# Notes to the Financial Statements - Derivatives Inventory
#

#### Options
The table below shows the fund's option exposures at 28 February 2022.
G FUND – European Convertible Bonds
| Number | Name | Curr. | Commitment (in EUR) (in absolute value) | Market value (in EUR) | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Options bought |  |  |  |  |  |
| Listed options |
|  | Equity options |  |  |  |  |
| 1,560.00 | IBERDROLA	DEC 10.000 16.12.22 CALL | EUR | - | 134,160.00 | (104,520.00) |
| 990.00 | STELLANTIS NV JUN 18.000 17.06.22 CALL | EUR | - | 260,667.00 | (135,922.20) |
| 6,000.00 | EDF	MAR 11.000 18.03.22 CALL | EUR | - | 6,000.00 | (416,400.00) |
| 300.00 | ADIDAS	JUN 340.00 16.06.23 CALL | EUR | - | 61,200.00 | (918,300.00) |
| 2,000.00 | TOTAL	DEC 48.000 16.12.22 CALL | EUR | - | 552,000.00 | 262,930.00 |

3,100.00 DEUTSCHE POST DEC 48.000 15.12.23 CALL
EUR	-	1,150,100.00	144,391.00
| 1,250.00 | ALSTOM | DEC 48.000 16.12.22 CALL | EUR | - | 8,750.00 | (522,394.00) |
| --- | --- | --- | --- | --- | --- | --- |
| 600.00 | ATOS | JUN 50.000 17.06.22 CALL | EUR | - | 29,400.00 | (180,600.00) |
| 2,000.00 | SAINT GOBAIN JUN 64.000 17.06.22 CALL | EUR | - | 344,000.00 | (87,005.00) |
| 1,180.00 | SCHNEIDER	DEC 180.00 20.12.24 CALL | EUR | - | 722,160.00 | (1,602,440.00) |

|  | CALL Index options |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| 700.00 | EURO STOXX 50 MAR 3450.0 18.03.22 PUT | EUR | - | 147,700.00 | 30,128.00 |
| 700.00 | EURO STOXX 50 MAR 4150.0 18.03.22 PUT | EUR | - | 1,712,900.00 | 1,077,618.00 |
| Total Options bought Options sold |  |  | 7,692,237.00 | (1,319,279.20) |
| Listed options |  |  |  |  |  |
|  | Equity options |  |  |  |  |
| 500.00 SAINT GOBAIN JUN 64.000 17.06.22 PUT | EUR | 2,797,500.00 | (552,000.00) | (130,500.00) |
| 300.00 | CARREFOUR	MAR 22.000 18.03.22 PUT | EUR | 537,000.00 | (123,900.00) | 5,100.00 |
| 200.00 | ATOS	JUN 50 000 17.06.22 PUT | EUR | 638,800.00 | (378,600.00) | (204,600.00) |
|  | Index options |  |  |  |  |
| 1,400.00 | EURO STOXX 50 MAR 3800.0 18.03.22 PUT | EUR | 54,939,220.00 | (1,044,400.00) | (534,675.00) |

3,200.00 STMICROELECTRO DEC 36.000 15.12.23	EUR	-	2563,200.00	1,133,235.00
Total Options sold	(2,098,900.00)	(864,675.00)
G FUND – Total Return Bonds (formerly Absolute Return Bonds)
Number	Name	Curr.	Commitment (in EUR)
(in absolute value)
Market value (in
EUR)
Unrealised (in EUR)
Options bought Listed options
Options on futures
80.00 IEURO BUND	APR 164.00 25.03.22 CALL	EUR	-	45,600.00	45,600.00
Total Options bought	45,600.00	45,600.00
Options sold Listed options
Options on futures
| 80.00 IEURO BUND	APR 165.00 25.03.22 CALL | EUR | 13,128,800.00 | (36,800.00) | (36,800.00) |
| --- | --- | --- | --- | --- |
| Total Options sold |  |  | (36,800.00) | (36,800.00) |


#

#### Options
G FUND – Global Convertible Bonds
| Number | Name | Curr. | Commitment (in EUR) (in absolute value) | Market value (in EUR) | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Options bought |  |  |  |  |  |
| Listed options |
|  | Equity options |  |  |  |  |
| 135.00 | STELLANTIS NV JUN 18.000 17.06.22 CALL | EUR | - | 35,545.50 | (19,416.30) |
| 300.00 | TOTAL	DEC 48.000 16.12.22 CALL | EUR | - | 82,800.00 | 64,200.00 |
| 30.00 | ADIDAS	JUN 340.00 16.06.23 CALL | EUR | - | 6,120.00 | (84,300.00) |
| 40.00 | ILLUMINA	JAN 480.00 19.01.24 CALL | USD | - | 224,180.91 | (45,509.56) |

| 200.00 EOG RESOURCES APR 108.00 14.04.22 CALL | USD | - | 181,623.93 | 98,245.02 |
| --- | --- | --- | --- | --- |
| 125.00 ALSTOM	DEC 48,000 16.12.22 CALL | EUR | - | 875.00 | (52,239.00) |
| 360.00 SAINT GOBAIN JUN 64 000 17.06.22 CALL | EUR | - | 61,920.00 | (15,661.00) |
| 65.00 WESTERN DIGITA JAN 75 000 20.01.23 | USD | - | 12,789.35 | (69,321.41) |

|  | CALL |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| 250.00 | MICRON	JAN 120.00 19.01.24 CALL | USD | - | 288,238.96 | 48,180.27 |
| 780.00 | IBERDROLA	DEC 10.000 16.12.22 CALL | EUR | - | 67,080.00 | (52,260.00) |
| 1,200.00 | EDF	MAR 11.000 18.03.22 CALL | EUR | - | 1,200.00 | (75,600.00) |
| 5.00 | MICRON	JAN 120.00 19.01.24 CALL | USD | - | 93,482.91 | (51,006.48) |

200.00 DEUTSCHE POST DEC 48 000 15.12.23 CALL
EUR	-	74,200.00	9,286.00
| 210.00 | ATOS | JUN 50 000 17.06.22 CALL | EUR | - | 10,290.00 | (65,310.00) |
| --- | --- | --- | --- | --- | --- | --- |
| 160.00 | SCHNEIDER | DEC 180,00 20,12,24 CALL | EUR | - | 97,920.00 | (217,280.00) |

|  | CALL |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
|  | Index options |  |  |  |  |
| 110.00 | EURO STOXX 50 MAR 3450.0 18.03.22 PUT | EUR | - | 23,210.00 | 4,735.00 |
| 110.00 | EURO STOXX 50 MAR 4150.0 18.03.22 PUT | EUR | - | 269,170.00 | 169,340.00 |
| Total Options bought |  |  | 1,622,761.56 | (312,977.46) |
| Options sold |  |  |  |  |  |
| Listed options |  |  |  |  |  |
|  | Equity options |  |  |  |  |
| 90.00 SAINT GOBAIN JUN 64 000 17.06.22 PUT | EUR | 503,550.00 | (99,360.00) | (23,490.00) |
| 10.00 SHOPIFY SVTG MAR 600 00 18.03.22 PUT | USD | 618,108.97 | (11,930.20) | (6,206.61) |

115.00 STMICROELECTRO DEC 36,000 15.12.23	EUR	-	92,115.00	40,940.00
|  | CALL |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| 80.00 | WAYFAIR	MAR 75.000 18.03.22 PUT | USD | 1,003,347.58 | (1,780.63) | 7,403.00 |
| 70.00 | ATOS	JUN 50 000 17.06.22 PUT | EUR | 223,580.00 | (132,510.00) | (69,510.00) |
| 200.00 | CARREFOUR	MAR 22.000 18.03.22 PUT | EUR | 358,000.00 | (82,600.00) | 2,400.00 |
| 75.00 | FIVE9	MAR 85.000 18.03.22 PUT | USD | 734,508.55 | (4,006.41) | 7,252.36 |
|  | Index options |  |  |  |  |
| 220.00 | EURO STOXX 50 MAR 3800.0 18.03.22 PUT | EUR | 8,633,306.00 | (164,120.00) | (84,019.00) |

200.00 EOG RESOURCES APR 128.00 14.04.22	USD	2,046,296.30	(38,817.66)	(9,982.31)
Total Options sold	(535,124.90)	(176,152.56)
All option contracts were entered into with Société Générale SA.The commitment on bought options is not presented.

#

#### Forward exchange contracts
The following foreign exchange contracts were still outstanding at 28/02/22:
G FUND – Avenir Europe
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 136,882.27 | USD | 156,563.20 | 15/03/22 | (2,442.82) | * CACEIS Bank, Lux. Branch |
| EUR | 2,533.18 | USD | 2,874.75 | 15/03/22 | (25.05) | * CACEIS Bank, Lux. Branch |
| EUR | 2,715.46 | USD | 3,105.89 | 15/03/22 | (48.46) | * CACEIS Bank, Lux. Branch |
| EUR | 127,811.56 | USD | 145,045.67 | 15/03/22 | (1,263.65) | * CACEIS Bank, Lux. Branch |
| EUR | 1,905.84 | USD | 2,175.05 | 15/03/22 | (29.73) | * CACEIS Bank, Lux. Branch |
| EUR | 185,534.61 | USD | 210,847.10 | 15/03/22 | (2,096.99) | * CACEIS Bank, Lux. Branch |
| EUR | 96,362.75 | USD | 109,974.47 | 15/03/22 | (1,503.08) | * CACEIS Bank, Lux. Branch |
| EUR | 3,673.82 | USD | 4,175.04 | 15/03/22 | (41.52) | * CACEIS Bank, Lux. Branch |
| EUR | 170,851.09 | USD | 193,762.05 | 15/03/22 | (1,576.45) | * CACEIS Bank, Lux. Branch |
| EUR | 3,388.76 | USD | 3,843.19 | 15/03/22 | (31.26) | * CACEIS Bank, Lux. Branch |
| USD | 102,588.75 | EUR | 89,908.90 | 15/03/22 | 1,383.76 | * CACEIS Bank, Lux. Branch |
| USD | 144,285.35 | EUR | 126,917.90 | 15/03/22 | 1,480.13 | * CACEIS Bank, Lux. Branch |
| USD | 2,852.67 | EUR | 2,509.30 | 15/03/22 | 29.26 | * CACEIS Bank, Lux. Branch |
| USD | 1,927.74 | EUR | 1,715.71 | 15/03/22 | (0.23) | * CACEIS Bank, Lux. Branch |
| USD | 3,000.43 | EUR | 2,615.32 | 15/03/22 | 54.73 | * CACEIS Bank, Lux. Branch |
| USD | 97,900.23 | EUR | 87,132.41 | 15/03/22 | (12.02) | * CACEIS Bank, Lux. Branch |
| USD | 152,000.94 | EUR | 132,491.56 | 15/03/22 | 2,772.49 | * CACEIS Bank, Lux. Branch |
| USD | 5,183,360.44 | EUR | 4,542,703.03 | 15/03/22 | 69,915.39 | * CACEIS Bank, Lux. Branch |
|  |  |  |  |  | 66,564.50 |  |

G FUND – European Convertible Bonds
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| JPY | 800,000,000.00 | EUR | 6,177,884.78 | 14/03/22 | 4,827.46 | BNP Paribas Paris |
| USD | 6,000,000.00 | EUR | 5,341,901.74 | 14/03/22 | (2,347.31) | BNP Paribas Paris |
| EUR | 17.17 | USD | 19.32 | 15/03/22 | (0.03) | * CACEIS Bank, Lux. Branch |
| EUR | 18.15 | USD | 20.76 | 15/03/22 | (0.32) | * CACEIS Bank, Lux. Branch |
| USD | 982.99 | EUR | 861.49 | 15/03/22 | 13.26 | * CACEIS Bank, Lux. Branch |
| EUR | 2,208,283.93 | USD | 2,500,000.00 | 14/03/22 | (16,537.24) | Credit Agricole CIB |
| EUR | 1,246,842.82 | USD | 1,400,000.00 | 14/03/22 | 947.41 | Credit Agricole CIB |
| CHF | 20,400,000.00 | EUR | 19,592,768.16 | 14/03/22 | 205,556.27 | Morgan Stanley Bank AG |
| EUR | 2,598,728.15 | USD | 2,900,000.00 | 14/03/22 | 17,951.78 | Morgan Stanley Bank AG |
| EUR | 298,264.27 | NOK | 3,000,000.00 | 14/03/22 | (5,318.74) | Morgan Stanley Bank AG |
| EUR | 1,162,301.30 | SEK | 12,000,000.00 | 14/03/22 | 30,492.91 | Société Générale. |
| EUR | 2,240,995.99 | USD | 2,500,000.00 | 14/03/22 | 16,189.08 | Société Générale. |
| GBP | 2,000,000.00 | EUR | 2,387,811.65 | 14/03/22 | 559.48 | Société Générale. |
| GBP | 1,700,000.00 | EUR | 2,033,108.58 | 14/03/22 | (2,993.12) | Société Générale. |
| JPY | 500,000,000.00 | EUR | 3,880,062.91 | 14/03/22 | (15,867.76) | Société Générale. |
| USD | 17,000,000.00 | EUR | 15,008,067.72 | 14/03/22 | 120,669.83 | Société Générale. |
| EUR | 6,634,250.35 | JPY | 870,000,000.00 | 14/03/22 | (89,468.66) | State Street Bank GmbH |
| JPY | 70,000,000.00 | EUR | 544,469.00 | 14/03/22 | (3,481.68) | State Street Bank GmbH |
|  |  |  |  |  | 261,192.62 |  |

G FUND – Euro High Yield Bonds
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 1,496,949.31 | USD | 1,700,000.00 | 17/03/22 | 	(15,748.43) | Morgan Stanley Bank AG |
|  |  |  |  |  | (15,748.43) |  |


#

#### Forward exchange contracts
G FUND – New Deal Europe
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) |
| --- | --- | --- | --- | --- | --- |
| EUR | 2,113,340.20 | USD | 2,400,000.00 17/03/22 | (22,233.09) | Morgan Stanley Bank AG |
| EUR | 1,295,812.57 | CHF | 1,360,000.00 17/03/22 | (24,097.54) | Morgan Stanley Bank AG |
|  |  |  |  | (46,330.63) |  |

G FUND – Total Return Bonds (formerly Absolute Return Bonds)
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 500,000.00 | NZD | 743,842.70 | 16/03/22 | (2,947.87) | BNP Paribas Paris |
| NZD | 750,000.00 | USD | 498,881.25 | 16/03/22 | 7,652.69 | Credit Agricole CIB |
| EUR | 64,147.07 | AUD | 100,000.00 | 16/03/22 | (436.23) | J.P. Morgan AG |
| EUR | 1,224,138.58 | NZD | 2,050,000.00 | 16/03/22 | (10,186.47) | Morgan Stanley Bank AG |
| EUR | 4,651,624.89 | USD | 5,300,000.00 | 16/03/22 | (64,630.56) | Société Générale. |
|  |  |  |  |  | (70,548.44) |  |

G FUND – Global Bonds
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 58,353,921.01 | USD | 66,500,000.00 | 16/03/22 | (821,742.59) | BNP Paribas Paris |
| EUR | 1,318,920.84 | MXN | 31,000,000.00 | 16/03/22 | (28,090.39) | BNP Paribas Paris |
| EUR | 294,607.90 | JPY | 39,000,000.00 | 16/03/22 | (6,789.38) | BNP Paribas Paris |
| JPY | 20,370,000.00 | EUR | 155,136.40 | 16/03/22 | 2,284.81 | BNP Paribas Paris |
| USD | 1,740,000.00 | EUR | 1,532,861.65 | 16/03/22 | 15,483.29 | BNP Paribas Paris |
| GBP | 272,000.00 | EUR | 324,223.37 | 16/03/22 | 574.50 | Goldman Sachs Intl, Paris Branch |
| EUR | 153,952.96 | AUD | 240,000.00 | 16/03/22 | (1,046.98) | J.P. Morgan AG |
| EUR | 3,933,562.81 | EUR | 5,700,000.00 | 16/03/22 | (65,733.26) | Morgan Stanley Bank AG |
| EUR | 2,197,705.60 | AUD | 3,500,000.00 | 16/03/22 | (62,726.79) | Morgan Stanley Bank AG |
| EUR | 18,485,242.00 | JPY | 2,440,000,000.00 | 16/03/22 | (371,394.59) | Morgan Stanley Bank AG |
| USD | 23,100,000.00 | EUR | 20,348,876.65 | 16/03/22 | 206,737.16 | Morgan Stanley Bank AG |
| USD | 400,000.00 | EUR | 351,939.53 | 16/03/22 | 4,001.83 | Morgan Stanley Bank AG |
| EUR | 14,721,554.66 | CNH | 107,000,000.00 | 16/03/22 | (354,727.55) | Société Générale. |
| EUR | 699,717.47 | CHF | 740,000.00 | 16/03/22 | (18,464.33) | State Street Bank GmbH |
| EUR | 11,277,772.85 | GBP | 9,500,000.00 | 16/03/22 | (66,295.98) | State Street Bank GmbH |
| EUR | 4,514,921.34 | NZD | 7,550,000.00 | 16/03/22 | (31,003.04) | State Street Bank GmbH |
|  |  |  |  |  | (1,598,933.29) |  |

G FUND – European Long Short Equity
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 2,508,288.00 | EUR | 3,000,000.00 | 29/04/22 | 	(9,472.89) | Société Générale. |
|  |  |  |  |  | (9,472.89) |  |


#

#### Forward exchange contracts
G FUND – Global Inflation Short Duration (formerly Global Breakeven Inflation)
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 583,673.02 | JPY | 76,000,000.00 | 16/03/22 | (3,662.80) | BNP Paribas Paris |
| EUR | 131,739.68 | AUD | 210,000.00 | 16/03/22 | (3,886.31) | BNP Paribas Paris |
| EUR | 614,397.80 | USD | 700,000.00 | 16/03/22 | (8,503.84) | BNP Paribas Paris |
| USD | 400,000.00 | EUR | 352,791.08 | 16/03/22 | 3,150.28 | BNP Paribas Paris |
| USD | 600,000.00 | EUR | 538,071.57 | 16/03/22 | (4,159.52) | BNP Paribas Paris |
| EUR | 87,372.87 | DKK | 650,000.00 | 16/03/22 | (12.43) | Goldman Sachs Intl, Paris Branch |
| EUR | 56,383.63 | SEK | 600,000.00 | 16/03/22 | (205.68) | Morgan Stanley Bank AG |
| EUR | 180,073.50 | SEK | 1,900,000.00 | 16/03/22 | 874.26 | Morgan Stanley Bank AG |
| EUR | 16,233,518.37 | USD | 18,500,000.00 | 16/03/22 | (228,884.43) | Morgan Stanley Bank AG |
| EUR | 102,175.46 | NZD | 175,000.00 | 16/03/22 | (3,195.34) | Morgan Stanley Bank AG |
| EUR | 1,157,852.82 | GBP | 970,000.00 | 16/03/22 | (433.71) | Morgan Stanley Bank AG |
| EUR | 9,989,987.91 | USD | 11,300,000.00 | 16/03/22 | (65,387.22) | Morgan Stanley Bank AG |
| EUR | 53,759.02 | DKK | 400,000.00 | 16/03/22 | (16.54) | Morgan Stanley Bank AG |
| EUR | 1,083,356.89 | JPY | 143,000,000.00 | 16/03/22 | (21,765.67) | Morgan Stanley Bank AG |
| EUR | 276,767.19 | EUR | 400,000.00 | 16/03/22 | (3,884.83) | Morgan Stanley Bank AG |
| USD | 5,000,000.00 | EUR | 4,392,959.35 | 16/03/22 | 56,307.71 | Morgan Stanley Bank AG |
| EUR | 1,073,329.71 | USD | 1,200,000.00 | 16/03/22 | 5,508.70 | State Street Bank GmbH |
| EUR | 1,851,930.77 | GBP | 1,560,000.00 | 16/03/22 | (10,884.74) | State Street Bank GmbH |
| EUR | 150,681.53 | AUD | 240,000.00 | 16/03/22 | (4,319.55) | State Street Bank GmbH |
| GBP | 330,000.00 | EUR | 394,642.34 | 16/03/22 | (586.11) | State Street Bank GmbH |
|  |  |  |  |  | (293,947.77) |  |

G FUND – Global Convertible Bonds
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 717,987.90 | USD | 800,000.00 | 14/03/22 | 6,050.07 | BNP Paribas Paris |
| JPY | 150,000,000.00 | EUR | 1,158,353.40 | 14/03/22 | 905.15 | BNP Paribas Paris |
| USD | 2,000,000.00 | EUR | 1,780,633.91 | 14/03/22 | (782.43) | BNP Paribas Paris |
| EUR | 616,673.91 | USD | 700,000.00 | 14/03/22 | (6,276.73) | Credit Agricole CIB |
| EUR | 524,251.07 | USD | 600,000.00 | 14/03/22 | (9,708.51) | Credit Agricole CIB |
| EUR | 2,281,763.98 | USD | 2,600,000.00 | 14/03/22 | (32,056.49) | Credit Agricole CIB |
| EUR | 621,305.18 | USD | 700,000.00 | 14/03/22 | (1,643.44) | Credit Agricole CIB |
| EUR | 1,018,671.46 | HKD | 9,000,000.00 | 14/03/22 | (6,368.09) | Credit Agricole CIB |
| USD | 400,000.00 | EUR | 352,155.92 | 14/03/22 | 3,814.38 | Credit Agricole CIB |
| USD | 700,000.00 | EUR | 618,604.24 | 14/03/22 | 4,343.78 | Credit Agricole CIB |
| USD | 3,000,000.00 | EUR | 2,657,958.72 | 14/03/22 | 11,818.49 | Credit Agricole CIB |
| USD | 1,000,000.00 | EUR | 894,285.44 | 14/03/22 | (4,359.70) | Credit Agricole CIB |
| SGD | 185,000.00 | EUR | 120,151.87 | 14/03/22 | 1,119.84 | Goldman Sachs Intl, Paris Branch |
| USD | 800,000.00 | EUR | 713,569.47 | 14/03/22 | (1,628.88) | Goldman Sachs Intl, Paris Branch |
| USD | 3,000,000.00 | EUR | 2,680,143.38 | 14/03/22 | (10,366.17) | Goldman Sachs Intl, Paris Branch |
| EUR | 349,974.87 | USD | 400,000.00 | 14/03/22 | (5,997.98) | J.P. Morgan AG |
| EUR | 351,793.74 | USD | 400,000.00 | 14/03/22 | (4,178.32) | J.P. Morgan AG |
| EUR | 1,224,306.61 | USD | 1,400,000.00 | 14/03/22 | (21,598.61) | J.P. Morgan AG |
| EUR | 67,837.27 | HKD | 600,000.00 | 14/03/22 | (498.73) | NATIXIS |
| EUR | 22,980.12 | HKD | 200,000.00 | 14/03/22 | 201.61 | Société Générale. |
| EUR | 204,651.77 | HKD | 1,800,000.00 | 14/03/22 | (355.74) | Société Générale. |
| EUR | 79,077.84 | HKD | 700,000.00 | 14/03/22 | (647.53) | Société Générale. |
| EUR | 1,632,616.53 | CHF | 1,700,000.00 | 14/03/22 | (17,242.84) | Société Générale. |
| EUR | 79,335.16 | HKD | 700,000.00 | 14/03/22 | (390.09) | Société Générale. |
| EUR | 397,119.61 | SEK | 4,100,000.00 | 14/03/22 | 10,418.40 | Société Générale. |
| GBP | 280,000.00 | EUR | 334,293.63 | 14/03/22 | 78.33 | Société Générale. |
| JPY | 150,000,000.00 | EUR | 1,164,018.87 | 14/03/22 | (4,760.32) | Société Générale. |
| EUR | 174,790.03 | USD | 200,000.00 | 14/03/22 | (3,196.49) | State Street Bank GmbH |
| EUR | 1,530,994.99 | GBP | 1,280,000.00 | 14/03/22 | 2,438.48 | State Street Bank GmbH |
| EUR | 3,469,636.68 | JPY | 455,000,000.00 | 14/03/22 | (46,791.08) | State Street Bank GmbH |
| EUR | 58,443,336.14 | USD | 66,200,000.00 | 14/03/22 | (469,942.20) | State Street Bank GmbH |
|  |  |  |  |  | (607,601.84) |  |


#

#### Forward exchange contracts
G FUND – Short Term Absolute Return
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 500,000.00 | NZD | 743,842.70 | 16/03/22 | (2,947.87) | BNP Paribas Paris |
| NZD | 760,000.00 | USD | 505,533.00 | 16/03/22 | 7,754.73 | Credit Agricole CIB |
| EUR | 956,424.29 | NZD | 1,600,000.00 | 16/03/22 | (6,950.67) | J.P. Morgan AG |
| EUR | 32,073.53 | AUD | 50,000.00 | 16/03/22 | (218.12) | J.P. Morgan AG |
| EUR | 4,300,558.86 | USD | 4,900,000.00 | 16/03/22 | (59,752.78) | Société Générale. |
|  |  |  |  |  | (62,114.71) |  |

G FUND – Hybrid Corporate Bonds
| Currency bought | Amount bought | Currency sold | Amount sold | Maturity | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 409,723.29 | CHF | 430,000.00 | 17/03/22 | (7,601.24) | BNP Paribas Paris |
| EUR | 2,446,659.83 | GBP | 2,050,000.00 | 17/03/22 | (1,187.78) | BNP Paribas Paris |
| EUR | 4,314,954.71 | USD | 4,900,000.00 | 17/03/22 | (45,173.95) | Credit Agricole CIB |
| USD | 100,000.00 | EUR | 88,826.19 | 17/03/22 | 155.53 | J.P. Morgan AG |

(53,807.44)
Forward exchange contracts marked with an asterisk (*) are used to hedge the currency risk on share classes expressed in a currency other than the sub-fund's reference currency.

#

#### Futures contracts
The following futures contracts were outstanding at 28/02/22:
G FUND – European Convertible Bonds
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Index futures
| (510) | DJ ESTOXX50D 12/23 | EUR | 534,990.00 | (24,500.00) | Société Générale. |
| --- | --- | --- | --- | --- | --- |
| (479) | DJ EURO STOXX 50,03/22 | EUR | 18,797,061.70 | 353,025.00 | Société Générale. |
| 2,375 | EURO STOX BANK IDX 03/22 | EUR | 11,162,500.00 | (796,152.50) | Société Générale. |

Other futures
250 GR AIRBUS PHY 03/22	EUR	2,872,500.00	18,575.00 Société Générale
Bond futures
| 33 EURO BUND FUTURE 03/22 | EUR | 3,282,939.00 | (16,030.00) | Société Générale. |
| --- | --- | --- | --- | --- |
| (65) EURO-OAT-FUTURES-EUX 03/22 | EUR | 7,106,645.00 | 143,100.00 | Société Générale. |
|  |  |  | (321,982.50) |  |

G FUND – Euro High Yield Bonds
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Bond futures
(2) EURO BUND FUTURE 03/22	EUR	198,966.00	14,580.00 Société Générale
14,580.00
G FUND – Alpha Fixed Income
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Bond futures
| (49) | EURO BOBL FUTURE 03/22 | EUR | 4,953,410.00 | 55,680.00 | Société Générale. |
| --- | --- | --- | --- | --- | --- |
| (22) | EURO BTP FUTURE -EUX 03/22 | EUR | 2,214,080.00 | 114,850.00 | Société Générale. |
| (167) | EURO BUND FUTURE 03/22 | EUR | 16,613,661.00 | (229,070.00) | Société Générale. |
| (23) | EURO SCHATZ FUTURE 03/22 | EUR | 2,325,323.00 | 4,715.00 | Société Générale. |
|  |  |  |  | (53,825.00) |  |

G FUND – New Deal Europe
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Index futures
15 DJ EURO STOXX 50,03/22	EUR	588,634.50	(9,000.00) Société Générale
Bond futures
13 EURO BUND FUTURE 03/22	EUR	1,293,279.00	(18,650.00) Société Générale
(27,650.00)

#

#### Futures contracts
G FUND – Total Return Bonds (formerly Absolute Return Bonds)
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Bond futures
| (16) | AUSTR 10YR BOND 03/22 | AUD | 1,273,549.76 | (18,633.95) | Société Générale. |
| --- | --- | --- | --- | --- | --- |
| 7 | EURO BUND FUTURE 03/22 | EUR | 696,381.00 | (1,470.00) | Société Générale. |
| (1) | EURO BUXL FUTURE 03/22 | EUR | 152,669.00 | 3,360.00 | Société Générale. |
| (22) | EURO SCHATZ FUTURE 03/22 | EUR | 2,224,222.00 | (12,210.00) | Société Générale. |
| (16) | US 10YR ULTRA (CBOT) 06/22 | USD | 1,367,187.50 | (23,370.73) | Société Générale. |
| 2 | US ULTRA BD CBT 30YR 06/22 | USD | 195,187.30 | 3,644.72 | Société Générale. |
|  |  |  |  | (48,679.96) |  |

G FUND – Global Bonds
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Bond futures
| (61) | AUSTR 10YR BOND 03/22 | AUD | 4,855,408.47 | (71,041.94) | Société Générale. |
| --- | --- | --- | --- | --- | --- |
| 13 | CAN 10YR BOND (MSE) 06/22 | EUR | 878,517.48 | 3,923.91 | Société Générale. |
| (133) | EURO BOBL FUTURE 03/22 | EUR | 13,444,970.00 | (74,480.00) | Société Générale. |
| (18) | EURO BTP FUTURE -EUX 03/22 | EUR | 1,811,520.00 | 66,980.00 | Société Générale. |
| 103 | EURO BUND FUTURE 03/22 | EUR | 10,246,749.00 | 73,160.00 | Société Générale. |
| (26) | EURO BUXL FUTURE 03/22 | EUR | 3,969,394.00 | (32,480.00) | Société Générale. |
| (81) | EURO-OAT-FUTURES-EUX 03/22 | EUR | 8,855,973.00 | 628,560.00 | Société Générale. |
| 2 | JPN 10 YEARS BOND 03/22 | JPY | 1,552,233.59 | (24,272.49) | Société Générale. |
| 143 | US 10 YEARS NOTE 06/22 | USD | 13,414,803.96 | 154,170.28 | Société Générale. |
| (24) | US 10YR ULTRA (CBOT) 06/22 | USD | 2,050,781.25 | (28,086.61) | Société Générale. |
| 76 | US 2 YEARS NOTE- CBT 06/22 | USD | 13,715,138.67 | 50,747.86 | Société Générale. |
| 26 | US 5 YEARS NOTE-CBT 06/22 | USD | 2,217,158.56 | 20,616.32 | Société Générale. |
| 100 | US TREASURY BOND 06/22 | USD | 11,818,214.70 | 203,102.74 | Société Générale. |
|  |  |  |  | 970,900.07 |  |

G FUND – European Long Short Equity
Number Denomination	Curr.	Commitment (in EUR)
(in absolute value)
Unrealised (in EUR)
Counterparty
Index futures
| 1 | AMSTERDAM INDEX 03/22 | EUR | 145,944.00 | (5,620.00) | Société Générale. |
| --- | --- | --- | --- | --- | --- |
| (2) | CAC40,10 EURO 03/22 | EUR | 133,176.60 | 6,810.00 | Société Générale. |
| 4 | DAX INDEX GERMANY 03/22 | EUR | 1,446,102.00 | (112,750.00) | Société Générale. |
| (15) | DJ.STOX 600 INDUS 03/22 | EUR | 520,657.50 | 61,580.00 | Société Générale. |
| 166 | DJ.STOXX600.BK(EUX) 03/22 | EUR | 1,172,292.00 | 13,529.00 | Société Générale. |
| 39 | DJ.STOXX600.OIL(EUX) 03/22 | EUR | 590,830.50 | 67,080.00 | Société Générale. |
| 5 | DJ.STOXX600 BASI 03/22 | EUR | 167,122.50 | 21,250.00 | Société Générale. |
| 44 | DJ.STOXX600 UTI 03/22 | EUR | 885,148.00 | 29,920.00 | Société Générale. |
| 59 | DJ EURO INSUR (EUX) 03/22 | EUR | 863,170.00 | (10,010.00) | Société Générale. |
| 9 | DJ EURO STOXX 600,03/22 | EUR | 300,460.50 | (28,480.00) | Société Générale. |
| 63 | DJ ST600 HLTH (EUX) 03/22 | EUR | 3,180,397.50 | (106,825.00) | Société Générale. |
| 31 | FTSE 100 INDEX 03/22 | GBP | 2,761,984.83 | 121,335.56 | Société Générale. |
| 7 | IBEX 35 INDEX 03/22 | EUR | 593,544.00 | (18,669.00) | Société Générale. |
| 39 | OMXC25,03/22 | DKK | 925,296.88 | 9,987.97 | Société Générale. |
| 37 | OMXS30 INDEX (OML) 03/22 | SEK | 744,842.01 | (51,219.22) | Société Générale. |
| 22 | STOXX600 CPS FSTQ 50,03/22 | EUR | 428,153.00 | (46,530.00) | Société Générale. |
| (1,022) | STOXX EUR 600,03/22 | EUR | 23,153,921.00 | 1,014,983.00 | Société Générale. |
| 9 | TecDAX INDEX (EUREX) 03/22 | EUR | 291,275.10 | (21,895.00) | Société Générale. |
|  |  |  |  | 944,477.31 |  |


#

#### Futures contracts
G FUND – Global Inflation Short Duration (formerly Global Breakeven Inflation)
| Number Denomination | Curr. | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- |
| (in absolute value) |
| Bond futures |  |  |  |  |
| (5) EURO BOBL FUTURE 03/22 | EUR | 505,450.00 | (1,500.00) | Société Générale. |
| (7) US 10 YEARS NOTE 06/22 | USD | 656,668.73 | (9,348.29) | Société Générale. |
| (3) US 10YR ULTRA (CBOT) 06/22 | USD | 256,347.66 | (4,382.02) | Société Générale. |
|  |  |  | (15,230.31) |  |

G FUND – Global Convertible Bonds
| Number | Denomination | Curr. | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (in absolute value) |
| Index futures |  |  |  |  |  |
| (83) | DJ ESTOXX50D 12/23 | EUR | 87,067.00 | (2,490.00) | Société Générale. |
| (95) | DJ EURO STOXX 50,03/22 | EUR | 3,728,018.50 | 47,590.00 | Société Générale. |
| 500 | EURO STOX BANK IDX 03/22 | EUR | 2,350,000.00 | (126,447.50) | Société Générale. |
| 130 | FTSE/XINHUA CHIN-SGX 03/22 | USD | 1,705,245.37 | (13,541.67) | Société Générale. |
| 20 | H-SHARES IDX (HKG) 03/22 | HKD | 914,267.32 | (32,815.46) | Société Générale. |
| (3) | S&P 500 EMINI INDEX 03/22 | USD | 584,126.60 | 24,238.78 | Société Générale. |

Other futures
40 GR AIRBUS PHY 03/22	EUR	459,600.00	2,972.00 Société Générale
Bond futures
| 5 EURO BUND FUTURE 03/22 | EUR | 497,415.00 | (2,420.00) | Société Générale. |
| --- | --- | --- | --- | --- |
| (11) EURO-OAT-FUTURES-EUX 03/22 | EUR | 1,202,663.00 | 24,190.00 | Société Générale. |
|  |  |  | (78,723.85) |  |

G FUND – Short Term Absolute Return
| Number | Denomination | Curr. | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- |
| (in absolute value) |
| Bond | futures |  |  |  |  |
| (12) | AUSTR 10YR BOND 03/22 | AUD | 955,162.32 | (13,703.55) | Société Générale. |
| (27) | EURO BOBL FUTURE 03/22 | EUR | 2,729,430.00 | 49,070.00 | Société Générale. |
| (12) | EURO BTP FUTURE -EUX 03/22 | EUR | 1,207,680.00 | 51,870.00 | Société Générale. |
| (3) | EURO BUND FUTURE 03/22 | EUR | 298,449.00 | (4,020.00) | Société Générale. |
| (40) | EURO SCHATZ FUTURE 03/22 | EUR | 4,044,040.00 | (22,235.00) | Société Générale. |
| (10) | US 10 YEARS NOTE 06/22 | USD | 938,098.18 | (11,128.92) | Société Générale. |
| (23) | US 2 YEARS NOTE- CBT 06/22 | USD | 4,150,634.07 | (15,677.87) | Société Générale. |
| (13) | US 5 YEARS NOTE-CBT 06/22 | USD | 1,108,579.28 | (10,217.74) | Société Générale. |
|  |  |  |  | 23,956.92 |  |

G FUND – Hybrid Corporate Bonds
| Number Denomination | Curr. | Commitment (in EUR) | Unrealised (in EUR) | Counterparty |
| --- | --- | --- | --- | --- |
| (in absolute value) |
| Bond futures |  |  |  |  |
| (7) EURO BOBL FUTURE 03/22 | EUR | 707,630.00 | 9,220.00 | Société Générale. |
| (2) EURO BUND FUTURE 03/22 | EUR | 198,966.00 | 7,280.00 | Société Générale. |
| (2) US 5 YEARS NOTE-CBT 06/22 | USD | 170,550.66 | (1,571.96) | Société Générale. |
|  |  |  | 14,928.04 |  |


#

#### Contracts for Difference (CFD)
The table below shows the fund's contracts for differences (CFD) at 28 February 2022.
G FUND – European Long Short Equity
Number Long / Curr.	Underlying	Counterparty	Commitment Unrealised
short	(in EUR)
(in absolute value)
(in EUR)
| 4,444 | Long | EUR | AIRBUS GROUP | Morgan Stanley Bank AG | 510,615.60 | (15,554.00) |
| --- | --- | --- | --- | --- | --- | --- |
| 4,778 | Long | EUR | AIR LIQUIDE SA | Morgan Stanley Bank AG | 710,488.60 | 19,972.04 |
| 11,111 | Long | EUR | ALSTOM | Morgan Stanley Bank AG | 254,441.90 | (39,444.05) |
| 8,888 | Long | EUR | AMUNDI SA | Morgan Stanley Bank AG | 554,611.20 | (51,993.42) |
| 3,333 | Long | GBP | ASHTEAD GROUP | Morgan Stanley Bank AG | 194,189.48 | 4,135.86 |
| 2,222 | Long | GBP | ASTRAZENECA PLC | Morgan Stanley Bank AG | 240,519.89 | 5,149.54 |
| 12,222 | Long | GBP | AVEVA GROUP | Morgan Stanley Bank AG | 363,637.21 | (35,478.99) |
| 11,111 | Long | EUR | AXA SA | Morgan Stanley Bank AG | 269,719.53 | (42,721.80) |
| 9,999 | Long | EUR | SUEZ | Morgan Stanley Bank AG | 525,047.49 | (98,087.78) |
| 1,888 | Long | EUR | CAPGEMINI SE | Morgan Stanley Bank AG | 355,510.40 | 3,833.76 |
| 7,333 | Long | EUR | CIE DE SAINT-GOBAIN | Morgan Stanley Bank AG | 410,281.35 | (43,704.68) |
| 6,666 | Long | EUR | CRH PLC | Morgan Stanley Bank AG | 270,706.26 | (22,931.04) |
| 3,333 | Long | GBP | DCC PLC | Morgan Stanley Bank AG | 233,377.84 | (18,076.48) |
| 7,777 | Long | EUR | DE LONGHI SPA | Morgan Stanley Bank AG | 221,333.42 | (15,554.00) |
| 11,111 | Long | EUR | EDENRED SA | Morgan Stanley Bank AG | 454,328.79 | 25,999.74 |
| 4,444 | Long | EUR | EIFFAGE | Morgan Stanley Bank AG | 405,826.08 | (27,552.80) |
| 77,177 | Long | EUR | ENEL SPA | Morgan Stanley Bank AG | 509,291.02 | 13,120.09 |
| 2,000 | Long | EUR | EUROFINS SCIENTIFIC SE | Morgan Stanley Bank AG | 181,080.00 | 7,760.00 |
| 4,444 | Long | EUR | FAURECIA | Morgan Stanley Bank AG | 151,318.20 | (40,351.52) |
| 11,111 | Long | EUR | FINECOBANK | Morgan Stanley Bank AG | 165,831.68 | (12,999.87) |
| 111,111 | Long | EUR | INTESA SANPAOLO SPA | Morgan Stanley Bank AG | 254,833.08 | (52,146.68) |
| 4,444 | Long | EUR | IPSOS SA | Morgan Stanley Bank AG | 190,647.60 | 8,665.80 |
| 1,555 | Long | EUR | L'OREAL SA | Morgan Stanley Bank AG | 552,025.00 | (6,764.25) |
| 555,555 | Long | GBP | LLOYDS BANKING GROUP PLC | Morgan Stanley Bank AG | 321,523.75 | (19,273.00) |
| 280 | Long | EUR | LVMH | Morgan Stanley Bank AG | 184,772.00 | (9,548.00) |
| 44,444 | Long | GBP | MITCHELLS & BUTLERS PLC | Morgan Stanley Bank AG | 126,284.97 | (9,450.52) |
| 26,666 | Long | EUR | INDRA SISTEMAS | Morgan Stanley Bank AG | 327,191.82 | (12,933.01) |
| 15,555 | Long | GBP | PERSIMMON PLC | Morgan Stanley Bank AG | 448,491.30 | (10,591.75) |
| 13,333 | Long | EUR | REXEL SA | Morgan Stanley Bank AG | 263,926.74 | (13,133.01) |
| 4,444 | Long | EUR | SANOFI AVENTIS | Morgan Stanley Bank AG | 415,380.68 | (1,599.84) |
| 666 | Long | EUR | SARTORIUS STEDIM BIOTECH | Morgan Stanley Bank AG | 228,704.40 | (13,386.60) |
| 4,444 | Long | EUR | SCHNEIDER ELECTRIC | Morgan Stanley Bank AG | 621,182.32 | (31,196.88) |
| 7,777 | Long | EUR | SMURFIT KAPPA PLC | Morgan Stanley Bank AG | 346,776.43 | (26,752.88) |
| 9,999 | Long | EUR | STELLANTIS N.V. -SHS | Morgan Stanley Bank AG | 163,823.62 | (6,319.37) |
| 11,111 | Long | GBP | ST JAME'S PLACE CAPITAL | Morgan Stanley Bank AG | 186,334.06 | (14,666.90) |
| 333 | Long | EUR | TELEPERFORMANCE | Morgan Stanley Bank AG | 110,522.70 | 3,629.70 |
| 2,222 | Long | EUR | PROSUS NV | Morgan Stanley Bank AG | 228,643.80 | 41,462.52 |
| 8,888 | Long | EUR | TOTALENERGIES | Morgan Stanley Bank AG | 405,203.92 | (48,084.08) |
| 2,222 | Long | EUR | VEOLIA ENVIRONNEMENT SA | Morgan Stanley Bank AG | 69,348.62 | (2,310.88) |
| 140 | Court | EUR | CFD CAC 40 INDEX | Morgan Stanley Bank AG | 932,236.20 | 44,959.60 |
| 1,051 | Court | EUR | CFD DJ STOXX 600 PRICE EUR INDEX | Morgan Stanley Bank AG | 476,218.61 | 15,186.95 |
| 34,044 | Court | EUR | CFD EURO STOXX | Morgan Stanley Bank AG | 14,859,865.56 | 756,798.12 |
| 4,222 | Court | EUR | CFD STXE SML 200 PR | Morgan Stanley Bank AG | 1,495,094.64 | 61,810.08 |
|  |  |  |  |  | 30,191,187.76 | 269,875.72 |

The commitment is the market value of the underlying.

#

#### Credit Default Swaps ("CDS")
The table below shows the fund's credit default swaps (CDS) at 28 February 2022.
G FUND – European Convertible Bonds
Description/ underlying CDS on indices
Counterparty	Nominal	Maturity Curr.
Bought /	Unrealised Sold		(in EUR)
ITRAXX XOVER S36 V1 MKT	Société Générale.	1,000,000	20/12/26	EUR	Bought  (63,407.00)
(63,407.00)
G FUND – Euro High Yield Bonds
Description/
| underlying |  |  |  |  | Sold | (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| CDS on indices |  |  |  |  |  |  |
| ITRAX XOVER S32 V5 MKT | Goldman Sachs Intl London | 9,466,700 | 20/12/24 | EUR | Sold | 602,621.72 |
| ITRAX XOVER S32 V5 MKT | J.P. Morgan AG | 9,466,700 | 20/12/24 | EUR | Bought | (602,621.72) |
| ITRAXX XOVER S36 V1 MKT | J.P. Morgan AG | 6,000,000 | 20/12/26 | EUR | Bought | (380,442.00) |
| CDS on securities |  |  |  |  |  |  |
| ALTICE FINCO SA EUR MM SN | J.P. Morgan AG | 1,500,000 | 20/12/26 | EUR | Sold | 50,656.50 |
| VIRGIN MEDIA FIN EUR SN MM M | J.P. Morgan AG | 1,500,000 | 20/12/26 | EUR | Sold | 119,130.00 |
| MATTERHORN TELECOM HOLDING S.A. | J.P. Morgan AG | 1,500,000 | 20/12/26 | EUR | Sold | 84,906.00 |
| ZIGGO BOND FIN BV EUR MM14 SN | J.P. Morgan AG | 1,500,000 | 20/12/26 | EUR | Sold | 	127,408.50 |
|  |  |  |  |  |  | 1,659.00 |
| G FUND – Alpha Fixed Income |  |  |  |  |  |  |

Counterparty	Nominal Maturity	Curr.
Bought /	Unrealised
Description/
| underlying |  |  |  |  | Sold | (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| CDS on indices |  |  |  |  |  |  |
| ITRAXX XOVER S36 V1 MKT | Morgan Stanley Bank AG | 19,000,000 | 20/12/26 | EUR | Bought | (1,204,733.00) |
| ITRAXX XOVER S36 V1 MKT | J.P. Morgan AG | 10,000,000 | 20/12/26 | EUR | Bought | (634,070.00) |
| ITRAXX EUR SNR FINANCIAL S36 V1 | J.P. Morgan AG | 40,000,000 | 20/12/26 | EUR | Sold | 346,320.00 |
| ITRAXX SUB FINANCIALS S36 V1 MKT | J.P. Morgan AG | 20,000,000 | 20/12/26 | EUR | Bought | 469,580.00 |
| ITRAXX XOVER S36 V1 MKT | J.P. Morgan AG | 4,300,000 | 20/12/26 | EUR | Bought | (272,650.10) |
| ITRAXX XOVER S36 V1 MKT | BNP Paribas Paris | 5,000,000 | 20/12/26 | EUR | Bought | (317,035.00) |
| CDS on securities |  |  |  |  |  |  |
| EDP ENERGIAS POR EUR SN MM M | BNP Paribas Paris | 8,000,000 | 20/06/22 | EUR | Sold | 118,648.00 |
| ADLER REAL ESTATE AG EUR MM SN | J.P. Morgan AG | 10,000,000 | 20/06/22 | EUR | Bought | 368,780.00 |
| ELIS SA | Morgan Stanley Bank AG | 10,000,000 | 20/06/24 | EUR | Bought | (855,630.00) |
| CASINO GUICHARD EUR MM SN M500 | Goldman Sachs Intl London | 1,500,000 | 20/12/22 | EUR | Bought | 110,719.50 |
| TDC A/S EUR SE MM M | Credit Suisse Securities (Sociedad De Valores) SA | 5,000,000 | 20/12/26 | EUR | Sold |  (216,080.00) |
|  |  |  |  |  |  | (2,086,150.60) |

Counterparty	Nominal Maturity	Curr.
Bought /	Unrealised
G FUND – Total Return Bonds (formerly Absolute Return Bonds)
Description/ underlying CDS on indices
Counterparty	Nominal Maturity	Curr.
Goldman Sachs Intl
Bought /	Unrealised Sold		(in EUR)
ITRAX XOVER S32 V5 MKT	London	4,733,350 20/12/24	EUR		Sold	301,310.86 ITRAX XOVER S32 V5 MKT	J.P. Morgan AG	4,733,350 20/12/24	EUR	Achat  (301,310.86)
0.00

#

#### Interest rate swaps (IRS)
The table below shows the fund's interest rate swaps (IRS) at 28 February 2022.
G FUND – Total Return Bonds (formerly Absolute Return Bonds)
| Nominal | Curr. | Maturity | Counterparty	Sub-fund	Sub-fund receives	Unrealised pays	(in EUR) |
| --- | --- | --- | --- |
| 2,850,000 | USD | 24/06/31 | USD LIBOR 3 BNP Paribas Paris	1.444%	MONTHS		94,386.18 |

94,386.18
G FUND – Global Inflation Short Duration (formerly Global Breakeven Inflation)
| Nominal | Curr. | Maturity | Counterparty	Sub-fund	Sub-fund receives	Unrealised pays	(in EUR) |
| --- | --- | --- | --- |
| 1,500,000 | USD | 24/06/31 | USD LIBOR 3 BNP Paribas Paris	1.444%	MONTHS		49,676.94 |

49,676.94
G FUND – Short Term Absolute Return
| Nominal | Curr. | Maturity | Counterparty	Sub-fund	Sub-fund receives	Unrealised pays	(in EUR) |
| --- | --- | --- | --- |
| 850,000 | USD | 24/06/31 | USD LIBOR 3 BNP Paribas Paris	1.444%	MONTHS		28,150.27 |

28,150.27

#

#### Inflation swaps
The table below shows the fund's inflation swaps at 28 February 2022.
G FUND – Total Return Bonds (formerly Absolute Return Bonds)
Nominal	Currency Maturity Counterparty	Sub-fund pays	Sub-fund receives
Unrealised (in EUR)
2,850,000 USD	24/06/31
Goldman Sachs Intl Paris
CPURNSA URBAN CSUMER NSA
240631	2.471%		(211,453.76)
(211,453.76)
G FUND – Global Inflation Short Duration (formerly Global Breakeven Inflation)
receives
Nominal	Currency Maturity Counterparty Sub-fund pays	Sub-fund
Unrealised (in EUR)
1,500,000 USD	24/06/31
Goldman Sachs Intl Paris
CPURNSA URBAN CSUMER NSA
240631	2.471%		(111,291.45)
(111,291.45)
G FUND – Short Term Absolute Return
receives
Nominal	Currency Maturity Counterparty Sub-fund pays	Sub-fund
Unrealised (in EUR)
850,000	USD	24/06/31
Goldman Sachs Intl Paris
CPURNSA URBAN CSUMER NSA
240631	2.471%		(63,065.15)
(63,065.15)
G FUND

Translation (ENFR, 2022-02-28):
# Notes aux états financiers - Etat des instruments dérivés
#

#### Options
Au 28 février 2022, les positions ouvertes sur contrats d'options sont les suivantes :
G FUND – European Convertible Bonds
| Quantité | Description | Devise | Engagement (en EUR) (en valeur absolue) | Valeur d’évaluation (en EUR) | Non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Options achetées |  |  |  |  |  |
| Options listées |  |  |  |  |  |
|  | Options sur actions |  |  |  |  |
| 1.560,00 | IBERDROLA	DEC 10.000 16.12.22 CALL | EUR | - | 134.160,00 | (104.520,00) |
| 990,00 | STELLANTIS NV JUN 18.000 17.06.22 CALL | EUR | - | 260.667,00 | (135.922,20) |
| 6.000,00 | EDF	MAR 11.000 18.03.22 CALL | EUR | - | 6.000,00 | (416.400,00) |
| 300,00 | ADIDAS	JUN 340.00 16.06.23 CALL | EUR | - | 61.200,00 | (918.300,00) |
| 2.000,00 | TOTAL	DEC 48.000 16.12.22 CALL | EUR | - | 552.000,00 | 262.930,00 |

| 3.200,00 | STMICROELECTRO DEC 36.000 15.12.23 CALL Options sur indices | EUR | - | 2.563.200,00 | 1.133.235,00 |
| --- | --- | --- | --- | --- | --- |
| 700,00 | EURO STOXX 50 MAR 3450.0 18.03.22 PUT | EUR | - | 147.700,00 | 30.128,00 |
| 700,00 | EURO STOXX 50 MAR 4150.0 18.03.22 PUT | EUR | - | 1.712.900,00 | 1.077.618,00 |

3.100,00 DEUTSCHE POST DEC 48.000 15.12.23 CALL
EUR	-	1.150.100,00	144.391,00
| 1.250,00 | ALSTOM | DEC 48.000 16.12.22 CALL | EUR | - | 8.750,00 | (522.394,00) |
| --- | --- | --- | --- | --- | --- | --- |
| 600,00 | ATOS | JUN 50.000 17.06.22 CALL | EUR | - | 29.400,00 | (180.600,00) |
| 2.000,00 | SAINT GOBAIN JUN 64.000 17.06.22 CALL | EUR | - | 344.000,00 | (87.005,00) |
| 1.180,00 | SCHNEIDER	DEC 180.00 20.12.24 CALL | EUR | - | 722.160,00 | (1.602.440,00) |

| Total Options achetées Options émises |  |  | 7.692.237,00 | (1.319.279,20) |
| --- | --- | --- | --- | --- |
| Options listées |  |  |  |  |
| Options sur actions |  |  |  |  |
| 500,00  SAINT GOBAIN JUN 64.000 17.06.22 PUT | EUR | 2.797.500,00 | (552.000,00) | (130.500,00) |
| 300,00 | CARREFOUR	MAR 22.000 18.03.22 PUT | EUR | 537.000,00 | (123.900,00) | 5.100,00 |
| 200,00 | ATOS	JUN 50.000 17.06.22 PUT | EUR | 638.800,00 | (378.600,00) | (204.600,00) |
|  | Options sur indices |  |  |  |  |
| 1.400,00 | EURO STOXX 50 MAR 3800.0 18.03.22 PUT | EUR | 54.939.220,00 | (1.044.400,00) | (534.675,00) |

Total Options émises	(2.098.900,00)	(864.675,00)
G FUND – Total Return Bonds (précédemment Absolute Return Bonds)
Quantité	Description	Devise	Engagement (en EUR)
(en valeur absolue)
Valeur d’évaluation (en EUR)
Non réalisé (en EUR)
Options achetées Options listées
Options sur futures
80,00  IEURO BUND	APR 164.00 25.03.22 CALL	EUR	-	45.600,00	45.600,00
Total Options achetées	45.600,00	45.600,00
Options émises Options listées
Options sur futures
| 80,00  IEURO BUND	APR 165.00 25.03.22 CALL | EUR | 13.128.800,00 | (36.800,00) | (36.800,00) |
| --- | --- | --- | --- | --- |
| Total Options émises |  |  | (36.800,00) | (36.800,00) |


#

#### Options
G FUND – Global Convertible Bonds
| Quantité | Description | Devise | Engagement (en EUR) (en valeur absolue) | Valeur d’évaluation (en EUR) | Non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Options achetées |  |  |  |  |  |
| Options listées |  |  |  |  |  |
|  | Options sur actions |  |  |  |  |
| 135,00 | STELLANTIS NV JUN 18.000 17.06.22 CALL | EUR | - | 35.545,50 | (19.416,30) |
| 300,00 | TOTAL	DEC 48.000 16.12.22 CALL | EUR | - | 82.800,00 | 64.200,00 |
| 30,00 | ADIDAS	JUN 340.00 16.06.23 CALL | EUR | - | 6.120,00 | (84.300,00) |
| 40,00 | ILLUMINA	JAN 480.00 19.01.24 CALL | USD | - | 224.180,91 | (45.509,56) |

200,00 EOG RESOURCES APR 108.00 14.04.22 CALL
USD	-	181.623,93	98.245,02
125,00  ALSTOM	DEC 48.000 16.12.22 CALL	EUR	-	875,00	(52.239,00)
360,00  SAINT GOBAIN JUN 64.000 17.06.22 CALL	EUR	-	61.920,00	(15.661,00)
| 65,00 | WESTERN DIGITA JAN 75.000 20.01.23 CALL | USD | - | 12.789,35 | (69.321,41) |
| --- | --- | --- | --- | --- | --- |
| 250,00 | MICRON	JAN 120.00 19.01.24 CALL | USD | - | 288.238,96 | 48.180,27 |
| 780,00 | IBERDROLA	DEC 10.000 16.12.22 CALL | EUR | - | 67.080,00 | (52.260,00) |
| 1.200,00 | EDF	MAR 11.000 18.03.22 CALL | EUR | - | 1.200,00 | (75.600,00) |
| 5,00 | ALPHAB NON RG JAN 3500.0 19.01.24 CALL | USD | - | 93.482,91 | (51.006,48) |

200,00 DEUTSCHE POST DEC 48.000 15.12.23 CALL
EUR	-	74.200,00	9.286,00
| 210,00 | ATOS | JUN 50.000 17.06.22 CALL | EUR | - | 10.290,00 | (65.310,00) |
| --- | --- | --- | --- | --- | --- | --- |
| 160,00 | SCHNEIDER | DEC 180.00 20.12.24 CALL | EUR | - | 97.920,00 | (217.280,00) |

| 115,00 | STMICROELECTRO DEC 36.000 15.12.23 CALL | EUR | - | 92.115,00 | 40.940,00 |
| --- | --- | --- | --- | --- | --- |
|  | Options sur indices |  |  |  |  |
| 110,00 | EURO STOXX 50 MAR 3450.0 18.03.22 PUT | EUR | - | 23.210,00 | 4.735,00 |
| 110,00 | EURO STOXX 50 MAR 4150.0 18.03.22 PUT | EUR | - | 269.170,00 | 169.340,00 |
| Total Options achetées |  |  | 1.622.761,56 | (312.977,46) |
| Options émises |  |  |  |  |
| Options listées |  |  |  |  |
| Options sur actions |  |  |  |  |
| 90,00  SAINT GOBAIN JUN 64.000 17.06.22 PUT | EUR | 503.550,00 | (99.360,00) | (23.490,00) |
| 10,00  SHOPIFY SVTG MAR 600.00 18.03.22 PUT | USD | 618.108,97 | (11.930,20) | (6.206,61) |

| 200,00 | EOG RESOURCES APR 128.00 14.04.22 CALL | USD | 2.046.296,30 | (38.817,66) | (9.982,31) |
| --- | --- | --- | --- | --- | --- |
| 80,00 | WAYFAIR	MAR 75.000 18.03.22 PUT | USD | 1.003.347,58 | (1.780,63) | 7.403,00 |
| 70,00 | ATOS	JUN 50.000 17.06.22 PUT | EUR | 223.580,00 | (132.510,00) | (69.510,00) |
| 200,00 | CARREFOUR	MAR 22.000 18.03.22 PUT | EUR | 358.000,00 | (82.600,00) | 2.400,00 |
| 75,00 | FIVE9	MAR 85.000 18.03.22 PUT | USD | 734.508,55 | (4.006,41) | 7.252,36 |
|  | Options sur indices |  |  |  |  |
| 220,00 | EURO STOXX 50 MAR 3800.0 18.03.22 PUT | EUR | 8.633.306,00 | (164.120,00) | (84.019,00) |

Total Options émises	(535.124,90)	(176.152,56)
Tous les contrats d'options ont été conclus avec la contrepartie Société Générale SA. L'engagement pour les options achetées n'est pas présenté.

#

#### Contrats de change à terme
Au 28 février 2022, les contrats de change à terme ouverts sont les suivants :
G FUND – Avenir Europe
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 136.882,27 | USD | 156.563,20 | 15/03/22 | (2.442,82) | * CACEIS Bank, Lux. Branch |
| EUR | 2.533,18 | USD | 2.874,75 | 15/03/22 | (25,05) | * CACEIS Bank, Lux. Branch |
| EUR | 2.715,46 | USD | 3.105,89 | 15/03/22 | (48,46) | * CACEIS Bank, Lux. Branch |
| EUR | 127.811,56 | USD | 145.045,67 | 15/03/22 | (1.263,65) | * CACEIS Bank, Lux. Branch |
| EUR | 1.905,84 | USD | 2.175,05 | 15/03/22 | (29,73) | * CACEIS Bank, Lux. Branch |
| EUR | 185.534,61 | USD | 210.847,10 | 15/03/22 | (2.096,99) | * CACEIS Bank, Lux. Branch |
| EUR | 96.362,75 | USD | 109.974,47 | 15/03/22 | (1.503,08) | * CACEIS Bank, Lux. Branch |
| EUR | 3.673,82 | USD | 4.175,04 | 15/03/22 | (41,52) | * CACEIS Bank, Lux. Branch |
| EUR | 170.851,09 | USD | 193.762,05 | 15/03/22 | (1.576,45) | * CACEIS Bank, Lux. Branch |
| EUR | 3.388,76 | USD | 3.843,19 | 15/03/22 | (31,26) | * CACEIS Bank, Lux. Branch |
| USD | 102.588,75 | EUR | 89.908,90 | 15/03/22 | 1.383,76 | * CACEIS Bank, Lux. Branch |
| USD | 144.285,35 | EUR | 126.917,90 | 15/03/22 | 1.480,13 | * CACEIS Bank, Lux. Branch |
| USD | 2.852,67 | EUR | 2.509,30 | 15/03/22 | 29,26 | * CACEIS Bank, Lux. Branch |
| USD | 1.927,74 | EUR | 1.715,71 | 15/03/22 | (0,23) | * CACEIS Bank, Lux. Branch |
| USD | 3.000,43 | EUR | 2.615,32 | 15/03/22 | 54,73 | * CACEIS Bank, Lux. Branch |
| USD | 97.900,23 | EUR | 87.132,41 | 15/03/22 | (12,02) | * CACEIS Bank, Lux. Branch |
| USD | 152.000,94 | EUR | 132.491,56 | 15/03/22 | 2.772,49 | * CACEIS Bank, Lux. Branch |
| USD | 5.183.360,44 | EUR | 4.542.703,03 | 15/03/22 | 69.915,39 | * CACEIS Bank, Lux. Branch |
|  |  |  |  |  | 66.564,50 |  |

G FUND – European Convertible Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| JPY | 800.000.000,00 | EUR | 6.177.884,78 | 14/03/22 | 4.827,46 | BNP Paribas Paris |
| USD | 6.000.000,00 | EUR | 5.341.901,74 | 14/03/22 | (2.347,31) | BNP Paribas Paris |
| EUR | 17,17 | USD | 19,32 | 15/03/22 | (0,03) | * CACEIS Bank, Lux. Branch |
| EUR | 18,15 | USD | 20,76 | 15/03/22 | (0,32) | * CACEIS Bank, Lux. Branch |
| USD | 982,99 | EUR | 861,49 | 15/03/22 | 13,26 | * CACEIS Bank, Lux. Branch |
| EUR | 2.208.283,93 | USD | 2.500.000,00 | 14/03/22 | (16.537,24) | Credit Agricole CIB |
| EUR | 1.246.842,82 | USD | 1.400.000,00 | 14/03/22 | 947,41 | Credit Agricole CIB |
| CHF | 20.400.000,00 | EUR | 19.592.768,16 | 14/03/22 | 205.556,27 | Morgan Stanley Bank AG |
| EUR | 2.598.728,15 | USD | 2.900.000,00 | 14/03/22 | 17.951,78 | Morgan Stanley Bank AG |
| EUR | 298.264,27 | NOK | 3.000.000,00 | 14/03/22 | (5.318,74) | Morgan Stanley Bank AG |
| EUR | 1.162.301,30 | SEK | 12.000.000,00 | 14/03/22 | 30.492,91 | Société Générale |
| EUR | 2.240.995,99 | USD | 2.500.000,00 | 14/03/22 | 16.189,08 | Société Générale |
| GBP | 2.000.000,00 | EUR | 2.387.811,65 | 14/03/22 | 559,48 | Société Générale |
| GBP | 1.700.000,00 | EUR | 2.033.108,58 | 14/03/22 | (2.993,12) | Société Générale |
| JPY | 500.000.000,00 | EUR | 3.880.062,91 | 14/03/22 | (15.867,76) | Société Générale |
| USD | 17.000.000,00 | EUR | 15.008.067,72 | 14/03/22 | 120.669,83 | Société Générale |
| EUR | 6.634.250,35 | JPY | 870.000.000,00 | 14/03/22 | (89.468,66) | State Street Bank GmbH |
| JPY | 70.000.000,00 | EUR | 544.469,00 | 14/03/22 | (3.481,68) | State Street Bank GmbH |
|  |  |  |  |  | 261.192,62 |  |

G FUND – Euro High Yield Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 1.496.949,31 | USD | 1.700.000,00 | 17/03/22 | (15.748,43) | Morgan Stanley Bank AG |
|  |  |  |  |  | (15.748,43) |  |


#

#### Contrats de change à terme
G FUND – New Deal Europe
| Devise achetée | Quantité achetée | Devise vendue | Quantité Echéance vendue | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- |
| EUR | 2.113.340,20 | USD | 2.400.000,00  17/03/22 | (22.233,09) | Morgan Stanley Bank AG |
| EUR | 1.295.812,57 | CHF | 1.360.000,00  17/03/22 | (24.097,54) | Morgan Stanley Bank AG |
|  |  |  |  | (46.330,63) |  |

G FUND – Total Return Bonds (précédemment Absolute Return Bonds)
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 500.000,00 | NZD | 743.842,70 | 16/03/22 | (2.947,87) | BNP Paribas Paris |
| NZD | 750.000,00 | USD | 498.881,25 | 16/03/22 | 7.652,69 | Credit Agricole CIB |
| EUR | 64.147,07 | AUD | 100.000,00 | 16/03/22 | (436,23) | J.P. Morgan AG |
| EUR | 1.224.138,58 | NZD | 2.050.000,00 | 16/03/22 | (10.186,47) | Morgan Stanley Bank AG |
| EUR | 4.651.624,89 | USD | 5.300.000,00 | 16/03/22 | (64.630,56) | Société Générale |
|  |  |  |  |  | (70.548,44) |  |

G FUND – Global Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 58.353.921,01 | USD | 66.500.000,00 | 16/03/22 | (821.742,59) | BNP Paribas Paris |
| EUR | 1.318.920,84 | MXN | 31.000.000,00 | 16/03/22 | (28.090,39) | BNP Paribas Paris |
| EUR | 294.607,90 | JPY | 39.000.000,00 | 16/03/22 | (6.789,38) | BNP Paribas Paris |
| JPY | 20.370.000,00 | EUR | 155.136,40 | 16/03/22 | 2.284,81 | BNP Paribas Paris |
| USD | 1.740.000,00 | EUR | 1.532.861,65 | 16/03/22 | 15.483,29 | BNP Paribas Paris |
| GBP | 272.000,00 | EUR | 324.223,37 | 16/03/22 | 574,50 | Goldman Sachs Intl, Paris Branch |
| EUR | 153.952,96 | AUD | 240.000,00 | 16/03/22 | (1.046,98) | J.P. Morgan AG |
| EUR | 3.933.562,81 | CAD | 5.700.000,00 | 16/03/22 | (65.733,26) | Morgan Stanley Bank AG |
| EUR | 2.197.705,60 | AUD | 3.500.000,00 | 16/03/22 | (62.726,79) | Morgan Stanley Bank AG |
| EUR | 18.485.242,00 | JPY | 2.440.000.000,00 | 16/03/22 | (371.394,59) | Morgan Stanley Bank AG |
| USD | 23.100.000,00 | EUR | 20.348.876,65 | 16/03/22 | 206.737,16 | Morgan Stanley Bank AG |
| USD | 400.000,00 | EUR | 351.939,53 | 16/03/22 | 4.001,83 | Morgan Stanley Bank AG |
| EUR | 14.721.554,66 | CNH | 107.000.000,00 | 16/03/22 | (354.727,55) | Société Générale |
| EUR | 699.717,47 | CHF | 740.000,00 | 16/03/22 | (18.464,33) | State Street Bank GmbH |
| EUR | 11.277.772,85 | GBP | 9.500.000,00 | 16/03/22 | (66.295,98) | State Street Bank GmbH |
| EUR | 4.514.921,34 | NZD | 7.550.000,00 | 16/03/22 | (31.003,04) | State Street Bank GmbH |
|  |  |  |  |  | (1.598.933,29) |  |

G FUND – European Long Short Equity
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 2.508.288,00 | EUR | 3.000.000,00 | 29/04/22 | (9.472,89) | Société Générale |
|  |  |  |  |  | (9.472,89) |  |


#

#### Contrats de change à terme
G FUND – Global Inflation Short Duration (précédemment Global Breakeven Inflation)
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 583.673,02 | JPY | 76.000.000,00 | 16/03/22 | (3.662,80) | BNP Paribas Paris |
| EUR | 131.739,68 | AUD | 210.000,00 | 16/03/22 | (3.886,31) | BNP Paribas Paris |
| EUR | 614.397,80 | USD | 700.000,00 | 16/03/22 | (8.503,84) | BNP Paribas Paris |
| USD | 400.000,00 | EUR | 352.791,08 | 16/03/22 | 3.150,28 | BNP Paribas Paris |
| USD | 600.000,00 | EUR | 538.071,57 | 16/03/22 | (4.159,52) | BNP Paribas Paris |
| EUR | 87.372,87 | DKK | 650.000,00 | 16/03/22 | (12,43) | Goldman Sachs Intl, Paris Branch |
| EUR | 56.383,63 | SEK | 600.000,00 | 16/03/22 | (205,68) | Morgan Stanley Bank AG |
| EUR | 180.073,50 | SEK | 1.900.000,00 | 16/03/22 | 874,26 | Morgan Stanley Bank AG |
| EUR | 16.233.518,37 | USD | 18.500.000,00 | 16/03/22 | (228.884,43) | Morgan Stanley Bank AG |
| EUR | 102.175,46 | NZD | 175.000,00 | 16/03/22 | (3.195,34) | Morgan Stanley Bank AG |
| EUR | 1.157.852,82 | GBP | 970.000,00 | 16/03/22 | (433,71) | Morgan Stanley Bank AG |
| EUR | 9.989.987,91 | USD | 11.300.000,00 | 16/03/22 | (65.387,22) | Morgan Stanley Bank AG |
| EUR | 53.759,02 | DKK | 400.000,00 | 16/03/22 | (16,54) | Morgan Stanley Bank AG |
| EUR | 1.083.356,89 | JPY | 143.000.000,00 | 16/03/22 | (21.765,67) | Morgan Stanley Bank AG |
| EUR | 276.767,19 | CAD | 400.000,00 | 16/03/22 | (3.884,83) | Morgan Stanley Bank AG |
| USD | 5.000.000,00 | EUR | 4.392.959,35 | 16/03/22 | 56.307,71 | Morgan Stanley Bank AG |
| EUR | 1.073.329,71 | USD | 1.200.000,00 | 16/03/22 | 5.508,70 | State Street Bank GmbH |
| EUR | 1.851.930,77 | GBP | 1.560.000,00 | 16/03/22 | (10.884,74) | State Street Bank GmbH |
| EUR | 150.681,53 | AUD | 240.000,00 | 16/03/22 | (4.319,55) | State Street Bank GmbH |
| GBP | 330.000,00 | EUR | 394.642,34 | 16/03/22 | (586,11) | State Street Bank GmbH |
|  |  |  |  |  | (293.947,77) |  |

G FUND – Global Convertible Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 717.987,90 | USD | 800.000,00 | 14/03/22 | 6.050,07 | BNP Paribas Paris |
| JPY | 150.000.000,00 | EUR | 1.158.353,40 | 14/03/22 | 905,15 | BNP Paribas Paris |
| USD | 2.000.000,00 | EUR | 1.780.633,91 | 14/03/22 | (782,43) | BNP Paribas Paris |
| EUR | 616.673,91 | USD | 700.000,00 | 14/03/22 | (6.276,73) | Credit Agricole CIB |
| EUR | 524.251,07 | USD | 600.000,00 | 14/03/22 | (9.708,51) | Credit Agricole CIB |
| EUR | 2.281.763,98 | USD | 2.600.000,00 | 14/03/22 | (32.056,49) | Credit Agricole CIB |
| EUR | 621.305,18 | USD | 700.000,00 | 14/03/22 | (1.643,44) | Credit Agricole CIB |
| EUR | 1.018.671,46 | HKD | 9.000.000,00 | 14/03/22 | (6.368,09) | Credit Agricole CIB |
| USD | 400.000,00 | EUR | 352.155,92 | 14/03/22 | 3.814,38 | Credit Agricole CIB |
| USD | 700.000,00 | EUR | 618.604,24 | 14/03/22 | 4.343,78 | Credit Agricole CIB |
| USD | 3.000.000,00 | EUR | 2.657.958,72 | 14/03/22 | 11.818,49 | Credit Agricole CIB |
| USD | 1.000.000,00 | EUR | 894.285,44 | 14/03/22 | (4.359,70) | Credit Agricole CIB |
| SGD | 185.000,00 | EUR | 120.151,87 | 14/03/22 | 1.119,84 | Goldman Sachs Intl, Paris Branch |
| USD | 800.000,00 | EUR | 713.569,47 | 14/03/22 | (1.628,88) | Goldman Sachs Intl, Paris Branch |
| USD | 3.000.000,00 | EUR | 2.680.143,38 | 14/03/22 | (10.366,17) | Goldman Sachs Intl, Paris Branch |
| EUR | 349.974,87 | USD | 400.000,00 | 14/03/22 | (5.997,98) | J.P. Morgan AG |
| EUR | 351.793,74 | USD | 400.000,00 | 14/03/22 | (4.178,32) | J.P. Morgan AG |
| EUR | 1.224.306,61 | USD | 1.400.000,00 | 14/03/22 | (21.598,61) | J.P. Morgan AG |
| EUR | 67.837,27 | HKD | 600.000,00 | 14/03/22 | (498,73) | NATIXIS |
| EUR | 22.980,12 | HKD | 200.000,00 | 14/03/22 | 201,61 | Société Générale |
| EUR | 204.651,77 | HKD | 1.800.000,00 | 14/03/22 | (355,74) | Société Générale |
| EUR | 79.077,84 | HKD | 700.000,00 | 14/03/22 | (647,53) | Société Générale |
| EUR | 1.632.616,53 | CHF | 1.700.000,00 | 14/03/22 | (17.242,84) | Société Générale |
| EUR | 79.335,16 | HKD | 700.000,00 | 14/03/22 | (390,09) | Société Générale |
| EUR | 397.119,61 | SEK | 4.100.000,00 | 14/03/22 | 10.418,40 | Société Générale |
| GBP | 280.000,00 | EUR | 334.293,63 | 14/03/22 | 78,33 | Société Générale |
| JPY | 150.000.000,00 | EUR | 1.164.018,87 | 14/03/22 | (4.760,32) | Société Générale |
| EUR | 174.790,03 | USD | 200.000,00 | 14/03/22 | (3.196,49) | State Street Bank GmbH |
| EUR | 1.530.994,99 | GBP | 1.280.000,00 | 14/03/22 | 2.438,48 | State Street Bank GmbH |
| EUR | 3.469.636,68 | JPY | 455.000.000,00 | 14/03/22 | (46.791,08) | State Street Bank GmbH |
| EUR | 58.443.336,14 | USD | 66.200.000,00 | 14/03/22 | (469.942,20) | State Street Bank GmbH |
|  |  |  |  |  | (607.601,84) |  |


#

#### Contrats de change à terme
G FUND – Short Term Absolute Return
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 500.000,00 | NZD | 743.842,70 | 16/03/22 | (2.947,87) | BNP Paribas Paris |
| NZD | 760.000,00 | USD | 505.533,00 | 16/03/22 | 7.754,73 | Credit Agricole CIB |
| EUR | 956.424,29 | NZD | 1.600.000,00 | 16/03/22 | (6.950,67) | J.P. Morgan AG |
| EUR | 32.073,53 | AUD | 50.000,00 | 16/03/22 | (218,12) | J.P. Morgan AG |
| EUR | 4.300.558,86 | USD | 4.900.000,00 | 16/03/22 | (59.752,78) | Société Générale |
|  |  |  |  |  | (62.114,71) |  |

G FUND – Hybrid Corporate Bonds
| Devise achetée | Quantité achetée | Devise vendue | Quantité vendue | Echéance | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 409.723,29 | CHF | 430.000,00 | 17/03/22 | (7.601,24) | BNP Paribas Paris |
| EUR | 2.446.659,83 | GBP | 2.050.000,00 | 17/03/22 | (1.187,78) | BNP Paribas Paris |
| EUR | 4.314.954,71 | USD | 4.900.000,00 | 17/03/22 | (45.173,95) | Credit Agricole CIB |
| USD | 100.000,00 | EUR | 88.826,19 | 17/03/22 | 155,53 | J.P. Morgan AG |

(53.807,44)
Les contrats de change à terme marqués par un * concernent la couverture du risque de change des classes d'actions exprimées en devises autres que la devise de référence du compartiment concerné.

#

#### Contrats futures
Au 28 février 2022, les contrats futures ouverts sont les suivants :
G FUND – European Convertible Bonds
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur indices
| (510) | DJ ESTOXX50D 12/23 | EUR | 534.990,00 | (24.500,00) | Société Générale |
| --- | --- | --- | --- | --- | --- |
| (479) | DJ EURO STOXX 50 03/22 | EUR | 18.797.061,70 | 353.025,00 | Société Générale |
| 2.375 | EURO STOX BANK IDX 03/22 | EUR | 11.162.500,00 | (796.152,50) | Société Générale |

Autres futures
250  GR AIRBUS PHY 03/22	EUR	2.872.500,00	18.575,00  Société Générale
Futures sur obligations
| 33  EURO BUND FUTURE 03/22 | EUR | 3.282.939,00 | (16.030,00) | Société Générale |
| --- | --- | --- | --- | --- |
| (65)  EURO-OAT-FUTURES-EUX 03/22 | EUR | 7.106.645,00 | 143.100,00 | Société Générale |
|  |  |  | (321.982,50) |  |

G FUND – Euro High Yield Bonds
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur obligations
(2)  EURO BUND FUTURE 03/22	EUR	198.966,00	14.580,00  Société Générale
14.580,00
G FUND – Alpha Fixed Income
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur obligations
| (49) | EURO BOBL FUTURE 03/22 | EUR | 4.953.410,00 | 55.680,00 | Société Générale |
| --- | --- | --- | --- | --- | --- |
| (22) | EURO BTP FUTURE -EUX 03/22 | EUR | 2.214.080,00 | 114.850,00 | Société Générale |
| (167) | EURO BUND FUTURE 03/22 | EUR | 16.613.661,00 | (229.070,00) | Société Générale |
| (23) | EURO SCHATZ FUTURE 03/22 | EUR | 2.325.323,00 | 4.715,00 | Société Générale |
|  |  |  |  | (53.825,00) |  |

G FUND – New Deal Europe
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur indices
15  DJ EURO STOXX 50 03/22	EUR	588.634,50	(9.000,00)  Société Générale
Futures sur obligations
13  EURO BUND FUTURE 03/22	EUR	1.293.279,00	(18.650,00)  Société Générale
(27.650,00)

#

#### Contrats futures
G FUND – Total Return Bonds (précédemment Absolute Return Bonds)
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur obligations
| (16) | AUSTR 10YR BOND 03/22 | AUD | 1.273.549,76 | (18.633,95) | Société Générale |
| --- | --- | --- | --- | --- | --- |
| 7 | EURO BUND FUTURE 03/22 | EUR | 696.381,00 | (1.470,00) | Société Générale |
| (1) | EURO BUXL FUTURE 03/22 | EUR | 152.669,00 | 3.360,00 | Société Générale |
| (22) | EURO SCHATZ FUTURE 03/22 | EUR | 2.224.222,00 | (12.210,00) | Société Générale |
| (16) | US 10YR ULTRA (CBOT) 06/22 | USD | 1.367.187,50 | (23.370,73) | Société Générale |
| 2 | US ULTRA BD CBT 30YR 06/22 | USD | 195.187,30 | 3.644,72 | Société Générale |
|  |  |  |  | (48.679,96) |  |

G FUND – Global Bonds
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur obligations
| (61) | AUSTR 10YR BOND 03/22 | AUD | 4.855.408,47 | (71.041,94) | Société Générale |
| --- | --- | --- | --- | --- | --- |
| 13 | CAN 10YR BOND (MSE) 06/22 | CAD | 878.517,48 | 3.923,91 | Société Générale |
| (133) | EURO BOBL FUTURE 03/22 | EUR | 13.444.970,00 | (74.480,00) | Société Générale |
| (18) | EURO BTP FUTURE -EUX 03/22 | EUR | 1.811.520,00 | 66.980,00 | Société Générale |
| 103 | EURO BUND FUTURE 03/22 | EUR | 10.246.749,00 | 73.160,00 | Société Générale |
| (26) | EURO BUXL FUTURE 03/22 | EUR | 3.969.394,00 | (32.480,00) | Société Générale |
| (81) | EURO-OAT-FUTURES-EUX 03/22 | EUR | 8.855.973,00 | 628.560,00 | Société Générale |
| 2 | JPN 10 YEARS BOND 03/22 | JPY | 1.552.233,59 | (24.272,49) | Société Générale |
| 143 | US 10 YEARS NOTE 06/22 | USD | 13.414.803,96 | 154.170,28 | Société Générale |
| (24) | US 10YR ULTRA (CBOT) 06/22 | USD | 2.050.781,25 | (28.086,61) | Société Générale |
| 76 | US 2 YEARS NOTE- CBT 06/22 | USD | 13.715.138,67 | 50.747,86 | Société Générale |
| 26 | US 5 YEARS NOTE-CBT 06/22 | USD | 2.217.158,56 | 20.616,32 | Société Générale |
| 100 | US TREASURY BOND 06/22 | USD | 11.818.214,70 | 203.102,74 | Société Générale |
|  |  |  |  | 970.900,07 |  |

G FUND – European Long Short Equity
Quantité Dénomination	Devise	Engagement (en EUR)
(en valeur absolue)
Non réalisé (en EUR)
Contrepartie
Futures sur indices
| 1 | AMSTERDAM INDEX 03/22 | EUR | 145.944,00 | (5.620,00) | Société Générale |
| --- | --- | --- | --- | --- | --- |
| (2) | CAC40 10 EURO 03/22 | EUR | 133.176,60 | 6.810,00 | Société Générale |
| 4 | DAX INDEX GERMANY 03/22 | EUR | 1.446.102,00 | (112.750,00) | Société Générale |
| (15) | DJ.STOX 600 INDUS 03/22 | EUR | 520.657,50 | 61.580,00 | Société Générale |
| 166 | DJ.STOXX600.BK(EUX) 03/22 | EUR | 1.172.292,00 | 13.529,00 | Société Générale |
| 39 | DJ.STOXX600.OIL(EUX) 03/22 | EUR | 590.830,50 | 67.080,00 | Société Générale |
| 5 | DJ.STOXX600 BASI 03/22 | EUR | 167.122,50 | 21.250,00 | Société Générale |
| 44 | DJ.STOXX600 UTI 03/22 | EUR | 885.148,00 | 29.920,00 | Société Générale |
| 59 | DJ EURO INSUR (EUX) 03/22 | EUR | 863.170,00 | (10.010,00) | Société Générale |
| 9 | DJ EURO STOXX 600 03/22 | EUR | 300.460,50 | (28.480,00) | Société Générale |
| 63 | DJ ST600 HLTH (EUX) 03/22 | EUR | 3.180.397,50 | (106.825,00) | Société Générale |
| 31 | FTSE 100 INDEX 03/22 | GBP | 2.761.984,83 | 121.335,56 | Société Générale |
| 7 | IBEX 35 INDEX 03/22 | EUR | 593.544,00 | (18.669,00) | Société Générale |
| 39 | OMXC25 03/22 | DKK | 925.296,88 | 9.987,97 | Société Générale |
| 37 | OMXS30 INDEX (OML) 03/22 | SEK | 744.842,01 | (51.219,22) | Société Générale |
| 22 | STOXX600 CPS FSTQ 50 03/22 | EUR | 428.153,00 | (46.530,00) | Société Générale |
| (1.022) | STOXX EUR 600 03/22 | EUR | 23.153.921,00 | 1.014.983,00 | Société Générale |
| 9 | TecDAX INDEX (EUREX) 03/22 | EUR | 291.275,10 | (21.895,00) | Société Générale |
|  |  |  |  | 944.477,31 |  |


#

#### Contrats futures
G FUND – Global Inflation Short Duration (précédemment Global Breakeven Inflation)
| Quantité  Dénomination | Devise | Engagement (en EUR) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- |
|  |  | (en valeur absolue) |  |  |
| Futures sur obligations |  |  |  |  |
| (5)  EURO BOBL FUTURE 03/22 | EUR | 505.450,00 | (1.500,00) | Société Générale |
| (7)  US 10 YEARS NOTE 06/22 | USD | 656.668,73 | (9.348,29) | Société Générale |
| (3)  US 10YR ULTRA (CBOT) 06/22 | USD | 256.347,66 | (4.382,02) | Société Générale |
|  |  |  | (15.230,31) |  |

G FUND – Global Convertible Bonds
| Quantité | Dénomination | Devise | Engagement (en EUR) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- |
|  |  |  | (en valeur absolue) |  |  |
| Futures sur | indices |  |  |  |  |
| (83) | DJ ESTOXX50D 12/23 | EUR | 87.067,00 | (2.490,00) | Société Générale |
| (95) | DJ EURO STOXX 50 03/22 | EUR | 3.728.018,50 | 47.590,00 | Société Générale |
| 500 | EURO STOX BANK IDX 03/22 | EUR | 2.350.000,00 | (126.447,50) | Société Générale |
| 130 | FTSE/XINHUA CHIN-SGX 03/22 | USD | 1.705.245,37 | (13.541,67) | Société Générale |
| 20 | H-SHARES IDX (HKG) 03/22 | HKD | 914.267,32 | (32.815,46) | Société Générale |
| (3) | S&P 500 EMINI INDEX 03/22 | USD | 584.126,60 | 24.238,78 | Société Générale |

Autres futures
40  GR AIRBUS PHY 03/22	EUR	459.600,00	2.972,00  Société Générale
Futures sur obligations
| 5  EURO BUND FUTURE 03/22 | EUR | 497.415,00 | (2.420,00) | Société Générale |
| --- | --- | --- | --- | --- |
| (11)  EURO-OAT-FUTURES-EUX 03/22 | EUR | 1.202.663,00 | 24.190,00 | Société Générale |
|  |  |  | (78.723,85) |  |

G FUND – Short Term Absolute Return
| Quantité | Dénomination | Devise | Engagement (en EUR) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- | --- |
|  |  |  | (en valeur absolue) |  |  |
| Futures sur | obligations |  |  |  |  |
| (12) | AUSTR 10YR BOND 03/22 | AUD | 955.162,32 | (13.703,55) | Société Générale |
| (27) | EURO BOBL FUTURE 03/22 | EUR | 2.729.430,00 | 49.070,00 | Société Générale |
| (12) | EURO BTP FUTURE -EUX 03/22 | EUR | 1.207.680,00 | 51.870,00 | Société Générale |
| (3) | EURO BUND FUTURE 03/22 | EUR | 298.449,00 | (4.020,00) | Société Générale |
| (40) | EURO SCHATZ FUTURE 03/22 | EUR | 4.044.040,00 | (22.235,00) | Société Générale |
| (10) | US 10 YEARS NOTE 06/22 | USD | 938.098,18 | (11.128,92) | Société Générale |
| (23) | US 2 YEARS NOTE- CBT 06/22 | USD | 4.150.634,07 | (15.677,87) | Société Générale |
| (13) | US 5 YEARS NOTE-CBT 06/22 | USD | 1.108.579,28 | (10.217,74) | Société Générale |
|  |  |  |  | 23.956,92 |  |

G FUND – Hybrid Corporate Bonds
| Quantité  Dénomination | Devise | Engagement (en EUR) | Non réalisé (en EUR) | Contrepartie |
| --- | --- | --- | --- | --- |
|  |  | (en valeur absolue) |  |  |
| Futures sur obligations |  |  |  |  |
| (7)  EURO BOBL FUTURE 03/22 | EUR | 707.630,00 | 9.220,00 | Société Générale |
| (2)  EURO BUND FUTURE 03/22 | EUR | 198.966,00 | 7.280,00 | Société Générale |
| (2)  US 5 YEARS NOTE-CBT 06/22 | USD | 170.550,66 | (1.571,96) | Société Générale |
|  |  |  | 14.928,04 |  |


#

#### Contracts for Difference ("CFD")
Au 28 février 2022, les positions ouvertes sur Contracts for Difference ("CFD") sont les suivantes :
G FUND – European Long Short Equity
Quantité  Long / Devise	Sous-jacent	Contrepartie	Engagement Non réalisé
court
(en EUR)
(en valeur absolue)
(en EUR)
| 4.444 | Long | EUR | AIRBUS GROUP | Morgan Stanley Bank AG | 510.615,60 | (15.554,00) |
| --- | --- | --- | --- | --- | --- | --- |
| 4.778 | Long | EUR | AIR LIQUIDE SA | Morgan Stanley Bank AG | 710.488,60 | 19.972,04 |
| 11.111 | Long | EUR | ALSTOM | Morgan Stanley Bank AG | 254.441,90 | (39.444,05) |
| 8.888 | Long | EUR | AMUNDI SA | Morgan Stanley Bank AG | 554.611,20 | (51.993,42) |
| 3.333 | Long | GBP | ASHTEAD GROUP | Morgan Stanley Bank AG | 194.189,48 | 4.135,86 |
| 2.222 | Long | GBP | ASTRAZENECA PLC | Morgan Stanley Bank AG | 240.519,89 | 5.149,54 |
| 12.222 | Long | GBP | AVEVA GROUP | Morgan Stanley Bank AG | 363.637,21 | (35.478,99) |
| 11.111 | Long | EUR | AXA SA | Morgan Stanley Bank AG | 269.719,53 | (42.721,80) |
| 9.999 | Long | EUR | BNP PARIBAS | Morgan Stanley Bank AG | 525.047,49 | (98.087,78) |
| 1.888 | Long | EUR | CAPGEMINI SE | Morgan Stanley Bank AG | 355.510,40 | 3.833,76 |
| 7.333 | Long | EUR | CIE DE SAINT-GOBAIN | Morgan Stanley Bank AG | 410.281,35 | (43.704,68) |
| 6.666 | Long | EUR | CRH PLC | Morgan Stanley Bank AG | 270.706,26 | (22.931,04) |
| 3.333 | Long | GBP | DCC PLC | Morgan Stanley Bank AG | 233.377,84 | (18.076,48) |
| 7.777 | Long | EUR | DE LONGHI SPA | Morgan Stanley Bank AG | 221.333,42 | (15.554,00) |
| 11.111 | Long | EUR | EDENRED SA | Morgan Stanley Bank AG | 454.328,79 | 25.999,74 |
| 4.444 | Long | EUR | EIFFAGE | Morgan Stanley Bank AG | 405.826,08 | (27.552,80) |
| 77.177 | Long | EUR | ENEL SPA | Morgan Stanley Bank AG | 509.291,02 | 13.120,09 |
| 2.000 | Long | EUR | EUROFINS SCIENTIFIC SE | Morgan Stanley Bank AG | 181.080,00 | 7.760,00 |
| 4.444 | Long | EUR | FAURECIA | Morgan Stanley Bank AG | 151.318,20 | (40.351,52) |
| 11.111 | Long | EUR | FINECOBANK | Morgan Stanley Bank AG | 165.831,68 | (12.999,87) |
| 111.111 | Long | EUR | INTESA SANPAOLO SPA | Morgan Stanley Bank AG | 254.833,08 | (52.146,68) |
| 4.444 | Long | EUR | IPSOS SA | Morgan Stanley Bank AG | 190.647,60 | 8.665,80 |
| 1.555 | Long | EUR | L'OREAL SA | Morgan Stanley Bank AG | 552.025,00 | (6.764,25) |
| 555.555 | Long | GBP | LLOYDS BANKING GROUP PLC | Morgan Stanley Bank AG | 321.523,75 | (19.273,00) |
| 280 | Long | EUR | LVMH | Morgan Stanley Bank AG | 184.772,00 | (9.548,00) |
| 44.444 | Long | GBP | MITCHELLS & BUTLERS PLC | Morgan Stanley Bank AG | 126.284,97 | (9.450,52) |
| 26.666 | Long | EUR | NEXI SPA | Morgan Stanley Bank AG | 327.191,82 | (12.933,01) |
| 15.555 | Long | GBP | PERSIMMON PLC | Morgan Stanley Bank AG | 448.491,30 | (10.591,75) |
| 13.333 | Long | EUR | REXEL SA | Morgan Stanley Bank AG | 263.926,74 | (13.133,01) |
| 4.444 | Long | EUR | SANOFI AVENTIS | Morgan Stanley Bank AG | 415.380,68 | (1.599,84) |
| 666 | Long | EUR | SARTORIUS STEDIM BIOTECH | Morgan Stanley Bank AG | 228.704,40 | (13.386,60) |
| 4.444 | Long | EUR | SCHNEIDER ELECTRIC | Morgan Stanley Bank AG | 621.182,32 | (31.196,88) |
| 7.777 | Long | EUR | SMURFIT KAPPA PLC | Morgan Stanley Bank AG | 346.776,43 | (26.752,88) |
| 9.999 | Long | EUR | STELLANTIS N.V. -SHS | Morgan Stanley Bank AG | 163.823,62 | (6.319,37) |
| 11.111 | Long | GBP | ST JAME'S PLACE CAPITAL | Morgan Stanley Bank AG | 186.334,06 | (14.666,90) |
| 333 | Long | EUR | TELEPERFORMANCE | Morgan Stanley Bank AG | 110.522,70 | 3.629,70 |
| 2.222 | Long | EUR | THALES | Morgan Stanley Bank AG | 228.643,80 | 41.462,52 |
| 8.888 | Long | EUR | TOTALENERGIES | Morgan Stanley Bank AG | 405.203,92 | (48.084,08) |
| 2.222 | Long | EUR | VEOLIA ENVIRONNEMENT SA | Morgan Stanley Bank AG | 69.348,62 | (2.310,88) |
| 140 | Court | EUR | CFD CAC 40 INDEX | Morgan Stanley Bank AG | 932.236,20 | 44.959,60 |
| 1.051 | Court | EUR | CFD DJ STOXX 600 PRICE EUR INDEX | Morgan Stanley Bank AG | 476.218,61 | 15.186,95 |
| 34.044 | Court | EUR | CFD EURO STOXX | Morgan Stanley Bank AG | 14.859.865,56 | 756.798,12 |
| 4.222 | Court | EUR | CFD STXE SML 200 PR | Morgan Stanley Bank AG | 1.495.094,64 | 61.810,08 |
|  |  |  |  |  | 30.191.187,76 | 269.875,72 |

L'engagement correspond à la valeur de marché du sous-jacent.

#

#### Credit Default Swaps ("CDS")
Au 28 février 2022, les positions ouvertes sur "Credit default swaps" sont les suivantes :
G FUND – European Convertible Bonds
Description/ sous-jacent CDS sur indices
Contrepartie	Nominal	Maturité  Devise
Achat /	Non réalisé Vente		(en EUR)
ITRAXX XOVER S36 V1 MKT	Société Générale	1.000.000	20/12/26	EUR	Achat 	(63.407,00)
(63.407,00)
G FUND – Euro High Yield Bonds
| sous-jacent | Contrepartie | Nominal | Maturité | Devise | Vente | (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| CDS sur indices |  |  |  |  |  |  |
| ITRAX XOVER S32 V5 MKT | Goldman Sachs Intl London | 9.466.700 | 20/12/24 | EUR | Vente | 602.621,72 |
| ITRAX XOVER S32 V5 MKT | J.P. Morgan AG | 9.466.700 | 20/12/24 | EUR | Achat | (602.621,72) |
| ITRAXX XOVER S36 V1 MKT | J.P. Morgan AG | 6.000.000 | 20/12/26 | EUR | Achat | (380.442,00) |
| CDS sur titres |  |  |  |  |  |  |
| ALTICE FINCO SA EUR MM SN | J.P. Morgan AG | 1.500.000 | 20/12/26 | EUR | Vente | 50.656,50 |
| VIRGIN MEDIA FIN EUR SN MM M | J.P. Morgan AG | 1.500.000 | 20/12/26 | EUR | Vente | 119.130,00 |
| MATTERHORN TELECOM HOLDING S.A. | J.P. Morgan AG | 1.500.000 | 20/12/26 | EUR | Vente | 84.906,00 |
| ZIGGO BOND FIN BV EUR MM14 SN | J.P. Morgan AG | 1.500.000 | 20/12/26 | EUR | Vente | 	127.408,50 |
|  |  |  |  |  |  | 1 659,00 |
| G FUND – Alpha Fixed Income |  |  |  |  |  |  |

Description/	Achat /	Non réalisé
| sous-jacent | Contrepartie | Nominal | Maturité | Devise | Vente | (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| CDS sur indices |  |  |  |  |  |  |
| ITRAXX XOVER S36 V1 MKT | Morgan Stanley Bank AG | 19.000.000 | 20/12/26 | EUR | Achat | (1.204.733,00) |
| ITRAXX XOVER S36 V1 MKT | J.P. Morgan AG | 10.000.000 | 20/12/26 | EUR | Achat | (634.070,00) |
| ITRAXX EUR SNR FINANCIAL S36 V1 | J.P. Morgan AG | 40.000.000 | 20/12/26 | EUR | Vente | 346.320,00 |
| ITRAXX SUB FINANCIALS S36 V1 MKT | J.P. Morgan AG | 20.000.000 | 20/12/26 | EUR | Achat | 469.580,00 |
| ITRAXX XOVER S36 V1 MKT | J.P. Morgan AG | 4.300.000 | 20/12/26 | EUR | Achat | (272.650,10) |
| ITRAXX XOVER S36 V1 MKT | BNP Paribas Paris | 5.000.000 | 20/12/26 | EUR | Achat | (317.035,00) |
| CDS sur titres |  |  |  |  |  |  |
| EDP ENERGIAS POR EUR SN MM M | BNP Paribas Paris | 8.000.000 | 20/06/22 | EUR | Vente | 118.648,00 |
| ADLER REAL ESTATE AG EUR MM SN | J.P. Morgan AG | 10.000.000 | 20/06/22 | EUR | Achat | 368.780,00 |
| ELIS SA | Morgan Stanley Bank AG | 10.000.000 | 20/06/24 | EUR | Achat | (855.630,00) |
| CASINO GUICHARD EUR MM SN M500 | Goldman Sachs Intl London | 1.500.000 | 20/12/22 | EUR | Achat | 110.719,50 |
| TDC A/S EUR SE MM M | Credit Suisse Securities (Sociedad De Valores) SA | 5.000.000 | 20/12/26 | EUR | Vente |   (216.080,00) |
|  |  |  |  |  |  | (2.086.150,60) |

Description/	Achat /	Non réalisé
G FUND – Total Return Bonds (précédemment Absolute Return Bonds)
Description/ sous-jacent CDS sur indices
Contrepartie	Nominal  Maturité	Devise
Goldman Sachs Intl
Achat /	Non réalisé
Vente	(en EUR)
ITRAX XOVER S32 V5 MKT	London	4.733.350  20/12/24	EUR	Vente	301.310,86
ITRAX XOVER S32 V5 MKT	J.P. Morgan AG	4.733.350  20/12/24	EUR	Achat   (301.310,86)
0,00

#

#### Swaps de taux d'intérêts ("IRS")
Au 28 février 2022, les positions ouvertes sur swaps de taux d'intérêts sont les suivantes :
G FUND – Total Return Bonds (précédemment Absolute Return Bonds)
Nominal	Devise	Maturité	Contrepartie	Compartiment
paie
2.850.000	USD	24/06/31	BNP Paribas Paris	1,444%
Non réalisé
Compartiment reçoit
(en EUR)
USD LIBOR 3
MONTHS	94.386,18
94.386,18
G FUND – Global Inflation Short Duration (précédemment Global Breakeven Inflation)
Nominal	Devise	Maturité	Contrepartie	Compartiment
paie
1.500.000	USD	24/06/31	BNP Paribas Paris	1,444%
Non réalisé
Compartiment reçoit
(en EUR)
USD LIBOR 3
MONTHS	49.676,94
49.676,94
G FUND – Short Term Absolute Return
Nominal	Devise	Maturité	Contrepartie	Compartiment
paie
850.000	USD	24/06/31	BNP Paribas Paris	1,444%
Non réalisé
Compartiment reçoit
(en EUR)
USD LIBOR 3
MONTHS	28.150,27
28.150,27

#

#### Inflation swaps ("IFS")
Au 28 février 2022, les positions ouvertes sur swaps d'inflation sont les suivantes :
G FUND – Total Return Bonds (précédemment Absolute Return Bonds)
Nominal	Devise Maturité Contrepartie	Compartiment paie	Compartiment
reçoit
Non réalisé (en EUR)
2.850.000  USD	24/06/31
Goldman Sachs Intl Paris
CPURNSA URBAN CSUMER NSA
240631	2,471%	(211.453,76)
(211.453,76)
G FUND – Global Inflation Short Duration (précédemment Global Breakeven Inflation)
Nominal	Devise Maturité Contrepartie Compartiment paie	Compartiment reçoit
Non réalisé (en EUR)
1.500.000  USD	24/06/31
Goldman Sachs Intl Paris
CPURNSA URBAN CSUMER NSA
240631	2,471%	(111.291,45)
(111.291,45)
G FUND – Short Term Absolute Return
Nominal	Devise Maturité Contrepartie Compartiment paie	Compartiment reçoit
Non réalisé (en EUR)
850.000	USD	24/06/31
Goldman Sachs Intl Paris
CPURNSA URBAN CSUMER NSA
240631	2,471%	(63.065,15)
(63.065,15)
G FUND