branch CHF	10,635,103.26   USD	11,842,835.64 15/07/2021	(333,488.50) * CACEIS Bank, Luxembourg Branch CHF		1,354,685.06   USD		1,508,524.38 15/07/2021		(42,479.32) * CACEIS Bank, Luxembourg Branch EUR		 1,642,853.26   USD		 1,990,803.01 15/07/2021		 (42,009.40) * CACEIS Bank, Luxembourg Branch EUR			 255,156.21   USD			 309,197.27 15/07/2021			 (6,524.59) * CACEIS Bank, Luxembourg Branch EUR		 4,480,773.89   USD		 5,429,783.88 15/07/2021	 (114,577.87) * CACEIS Bank, Luxembourg Branch CHF			566,984.56   USD			631,653.22 15/07/2021		(18,060.48) * CACEIS Bank, Luxembourg Branch CHF			148,486.00    USD			162,351.64  15/07/2021			(1,659.55) * CACEIS Bank, Luxembourg Branch
USD		6,546.52   EUR		5,519.25 15/07/2021		(0.56) * CACEIS Bank, Luxembourg Branch EUR	13,500.12    USD	16,141.35  15/07/2021	(127.17) * CACEIS Bank, Luxembourg Branch
(561,512.51)
OYSTER - US Small and Mid Company Growth
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
USD			4,962.68   EUR			4,069.94 15/07/2021				134.82 * CACEIS Bank, Luxembourg Branch CHF	1,977,075.47   USD	2,201,594.03 15/07/2021		(61,995.82) * CACEIS Bank, Luxembourg Branch EUR	 4,369,149.31   USD	 5,294,517.66 15/07/2021	(111,723.52) * CACEIS Bank, Luxembourg Branch EUR		 793,105.74   USD		 961,082.36 15/07/2021		 (20,280.50) * CACEIS Bank, Luxembourg Branch CHF		117,229.15   USD		130,599.98 15/07/2021			(3,734.17) * CACEIS Bank, Luxembourg Branch CHF		173,470.00   USD		193,223.21 15/07/2021			(5,493.35) * CACEIS Bank, Luxembourg Branch EUR		 255,510.01   USD		 310,066.51 15/07/2021			 (6,974.15) * CACEIS Bank, Luxembourg Branch EUR		 143,590.00    USD		 170,323.59  15/07/2021					6.46 * CACEIS Bank, Luxembourg Branch
EUR				200.49   USD			238.92 15/07/2021				(1.09) * CACEIS Bank, Luxembourg Branch EUR				484.94   USD			577.29 15/07/2021				(2.04) * CACEIS Bank, Luxembourg Branch EUR		49,993.87   USD		59,520.45 15/07/2021		 (216.47) * CACEIS Bank, Luxembourg Branch EUR			9,722.20   USD		11,599.61 15/07/2021			(66.89) * CACEIS Bank, Luxembourg Branch EUR	 149,495.00   USD	 178,359.20 15/07/2021	(1,024.49) * CACEIS Bank, Luxembourg Branch CHF	141,342.89   USD	153,595.18 15/07/2021		(633.39) * CACEIS Bank, Luxembourg Branch EUR	 296,210.16    USD	 352,777.41  15/07/2021	(1,405.51) * CACEIS Bank, Luxembourg Branch
(213,410.11)
OYSTER - US Value
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
EUR	353,737.53    USD	431,388.22  15/07/2021	(11,775.92) * CACEIS Bank, Luxembourg Branch
USD		6,885.00   EUR		5,646.45 15/07/2021		186.99 * CACEIS Bank, Luxembourg Branch USD	73,635.79    CHF	65,909.85  15/07/2021	2,307.12 * CACEIS Bank, Luxembourg Branch
EUR						71.72   USD						87.45 15/07/2021					(2.37) * CACEIS Bank, Luxembourg Branch USD					6,152.32   EUR					5,051.49 15/07/2021				160.07 * CACEIS Bank, Luxembourg Branch CHF			930,152.97   USD		1,035,782.02 15/07/2021		(29,167.12) * CACEIS Bank, Luxembourg Branch EUR	18,706,211.10   USD	22,668,111.79 15/07/2021	(478,336.53) * CACEIS Bank, Luxembourg Branch EUR		2,118,359.79   USD		 2,567,019.92 15/07/2021		 (54,168.58) * CACEIS Bank, Luxembourg Branch EUR		4,775,902.01   USD		 5,787,418.95 15/07/2021	(122,124.59) * CACEIS Bank, Luxembourg Branch EUR			 447,539.49   USD			542,939.25 15/07/2021		 (12,056.72) * CACEIS Bank, Luxembourg Branch EUR				38,009.52   USD				46,118.85 15/07/2021			(1,031.01) * CACEIS Bank, Luxembourg Branch USD				21,588.58   EUR				17,804.94 15/07/2021				467.79 * CACEIS Bank, Luxembourg Branch EUR			 120,930.00    USD			144,486.80  15/07/2021			(1,036.61) * CACEIS Bank, Luxembourg Branch
USD		859.06   EUR		724.26 15/07/2021		(0.07) * CACEIS Bank, Luxembourg Branch USD			27.48   EUR			23.06 15/07/2021			0.13 * CACEIS Bank, Luxembourg Branch USD	72,714.33    EUR	61,021.82  15/07/2021	328.63 * CACEIS Bank, Luxembourg Branch
FORWARD FOREIGN EXCHANGE CONTRACTS
| OYSTER - US Value |  |
| --- | --- |
| Currency purchased | Quantity C purchased | urrency sale | Quantity sale | Maturity date | Unrealised (in USD) | Counterparty |
| EUR | 120,535.00 | USD | 143,488.48 | 15/07/2021 | (506.85) * CACEIS Bank, | Luxembourg Branch |
| EUR | 1,248.54 | USD | 1,489.64 | 15/07/2021 | (8.59) * CACEIS Bank, | Luxembourg Branch |
| EUR | 121,815.00 | USD | 145,334.80 | 15/07/2021 | (834.80) * CACEIS Bank, | Luxembourg Branch |
| USD | 290.09 | EUR | 243.61 | 15/07/2021 | 1.11 * CACEIS Bank, | Luxembourg Branch |

(707,597.92)
As at 30/06/2021, the following future contracts were outstanding :
OYSTER - Absolute Return GBP
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in GBP)
(in absolute value)
Unrealised (in GBP)
Broker
| (6) | EURO BUND FUTURE 09/21 | EUR | 529,319.41 | (5,305.22) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| (10) | US 10YR ULTRA (CBOT) 09/21 | USD | 702,164.18 | (18,662.55) | Morgan Stanley London |
|  |  |  |  | (23,967.77) |  |

Futures on index
| 12 | DJ EURO STOXX 50 09/21 | EUR | 418,679.80 | (6,391.16) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 4 | EMINI FIN SECT IDX 09/21 | USD | 327,628.36 | (8,288.43) | Morgan Stanley London |
| 140 | EURO STOX BANK IDX 09/21 | EUR | 562,816.99 | (27,642.09) | Morgan Stanley London |
| 3 | FTSE 100 INDEX 09/21 | GBP | 211,124.10 | (2,955.00) | Morgan Stanley London |
| 9 | MINI MSCI EMG MKT 09/21 | USD | 447,782.87 | 3,058.40 | Morgan Stanley London |
| 1 | NIKKEI 225 (OSAKA) 09/21 | JPY | 187,779.34 | (1,337.02) | Morgan Stanley London |
| 1 | S&P 500 EMINI INDEX 09/21 | USD | 155,543.84 | 2,877.43 | Morgan Stanley London |
|  |  |  |  | (40,677.87) |  |

OYSTER - Euro Fixed Income
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
(10)
EURO BUND FUTURE 09/21
EUR	1,027,665.00
(10,300.00)
(10,300.00)
Morgan Stanley London
OYSTER - Global Diversified Income
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| 150 | DJ EURO STOXX 50 09/21 | EUR | 7,229,780.05 | (108,243.02) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 25 | EMINI FIN SECT IDX 09/21 | USD | 2,828,750.00 | (71,562.50) | Morgan Stanley London |
| 430 | EURO STOX BANK IDX 09/21 | EUR | 2,388,034.97 | (117,285.51) | Morgan Stanley London |
| 35 | FTSE 100 INDEX 09/21 | GBP | 3,402,653.02 | (47,625.26) | Morgan Stanley London |
| 30 | MINI MSCI EMG MKT 09/21 | USD | 2,061,955.50 | 25,030.00 | Morgan Stanley London |
| 8 | NIKKEI 225 (OSAKA) 09/21 | JPY | 2,075,252.05 | (14,776.10) | Morgan Stanley London |
| 27 | S&P 500 EMINI INDEX 09/21 | USD | 5,801,625.00 | 84,970.00 | Morgan Stanley London |
|  |  |  |  | (249,492.39) |  |

OYSTER - Multi-Asset Absolute Return EUR
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| (70) | EURO BUND FUTURE 09/21 | EUR | 7,193,655.00 | (72,100.00) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| (30) | US 10YR ULTRA (CBOT) 09/21 | USD | 2,453,832.53 | (65,219.45) | Morgan Stanley London |
|  |  |  |  | (137,319.45) |  |

Futures on index
| 48 | DJ EURO STOXX 50 09/21 | EUR | 1,950,864.00 | (29,640.00) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 10 | EMINI FIN SECT IDX 09/21 | USD | 954,127.67 | (24,137.79) | Morgan Stanley London |
| 310 | EURO STOX BANK IDX 09/21 | EUR | 1,451,730.00 | (71,300.00) | Morgan Stanley London |
| 12 | FTSE 100 INDEX 09/21 | GBP | 983,745.59 | (13,769.00) | Morgan Stanley London |
| 27 | MINI MSCI EMG MKT 09/21 | USD | 1,564,853.66 | 9,768.95 | Morgan Stanley London |
| 4 | NIKKEI 225 (OSAKA) 09/21 | JPY | 874,969.24 | (6,229.91) | Morgan Stanley London |

OYSTER - Multi-Asset Absolute Return EUR
Quantity (purchase/(sale)) Denomination
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
3 S&P 500 EMINI INDEX 09/21
USD	543,574.50
10,055.65
(125,252.10)
Morgan Stanley London
OYSTER - Stable Return
Quantity (purchase/(sale)) Denomination
Futures on interest rates
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| (1) | 90DAY EURO$ 12/22 | USD | 1,000,000.00 | (25.00) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| (2) | 90DAY EURO$ 12/22 | USD | 2,000,000.00 | (50.00) | Morgan Stanley London |
| 71 | 90DAY EURO$ 12/22 | USD | 71,000,000.00 | (27,331.12) | Morgan Stanley London |
|  |  |  |  | (27,406.12) |  |

Futures on bonds
| 21 | US TREASURY BOND 09/21 | USD | 3,054,515.63 | 34,781.25 | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 12 | US TREASURY BOND 09/21 | USD | 1,745,437.50 | 33,750.00 | Morgan Stanley London |
| (4) | US TREASURY BOND 09/21 | USD | 581,812.50 | (15,315.00) | Morgan Stanley London |
| 12 | US 10 YEARS NOTE 09/21 | USD | 1,332,187.50 | 8,437.50 | Morgan Stanley London |
| 2 | US 10 YEARS NOTE 09/21 | USD | 222,031.25 | 750.00 | Morgan Stanley London |
|  |  |  |  | 62,403.75 |  |

Futures on index
| 15 | EM RUSS 2000 09/21 | USD | 1,732,911.75 | (14,279.25) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 5 | MINI MSCI EAFE 09/21 | USD | 576,229.25 | (13,250.16) | Morgan Stanley London |
| 14 | MINI MSCI EAFE 09/21 | USD | 1,613,441.90 | (42,612.10) | Morgan Stanley London |
| 25 | MINI MSCI EAFE 09/21 | USD | 2,881,146.25 | (77,016.87) | Morgan Stanley London |
| (4) | MINI MSCI EMG MKT 09/21 | USD | 274,927.40 | (273.45) | Morgan Stanley London |
| 4 | MINI MSCI EMG MKT 09/21 | USD | 274,927.40 | (798.53) | Morgan Stanley London |
| 19 | MINI MSCI EMG MKT 09/21 | USD | 1,305,905.15 | (6,300.27) | Morgan Stanley London |
| 8 | NASDAQ 100 E-MINI 09/21 | USD | 2,328,768.00 | 87,110.92 | Morgan Stanley London |
| 14 | S&P MID 400 EMINI 09/21 | USD | 3,774,568.00 | (64,713.24) | Morgan Stanley London |
| 3 | S&P 500 EMINI INDEX 09/21 | USD | 644,625.00 | 4,571.25 | Morgan Stanley London |
| 8 | S&P 500 EMINI INDEX 09/21 | USD | 1,719,000.00 | 3,240.00 | Morgan Stanley London |
|  |  |  |  | (124,321.70) |  |

Futures on currency
| (28) | DOLLAR INDEX (FNX) 09/21 | USD | 2,588,068.00 | (61,375.03) | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 1 | EUR/USD (CME) 09/21 | USD | 148,237.50 | (4,224.00) | Morgan Stanley London |
| 28 | EUR/USD (CME) 09/21 | USD | 4,150,650.00 | (116,686.50) | Morgan Stanley London |
| (61) | JPN YEN CURR FUT 09/21 | USD | 6,869,987.83 | 87,355.63 | Morgan Stanley London |
| (24) | JPN YEN CURR FUT 09/21 | USD | 2,702,946.03 | 35,228.75 | Morgan Stanley London |
| (12) | USD/AUD (CME) 09/21 | USD | 900,883.11 | 26,387.40 | Morgan Stanley London |
| (7) | USD/AUD (CME) 09/21 | USD | 525,515.15 | 16,895.20 | Morgan Stanley London |
| 4 | USD/CAD (CME) 09/21 | USD | 323,023.49 | (7,936.80) | Morgan Stanley London |
| 13 | USD/CAD (CME) 09/21 | USD | 1,049,826.35 | (25,520.40) | Morgan Stanley London |
|  |  |  |  | (49,875.75) |  |

Translation (ENFR, 2021-06-30):
# OYSTER
## - Absolute Return GBP

#### Etats Financiers au 30/06/2021

##### Etat du patrimoine au 30/06/2021
Exprimé en GBP
| Actifs |  | 26.622.337,67 |
| --- | --- | --- |
| Portefeuille-titres à la valeur d'évaluation | Note 2 | 24.666.710,34 |
| Plus-value non réalisée sur le portefeuille-titres |  | 489.528,57 |
| Avoirs en banque et liquidités |  | 1.602.789,41 |
| Intérêts à recevoir |  | 125.313,21 |
| Brokers à recevoir |  | 221.579,47 |
| Dividendes à recevoir |  | 587,34 |
| Autres actifs |  | 5.357,90 |
| Passifs |  | 177.869,66 |
| Moins-value non réalisée sur contrats de change à terme | Note 2 | 64.665,06 |
| Moins-value non réalisée sur "futures" | Note 2 | 64.645,64 |
| Commission de gestion et conseil à payer | Note 3 | 8.088,76 |
| Autres passifs |  | 40.470,20 |
| Valeur nette d'inventaire |  | 26.444.468,01 |


##### Etat des opérations et des variations des actifs nets du 01/01/2021 au 30/06/2021
Exprimé en GBP
| Revenus |  | 190.797,24 |
| --- | --- | --- |
| Dividendes nets |  | 9.709,07 |
| Intérêts nets sur obligations |  | 180.570,76 |
| Intérêts bancaires à vue |  | 517,41 |
| Dépenses |  | 126.963,76 |
| Commissions de gestion et de conseil | Note 3 | 46.980,25 |
| Commissions de banque dépositaire et sous-dépositaire | Note 6 | 5.272,58 |
| Taxe d'abonnement | Note 5 | 1.947,74 |
| Frais administratifs | Note 3 | 26.493,73 |
| Frais professionnels |  | 4.494,67 |
| Intérêts bancaires sur découvert |  | 2.149,44 |
| Frais légaux |  | 4.748,88 |
| Frais de transaction |  | 11.689,47 |
| Autres dépenses |  | 23.187,00 |
| Revenus nets des investissements |  | 63.833,48 |
| Bénéfice net / Perte nette réalisé(e) sur : - vente de titres | Note 2 | 442.198,56 |
| - options | Note 2 | (142.282,04) |
| - contrats de change à terme | Note 2 | 651.650,31 |
| - futures | Note 2 | 498.407,85 |
| - change |  | (441.940,03) |
| Bénéfice net réalisé |  | 1.071.868,13 |
| Variation de la plus- ou moins-value nette non réalisée sur : - portefeuille-titres |  | (190.775,36) |
| - contrats de change à terme |  | (263.901,06) |
| - futures |  | (96.258,44) |
| Augmentation des actifs nets résultant des opérations |  | 520.933,27 |
| Dividendes payés |  | (6.115,61) |
| Souscriptions actions de capitalisation |  | 1.885.911,54 |
| Souscriptions actions de distribution |  | 741.912,51 |
| Rachats actions de capitalisation |  | (1.588.259,77) |
| Rachats actions de distribution |  | (102.260,54) |
| Augmentation des actifs nets |  | 1.452.121,40 |
| Actifs nets au début de la période |  | 24.992.346,61 |
| Actifs nets à la fin de la période |  | 26.444.468,01 |


##### Chiffres Clés concernant les 3 derniers exercices
| Période terminant le: | 30/06/2021 | 31/12/2020 | 31/12/2019 |
| --- | --- | --- | --- |
| ts Totaux	 GBP	26.444.468,01	24.992.346,61	136.881.817,83 I M - GBP - Capitalisation |

Actifs Ne
| Nombre d'actions |  | 1.397,455 | 1.378,829 | 8.898,204 |
| --- | --- | --- | --- | --- |
| Valeur nette d'inventaire par action | GBP | 16.426,23 | 16.098,70 | 15.105,98 |
| R - GBP - Distribution Nombre d'actions |  | 315.514,857 | 257.143,655 | 240.133,975 |
| Valeur nette d'inventaire par action | GBP | 11,06 | 10,87 | 10,27 |


##### Changement dans le nombre d'actions en circulation du 01/01/2021 au 30/06/2021
Actions en circulation au 01/01/2021
Actions souscrites	Actions rachetées
Actions en circulation au 30/06/2021
I M - GBP - Capitalisation	1.378,829	116,156	97,530	1.397,455
R - GBP - Distribution	257.143,655	67.669,886	9.298,684	315.514,857
Quantité	Dénomination	Devise de
cotation
Prix d'acquisition
Valeur d'évaluation
% actifs
nets
| e d'une bourse de valeurs et/ou 23.043.764,49	23.472.710,87	88,76 |
| --- |
| 1.210.337,68 | 1.515.798,51 | 5,73 |
| 423.526,42 | 549.361,37 | 2,08 |

Valeurs mobilières admises à la cote officiell négociées sur un autre marché réglementé
Actions
Etats-Unis d'Amérique
| 39 ALPHABET INC -A- | USD | 45.152,46 | 68.935,01 | 0,26 |
| --- | --- | --- | --- | --- |
| 28 AMAZON.COM INC | USD | 59.757,66 | 69.727,42 | 0,26 |
| 750 APPLE INC | USD | 42.488,69 | 74.357,01 | 0,29 |
| 1.640 COCA-COLA CO | USD | 61.214,53 | 64.237,45 | 0,24 |
| 360 DANAHER CORP | USD | 52.454,73 | 69.933,81 | 0,26 |
| 540 JOHNSON & JOHNSON | USD | 58.183,03 | 64.396,13 | 0,24 |
| 249 MASTERCARD INC -A- | USD | 60.701,39 | 65.806,11 | 0,25 |
| 367 MICROSOFT CORP | USD | 43.573,93 | 71.968,43 | 0,28 |
| France |  | 160.262,71 | 203.114,85 | 0,77 |
| 405 DASSAULT SYSTEMES SA | EUR | 55.305,05 | 71.098,98 | 0,27 |
| 200 L'OREAL SA | EUR | 50.288,08 | 64.521,10 | 0,24 |
| 420 PERNOD RICARD SA | EUR | 54.669,58 | 67.494,77 | 0,26 |
| Iles Caïmans	 77.858,65 | 71.410,31 | 0,27 |
| 435 ALIBABA GROUP | USD | 77.858,65 | 71.410,31 | 0,27 |
| Italie |  | 50.605,84 | 73.474,74 | 0,28 |
| 1.500 MONCLER SPA | EUR | 50.605,84 | 73.474,74 | 0,28 |
| Pays-Bas |  | 46.233,89 | 69.634,03 | 0,26 |
| 140 ASML HOLDING NV | EUR | 46.233,89 | 69.634,03 | 0,26 |
| Royaume-Uni |  | 129.465,04 | 145.308,40 | 0,55 |
| 820 ASTRAZENECA PLC | GBP | 63.759,01 | 71.200,60 | 0,27 |
| 11.700 AUTO TRADER GROUP PLC | GBP | 65.706,03 | 74.107,80 | 0,28 |
| Suisse |  | 292.691,35 | 336.084,15 | 1,27 |
| 8.500 CREDIT SUISSE GROUP AG REG SHS | CHF | 66.520,85 | 64.514,53 | 0,24 |
| 755 NESTLE SA REG SHS | CHF | 64.357,63 | 68.123,98 | 0,26 |
| 259 ROCHE HOLDING LTD | CHF | 49.550,41 | 70.695,22 | 0,26 |
| 29 SGS SA REG SHS | CHF | 56.767,25 | 64.815,25 | 0,25 |
| 100 SIEGFRIED HOLDING | CHF | 55.495,21 | 67.935,17 | 0,26 |
| Taïwan	 29.693,78 | 67.410,66 | 0,25 |
| 775 TAIWAN SEMICONDUCTOR CO ADR (REPR 5 SHS) | USD | 29.693,78 | 67.410,66 | 0,25 |
| Obligations |  | 16.853.240,08 | 16.846.798,36 | 63,71 |
| Allemagne |  | 519.280,00 | 516.109,00 | 1,95 |
| 500.000 KFW	1.3750 19-24 09/12A | GBP | 519.280,00 | 516.109,00 | 1,95 |
| Arabie saoudite |  | 189.218,74 | 177.959,71 | 0,67 |
| 250.000 SAUDI ARABIAN OIL COM 2.25 20-30 24/11S | USD | 189.218,74 | 177.959,71 | 0,67 |
| Belgique |  | 172.371,06 | 171.389,54 | 0,65 |
| 200.000 BELFIUS BANQUE	0.375 21-27 08/06A | EUR | 172.371,06 | 171.389,54 | 0,65 |
| Canada |  | 598.988,95 | 607.238,82 | 2,30 |
| 300.000 BANK OF NOVA SC	1.375 19-23 05/12A | GBP | 299.927,95 | 305.799,75 | 1,16 |
| 300.000 PROVINCE DE L ONTARIO 0.50 20-23 15/12A | GBP | 299.061,00 | 301.439,07 | 1,14 |
| Chine |  | 232.590,97 | 210.279,23 | 0,80 |
| 300.000 CHINA 1.200 20-30 21/10S | USD | 232.590,97 | 210.279,23 | 0,80 |
| Corée du Sud |  | 210.632,20 | 187.322,57 | 0,71 |
| 270.000 KOREA NATIONAL OIL  1.625 20-2505/10S | USD | 210.632,20 | 187.322,57 | 0,71 |
| Espagne |  | 985.347,91 | 976.000,51 | 3,69 |
| 300.000 BANCO BILBAO VIZCAYA 0.5 20-27 14/01A | EUR | 262.726,00 | 259.311,22 | 0,98 |
| 400.000 BANCO SANTANDER	1.8490 21-26 25/03S | USD | 292.053,99 | 293.066,45 | 1,11 |
| 200.000 CELLNEX TELECOM SA 1.75 20-30 23/10A | EUR | 179.160,65 | 171.136,64 | 0,65 |
| 200.000 CEPSA FINANCE SA  0.75 20-28 12/02A | EUR | 166.651,46 | 167.197,74 | 0,63 |
| 100.000 RED ELECTRICA FINANCI 0.5 21-33 24/05A | EUR | 84.755,81 | 85.288,46 | 0,32 |
| Etats-Unis d'Amérique	 2.530.034,40 | 2.506.752,95 | 9,48 |
| 300.000 ALPHABET INC | 1.1000 20-30 15/08S | USD | 220.354,89 | 206.584,64 | 0,78 |
| 400.000 ATHENE GLOBAL FUNDING 1.75 20-27 24/11S | GBP | 401.269,00 | 403.834,56 | 1,52 |
| 300.000 CATERPILLAR FIN 0.8 20-25 13/11S | USD | 215.960,70 | 216.112,01 | 0,82 |
| 310.000 DEUTSCHE BANK AG NY 1.686 21-26 19/03S | USD | 224.552,93 | 226.667,62 | 0,86 |
| 200.000 GOLDMAN SACHS GROUP INC 1.5 21-27 07/12A | GBP | 198.990,00 | 200.211,00 | 0,76 |
| 200.000 METROPOLITAN LIFE GLO 0.625 21-27 08/12S | GBP | 199.918,96 | 193.133,12 | 0,73 |
| 250.000 PERSHING SQUARE HO  5.50 15-22 15/07U | USD | 198.181,73 | 188.122,27 | 0,71 |
| 300.000 TOYOTA MOTOR CREDIT 0.75 20-26 19/11A | GBP | 298.043,75 | 296.705,10 | 1,12 |
| 500.000 UNIT STAT TREA BIL ZCP 26-08-21 | USD | 358.938,61 | 361.907,40 | 1,37 |
| 300.000 7-ELEVEN INC	0.95 21-26 10/02S | USD | 213.823,83 | 213.475,23 | 0,81 |

Quantité	Dénomination	Devise de
cotation
Prix d'acquisition
Valeur d'évaluation
% actifs
nets
| France |  |  | 1.926.663,39 | 1.898.541,65 | 7,18 |
| --- | --- | --- | --- | --- | --- |
| 300.000 BPCE SA | 1.0 21-25 22/12A | GBP | 298.704,00 | 300.354,90 | 1,13 |
| 200.000 CARMILA SAS 1.625 20-27 30/05A | EUR | 178.005,20 | 175.902,41 | 0,67 |
| 200.000 CNP ASSURANCES 0.375 20-28 08/03A | EUR | 180.461,70 | 168.308,40 | 0,64 |
| 300.000 COUNCIL OF EUROPE 1.125 17-22 17/03A | GBP | 304.111,79 | 302.081,34 | 1,13 |
| 300.000 HOLDING D'INFRA	0.625 21-28 14/09A | EUR | 255.838,23 | 255.523,14 | 0,97 |
| 300.000 LA MONDIALE	0.7500 20-26 20/04A | EUR | 269.492,49 | 261.040,56 | 0,99 |
| 200.000 RENAULT SA 2.375 20-26 25/05S | EUR | 176.858,06 | 174.456,44 | 0,66 |
| 300.000 UNIBAIL RODAMCO 0.625 20-27 04/05A | EUR | 263.191,92 | 260.874,46 | 0,99 |
| Grèce |  | 25.680,74 | 25.716,13 | 0,10 |
| 30.000 GREECE	21-26 12/02A | EUR | 25.680,74 | 25.716,13 | 0,10 |
| Hong-Kong |  | 239.490,68 | 227.762,92 | 0,86 |
| 300.000 LENOVO GROUP LTD	3.421 20-30 02/11S | USD | 239.490,68 | 227.762,92 | 0,86 |
| Ile de Jersey |  | 400.078,17 | 426.288,30 | 1,61 |
| 200.000 GLENCORE FINANCE EURO 3.125 19-26 26/03A | GBP | 201.212,17 | 213.801,00 | 0,81 |
| 200.000 HASTINGS INSUR REGS 3.00 18-25 24/05S | GBP | 198.866,00 | 212.487,30 | 0,80 |
| Iles Caïmans |  | 446.276,07 | 439.804,03 | 1,66 |
| 200.000 SHIMAO GROUP	3.45 21-31 11/01S | USD | 148.304,87 | 135.258,28 | 0,51 |
| 300.000 TWUCFH	2.375 17-23 03/05A | GBP | 297.971,20 | 304.545,75 | 1,15 |
| Iles Vierges Britanniques |  | 209.612,91 | 184.895,95 | 0,70 |
| 270.000 TSMC GLOBAL LTD	1.3750 20-30 28/09S | USD | 209.612,91 | 184.895,95 | 0,70 |
| Irlande |  | 614.762,28 | 616.999,32 | 2,33 |
| 300.000 AIB GROUP PLC 0.50 21-27 17/11A | EUR | 257.747,65 | 258.346,86 | 0,97 |
| 200.000 FCA CAPITAL IRELAN  1.625 16-21 29/09 | GBP | 198.905,41 | 200.510,00 | 0,76 |
| 200.000 GRENKE FINANCE PLC  0.625 19-25 09/01A | EUR | 158.109,22 | 158.142,46 | 0,60 |
| Italie |  | 3.073.413,88 | 3.164.239,22 | 11,97 |
| 270.000 AMCO AM COMPANY SPA 0.75 21-28 20/04A | EUR | 232.873,98 | 231.129,06 | 0,87 |
| 138.000 ASSICURAZIONI G	1.7130 21-32 30/06A | EUR | 118.452,30 | 118.610,87 | 0,45 |
| 350.000 INTESA SANPAOLO	2.1000 20-30 13/11A | USD | 238.955,28 | 250.532,05 | 0,95 |
| 250.000 INTESA SANPAOLO 2.3750 20-30 22/12A | EUR | 215.998,62 | 216.555,55 | 0,82 |
| 600.000 ITALY EMTN	6.00 98-28 04/08A | GBP | 690.261,10 | 774.890,58 | 2,94 |
| 500.000 ITALY 0.5 21-28 15/07S | EUR | 424.194,29 | 430.519,11 | 1,63 |
| 1.000.000 ITALY 1.25 20-30 25/11A | USD | 712.282,71 | 714.748,85 | 2,70 |
| 200.000 SNAM SPA	0.625 21-31 30/06A | EUR | 169.479,49 | 170.149,43 | 0,64 |
| 350.000 UNICREDIT SPA 2.569 20-26 22/09S | USD | 270.916,11 | 257.103,72 | 0,97 |
| Luxembourg |  | 455.321,11 | 448.480,20 | 1,70 |
| 300.000 BANQUE EUROPEENNE D'IN 0.75 20-23 14/07A | GBP | 301.539,00 | 303.214,02 | 1,15 |
| 200.000 B2W DIGITAL LUX SARL 4.375 20-30 20/12S | USD | 153.782,11 | 145.266,18 | 0,55 |
| Norvège |  | 171.779,17 | 172.173,36 | 0,65 |
| 200.000 AKER ASA	1.125 21-29 12/05A | EUR | 171.779,17 | 172.173,36 | 0,65 |
| Pays-Bas |  | 778.209,30 | 775.515,72 | 2,93 |
| 143.000 EASYJET FINCO B	1.8750 21-28 03/03A | EUR | 121.963,82 | 123.054,20 | 0,47 |
| 100.000 ING GROEP NV	0.8750 21-32 09/06A | EUR | 85.764,81 | 85.906,13 | 0,32 |
| 200.000 PROSUS NV 1.539 20-28 03/08A | EUR | 185.636,82 | 177.917,89 | 0,67 |
| 300.000 SIEMENS FINANCI	0.8750 20-23 05/06A | GBP | 299.043,00 | 302.472,30 | 1,14 |
| 100.000 TENNET HOLDING BV 0.5 21-31 09/06A | EUR | 85.800,85 | 86.165,20 | 0,33 |
| Royaume-Uni |  | 2.248.113,15 | 2.288.424,85 | 8,65 |
| 300.000 BARCLAYS PLC	3 19-26 08/05A | GBP | 299.405,23 | 322.486,20 | 1,22 |
| 300.000 BK OF ENGLAND EURO 0.5000 20-23 28/04S | USD | 243.538,24 | 218.120,14 | 0,82 |
| 200.000 BURBERRY GROUP PLC  1.125 20-25 21/09S | GBP | 199.842,43 | 199.649,60 | 0,75 |
| 400.000 COVENTRY BUILDING SOC 1.0 20-25 21/09S | GBP | 398.955,65 | 400.509,52 | 1,52 |
| 300.000 LLOYDS BANKING GROUP 2.25 17-24 16/10A | GBP | 298.121,25 | 312.626,19 | 1,18 |
| 200.000 MARKS SPENCER	3.7500 20-26 19/05A | GBP | 200.060,00 | 208.308,00 | 0,79 |
| 300.000 PRINCIPALITY BUIL SOC 2.375 17-23 23/11S | GBP | 299.001,00 | 309.549,90 | 1,17 |
| 300.000 TESCO CORP TREASURY 2.5 19-25 02/05A | GBP | 309.189,35 | 317.175,30 | 1,20 |
| Serbie |  | 208.795,23 | 210.477,34 | 0,80 |
| 250.000 SERBIA 1.65 21-33 03/03A | EUR | 208.795,23 | 210.477,34 | 0,80 |
| Suède |  | 261.097,91 | 244.307,23 | 0,92 |
| 300.000 INVESTOR AB	0.375 20-35 29/10A | EUR | 261.097,91 | 244.307,23 | 0,92 |
| Turquie |  | 355.481,86 | 370.119,81 | 1,40 |
| 200.000 ANADOLU EFES BIRACILI 3.375 21-28 29/06S | USD | 142.602,99 | 145.268,36 | 0,55 |
| 100.000 ARCELIK AS 3.00 21-26 27/05A | EUR | 86.285,00 | 87.033,27 | 0,33 |
| 200.000 TURKEY 5.25 20-30 13/03S | USD | 126.593,87 | 137.818,18 | 0,52 |

Quantité	Dénomination	Devise de
cotation
Prix d'acquisition
Valeur d'évaluation
% actifs
nets
| Obligations à taux flottant |  | 4.980.186,73 | 5.110.114,00 | 19,32 |
| --- | --- | --- | --- | --- |
| Allemagne |  | 330.400,75 | 327.195,80 | 1,24 |
| 200.000 ALLIANZ SE FL.R 20-XX XX/XXA | USD | 152.196,60 | 150.024,25 | 0,57 |
| 200.000 MERCK KGAA	FL.R 20-80 09/09A | EUR | 178.204,15 | 177.171,55 | 0,67 |
| Australie |  | 800.000,00 | 809.077,20 | 3,06 |
| 400.000 COMMONWEALTH BA	FL.R 20-25 16/01Q | GBP | 400.000,00 | 404.857,20 | 1,53 |
| 400.000 NATIONAL AUSTRALIA BK FL.R 20-25 04/02Q | GBP | 400.000,00 | 404.220,00 | 1,53 |
| Canada |  | 403.747,20 | 402.691,00 | 1,52 |
| 400.000 ROYAL BANK OF CANADA FL.R 21-22 21/03Q | GBP | 403.747,20 | 402.691,00 | 1,52 |
| Danemark |  | 169.964,09 | 176.418,86 | 0,67 |
| 200.000 ORSTED	FL.R 19-XX 09/12A | EUR | 169.964,09 | 176.418,86 | 0,67 |
| Etats-Unis d'Amérique |  | 300.090,00 | 301.268,70 | 1,14 |
| 300.000 INTL BK RECON	FL.R 19-24 29/05Q | GBP | 300.090,00 | 301.268,70 | 1,14 |
| France |  | 133.460,53 | 129.066,24 | 0,49 |
| 150.000 TOTAL SE FL.R 21-XX XX/XXA | EUR | 133.460,53 | 129.066,24 | 0,49 |
| Irlande |  | 200.074,97 | 197.457,79 | 0,75 |
| 231.000 BANK OF IRELAND GRP FL.R 21-31 11/08A | EUR | 200.074,97 | 197.457,79 | 0,75 |
| Italie |  | 113.935,07 | 114.165,27 | 0,43 |
| 132.000 ENI SPA FL.R 21-XX XX/XX A | EUR | 113.935,07 | 114.165,27 | 0,43 |
| Luxembourg |  | 310.803,21 | 310.882,77 | 1,18 |
| 300.000 BANQUE EUROPEENNE  FL.R 20-25 08/09Q | GBP | 310.803,21 | 310.882,77 | 1,18 |
| Royaume-Uni |  | 1.967.710,91 | 2.090.015,37 | 7,89 |
| 300.000 BARCLAYS PLC	FL.R 17-23 06/10A | GBP | 298.612,78 | 306.631,98 | 1,16 |
| 200.000 LEEDS BUILDING	FL.R 18-29 25/04S | GBP | 194.121,13 | 215.379,80 | 0,81 |
| 200.000 LEGAL & GENERAL	FL.R 19-49 26/11S | GBP | 200.362,75 | 218.198,22 | 0,83 |
| 200.000 SOCIETY OF LLOYDS  FL.R 17-47 07/02A | GBP | 202.606,00 | 231.072,50 | 0,87 |
| 300.000 SSE PLC	FL.R 20-XX XX/XXA | GBP | 299.975,96 | 317.481,60 | 1,20 |
| 237.000 STANDARD CHARTERED PLC FL.R 21-32 29/06S | USD | 170.295,82 | 172.516,27 | 0,65 |
| 200.000 VIRGIN MONEY UK	FL.R 20-49 31/12S | GBP | 201.616,47 | 223.355,40 | 0,84 |
| 400.000 YORKSHIRE BUILDING SO FL.R 19-24 21/11Q | GBP | 400.120,00 | 405.379,60 | 1,53 |
| Suède |  | 250.000,00 | 251.875,00 | 0,95 |
| 250.000 VATTENFALL AB	FL.R 21-83 29/06A | GBP | 250.000,00 | 251.875,00 | 0,95 |
| Autres valeurs mobilières |  | 56.333,43 | 64.319,69 | 0,24 |
| Actions |  | 56.333,43 | 64.319,69 | 0,24 |
| Iles Caïmans |  | 56.333,43 | 64.319,69 | 0,24 |
| 1.180 TENCENT HOLDINGS LTD UNSPON ADR REP 1 SH | USD | 56.333,43 | 64.319,69 | 0,24 |
| Actions/Parts d'OPCVM/OPC |  | 1.077.083,85 | 1.129.679,78 | 4,27 |
| Actions/Parts de fonds d'investissements |  | 1.077.083,85 | 1.129.679,78 | 4,27 |
| Irlande |  | 335.640,65 | 376.799,39 | 1,42 |
| 11.000 ISHARES IV EDGE MSCI WORLD VAL ETF | USD | 257.554,15 | 292.071,34 | 1,10 |
| 2.800 KRANESHARES MSCI CHINA ESG LEADERS UCITS | USD | 78.086,50 | 84.728,05 | 0,32 |
| Luxembourg |  | 741.443,20 | 752.880,39 | 2,85 |
| 700 OYSTER - EUROPEAN SUBORDINATED BONDS -I EUR -S CAP | EUR | 741.443,20 | 752.880,39 | 2,85 |
| Total portefeuille-titres | 24.177.181,77 | 24.666.710,34 | 93,28 |
| Avoirs bancaires |  | 1.602.789,41 | 6,06 |
| Autres actifs/(passifs) nets |  | 174.968,26 | 0,66 |
| Total |  | 26.444.468,01 | 100,00 |