# H2O INVEST
Consolidated annual financial statements 30/06/2021
| BALANCE SHEET – ASSETS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| NET FIXED ASSETS | 0.00 | 0.00 |
| DEPOSITS | 0.00 | 0.00 |
| FINANCIAL INSTRUMENTS | 1,019,322,606.87 | 679,331,318.64 |
| MASTER UCI | 0.00 | 0.00 |
| Equities and equivalent securities | 19,494,578.46 | 17,468,461.89 |
| Traded on a regulated or equivalent market | 19,494,578.46 | 17,468,461.89 |
| Not traded on a regulated or equivalent market | 0.00 | 0.00 |
| Bonds and equivalent securities | 500,057,541.69 | 467,303,511.69 |
| Traded on a regulated or equivalent market | 500,057,541.69 | 467,303,511.69 |
| Not traded on a regulated or equivalent market | 0.00 | 0.00 |
| Debt securities | 487,638,888.33 | 181,318,456.87 |
| Traded on a regulated or equivalent market | 487,638,888.33 | 181,318,456.87 |
| Negotiable debt securities | 487,638,888.33 | 181,318,456.87 |
| Other debt securities | 0.00 | 0.00 |
| Not traded on a regulated or equivalent market | 0.00 | 0.00 |
| Undertakings for collective investment | 5,941,261.12 | 4,456,199.04 |
| General UCITS and AIFs intended for non-professional investors and their equivalents in other countries | 5,941,261.12 | 4,456,199.04 |
| Other funds intended for non-professional investors and their equivalents in other EU Member States | 0.00 | 0.00 |
| General professional investment funds and their equivalents in other EU Member States and listed securitisation vehicles | 0.00 | 0.00 |
| Other professional investment funds and their equivalents in other EU Member States and unlisted securitisation vehicles | 0.00 | 0.00 |
| Other non-European undertakings | 0.00 | 0.00 |
| Temporary securities transactions | 0.00 | 2,255,281.42 |
| Receivables in respect of securities received under repurchase agreements | 0.00 | 0.00 |
| Receivables in respect of loaned securities | 0.00 | 0.00 |
| Borrowed securities | 0.00 | 0.00 |
| Securities transferred under repurchase agreements | 0.00 | 0.00 |
| Other temporary transactions | 0.00 | 2,255,281.42 |
| Forward financial instruments | 6,190,337.27 | 6,529,407.73 |
| Transactions on a regulated or equivalent market | 4,313,244.25 | 4,752,205.45 |
| Other transactions | 1,877,093.02 | 1,777,202.28 |
| Other financial instruments | 0.00 | 0.00 |
| RECEIVABLES | 944,320,939.84 | 353,975,251.59 |
| Forward foreign exchange transactions | 798,838,644.68 | 331,854,384.07 |
| Other | 145,482,295.16 | 22,120,867.52 |
| FINANCIAL ACCOUNTS | 58,581,590.23 | 54,152,037.52 |
| Cash and cash equivalents | 58,581,590.23 | 54,152,037.52 |
| TOTAL ASSETS | 2,022,225,136.94 | 1,087,458,607.75 |

| BALANCE SHEET – LIABILITIES AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| SHAREHOLDERS’ EQUITY |  |  |
| Capital | 878,622,921.96 | 733,915,482.13 |
| Undistributed prior net capital gains and losses | 0.00 | 0.00 |
| Retained earnings | 0.00 | 0.00 |
| Net capital gains and losses for the financial year | 74,085,958.57 | -2,394,197.95 |
| Profit/loss for the financial year | 6,314,663.02 | 1,734,870.13 |
| TOTAL SHAREHOLDERS’ EQUITY* | 959,023,543.55 | 733,256,154.31 |
| * Amount representative of net assets |  |  |
| FINANCIAL INSTRUMENTS | 5,694,578.37 | 7,304,211.38 |
| Sales of financial instruments | 300.82 | 13,907.92 |
| Temporary securities transactions | 0.00 | 0.00 |
| Payables in respect of securities transferred under repurchase agreements | 0.00 | 0.00 |
| Payables in respect of borrowed securities | 0.00 | 0.00 |
| Other temporary transactions | 0.00 | 0.00 |
| Forward financial instruments | 5,694,277.55 | 7,290,303.46 |
| Transactions on a regulated or equivalent market | 4,293,713.41 | 4,820,098.33 |
| Other transactions | 1,400,564.14 | 2,470,205.13 |
| PAYABLES | 1,057,463,392.23 | 346,895,992.54 |
| Forward foreign exchange transactions | 798,674,512.50 | 333,045,264.43 |
| Other | 258,788,879.73 | 13,850,728.11 |
| FINANCIAL ACCOUNTS | 43,622.79 | 2,249.52 |
| Current bank loans | 43,622.79 | 2,249.52 |
| Borrowings | 0.00 | 0.00 |
| TOTAL LIABILITIES | 2,022,225,136.94 | 1,087,458,607.75 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| HEDGING TRANSACTIONS |  |  |
| Commitments on regulated or equivalent markets |  |  |
| Commitments on over-the-counter markets |  |  |
| Other commitments |  |  |
| OTHER TRANSACTIONS |  |  |
| Commitments on regulated or equivalent markets |  |  |
| Futures contracts |  |  |
| XEUR FBTS BTP 0920 | 0.00 | 214,221,475.00 |
| XEUR FBTS BTP 0921 | 11,315,500.00 | 0.00 |
| XEUR FBTS BTP 0920 | 0.00 | 214,221,475.00 |
| XEUR FBTS BTP 0920 | 0.00 | 10,791,375.00 |
| XEUR FGBS SCH 0920 | 0.00 | 122,011,040.00 |
| XEUR FGBS SCH 0921 | 196,370,272.50 | 0.00 |
| FV CBOT UST 5 0920 | 0.00 | 104,831,942.09 |
| FV CBOT UST 5 0921 | 351,076,159.41 | 0.00 |
| LIFFE LG GILT 0921 | 17,017,333.57 | 0.00 |
| XEUR FBTP BTP 0920 | 0.00 | 137,985,715.00 |
| XEUR FBTP BTP 0921 | 132,194,025.00 | 0.00 |
| JGBL JAPAN GO 0920 | 0.00 | 5,014,068.95 |
| JGBL JAPAN GO 0921 | 31,128,666.29 | 0.00 |
| XEUR FOAT EUR 0920 | 0.00 | 101,467,575.00 |
| XEUR FOAT EUR 0921 | 103,742,980.00 | 0.00 |
| XEUR FGBM BOB 0920 | 0.00 | 83,709,300.00 |
| XEUR FGBM BOB 0921 | 186,072,985.00 | 0.00 |
| XEUR FGBL BUN 0920 | 0.00 | 26,501,250.00 |
| XEUR FGBL BUN 0920 | 0.00 | 92,754,375.00 |
| FGBL BUND 10A 0921 | 111,036,455.00 | 0.00 |
| CBO US UST 2A 0310 | 0.00 | 64,687,475.65 |
| TU CBOT UST 2 0921 | 124,286,765.98 | 0.00 |
| TY CBOT YST 1 0920 | 0.00 | 42,432,653.15 |
| US 10YR NOTE 0921 | 95,210,362.39 | 0.00 |
| XEUR FGBX BUX 0920 | 0.00 | 1,983,510.00 |
| XEUR FGBX BUX 0921 | 39,062,400.00 | 0.00 |
| US US TBOND 3 0920 | 0.00 | 5,265,283.47 |
| US TBOND 30 0921 | 21,439,966.49 | 0.00 |
| CBOT USUL 30A 0921 | 24,282,467.43 | 0.00 |
| XSFE XT AUSTR 0921 | 8,047,813.50 | 0.00 |
| XSFE YT1 AUST 0921 | 22,945,254.44 | 0.00 |
| DJE 600 EUROP 0920 | 0.00 | 3,346,832.50 |
| DJE 600 EUROP 0921 | 721,920.00 | 0.00 |
| Options |  |  |
| EURO$ 3M 12/2021 CALL 100 | 42,073,530.65 | 0.00 |
| CBOT US TRES NT 5A 07/2020 CALL 126.25 | 0.00 | 275,426.26 |
| CBOT US TRES NT 5A 07/2020 CALL 126 | 0.00 | 478,861.02 |
| USD/RUB OTC 07/2020 PUT 72.5 | 0.00 | 480,512.88 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| USD/RUB OTC 11/2020 PUT 70.8 | 0.00 | 272,064.51 |
| Commitments on over-the-counter markets |  |  |
| Options |  |  |
| 07/2020 PUT 16.5 | 0.00 | 30,439.16 |
| 07/2020 CALL 18 | 0.00 | 106,061.69 |
| USDBRL C 6.5 11/21 | 142,211.22 | 0.00 |
| USDCAD C 1.33 10/21 | 711,056.09 | 0.00 |
| USDCAD C 1.33 10/21 | 711,056.09 | 0.00 |
| EURNOK C 11.2 10/21 | 500,000.00 | 0.00 |
| AUDJPY P 77 10/21 | 200,377.18 | 0.00 |
| USDMXN C 23 10/21 | 355,528.05 | 0.00 |
| USDPLN C 4.1 10/21 | 355,528.05 | 0.00 |
| AUDJPY P 77 10/21 | 280,528.05 | 0.00 |
| AUDCAD C 0.98 08/21 | 103,492.75 | 0.00 |
| AUDNZD C 1.09 08/21 | 5,732,845.24 | 0.00 |
| USDBRL C 6.5 11/21 | 142,211.22 | 0.00 |
| EURUSD C 1.24 09/21 | 1,264,016.78 | 0.00 |
| EURNOK C 11.5 12/21 | 1,000,000.00 | 0.00 |
| USDZAR C 15.75 09/21 | 444,410.06 | 0.00 |
| USDZAR P 13.5 09/21 | 444,410.06 | 0.00 |
| EURCZK C 26.4 12/21 | 2,500,000.00 | 0.00 |
| NZD/USD OTC 07/2020 CALL 75 | 0.00 | 134,517.40 |
| EUR/SEK OTC 08/2020 PUT 10.2 | 0.00 | 282,719.06 |
| AUD/USD OTC 08/2020 CALL .72 | 0.00 | 1,429,902.53 |
| EUR/SEK OTC 11/2020 PUT 10.3 | 0.00 | 694,296.67 |
| EUR/SEK OTC 11/2020 CALL 10.9 | 0.00 | 303,705.91 |
| AUD/USD OTC 09/2020 CALL .685 | 0.00 | 980,347.92 |
| AUD/USD OTC 09/2020 PUT .62 | 0.00 | 95,462.46 |
| NZD/USD OTC 09/2020 CALL .65 | 0.00 | 582,348.24 |
| NZD/USD OTC 09/2020 PUT .6 | 0.00 | 153,171.32 |
| AUD/USD OTC 09/2020 PUT .62 | 0.00 | 190,924.92 |
| AUD/USD OTC 09/2020 CALL .68 | 0.00 | 2,158,457.54 |
| AUD/USD OTC 09/2020 CALL .68 | 0.00 | 1,074,715.16 |
| AUD/USD OTC 09/2020 PUT .63 | 0.00 | 146,201.77 |
| EUR/SEK OTC 08/2020 CALL 11 | 0.00 | 130,154.58 |
| EUR/NOK OTC 09/2020 CALL 11 | 0.00 | 2,520,045.43 |
| EUR/NOK OTC 09/2020 PUT 10.3 | 0.00 | 813,510.66 |
| USD/ZAR OTC 07/2020 CALL 16 | 0.00 | 806,203.55 |
| USD/ZAR OTC 07/2020 CALL 16 | 0.00 | 806,203.55 |
| USD/ZAR OTC 10/2020 CALL 18.5 | 0.00 | 438,894.72 |
| USD/ZAR OTC 10/2020 CALL 18.5 | 0.00 | 438,894.72 |
| USD/ZAR OTC 01/2021 CALL 18.5 | 0.00 | 217,841.02 |
| USD/ZAR OTC 01/2021 CALL 18.5 | 0.00 | 217,841.02 |
| USD/ZAR OTC 07/2020 CALL 19.25 | 0.00 | 25,338.11 |
| USD/ZAR OTC 07/2020 PUT 18.25 | 0.00 | 892,725.48 |
| USD/ZAR OTC 07/2020 PUT 18.25 | 0.00 | 446,362.74 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| USD/RUB OTC 07/2020 CALL 79.5 | 0.00 | 13,637.49 |
| USD/RUB OTC 07/2020 PUT 72.5 | 0.00 | 480,512.88 |
| USD/ZAR OTC 10/2020 CALL 20 | 0.00 | 175,479.36 |
| USD/ZAR OTC 10/2020 CALL 20 | 0.00 | 175,479.36 |
| USD/ZAR OTC 10/2020 PUT 18.2 | 0.00 | 1,095,321.64 |
| USD/ZAR OTC 10/2020 PUT 18.2 | 0.00 | 1,095,321.64 |
| 09/2020 CALL .6725 | 0.00 | 1,201,004.01 |
| 09/2020 PUT .61 | 0.00 | 65,987.85 |
| EUR/USD OTC 08/2020 CALL 1.1095 | 0.00 | 2,808,534.12 |
| EUR/USD OTC 08/2020 PUT 1.05 | 0.00 | 17,707.13 |
| AUD/USD OTC 09/2020 PUT .616 | 0.00 | 112,779.79 |
| AUD/USD OTC 09/2020 CALL .666 | 0.00 | 1,258,100.71 |
| USD/ZAR OTC 11/2020 CALL 19.75 | 0.00 | 43,820.49 |
| USD/ZAR OTC 11/2020 PUT 17 | 0.00 | 179,409.89 |
| EUR/HUF OTC 08/2020 CALL 352 | 0.00 | 614,794.80 |
| LIBOR GBP 6 MONTH REV 12/2024 PUT 1 | 6,989,341.25 | 13,201,320.13 |
| LIBOR GBP 6 MONTH REV 12/2024 CALL .5 | 3,494,670.63 | 6,600,660.07 |
| Interest rate swaps |  |  |
| JIBA3R/0.0/FIX/7.07 | 0.00 | 358,703.03 |
| JIBA3R/0.0/FIX/7.07 | 413,390.30 | 0.00 |
| JIBA3R/0.0/FIX/7.042 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.1 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.07 | 442,918.18 | 384,324.68 |
| JIBA3R/0.0/FIX/7.16 | 383,862.42 | 333,081.39 |
| JIBA3R/0.0/FIX/7.167 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.15 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.145 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.145 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.145 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.15 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.15 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.165 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.085 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.09 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.075 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/7.065 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/6.935 | 413,390.30 | 358,703.03 |
| JIBA3R/0.0/FIX/6.934 | 413,390.30 | 358,703.03 |
| FIX/6.86/JIBA3R/0.0 | 1,476,393.93 | 1,281,082.26 |
| JIBA3R/0.0/FIX/7.045 | 407,484.72 | 353,578.70 |
| FIX/4.13/JIBA3R/0.0 | 2,303,174.52 | 0.00 |
| FIX/4.25/JIBA3R/0.0 | 1,771,672.71 | 0.00 |
| FIX/4.57/JIBA3R/0.0 | 360,240.12 | 0.00 |
| FIX/4.375/JIBA3R/0.0 | 147,639.39 | 0.00 |
| JIBA3R/0.0/FIX/3.924 | 2,303,174.52 | 0.00 |
| FIX/4.1/JIBA3R/0.0 | 2,303,174.52 | 0.00 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| JIBA3R/0.0/FIX/3.924 | 1,771,672.71 | 0.00 |
| FIX/4.1/JIBA3R/0.0 | 1,771,672.71 | 0.00 |
| FIX/4.15/JIBA3R/0.0 | 531,501.81 | 0.00 |
| FIX/4.115/JIBA3R/0.0 | 11,811.15 | 0.00 |
| FIX/4.14/JIBA3R/0.0 | 11,811.15 | 0.00 |
| FIX/4.2/JIBA3R/0.0 | 5,905.58 | 0.00 |
| FIX/4.21/JIBA3R/0.0 | 5,905.58 | 0.00 |
| FIX/4.255/JIBA3R/0.0 | 11,811.15 | 0.00 |
| FIX/4.13/JIBA3R/0.0 | 3,543.35 | 0.00 |
| FIX/4.12/JIBA3R/0.0 | 3,543.35 | 0.00 |
| FIX/3.98/JIBA3R/0.0 | 5,905.58 | 0.00 |
| FIX/4.035/JIBA3R/0.0 | 23,622.30 | 0.00 |
| FIX/4.255/JIBA3R/0.0 | 9,448.92 | 0.00 |
| FIX/4.165/JIBA3R/0.0 | 64,961.33 | 0.00 |
| FIX/4.17/JIBA3R/0.0 | 5,905.58 | 0.00 |
| FIX/4.3/JIBA3R/0.0 | 262,798.12 | 0.00 |
| FIX/4.36/JIBA3R/0.0 | 206,695.15 | 0.00 |
| FIX/4.355/JIBA3R/0.0 | 413,390.30 | 0.00 |
| FIX/4.365/JIBA3R/0.0 | 885,836.36 | 0.00 |
| FIX/4.315/JIBA3R/0.0 | 490,162.78 | 0.00 |
| Contracts for Difference |  |  |
| SG SAFRAN 1230 | 56,121.60 | 0.00 |
| CFD SG ENPHASE 1230 | 46,453.33 | 0.00 |
| CFD SG DEXUS 1230 | 10,023.92 | 0.00 |
| CFD SG LUYE PHA 1230 | 10,896.93 | 0.00 |
| CFD SG CITIC SE 1230 | 12,691.24 | 0.00 |
| CFD SG THE LINK 1230 | 18,891.15 | 0.00 |
| CFD SG MEDIPAL 1230 | 18,491.70 | 0.00 |
| CFD SG SHIP HEA 1230 | 19,306.19 | 0.00 |
| CFD SG CYBER AG 1230 | 38,233.05 | 0.00 |
| CFD SG SBI HOLD 1230 | 95,777.42 | 0.00 |
| CFD SG TEIJIN 1230 | 14,238.78 | 0.00 |
| CFD SG DIGITAL 1230 | 17,077.18 | 0.00 |
| CFD SG NAGOYA R 1230 | 26,840.74 | 0.00 |
| CFD SG NIPPON F 1230 | 7,533.70 | 0.00 |
| CFD SG PARK24 1230 | 15,331.66 | 0.00 |
| CFD SG GRAND CI 1230 | 17,563.38 | 0.00 |
| CFD SG EVERBRID 1230 | 64,603.29 | 0.00 |
| CFD SG WORLDLIN 1230 | 18,156.20 | 0.00 |
| CFD SG PROSUS N 1230 | 819,669.33 | 0.00 |
| CFD SG CHINA YU 1230 | 39,693.79 | 0.00 |
| CFD SG SINO BIO 1230 | 45,921.06 | 0.00 |
| CFD SG SWISS RE 1230 | 28,938.51 | 0.00 |
| CFD SG PUMA 1230 | 21,115.50 | 0.00 |
| CFD SG EURONET 1230 | 27,734.25 | 0.00 |
| CFD SG SOFINA 1230 | 727,600.00 | 0.00 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| CFD SG VOLVO B 1230 | 89,327.55 | 0.00 |
| CFD SG DAVIDE C 1230 | 46,309.50 | 0.00 |
| SG SIEMENS HE | 943,263.36 | 0.00 |
| CFD SG LENDINGT 1230 | 29,301.22 | 0.00 |
| CFD SG JOYYINC 1230 | 94,568.68 | 0.00 |
| CFD SG NEW RELI 1230 | 22,419.34 | 0.00 |
| SG AKAM TE 0.375 092 | 244,738.17 | 0.00 |
| CFD SG ENVESTNE 1230 | 43,498.44 | 0.00 |
| CFD SG ZHEN DIN 1230 | 34,955.35 | 0.00 |
| CFD SG SIEMENS 1230 | 834,716.54 | 0.00 |
| CFD SG ESR CAYM 1230 | 28,164.40 | 0.00 |
| CFD SG WILMAR I 1230 | 17,502.04 | 0.00 |
| SG DIASORIN SPA 1230 | 35,887.50 | 0.00 |
| CFD SG WIX.COM 1230 | 48,955.22 | 0.00 |
| CFD BNR BRENN S 1230 | 50,973.00 | 0.00 |
| CFD SG FIVERR I 1230 | 61,752.24 | 0.00 |
| CFD SG IWG PLC 1230 | 33,265.77 | 0.00 |
| CFD SG NICE LTD 1230 | 41,733.70 | 0.00 |
| CFD SG KYORITSU 1230 | 27,502.78 | 0.00 |
| CFD SG ZHEJIANG 1230 | 22,509.37 | 0.00 |
| CFD SG COSMO E 1230 | 29,026.07 | 0.00 |
| CFD SG MENICON 1230 | 29,630.07 | 0.00 |
| CFD SG PEBBLEBR 1230 | 29,787.50 | 0.00 |
| CFD SG HON HAI 1230 | 14,914.28 | 0.00 |
| CFD SG WIN SEMI 1230 | 41,991.82 | 0.00 |
| CFD SG FLIGHT C 1230 | 26,322.29 | 0.00 |
| CFD SG XERO LTD 1230 | 60,753.96 | 0.00 |
| CFD SG SEVEN GR 1230 | 28,341.72 | 0.00 |
| CFD SG SINGAPOR 1230 | 29,456.12 | 0.00 |
| CFD SG ASAHI HO 1230 | 13,927.61 | 0.00 |
| CFD SG SEINO HO 1230 | 11,045.97 | 0.00 |
| CFD SG SENKO GR 1230 | 14,124.12 | 0.00 |
| SG HOPE EDUCA 1230 | 16,670.50 | 0.00 |
| SG OZON HOLDI 1230 | 50,320.57 | 0.00 |
| SG SNAP INC 1230 | 371,752.59 | 0.00 |
| CFD SG CABLE ON 1230 | 48,388.82 | 0.00 |
| CFD SG CERIDIAN 1230 | 40,441.86 | 0.00 |
| CFD SG LIVEPERS 1230 | 53,326.59 | 0.00 |
| CFD SG MEDALLIA 1230 | 59,764.74 | 0.00 |
| CFD SG VIVA BIO 1230 | 31,300.29 | 0.00 |
| CFD SG INSMED I 1230 | 28,798.38 | 0.00 |
| CFD SG NUTANIX 1230 | 19,337.21 | 0.00 |
| CFD SG WH SMITH 1230 | 19,149.48 | 0.00 |
| SG ALLIANZ 1230 | 1,535,190.00 | 0.00 |
| CFD BAYER AG CFD | 921,780.00 | 0.00 |
| SG BIOMARIN 1230 | 69,867.54 | 0.00 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| SG BP/LN 1230 | 4,458.33 | 0.00 |
| CFD CIMB CIMB S 1230 | 18,264.71 | 0.00 |
| SG DUFRY 1230 | 33,293.92 | 0.00 |
| CFD SG EURONEXT 1230 | 979,906.20 | 0.00 |
| CFD CFD GLENCOR 1230 | 27,324.03 | 0.00 |
| CFD SG US44332N 1230 | 93,427.78 | 0.00 |
| CFD SG IQIYI IN 1230 | 24,961.63 | 0.00 |
| CFD LUFTHANSA 1230 | 18,031.00 | 0.00 |
| CFD ML DAIML 1230 | 3,388.50 | 0.00 |
| CFD ING GROEP 1230 | 1,568,344.90 | 0.00 |
| CFD CFD SG SNAP 1230 | 3,487,729.15 | 0.00 |
| CFD SG TORAY I 1230 | 14,386.34 | 0.00 |
| CFD PRYSMIAN 1230 | 30,230.00 | 0.00 |
| CFD SG REDFIN U 1230 | 37,428.96 | 0.00 |
| CFD SG ROHM CO 1230 | 23,407.75 | 0.00 |
| SAD SG ADIDAS 1230 | 61,210.50 | 0.00 |
| SAI SG AIRBUS 1230 | 867,520.00 | 0.00 |
| IBE SG IBERDR 1230 | 49,344.00 | 0.00 |
| CFD SC4 SG CARR 1230 | 27,365.25 | 0.00 |
| SCB COM BK SG 1230 | 834,919.70 | 0.00 |
| CFD SCV SG COVE 1230 | 916,561.80 | 0.00 |
| SDB SG D BK 1230 | 1,647,900.00 | 0.00 |
| CFD SDT DE TEL 1230 | 979,891.56 | 0.00 |
| CFD SG EVK 1230 | 137,158.00 | 0.00 |
| CFD SG IONIS PH 1230 | 42,348.86 | 0.00 |
| CFD AKAM AKAMA 1230 | 1,415,836.07 | 0.00 |
| CFD SNN SG NN G 1230 | 875,160.00 | 0.00 |
| SOX SYMRISE SG 1230 | 94,822.50 | 0.00 |
| SG QIAGEN 1230 | 168,787.16 | 0.00 |
| CFD SG ABN AMRO 1230 | 809,234.61 | 0.00 |
| CFD SNAM RETE SG 123 | 28,050.75 | 0.00 |
| CFD CFD SG TUI 1230 | 58,567.50 | 0.00 |
| CFD SG SOITEC 1230 | 52,052.00 | 0.00 |
| SZA SG ZALNDO 1230 | 30,585.00 | 0.00 |
| CFD SG TEGERNSE 1230 | 1,483,494.12 | 0.00 |
| CFD TGN SG GN 1230 | 55,249.62 | 0.00 |
| CFD CFD SG IFX 1230 | 946,960.00 | 0.00 |
| CFD CFD SG KBC 1230 | 906,501.40 | 0.00 |
| SG TELEKOMAV 1230 | 32,400.00 | 0.00 |
| CFD UBS MICHE 1230 | 71,285.00 | 0.00 |
| CFD UBS SIE 1230 | 954,046.80 | 0.00 |
| CFD SG EXTRA SP 1230 | 45,033.58 | 0.00 |
| SG DJ STOXX 600 1230 | 26,479,983.27 | 0.00 |
| CFD SG VISHAY I 1230 | 17,988.28 | 0.00 |
| CFD SG J2 GLOBA 1230 | 92,790.29 | 0.00 |
| CFD SG HANSOH P 1230 | 29,534.72 | 0.00 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| CFD SG LIBERTY 1230 | 77,240.07 | 0.00 |
| YANDEX SG 1230 | 77,557.13 | 0.00 |
| Other commitments |  |  |
| Contracts for Difference |  |  |
| SG KONINKLIJKE 1230 | 0.00 | 783,840.60 |
| CFD SG INTEGRA 1230 | 0.00 | 43,636.71 |
| CFD SG DEXUS 1230 | 0.00 | 8,369.28 |
| CFD SG LUYE PHA 1230 | 0.00 | 10,693.78 |
| CFD SG APHRIA I 1230 | 0.00 | 15,656.60 |
| CFD SG CHINA RA 1230 | 0.00 | 36,711.61 |
| CFD SG CITIC SE 1230 | 0.00 | 9,400.64 |
| CFD SG WUXI APP 1230 | 0.00 | 56,926.77 |
| CFD SG THE LINK 1230 | 0.00 | 16,825.51 |
| CFD SG MEDIPAL 1230 | 0.00 | 19,651.33 |
| CFD SG SHIP HEA 1230 | 0.00 | 18,136.76 |
| CFD SG CYBER AG 1230 | 0.00 | 26,980.21 |
| CFD SG SBI HOLD 1230 | 0.00 | 21,076.12 |
| CFD SG DAIO PAP 1230 | 0.00 | 21,926.03 |
| CFD SG TEIJIN 1230 | 0.00 | 15,658.84 |
| CFD SG DCM JAPA 1230 | 0.00 | 36,436.03 |
| CFD SG DIGITAL 1230 | 0.00 | 12,738.19 |
| CFD SG NAGOYA R 1230 | 0.00 | 42,971.90 |
| CFD SG NIPRO 1230 | 0.00 | 7,237.95 |
| CFD SG NIPPON F 1230 | 0.00 | 8,439.11 |
| CFD SG RELO GRO 1230 | 0.00 | 5,305.52 |
| CFD SG MINEBEA 1230 | 0.00 | 19,276.78 |
| CFD SG CHINA ED 1230 | 0.00 | 24,145.77 |
| CFD SG GRAND CI 1230 | 0.00 | 15,836.34 |
| CFD 051910 LG S 1230 | 0.00 | 10,529.02 |
| CFD SG EVERBRID 1230 | 0.00 | 95,471.66 |
| CFD SG PROSUS N 1230 | 0.00 | 911,960.28 |
| CFD SG SSR MI U 1230 | 0.00 | 42,787.24 |
| CFD SG CHINA YU 1230 | 0.00 | 37,992.18 |
| CFD SG SINO BIO 1230 | 0.00 | 62,056.65 |
| CFD SG INBEV 1230 | 0.00 | 865,368.72 |
| CFD SG FORTUM 1230 | 0.00 | 781,349.10 |
| CFD SG EURONET 1230 | 0.00 | 20,731.21 |
| CFD SG VOLVO B 1230 | 0.00 | 31,818.02 |
| CFD SG NATIONAL 1230 | 0.00 | 12,046.69 |
| CFD BAYER AG CFD | 0.00 | 809,874.90 |
| SG BIOMARIN 1230 | 0.00 | 54,139.36 |
| CFD CFD BMW 1230 | 0.00 | 877,016.70 |
| SG BP/LN 1230 | 0.00 | 23,535.10 |
| CFD CIMB CIMB S 1230 | 0.00 | 14,428.92 |
| CFD CAPL CAPIT 1230 | 0.00 | 18,151.58 |
| CFD 3481 INNOL 1230 | 0.00 | 24,010.39 |

| OFF-BALANCE SHEET ITEMS AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| CFD 1101 TAIWA 1230 | 0.00 | 88,339.42 |
| CFD CFD GLENCOR 1230 | 0.00 | 4,368.09 |
| CFD SG ARCELORM 1230 | 0.00 | 1,518,221.10 |
| CFD SG AKZO NOB 1230 | 0.00 | 854,334.36 |
| LEG LEG IMMO 1230 | 0.00 | 34,465.00 |
| CFD ING GROEP 1230 | 0.00 | 1,237,015.43 |
| CFD SG TORAY I 1230 | 0.00 | 10,730.41 |
| CFD PRYSMIAN 1230 | 0.00 | 6,680.88 |
| CFD SIEMENS AG 1230 | 0.00 | 875,688.84 |
| CFD SIEMENS AG 1230 | 0.00 | 12,885.48 |
| SA6 SG ALTC-A 1230 | 0.00 | 721,350.00 |
| SAD SG ADIDAS 1230 | 0.00 | 35,974.40 |
| SAG AEGON SG 1230 | 0.00 | 737,361.56 |
| SG SAP SE 1230 | 0.00 | 1,497,310.08 |
| IBE SG IBERDR 1230 | 0.00 | 113,458.08 |
| CFD SC4 SG CARR 1230 | 0.00 | 35,542.92 |
| CFD SCV SG COVE 1230 | 0.00 | 818,222.20 |
| SDB SG D BK 1230 | 0.00 | 1,035,240.30 |
| ELISA ELIS SG 1230 | 0.00 | 826,338.82 |
| CFD SG EVK 1230 | 0.00 | 35,226.38 |
| CFD SG IONIS PH 1230 | 0.00 | 25,722.66 |
| CFD SKP KONINK 1230 | 0.00 | 784,759.00 |
| SG MICHELIN 1230 | 0.00 | 22,807.98 |
| MC SG LVMH 1230 | 0.00 | 33,583.00 |
| CFD SNN SG NN G 1230 | 0.00 | 733,865.60 |
| SOX SYMRISE SG 1230 | 0.00 | 51,543.00 |
| SG QIAGEN 1230 | 0.00 | 93,587.94 |
| CFD SNAM RETE SG 123 | 0.00 | 24,937.84 |
| CFD CFD SG KBC 1230 | 0.00 | 799,344.30 |
| SG TELEKOMAV 1230 | 0.00 | 34,212.45 |
| SG DJ STOXX 600 1230 | 0.00 | 24,028,354.80 |

| INCOME STATEMENT AT 30/06/2021 IN EUR |
| --- |
|  | 30/06/2021 | 30/06/2020 |
| Income from financial transactions |  |  |
| Income from deposits and financial accounts | 37,556.71 | 80,498.31 |
| Income from equities and equivalent securities | 361.82 | 345.14 |
| Income from bonds and equivalent securities | 14,926,868.84 | 8,226,028.73 |
| Income from debt securities | 7,787.39 | 22,129.62 |
| Income from temporary purchases and sales of securities | 25,601.93 | 6,195.72 |
| Income from forward financial instruments | 88,071.44 | 4,170.91 |
| Other financial income | 0.00 | 0.00 |
| TOTAL (1) | 15,086,248.13 | 8,339,368.43 |
| Expenses in respect of financial transactions |  |  |
| Expenses in respect of temporary purchases and sales of securities | 9,705.05 | 10,475.87 |
| Expenses in respect of forward financial instruments | 286,485.44 | 26,484.19 |
| Expenses in respect of financial debt | 454,041.57 | 305,513.48 |
| Other financial expenses | 0.00 | 0.00 |
| TOTAL (2) | 750,232.06 | 342,473.54 |
| PROFIT/LOSS FROM FINANCIAL TRANSACTIONS (1 - 2) | 14,336,016.07 | 7,996,894.89 |
| Other income (3) | 0.00 | 0.00 |
| Management fees and provisions for depreciation and amortisation (4) | 7,549,431.68 | 5,020,121.20 |
| NET PROFIT/LOSS FOR THE FINANCIAL YEAR (L. 214-17-1) (1 - 2 + 3 - 4) | 6,786,584.39 | 2,976,773.69 |
| Income adjustments for the financial year (5) | -471,921.37 | -1,241,903.56 |
| Interim dividends paid over the financial year (6) | 0.00 | 0.00 |
| PROFIT/LOSS (1 - 2 + 3 - 4 + 5 - 6) | 6,314,663.02 | 1,734,870.13 |

- 
###### Accounting policies and methods

The annual financial statements are presented in the form provided for by ANC Regulation 2014-01, as amended.
The following general accounting principles apply:
- a true and fair view, comparability and going concern,
- lawfulness and fairness,
- prudence,
- consistency in accounting methods from one financial year to the next.

Income from fixed-income securities is recorded on the basis of interest received.
Purchases and sales of securities are recorded exclusive of fees. The reference currency of the portfolio is the euro.
Information on the impact of the COVID-19 crisis
The statements were prepared by the Management Company based on the information available in an evolving crisis situation due to COVID-19.
The H2O INVEST Fund comprises six Sub-funds:
- H2O EUROSOVEREIGN 3-5 YEARS
- H2O EUROPEA
- H2O EuroSovereign
- H2O EUROAGGREGATE
- H2O LARGO
- H2O GLOBAL CONVERTIBLESThe aggregate amounts in the annual financial statements are presented in euros.

Given the absence of any holdings between Sub-funds, there have been no restatements of assets or liabilities.
- Accounting policies and methods(*)
- Additional information (*)(*) Please refer to the information about each Sub-fund.

Translation (ENFR, 2021-06-30):
# H2O INVEST
Comptes annuels consolidés 30/06/2021
|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| IMMOBILISATIONS NETTES DÉPÔTS INSTRUMENTS FINANCIERS OPC MAÎTRE Actions et valeurs assimilées Négociées sur un marché réglementé ou assimilé Non négociées sur un marché réglementé ou assimilé Obligations et valeurs assimilées Négociées sur un marché réglementé ou assimilé Non négociées sur un marché réglementé ou assimilé Titres de créances Négociés sur un marché réglementé ou assimilé Titres de créances négociables Autres titres de créances Non négociés sur un marché réglementé ou assimilé Organismes de placement collectif OPCVM et FIA à vocation générale destinés aux non professionnels et équivalents d'autres pays Autres Fonds destinés à des non professionnels et équivalents d'autres pays Etats membres de l'UE Fonds professionnels à vocation générale et équivalents d'autres Etats membres de l'UE et organismes de titrisations cotés Autres Fonds d’investissement professionnels et équivalents d'autres Etats membres de l'UE et organismes de titrisations non cotés Autres organismes non européens Opérations temporaires sur titres Créances représentatives de titres reçus en pension Créances représentatives de titres prêtés Titres empruntés Titres donnés en pension Autres opérations temporaires Instruments financiers à terme Opérations sur un marché réglementé ou assimilé Autres opérations Autres instruments financiers CRÉANCES Opérations de change à terme de devises Autres COMPTES FINANCIERS Liquidités | 0,00 | 0,00 |
| 0,00 | 0,00 |
| 1 019 322 606,87 | 679 331 318,64 |
| 0,00 | 0,00 |
| 19 494 578,46 | 17 468 461,89 |
| 19 494 578,46 | 17 468 461,89 |
| 0,00 | 0,00 |
| 500 057 541,69 | 467 303 511,69 |
| 500 057 541,69 | 467 303 511,69 |
| 0,00 | 0,00 |
| 487 638 888,33 | 181 318 456,87 |
| 487 638 888,33 | 181 318 456,87 |
| 487 638 888,33 | 181 318 456,87 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 5 941 261,12 | 4 456 199,04 |
| 5 941 261,12 | 4 456 199,04 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 2 255 281,42 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 2 255 281,42 |
| 6 190 337,27 | 6 529 407,73 |
| 4 313 244,25 | 4 752 205,45 |
| 1 877 093,02 | 1 777 202,28 |
| 0,00 | 0,00 |
| 944 320 939,84 | 353 975 251,59 |
| 798 838 644,68 | 331 854 384,07 |
| 145 482 295,16 | 22 120 867,52 |
| 58 581 590,23 | 54 152 037,52 |
| 58 581 590,23 | 54 152 037,52 |
| TOTAL DE L'ACTIF | 2 022 225 136,94 | 1 087 458 607,75 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| CAPITAUX PROPRES Capital Plus et moins-values nettes antérieures non distribuées Report à nouveau Plus et moins-values nettes de l'exercice Résultat de l’exercice TOTAL DES CAPITAUX PROPRES * * Montant représentatif de l'actif net INSTRUMENTS FINANCIERS Opérations de cession sur instruments financiers Opérations temporaires sur titres Dettes représentatives de titres donnés en pension Dettes représentatives de titres empruntés Autres opérations temporaires Instruments financiers à terme Opérations sur un marché réglementé ou assimilé Autres opérations DETTES Opérations de change à terme de devises Autres COMPTES FINANCIERS Concours bancaires courants Emprunts | 878 622 921,96 | 733 915 482,13 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 74 085 958,57 | -2 394 197,95 |
| 6 314 663,02 | 1 734 870,13 |
| 959 023 543,55 | 733 256 154,31 |
| 5 694 578,37 | 7 304 211,38 |
| 300,82 | 13 907,92 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 0,00 | 0,00 |
| 5 694 277,55 | 7 290 303,46 |
| 4 293 713,41 | 4 820 098,33 |
| 1 400 564,14 | 2 470 205,13 |
| 1 057 463 392,23 | 346 895 992,54 |
| 798 674 512,50 | 333 045 264,43 |
| 258 788 879,73 | 13 850 728,11 |
| 43 622,79 | 2 249,52 |
| 43 622,79 | 2 249,52 |
| 0,00 | 0,00 |
| TOTAL DU PASSIF | 2 022 225 136,94 | 1 087 458 607,75 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| OPÉRATIONS DE COUVERTURE |  |  |
| Engagement sur marchés réglementés ou assimilés |  |  |
| Engagement sur marché de gré à gré |  |  |
| Autres engagements |  |  |
| AUTRES OPÉRATIONS |  |  |
| Engagement sur marchés réglementés ou assimilés |  |  |
| Contrats futures |  |  |
| XEUR FBTS BTP 0920 | 0,00 | 214 221 475,00 |
| XEUR FBTS BTP 0921 | 11 315 500,00 | 0,00 |
| XEUR FBTS BTP 0920 | 0,00 | 214 221 475,00 |
| XEUR FBTS BTP 0920 | 0,00 | 10 791 375,00 |
| XEUR FGBS SCH 0920 | 0,00 | 122 011 040,00 |
| XEUR FGBS SCH 0921 | 196 370 272,50 | 0,00 |
| FV CBOT UST 5 0920 | 0,00 | 104 831 942,09 |
| FV CBOT UST 5 0921 | 351 076 159,41 | 0,00 |
| LIFFE LG GILT 0921 | 17 017 333,57 | 0,00 |
| XEUR FBTP BTP 0920 | 0,00 | 137 985 715,00 |
| XEUR FBTP BTP 0921 | 132 194 025,00 | 0,00 |
| JGBL JAPAN GO 0920 | 0,00 | 5 014 068,95 |
| JGBL JAPAN GO 0921 | 31 128 666,29 | 0,00 |
| XEUR FOAT EUR 0920 | 0,00 | 101 467 575,00 |
| XEUR FOAT EUR 0921 | 103 742 980,00 | 0,00 |
| XEUR FGBM BOB 0920 | 0,00 | 83 709 300,00 |
| XEUR FGBM BOB 0921 | 186 072 985,00 | 0,00 |
| XEUR FGBL BUN 0920 | 0,00 | 26 501 250,00 |
| XEUR FGBL BUN 0920 | 0,00 | 92 754 375,00 |
| FGBL BUND 10A 0921 | 111 036 455,00 | 0,00 |
| CBO US UST 2A 0310 | 0,00 | 64 687 475,65 |
| TU CBOT UST 2 0921 | 124 286 765,98 | 0,00 |
| TY CBOT YST 1 0920 | 0,00 | 42 432 653,15 |
| US 10YR NOTE 0921 | 95 210 362,39 | 0,00 |
| XEUR FGBX BUX 0920 | 0,00 | 1 983 510,00 |
| XEUR FGBX BUX 0921 | 39 062 400,00 | 0,00 |
| US US TBOND 3 0920 | 0,00 | 5 265 283,47 |
| US TBOND 30 0921 | 21 439 966,49 | 0,00 |
| CBOT USUL 30A 0921 | 24 282 467,43 | 0,00 |
| XSFE XT AUSTR 0921 | 8 047 813,50 | 0,00 |
| XSFE YT1 AUST 0921 | 22 945 254,44 | 0,00 |
| DJE 600 EUROP 0920 | 0,00 | 3 346 832,50 |
| DJE 600 EUROP 0921 | 721 920,00 | 0,00 |
| Options |  |  |
| EURO$ 3M 12/2021 CALL 100 | 42 073 530,65 | 0,00 |
| CBOT US TRES NT 5A 07/2020 CALL 126,25 | 0,00 | 275 426,26 |
| CBOT US TRES NT 5A 07/2020 CALL 126 | 0,00 | 478 861,02 |
| USD/RUB OTC 07/2020 PUT 72,5 | 0,00 | 480 512,88 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| USD/RUB OTC 11/2020 PUT 70,8 | 0,00 | 272 064,51 |
| Engagement sur marché de gré à gré |  |  |
| Options |  |  |
| 07/2020 PUT 16,5 | 0,00 | 30 439,16 |
| 07/2020 CALL 18 | 0,00 | 106 061,69 |
| USDBRL C 6.5 11/21 | 142 211,22 | 0,00 |
| USDCAD C 1.33 10/21 | 711 056,09 | 0,00 |
| USDCAD C 1.33 10/21 | 711 056,09 | 0,00 |
| EURNOK C 11.2 10/21 | 500 000,00 | 0,00 |
| AUDJPY P 77 10/21 | 200 377,18 | 0,00 |
| USDMXN C 23 10/21 | 355 528,05 | 0,00 |
| USDPLN C 4.1 10/21 | 355 528,05 | 0,00 |
| AUDJPY P 77 10/21 | 280 528,05 | 0,00 |
| AUDCAD C 0.98 08/21 | 103 492,75 | 0,00 |
| AUDNZD C 1.09 08/21 | 5 732 845,24 | 0,00 |
| USDBRL C 6.5 11/21 | 142 211,22 | 0,00 |
| EURUSD C 1.24 09/21 | 1 264 016,78 | 0,00 |
| EURNOK C 11.5 12/21 | 1 000 000,00 | 0,00 |
| USDZAR C 15.75 09/21 | 444 410,06 | 0,00 |
| USDZAR P 13.5 09/21 | 444 410,06 | 0,00 |
| EURCZK C 26.4 12/21 | 2 500 000,00 | 0,00 |
| NZD/USD OTC 07/2020 CALL 75 | 0,00 | 134 517,40 |
| EUR/SEK OTC 08/2020 PUT 10,2 | 0,00 | 282 719,06 |
| AUD/USD OTC 08/2020 CALL ,72 | 0,00 | 1 429 902,53 |
| EUR/SEK OTC 11/2020 PUT 10,3 | 0,00 | 694 296,67 |
| EUR/SEK OTC 11/2020 CALL 10,9 | 0,00 | 303 705,91 |
| AUD/USD OTC 09/2020 CALL ,685 | 0,00 | 980 347,92 |
| AUD/USD OTC 09/2020 PUT ,62 | 0,00 | 95 462,46 |
| NZD/USD OTC 09/2020 CALL ,65 | 0,00 | 582 348,24 |
| NZD/USD OTC 09/2020 PUT ,6 | 0,00 | 153 171,32 |
| AUD/USD OTC 09/2020 PUT ,62 | 0,00 | 190 924,92 |
| AUD/USD OTC 09/2020 CALL ,68 | 0,00 | 2 158 457,54 |
| AUD/USD OTC 09/2020 CALL ,68 | 0,00 | 1 074 715,16 |
| AUD/USD OTC 09/2020 PUT ,63 | 0,00 | 146 201,77 |
| EUR/SEK OTC 08/2020 CALL 11 | 0,00 | 130 154,58 |
| EUR/NOK OTC 09/2020 CALL 11 | 0,00 | 2 520 045,43 |
| EUR/NOK OTC 09/2020 PUT 10,3 | 0,00 | 813 510,66 |
| USD/ZAR OTC 07/2020 CALL 16 | 0,00 | 806 203,55 |
| USD/ZAR OTC 07/2020 CALL 16 | 0,00 | 806 203,55 |
| USD/ZAR OTC 10/2020 CALL 18,5 | 0,00 | 438 894,72 |
| USD/ZAR OTC 10/2020 CALL 18,5 | 0,00 | 438 894,72 |
| USD/ZAR OTC 01/2021 CALL 18,5 | 0,00 | 217 841,02 |
| USD/ZAR OTC 01/2021 CALL 18,5 | 0,00 | 217 841,02 |
| USD/ZAR OTC 07/2020 CALL 19,25 | 0,00 | 25 338,11 |
| USD/ZAR OTC 07/2020 PUT 18,25 | 0,00 | 892 725,48 |
| USD/ZAR OTC 07/2020 PUT 18,25 | 0,00 | 446 362,74 |
| USD/RUB OTC 07/2020 CALL 79,5 | 0,00 | 13 637,49 |
| USD/RUB OTC 07/2020 PUT 72,5 | 0,00 | 480 512,88 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| USD/ZAR OTC 10/2020 CALL 20 | 0,00 | 175 479,36 |
| USD/ZAR OTC 10/2020 CALL 20 | 0,00 | 175 479,36 |
| USD/ZAR OTC 10/2020 PUT 18,2 | 0,00 | 1 095 321,64 |
| USD/ZAR OTC 10/2020 PUT 18,2 | 0,00 | 1 095 321,64 |
| 09/2020 CALL ,6725 | 0,00 | 1 201 004,01 |
| 09/2020 PUT ,61 | 0,00 | 65 987,85 |
| EUR/USD OTC 08/2020 CALL 1,1095 | 0,00 | 2 808 534,12 |
| EUR/USD OTC 08/2020 PUT 1,05 | 0,00 | 17 707,13 |
| AUD/USD OTC 09/2020 PUT ,616 | 0,00 | 112 779,79 |
| AUD/USD OTC 09/2020 CALL ,666 | 0,00 | 1 258 100,71 |
| USD/ZAR OTC 11/2020 CALL 19,75 | 0,00 | 43 820,49 |
| USD/ZAR OTC 11/2020 PUT 17 | 0,00 | 179 409,89 |
| EUR/HUF OTC 08/2020 CALL 352 | 0,00 | 614 794,80 |
| LIBOR GBP 6 MOIS REV 12/2024 PUT 1 | 6 989 341,25 | 13 201 320,13 |
| LIBOR GBP 6 MOIS REV 12/2024 CALL ,5 | 3 494 670,63 | 6 600 660,07 |
| Swaps de taux |  |  |
| JIBA3R/0.0/FIX/7.07 | 0,00 | 358 703,03 |
| JIBA3R/0.0/FIX/7.07 | 413 390,30 | 0,00 |
| JIBA3R/0.0/FIX/7.042 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.1 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.07 | 442 918,18 | 384 324,68 |
| JIBA3R/0.0/FIX/7.16 | 383 862,42 | 333 081,39 |
| JIBA3R/0.0/FIX/7.167 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.15 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.145 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.145 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.145 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.15 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.15 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.165 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.085 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.09 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.075 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/7.065 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/6.935 | 413 390,30 | 358 703,03 |
| JIBA3R/0.0/FIX/6.934 | 413 390,30 | 358 703,03 |
| FIX/6.86/JIBA3R/0.0 | 1 476 393,93 | 1 281 082,26 |
| JIBA3R/0.0/FIX/7.045 | 407 484,72 | 353 578,70 |
| FIX/4.13/JIBA3R/0.0 | 2 303 174,52 | 0,00 |
| FIX/4.25/JIBA3R/0.0 | 1 771 672,71 | 0,00 |
| FIX/4.57/JIBA3R/0.0 | 360 240,12 | 0,00 |
| FIX/4.375/JIBA3R/0.0 | 147 639,39 | 0,00 |
| JIBA3R/0.0/FIX/3.924 | 2 303 174,52 | 0,00 |
| FIX/4.1/JIBA3R/0.0 | 2 303 174,52 | 0,00 |
| JIBA3R/0.0/FIX/3.924 | 1 771 672,71 | 0,00 |
| FIX/4.1/JIBA3R/0.0 | 1 771 672,71 | 0,00 |
| FIX/4.15/JIBA3R/0.0 | 531 501,81 | 0,00 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| FIX/4.115/JIBA3R/0.0 | 11 811,15 | 0,00 |
| FIX/4.14/JIBA3R/0.0 | 11 811,15 | 0,00 |
| FIX/4.2/JIBA3R/0.0 | 5 905,58 | 0,00 |
| FIX/4.21/JIBA3R/0.0 | 5 905,58 | 0,00 |
| FIX/4.255/JIBA3R/0.0 | 11 811,15 | 0,00 |
| FIX/4.13/JIBA3R/0.0 | 3 543,35 | 0,00 |
| FIX/4.12/JIBA3R/0.0 | 3 543,35 | 0,00 |
| FIX/3.98/JIBA3R/0.0 | 5 905,58 | 0,00 |
| FIX/4.035/JIBA3R/0.0 | 23 622,30 | 0,00 |
| FIX/4.255/JIBA3R/0.0 | 9 448,92 | 0,00 |
| FIX/4.165/JIBA3R/0.0 | 64 961,33 | 0,00 |
| FIX/4.17/JIBA3R/0.0 | 5 905,58 | 0,00 |
| FIX/4.3/JIBA3R/0.0 | 262 798,12 | 0,00 |
| FIX/4.36/JIBA3R/0.0 | 206 695,15 | 0,00 |
| FIX/4.355/JIBA3R/0.0 | 413 390,30 | 0,00 |
| FIX/4.365/JIBA3R/0.0 | 885 836,36 | 0,00 |
| FIX/4.315/JIBA3R/0.0 | 490 162,78 | 0,00 |
| Contracts for Difference |  |  |
| SG SAFRAN 1230 | 56 121,60 | 0,00 |
| CFD SG ENPHASE 1230 | 46 453,33 | 0,00 |
| CFD SG DEXUS 1230 | 10 023,92 | 0,00 |
| CFD SG LUYE PHA 1230 | 10 896,93 | 0,00 |
| CFD SG CITIC SE 1230 | 12 691,24 | 0,00 |
| CFD SG THE LINK 1230 | 18 891,15 | 0,00 |
| CFD SG MEDIPAL 1230 | 18 491,70 | 0,00 |
| CFD SG SHIP HEA 1230 | 19 306,19 | 0,00 |
| CFD SG CYBER AG 1230 | 38 233,05 | 0,00 |
| CFD SG SBI HOLD 1230 | 95 777,42 | 0,00 |
| CFD SG TEIJIN 1230 | 14 238,78 | 0,00 |
| CFD SG DIGITAL 1230 | 17 077,18 | 0,00 |
| CFD SG NAGOYA R 1230 | 26 840,74 | 0,00 |
| CFD SG NIPPON F 1230 | 7 533,70 | 0,00 |
| CFD SG PARK24 1230 | 15 331,66 | 0,00 |
| CFD SG GRAND CI 1230 | 17 563,38 | 0,00 |
| CFD SG EVERBRID 1230 | 64 603,29 | 0,00 |
| CFD SG WORLDLIN 1230 | 18 156,20 | 0,00 |
| CFD SG PROSUS N 1230 | 819 669,33 | 0,00 |
| CFD SG CHINA YU 1230 | 39 693,79 | 0,00 |
| CFD SG SINO BIO 1230 | 45 921,06 | 0,00 |
| CFD SG SWISS RE 1230 | 28 938,51 | 0,00 |
| CFD SG PUMA 1230 | 21 115,50 | 0,00 |
| CFD SG EURONET 1230 | 27 734,25 | 0,00 |
| CFD SG SOFINA 1230 | 727 600,00 | 0,00 |
| CFD SG VOLVO B 1230 | 89 327,55 | 0,00 |
| CFD SG DAVIDE C 1230 | 46 309,50 | 0,00 |
| SG SIEMENS HE | 943 263,36 | 0,00 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| CFD SG LENDINGT 1230 | 29 301,22 | 0,00 |
| CFD SG JOYY INC 1230 | 94 568,68 | 0,00 |
| CFD SG NEW RELI 1230 | 22 419,34 | 0,00 |
| SG AKAM TE 0.375 092 | 244 738,17 | 0,00 |
| CFD SG ENVESTNE 1230 | 43 498,44 | 0,00 |
| CFD SG ZHEN DIN 1230 | 34 955,35 | 0,00 |
| CFD SG SIEMENS 1230 | 834 716,54 | 0,00 |
| CFD SG ESR CAYM 1230 | 28 164,40 | 0,00 |
| CFD SG WILMAR I 1230 | 17 502,04 | 0,00 |
| SG DIASORIN SPA 1230 | 35 887,50 | 0,00 |
| CFD SG WIX.COM 1230 | 48 955,22 | 0,00 |
| CFD BNR BRENN S 1230 | 50 973,00 | 0,00 |
| CFD SG FIVERR I 1230 | 61 752,24 | 0,00 |
| CFD SG IWG PLC 1230 | 33 265,77 | 0,00 |
| CFD SG NICE LTD 1230 | 41 733,70 | 0,00 |
| CFD SG KYORITSU 1230 | 27 502,78 | 0,00 |
| CFD SG ZHEJIANG 1230 | 22 509,37 | 0,00 |
| CFD SG COSMO E 1230 | 29 026,07 | 0,00 |
| CFD SG MENICON 1230 | 29 630,07 | 0,00 |
| CFD SG PEBBLEBR 1230 | 29 787,50 | 0,00 |
| CFD SG HON HAI 1230 | 14 914,28 | 0,00 |
| CFD SG WIN SEMI 1230 | 41 991,82 | 0,00 |
| CFD SG FLIGHT C 1230 | 26 322,29 | 0,00 |
| CFD SG XERO LTD 1230 | 60 753,96 | 0,00 |
| CFD SG SEVEN GR 1230 | 28 341,72 | 0,00 |
| CFD SG SINGAPOR 1230 | 29 456,12 | 0,00 |
| CFD SG ASAHI HO 1230 | 13 927,61 | 0,00 |
| CFD SG SEINO HO 1230 | 11 045,97 | 0,00 |
| CFD SG SENKO GR 1230 | 14 124,12 | 0,00 |
| SG HOPE EDUCA 1230 | 16 670,50 | 0,00 |
| SG OZON HOLDI 1230 | 50 320,57 | 0,00 |
| SG SNAP INC 1230 | 371 752,59 | 0,00 |
| CFD SG CABLE ON 1230 | 48 388,82 | 0,00 |
| CFD SG CERIDIAN 1230 | 40 441,86 | 0,00 |
| CFD SG LIVEPERS 1230 | 53 326,59 | 0,00 |
| CFD SG MEDALLIA 1230 | 59 764,74 | 0,00 |
| CFD SG VIVA BIO 1230 | 31 300,29 | 0,00 |
| CFD SG INSMED I 1230 | 28 798,38 | 0,00 |
| CFD SG NUTANIX 1230 | 19 337,21 | 0,00 |
| CFD SG WH SMITH 1230 | 19 149,48 | 0,00 |
| SG ALLIANZ 1230 | 1 535 190,00 | 0,00 |
| CFD BAYER AG CFD | 921 780,00 | 0,00 |
| SG BIOMARIN 1230 | 69 867,54 | 0,00 |
| SG BP/ LN 1230 | 4 458,33 | 0,00 |
| CFD CIMB CIMB S 1230 | 18 264,71 | 0,00 |
| SG DUFRY 1230 | 33 293,92 | 0,00 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| CFD SG EURONEXT 1230 | 979 906,20 | 0,00 |
| CFD CFD GLENCOR 1230 | 27 324,03 | 0,00 |
| CFD SG US44332N 1230 | 93 427,78 | 0,00 |
| CFD SG IQIYI IN 1230 | 24 961,63 | 0,00 |
| CFD LUFTHANSA 1230 | 18 031,00 | 0,00 |
| CFD ML DAIML 1230 | 3 388,50 | 0,00 |
| CFD ING GROEP 1230 | 1 568 344,90 | 0,00 |
| CFD CFD SG SNAP 1230 | 3 487 729,15 | 0,00 |
| CFD SG TORAY I 1230 | 14 386,34 | 0,00 |
| CFD PRYSMIAN 1230 | 30 230,00 | 0,00 |
| CFD SG REDFIN U 1230 | 37 428,96 | 0,00 |
| CFD SG ROHM CO 1230 | 23 407,75 | 0,00 |
| SAD SG ADIDAS 1230 | 61 210,50 | 0,00 |
| SAI SG AIRBUS 1230 | 867 520,00 | 0,00 |
| IBE SG IBERDR 1230 | 49 344,00 | 0,00 |
| CFD SC4 SG CARR 1230 | 27 365,25 | 0,00 |
| SCB COM BK SG 1230 | 834 919,70 | 0,00 |
| CFD SCV SG COVE 1230 | 916 561,80 | 0,00 |
| SDB SG D BK 1230 | 1 647 900,00 | 0,00 |
| CFD SDT DE TEL 1230 | 979 891,56 | 0,00 |
| CFD SG EVK 1230 | 137 158,00 | 0,00 |
| CFD SG IONIS PH 1230 | 42 348,86 | 0,00 |
| CFD AKAM AKAMA 1230 | 1 415 836,07 | 0,00 |
| CFD SNN SG NN G 1230 | 875 160,00 | 0,00 |
| SOX SYMRISE SG 1230 | 94 822,50 | 0,00 |
| SG QIAGEN 1230 | 168 787,16 | 0,00 |
| CFD SG ABN AMRO 1230 | 809 234,61 | 0,00 |
| CFD SNAM RETE SG 123 | 28 050,75 | 0,00 |
| CFD CFD SG TUI 1230 | 58 567,50 | 0,00 |
| CFD SG SOITEC 1230 | 52 052,00 | 0,00 |
| SZA SG ZALNDO 1230 | 30 585,00 | 0,00 |
| CFD SG TEGERNSE 1230 | 1 483 494,12 | 0,00 |
| CFD TGN SG GN 1230 | 55 249,62 | 0,00 |
| CFD CFD SG IFX 1230 | 946 960,00 | 0,00 |
| CFD CFD SG KBC 1230 | 906 501,40 | 0,00 |
| SG TELEKOMAV 1230 | 32 400,00 | 0,00 |
| CFD UBS MICHE 1230 | 71 285,00 | 0,00 |
| CFD UBS SIE 1230 | 954 046,80 | 0,00 |
| CFD SG EXTRA SP 1230 | 45 033,58 | 0,00 |
| SG DJ STOXX 600 1230 | 26 479 983,27 | 0,00 |
| CFD SG VISHAY I 1230 | 17 988,28 | 0,00 |
| CFD SG J2 GLOBA 1230 | 92 790,29 | 0,00 |
| CFD SG HANSOH P 1230 | 29 534,72 | 0,00 |
| CFD SG LIBERTY 1230 | 77 240,07 | 0,00 |
| YANDEX SG 1230 | 77 557,13 | 0,00 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| Autres engagements |  |  |
| Contracts for Difference |  |  |
| SG KONINKLIJKE 1230 | 0,00 | 783 840,60 |
| CFD SG INTEGRA 1230 | 0,00 | 43 636,71 |
| CFD SG DEXUS 1230 | 0,00 | 8 369,28 |
| CFD SG LUYE PHA 1230 | 0,00 | 10 693,78 |
| CFD SG APHRIA I 1230 | 0,00 | 15 656,60 |
| CFD SG CHINA RA 1230 | 0,00 | 36 711,61 |
| CFD SG CITIC SE 1230 | 0,00 | 9 400,64 |
| CFD SG WUXI APP 1230 | 0,00 | 56 926,77 |
| CFD SG THE LINK 1230 | 0,00 | 16 825,51 |
| CFD SG MEDIPAL 1230 | 0,00 | 19 651,33 |
| CFD SG SHIP HEA 1230 | 0,00 | 18 136,76 |
| CFD SG CYBER AG 1230 | 0,00 | 26 980,21 |
| CFD SG SBI HOLD 1230 | 0,00 | 21 076,12 |
| CFD SG DAIO PAP 1230 | 0,00 | 21 926,03 |
| CFD SG TEIJIN 1230 | 0,00 | 15 658,84 |
| CFD SG DCM JAPA 1230 | 0,00 | 36 436,03 |
| CFD SG DIGITAL 1230 | 0,00 | 12 738,19 |
| CFD SG NAGOYA R 1230 | 0,00 | 42 971,90 |
| CFD SG NIPRO 1230 | 0,00 | 7 237,95 |
| CFD SG NIPPON F 1230 | 0,00 | 8 439,11 |
| CFD SG RELO GRO 1230 | 0,00 | 5 305,52 |
| CFD SG MINEBEA 1230 | 0,00 | 19 276,78 |
| CFD SG CHINA ED 1230 | 0,00 | 24 145,77 |
| CFD SG GRAND CI 1230 | 0,00 | 15 836,34 |
| CFD 051910 LG S 1230 | 0,00 | 10 529,02 |
| CFD SG EVERBRID 1230 | 0,00 | 95 471,66 |
| CFD SG PROSUS N 1230 | 0,00 | 911 960,28 |
| CFD SG SSR MI U 1230 | 0,00 | 42 787,24 |
| CFD SG CHINA YU 1230 | 0,00 | 37 992,18 |
| CFD SG SINO BIO 1230 | 0,00 | 62 056,65 |
| CFD SG INBEV 1230 | 0,00 | 865 368,72 |
| CFD SG FORTUM 1230 | 0,00 | 781 349,10 |
| CFD SG EURONET 1230 | 0,00 | 20 731,21 |
| CFD SG VOLVO B 1230 | 0,00 | 31 818,02 |
| CFD SG NATIONAL 1230 | 0,00 | 12 046,69 |
| CFD BAYER AG CFD | 0,00 | 809 874,90 |
| SG BIOMARIN 1230 | 0,00 | 54 139,36 |
| CFD CFD BMW 1230 | 0,00 | 877 016,70 |
| SG BP/ LN 1230 | 0,00 | 23 535,10 |
| CFD CIMB CIMB S 1230 | 0,00 | 14 428,92 |
| CFD CAPL CAPIT 1230 | 0,00 | 18 151,58 |
| CFD 3481 INNOL 1230 | 0,00 | 24 010,39 |
| CFD 1101 TAIWA 1230 | 0,00 | 88 339,42 |
| CFD CFD GLENCOR 1230 | 0,00 | 4 368,09 |
| CFD SG ARCELORM 1230 | 0,00 | 1 518 221,10 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| CFD SG AKZO NOB 1230 | 0,00 | 854 334,36 |
| LEG LEG IMMO 1230 | 0,00 | 34 465,00 |
| CFD ING GROEP 1230 | 0,00 | 1 237 015,43 |
| CFD SG TORAY I 1230 | 0,00 | 10 730,41 |
| CFD PRYSMIAN 1230 | 0,00 | 6 680,88 |
| CFD SIEMENS AG 1230 | 0,00 | 875 688,84 |
| CFD SIEMENS AG 1230 | 0,00 | 12 885,48 |
| SA6 SG ALTC-A 1230 | 0,00 | 721 350,00 |
| SAD SG ADIDAS 1230 | 0,00 | 35 974,40 |
| SAG AEGON SG 1230 | 0,00 | 737 361,56 |
| SG SAP SE 1230 | 0,00 | 1 497 310,08 |
| IBE SG IBERDR 1230 | 0,00 | 113 458,08 |
| CFD SC4 SG CARR 1230 | 0,00 | 35 542,92 |
| CFD SCV SG COVE 1230 | 0,00 | 818 222,20 |
| SDB SG D BK 1230 | 0,00 | 1 035 240,30 |
| ELISA ELIS SG 1230 | 0,00 | 826 338,82 |
| CFD SG EVK 1230 | 0,00 | 35 226,38 |
| CFD SG IONIS PH 1230 | 0,00 | 25 722,66 |
| CFD SKP KONINK 1230 | 0,00 | 784 759,00 |
| SG MICHELIN 1230 | 0,00 | 22 807,98 |
| MC SG LVMH 1230 | 0,00 | 33 583,00 |
| CFD SNN SG NN G 1230 | 0,00 | 733 865,60 |
| SOX SYMRISE SG 1230 | 0,00 | 51 543,00 |
| SG QIAGEN 1230 | 0,00 | 93 587,94 |
| CFD SNAM RETE SG 123 | 0,00 | 24 937,84 |
| CFD CFD SG KBC 1230 | 0,00 | 799 344,30 |
| SG TELEKOMAV 1230 | 0,00 | 34 212,45 |
| SG DJ STOXX 600 1230 | 0,00 | 24 028 354,80 |

|  | 30/06/2021 | 30/06/2020 |
| --- | --- | --- |
| Produits sur opérations financières |  |  |
| Produits sur dépôts et sur comptes financiers | 37 556,71 | 80 498,31 |
| Produits sur actions et valeurs assimilées | 361,82 | 345,14 |
| Produits sur obligations et valeurs assimilées | 14 926 868,84 | 8 226 028,73 |
| Produits sur titres de créances | 7 787,39 | 22 129,62 |
| Produits sur acquisitions et cessions temporaires de titres | 25 601,93 | 6 195,72 |
| Produits sur instruments financiers à terme | 88 071,44 | 4 170,91 |
| Autres produits financiers | 0,00 | 0,00 |
| TOTAL (1) | 15 086 248,13 | 8 339 368,43 |
| Charges sur opérations financières |  |  |
| Charges sur acquisitions et cessions temporaires de titres | 9 705,05 | 10 475,87 |
| Charges sur instruments financiers à terme | 286 485,44 | 26 484,19 |
| Charges sur dettes financières | 454 041,57 | 305 513,48 |
| Autres charges financières | 0,00 | 0,00 |
| TOTAL (2) | 750 232,06 | 342 473,54 |
| RÉSULTAT SUR OPÉRATIONS FINANCIÈRES (1 - 2) | 14 336 016,07 | 7 996 894,89 |
| Autres produits (3) | 0,00 | 0,00 |
| Frais de gestion et dotations aux amortissements (4) | 7 549 431,68 | 5 020 121,20 |
| RÉSULTAT NET DE L'EXERCICE (L. 214-17-1) (1 - 2 + 3 - 4) | 6 786 584,39 | 2 976 773,69 |
| Régularisation des revenus de l'exercice (5) | -471 921,37 | -1 241 903,56 |
| Acomptes sur résultat versés au titre de l'exercice (6) | 0,00 | 0,00 |
| RÉSULTAT (1 - 2 + 3 - 4 + 5 - 6) | 6 314 663,02 | 1 734 870,13 |

- Règles et méthodes comptablesLes comptes annuels sont présentés sous la forme prévue par le Règlement N° ANC 2014-01, modifié. Les principes généraux de la comptabilité s'appliquent :
- image fidèle, comparabilité, continuité de l'activité,
- régularité, sincérité,
- prudence,
- permanence des méthodes d'un exercice à l'autre.

Le mode de comptabilisation retenu pour l'enregistrement des produits des titres à revenu fixe est celui des intérêts encaissés.
Les entrées et les cessions de titres sont comptabilisées frais exclus. La devise de référence de la comptabilité du portefeuille est en Euro.
Information sur les incidences liées à la crise du COVID-19
Les comptes ont été établis par la société de gestion sur la base des éléments disponibles dans un contexte évolutif de crise liée au Covid-19.
Le FCP H2O INVEST est constitué de 6 compartiments :
- H2O EUROSOVEREIGN 3-5 YEARS
- H2O EUROPEA
- H2O EuroSovereign
- H2O EUROAGGREGATE
- H2O LARGO
- H2O GLOBAL CONVERTIBLESL'agrégation des comptes annuels est présentée en Euros.

En l'absence de détention inter compartiments, aucun retraitement n'a été réalisé à l'actif et au passif.
- Règles et méthodes comptables (*)
- Compléments d'information (*)(*) Se reporter aux informations concernant chaque compartiment.