# Geographical classification
(by domicile of the issuer) (in percentage of net assets)
| United States of America | 47.67 % |
| --- | --- |
| Switzerland | 5.23 % |
| Ireland | 5.13 % |
| Japan | 4.83 % |
| The Netherlands | 4.39 % |
| United Kingdom | 3.40 % |
| Canada | 2.82 % |
| Germany | 2.77 % |
| Sweden | 2.65 % |
| France | 2.51 % |
| Spain | 2.50 % |
| Belgium | 2.48 % |
| Singapore | 1.96 % |
| Bermuda | 1.88 % |
| Hong Kong | 1.44 % |
| Denmark | 1.33 % |
| Norway | 1.31 % |
| New Zealand | 0.91 % |
| Italy | 0.80 % |
| Australia | 0.62 % |
| Finland | 0.61 % |
| Total | 97.24 % |

| Assets |  |
| --- | --- |
| Cash at banks | 	32,930.46  |
| Total assets | 32,930.46 |
| Liabilities |  |
| Expenses payable | 	32,930.46  |
| Total liabilities | 32,930.46 |
| Net assets at the end of the period | 0.00 |

| Income |  |
| --- | --- |
| Dividends, net | 42,493.19 |
| Bank interest | 1,330.53 |
| Other commissions received | 652.25 |
| Other income | 	22.88  |
| Total income | 44,498.85 |
| Expenses |  |
| Management fees | 490.94 |
| Depositary fees | 1,834.80 |
| Banking charges and other fees | 4,262.88 |
| Transaction fees | 102,707.71 |
| Central administration costs | 9,956.48 |
| Professional fees | 2.46 |
| Other administration costs | 14,693.10 |
| Bank interest paid | 8.20 |
| Other expenses | 	51,226.56  |
| Total expenses | 185,183.13 |
| Net investment loss | -140,684.28 |
| Net realised gain/(loss) |  |
| - on securities portfolio | 2,261,692.00 |
| - on foreign exchange | 	-39,834.96  |
| Realised result | 2,081,172.76 |
| Net variation of the unrealised gain/(loss) |  |
| - on securities portfolio | 	-2,857,849.27  |
| Result of operations | -776,676.51 |
| Subscriptions | - |
| Redemptions | -33,192,447.89 |
| Total changes in net assets | -33,969,124.40 |
| Total net assets at the beginning of the period | 33,969,124.40 |
| Total net assets at the end of the period | 0.00 |

| Total net assets | Currency | 31.12.2018 | 31.12.2019 | 31.12.2020 |
| --- | --- | --- | --- | --- |
|  | USD | 43,460,473.43 | 33,969,124.40 | 0.00 |

| Net asset value per share class | Currency | 31.12.2018 | 31.12.2019 | 31.12.2020 |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| BP | USD | 88.56 | 100.13 | 97.60 | * | 12/02/2020 |
| LP | EUR | 97.67 | 112.42 | 115.07 | * | 12/02/2020 |
| IP | USD | 92.40 | 105.42 | 102.86 | * | 12/02/2020 |
| IP (CHF) | CHF | 100.47 | 112.43 | 110.69 | * | 12/02/2020 |
| IP (EUR) | EUR | 93.28 | 108.23 | 108.81 | * | 12/02/2020 |
| R | USD | 96.16 | 111.14 | 108.60 | * | 12/02/2020 |

(*) Net asset value used for final redemption.
| Number of shares | outstanding at the beginning of the period | issued | redeemed | outstanding at the end of the period |
| --- | --- | --- | --- | --- |
| BP | 1,839.000 | - | -1,839.000 | - |
| LP | 1,000.759 | - | -1,000.759 | - |
| IP | 10.000 | - | -10.000 | - |
| IP (CHF) | 865.000 | - | -865.000 | - |
| IP (EUR) | 532.000 | - | -532.000 | - |
| R | 301,340.749 | - | -301,340.749 | - |


## Note 1 - General information
RAM (LUX) SYSTEMATIC FUNDS (the "SICAV") is a "Société d'Investissement à Capital Variable" (SICAV) with multiple sub-funds subject to Luxembourg law created on 19th December 2002 for an indefinite term, incorporated in accordance with the amended law of 10th August 1915, its amending laws relating to commercial companies, the law relating to Undertakings for Collective Investment (UCI) and under the Council Directive 2009/65/EC as amended. The SICAV is subject to Part I of the law of 17th December 2010 in its currently valid version relating to Undertakings for Collective Investment (the "Law of 2010").
The following sub-funds are "non-launched" sub-funds in accordance with CSSF Circular 12/540 concerning, in particular, the sub-funds of UCIs that have been approved by the CSSF but have not issued units within a short period following their approval. The sub-funds do not currently issue any shares and are therefore closed to subscription requests:
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT STABLE CLIMATE EQUITIES (formerly RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT SUSTAINABLE EQUITIES RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE EMERGING MARKETS EQUITIES RAM (LUX) SYSTEMATIC FUNDS - CLEAR WATER EQUITIES
RAM (LUX) SYSTEMATIC FUNDS - SUSTAINABLE GLOBAL EQUITIES
For the sole purpose of facilitating administration when marketing share classes, these are grouped together by category: clusters of share classes. These categories, hereinafter “clusters”, are as follows: Retail 1, Retail 2, Retail 3, Retail 4 , Retail 5, Instit 1, Instit 2 and RAM.
Share classes belonging to the Retail 1 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| B | B |  |
| B P | BP |  |
| B (SEK) | B (SEK) |  |
| B H  (SEK) | BH (SEK) | Hedged |
| C H | CH | Hedged |
| C PH | CPH | Hedged |
| D H | DH | Hedged |
| E | E |  |
| E H | EH | Hedged |
| H | H |  |
| J | J |  |
| J P | JP |  |
| L | L |  |
| L P | LP |  |
| L DP | LDP |  |
| N P | NP |  |

Share classes belonging to the Retail 2 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| F | F |  |
| F P | FP |  |
| F (SEK) | F (SEK) |  |
| F P  (SEK) | FP (SEK) |  |
| G H | GH | Hedged |
| O | O |  |
| O P | OP |  |
| P | P |  |

| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| P H | PH | Hedged |
| P P | PP |  |

Share classes belonging to the Retail 3 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| U | U |  |
| U P | UP |  |
| U (CHF) | U (CHF) |  |
| U P  (CHF) | UP (CHF) |  |
| U (EUR) | U (EUR) |  |
| U P  (EUR) | UP (EUR) |  |
| U P  (GBP) | UP (GBP) |  |
| U H  (GBP) | UH (GBP) | Hedged |
| U PH  (USD) | UPH (USD) | Hedged |

Share classes belonging to the Retail 4 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| X | X |  |
| X (EUR) | X (EUR) |  |
| X H  (EUR) | XH (EUR) | Hedged |

Share classes belonging to the Retail 5 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| XN | XN |  |
| XN (EUR) | XN (EUR) |  |
| XN H  (EUR) | XNH (EUR) | Hedged |

Share classes belonging to the Instit 1 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| PI | PI |  |
| PI (EUR) | PI (EUR) |  |
| PI H  (CHF) | PIH (CHF) | Hedged |
| PI H  (EUR) | PIH (EUR) | Hedged |
| PI H  (USD) | PIH (USD) | Hedged |

Share classes belonging to the Instit 2 cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| I | I |  |
| I P | IP |  |
| I H  (CHF) | IH (CHF) | Hedged |
| I PH  (CHF) | IPH (CHF) | Hedged |
| I P  (CHF) | IP (CHF) |  |
| I H  (EUR) | IH (EUR) | Hedged |
| I P  (EUR) | IP (EUR) |  |
| I PH  (EUR) | IPH (EUR) | Hedged |
| I P  (GBP) | IP (GBP) |  |
| I (SEK) | I (SEK) |  |
| I H  (SEK) | IH (SEK) | Hedged |
| I PH  (SEK) | IPH (SEK) | Hedged |
| I H  (USD) | IH (USD) | Hedged |

| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| I PH  (USD) | IPH (USD) | Hedged |

Share classes belonging to the RAM cluster:
| Name of share class | Named hereafter | Hedged |
| --- | --- | --- |
| R | R |  |
| RAM | RAM |  |
| RAM C | RAMC |  |
| RAM CH | RAMCH | Hedged |
| RAMI EH | RAMIEH | Hedged |
| MB | MB |  |
| MB (EUR) | MB (EUR) |  |
| MB H  (EUR) | MBH (EUR) | Hedged |
| MB P | MBP |  |

All issued share classes are capitalisation share classes.
The Prospectus of the SICAV, including the articles of association and the factsheets for each sub-fund, the key investor information document ("KIID"), the annual report including audited financial statements and unaudited semi-annual reports are available free of charge:
- at the SICAV's registered office and at the Management Company’s registered office,
- at the registered office of the representative and distributor in Switzerland, RAM Active Investments S.A., Geneva,
- from the payment service in Switzerland, CACEIS BANK, Paris, Nyon/Switzerland Branch,
- from the paying and information agent in Germany, MARCARD, STEIN & CO AG, Hamburg,
- from the paying and information agent in Austria, ERSTE BANK DER ÖSTERREICHISCHEN SPARKASSEN AG, Vienna,
- from the paying and information agent in France, CREDIT INDUSTRIEL ET COMMERCIAL (CIC), 6, Avenue de Provence, F-75009 PARIS.

The complaint settlement procedure foreseen by the CSSF Regulation relating to the out-of-court resolution of complaints is available at the registered office of the SICAV.

## Note 2 - Principal accounting methods
- Presentation of the financial statementsThe financial statements of the SICAV are prepared in accordance with Luxembourg legal and regulatory requirements concerning Undertakings for Collective Investment and with generally accepted accounting principles in Luxembourg. The financial statements of the SICAV have been prepared on a going concern basis.
- 
## Valuation of assets

The value of cash in hand or on deposit, bills and notes payable on demand and accounts receivable, including pre-paid expenses, dividends and interest announced or due but not yet collected, consists of the nominal value of these assets, unless it is unlikely that this amount can be collected, in which case the value shall be determined by deducting the amount the SICAV deems appropriate to reflect the real value of these assets.
The value of all transferable securities, money market instruments and financial derivatives that are listed on an exchange or traded on another other regulated market that operates regularly and is recognised and open to the public, is determined at the latest price available.
If company investments are listed on a stock exchange or traded on another regulated market that operates regularly and is recognised and open to the public and traded by market makers outside the stock market on which the investments are listed or the market on which they are traded, the Board of Directors may determine a principal market for the investments in question, which shall thereafter be valued at the last price available on this market.
Financial derivatives not listed on an official stock exchange or traded on any other regulated market that operates regularly and is recognised and open to the public are valued in accordance with market practice, as may be described in greater detail in the Prospectus.
Cash and money market instruments may be valued at their nominal value plus interest, or on the basis of the amortised cost method. Where practical, all other assets may be valued on the same basis.
The value of units representing any open-ended undertakings for collective investment is determined using the last official Net Asset Value (‟NAV‟) per unit or the last Net Asset Value estimate if this value is more recent than official Net Asset Value, provided that the Company is guaranteed that the valuation method used for this estimate is consistent with that used for the calculation of the official Net Asset Value.
The value of the certificates held by the sub-fund RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA as of 31st December 2020 is determined according to the last official Net Asset Value ("NAV") per share of the RAM (CAYMAN) SYSTEMATIC DIVALPHA LIMITED fund.
In the case of:
- transferable securities, money market instruments and/or financial derivatives in the portfolio on the valuation day not listed or traded on a stock exchange or on another regulated market that operates regularly and is recognised and open to the public, or
- transferable securities, money market instruments and/or financial derivatives listed and traded on a stock exchange or other such market whose prices determined do not, in the opinion of the Board of Directors, reflect the true value of these transferable securities, money market instruments and/or financial derivatives, or
- financial derivatives traded over the counter and/or securities that represent undertakings for collective investment whose prices determined do not, in the opinion of the Board of Directors, reflect the true value of the financial derivatives or securities that represent undertakings for collective investment,the Board of Directors estimate their probable market value prudently and in good faith.
- 
## Acquisition cost of securities in the portfolio

The acquisition cost of the securities held by each sub-fund that are denominated in currencies other than the reference currency of the sub-fund is converted into this currency at the exchange rate prevailing on the date of purchase.
- 
## Net realised gain/(loss) on securities portfolio

The realised gains and losses on securities portfolio are calculated on the basis of the average acquisition cost and are disclosed net in the statement of operations and other changes in net assets.
- 
## Investment income

Dividend income is disclosed at the ex-date, net of any withholding tax. Interest income accrued is recorded, net of any withholding tax.
- 
## Valuation of forward foreign exchange contracts

Open forward foreign exchange contracts are valued at forward market rates for the remaining period from valuation date to the maturity of the contracts. Net unrealised gains or losses of open contracts are disclosed in the statement of net assets. Net variation of unrealised gains or losses and net realised gains or losses are disclosed in the statement of operations and other changes in net assets.
- 
## Valuation of futures contracts

Open futures contracts are valued at the last settlement or close price on the stock exchanges or regulated markets. Net unrealised gains or losses of open contracts are disclosed in the statement of net assets. Net variation of unrealised gains or losses and net realised gains or losses are disclosed in the statement of operations and other changes in net assets.
- 
## Valuation of swaps contracts

Swaps contracts are registered on the off-balance sheet and valued on the basis of the recalculated market prices by using the traditional elements of pricing, considering the value, the volatility of the underlying, the interest rates and the residual value of the swap. Net unrealised gains or losses of open contracts are disclosed in the statement of net assets. Net variation of unrealised gains or losses and net realised gains or losses are disclosed in the statement of operations and other changes in net assets.
- 
## Formation expenses

Formation expenses are amortised on a straight line basis over a period of five years. If the launch of a sub-fund occurs after the launch date of the SICAV, the formation expenses related to the launch of the new sub-fund is charged to such sub-fund alone and may be amortised over a maximum of five years with effect as from the sub-fund’s launch date.
- 
## Conversion of foreign currencies

Cash at banks, other net assets and liabilities and the market value of the securities in portfolio expressed in currencies other than the reference currency of the sub-fund are converted into this currency at the exchange rate prevailing on the date of the financial statements. Income and expenses expressed in currencies other than the reference currency of the sub-fund are converted into this currency at the exchange rate prevailing on the date of the transaction. Net realised gains or losses on foreign exchange are disclosed in the statement of operations and other changes in net assets.
- 
## Other liquid assets

The item "Other liquid assets" in the statement of net assets is mainly composed of treasury accounts held by the counterparties of the financial instruments and derivatives.
- 
## Bank overdrafts and other liquid liabilities

The caption "Bank overdrafts" disclosed in the statement of net assets is mainly composed of debt treasury accounts held by the banks.
The caption "Other liquid liabilities" disclosed in the statement of net assets is mainly composed of debt treasury accounts held by the counterparties of the financial instruments and derivatives.
- 
## Combined financial statements

The combined financial statements of the SICAV are expressed in EUR and are equal to the sum of the corresponding items in the financial statements of each sub-fund, converted into this currency at the exchange rate prevailing at the date of the financial statements.
At the date of the financial statements, the exchange rate used for the combined financial statements is the following:
| 1 | EUR | = | 1.2236000 | USD | US Dollar |
| --- | --- | --- | --- | --- | --- |

- 
## Revaluation difference

The item "Revaluation difference" in the combined statement of operations and other changes in net assets represents the valuation difference of the net assets of the sub-funds at the beginning of the period with the exchange rates applicable at the date of the financial statements.

## p) Transaction fees
Transaction costs disclosed under the item "Transaction fees" in the expenses of the statement of operations and other changes in net assets are mainly composed of broker fees incurred by the SICAV and of fees relating to transactions paid to the depositary as well as of transaction fees on financial instruments and derivatives.

## Note 3 - Management fees
The Board of Directors of the SICAV has appointed RAM Active Investments (Europe) S.A. as Management Company of the SICAV to make it service management, administration and marketing.
The Manager receives quarterly a management fee, excluding marketing costs in accordance with the table below, calculated on the basis of the average net assets of the share classes concerned of each sub-fund during the relevant quarter and payable in the month following the end of the quarter:
| Effective rate in % per year (per share class) | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |
| --- | --- | --- | --- | --- | --- |
| Share classes belonging to the retail 1 cluster |
| B | 1.20 | 1.20 | - | 1.20 | - |
| BP | 1.20 | - | 1.20 | 1.20 | 1.20 |
| B (SEK) | - | - | - | 1.20 | - |
| BH (SEK) | - | - | - | - | - |
| CH | 1.20 | - | - | - | - |
| CPH | - | 1.20 | - | - | - |
| DH | 1.40 | - | - | - | - |
| EH | - | 1.20 | - | - | - |
| H | 1.40 | - | - | - | - |
| J | - | - | - | 1.20 | - |
| JP | - | - | - | 1.20 | - |
| L | - | - | - | 1.20 | - |
| LP | - | - | 1.20 | 1.20 | 1.20 |

| Effective rate in % per year (per share class) | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |
| --- | --- | --- | --- | --- | --- |

| LDP | -	- | 1.20 | -	- |
| --- | --- | --- | --- |
| NP | -	- | 1.20 | -	- |

Share classes belonging to the retail 2 cluster
| F | 1.60 | 1.60 | -	1.60 | - |
| --- | --- | --- | --- | --- |
| FP | 1.60 | - | -	1.60 | - |
| F (SEK) | - | - | -	1.60 | - |
| FP (SEK) | - | - | -	1.60 | - |
| GH | - | 1.60 | -	- | - |
| O | - | - | -	1.60 | - |
| OP | - | - | -	1.60 | - |
| P | - | - | -	1.60 | - |
| PH | 1.60 | 1.60 | -	- | - |
| PP | - | - | -	1.60 | - |

Share classes belonging to the retail 3 cluster
| U | 0.88 | -	-	0.88 | - |
| --- | --- | --- | --- |
| UP | 0.88 | -	-	0.88 | - |
| U (CHF) | - | -	-	0.88 | - |
| UP (CHF) | - | -	-	0.88 | - |
| U (EUR) | - | -	-	0.88 | - |
| UP (EUR) | - | -	-	0.88 | - |
| UP (GBP) | - | -	-	0.88 | - |
| UH (GBP) | - | -	-	- | - |
| UPH (USD) | - | -	-	- | - |

Share classes belonging to the retail 4 cluster
| X | 1.76 | -	- | - | - |
| --- | --- | --- | --- | --- |
| X (EUR) | - | -	1.76 | 1.76 | - |
| XH (EUR) | - | -	- | - | - |

Share classes belonging to the retail 5 cluster
| XN | 1.92 | -	- | - | - |
| --- | --- | --- | --- | --- |
| XN (EUR) | - | -	1.92 | 1.92 | - |
| XNH (EUR) | - | -	- | - | - |

Share classes belonging to the INSTIT 1 cluster
| PI | 0.64 | 0.48 | -	0.64 | - |
| --- | --- | --- | --- | --- |
| PI (EUR) | - | - | -	0.64 | - |
| PIH (CHF) | - | - | -	- | - |
| PIH (EUR) | - | - | -	- | - |
| PIH (USD) | - | - | -	- | - |

Share classes belonging to the INSTIT 2 cluster
| I | 0.80 | 0.80 | - | 0.80 | - |
| --- | --- | --- | --- | --- | --- |
| IP | 0.80 | 0.80 | 0.60 | 0.80 | 0.60 |
| IH (CHF) | - | - | - | - | - |
| IPH (CHF) | - | - | - | - | - |
| IP (CHF) | - | - | - | 0.80 | 0.60 |
| IH (EUR) | - | - | - | - | - |
| IP (EUR) | - | - | 0.60 | 0.80 | 0.60 |
| IPH (EUR) | - | 0.80 | - | - | - |

| Effective rate in % per year (per share class) | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |
| --- | --- | --- | --- | --- | --- |

| IP (GBP) | - | - | 0.60 | 0.80 | - |
| --- | --- | --- | --- | --- | --- |
| I (SEK) | - | - | - | 0.80 | - |
| IH (SEK) | - | - | - | - | - |
| IPH (SEK) | 0.80 | - | - | - | - |
| IH (USD) | - | - | - | - | - |
| IPH (USD) | 0.80 | - | - | - | - |
| Share classes belonging to the RAM cluster |
| R | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| RAM | 0.00 | 0.00 | - | 0.00 | - |
| RAMC | - | - | 0.00 | 0.00 | - |
| RAMCH | 0.00 | 0.00 | - | - | - |
| MB | - | - | - | - | - |
| MBH (EUR) | - | - | - | - | - |
| MBP | 0.68 | - | - | - | - |

| Effective rate in % per year (per share class) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE                       ALPHA	 | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA | RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES |
| --- | --- | --- | --- | --- | --- | --- |
| Share classes belonging to the retail 1 cluster |
| B | 1.60 | 1.60 | 1.60 | - | 1.36 | 1.12 |
| BP | - | - | - | 1.20 | - | - |
| B (SEK) | - | - | - | - | - | - |
| BH (SEK) | 1.60 | - | - | - | - | - |
| CH | 1.60 | 1.60 | 1.60 | - | - | - |
| CPH | - | - | - | 1.20 | - | - |
| DH | 1.60 | - | - | - | - | - |
| E | - | - | - | - | - | 1.12 |
| EH | - | 1.60 | 1.60 | - | 1.36 | - |
| H | - | - | - | - | - | - |
| J | - | - | - | - | - | - |
| JP | - | - | - | - | - | - |
| L | - | - | - | - | - | - |
| LP | - | - | - | - | - | - |
| LDP | - | - | - | - | - | - |
| NP | - | - | - | - | - | - |
|  |  |  |  |  |  | - |
| Share classes belonging to the retail 2 cluster |
| F | - | - | - | - | - | - |
| FP | - | - | - | - | - | - |
| F (SEK) | - | - | - | - | - | - |
| FP (SEK) | - | - | - | - | - | - |
| GH | - | - | - | - | - | - |
| O | - | - | - | - | - | - |
| OP | - | - | - | - | - | - |
| P | - | - | - | - | - | - |
| PH | - | - | - | - | - | - |
| PP | - | - | - | - | - | - |
|  |  |  |  |  | - | - |

| Effective rate | RAM (LUX) | RAM (LUX) | RAM (LUX) | RAM (LUX) | RAM (LUX) | RAM (LUX) |
| --- | --- | --- | --- | --- | --- | --- |
| in % per year | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC |
| (per share | FUNDS - | FUNDS - | FUNDS - | FUNDS - | FUNDS - | FUNDS - STABLE |
| class) | LONG/SHORT | GLOBAL | LONG/SHORT | GLOBAL MULTI- | DIVERSIFIED | CLIMATE |
|  | EUROPEAN EQUITIES | EQUITIES SUSTAINABLE | GLOBAL EQUITIES | ASSET FUND | ALPHA | GLOBAL EQUITIES |

	ALPHA	
Share classes belonging to the retail 3 cluster
| U UP | 1.28 - | 1.28 - | 1.28 - | - 0.68 | -	0.72 -	- |
| --- | --- | --- | --- | --- | --- |
| U (CHF) | - | - | - | - | -	- |
| UP (CHF) | - | - | - | - | -	- |
| U (EUR) | - | - | - | - | -	- |
| UP (EUR) | - | - | - | - | -	- |
| UP (GBP) | - | - | - | - | -	- |
| UH (GBP) | 1.28 | 1.28 | - | - | -	- |
| UPH (USD) | - | - | - | 0.68 | -	- |
| Share classes belonging to the retail 4 cluster |
| X | 1.60 | 1.60 | 1.60 | 1.60 | - | - |
| X (EUR) | - | - | - | - | - | 1.60 |
| XH (EUR) | - | 1.60 | 1.60 | - | 1.60 | - |
|  |  |  |  |  |  | - |
| Share classes belonging to the retail 5 cluster |
| XN | 1.76 | 1.76 | 1.76 | 1.76 | - | - |
| XN (EUR) | - | - | - | - | - | 1.76 |
| XNH (EUR) | - | 1.76 | 1.76 | - | 1.76 | - |
| Share classes belonging to the INSTIT 1 cluster |
| PI | 0.96 | -	0.80 | -	0.68 | 0.60 |
| PI (EUR) | - | -	- | -	- | 0.60 |
| PIH (CHF) | 0.96 | -	- | -	- | - |
| PIH (EUR) | - | -	0.80 | -	0.68 | - |
| PIH (USD) | 0.96 | -	- | -	- | - |
| Share classes belonging to the INSTIT 2 cluster |
| I | 1.20 | 1.20 | - | - | - | - |
| IP | - | - | - | 0.60 | - | - |
| IH (CHF) | 1.20 | 1.20 | 1.20 | - | - | - |
| IPH (CHF) | - | - | - | 0.60 | - | - |
| IP (CHF) | - | - | - | - | - | - |
| IH (EUR) | - | 1.20 | - | - | 0.80 | - |
| IP (EUR) | - | - | - | - | - | - |
| IPH (EUR) | - | - | - | - | - | - |
| IP (GBP) | - | - | - | - | - | - |
| I (SEK) | - | - | - | - | - | - |
| IH (SEK) | 1.20 | - | - | - | - | - |
| IPH (SEK) | - | - | - | - | - | - |
| IH (USD) | 1.20 | - | - | - | - | - |
| IPH (USD) | - | - | - | 0.60 | - | - |
| Share classes belonging to the RAM cluster |
| R | 0.00 | - | 0.00 | 0.00 | 0.00 | 0.00 |
| RAM | 0.00 | 0.00 | 0.00 | - | - | 0.00 |
| RAMC | - | - | - | - | - | - |
| RAMCH | 0.00 | 0.00 | 0.00 | 0.00 | - | - |
| RAMIEH | - | - | - | - | 0.00 | - |
| MB | 1.28 | - | - | - | - | - |

| Effective rate in % per year (per share class) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE                       ALPHA	 | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA | RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES |
| --- | --- | --- | --- | --- | --- | --- |
| MB (EUR) | - | - | - | - | - | 0.72 |
| MBH (EUR) | - | 1.28 | - | - | - | - |
| MBP | - | - | - | - | - | - |

The management fees are disclosed under the caption ‟Management fees‟ in the expenses of the statement of operations and other changes in net assets.

## Note 4 - Performance fees ("Outperformance fee")*
RAM Active Investments S.A. receives the entire performance fee.
For the share classes calculating a performance fee includes the principle of crystallization of redemptions and adjustments on subscriptions in order to limit bias in the calculation of performance fees.
The sub-funds’ performance for each share class concerned equals to the difference between the NAV per share at the end of the quarter in question ("final NAV") and that at the end of the previous quarter ("initial NAV"), expressed as a percentage (the "performance"). For the first quarter for which this performance fee applies, the initial NAV is equal to the initial subscription price of the share class in question.
The performance fee is accrued on each Net Asset Value calculation day and payable at the end of each quarter. It is calculated as follow:
According the sub-fund, the Reference Index MSCI for Share Classes mentioned above is as follows:
| Sub-fund | Reference Index |
| --- | --- |
| RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | MSCI Daily Net TR Europe Euro |
| RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | MSCI USA Net Total Return Index (MSCI Daily TR Net North America until 16th November 2020) |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | MSCI World High Dividend Yield Net Index |
| RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | MSCI Daily TR Net Emerging Markets |
| RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES | MSCI Daily TR Net Emerging Markets |

RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
For the B, CH, DH, H, F, PH, I and U share classes:
For each quarter in which the performance of the sub-fund exceeds the hurdle rate (minimum rate of return required) calculated pro rate temporis (the ‟outperformance‟), a fee of 15% of the outperformance is payable only if (1) the performance exceeds the hurdle rate calculated pro rata temporis and (2) the final NAV per share is greater than highest historic final NAV per share (the high watermark principal), in this case, the performance fee is paid on the difference between the final NAV per share and the high watermark.
* voir note 16
With effect on 2nd January 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee on the above mentioned share classes.
For the BP, FP, IP, IPH (SEK), IPH (USD) and UP share classes:
For each quarter in which the performance of the share class exceeds the performance of the Reference Index, the MSCI offsetting any currency effect relative to the currency of the share class concerned, expressed as a performance fee is deducted is only payable if (1) the performance of the share class exceeds the performance of the Reference Index over the quarter and (2) the outperformance of the class over the quarter is higher than the highest quarterly outperformance (‟High Water Mark‟ principle). As such, in the event of a negative performance which nonetheless outperforms the reference index, a performance fee shall be due.
With effect on 30th September 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee on the above mentioned share classes.
For the MBP and PI (formerly PIP) share classes:
For each quarter in which the performance of the share class exceeds the performance of the Reference Index, the MSCI, offsetting any currency effect relative to the currency of the share class concerned, expressed as a percentage (the ‟outperformance‟, a fee of 10% of the outperformance calculated on the net assets the day before the performance fee is deducted is only payable if (1) the performance of the share class exceeds the performance of the Reference Index over the quarter and (2) the outperformance of the class over the quarter is higher than the higher historic quarterly outperformance (‟High Water Mark‟ principle). As such, in the event of a negative performance which nonetheless outperforms the reference index, a performance fee shall be due.
With effect on 1st March 2019 the manager RAM Active Investments S.A. waived, in the interest of the shareholders, the performance fee on the share classes PI (formerly PIP). This decision was taken in view of a possible commercial adaptation of the range of share classes offered and until the performance fee has been amended through an update to the prospectus:
With effect on 30th September 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee on the share classes MBP.
For the X, XN, R, RAM and RAMCH share classes no performance fee is applied.
With effect on 31st December 2020, the Board of Directors decided, in collaboration with the manager to waive the performance fee for all the share classes.
The amounts set aside for the performance fee shall be considered as credited to the manager on the effective date of the waiver.
RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES
For the B, EH, GH, F I and PH share classes:
For each quarter in which the performance of the sub-fund exceeds the hurdle (the minimum rate of return required) calculated pro rate temporis (the ‟outperformance‟), a fee of 10% of the outperformance is payable only if (1) the performance exceeds the hurdle rate calculated pro rate temporis and (2) the final NAV per share is greater than the highest historic final NAV per share (the high watermark principle); in this case, the performance fee is paid on the difference between the final NAV per share and the high watermark.
With effect on 2nd January 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee for the above mentioned share classes.
For the CPH, IP and IPH (EUR) share classes:
For each quarter in which the performance of the share class exceeds the performance of the Reference Index, the MSCI, offsetting any currency effect relative to the currency of the share class concerned, expressed as a percentage (the ‟outperformance‟), a fee of 10% of the outperformance calculated on the net assets the day before the performance fee is deducted is only payable if (1) the performance of the share class exceeds the performance of the Reference Index over the quarter and (2) the outperformance of the class over the quarter is higher than the highest historic quarterly outperformance (‟High Water Mark‟ principle). As such, in the event of a negative performance which nonetheless outperforms the reference index, a performance fee shall be due.
With effect on 30th September 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee on the above mentioned share classes.
For the PI, R, RAM and RAMCH share classes no performance fee is applied.
With effect on 31st December 2020, the Board of Directors decided, in collaboration with the manager to waive the performance fee for all the share classes.
The amounts set aside for the performance fee shall be considered as credited to the manager on the effective date of the waiver.
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES
For the BP, LP, LDP, NP, IP, IP (EUR) and IP (GBP) share classes:
For each quarter in which the performance of the share class exceeds the performance of the MSCI, offsetting any currency effect relative to the currency of the share class concerned, expressed as a percentage (the ‟outperformance‟), a fee of 10% of the outperformance calculated on the net assets the day before the performance fee is deducted is only payable if (1) the performance of the share class exceeds the performance of the Reference Index over the quarter and (2) the outperformance of the class over the quarter is higher than the highest historic quarterly outperformance (‟High Water Mark‟ principle). As such, in the event of a negative performance which nonetheless outperforms the reference index, a performance fee shall be due.
With effect on 30th September 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee on the above mentioned share classes.
For the X (EUR), XN (EUR), R et RAMC share classes no performance fee is applied.
With effect on 31st December 2020, the Board of Directors decided, in collaboration with the manager to waive the performance fee for all the share classes.
The amounts set aside for the performance fee shall be considered as credited to the manager on the effective date of the waiver.
RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES
For the B, B (SEK), J, L, F, F (SEK), O, P, I, I (SEK), U, U (CHF) and U (EUR) share classes:
For each quarter in which the performance of the sub-fund exceeds the minimum return rate (‟hurdle rate‟), a fee of 15% of the outperformance is only payable if (1) the performance exceeds the hurdle rate calculated pro rata temporis and (2) the final NAV per share is greater than the highest historic final NAV per share (the high watermark principle); in this case, the performance fee is paid on the difference between the final NAV per share and the high watermark.
With effect on 2nd January 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee for the above mentioned share classes.
For the BP, JP, LP, FP, FP (SEK), OP, PP, IP, IP (CHF), IP (EUR), IP (GBP), UP, UP (CHF), UP (EUR)
and UP (GBP) share classes:
For each quarter in which the performance of the share class exceeds the performance of the Reference Index, the MSCI, offsetting any currency effect relative to the currency of the share class concerned expressed as a performance (the ‟outperformance‟), a fee of 15% of the outperformance calculated on the net assets the day before the performance fee is deducted is only payable if (1) the performance exceeds the hurdle rate calculated pro rata temporis and (2) the final NAV per share (the high watermark principle); in this case, the performance fee is paid on the difference between the final NAV per share and the high watermark. As such, in the event of a negative performance which nonetheless outperforms the reference index, a performance fee shall be due.
With effect on 30th September 2020, the Board of Directors of the SICAV decided, in collaboration with the manager, to waive the performance fee on the above mentioned share classes.
For the PI, PI (EUR), X (EUR), XN (EUR), R, RAM and RAMC share classes no performance fee is applied.
With effect on 31st December 2020, the Board of Directors decided, in collaboration with the manager to waive the performance fee for all the share classes.
The amounts set aside for the performance fee shall be considered as credited to the manager on the effective date of the waiver.
RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES
For the BP, IP (CHF), IP (EUR), IP and LP share classes:
For each quarter in which the performance of the share class exceeds the performance of the Reference Index, the MSCI, offsetting any currency effect relative to the currency of the share class concerned expressed as a performance (the ‟outperformance‟), a fee of 10% of the outperformance calculated on the net assets the day before the performance fee is deducted is only payable if (1) the performance of the share class exceeds the performance of the Reference Index over the quarter and (2) the outperformance of the class over the quarter is higher than the highest historic quarterly outperformance (‟High Water Mark‟ principle). As such, in the event of a negative performance which nonetheless outperforms the reference index, a performance fee shall be due.
For the R share class no performance fee is applied.
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
For the B, CH, DH, BH (SEK), I, IH (CHF), IH (SEK), IH (USD), MB, U and UH (GBP) share classes:
For each quarter in which the performance of the sub-fund is positive, a fee of 20% of the performance achieved is payable If (1) the performance is positive over the quarter and (2) the final NAV is higher than the NAV when the last performance fee was due (the ‟High Water Mark‟).
For the X, XN, PI, PIH (CHF) and PIH (USD) share classes:
For each quarter in which the performance of the sub-fund is positive, a fee of 15% of the performance achieved is payable if (1) the performance is positive over the quarter and (2) the final NAV is higher than the NAV when the last performance fee was due (the ‟High Water Mark‟).
For the R, RAM and RAMCH share classes no performance fee is applied.
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
For the B, CH, EH, I, IH (CHF), IH (EUR), MBH (EUR), U and UH (GBP) share classes:
For each quarter in which the performance of the sub-fund is positive, a fee of 15% (20% until 16th November 2020) of the performance achieved is payable if (1) the performance is positive over the quarter and (2) the final NAV is higher than the NAV when the last performance fee was due (the ‟High Water Mark‟).
For the X, XH (EUR), XN and XNH (EUR) share class:
For each quarter in which the performance of the sub-fund is positive, a fee of 15% of the performance achieved is payable if (1) the performance is positive over the quarter and (2) the final NAV is higher than the NAV when the last performance fee was due (the ‟High Water Mark‟).
For the RAM and RAMCH share classes no performance fee is applied.
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
For the B, CH, EH, X, XH (EUR), XN, XNH (EUR), U, PI, PIH (EUR) and IH (CHF) share classes:
For each quarter in which the performance of the sub-fund is positive, a fee of 15% of the performance achieved is payable if (1) the performance is positive over the quarter and (2) the final NAV is higher than the NAV when the last performance fee was due (the ‟High Water Mark‟).
For the R, RAM and RAMCH share classes no performance fee is applied.
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND
For the BP, CPH, UP, UPH (USD), IP, IPH (CHF) and IPH (USD) share classes:
For each quarter, calculated as follow:
- in EUR is 3% (p.a.) higher than the 3-month interbank rate in EUR,
- in USD is 3% (p.a.) higher than the 3-month interbank rate in USD,
- in CHF is 3% (p.a.) higher than the 3-month interbank rate in CHF,
- in GBP is 3% (p.a.) higher than the 3-month interbank rate in GBP,
- in SEK is 3% (p.a.) higher than the 3-month interbank rate in SEK(hereinafter the ‟interbank rates plus 3% p.a.‟), expressed as a percentage (the ‟Outperformance‟), a fee of 10% of the outperformance calculated on the net assets the day before the performance fee is deducted is payable if (1) the performance of the share class exceeds the interbank rate plus 3% (p.a.) over the quarter, (2) the performance of the share class is positive and (3) the Outperformance of the class over the quarter is higher than the highest quarterly outperformance (‟High Water Mark‟ principle).

For the X, XN, R and RAMCH share classes no performance fee is applied.
RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
The sub-funds’ performance for each share class concerned equals to the difference between the NAV per share at the end of the period in question ("final NAV") and that at the end of the previous period ("initial NAV"), expressed as a percentage (the "performance"). For the first period for which this performance fee applies, the initial NAV is equal to the initial subscription price of the share class in question.
For the B, EH, XH (EUR), XNH (EUR), PI, PIH (EUR) and IH (EUR) share classes :
The performance fee is accrued on each Net Asset Value and payable at the end of each financial year ("Period"). It is calculated as follow:
For each period in which the performance of the sub-fund is positive, a fee of 15% of the performance achieved is payable if (1) the performance is positive over the period and (2) the final NAV is higher than the NAV when the last performance fee was due (the ‟High Water Mark‟).
For the R and RAMIEH share classes no performance fee is applied.
RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES
No performance fee is forseen for the share classes of this sub-fund.
At the date of the financial statements, a performance fee was recorded for the following sub-fund and amounted to :
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND | EUR | 1,453.52 |
| --- | --- | --- |


## Note 5 - Central Administration costs
The item ‟Central Administration costs‟ disclosed in the statement of operations and other changes in net assets mainly composed of administration agent and domiciliation commissions.

## Note 6 - Other administration costs
The caption ʺOther administration costsʺ disclosed in the statement of operations and other changes in net assets is mainly composed by commissions on administrative intervention, paying agents commissions, marketing fees, KIID fees, FUNDSQUARE fees and NAV publication fees.

## Note 7 - Subscription, redemption and conversion fees
The shares are issued at the Net Asset Value, plus the following entry fee, which shall be paid to the Distribution Agents:
For all share classes, except retail 4 cluster and retail 5 cluster, the entry fee is a maximum of 3% of the subscribed amount.
For the share class retail 4 cluster, the entrance fee is a maximum of 4% (3% until 16th November 2020) of the subscribed amount.
For the share class retail 5 cluster, no entry fee is charged.
No exit fee shall be levied for redeeming shares.
Switches between sub-funds is carried out on each "Valuation Day" by converting shares from one sub- fund into shares of another sub-fund. No specific conversion fee shall be charged for share conversions.

## Note 8 - Subscription duty ("taxe d’abonnement")
The SICAV is governed by Luxembourg laws.
Pursuant to the legislation and regulations in force, the SICAV is subject to an annual subscription duty ("taxe d’abonnement") of 0.05% of its net assets, calculated and payable quarterly, on the basis of the net assets at the end of each quarter.
A lower rate of 0.01% is applied to the classes PI, PI (EUR), PIH (CHF), PIH (USD), PIH (EUR), I, IP, I (SEK), IH (SEK), IPH (SEK), IH (EUR), IP (EUR), IH (USD), IPH (USD), IH (CHF), IPH (CHF),
IP (CHF), IP (GBP), IPH (EUR), R and RAMIEH shares reserved to institutional investors according to Article 174 (2) of the amended law of 17th December 2010.
Pursuant to Article 175 (a) of the amended law of 17th December 2010, the net assets invested in UCIs that are already subject to the "taxe d’abonnement" are exempt from this tax.

## Note 9 - Belgian subscription duty ("taxe d’abonnement belge")
The Belgian regulation (the inheritance tax code, tome II bis) imposes to Undertakings for Collective Investment which are authorised to market their shares publicly in Belgium, the payment of an annual tax. This tax amounts to 0.0925% on the total of the net sums placed in Belgium, at 31st December of the previous year, starting from their registration with the "Financial Services and Markets Authority” ("FSMA").
The SICAV is required to pay this tax by 31st March of each year.
This tax is disclosed in the item "Other taxes" of the statement of operations and other changes in net assets.

## Note 10 - Total Expense Ratio ("TER") ("unaudited")
The TER disclosed under "Statistical information" of this report is calculated in accordance with the "Guidelines on the calculation and disclosure of the TER of collective investment schemes" issued by the Swiss Funds & Asset Management Association "SFAMA" on 16th May 2008 as modified on 20th April 2015.
The Asset Management Platform "AMP" Switzerland and the Swiss Funds & Asset Management Association "SFAMA" merged in autumn 2020 to form the Asset Management Association Switzerland.
The TER is calculated for the last 12 months preceding the date of this report. Transaction fees are not taken into account in the calculation of the TER.
If a fund invests at least 10% of its assets in other funds which publish a TER, a synthetic TER of the fund of funds is calculated as of the closing date of the financial year or the end of the first half of the financial year. This corresponds to the sum of the prorated TER of the individual target fund, weighted on the basis of their proportion in the net fund assets of the fund as the closing date, the issue and redemption commissions of the target funds actually paid and the TER of the fund of funds minus the retrocessions received from the target funds during the reporting period. The synthetic TER is calculated with the information available at the time of the establishment of this document.
If a performance-related fee is foreseen and has been calculated, the TER is disclosed including this fee. Moreover the performance fee ratio is calculated in percentage of the average net assets for the last 12 months preceding indicated reference date.

## Note 11 - Changes occurring in the composition of the securities portfolio
Changes in the composition of the securities portfolio during the current period are available on demand and free of charge:
- from the registered office of the SICAV,
- from the registered office of the Management Company,
- from the registered office of the Representative and Distributor in Switzerland, RAM Active Investments S.A., Geneva,
- from the Payment Service in Switzerland, CACEIS BANK, Paris, Nyon/Switzerland Branch,
- from the paying and information agent in Germany, MARCARD, STEIN & CO AG, Hamburg,
- from the paying and information agent in Austria, ERSTE BANK DER ÖSTERREISCHICHEN SPARKASSEN AG, Vienna.


## Note 12 - Cross investments
Pursuant to Article 181 (8) of the amended Law of 17th December 2010 relating to Undertakings for Collective Investment, the following sub-fund RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND invested in the sub-funds as described below as at 31st December 2020:
| Sub-fund | Description | Currency | Quantity | Market value | % of total net assets |
| --- | --- | --- | --- | --- | --- |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fd Emerging Markets Equities R Cap | EUR | 12,840.00 | 2,636,208.56 | 5.69% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fds Long/Short Eur Equities R Cap | EUR | 13,362.10 | 1,184,148.86 | 2.56% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fds Long/Short Eur Equities RAMCH Cap | EUR | 19,160.05 | 1,846,666.65 | 3.99% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fds Stable Climate Global Equities R Cap | EUR | 71,981.22 | 6,851,040.27 | 14.79% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (Lux) Syst Fds Diversified Alpha R Cap | EUR | 50,000.00 | 4,029,094.48 | 8.70% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (Lux) Syst Fds European Equities R Cap | EUR | 10,160.00 | 5,406,237.60 | 11.67% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (Lux) Syst Fds Long/Short Gl Equities R Cap | EUR | 26,940.00 | 2,000,024.19 | 4.32% |

The management fees detailed in note 3 are not applied to these assets.

## Note 13 - Forward foreign exchange contracts
As at 31st December 2020, the below sub-funds of the SICAV are engaged in the following forward foreign exchange contracts:
RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange contracts linked to shares classes CH, PH, RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 5,111,736.87 | EUR | 4,741,705.86 | 11.01.2021 | -15,120.01 |
| CHF | 30,000.00 | EUR | 27,864.52 | 11.01.2021 | -124.91 |
| CHF | 30,000.00 | EUR | 27,956.67 | 11.01.2021 | -217.06 |
| CHF | 60,000.00 | EUR | 55,970.72 | 11.01.2021 | -491.49 |
| CHF | 30,000.00 | EUR | 28,038.98 | 11.01.2021 | -299.37 |

| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| CHF | 90,000.00 | EUR | 84,302.03 | 11.01.2021 | -1,083.17 |
| CHF | 90,000.00 | EUR | 84,010.94 | 11.01.2021 | -792.09 |
| CHF | 60,000.00 | EUR | 56,156.64 | 11.01.2021 | -677.40 |
| CHF | 60,000.00 | EUR | 55,644.79 | 11.01.2021 | -165.57 |
| CHF | 30,000.00 | EUR | 27,774.23 | 11.01.2021 | -34.63 |
| CHF | 30,000.00 | EUR | 27,763.95 | 11.01.2021 | -24.35 |
| CHF | 30,000.00 | EUR | 27,681.99 | 11.01.2021 | 57.61 |
| CHF | 30,000.00 | EUR | 27,887.81 | 11.01.2021 | -148.20 |
| CHF | 30,000.00 | EUR | 27,850.29 | 11.01.2021 | -110.69 |
| CHF | 30,000.00 | EUR | 27,715.98 | 11.01.2021 | 23.62 |
| CHF | 30,000.00 | EUR | 27,681.48 | 11.01.2021 | 58.12 |
| CHF | 30,000.00 | EUR | 27,685.82 | 11.01.2021 | 53.78 |
| CHF | 30,000.00 | EUR | 27,702.42 | 11.01.2021 | 37.18 |
| CHF | 30,000.00 | EUR | 27,676.89 | 11.01.2021 | 62.71 |
| CHF | 60,000.00 | EUR | 55,297.65 | 11.01.2021 | 181.55 |
| EUR | 27,698.22 | CHF | 30,000.00 | 11.01.2021 | -41.38 |
| EUR | 27,997.85 | CHF | 30,000.00 | 11.01.2021 | 258.24 |
| EUR | 112,342.72 | CHF | 120,000.00 | 11.01.2021 | 1,384.23 |
| EUR | 30,174.16 | CHF | 32,538.85 | 11.01.2021 | 87.00 |
| EUR | 28,077.79 | CHF | 30,000.00 | 11.01.2021 | 338.17 |
| EUR | 83,919.14 | CHF | 90,000.00 | 11.01.2021 | 700.30 |
| EUR | 84,784.18 | CHF | 90,895.00 | 11.01.2021 | 737.76 |
| EUR | 32,816.23 | CHF | 35,067.00 | 11.01.2021 | 391.39 |
| EUR | 27,966.53 | CHF | 30,000.00 | 11.01.2021 | 226.92 |
| EUR | 27,966.53 | CHF | 30,000.00 | 11.01.2021 | 226.92 |
| EUR | 117,743.84 | CHF | 126,745.71 | 11.01.2021 | 547.96 |
| EUR | 27,836.75 | CHF | 30,000.00 | 11.01.2021 | 97.15 |
| EUR | 55,362.66 | CHF | 60,000.00 | 11.01.2021 | -116.54 |
| EUR | 56,027.06 | CHF | 60,000.00 | 11.01.2021 | 	547.82  |
|  |  |  |  |  | -13,428.43 |
| Forward foreign exchange contracts linked to shares classes DH and IPH (USD) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 25,322.29 | USD | 30,000.00 | 11.01.2021 | 809.08 |
| EUR | 25,506.39 | USD | 30,000.00 | 11.01.2021 | 993.22 |
| EUR | 101,267.79 | USD | 120,000.00 | 11.01.2021 | 3,214.98 |
| EUR | 24,537.21 | USD | 30,000.00 | 11.01.2021 | 23.86 |
| EUR | 34,958.02 | USD | 41,388.65 | 11.01.2021 | 1,139.08 |
| EUR | 25,226.45 | USD | 30,000.00 | 11.01.2021 | 713.23 |
| EUR | 200,722.58 | USD | 243,868.90 | 11.01.2021 | 1,454.73 |
| EUR | 102,481.33 | USD | 120,000.00 | 11.01.2021 | 4,428.74 |
| EUR | 250,408.97 | USD | 294,762.16 | 11.01.2021 | 9,557.13 |
| EUR | 38,545.07 | USD | 45,703.00 | 11.01.2021 | 1,200.83 |
| EUR | 51,056.18 | USD | 60,000.00 | 11.01.2021 | 2,029.85 |
| USD | 30,000.00 | EUR | 24,985.01 | 11.01.2021 | -471.74 |
| USD | 30,000.00 | EUR | 25,324.51 | 11.01.2021 | -811.31 |
| USD | 30,000.00 | EUR | 25,249.93 | 11.01.2021 | -736.71 |
| USD | 30,000.00 | EUR | 25,397.41 | 11.01.2021 | -884.22 |
| USD | 60,000.00 | EUR | 50,521.13 | 11.01.2021 | -1,494.71 |
| USD | 90,000.00 | EUR | 75,979.95 | 11.01.2021 | -2,440.35 |
| USD | 90,000.00 | EUR | 76,750.94 | 11.01.2021 | -3,211.48 |
| USD | 30,000.00 | EUR | 25,415.69 | 11.01.2021 | -902.50 |
| USD | 30,000.00 | EUR | 25,486.93 | 11.01.2021 | -973.75 |
| USD | 60,000.00 | EUR | 50,696.10 | 11.01.2021 | -1,669.71 |
| USD | 4,765,669.09 | EUR | 4,044,024.97 | 11.01.2021 | -149,968.68 |
| USD | 60,000.00 | EUR | 48,847.37 | 11.01.2021 | 179.36 |
| USD | 30,000.00 | EUR | 24,580.75 | 11.01.2021 | -67.41 |
| USD | 30,000.00 | EUR | 24,542.55 | 11.01.2021 | -29.20 |
| USD | 30,000.00 | EUR | 24,499.08 | 11.01.2021 | 14.28 |
| USD | 30,000.00 | EUR | 24,469.50 | 11.01.2021 | 	43.86  |
|  |  |  |  |  | -137,859.54 |
| Forward foreign exchange contracts linked to shares classes IPH (SEK) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 79.74 | SEK | 828.97 | 11.01.2021 | -2.69 |
| SEK | 894.45 | EUR | 89.00 | 11.01.2021 | -0.07 |
| SEK | 15,386.05 | EUR | 1,470.69 | 11.01.2021 | 59.18 |
| SEK | 814.53 | EUR | 78.66 | 11.01.2021 | 2.34 |
| SEK | 729.69 | EUR | 71.25 | 11.01.2021 | 	1.31  |
|  |  |  |  |  | 60.07 |

RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange contracts linked to shares classes CPH, PH and RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 60,000.00 | USD | 66,363.31 | 11.01.2021 | 1,533.06 |
| CHF | 30,000.00 | USD | 33,099.28 | 11.01.2021 | 848.89 |
| CHF | 30,000.00 | USD | 33,356.87 | 11.01.2021 | 591.36 |
| CHF | 30,000.00 | USD | 33,836.48 | 11.01.2021 | 111.86 |
| CHF | 1,725,216.72 | USD | 1,886,041.35 | 11.01.2021 | 66,219.49 |
| USD | 191,368.46 | CHF | 174,000.05 | 11.01.2021 | -5,530.82 |
| USD | 32,869.98 | CHF | 30,000.00 | 11.01.2021 | -1,078.13 |
| USD | 33,132.48 | CHF | 30,000.00 | 11.01.2021 | 	-815.69  |
|  |  |  |  |  | 61,880.02 |
| Forward foreign exchange contracts linked to shares classes EH, GH and IPH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 60,000.00 | USD | 71,113.62 | 11.01.2021 | 2,315.76 |
| EUR | 60,000.00 | USD | 70,402.56 | 11.01.2021 | 3,026.82 |
| EUR | 31,929.43 | USD | 37,857.22 | 11.01.2021 | 1,218.75 |
| EUR | 40,051.94 | USD | 47,037.12 | 11.01.2021 | 1,979.37 |
| EUR | 32,053.64 | USD | 37,770.50 | 11.01.2021 | 1,457.48 |
| EUR | 30,000.00 | USD | 35,328.78 | 11.01.2021 | 1,385.91 |
| EUR | 30,000.00 | USD | 35,524.71 | 11.01.2021 | 1,189.98 |
| EUR | 1,728,339.20 | USD | 2,037,060.33 | 11.01.2021 | 78,120.93 |
| EUR | 77,188.43 | USD | 94,355.52 | 11.01.2021 | 109.46 |
| EUR | 30,000.00 | USD | 35,317.20 | 11.01.2021 | 1,397.49 |
| EUR | 30,000.00 | USD | 36,690.99 | 11.01.2021 | 23.70 |
| EUR | 30,000.00 | USD | 36,631.29 | 11.01.2021 | 83.40 |
| EUR | 30,000.00 | USD | 36,504.96 | 11.01.2021 | 209.73 |
| EUR | 30,000.00 | USD | 35,649.84 | 11.01.2021 | 1,064.85 |
| EUR | 34,899.92 | USD | 41,496.11 | 11.01.2021 | 1,215.21 |
| EUR | 30,000.00 | USD | 35,516.31 | 11.01.2021 | 1,198.38 |
| EUR | 30,000.00 | USD | 35,663.34 | 11.01.2021 | 1,051.35 |
| EUR | 41,147.26 | USD | 48,694.61 | 11.01.2021 | 1,662.35 |
| EUR | 30,000.00 | USD | 35,768.37 | 11.01.2021 | 946.32 |
| EUR | 30,000.00 | USD | 36,041.40 | 11.01.2021 | 673.29 |
| USD | 35,525.19 | EUR | 30,000.00 | 11.01.2021 | -1,189.50 |
| USD | 35,531.19 | EUR | 30,000.00 | 11.01.2021 | -1,183.50 |
| USD | 35,538.69 | EUR | 30,000.00 | 11.01.2021 | -1,176.00 |
| USD | 35,109.75 | EUR | 30,000.00 | 11.01.2021 | 	-1,604.94  |
|  |  |  |  |  | 95,176.59 |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange contracts linked to shares class UH (GBP) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 33,606.52 | GBP | 30,000.00 | 11.01.2021 | 98.03 |
| EUR | 33,678.24 | GBP | 30,000.00 | 11.01.2021 | 169.76 |
| GBP | 799,449.74 | EUR | 875,354.14 | 11.01.2021 | 17,593.12 |
| GBP | 30,678.88 | EUR | 34,225.69 | 11.01.2021 | 41.09 |
| GBP | 30,000.00 | EUR | 32,926.76 | 11.01.2021 | 581.80 |
| GBP | 70,816.91 | EUR | 79,254.59 | 11.01.2021 | 	-155.66  |
|  |  |  |  |  | 18,328.14 |
| Forward foreign exchange contracts linked to shares classes CH, IH (CHF), PIH (CHF) and RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 60,000.00 | EUR | 55,965.50 | 11.01.2021 | -486.27 |
| CHF | 120,000.00 | EUR | 112,281.75 | 11.01.2021 | -1,323.27 |
| CHF | 150,000.00 | EUR | 139,952.92 | 11.01.2021 | -1,254.84 |
| CHF | 150,000.00 | EUR | 139,926.81 | 11.01.2021 | -1,228.73 |
| CHF | 120,000.00 | EUR | 111,826.70 | 11.01.2021 | -868.24 |
| CHF | 18,622,253.28 | EUR | 17,274,216.12 | 11.01.2021 | -55,082.77 |
| CHF | 760,853.19 | EUR | 702,703.75 | 11.01.2021 | 821.73 |
| CHF | 30,000.00 | EUR | 27,648.83 | 11.01.2021 | 90.76 |
| CHF | 90,000.00 | EUR | 83,068.97 | 11.01.2021 | 149.83 |
| CHF | 60,000.00 | EUR | 55,362.96 | 11.01.2021 | 116.24 |
| CHF | 30,000.00 | EUR | 27,715.98 | 11.01.2021 | 23.62 |

| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| CHF | 120,000.00 | EUR | 111,401.17 | 11.01.2021 | -442.73 |
| CHF | 60,000.00 | EUR | 55,713.51 | 11.01.2021 | -234.29 |
| CHF | 30,000.00 | EUR | 27,846.41 | 11.01.2021 | -106.81 |
| CHF | 30,000.00 | EUR | 27,887.81 | 11.01.2021 | -148.20 |
| CHF | 60,000.00 | EUR | 55,796.36 | 11.01.2021 | -317.14 |
| CHF | 90,000.00 | EUR | 83,079.71 | 11.01.2021 | 139.09 |
| CHF | 60,000.00 | EUR | 55,363.99 | 11.01.2021 | 115.21 |
| CHF | 60,000.00 | EUR | 55,500.16 | 11.01.2021 | -20.95 |
| CHF | 30,000.00 | EUR | 27,776.29 | 11.01.2021 | -36.69 |
| CHF | 60,000.00 | EUR | 55,527.89 | 11.01.2021 | -48.68 |
| CHF | 30,000.00 | EUR | 27,782.72 | 11.01.2021 | -43.12 |
| CHF | 90,000.00 | EUR | 83,397.58 | 11.01.2021 | -178.76 |
| CHF | 60,000.00 | EUR | 55,644.79 | 11.01.2021 | -165.57 |
| CHF | 30,000.00 | EUR | 27,849.00 | 11.01.2021 | -109.40 |
| CHF | 30,000.00 | EUR | 28,078.32 | 11.01.2021 | -338.70 |
| CHF | 503,578.63 | EUR | 471,933.15 | 11.01.2021 | -6,297.13 |
| CHF | 60,000.00 | EUR | 56,007.30 | 11.01.2021 | -528.07 |
| CHF | 60,000.00 | EUR | 56,185.56 | 11.01.2021 | -706.32 |
| CHF | 30,000.00 | EUR | 28,074.38 | 11.01.2021 | -334.76 |
| EUR | 55,452.25 | CHF | 60,000.00 | 11.01.2021 | -26.96 |
| EUR | 55,995.69 | CHF | 60,000.00 | 11.01.2021 | 516.46 |
| EUR | 27,796.77 | CHF | 30,000.00 | 11.01.2021 | 57.17 |
| EUR | 73,004.75 | CHF | 78,268.68 | 11.01.2021 | 633.31 |
| EUR | 55,980.02 | CHF | 60,000.00 | 11.01.2021 | 500.79 |
| EUR | 166,541.45 | CHF | 180,000.00 | 11.01.2021 | 103.83 |
| EUR | 27,741.25 | CHF | 30,000.00 | 11.01.2021 | 1.65 |
| EUR | 83,094.67 | CHF | 90,000.00 | 11.01.2021 | -124.13 |
| EUR | 83,899.58 | CHF | 90,000.00 | 11.01.2021 | 680.74 |
| EUR | 333,604.54 | CHF | 360,000.00 | 11.01.2021 | 729.26 |
| EUR | 49,209.50 | CHF | 52,764.00 | 11.01.2021 | 421.06 |
| EUR | 1,249,118.68 | CHF | 1,350,000.00 | 11.01.2021 | 836.49 |
| EUR | 55,443.03 | CHF | 60,000.00 | 11.01.2021 | -36.18 |
| EUR | 48,229.60 | CHF | 52,291.35 | 11.01.2021 | -121.77 |
| EUR | 55,309.07 | CHF | 60,000.00 | 11.01.2021 | -170.13 |
| EUR | 27,811.46 | CHF | 30,000.00 | 11.01.2021 | 71.86 |
| EUR | 1,476,464.14 | CHF | 1,579,480.00 | 11.01.2021 | 15,991.72 |
| EUR | 28,084.37 | CHF | 30,000.00 | 11.01.2021 | 344.75 |
| EUR | 27,760.76 | CHF | 30,000.00 | 11.01.2021 | 21.16 |
| EUR | 193,787.18 | CHF | 210,000.00 | 11.01.2021 | -390.02 |
| EUR | 55,946.09 | CHF | 60,000.00 | 11.01.2021 | 466.86 |
| EUR | 195,957.49 | CHF | 210,000.00 | 11.01.2021 | 1,780.18 |
| EUR | 27,840.63 | CHF | 30,000.00 | 11.01.2021 | 	101.03  |
|  |  |  |  |  | -46,455.83 |
| Forward foreign exchange contracts linked to shares classes DH, IH (USD) and PIH (USD) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 101,337.91 | USD | 120,000.00 | 11.01.2021 | 3,285.11 |
| EUR | 121,648.39 | USD | 142,864.23 | 11.01.2021 | 4,913.26 |
| EUR | 51,837.54 | USD | 61,204.74 | 11.01.2021 | 1,826.77 |
| EUR | 126,483.23 | USD | 150,000.00 | 11.01.2021 | 3,917.20 |
| EUR | 100,905.80 | USD | 120,000.00 | 11.01.2021 | 2,852.92 |
| EUR | 73,892.92 | USD | 87,895.85 | 11.01.2021 | 2,072.58 |
| EUR | 75,918.81 | USD | 90,000.00 | 11.01.2021 | 2,379.20 |
| EUR | 278,862.95 | USD | 330,000.00 | 11.01.2021 | 9,217.79 |
| EUR | 75,950.84 | USD | 90,000.00 | 11.01.2021 | 2,411.23 |
| EUR | 34,971.36 | USD | 41,165.59 | 11.01.2021 | 1,334.72 |
| EUR | 380,219.79 | USD | 443,280.00 | 11.01.2021 | 18,013.83 |
| EUR | 51,134.50 | USD | 60,000.00 | 11.01.2021 | 2,108.19 |
| EUR | 92,828.80 | USD | 109,083.40 | 11.01.2021 | 3,696.16 |
| EUR | 28,409.37 | USD | 33,315.75 | 11.01.2021 | 1,186.90 |
| EUR | 1,848,449.12 | USD | 2,190,000.00 | 11.01.2021 | 58,985.41 |
| EUR | 484,160.31 | USD | 570,000.00 | 11.01.2021 | 18,410.04 |
| EUR | 242,335.32 | USD | 285,377.22 | 11.01.2021 | 9,151.95 |
| EUR | 150,719.88 | USD | 178,271.93 | 11.01.2021 | 5,052.74 |
| EUR | 277,595.99 | USD | 330,000.00 | 11.01.2021 | 7,950.60 |
| EUR | 240,177.41 | USD | 285,631.71 | 11.01.2021 | 6,785.65 |
| EUR | 1,204,256.96 | USD | 1,429,396.41 | 11.01.2021 | 36,287.14 |
| EUR | 100,997.52 | USD | 120,000.00 | 11.01.2021 | 2,944.66 |
| EUR | 276,780.85 | USD | 330,000.00 | 11.01.2021 | 7,135.31 |
| EUR | 204,454.88 | USD | 246,342.37 | 11.01.2021 | 3,166.24 |

| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| EUR | 123,864.47 | USD | 150,000.00 | 11.01.2021 | 1,297.96 |
| EUR | 98,515.54 | USD | 120,000.00 | 11.01.2021 | 462.22 |
| EUR | 91,726.41 | USD | 111,697.54 | 11.01.2021 | 457.14 |
| EUR | 49,277.19 | USD | 60,000.00 | 11.01.2021 | 250.54 |
| EUR | 49,308.37 | USD | 60,000.00 | 11.01.2021 | 281.73 |
| EUR | 125,739.50 | USD | 152,881.00 | 11.01.2021 | 818.81 |
| EUR | 24,700.87 | USD | 30,000.00 | 11.01.2021 | 187.55 |
| EUR | 317,055.60 | USD | 385,208.29 | 11.01.2021 | 2,297.84 |
| EUR | 82,796.77 | USD | 100,134.74 | 11.01.2021 | 975.69 |
| EUR | 90,610.12 | USD | 109,824.36 | 11.01.2021 | 871.51 |
| EUR | 49,138.32 | USD | 60,000.00 | 11.01.2021 | 111.65 |
| EUR | 49,128.66 | USD | 60,000.00 | 11.01.2021 | 101.98 |
| EUR | 344,684.37 | USD | 420,568.36 | 11.01.2021 | 1,033.26 |
| EUR | 342,163.32 | USD | 420,000.00 | 11.01.2021 | -1,023.75 |
| EUR | 66,339.65 | USD | 81,093.92 | 11.01.2021 | 76.88 |
| EUR | 24,445.22 | USD | 30,000.00 | 11.01.2021 | -68.14 |
| EUR | 664,077.74 | USD | 817,117.77 | 11.01.2021 | -3,599.34 |
| USD | 150,000.00 | EUR | 127,505.05 | 11.01.2021 | -4,939.21 |
| USD | 150,000.00 | EUR | 126,757.39 | 11.01.2021 | -4,191.41 |
| USD | 390,000.00 | EUR | 319,222.86 | 11.01.2021 | -549.43 |
| USD | 30,000.00 | EUR | 24,552.59 | 11.01.2021 | -39.24 |
| USD | 28,833,839.20 | EUR | 24,467,658.88 | 11.01.2021 | -907,359.02 |
| USD | 180,000.00 | EUR | 152,088.30 | 11.01.2021 | -5,009.12 |
| USD | 210,000.00 | EUR | 178,408.49 | 11.01.2021 | -6,816.29 |
| USD | 240,000.00 | EUR | 203,739.64 | 11.01.2021 | -7,634.24 |
| USD | 180,000.00 | EUR | 153,554.27 | 11.01.2021 | -6,475.36 |
| USD | 30,000.00 | EUR | 25,541.17 | 11.01.2021 | -1,028.00 |
| USD | 90,000.00 | EUR | 76,005.62 | 11.01.2021 | -2,466.02 |
| USD | 90,000.00 | EUR | 76,558.35 | 11.01.2021 | -3,018.85 |
| USD | 30,000.00 | EUR | 25,649.25 | 11.01.2021 | -1,136.10 |
| USD | 90,000.00 | EUR | 75,979.95 | 11.01.2021 | -2,440.35 |
| USD | 60,000.00 | EUR | 50,521.13 | 11.01.2021 | -1,494.71 |
| USD | 90,000.00 | EUR | 75,759.36 | 11.01.2021 | -2,219.72 |
| USD | 150,000.00 | EUR | 126,987.03 | 11.01.2021 | -4,421.09 |
| USD | 30,000.00 | EUR | 24,423.68 | 11.01.2021 | 89.69 |
| USD | 60,000.00 | EUR | 50,491.37 | 11.01.2021 | -1,464.94 |
| USD | 150,000.00 | EUR | 126,239.04 | 11.01.2021 | -3,672.97 |
| USD | 39,924.00 | EUR | 33,504.64 | 11.01.2021 | -882.44 |
| USD | 60,000.00 | EUR | 50,355.81 | 11.01.2021 | -1,329.36 |
| USD | 90,000.00 | EUR | 75,282.25 | 11.01.2021 | -1,742.52 |
| USD | 120,000.00 | EUR | 99,940.04 | 11.01.2021 | -1,886.98 |
| USD | 180,000.00 | EUR | 149,856.39 | 11.01.2021 | -2,776.80 |
| USD | 120,000.00 | EUR | 99,086.01 | 11.01.2021 | -1,032.80 |
| USD | 30,000.00 | EUR | 24,658.52 | 11.01.2021 | -145.19 |
| USD | 90,000.00 | EUR | 73,951.25 | 11.01.2021 | -411.28 |
| USD | 180,000.00 | EUR | 148,109.38 | 11.01.2021 | -1,029.47 |
| USD | 30,000.00 | EUR | 24,469.50 | 11.01.2021 | 43.86 |
| USD | 120,000.00 | EUR | 97,996.30 | 11.01.2021 | 57.11 |
| USD | 90,000.00 | EUR | 73,603.56 | 11.01.2021 | 	-63.52  |
|  |  |  |  |  | -757,866.64 |
| Forward foreign exchange contracts linked to shares classes BH (SEK) and IH (SEK) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 6,328.38 | SEK | 64,461.28 | 11.01.2021 | -81.13 |
| EUR | 12,177.55 | SEK | 124,229.02 | 11.01.2021 | -174.79 |
| SEK | 1,644,894.75 | EUR | 157,228.56 | 11.01.2021 | 	6,326.78  |
|  |  |  |  |  | 6,070.86 |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange contracts linked to shares classes CH, IH (CHF) and RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 221,043.31 | USD | 241,648.96 | 11.01.2021 | 8,484.36 |
| USD | 16,795.73 | CHF | 14,887.80 | 11.01.2021 | -51.48 |
| USD | 8,730.27 | CHF | 7,756.00 | 11.01.2021 | -46.50 |
| USD | 10,202.86 | CHF | 9,311.00 | 11.01.2021 | -333.51 |
| USD | 17,502.84 | CHF | 15,849.75 | 11.01.2021 | -432.83 |

| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| USD | 19,321.65 | CHF | 17,512.00 | 11.01.2021 | 	-495.03  |
|  |  |  |  |  | 7,125.01 |
| Forward foreign exchange contracts linked to shares classes EH, IH (EUR), MBH (EUR), XH (EUR) and XNH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 1,406,171.23 | USD | 1,657,345.75 | 11.01.2021 | 63,558.94 |
| EUR | 30,000.00 | USD | 35,564.31 | 11.01.2021 | 1,150.38 |
| USD | 35,301.12 | EUR | 30,000.00 | 11.01.2021 | -1,413.57 |
| USD | 36,527.04 | EUR | 30,000.00 | 11.01.2021 | -187.65 |
| USD | 36,656.01 | EUR | 30,000.00 | 11.01.2021 | -58.68 |
| USD | 100,483.59 | EUR | 82,367.31 | 11.01.2021 | -319.42 |
| USD | 37,315.05 | EUR | 30,331.40 | 11.01.2021 | 	194.79  |
|  |  |  |  |  | 62,924.79 |
| Forward foreign exchange contracts linked to shares class UH (GBP) (Banque de Luxembourg SA, Luxembourg) |
| GBP | 1,585.83 | USD | 2,054.67 | 11.01.2021 | 113.08 |
| GBP | 30,092.37 | USD | 38,831.43 | 11.01.2021 | 2,303.31 |
| USD | 10,752.18 | GBP | 8,097.50 | 11.01.2021 | -316.69 |
| USD | 2,022.46 | GBP | 1,513.99 | 11.01.2021 | 	-47.09  |
|  |  |  |  |  | 2,052.61 |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange (Morgan Stanley & Co Intl Plc, United Kingdom) |
| KRW | 221,446,800.00 | USD | 200,000.00 | 26.02.2021 | 	3,727.03  |
|  |  |  |  |  | 3,727.03 |
| Forward foreign exchange contracts linked to shares classes CH, IH (CHF) and RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 1,503,908.04 | USD | 1,644,102.29 | 11.01.2021 | 57,724.93 |
| USD | 32,983.81 | CHF | 30,000.00 | 11.01.2021 | -964.33 |
| USD | 33,812.99 | CHF | 30,000.00 | 11.01.2021 | -135.34 |
| USD | 98,620.73 | CHF | 90,000.00 | 11.01.2021 | 	-3,223.61  |
|  |  |  |  |  | 53,401.65 |
| Forward foreign exchange contracts linked to shares classes EH, PIH (EUR), XH (EUR) and XNH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 86,102.16 | USD | 100,933.52 | 11.01.2021 | 4,440.28 |
| EUR | 30,000.00 | USD | 35,328.78 | 11.01.2021 | 1,385.91 |
| EUR | 65,205.66 | USD | 76,988.52 | 11.01.2021 | 2,811.67 |
| EUR | 30,000.00 | USD | 35,370.78 | 11.01.2021 | 1,343.91 |
| EUR | 30,000.00 | USD | 35,183.28 | 11.01.2021 | 1,531.41 |
| EUR | 34,127.75 | USD | 41,796.43 | 11.01.2021 | -30.10 |
| EUR | 30,000.00 | USD | 36,690.99 | 11.01.2021 | 23.70 |
| EUR | 30,000.00 | USD | 36,756.42 | 11.01.2021 | -41.73 |
| EUR | 30,000.00 | USD | 36,796.62 | 11.01.2021 | -81.93 |
| EUR | 30,000.00 | USD | 36,477.96 | 11.01.2021 | 236.73 |
| EUR | 30,000.00 | USD | 36,533.46 | 11.01.2021 | 181.23 |
| EUR | 39,783.16 | USD | 47,169.02 | 11.01.2021 | 1,518.53 |
| EUR | 82,457.18 | USD | 98,083.06 | 11.01.2021 | 2,829.93 |
| EUR | 10,740.98 | USD | 12,727.81 | 11.01.2021 | 417.25 |
| EUR | 57,199.85 | USD | 67,816.31 | 11.01.2021 | 2,186.18 |
| EUR | 30,000.00 | USD | 35,205.78 | 11.01.2021 | 1,508.91 |
| EUR | 87,249.88 | USD | 103,352.11 | 11.01.2021 | 3,426.30 |
| EUR | 30,000.00 | USD | 36,702.99 | 11.01.2021 | 11.70 |
| EUR | 31,949.98 | USD | 37,790.53 | 11.01.2021 | 1,310.59 |
| EUR | 199,630.41 | USD | 244,438.45 | 11.01.2021 | -126.16 |
| EUR | 31,249.90 | USD | 37,170.60 | 11.01.2021 | 1,073.75 |
| EUR | 30,000.00 | USD | 35,667.84 | 11.01.2021 | 1,046.85 |
| EUR | 48,357.09 | USD | 57,397.59 | 11.01.2021 | 1,782.93 |
| EUR | 136,282.60 | USD | 162,006.35 | 11.01.2021 | 4,779.43 |
| EUR | 5,114,590.80 | USD | 6,028,174.35 | 11.01.2021 | 231,179.51 |
| EUR | 49,796.19 | USD | 59,351.28 | 11.01.2021 | 1,590.44 |
| EUR | 69,903.40 | USD | 84,992.40 | 11.01.2021 | 556.99 |
| EUR | 44,725.33 | USD | 54,240.87 | 11.01.2021 | 495.02 |
| EUR | 30,000.00 | USD | 36,410.46 | 11.01.2021 | 304.23 |
| USD | 36,486.54 | EUR | 30,000.00 | 11.01.2021 | -228.15 |
| USD | 35,643.66 | EUR | 30,000.00 | 11.01.2021 | -1,071.03 |
| USD | 34,947.78 | EUR | 30,000.00 | 11.01.2021 | -1,766.91 |

| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| USD | 36,849.48 | EUR | 30,000.00 | 11.01.2021 | 134.79 |
| USD | 35,561.19 | EUR | 30,000.00 | 11.01.2021 | -1,153.50 |
| USD | 35,541.69 | EUR | 30,000.00 | 11.01.2021 | -1,173.00 |
| USD | 36,527.04 | EUR | 30,000.00 | 11.01.2021 | -187.65 |
| USD | 319,726.71 | EUR | 270,000.00 | 11.01.2021 | -10,705.50 |
| USD | 35,301.12 | EUR | 30,000.00 | 11.01.2021 | 	-1,413.57  |
|  |  |  |  |  | 250,128.94 |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange (Banque de Luxembourg SA, Luxembourg) |
| EUR | 1,531,113.62 | CHF | 1,650,000.00 | 15.03.2021 | 4,765.13 |
| EUR | 23,000,000.00 | USD | 27,943,114.00 | 15.03.2021 | 199,930.69 |
| JPY | 302,360,676.00 | EUR | 2,400,000.00 | 15.03.2021 | -8,252.29 |
| USD | 4,010,328.30 | EUR | 3,300,000.00 | 15.03.2021 | 	-27,787.62  |
|  |  |  |  |  | 168,655.91 |
| Forward foreign exchange contracts linked to shares classes CPH, IPH (CHF) and RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 60,000.00 | EUR | 56,201.35 | 11.01.2021 | -722.11 |
| CHF | 30,000.00 | EUR | 28,003.65 | 11.01.2021 | -264.04 |
| CHF | 60,000.00 | EUR | 56,156.64 | 11.01.2021 | -677.40 |
| CHF | 30,000.00 | EUR | 27,985.36 | 11.01.2021 | -245.75 |
| CHF | 30,000.00 | EUR | 27,956.67 | 11.01.2021 | -217.06 |
| CHF | 30,000.00 | EUR | 27,715.98 | 11.01.2021 | 23.62 |
| CHF | 5,545,683.00 | EUR | 5,144,239.27 | 11.01.2021 | -16,403.57 |
| CHF | 30,000.00 | EUR | 27,758.30 | 11.01.2021 | -18.70 |
| CHF | 30,000.00 | EUR | 27,774.23 | 11.01.2021 | -34.63 |
| EUR | 27,758.19 | CHF | 30,000.00 | 11.01.2021 | 18.59 |
| EUR | 56,171.36 | CHF | 60,000.00 | 11.01.2021 | 692.12 |
| EUR | 27,973.05 | CHF | 30,000.00 | 11.01.2021 | 233.44 |
| EUR | 27,997.85 | CHF | 30,000.00 | 11.01.2021 | 258.24 |
| EUR | 27,800.38 | CHF | 30,000.00 | 11.01.2021 | 	60.78  |
|  |  |  |  |  | -17,296.47 |
| Forward foreign exchange contracts linked to shares classes UPH (USD) and IPH (USD) (Banque de Luxembourg SA, Luxembourg) |
| USD | 22,909.00 | EUR | 18,685.73 | 11.01.2021 | 33.48 |
| USD | 466,402.42 | EUR | 395,777.17 | 11.01.2021 | 	-14,677.01  |
|  |  |  |  |  | -14,643.53 |

RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| Forward foreign exchange contracts linked to shares classes EH, IH (EUR), PI, RAMIECH and XH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 22,045,968.00 | USD | 26,094,710.02 | 11.01.2021 | 885,652.68 |
| EUR | 123,331.69 | USD | 151,014.10 | 11.01.2021 | -77.94 |
| EUR | 90,000.00 | USD | 106,981.02 | 11.01.2021 | 3,163.05 |
| EUR | 60,000.00 | USD | 71,108.22 | 11.01.2021 | 2,321.16 |
| EUR | 120,000.00 | USD | 142,659.36 | 11.01.2021 | 4,199.40 |
| EUR | 150,000.00 | USD | 177,304.05 | 11.01.2021 | 6,269.40 |
| EUR | 30,000.00 | USD | 35,663.34 | 11.01.2021 | 1,051.35 |
| EUR | 90,000.00 | USD | 110,617.56 | 11.01.2021 | -473.49 |
| EUR | 60,000.00 | USD | 73,649.04 | 11.01.2021 | -219.66 |
| EUR | 30,000.00 | USD | 36,756.42 | 11.01.2021 | -41.73 |
| EUR | 1,869,178.80 | USD | 2,274,513.96 | 11.01.2021 | 13,030.05 |
| EUR | 30,000.00 | USD | 36,477.96 | 11.01.2021 | 236.73 |
| EUR | 30,000.00 | USD | 36,533.46 | 11.01.2021 | 181.23 |
| EUR | 120,000.00 | USD | 145,641.84 | 11.01.2021 | 1,216.92 |
| EUR | 30,000.00 | USD | 35,760.87 | 11.01.2021 | 953.82 |
| EUR | 60,000.00 | USD | 71,760.54 | 11.01.2021 | 1,668.84 |
| EUR | 90,000.00 | USD | 108,124.20 | 11.01.2021 | 2,019.87 |
| EUR | 30,000.00 | USD | 36,504.96 | 11.01.2021 | 209.73 |
| EUR | 30,000.00 | USD | 36,435.96 | 11.01.2021 | 278.73 |
| EUR | 90,000.00 | USD | 109,064.88 | 11.01.2021 | 1,079.19 |
| USD | 36,615.21 | EUR | 30,000.00 | 11.01.2021 | -99.48 |

| Currency | Purchases | Currency | Sales | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| USD | 73,054.08 | EUR | 60,000.00 | 11.01.2021 | -375.30 |
| USD | 108,944.91 | EUR | 90,000.00 | 11.01.2021 | -1,199.16 |
| USD | 72,997.08 | EUR | 60,000.00 | 11.01.2021 | -432.30 |
| USD | 109,972.53 | EUR | 90,000.00 | 11.01.2021 | -171.54 |
| USD | 293,248.08 | EUR | 240,000.00 | 11.01.2021 | -469.44 |
| USD | 536,184.45 | EUR | 450,000.00 | 11.01.2021 | -14,535.90 |
| USD | 464,693.19 | EUR | 390,000.00 | 11.01.2021 | 	-12,597.78  |
|  |  |  |  |  | 892,838.43 |

In order to reduce counterparty risk on forward foreign exchange exposure and from a minimum transfer amount of EUR 100,000.00;
- the counterparty pays to the sub-fund cash collateral, if the unrealised result is positive: thus, cash collateral received is recorded in the caption “Cash at banks” in the Statement of net assets. The amount received and to be redeemed to counterparty is recorded in the caption “Redeemable cash collateral received”,
- the counterparty receives cash collateral, if the unrealised result is negative: thus, cash collateral paid is recorded under the caption “Cash at banks in the Statement of net assets. The amount paid and to be received by the Fund from counterparty is recorded in the caption “Receivable on cash collateral paid”.


## Note 14 - Futures contracts
As at 31st December 2020, the below sub-funds are committed in the following futures contracts:
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
|  | Number of contracts | Denomination | Currency | Exposure (in EUR) | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Sale | 79 | SWISS MARKET INDEX FUT 03/21 EUX | CHF | -7,774,802.31 | -248,793.38 |
| Sale | 29 | CAC 40 Index FUT 01/21 MONEP | EUR | -1,607,180.00 | 8,468.00 |
| Sale | 25 | DAX Germany Index FUT 03/21 EUX | EUR | -8,591,250.00 | -138,750.00 |
| Sale | 890 | Euro Stoxx 50 EUR (Price) Index FUT 03/21 EUX | EUR | -31,595,000.00 | -93,450.00 |
| Sale | 76 | FTSE MIB Index FUT 03/21 MIL | EUR | -8,409,020.00 | -27,045.02 |
| Sale | 217 | FTSE 100 Index FUT 03/21 ICE | GBP | -15,562,384.84 | 241,879.70 |
| Sale | 621 | OMX Stockholm 30 Index FUT 01/21 OMX | SEK | -11,598,374.26 | 119,047.83 |
|  |  |  |  |  | 	-138,642.87  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
|  | Number of contracts | Denomination | Currency | Exposure (in USD) | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| Sale | 1 | Hang Seng Index FUT 01/21 HKFE | HKD | -175,516.99 | -4,791.11 |
| Sale | 4 | KUALA LUMPUR COMPOSITE INDEX FUT 01/21 MDE | MYR | -81,044.13 | 795.53 |
| Sale | 1 | MSCI Singapore Free IndexSM (The) FUT 01/21 SGX | SGD | -24,456.30 | 79.43 |
| Sale | 1 | THAI SET 50 FUT 03/21 SGX | THB | -6,036.67 | -108.00 |
| Sale | 4 | BIST National 30 Scaled in 1000 Index FUT 02/21 TKD | TRY | -8,913.49 | -270.07 |

|  | Number of contracts | Denomination | Currency | Exposure (in USD) | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- |
| Sale | 22 | MSCI Emerging Markets Index FUT 03/21 FNX | USD | -1,411,520.00 | -39,050.00 |
| Sale | 1 | FTSE/JSE AFRICA TOP40 INDEX FUT 03/21 SAF | ZAR | -37,168.36 | 44.91 |
|  |  |  |  |  | 	-43,299.31  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND
|  | Number of contracts | Denomination | Currency | Exposure (in EUR) | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- |
| Purchase | 5 | DAX Germany Index FUT 03/21 EUX | EUR | 1,718,250.00 | 70,562.50 |
| Purchase | 15 | S&P 500 E-Mini Index FUT 03/21 CME | USD | 2,297,809.74 | 58,229.81 |
| Purchase | 65 | US Treasury Note 10 Years FUT 03/21 CBOT | USD | 7,334,977.48 | 1,660.32 |
|  |  |  |  |  | 	130,452.63  |

At the date of the financial statements, the sub-fund RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND has deposited assets as collateral, presented under the item "Deposits on futures contracts", in favor of BANQUE DE LUXEMBOURG S.A.

## Note 15 - Swaps contracts
As at 31st December 2020, the below sub-funds of the SICAV are engaged in the following swaps contracts with the following counterparties:
- Swaps of shares (TRS)RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| 19,906 | EUR | Cairn Homes Plc Reg | 19,149.57 | EONIA-1D | 02/06/2022 | 3,662.70 |
| 6,150 | EUR | Kingspan Group | 353,010.00 | EONIA-1D | 02/06/2022 | -76,387.57 |
| 6,616 | EUR | Uniphar PLC Reg | 	15,746.08  | EONIA-1D | 02/06/2022 | 	-1,042.66  |
|  |  |  | 	387,905.65  |  |  | 	-73,767.53  |
| 11,764 | GBP | Admiral Group Plc | 381,884.49 | SONIA-1D | 02/06/2022 | 38,766.66 |
| 16,787 | GBP | Antofagasta Plc | 270,126.84 | SONIA-1D | 02/06/2022 | 1,704.42 |
| 74,342 | GBP | AO World Plc Reg | 341,316.63 | SONIA-1D | 02/06/2022 | 114,446.04 |
| 1,796 | GBP | Ashtead Group Plc | 68,975.30 | SONIA-1D | 02/06/2022 | 8,853.30 |
| 4,698 | GBP | Berkeley Gr Hgs (The) Plc | 248,860.49 | SONIA-1D | 02/06/2022 | 28,474.25 |
| 20,460 | GBP | Bunzl Plc | 558,355.10 | SONIA-1D | 02/06/2022 | -14,627.40 |
| 44,630 | GBP | CMC Markets Plc Reg | 194,932.85 | SONIA-1D | 02/06/2022 | 33,400.53 |
| 115,739 | GBP | ConvaTec Group Plc Reg | 257,543.41 | SONIA-1D | 02/06/2022 | 31,665.20 |
| 4,405 | GBP | DCC Plc | 254,794.09 | SONIA-1D | 02/06/2022 | -14,900.04 |
| 7,084 | GBP | Dechra Pharmaceuticals Plc | 273,010.30 | SONIA-1D | 02/06/2022 | 3,794.09 |
| 31,018 | GBP | Electrocomponents Plc Reg | 301,622.65 | SONIA-1D | 02/06/2022 | 16,849.68 |
| 2,297 | GBP | Frontier Developments PLC Reg | 79,030.20 | SONIA-1D | 02/06/2022 | 11,827.94 |
| 25,167 | GBP | Future Plc Reg | 488,610.29 | SONIA-1D | 02/06/2022 | -52,801.70 |
| 5,348 | GBP | Games Workshop Group Plc | 669,099.66 | SONIA-1D | 02/06/2022 | 60,338.45 |
| 9,102 | GBP | Gamesys Group Plc Reg | 115,910.58 | SONIA-1D | 02/06/2022 | -5,287.15 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| 7,861 | GBP | Gamma Communications PLC Reg | 144,452.51 | SONIA-1D | 02/06/2022 | -439.07 |
| 4,161 | GBP | Genus Plc Reg | 195,035.91 | SONIA-1D | 02/06/2022 | 3,215.25 |
| 4,862 | GBP | Halma Plc | 133,010.26 | SONIA-1D | 02/06/2022 | 11,816.74 |
| 21,060 | GBP | Hikma Pharmaceutical Plc | 592,373.31 | SONIA-1D | 02/06/2022 | -17,883.39 |
| 62,853 | GBP | IG Group Holdings Plc | 605,221.94 | SONIA-1D | 02/06/2022 | 50,955.38 |
| 43,556 | GBP | Indivior Plc | 52,936.87 | SONIA-1D | 02/06/2022 | -10,894.55 |
| 21 | GBP | Intertek Group Plc | 1,324.94 | SONIA-1D | 02/06/2022 | -29.83 |
| 34,455 | GBP | ITV Plc | 41,105.97 | SONIA-1D | 02/06/2022 | -92.57 |
| 174,354 | GBP | J Sainsbury Plc | 439,197.49 | SONIA-1D | 02/06/2022 | 18,893.91 |
| 16,844 | GBP | JD Sports Fashion Plc Reg S | 161,817.35 | SONIA-1D | 02/06/2022 | 2,840.19 |
| 990 | GBP | London Stock Exchange Gr Plc | 99,619.64 | SONIA-1D | 02/06/2022 | 10,858.44 |
| 4,153 | GBP | Luceco PLC Reg | 11,876.36 | SONIA-1D | 02/06/2022 | 1,022.55 |
| 140 | GBP | Next Plc | 11,081.81 | SONIA-1D | 02/06/2022 | 1,776.59 |
| 188,689 | GBP | Premier Foods Plc | 211,200.87 | SONIA-1D | 02/06/2022 | 22,691.69 |
| 22,902 | GBP | PZ Cussons Plc Reg | 58,841.35 | SONIA-1D | 02/06/2022 | -2,893.82 |
| 3,909 | GBP | Rathbone Brothers Plc Reg | 67,246.20 | SONIA-1D | 02/06/2022 | 85.97 |
| 31,198 | GBP | Reach Plc | 50,045.22 | SONIA-1D | 02/06/2022 | 3,829.29 |
| 1,351 | GBP | Reckitt Benckiser Group Plc | 98,729.58 | SONIA-1D | 02/06/2022 | -2,657.35 |
| 99,924 | GBP | Royal Mail Plc | 376,948.71 | SONIA-1D | 02/06/2022 | 104,580.21 |
| 1,286 | GBP | Schroders Plc | 47,937.85 | SONIA-1D | 02/06/2022 | 7,947.21 |
| 3,630 | GBP | Smiths Group Plc Reg | 61,007.08 | SONIA-1D | 02/06/2022 | 5,251.19 |
| 22,283 | GBP | Spirent Communications Plc Reg | 65,714.16 | SONIA-1D | 02/06/2022 | 754.53 |
| 8,186 | GBP | Stock Spirits Gr Plc Reg | 24,506.87 | SONIA-1D | 02/06/2022 | 4,800.79 |
| 80,366 | GBP | Tate & Lyle Plc | 605,440.27 | SONIA-1D | 02/06/2022 | 10,907.11 |
| 15,624 | GBP | Tyman Plc Reg | 61,173.26 | SONIA-1D | 02/06/2022 | 12,874.12 |
| 14,414 | GBP | United Utilities Plc | 144,108.28 | SONIA-1D | 02/06/2022 | -9,093.44 |
| 41,337 | GBP | Volex Plc Reg | 142,223.40 | SONIA-1D | 02/06/2022 | 19,089.56 |
| 12,185 | GBP | Watches of Switzerland Gr PLC Reg | 	78,810.75  | SONIA-1D | 02/06/2022 | 	7,754.95  |
|  |  |  | 	9,087,061.09  |  |  | 	520,465.92  |

RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : UBS AG, Londres |
| 26,203 | EUR | Cairn Homes Plc Reg | 25,207.29 | 1M-LIBOR | 04/01/2022 | 576.47 |
| 7,578 | EUR | Kingspan Group | 434,977.20 | 1M-LIBOR | 04/01/2022 | -84,115.80 |
| 7,377 | EUR | Smurfit Kappa Group Plc | 280,621.08 | 1M-LIBOR | 04/01/2022 | -3,098.34 |
| 6,969 | EUR | Uniphar PLC Reg | 	16,586.22  | 1M-LIBOR | 04/01/2022 | 	-1,672.56  |
|  |  |  | 	757,391.79  |  |  | 	-88,310.23  |
| 13,885 | GBP | Admiral Group Plc | 450,736.66 | 1M-LIBOR | 04/01/2022 | 8,375.70 |
| 3,863 | GBP | Antofagasta Plc | 62,161.20 | 1M-LIBOR | 04/01/2022 | 668.87 |
| 63,300 | GBP | AO World Plc Reg | 290,620.95 | 1M-LIBOR | 04/01/2022 | 26,516.51 |
| 2,129 | GBP | Ashtead Group Plc | 81,764.15 | 1M-LIBOR | 04/01/2022 | 2,306.90 |
| 4,041 | GBP | ASOS Plc | 215,908.94 | 1M-LIBOR | 04/01/2022 | 17,695.23 |
| 1,326 | GBP | Berkeley Gr Hgs (The) Plc | 70,240.32 | 1M-LIBOR | 04/01/2022 | 4,991.77 |
| 32,919 | GBP | Bunzl Plc | 898,362.24 | 1M-LIBOR | 04/01/2022 | -12,135.06 |
| 49,182 | GBP | CMC Markets Plc Reg | 214,814.87 | 1M-LIBOR | 04/01/2022 | 14,284.36 |
| 135,911 | GBP | ConvaTec Group Plc Reg | 302,430.32 | 1M-LIBOR | 04/01/2022 | -11,538.51 |
| 4,633 | GBP | DCC Plc | 267,982.07 | 1M-LIBOR | 04/01/2022 | -12,317.45 |
| 8,162 | GBP | Dechra Pharmaceuticals Plc | 314,555.35 | 1M-LIBOR | 04/01/2022 | 24,435.02 |
| 35,089 | GBP | Electrocomponents Plc Reg | 341,209.53 | 1M-LIBOR | 04/01/2022 | -783.94 |
| 478 | GBP | Frontier Developments PLC Reg | 16,445.99 | 1M-LIBOR | 04/01/2022 | 1,388.30 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 14,158 | GBP | Future Plc Reg | 274,873.62 | 1M-LIBOR | 04/01/2022 | 1,265.24 |
| --- | --- | --- | --- | --- | --- | --- |
| 5,764 | GBP | Games Workshop Group Plc | 721,146.31 | 1M-LIBOR | 04/01/2022 | 75,977.91 |
| 11,678 | GBP | Gamesys Group Plc Reg | 148,714.98 | 1M-LIBOR | 04/01/2022 | 6,000.78 |
| 7,087 | GBP | Gamma Communications PLC Reg | 130,229.61 | 1M-LIBOR | 04/01/2022 | 11,875.04 |
| 7,085 | GBP | Genus Plc Reg | 332,090.71 | 1M-LIBOR | 04/01/2022 | 12,663.13 |
| 5,882 | GBP | Halma Plc | 160,914.51 | 1M-LIBOR | 04/01/2022 | 5,190.79 |
| 36,011 | GBP | Hikma Pharmaceutical Plc | 1,012,913.35 | 1M-LIBOR | 04/01/2022 | 28,963.37 |
| 21,296 | GBP | Homeserve Plc | 243,839.07 | 1M-LIBOR | 04/01/2022 | -18,555.56 |
| 71,221 | GBP | IG Group Holdings Plc | 685,798.80 | 1M-LIBOR | 04/01/2022 | 16,707.40 |
| 395 | GBP | Intertek Group Plc | 24,921.44 | 1M-LIBOR | 04/01/2022 | -564.79 |
| 35,479 | GBP | ITV Plc | 42,327.64 | 1M-LIBOR | 04/01/2022 | 911.55 |
| 177,674 | GBP | J Sainsbury Plc | 447,560.57 | 1M-LIBOR | 04/01/2022 | -6,748.15 |
| 13,271 | GBP | JD Sports Fashion Plc Reg S | 127,492.16 | 1M-LIBOR | 04/01/2022 | 6,730.40 |
| 1,117 | GBP | London Stock Exchange Gr Plc | 112,399.13 | 1M-LIBOR | 04/01/2022 | 2,071.30 |
| 267 | GBP | Next Plc | 21,134.59 | 1M-LIBOR | 04/01/2022 | 990.22 |
| 31,285 | GBP | Ninety One PLC Reg | 80,099.93 | 1M-LIBOR | 04/01/2022 | 2,935.60 |
| 1,673 | GBP | Oxford Instruments Plc Reg | 37,227.74 | 1M-LIBOR | 04/01/2022 | 336.40 |
| 24,180 | GBP | Pets at Home Gr Plc | 112,419.01 | 1M-LIBOR | 04/01/2022 | 8,697.48 |
| 206,970 | GBP | Premier Foods Plc | 231,662.91 | 1M-LIBOR | 04/01/2022 | 12,022.43 |
| 47,572 | GBP | PZ Cussons Plc Reg | 122,225.17 | 1M-LIBOR | 04/01/2022 | 1,062.83 |
| 3,216 | GBP | Rathbone Brothers Plc Reg | 55,324.58 | 1M-LIBOR | 04/01/2022 | 359.25 |
| 41,048 | GBP | Reach Plc | 65,845.76 | 1M-LIBOR | 04/01/2022 | 4,493.65 |
| 248 | GBP | Reckitt Benckiser Group Plc | 18,123.56 | 1M-LIBOR | 04/01/2022 | 371.23 |
| 122,224 | GBP | Royal Mail Plc | 461,072.20 | 1M-LIBOR | 04/01/2022 | -11,468.78 |
| 15 | GBP | Schroders Plc | 559.15 | 1M-LIBOR | 04/01/2022 | 13.57 |
| 10,586 | GBP | Stock Spirits Gr Plc Reg | 31,691.89 | 1M-LIBOR | 04/01/2022 | 2,010.31 |
| 89,135 | GBP | Tate & Lyle Plc | 671,501.86 | 1M-LIBOR | 04/01/2022 | 21,108.90 |
| 16,576 | GBP | Tyman Plc Reg | 64,900.67 | 1M-LIBOR | 04/01/2022 | 6,017.89 |
| 2,500 | GBP | United Utilities Plc | 24,994.50 | 1M-LIBOR | 04/01/2022 | -1,139.41 |
| 24,581 | GBP | Vectura Gr Plc Reg | 34,213.62 | 1M-LIBOR | 04/01/2022 | 3,734.40 |
| 9,617 | GBP | Volex Plc Reg | 	33,088.09  | 1M-LIBOR | 04/01/2022  | 3,222.87  |
|  |  |  | 	10,058,539.72  |  |  |    261,144.95  |
|  |  |  | 	10,815,931.51  |  |  |     172,834.72  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| 62,679 | GBP | B&M European Value Retail SA | 442,242.95 | SONIA-1D | 02/08/2022 | 31,794.39 |
| 1,559 | GBP | Coca-Cola HBC Ltd Reg | 50,651.95 | SONIA-1D | 02/08/2022 | 9,908.77 |
| 304 | GBP | Ferguson Plc Reg | 36,915.01 | SONIA-1D | 02/08/2022 | 4,793.91 |
| 1,788 | GBP | Gamesys Group Plc Reg | 27,860.78 | SONIA-1D | 02/08/2022 | -825.84 |
| 37,896 | GBP | IG Group Holdings Plc | 446,500.03 | SONIA-1D | 02/08/2022 | 51,797.78 |
| 28,535 | GBP | ITV Plc | 41,655.27 | SONIA-1D | 02/08/2022 | 13,844.65 |
| 13,654 | GBP | J Sainsbury Plc | 42,085.00 | SONIA-1D | 02/08/2022 | 4,405.18 |
| 5,987 | GBP | Luceco PLC Reg | 20,949.33 | SONIA-1D | 02/08/2022 | 2,249.96 |
| 1,422 | GBP | Morgan Sindall Group Plc | 29,776.88 | SONIA-1D | 02/08/2022 | 2,311.58 |
| 35,233 | GBP | Ninety One PLC Reg | 110,378.65 | SONIA-1D | 02/08/2022 | 7,330.35 |
| 1,668 | GBP | Polymetal International PLC | 38,405.01 | SONIA-1D | 02/08/2022 | -114.00 |
| 3,530 | GBP | Rathbone Brothers Plc Reg | 74,304.70 | SONIA-1D | 02/08/2022 | 3,983.18 |
| 1,889 | GBP | Smiths Group Plc Reg | 38,845.88 | SONIA-1D | 02/08/2022 | 885.50 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 9,714 | GBP | Tyman Plc Reg | 46,537.92 | SONIA-1D | 02/08/2022 | 7,849.48 |
| --- | --- | --- | --- | --- | --- | --- |
| 3,083 | GBP | United Utilities Plc | 	37,715.29  | SONIA-1D | 02/08/2022  | -233.70  |
|  |  |  | 	1,484,824.65  |  |  |    139,981.19  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| 2,278 | CHF | Also Holding AG Reg | 532,882.72 | SARON-1D | 03/01/2022 | 27,381.33 |
| 42,989 | CHF | Arbonia AG | 562,830.98 | SARON-1D | 03/01/2022 | 47,055.65 |
| 10,601 | CHF | Ascom Holding AG Reg | 128,403.11 | SARON-1D | 03/01/2022 | 5,530.48 |
| 3,276 | CHF | Autoneum Holding AG Reg | 489,488.67 | SARON-1D | 03/01/2022 | 2,648.10 |
| 7,105 | CHF | Bachem Holding Ltd B | 2,598,172.42 | SARON-1D | 03/01/2022 | 206,838.38 |
| 530 | CHF | Baloise-Holding Reg | 77,181.61 | SARON-1D | 03/01/2022 | -490.04 |
| 3,663 | CHF | Banque Cantonale Vaudoise Reg | 326,152.42 | SARON-1D | 03/01/2022 | 5,080.26 |
| 124 | CHF | Barry Callebaut AG Reg | 241,226.39 | SARON-1D | 03/01/2022 | 16,509.79 |
| 23,469 | CHF | BKW AG Reg | 2,152,601.58 | SARON-1D | 03/01/2022 | 80,723.42 |
| 529 | CHF | Bossard Holding AG | 87,258.54 | SARON-1D | 03/01/2022 | 4,989.00 |
| 4,498 | CHF | Bucher Industries SA Reg | 1,686,843.51 | SARON-1D | 03/01/2022 | 92,327.23 |
| 1,078 | CHF | Burckhardt Compression Hg Ltd Reg | 305,995.14 | SARON-1D | 03/01/2022 | 211.37 |
| 65 | CHF | Cantonal Bank of St Gall Ltd Reg | 24,941.29 | SARON-1D | 03/01/2022 | -300.50 |
| 2 | CHF | Chocolade Lindt & Spruengli AG Reg | 163,470.60 | SARON-1D | 03/01/2022 | 12,574.66 |
| 1,754 | CHF | Clariant AG Reg | 30,521.55 | SARON-1D | 03/01/2022 | 989.27 |
| -411 | CHF | Co Financière Richemont SA | -30,431.49 | SARON-1D | 03/01/2022 | -1,938.07 |
| 2,448 | CHF | Comet Holding AG Reg | 448,613.63 | SARON-1D | 03/01/2022 | 57,986.08 |
| -2,115 | CHF | COSMO Pharmaceuticals NV | -166,221.31 | SARON-1D | 03/01/2022 | -1,946.11 |
| 1,568 | CHF | Daetwyler Holding AG | 372,594.62 | SARON-1D | 03/01/2022 | 14,439.10 |
| 4,327 | CHF | DKSH Holding SA | 266,251.68 | SARON-1D | 03/01/2022 | 17,403.38 |
| 84 | CHF | Dormakaba Holding AG | 39,027.68 | SARON-1D | 03/01/2022 | -77.67 |
| 14,164 | CHF | EFG Intl Reg | 75,957.61 | SARON-1D | 03/01/2022 | -2,619.23 |
| 859 | CHF | Emmi AG Reg | 723,947.77 | SARON-1D | 03/01/2022 | 36,382.71 |
| 72 | CHF | Ems-Chemie Holding AG | 56,785.69 | SARON-1D | 03/01/2022 | 1,431.29 |
| 510 | CHF | Forbo Holding AG | 715,812.61 | SARON-1D | 03/01/2022 | 11,749.52 |
| 8,401 | CHF | Galenica SA Reg | 458,290.01 | SARON-1D | 03/01/2022 | 5,825.72 |
| 546 | CHF | Geberit AG Reg | 279,779.93 | SARON-1D | 03/01/2022 | 6,827.70 |
| 266 | CHF | Georg Fischer SA Reg | 280,377.97 | SARON-1D | 03/01/2022 | 11,289.87 |
| 9 | CHF | Givaudan SA Reg | 31,039.07 | SARON-1D | 03/01/2022 | 732.29 |
| 103 | CHF | Gurit Holding AG | 236,181.73 | SARON-1D | 03/01/2022 | 21,903.95 |
| 229 | CHF | Interroll-Holding SA Reg | 570,626.12 | SARON-1D | 03/01/2022 | 3,176.03 |
| 3,532 | CHF | Kardex Holding Reg | 632,242.15 | SARON-1D | 03/01/2022 | 38,535.42 |
| 6,453 | CHF | Kuehne & Nagel Intl AG Reg | 1,198,071.59 | SARON-1D | 03/01/2022 | -4,773.19 |
| 14,158 | CHF | LafargeHolcim Ltd Reg | 636,464.61 | SARON-1D | 03/01/2022 | 1,701.78 |
| -2,117 | CHF | Landis+Gyr Group Ltd Reg | -135,843.14 | SARON-1D | 03/01/2022 | -5,676.44 |
| 119 | CHF | LEM Holding SA | 190,128.88 | SARON-1D | 03/01/2022 | 2,582.35 |
| 78,507 | CHF | Logitech Intl SA Reg | 6,236,774.59 | SARON-1D | 03/01/2022 | 477,394.03 |
| 2,037 | CHF | Lonza Group AG Reg | 1,071,292.38 | SARON-1D | 03/01/2022 | 30,134.69 |
| 227 | CHF | Luzerner Kantonalbank Reg | 84,059.30 | SARON-1D | 03/01/2022 | 1,049.43 |
| -3,723,800 | CHF | Meyer Burger Technology Ltd Partizsch | -1,159,620.35 | SARON-1D | 03/01/2022 | 110,177.71 |
| 10,905 | CHF | Mobilezone Holding AG | 101,635.07 | SARON-1D | 03/01/2022 | 4,033.14 |
| -36,682 | CHF | Molecular Partners SA Reg | -703,766.36 | SARON-1D | 03/01/2022 | 25,437.34 |
| 4,907 | CHF | Novartis AG Reg | 379,524.14 | SARON-1D | 03/01/2022 | 10,344.47 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 88,502 | CHF | OC Oerlikon Corp Inc | 748,740.93 | SARON-1D | 03/01/2022 | 40,910.80 |
| --- | --- | --- | --- | --- | --- | --- |
| 3,124 | CHF | Orior AG | 217,790.92 | SARON-1D | 03/01/2022 | 6,354.64 |
| 4,574 | CHF | PSP Swiss Property AG Reg | 500,308.99 | SARON-1D | 03/01/2022 | 34,679.07 |
| 432 | CHF | Roche Holding Ltd Pref | 123,424.00 | SARON-1D | 03/01/2022 | 3,754.65 |
| 9,376 | CHF | Schindler Holding Ltd Partizipsch | 2,068,451.95 | SARON-1D | 03/01/2022 | -41,134.14 |
| 170 | CHF | Schweiter Technologies AG | 229,487.57 | SARON-1D | 03/01/2022 | 3,787.59 |
| 1,837 | CHF | Sensirion Holding Ltd Reg | 97,324.27 | SARON-1D | 03/01/2022 | 5,902.58 |
| 9,802 | CHF | SFS Group SA | 951,615.25 | SARON-1D | 03/01/2022 | 3,201.12 |
| 26 | CHF | SGS SA Reg | 64,186.25 | SARON-1D | 03/01/2022 | 1,356.09 |
| 137 | CHF | Siegfried Holding SA Reg | 82,526.30 | SARON-1D | 03/01/2022 | 2,723.43 |
| 50,816 | CHF | SIG Combibloc Services AG Reg | 965,068.88 | SARON-1D | 03/01/2022 | 43,848.75 |
| 2,822 | CHF | Sika Ltd | 630,914.78 | SARON-1D | 03/01/2022 | 30,657.17 |
| 62,923 | CHF | Softwareone Holding AG Reg | 1,524,291.79 | SARON-1D | 03/01/2022 | 157,083.50 |
| 4,201 | CHF | Sonova Holding AG | 893,383.48 | SARON-1D | 03/01/2022 | 12,818.11 |
| 10,309 | CHF | Sulzer AG Reg | 887,408.57 | SARON-1D | 03/01/2022 | 21,446.50 |
| 294 | CHF | Swiss Life Holding Reg | 112,104.59 | SARON-1D | 03/01/2022 | -869.87 |
| 469 | CHF | Swiss Prime Site AG Reg | 37,683.39 | SARON-1D | 03/01/2022 | 1,722.61 |
| 4,402 | CHF | Swisscom Ltd Reg | 1,941,855.25 | SARON-1D | 03/01/2022 | -5,605.67 |
| 17,295 | CHF | Swissquote Group Holding SA Reg | 1,373,634.30 | SARON-1D | 03/01/2022 | -14,391.98 |
| 7,671 | CHF | Tecan Group AG | 3,076,797.60 | SARON-1D | 03/01/2022 | 262,785.24 |
| 48,800 | CHF | UBS Group Inc | 562,656.93 | SARON-1D | 03/01/2022 | -24,139.65 |
| 5,689 | CHF | Valiant Holding AG Reg | 454,997.95 | SARON-1D | 03/01/2022 | 3,156.06 |
| 3,158 | CHF | VAT Gr SA Reg | 644,716.21 | SARON-1D | 03/01/2022 | 75,333.69 |
| 1,613 | CHF | Vetropack Holding AG A Reg | 89,036.09 | SARON-1D | 03/01/2022 | 3,579.34 |
| 440 | CHF | Vontobel Holding AG | 28,559.28 | SARON-1D | 03/01/2022 | 930.74 |
| 972 | CHF | VP Bank AG Reg A | 100,656.47 | SARON-1D | 03/01/2022 | 359.49 |
| 1,002 | CHF | VZ Holding AG Reg | 74,950.35 | SARON-1D | 03/01/2022 | 3,335.24 |
| 9,259 | CHF | Zehnder Group AG Reg | 505,951.59 | SARON-1D | 03/01/2022 | 83,469.17 |
| -4,095 | CHF | Zur Rose Group AG Reg S | 	-1,071,513.73  | SARON-1D | 03/01/2022  | -22,717.61  |
|  |  |  | 	40,214,576.91  |  |  |   2,069,912.35  |
| -99,956 | DKK | Ambu AS B Bearer Reg | -3,534,344.76 | CIBOR-1W | 04/10/2022 | -797,644.68 |
| -1,638 | DKK | Bavarian Nordic A/S | -41,149.98 | CIBOR-1W | 04/10/2022 | -616.15 |
| -13,729 | DKK | Chr. Hansen Holding A/S | -1,155,326.70 | CIBOR-1W | 04/10/2022 | -29,027.40 |
| -694 | DKK | Coloplast A/S B | -86,670.19 | CIBOR-1W | 04/10/2022 | -1,678.21 |
| -14,666 | DKK | Demant AS Reg | -474,047.06 | CIBOR-1W | 04/10/2022 | -31,032.72 |
| -368 | DKK | Genmab A/S | -121,766.10 | CIBOR-1W | 04/10/2022 | -5,487.63 |
| -17,777 | DKK | ISS A/S | -251,717.40 | CIBOR-1W | 04/10/2022 | 18,265.44 |
| -393 | DKK | Novozymes AS B | -18,452.44 | CIBOR-1W | 04/10/2022 | -65.37 |
| -2,173 | DKK | Ossur hf Reg | -14,143.85 | CIBOR-1W | 04/10/2022 | 94.56 |
| -2,682 | DKK | OW Bunker AS | 0.00 | CIBOR-1W | 04/10/2022 | 0.00 |
| -7,100 | DKK | SimCorp A/S | -863,696.10 | CIBOR-1W | 04/10/2022 | -76,497.50 |
| -1,579 | DKK | Tryg A/S | -40,749.63 | CIBOR-1W | 04/10/2022 | -2,778.87 |
| -37,304 | DKK | Zealand Pharma A/S | 	-1,105,541.55  | CIBOR-1W | 04/10/2022  | 56,774.29  |
|  |  |  | 	-7,707,605.76  |  |  |    -869,694.24  |
| -5,531 | EUR | 1&1 Drillisch AG | -113,053.64 | EONIA-1D | 04/01/2022 | -1,044.64 |
| -72,104 | EUR | Accor SA | -2,134,278.40 | EONIA-1D | 04/01/2022 | -960.54 |
| -798 | EUR | Adidas AG Reg | -237,724.20 | EONIA-1D | 04/01/2022 | -19,320.59 |
| -66,769 | EUR | Advanced Metallurgical Gr NV | -1,633,169.74 | EONIA-1D | 04/01/2022 | -93,476.60 |
| -4,045 | EUR | Aena SME SA | -575,199.00 | EONIA-1D | 04/01/2022 | -4,854.00 |
| -17,244 | EUR | Aeroport de Paris (ADP) | -1,829,588.40 | EONIA-1D | 04/01/2022 | -6,897.60 |
| -523 | EUR | Air Liquide SA | -70,212.75 | EONIA-1D | 04/01/2022 | 1,202.90 |
| -14,014 | EUR | Airbus SE | -1,258,176.92 | EONIA-1D | 04/01/2022 | 3,217.20 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -16,655 | EUR | Akka Technologies SE | -428,866.25 | EONIA-1D | 04/01/2022 | 13,808.78 |
| --- | --- | --- | --- | --- | --- | --- |
| -6,229 | EUR | Alstom | -290,333.69 | EONIA-1D | 04/01/2022 | -6,854.95 |
| -9,179 | EUR | Alten | -850,434.35 | EONIA-1D | 04/01/2022 | -21,111.70 |
| -6,568 | EUR | Altri SGPS SA Reg | -33,890.88 | EONIA-1D | 04/01/2022 | -3,100.10 |
| -4,830 | EUR | Amadeus Fire AG | -581,532.00 | EONIA-1D | 04/01/2022 | -10,626.00 |
| -9,494 | EUR | Amadeus IT Group SA A | -565,462.64 | EONIA-1D | 04/01/2022 | -2,861.42 |
| -8,281 | EUR | Amundi SA | -553,170.80 | EONIA-1D | 04/01/2022 | 2,705.43 |
| -21,514 | EUR | Anheuser-Busch InBev SA | -1,226,513.14 | EONIA-1D | 04/01/2022 | -13,123.54 |
| -1,457 | EUR | Argenx SE | -352,594.00 | EONIA-1D | 04/01/2022 | -3,496.80 |
| -38,218 | EUR | ASTM SpA | -787,290.80 | EONIA-1D | 04/01/2022 | 28,281.32 |
| -52,296 | EUR | Atlantia SpA | -769,535.64 | EONIA-1D | 04/01/2022 | 50,727.12 |
| -116,229 | EUR | Autogrill SpA | -635,772.63 | EONIA-1D | 04/01/2022 | -16,272.06 |
| -92,925 | EUR | Barco NV Reg | -1,655,923.50 | EONIA-1D | 04/01/2022 | 88,278.75 |
| -64,281 | EUR | Basic-Fit NV Reg | -1,928,430.00 | EONIA-1D | 04/01/2022 | 54,638.85 |
| -9,491 | EUR | BayWa AG | -313,677.55 | EONIA-1D | 04/01/2022 | -11,679.84 |
| -3,360 | EUR | Beneteau SA | -31,802.40 | EONIA-1D | 04/01/2022 | -1,965.60 |
| 25,075 | EUR | BIC SA | 1,159,969.50 | EONIA-1D | 04/01/2022 | -115,757.58 |
| -166,042 | EUR | Borussia Dortmu GmbH & Co KGaA | -903,268.48 | EONIA-1D | 04/01/2022 | 44,831.34 |
| -27,520 | EUR | Brunello Cucinelli SpA | -982,464.00 | EONIA-1D | 04/01/2022 | -38,262.15 |
| -49,214 | EUR | Bureau Veritas SA | -1,070,896.64 | EONIA-1D | 04/01/2022 | -6,397.82 |
| -24,555 | EUR | Cancom SE | -1,113,814.80 | EONIA-1D | 04/01/2022 | -12,768.60 |
| -903 | EUR | CapGemini SE | -114,500.40 | EONIA-1D | 04/01/2022 | -9,920.56 |
| -4,998 | EUR | Carel Industries SpA Reg | -95,861.64 | EONIA-1D | 04/01/2022 | -7,302.42 |
| -18,632 | EUR | Cellnex Telecom SA | -915,203.84 | EONIA-1D | 04/01/2022 | 50,306.40 |
| -1,158,433 | EUR | CGG | -938,330.73 | EONIA-1D | 04/01/2022 | 126,964.26 |
| -1,128 | EUR | Cie Francois d'Entreprises | -94,300.80 | EONIA-1D | 04/01/2022 | -10,264.80 |
| -80,518 | EUR | CTS Eventim AG Co KGaA | -4,380,179.20 | EONIA-1D | 04/01/2022 | -197,269.10 |
| -204,229 | EUR | Dalata Hotel Group Plc Reg | -773,006.77 | EONIA-1D | 04/01/2022 | -6,126.87 |
| -1,674 | EUR | Dassault Aviation SA | -1,501,578.00 | EONIA-1D | 04/01/2022 | 11,718.00 |
| -698 | EUR | Dassault Systèmes SA | -115,972.70 | EONIA-1D | 04/01/2022 | -8,647.35 |
| -4,385 | EUR | Datalogic SpA Post Frazionamento | -61,390.00 | EONIA-1D | 04/01/2022 | -833.15 |
| -142,154 | EUR | DBV Technologies | -616,379.74 | EONIA-1D | 04/01/2022 | -12,156.96 |
| -4,572 | EUR | Delivery Hero SE Reg | -580,644.00 | EONIA-1D | 04/01/2022 | -117,827.31 |
| -55,574 | EUR | Deutsche Lufthansa AG Reg | -601,032.81 | EONIA-1D | 04/01/2022 | -46,431.50 |
| -2,321 | EUR | Deutsche Telekom AG Reg | -34,710.56 | EONIA-1D | 04/01/2022 | 406.18 |
| -9,706 | EUR | Do & Co AG Bearer | -648,360.80 | EONIA-1D | 04/01/2022 | -124,236.80 |
| -42,344 | EUR | DoValue SpA Reg | -408,619.60 | EONIA-1D | 04/01/2022 | -21,217.05 |
| -2,221 | EUR | Dr Hoenle AG | -121,710.80 | EONIA-1D | 04/01/2022 | -1,671.00 |
| -28,681 | EUR | E.ON SE Reg | -259,964.58 | EONIA-1D | 04/01/2022 | -1,663.50 |
| -13,049 | EUR | Edenred SA | -605,604.09 | EONIA-1D | 04/01/2022 | 24,271.14 |
| 456 | EUR | Eiffage SA | 36,042.24 | EONIA-1D | 04/01/2022 | -11.20 |
| -5,079 | EUR | Ekinops SA | -34,587.99 | EONIA-1D | 04/01/2022 | -979.45 |
| -20,371 | EUR | Elia Group SA NV | -1,986,172.50 | EONIA-1D | 04/01/2022 | -85,558.20 |
| -111,773 | EUR | Elior Group SA | -616,986.96 | EONIA-1D | 04/01/2022 | -17,897.50 |
| -24,634 | EUR | ENAV SpA | -88,633.13 | EONIA-1D | 04/01/2022 | 3,103.88 |
| -38,197 | EUR | ENCE Energia y Celulosa | -129,678.82 | EONIA-1D | 04/01/2022 | -4,215.70 |
| -320 | EUR | Enento Group Plc Reg | -10,752.00 | EONIA-1D | 04/01/2022 | -132.28 |
| -3,014 | EUR | Eramet SA | -129,360.88 | EONIA-1D | 04/01/2022 | -14,828.88 |
| -3,407 | EUR | EssilorLuxottica SA | -434,562.85 | EONIA-1D | 04/01/2022 | -3,959.31 |
| 31,706 | EUR | Eurobio-Scientific SA | 537,416.70 | EONIA-1D | 04/01/2022 | 38,004.56 |
| 11,893 | EUR | Euronext NV | 1,072,153.95 | EONIA-1D | 04/01/2022 | 14,600.44 |
| -22,230 | EUR | Eurotech SpA Reg | -114,595.65 | EONIA-1D | 04/01/2022 | -4,068.09 |
| -5,223 | EUR | Evotec SE | -158,152.44 | EONIA-1D | 04/01/2022 | -21,623.22 |
| -16,452 | EUR | FACC AG Bearer | -139,677.48 | EONIA-1D | 04/01/2022 | 4,397.84 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -41,902 | EUR | Falk Renewables SpA | -276,134.18 | EONIA-1D | 04/01/2022 | -46,511.22 |
| --- | --- | --- | --- | --- | --- | --- |
| -2,761 | EUR | Faurecia SE | -115,713.51 | EONIA-1D | 04/01/2022 | 1,049.18 |
| -7,569 | EUR | Ferrovial SA | -171,059.40 | EONIA-1D | 04/01/2022 | 5,676.75 |
| -2,605 | EUR | FFP | -246,433.00 | EONIA-1D | 04/01/2022 | -15,890.50 |
| -3,566 | EUR | Fielmann AG | -236,960.70 | EONIA-1D | 04/01/2022 | -8,736.70 |
| -52,846 | EUR | FinecoBank SPA | -708,136.40 | EONIA-1D | 04/01/2022 | -9,754.65 |
| -456,149 | EUR | Finnair Oyj | -345,532.87 | EONIA-1D | 04/01/2022 | -63,176.64 |
| -2,309 | EUR | Flutter Entertainment Plc Reg | -385,372.10 | EONIA-1D | 04/01/2022 | -124.75 |
| -29,698 | EUR | Fraport AG | -1,465,893.28 | EONIA-1D | 04/01/2022 | -19,006.72 |
| -7,582 | EUR | Galapagos Genomics NV | -610,199.36 | EONIA-1D | 04/01/2022 | 162,000.59 |
| -6,606 | EUR | GEA Group AG | -193,423.68 | EONIA-1D | 04/01/2022 | -5,131.56 |
| -7,303 | EUR | GIMV NV | -365,150.00 | EONIA-1D | 04/01/2022 | -8,935.10 |
| -7,470 | EUR | GL EVENTS | -74,998.80 | EONIA-1D | 04/01/2022 | 2,857.32 |
| -135,139 | EUR | Glenveagh Properties Plc Reg | -116,624.96 | EONIA-1D | 04/01/2022 | -2,297.36 |
| -8,170 | EUR | GrandVision NV | -208,335.00 | EONIA-1D | 04/01/2022 | 7,353.00 |
| -16,236 | EUR | Grifols SA A | -387,715.68 | EONIA-1D | 04/01/2022 | 4,870.80 |
| 4,634 | EUR | Groupe LDLC SA | 198,798.60 | EONIA-1D | 04/01/2022 | -10,957.85 |
| -484 | EUR | Hypoport SE | -249,260.00 | EONIA-1D | 04/01/2022 | -24,295.75 |
| -11,777 | EUR | illimity Bank SpA Bearer Reg | -105,875.23 | EONIA-1D | 04/01/2022 | 0.00 |
| -13,200 | EUR | Immofinanz AG Bearer | -224,004.00 | EONIA-1D | 04/01/2022 | -18,084.00 |
| -13,258 | EUR | Infineon Technologies AG Reg | -416,168.62 | EONIA-1D | 04/01/2022 | -25,853.10 |
| -268,653 | EUR | Infrastru Wireless Italia SpA | -2,667,724.29 | EONIA-1D | 04/01/2022 | 252,533.82 |
| -26,532 | EUR | Instone Real Estate Group AG Bearer | -557,172.00 | EONIA-1D | 04/01/2022 | 7,959.60 |
| 16,129 | EUR | Ipsen | 1,095,159.10 | EONIA-1D | 04/01/2022 | -146,773.90 |
| -1,901 | EUR | JC Decaux SA | -35,415.63 | EONIA-1D | 04/01/2022 | 3,364.77 |
| -21,411 | EUR | Jenoptik AG Reg | -537,844.32 | EONIA-1D | 04/01/2022 | 1,095.08 |
| -21,971 | EUR | Just Eat Takeaway.com NV | -2,030,120.40 | EONIA-1D | 04/01/2022 | -65,473.58 |
| -993,409 | EUR | Juventus Football Club SpA | -809,230.97 | EONIA-1D | 04/01/2022 | 11,523.54 |
| -10,608 | EUR | KBC Ancora CVA | -371,067.84 | EONIA-1D | 04/01/2022 | 12,093.12 |
| -775 | EUR | Kering Reg | -460,660.00 | EONIA-1D | 04/01/2022 | 10,462.50 |
| 2,852 | EUR | Kerry Group Plc A | 337,962.00 | EONIA-1D | 04/01/2022 | 1,408.20 |
| 13,734 | EUR | Kingspan Group | 788,331.60 | EONIA-1D | 04/01/2022 | -151,613.51 |
| -751 | EUR | KWS Saat SE & Co KGaA | -48,815.00 | EONIA-1D | 04/01/2022 | -450.60 |
| -9,261 | EUR | LPKF Laser & Electronics Dév Bearer | -272,736.45 | EONIA-1D | 04/01/2022 | -55,186.01 |
| -1,266 | EUR | LVMH Moët Hennessy L Vuit SE | -646,799.40 | EONIA-1D | 04/01/2022 | -17,913.90 |
| 65,601 | EUR | M6 Metropole Television SA | 869,869.26 | EONIA-1D | 04/01/2022 | -6,229.33 |
| -656,573 | EUR | Maire Tecnimont SpA | -1,196,276.01 | EONIA-1D | 04/01/2022 | -147,806.60 |
| 63,212 | EUR | Maisons du Monde SA | 945,019.40 | EONIA-1D | 04/01/2022 | 4,424.84 |
| -48,248 | EUR | Marr SpA | -813,461.28 | EONIA-1D | 04/01/2022 | -62,722.40 |
| 14,137 | EUR | McPhy Energy SA | 485,605.95 | EONIA-1D | 04/01/2022 | 20,129.08 |
| -272,430 | EUR | Melia Hotels Intl SA | -1,558,299.60 | EONIA-1D | 04/01/2022 | -1,362.15 |
| -17,109 | EUR | Mithra Pharmaceuticals SA Reg | -337,047.30 | EONIA-1D | 04/01/2022 | 71,857.80 |
| -561,451 | EUR | Mota-Engil SGPS SA Reg | -765,819.16 | EONIA-1D | 04/01/2022 | 20,749.12 |
| -708,471 | EUR | MSCI Daily Gross TR Europe EUR Index | -187,233,059.47 | EONIA-1D | 17/06/2021 | -3,324,116.99 |
| -918 | EUR | Mynaric AG Bearer | -67,197.60 | EONIA-1D | 04/01/2022 | -6,976.80 |
| -30,309 | EUR | Neoen SPA | -1,900,374.30 | EONIA-1D | 04/01/2022 | -391,666.72 |
| -71,624 | EUR | Nexi SpA Reg | -1,170,336.16 | EONIA-1D | 04/01/2022 | -49,452.83 |
| -5,538 | EUR | Norma Group SE Reg | -231,931.44 | EONIA-1D | 04/01/2022 | -23,370.36 |
| 47,049 | EUR | Novacyt | 461,080.20 | EONIA-1D | 04/01/2022 | 28,260.69 |
| -121,493 | EUR | Oci NV Reg | -1,909,869.96 | EONIA-1D | 04/01/2022 | -93,549.61 |
| -152,997 | EUR | Outokumpu Oyj | -492,650.34 | EONIA-1D | 04/01/2022 | -92,257.19 |
| -689 | EUR | Pernod-Ricard SA | -108,035.20 | EONIA-1D | 04/01/2022 | 3,341.65 |
| -141,739 | EUR | Pharming Group NV Bearer | -180,292.01 | EONIA-1D | 04/01/2022 | -8,926.19 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -4,752 | EUR | Plastic Omnium | -134,101.44 | EONIA-1D | 04/01/2022 | 4,466.88 |
| --- | --- | --- | --- | --- | --- | --- |
| -31,700 | EUR | Prosus NV N Reg | -2,801,012.00 | EONIA-1D | 04/01/2022 | 161,528.55 |
| -1,093 | EUR | Rational AG Reg | -832,319.50 | EONIA-1D | 04/01/2022 | -26,778.50 |
| -59,960 | EUR | Renault SA | -2,144,169.60 | EONIA-1D | 04/01/2022 | -91,313.90 |
| 41,988 | EUR | Rexel SA | 541,435.26 | EONIA-1D | 04/01/2022 | 53,534.70 |
| -28,419 | EUR | Ryanair Holdings Plc | -467,918.84 | EONIA-1D | 04/01/2022 | -18,472.35 |
| -382,996 | EUR | Sacyr SA | -773,651.92 | EONIA-1D | 04/01/2022 | -41,825.84 |
| -631 | EUR | SAFRAN SA | -73,164.45 | EONIA-1D | 04/01/2022 | 4,322.35 |
| -123,096 | EUR | Salvatore Ferragamo SpA | -1,952,302.56 | EONIA-1D | 04/01/2022 | -82,456.56 |
| -1,472,723 | EUR | Saras Raffinerie Sarde SpA | -875,533.82 | EONIA-1D | 04/01/2022 | -47,863.50 |
| 12,739 | EUR | Sartorius Stedim Biotech | 3,709,596.80 | EONIA-1D | 04/01/2022 | -22,930.20 |
| -153,236 | EUR | SBM Offshore NV | -2,385,118.34 | EONIA-1D | 04/01/2022 | 30,647.20 |
| -1,424 | EUR | Schoeller Bleckmann Oil Equip | -44,286.40 | EONIA-1D | 04/01/2022 | -4,343.20 |
| 2,329 | EUR | SEB SA | 347,021.00 | EONIA-1D | 04/01/2022 | 2,645.68 |
| 67,709 | EUR | SES SA FDR repr 1 Reg Sh A | 522,442.64 | EONIA-1D | 04/01/2022 | 4,772.25 |
| -19,285 | EUR | Siemens Healthineers AG Reg | -809,584.30 | EONIA-1D | 04/01/2022 | -24,977.20 |
| -14,355 | EUR | SMA Solar Technology AG | -803,162.25 | EONIA-1D | 04/01/2022 | -99,193.05 |
| -8,525 | EUR | SMCP SA | -42,403.35 | EONIA-1D | 04/01/2022 | 5,379.28 |
| 40,127 | EUR | Smurfit Kappa Group Plc | 1,526,431.08 | EONIA-1D | 04/01/2022 | 54,572.72 |
| -4,000 | EUR | SNP Schneider-Neurei & Part SE | -243,600.00 | EONIA-1D | 04/01/2022 | -17,600.00 |
| -17,679 | EUR | Société Générale SA | -300,931.94 | EONIA-1D | 04/01/2022 | 9,263.80 |
| -849 | EUR | Sodexo | -58,767.78 | EONIA-1D | 04/01/2022 | 3,209.22 |
| -290 | EUR | Sofina SA | -80,330.00 | EONIA-1D | 04/01/2022 | -4,022.37 |
| -21,342 | EUR | Solocal Group | -56,769.72 | EONIA-1D | 04/01/2022 | -2,721.11 |
| -13,306 | EUR | Soltec Power Holdings SA Bearer | -175,639.20 | EONIA-1D | 04/01/2022 | -78,717.07 |
| -647 | EUR | Stabilus SA | -37,331.90 | EONIA-1D | 04/01/2022 | 2,135.10 |
| -51,481 | EUR | Talgo SA | -212,873.94 | EONIA-1D | 04/01/2022 | 9,836.49 |
| -26,571 | EUR | Tamburi Inv Partners SpA | -183,074.19 | EONIA-1D | 04/01/2022 | -12,488.37 |
| -39,848 | EUR | TeamViewer AG Bearer | -1,746,537.84 | EONIA-1D | 04/01/2022 | -158,490.61 |
| -17,126 | EUR | Technogym SpA | -158,244.24 | EONIA-1D | 04/01/2022 | -1,472.94 |
| 1,365 | EUR | Teleperformance SE | 370,324.50 | EONIA-1D | 04/01/2022 | 5,779.03 |
| -58,717 | EUR | ThyssenKrupp AG | -477,016.91 | EONIA-1D | 04/01/2022 | -129,059.97 |
| -181,960 | EUR | TomTom NV | -1,535,742.40 | EONIA-1D | 04/01/2022 | -217,158.26 |
| 16,916 | EUR | Total Produce Plc | 23,208.75 | EONIA-1D | 04/01/2022 | -575.14 |
| -7,346 | EUR | UBISOFT Entertainment SA | -579,158.64 | EONIA-1D | 04/01/2022 | -1,728.12 |
| -11,131 | EUR | Umicore SA | -437,336.99 | EONIA-1D | 04/01/2022 | -19,301.24 |
| 56,029 | EUR | Uniphar PLC Reg | 133,349.02 | EONIA-1D | 04/01/2022 | 2,241.16 |
| 65,007 | EUR | Valneva SE | 503,804.25 | EONIA-1D | 04/01/2022 | 105,961.41 |
| 63 | EUR | Vetoquinol SA | 5,266.80 | EONIA-1D | 04/01/2022 | -135.59 |
| 10,375 | EUR | Vicat SA | 356,381.25 | EONIA-1D | 04/01/2022 | -4,903.35 |
| -6,589 | EUR | Vinci SA | -536,081.04 | EONIA-1D | 04/01/2022 | 44,541.64 |
| -15,524 | EUR | Voltalia SA | -401,295.40 | EONIA-1D | 04/01/2022 | -98,577.40 |
| -1,363 | EUR | Vossloh AG | -56,360.05 | EONIA-1D | 04/01/2022 | 670.13 |
| -610,453 | EUR | Webuild SpA | -721,555.45 | EONIA-1D | 04/01/2022 | 63,078.54 |
| 9,538 | EUR | Wendel SE | 934,247.10 | EONIA-1D | 04/01/2022 | 32,429.20 |
| -9,302 | EUR | Worldline SA | -735,788.20 | EONIA-1D | 04/01/2022 | -21,952.72 |
| -168,589 | EUR | YIT Oyj | -831,480.95 | EONIA-1D | 04/01/2022 | 10,789.70 |
| -3,894 | EUR | ZEAL Network SE Reg | 	-179,318.70  | EONIA-1D | 04/01/2022  | -11,902.35  |
|  |  |  | 	-259,865,863.20  |  |  |   -5,448,958.94  |
| 86,145 | GBP | 3i Group Plc | 1,114,345.91 | SONIA-1D | 05/01/2022 | 49,359.44 |
| -128,680 | GBP | 4d Pharma Plc Reg | -185,430.92 | SONIA-1D | 05/01/2022 | -51,748.16 |
| -19,955 | GBP | 4Imprint Group Plc Reg | -571,768.85 | SONIA-1D | 05/01/2022 | -3,343.68 |
| 150,671 | GBP | 888 Holdings Plc Reg | 480,526.31 | SONIA-1D | 05/01/2022 | 20,687.67 |
| 7,170 | GBP | A G Barr Plc Reg | 41,568.84 | SONIA-1D | 05/01/2022 | -400.47 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -353,176 | GBP | AA Plc Reg | -132,954.33 | SONIA-1D | 05/01/2022 | -3,156.19 |
| --- | --- | --- | --- | --- | --- | --- |
| -56,294 | GBP | Abcam Plc | -974,709.49 | SONIA-1D | 05/01/2022 | -79,317.70 |
| 118,872 | GBP | Admiral Group Plc | 3,858,838.19 | SONIA-1D | 05/01/2022 | 25,229.84 |
| -11,828 | GBP | Advanced Medical Solutions | -32,106.94 | SONIA-1D | 05/01/2022 | 66.06 |
| -49,320 | GBP | AJ Bell Plc Reg | -238,832.57 | SONIA-1D | 05/01/2022 | -4,369.12 |
| 67,482 | GBP | Alliance Pharma PLC Reg | 66,034.89 | SONIA-1D | 05/01/2022 | 10,553.52 |
| 6,201 | GBP | Anglo American Plc | 167,944.32 | SONIA-1D | 05/01/2022 | 317.66 |
| -159,028 | GBP | Anglo Pacific Group Plc Reg | -227,031.35 | SONIA-1D | 05/01/2022 | -38,213.60 |
| 48,053 | GBP | Antofagasta Plc | 773,241.51 | SONIA-1D | 05/01/2022 | 69,513.91 |
| 510,311 | GBP | AO World Plc Reg | 2,342,923.67 | SONIA-1D | 05/01/2022 | 366,585.35 |
| -62,491 | GBP | Ascential Plc Reg | -268,058.81 | SONIA-1D | 05/01/2022 | -22,198.62 |
| 38,524 | GBP | Ashmore Group Plc | 185,563.06 | SONIA-1D | 05/01/2022 | -2,323.85 |
| 3,899 | GBP | Ashtead Group Plc | 149,740.92 | SONIA-1D | 05/01/2022 | 4,112.38 |
| 15,836 | GBP | ASOS Plc | 846,110.85 | SONIA-1D | 05/01/2022 | 20,697.25 |
| -2,072 | GBP | Associated British Foods Plc | -52,401.96 | SONIA-1D | 05/01/2022 | -237.07 |
| -73,714 | GBP | Auto Trader Gr Plc | -490,769.57 | SONIA-1D | 05/01/2022 | -27,873.66 |
| 7,250 | GBP | Avast PLC Reg | 43,530.92 | SONIA-1D | 05/01/2022 | 4,235.66 |
| -14,698 | GBP | Avon Rubber Plc Reg | -519,652.89 | SONIA-1D | 05/01/2022 | 205,115.53 |
| -11,224 | GBP | Babcock Intl Group Plc | -35,093.93 | SONIA-1D | 05/01/2022 | 8,789.15 |
| 57,722 | GBP | BAE Syst Plc | 315,176.59 | SONIA-1D | 05/01/2022 | -13,153.85 |
| 1,653 | GBP | Bank of Georgia Group PLC Reg | 22,527.56 | SONIA-1D | 05/01/2022 | 677.71 |
| -126,068 | GBP | Barratt Developments Plc | -943,541.60 | SONIA-1D | 05/01/2022 | -43,354.11 |
| 2,108 | GBP | Bellway Plc | 69,584.01 | SONIA-1D | 05/01/2022 | 2,072.38 |
| 8,169 | GBP | Berkeley Gr Hgs (The) Plc | 432,724.85 | SONIA-1D | 05/01/2022 | 10,328.36 |
| -47,938 | GBP | Blue Prism Group Plc Reg | -921,063.87 | SONIA-1D | 05/01/2022 | -136,766.37 |
| -5,985 | GBP | Bodycote Plc | -49,841.74 | SONIA-1D | 05/01/2022 | 631.91 |
| 59,630 | GBP | Brewin Dolphin Holdings Plc | 203,163.66 | SONIA-1D | 05/01/2022 | 17,984.98 |
| -11,502 | GBP | British Land Co Plc | -62,829.50 | SONIA-1D | 05/01/2022 | -485.28 |
| 12,054 | GBP | Britvic Plc | 109,337.37 | SONIA-1D | 05/01/2022 | -605.93 |
| 171,927 | GBP | BT Group Plc | 253,992.65 | SONIA-1D | 05/01/2022 | 17,669.05 |
| 145,520 | GBP | Bunzl Plc | 3,971,252.87 | SONIA-1D | 05/01/2022 | 134,921.81 |
| -58,331 | GBP | Burberry Group Plc | -1,166,037.49 | SONIA-1D | 05/01/2022 | 1,954.80 |
| -34,513 | GBP | Burford Capital Ltd Reg | -274,115.57 | SONIA-1D | 05/01/2022 | 21,011.68 |
| -283,149 | GBP | C&C Group Plc | -719,577.91 | SONIA-1D | 05/01/2022 | 9,554.51 |
| 75,909 | GBP | Central Asia Metals Plc | 203,510.07 | SONIA-1D | 05/01/2022 | 18,599.56 |
| 551,627 | GBP | Centrica Plc | 287,152.64 | SONIA-1D | 05/01/2022 | 8,133.94 |
| -73,109 | GBP | Ceres Power Holdings Plc Reg | -1,078,018.38 | SONIA-1D | 05/01/2022 | -378,939.79 |
| 62,835 | GBP | Chemring Group Plc Reg | 200,396.03 | SONIA-1D | 05/01/2022 | 21,408.34 |
| -1,175 | GBP | Clarkson Plc Reg | -35,439.13 | SONIA-1D | 05/01/2022 | -1,312.56 |
| 1,452 | GBP | Close Brothers Group Plc | 22,415.89 | SONIA-1D | 05/01/2022 | -80.27 |
| 199,922 | GBP | CMC Markets Plc Reg | 873,210.07 | SONIA-1D | 05/01/2022 | -1,402.18 |
| -156,874 | GBP | Coats Group Plc Reg | -117,936.28 | SONIA-1D | 05/01/2022 | -2,278.11 |
| -51,953 | GBP | Compass Group Plc Reg | -791,020.75 | SONIA-1D | 05/01/2022 | 23,408.14 |
| 88,043 | GBP | Computacenter Plc | 2,407,618.29 | SONIA-1D | 05/01/2022 | 214,403.92 |
| 760,549 | GBP | ConvaTec Group Plc Reg | 1,692,380.15 | SONIA-1D | 05/01/2022 | -51,989.41 |
| -279,652 | GBP | Countryside Properties Plc | -1,460,118.24 | SONIA-1D | 05/01/2022 | -74,375.89 |
| 571 | GBP | Cranswick Plc Reg | 22,452.27 | SONIA-1D | 05/01/2022 | -15.33 |
| -211,636 | GBP | Crest Nicholson Holdings Plc Reg | -770,232.81 | SONIA-1D | 05/01/2022 | -22,695.63 |
| 2,169 | GBP | Croda International Plc Reg | 159,816.49 | SONIA-1D | 05/01/2022 | 13,660.86 |
| 46,287 | GBP | CVS Group PLC | 776,623.19 | SONIA-1D | 05/01/2022 | 35,879.05 |
| -101,647 | GBP | D S Smith Plc | -425,347.35 | SONIA-1D | 05/01/2022 | -34,177.67 |
| 14,481 | GBP | DCC Plc | 837,610.26 | SONIA-1D | 05/01/2022 | -45,151.84 |
| 1,617 | GBP | Dechra Pharmaceuticals Plc | 62,317.57 | SONIA-1D | 05/01/2022 | 2,495.19 |
| 9,983 | GBP | Diploma Plc Reg | 244,446.04 | SONIA-1D | 05/01/2022 | 4,906.76 |
| 204,388 | GBP | Direct Line Insurance Gr Plc | 728,328.77 | SONIA-1D | 05/01/2022 | 32,649.22 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 247,306 | GBP | Diversified Gas & Oil PLC Reg | 312,172.39 | SONIA-1D | 05/01/2022 | 7,735.25 |
| --- | --- | --- | --- | --- | --- | --- |
| 150,006 | GBP | Dixons Carphone Plc | 194,043.27 | SONIA-1D | 05/01/2022 | -12,230.73 |
| 75,035 | GBP | Domino's Pizza Group Plc | 264,869.75 | SONIA-1D | 05/01/2022 | 3,352.78 |
| 24,082 | GBP | Draper Esprit PLC Reg | 177,548.86 | SONIA-1D | 05/01/2022 | 2,690.13 |
| 47,849 | GBP | Dunelm Group Plc | 648,358.27 | SONIA-1D | 05/01/2022 | -16,035.24 |
| -105,134 | GBP | EasyJet Plc | -974,771.16 | SONIA-1D | 05/01/2022 | 28,282.68 |
| 45,712 | GBP | Electrocomponents Plc Reg | 444,508.82 | SONIA-1D | 05/01/2022 | 17,043.40 |
| 107,077 | GBP | Elementis Plc | 137,554.70 | SONIA-1D | 05/01/2022 | -5,861.02 |
| 29,644 | GBP | Emis Group PLC Reg | 358,298.88 | SONIA-1D | 05/01/2022 | 27,748.64 |
| -81,304 | GBP | Energean PLC Reg | -655,011.64 | SONIA-1D | 05/01/2022 | -4,085.98 |
| -4,604 | GBP | Equiniti Group Plc | -5,677.87 | SONIA-1D | 05/01/2022 | 133.71 |
| -56,581 | GBP | Euromoney Istl Investor Plc | -673,766.19 | SONIA-1D | 05/01/2022 | -21,489.73 |
| 165,538 | GBP | Evraz PLC | 872,073.10 | SONIA-1D | 05/01/2022 | 118,226.69 |
| 414,189 | GBP | Ferrexpo Plc | 1,307,531.34 | SONIA-1D | 05/01/2022 | 264,652.49 |
| 4,742 | GBP | Fevertree Drinks Plc | 133,859.19 | SONIA-1D | 05/01/2022 | 3,549.10 |
| -809 | GBP | First Derivatives Plc | -28,918.77 | SONIA-1D | 05/01/2022 | -2,982.25 |
| -169,895 | GBP | FirstGroup Plc | -140,440.93 | SONIA-1D | 05/01/2022 | -23,058.88 |
| -162,241 | GBP | Forterra PLC | -442,213.33 | SONIA-1D | 05/01/2022 | -9,061.75 |
| 105,595 | GBP | Frasers Group PLC Reg | 532,459.15 | SONIA-1D | 05/01/2022 | -1,096.35 |
| -32,398 | GBP | Fresnillo Plc | -408,776.41 | SONIA-1D | 05/01/2022 | 1,539.62 |
| 12,172 | GBP | Frontier Developments PLC Reg | 418,787.83 | SONIA-1D | 05/01/2022 | 77,502.94 |
| 99,395 | GBP | Future Plc Reg | 1,929,726.22 | SONIA-1D | 05/01/2022 | -68,839.49 |
| 37,380 | GBP | Games Workshop Group Plc | 4,676,691.35 | SONIA-1D | 05/01/2022 | 543,327.53 |
| 99,983 | GBP | Gamesys Group Plc Reg | 1,273,246.24 | SONIA-1D | 05/01/2022 | 26,805.18 |
| 24,488 | GBP | Gamma Communications PLC Reg | 449,987.66 | SONIA-1D | 05/01/2022 | 13,677.44 |
| 52,044 | GBP | GB Group Plc | 545,324.36 | SONIA-1D | 05/01/2022 | 38,412.83 |
| 3,185 | GBP | Genus Plc Reg | 149,288.48 | SONIA-1D | 05/01/2022 | 7,855.05 |
| -483,577 | GBP | Greencore Group Plc | -629,322.05 | SONIA-1D | 05/01/2022 | 9,605.45 |
| -134,851 | GBP | Greggs Plc Reg | -2,696,426.53 | SONIA-1D | 05/01/2022 | -46,745.33 |
| -57,136 | GBP | Gulf Keystone Petroleum Ltd Reg S | -78,121.87 | SONIA-1D | 05/01/2022 | -18,828.39 |
| 329,790 | GBP | Halfords Group Plc | 983,626.30 | SONIA-1D | 05/01/2022 | -29,390.31 |
| 26,828 | GBP | Halma Plc | 733,936.47 | SONIA-1D | 05/01/2022 | 67,435.11 |
| -54,491 | GBP | Hays Plc | -87,044.67 | SONIA-1D | 05/01/2022 | 344.51 |
| -369,558 | GBP | Helios Towers Plc Reg | -631,619.35 | SONIA-1D | 05/01/2022 | -37,217.65 |
| 67,847 | GBP | Hikma Pharmaceutical Plc | 1,908,392.78 | SONIA-1D | 05/01/2022 | 21,528.79 |
| 19,661 | GBP | Hill & Smith Hdgs PLC Reg | 309,674.97 | SONIA-1D | 05/01/2022 | 20,205.74 |
| 1,853 | GBP | Hilton Food Group PLC | 23,059.08 | SONIA-1D | 05/01/2022 | 289.79 |
| -26,972 | GBP | Hiscox Ltd | -299,489.03 | SONIA-1D | 05/01/2022 | 31,184.22 |
| 28 | GBP | Hochschild Mining Plc | 65.00 | SONIA-1D | 05/01/2022 | -6.88 |
| -127,711 | GBP | Homeserve Plc | -1,462,290.17 | SONIA-1D | 05/01/2022 | 45,651.99 |
| -15,865 | GBP | Howden Joinery Group Plc | -122,213.37 | SONIA-1D | 05/01/2022 | -4,572.37 |
| -19,079 | GBP | Hunting Plc | -47,527.16 | SONIA-1D | 05/01/2022 | -8,098.80 |
| 762 | GBP | Hutchison China Meditech Ltd Reg | 3,915.56 | SONIA-1D | 05/01/2022 | 34.05 |
| -571,144 | GBP | HYVE Group Plc Reg | -721,588.52 | SONIA-1D | 05/01/2022 | -35,621.93 |
| -457,671 | GBP | Ibstock Plc Reg | -1,056,246.06 | SONIA-1D | 05/01/2022 | -5,432.98 |
| 385,083 | GBP | IG Group Holdings Plc | 3,708,027.97 | SONIA-1D | 05/01/2022 | 147,921.49 |
| 156,094 | GBP | IMI Plc | 2,031,391.00 | SONIA-1D | 05/01/2022 | 99,389.95 |
| 44,120 | GBP | Inchcape Plc | 317,150.53 | SONIA-1D | 05/01/2022 | 14,292.72 |
| 250,554 | GBP | Indivior Plc | 304,517.06 | SONIA-1D | 05/01/2022 | 25,329.78 |
| -194,669 | GBP | Informa Plc | -1,193,852.11 | SONIA-1D | 05/01/2022 | 434.92 |
| -109,503 | GBP | IntegraFin Holdings PLC Reg | -680,114.76 | SONIA-1D | 05/01/2022 | -66,749.86 |
| -13,986 | GBP | InterContinental Hotels Gr Plc Reg | -732,736.38 | SONIA-1D | 05/01/2022 | 9,842.73 |
| -39,256 | GBP | Intermediate Capital Group Plc | -756,882.08 | SONIA-1D | 05/01/2022 | -27,188.12 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -1,153 | GBP | Intertek Group Plc | -72,745.37 | SONIA-1D | 05/01/2022 | 1,182.75 |
| --- | --- | --- | --- | --- | --- | --- |
| -655,007 | GBP | Intl Consolidated Air Gr SA | -1,169,241.19 | SONIA-1D | 05/01/2022 | 21,584.87 |
| 671,053 | GBP | ITV Plc | 800,588.71 | SONIA-1D | 05/01/2022 | 16,072.37 |
| 45,156 | GBP | IWG Plc Reg | 173,118.76 | SONIA-1D | 05/01/2022 | 6,203.29 |
| 674,290 | GBP | J Sainsbury Plc | 1,698,535.60 | SONIA-1D | 05/01/2022 | 70,803.70 |
| 75,050 | GBP | JD Sports Fashion Plc Reg S | 720,992.15 | SONIA-1D | 05/01/2022 | 42,756.51 |
| -109,085 | GBP | JD Wetherspoon Plc | -1,359,911.42 | SONIA-1D | 05/01/2022 | 71,894.96 |
| -13,678 | GBP | Jet2 Plc Reg | -218,494.26 | SONIA-1D | 05/01/2022 | 3,091.98 |
| -174,302 | GBP | John Laing Group Plc | -646,430.51 | SONIA-1D | 05/01/2022 | -17,546.31 |
| 2,373 | GBP | Johnson Matthey Plc Reg | 64,282.22 | SONIA-1D | 05/01/2022 | 3,854.60 |
| -25,426 | GBP | Johnson Ser Group Plc Reg | -39,763.76 | SONIA-1D | 05/01/2022 | -1,136.11 |
| -45,491 | GBP | JTC Plc Reg | -283,557.46 | SONIA-1D | 05/01/2022 | 119.84 |
| 376,631 | GBP | Jupiter Plc | 1,188,125.03 | SONIA-1D | 05/01/2022 | 99,601.22 |
| 53,065 | GBP | Kainos Group PLC Reg | 721,999.41 | SONIA-1D | 05/01/2022 | -4,129.10 |
| 14,865 | GBP | Keller Group Plc | 115,904.88 | SONIA-1D | 05/01/2022 | 6,420.69 |
| 19,742 | GBP | Keywords Studios Plc | 630,722.86 | SONIA-1D | 05/01/2022 | 102,213.97 |
| 1,398,972 | GBP | Kingfisher Plc | 4,225,684.79 | SONIA-1D | 05/01/2022 | -177,184.60 |
| -27,304 | GBP | Lancashire Hgs Ltd | -220,671.48 | SONIA-1D | 05/01/2022 | 4,815.26 |
| -507,212 | GBP | Learning Technologies Gr Plc Reg | -1,031,198.56 | SONIA-1D | 05/01/2022 | -171,677.57 |
| 33,170 | GBP | Liontrust Asset Management PLc Reg | 481,692.86 | SONIA-1D | 05/01/2022 | -27,154.85 |
| -20,382 | GBP | London Mining Plc | 0.00 | SONIA-1D | 05/01/2022 | 0.00 |
| 17 | GBP | London Stock Exchange Gr Plc | 1,710.64 | SONIA-1D | 05/01/2022 | 193.32 |
| 35,197 | GBP | Luceco PLC Reg | 100,653.06 | SONIA-1D | 05/01/2022 | 8,060.11 |
| -98,102 | GBP | Marks & Spencer Group Plc | -149,367.15 | SONIA-1D | 05/01/2022 | -3,890.34 |
| -54,526 | GBP | Marshalls Plc | -455,298.51 | SONIA-1D | 05/01/2022 | -16,965.38 |
| -305,122 | GBP | Marston's Plc | -257,677.62 | SONIA-1D | 05/01/2022 | -33,913.92 |
| -11,703 | GBP | Mears Group Plc Reg | -20,132.57 | SONIA-1D | 05/01/2022 | 130.73 |
| -92,888 | GBP | Mediclinic International Plc | -292,610.64 | SONIA-1D | 05/01/2022 | 2,058.12 |
| -192,269 | GBP | Meggitt Plc | -1,001,941.36 | SONIA-1D | 05/01/2022 | -89,443.08 |
| 78,264 | GBP | Melrose Industries PLC Reg | 155,663.00 | SONIA-1D | 05/01/2022 | 7,428.03 |
| 7,323 | GBP | Micro Focus Intl Plc Reg | 34,692.75 | SONIA-1D | 05/01/2022 | 5,538.08 |
| -135,247 | GBP | Mitchells & Butlers Plc | -363,349.12 | SONIA-1D | 05/01/2022 | -9,424.14 |
| 175,423 | GBP | Mitie Group Plc | 80,343.69 | SONIA-1D | 05/01/2022 | 791.87 |
| 4,758 | GBP | Mondi Plc | 91,391.96 | SONIA-1D | 05/01/2022 | 318.90 |
| 44,730 | GBP | Morgan Advanced Materials Plc | 155,396.30 | SONIA-1D | 05/01/2022 | 9,380.27 |
| 19,867 | GBP | Morgan Sindall Group Plc | 339,994.93 | SONIA-1D | 05/01/2022 | 22,528.53 |
| 102,589 | GBP | Morrison Supermarkets Plc | 203,241.96 | SONIA-1D | 05/01/2022 | -6,245.66 |
| 5,423 | GBP | N.Brown Group Plc Reg | 3,646.85 | SONIA-1D | 05/01/2022 | 9.05 |
| -802,777 | GBP | National Express Gr Plc | -2,128,908.64 | SONIA-1D | 05/01/2022 | -23,515.38 |
| 38,939 | GBP | NatWest Gr Plc | 72,923.88 | SONIA-1D | 05/01/2022 | 1,261.43 |
| -203,467 | GBP | Network Intl Hgs PLC Reg | -742,320.67 | SONIA-1D | 05/01/2022 | -95,028.86 |
| 207,855 | GBP | Ninety One PLC Reg | 532,177.46 | SONIA-1D | 05/01/2022 | 19,796.49 |
| -158,766 | GBP | NMC Health Plc | 0.00 | SONIA-1D | 05/01/2022 | 0.00 |
| -751 | GBP | Ocado Group PLC | -19,186.13 | SONIA-1D | 05/01/2022 | -568.63 |
| -69,376 | GBP | On The Beach Group Plc Reg | -288,680.15 | SONIA-1D | 05/01/2022 | 7,643.66 |
| 63,889 | GBP | OSB Group Plc Reg | 302,317.60 | SONIA-1D | 05/01/2022 | 20,435.78 |
| -43,361 | GBP | Oxford Biomedica Plc Reg | -498,905.05 | SONIA-1D | 05/01/2022 | -76,099.64 |
| 10,688 | GBP | Oxford Instruments Plc Reg | 237,830.29 | SONIA-1D | 05/01/2022 | 13,944.60 |
| 57,441 | GBP | Pan African Resources Plc Reg | 15,143.12 | SONIA-1D | 05/01/2022 | 1,219.15 |
| 9,613 | GBP | PayPoint Plc Reg | 70,229.26 | SONIA-1D | 05/01/2022 | 5,261.83 |
| 12,526 | GBP | Pearson Plc | 95,204.64 | SONIA-1D | 05/01/2022 | 2,154.83 |
| -155,092 | GBP | Pennon Group Plc | -1,645,865.68 | SONIA-1D | 05/01/2022 | 24,088.64 |
| 13,512 | GBP | Persimmon Plc | 417,647.79 | SONIA-1D | 05/01/2022 | -10,867.60 |
| -36,513 | GBP | Petrofac Ltd | -56,327.77 | SONIA-1D | 05/01/2022 | 9,503.53 |
| 1,255,172 | GBP | Petropavlovsk Plc Reg | 455,688.42 | SONIA-1D | 05/01/2022 | 43,465.66 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 270,161 | GBP | Pets at Home Gr Plc | 1,256,047.66 | SONIA-1D | 05/01/2022 | -7,846.53 |
| --- | --- | --- | --- | --- | --- | --- |
| 11,302 | GBP | Phoenix Group Holdings PLC Reg | 88,451.83 | SONIA-1D | 05/01/2022 | -5,125.81 |
| 31,637 | GBP | Polar Capital Holdings Plc Reg | 245,972.14 | SONIA-1D | 05/01/2022 | 17,462.34 |
| -61,884 | GBP | Polypipe Group Plc | -412,699.65 | SONIA-1D | 05/01/2022 | -55,994.42 |
| 945,133 | GBP | Premier Foods Plc | 1,057,893.72 | SONIA-1D | 05/01/2022 | 138,307.46 |
| 14,417 | GBP | Purplebricks Group Plc | 17,071.13 | SONIA-1D | 05/01/2022 | 2,058.11 |
| 126,144 | GBP | PZ Cussons Plc Reg | 324,097.61 | SONIA-1D | 05/01/2022 | 2,113.68 |
| 350,343 | GBP | Qinetiq Group Plc | 1,251,564.66 | SONIA-1D | 05/01/2022 | 76,384.26 |
| -117,732 | GBP | Rank Group Plc Reg | -183,069.14 | SONIA-1D | 05/01/2022 | 13,623.41 |
| 13,151 | GBP | Rathbone Brothers Plc Reg | 226,235.57 | SONIA-1D | 05/01/2022 | -1,121.61 |
| 239,975 | GBP | Reach Plc | 384,947.79 | SONIA-1D | 05/01/2022 | 12,950.07 |
| 3,446 | GBP | Reckitt Benckiser Group Plc | 251,829.85 | SONIA-1D | 05/01/2022 | 3,618.47 |
| -31,854 | GBP | Redde Northgate Plc | -94,651.39 | SONIA-1D | 05/01/2022 | -5,159.57 |
| 196,322 | GBP | Renewi Plc Reg | 90,683.00 | SONIA-1D | 05/01/2022 | 12,646.10 |
| 4,058 | GBP | Renishaw Plc | 261,105.44 | SONIA-1D | 05/01/2022 | 4,986.39 |
| -2,669 | GBP | Rentokil Initial Plc | -15,193.55 | SONIA-1D | 05/01/2022 | -521.76 |
| -922,681 | GBP | Restaurant Group (The) Plc | -661,710.45 | SONIA-1D | 05/01/2022 | 41,643.65 |
| -177,693 | GBP | Rightmove Group Plc Reg | -1,291,811.82 | SONIA-1D | 05/01/2022 | -31,306.94 |
| 20,490 | GBP | Rio Tinto Plc | 1,252,018.29 | SONIA-1D | 05/01/2022 | 108,149.66 |
| -285,633 | GBP | Rolls-Royce Holdings PLC | -354,968.48 | SONIA-1D | 05/01/2022 | 7,348.72 |
| 360,563 | GBP | Rotork Plc | 1,280,824.62 | SONIA-1D | 05/01/2022 | 72,131.44 |
| 1,641,922 | GBP | Royal Mail Plc | 6,193,911.15 | SONIA-1D | 05/01/2022 | 233,655.52 |
| 1,897 | GBP | RSA Insurance Group Plc | 14,354.69 | SONIA-1D | 05/01/2022 | 12.71 |
| -214,600 | GBP | Saga Plc Reg | -606,501.15 | SONIA-1D | 05/01/2022 | 16,165.17 |
| 36,917 | GBP | Sage Group Plc | 240,010.79 | SONIA-1D | 05/01/2022 | -2,474.34 |
| 24,911 | GBP | Savills Plc | 265,612.48 | SONIA-1D | 05/01/2022 | -2,504.47 |
| -20,784 | GBP | Scapa Group Plc Reg | -43,184.06 | SONIA-1D | 05/01/2022 | -6,268.65 |
| 1,404 | GBP | Schroders Plc | 52,336.50 | SONIA-1D | 05/01/2022 | 1,374.30 |
| 3,274 | GBP | Segro Plc | 34,656.53 | SONIA-1D | 05/01/2022 | 1,221.54 |
| 35,200 | GBP | Senior Plc | 35,093.95 | SONIA-1D | 05/01/2022 | 4,050.06 |
| 291,440 | GBP | Serco Group Plc | 389,043.76 | SONIA-1D | 05/01/2022 | 600.37 |
| -1,077,089 | GBP | SIG Plc | -378,763.14 | SONIA-1D | 05/01/2022 | 23,927.56 |
| -471,755 | GBP | Signature Aviation Plc Reg | -2,039,430.29 | SONIA-1D | 05/01/2022 | -693,206.07 |
| -40,367 | GBP | Smiths Group Plc Reg | -678,422.21 | SONIA-1D | 05/01/2022 | 3,491.70 |
| 1,536 | GBP | Spectris Plc | 48,351.91 | SONIA-1D | 05/01/2022 | 1,166.76 |
| 14,001 | GBP | Spirax-Sarco Engineering Plc | 1,766,553.03 | SONIA-1D | 05/01/2022 | 42,976.04 |
| 8,972 | GBP | Spirent Communications Plc Reg | 26,459.07 | SONIA-1D | 05/01/2022 | 503.74 |
| -2,628 | GBP | SSE Plc | -44,035.00 | SONIA-1D | 05/01/2022 | -3,831.05 |
| -69,539 | GBP | SSP Group Plc Reg | -257,742.60 | SONIA-1D | 05/01/2022 | 4,822.67 |
| 19,427 | GBP | SThree Plc | 64,670.08 | SONIA-1D | 05/01/2022 | -1,953.12 |
| 57,576 | GBP | Stock Spirits Gr Plc Reg | 172,368.41 | SONIA-1D | 05/01/2022 | 14,350.37 |
| -72,412 | GBP | Synairgen Plc Reg | -123,760.87 | SONIA-1D | 05/01/2022 | -54,217.35 |
| 85,671 | GBP | Synthomer Plc | 430,270.46 | SONIA-1D | 05/01/2022 | 14,753.77 |
| 516,556 | GBP | Tate & Lyle Plc | 3,891,493.96 | SONIA-1D | 05/01/2022 | 115,160.34 |
| -19,361 | GBP | Taylor Wimpey Plc | -35,858.63 | SONIA-1D | 05/01/2022 | -3,353.18 |
| 13,927 | GBP | TBC Bank Group Plc | 194,468.37 | SONIA-1D | 05/01/2022 | 5,642.75 |
| -27,671 | GBP | Telecom Plus Plc Reg | -443,256.79 | SONIA-1D | 05/01/2022 | 5,080.26 |
| -409,402 | GBP | Tesco Plc | -1,058,265.66 | SONIA-1D | 05/01/2022 | -11,864.95 |
| 6,303 | GBP | The Go-Ahead Group Plc | 69,317.74 | SONIA-1D | 05/01/2022 | 10,526.16 |
| -114,267 | GBP | The Gym Group Plc Reg | -276,988.63 | SONIA-1D | 05/01/2022 | 4,610.10 |
| -12,953 | GBP | THG Holdings Plc Reg | -112,861.64 | SONIA-1D | 05/01/2022 | -17,788.82 |
| 25,784 | GBP | TI Fluid Systems Plc | 70,623.97 | SONIA-1D | 05/01/2022 | 1,909.23 |
| -326,432 | GBP | Trainline Plc Reg | -1,691,967.81 | SONIA-1D | 05/01/2022 | 61,260.91 |
| 1,583 | GBP | Travis Perkins Plc | 23,819.35 | SONIA-1D | 05/01/2022 | -335.98 |
| 9,141 | GBP | Tremor International Ltd Reg | 40,027.75 | SONIA-1D | 05/01/2022 | 6,701.36 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 21,671 | GBP | TT Electronics Plc Reg | 49,626.56 | SONIA-1D | 05/01/2022 | -3,631.21 |
| --- | --- | --- | --- | --- | --- | --- |
| 58,831 | GBP | Tyman Plc Reg | 230,343.33 | SONIA-1D | 05/01/2022 | 19,377.28 |
| 49,901 | GBP | Ultra Electronics Holdings Plc | 1,154,995.76 | SONIA-1D | 05/01/2022 | -28,965.58 |
| 31,246 | GBP | United Utilities Plc | 312,391.24 | SONIA-1D | 05/01/2022 | -6,073.30 |
| 134,280 | GBP | Vectura Gr Plc Reg | 186,900.63 | SONIA-1D | 05/01/2022 | 18,000.06 |
| 1,637 | GBP | Victrex Plc | 42,900.08 | SONIA-1D | 05/01/2022 | 5,522.52 |
| -568,528 | GBP | Virgin Money UK Plc | -854,192.06 | SONIA-1D | 05/01/2022 | 34,976.07 |
| -1,179 | GBP | Vistry Group PLC Reg | -12,373.48 | SONIA-1D | 05/01/2022 | -625.59 |
| 73,652 | GBP | Volex Plc Reg | 253,405.86 | SONIA-1D | 05/01/2022 | 24,734.44 |
| 16,454 | GBP | Volution Group Plc Reg | 51,281.07 | SONIA-1D | 05/01/2022 | -770.67 |
| 45,784 | GBP | Watches of Switzerland Gr PLC Reg | 296,124.05 | SONIA-1D | 05/01/2022 | 38,223.58 |
| -54,412 | GBP | Watkin Jones Plc Reg | -111,960.73 | SONIA-1D | 05/01/2022 | -7,289.57 |
| 5,434 | GBP | Weir Group Plc | 120,766.08 | SONIA-1D | 05/01/2022 | 7,979.23 |
| -137,251 | GBP | WH Smith Plc | -2,315,121.85 | SONIA-1D | 05/01/2022 | 8,859.99 |
| -32,370 | GBP | Whitbread Plc | -1,120,948.81 | SONIA-1D | 05/01/2022 | 19,164.61 |
| -10,660 | GBP | Wizz Air Holdings Plc | 	-543,480.83  | SONIA-1D | 05/01/2022  | 1,428.96  |
|  |  |  | 	32,220,171.62  |  |  |   1,773,542.71  |
| -93,839 | NOK | Adevinta ASA Reg | -1,289,013.16 | NIBOR-1W | 03/01/2022 | -92,245.20 |
| -836 | NOK | Aker ASA A | -44,658.67 | NIBOR-1W | 03/01/2022 | -4,107.00 |
| -86,010 | NOK | Atlantic Sapphire ASA | -984,558.85 | NIBOR-1W | 03/01/2022 | -136,806.58 |
| -12,378 | NOK | Bakkafrost P/F Reg | -723,216.06 | NIBOR-1W | 03/01/2022 | -49,818.20 |
| -57,182 | NOK | BerGenBio ASA Reg | -175,641.32 | NIBOR-1W | 03/01/2022 | 2,868.78 |
| -14,902 | NOK | Bonheur ASA | -344,010.27 | NIBOR-1W | 03/01/2022 | -9,181.19 |
| -60,707 | NOK | BW Energy Limited Reg | -159,830.38 | NIBOR-1W | 03/01/2022 | -19,778.79 |
| -15,421 | NOK | BW Offshore Ltd Reg | -55,487.57 | NIBOR-1W | 03/01/2022 | -4,093.13 |
| -6,367 | NOK | FLEX LNG Ltd Reg | -45,612.75 | NIBOR-1W | 03/01/2022 | -3,461.95 |
| -174,328 | NOK | Grieg Seafood ASA | -1,413,505.69 | NIBOR-1W | 03/01/2022 | -85,641.82 |
| -14,032 | NOK | Kahoot AS Reg | -127,428.92 | NIBOR-1W | 03/01/2022 | -24,799.06 |
| -6,730,258 | NOK | Kongsberg Automotive Asa | -225,025.24 | NIBOR-1W | 03/01/2022 | -22,206.62 |
| -46,047 | NOK | Mowi ASA Reg | -838,969.55 | NIBOR-1W | 03/01/2022 | -28,551.32 |
| -45,698 | NOK | NEL ASA Reg | -126,242.98 | NIBOR-1W | 03/01/2022 | -20,052.41 |
| -76,880 | NOK | Ocean Yield ASA | -194,710.51 | NIBOR-1W | 03/01/2022 | -1,100.06 |
| -42,415 | NOK | Pexip Holding ASA Reg | -265,825.31 | NIBOR-1W | 03/01/2022 | -14,970.38 |
| -209,854 | NOK | Quantafuel ASA Reg | -1,217,116.98 | NIBOR-1W | 03/01/2022 | -185,683.94 |
| -55,902 | NOK | Scatec ASA | -1,820,548.91 | NIBOR-1W | 03/01/2022 | -366,807.90 |
| -51,145 | NOK | TGS Nopec Geophysical Co ASA | -647,419.23 | NIBOR-1W | 03/01/2022 | -43,421.49 |
| -7,410 | NOK | Tomra Systems ASA | -298,716.48 | NIBOR-1W | 03/01/2022 | -33,585.92 |
| -4,147 | NOK | Volue AS Reg | -19,898.19 | NIBOR-1W | 03/01/2022 | -6,366.77 |
| -66,856 | NOK | Vow ASA Reg | 	-242,026.91  | NIBOR-1W | 03/01/2022  | -37,308.50  |
|  |  |  | 	-11,259,463.93  |  |  |   -1,187,119.45  |
| -39,192 | SEK | AF Poyry AB | -978,969.55 | STIBO-1W | 04/01/2022 | -21,824.16 |
| -19,822 | SEK | Atlas Copco AB A Reg | -830,012.88 | STIBO-1W | 04/01/2022 | 35,098.71 |
| -6,447 | SEK | Atrium Ljungberg B | -110,778.00 | STIBO-1W | 04/01/2022 | 0.00 |
| -56,025 | SEK | Attendo AB | -247,241.45 | STIBO-1W | 04/01/2022 | 3,899.71 |
| -7,776 | SEK | Bactiguard Hg AB Reg | -110,571.81 | STIBO-1W | 04/01/2022 | 1,842.76 |
| -15,304 | SEK | Beijer Ref AB B Reg | -572,804.86 | STIBO-1W | 04/01/2022 | -128,500.06 |
| -1,764 | SEK | Biogaia AB B | -94,194.38 | STIBO-1W | 04/01/2022 | -9,121.24 |
| -19,179 | SEK | Cellavision AB | -585,485.92 | STIBO-1W | 04/01/2022 | -20,122.72 |
| -99,697 | SEK | Electrolux Professional AB B Reg | -461,778.49 | STIBO-1W | 04/01/2022 | -12,558.56 |
| -866 | SEK | EQT AB Reg | -18,118.23 | STIBO-1W | 04/01/2022 | -1,665.36 |
| -405,378 | SEK | Fingerprint Cards AB B Re | -701,796.29 | STIBO-1W | 04/01/2022 | -79,289.13 |
| -1,360 | SEK | Genovis AB Reg | -4,259.92 | STIBO-1W | 04/01/2022 | -304.28 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -67,268 | SEK | Hennes & Mauritz AB B | -1,150,506.52 | STIBO-1W | 04/01/2022 | 91,973.63 |
| --- | --- | --- | --- | --- | --- | --- |
| -12,219 | SEK | Hoist Finance AB | -44,300.07 | STIBO-1W | 04/01/2022 | -874.82 |
| -36,789 | SEK | JM AB | -1,063,079.43 | STIBO-1W | 04/01/2022 | -51,623.37 |
| -5,172 | SEK | Karnov Group AB Reg | -30,600.44 | STIBO-1W | 04/01/2022 | -3,209.01 |
| -1,477 | SEK | MIPS AB Reg | -75,637.97 | STIBO-1W | 04/01/2022 | -9,840.28 |
| -18,117 | SEK | Oncopeptides AB Reg | -305,717.46 | STIBO-1W | 04/01/2022 | -9,187.74 |
| -17,525 | SEK | PowerCell Sweden AB Reg | -566,709.75 | STIBO-1W | 04/01/2022 | -65,669.64 |
| -13,031 | SEK | RaySearch Laboratories AB B | -107,160.66 | STIBO-1W | 04/01/2022 | -12,309.87 |
| -900 | SEK | Saniona AB Reg | -1,843.58 | STIBO-1W | 04/01/2022 | 241.63 |
| -1,430,814 | SEK | SAS AB | -259,655.89 | STIBO-1W | 04/01/2022 | -37,517.47 |
| -14,790 | SEK | Sedana Medical AB Reg | -504,445.69 | STIBO-1W | 04/01/2022 | -102,839.19 |
| -1,598 | SEK | Sinch AB Reg | -212,928.45 | STIBO-1W | 04/01/2022 | -33,520.23 |
| -19,597 | SEK | Skistar AB B Emission 2019 | -208,119.59 | STIBO-1W | 04/01/2022 | -5,345.98 |
| -31,798 | SEK | Storytel AB B Reg | -853,720.46 | STIBO-1W | 04/01/2022 | -119,076.92 |
| -42,613 | SEK | Svenska Cellulosa SCA AB B | -607,212.11 | STIBO-1W | 04/01/2022 | -14,406.99 |
| -27,053 | SEK | Swedish Orphan Biovitrum AB | -446,824.71 | STIBO-1W | 04/01/2022 | -4,782.22 |
| -24,828 | SEK | Vitrolife AB Reg | -532,776.79 | STIBO-1W | 04/01/2022 | -11,362.35 |
| -1,433 | SEK | Xbrane Biopharma AB Reg | -10,658.59 | STIBO-1W | 04/01/2022 | -484.48 |
| -12,078 | SEK | Xvivo Perfusion AB | 	-377,117.59  | STIBO-1W | 04/01/2022  | 8,747.92  |
|  |  |  | 	-12,075,027.53  |  |  |    -613,631.71  |
| -600 | USD | Diageo Plc ADR DR repr spons | -77,873.49 | FEDEF-1D | 07/02/2022 | -112.05 |
| -3,100 | USD | Experian Plc ADR DR repr spons | -96,171.95 | FEDEF-1D | 07/02/2022 | -4,554.43 |
| -3,805 | USD | InterContinental Hotels Gr Plc spons ADR repr 1 Share | -202,502.12 | FEDEF-1D | 07/02/2022 | -4,104.77 |
| -5,783 | USD | Millicom Intl Cellular SA Reg | -183,282.72 | FEDEF-1D | 07/02/2022 | 6,520.37 |
| -7,836 | USD | Prudential Plc spons ADR repr 2 Shares | -236,501.70 | FEDEF-1D | 07/02/2022 | -22,303.76 |
| -11,011 | USD | Relx Plc spons ADR repr 1 Share | -221,911.78 | FEDEF-1D | 07/02/2022 | -8,592.44 |
| -60,200 | USD | Tiziana Life Sciences Plc spons ADR repr 2 Shs | 	-99,382.15  | FEDEF-1D | 07/02/2022  | 9,289.04  |
|  |  |  | 	-1,117,625.91  |  |  |    -23,858.04  |
|  |  |  | 	-219,590,837.80  |  |  |   -4,299,807.32  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| 4,888 | CHF | ABB Ltd Reg | 111,676.38 | EONIA-1D | 19/09/2022 | 2,988.59 |
| -10,227 | CHF | Adecco Group SA Reg | -559,414.63 | EONIA-1D | 19/09/2022 | -12,932.78 |
| 840 | CHF | Banque Cantonale Vaudoise Reg | 74,793.35 | EONIA-1D | 19/09/2022 | 836.95 |
| -58 | CHF | Chocolade Lindt & Spruengli AG Partizsch | -462,803.02 | EONIA-1D | 19/09/2022 | -28,288.73 |
| -3 | CHF | Chocolade Lindt & Spruengli AG Reg | -245,205.90 | EONIA-1D | 19/09/2022 | -8,439.97 |
| -6,163 | CHF | Clariant AG Reg | -107,243.06 | EONIA-1D | 19/09/2022 | 1,373.14 |
| -442 | CHF | Co Financière Richemont SA | -32,726.81 | EONIA-1D | 19/09/2022 | -690.48 |
| 503 | CHF | Credit Suisse Group AG Reg | 5,301.88 | EONIA-1D | 19/09/2022 | 66.86 |
| -144 | CHF | Ems-Chemie Holding AG | -113,571.38 | EONIA-1D | 19/09/2022 | -279.22 |
| -184 | CHF | Geberit AG Reg | -94,284.81 | EONIA-1D | 19/09/2022 | -1,032.50 |
| 7 | CHF | Givaudan SA Reg | 24,141.50 | EONIA-1D | 19/09/2022 | 94.44 |
| 346 | CHF | Julius Baer Gruppe AG Reg | 16,315.62 | EONIA-1D | 19/09/2022 | 355.29 |
| -277 | CHF | Kuehne & Nagel Intl AG Reg | -51,428.15 | EONIA-1D | 19/09/2022 | -35.41 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 4,038 | CHF | LafargeHolcim Ltd Reg | 181,525.93 | EONIA-1D | 19/09/2022 | 6,925.43 |
| --- | --- | --- | --- | --- | --- | --- |
| -91 | CHF | Lonza Group AG Reg | -47,858.42 | EONIA-1D | 19/09/2022 | -558.03 |
| -828 | CHF | Nestlé SA Reg | -79,818.85 | EONIA-1D | 19/09/2022 | -182.25 |
| 762 | CHF | Novartis AG Reg | 58,935.68 | EONIA-1D | 19/09/2022 | 3,917.40 |
| -197 | CHF | Partners Group Holding Reg | -189,433.58 | EONIA-1D | 19/09/2022 | -4,798.53 |
| 286 | CHF | Roche Holding Ltd Pref | 81,711.26 | EONIA-1D | 19/09/2022 | 1,029.64 |
| 1,798 | CHF | Schindler Holding Ltd | 396,326.70 | EONIA-1D | 19/09/2022 | 1,026.46 |
| 1,421 | CHF | Schindler Holding Ltd Partizipsch | 313,488.72 | EONIA-1D | 19/09/2022 | -45.98 |
| -28 | CHF | SGS SA Reg | -69,123.65 | EONIA-1D | 19/09/2022 | -1,351.79 |
| -825 | CHF | Sika Ltd | -184,445.32 | EONIA-1D | 19/09/2022 | -3,638.62 |
| 33 | CHF | Sonova Holding AG | 7,017.77 | EONIA-1D | 19/09/2022 | 410.32 |
| 60 | CHF | Straumann Holding AG Reg | 57,223.96 | EONIA-1D | 19/09/2022 | -768.66 |
| -123 | CHF | Swiss Life Holding Reg | -46,900.90 | EONIA-1D | 19/09/2022 | -1,052.08 |
| -58 | CHF | Swiss Prime Site AG Reg | -4,660.21 | EONIA-1D | 19/09/2022 | -39.04 |
| -154 | CHF | Swiss Re AG | -11,866.75 | EONIA-1D | 19/09/2022 | 73.32 |
| 230 | CHF | Swisscom Ltd Reg | 101,459.95 | EONIA-1D | 19/09/2022 | 647.59 |
| 102 | CHF | UBS Group Inc | 1,176.05 | EONIA-1D | 19/09/2022 | -11.98 |
| -107 | CHF | Zurich Insurance Group AG Reg | 	-36,951.48  | EONIA-1D | 19/09/2022  | -879.56  |
|  |  |  | 	-906,642.17  |  |  |     -45,280.18  |
| 7,717 | EUR | ABN AMRO Bank NV DR | 61,890.34 | EONIA-1D | 19/09/2022 | -428.37 |
| 1,642 | EUR | Accor SA | 48,603.20 | EONIA-1D | 19/09/2022 | 801.51 |
| -370 | EUR | Aena SME SA | -52,614.00 | EONIA-1D | 19/09/2022 | 405.06 |
| -44 | EUR | Ageas NV | -1,917.52 | EONIA-1D | 19/09/2022 | -70.99 |
| 1,566 | EUR | Air Liquide SA | 210,235.50 | EONIA-1D | 19/09/2022 | 1,619.76 |
| 393 | EUR | Akzo Nobel NV Bearer Reg | 34,528.98 | EONIA-1D | 19/09/2022 | 72.25 |
| -503 | EUR | Allianz SE Reg | -100,952.10 | EONIA-1D | 19/09/2022 | -235.74 |
| -512 | EUR | Alstom | -23,864.32 | EONIA-1D | 19/09/2022 | -324.34 |
| 2,977 | EUR | Amundi SA | 198,863.60 | EONIA-1D | 19/09/2022 | -1,144.03 |
| 4,064 | EUR | Arkema | 379,984.00 | EONIA-1D | 19/09/2022 | -5,389.17 |
| -3,470 | EUR | Aroundtown SA Bearer | -21,236.40 | EONIA-1D | 19/09/2022 | -619.64 |
| -7 | EUR | ASML Holding NV | -2,782.85 | EONIA-1D | 19/09/2022 | -232.73 |
| -168 | EUR | Atos SE | -12,563.04 | EONIA-1D | 19/09/2022 | 301.42 |
| -8,916 | EUR | Banco Bilbao Vizcaya Argent SA Reg | -35,976.06 | EONIA-1D | 19/09/2022 | -2,859.07 |
| -3,645 | EUR | Bankinter SA Reg | -16,125.48 | EONIA-1D | 19/09/2022 | 268.07 |
| -5,923 | EUR | BASF SE Reg | -383,336.56 | EONIA-1D | 19/09/2022 | -4,597.52 |
| 5,244 | EUR | Bayerische Motoren Werke AG Pref | 289,468.80 | EONIA-1D | 19/09/2022 | 1,562.37 |
| 6,203 | EUR | Bayerische Motorenwerke AG | 448,042.69 | EONIA-1D | 19/09/2022 | -1,005.89 |
| -4,925 | EUR | Bollore | -16,656.35 | EONIA-1D | 19/09/2022 | 252.96 |
| 1,608 | EUR | Bouygues SA | 54,109.20 | EONIA-1D | 19/09/2022 | 480.67 |
| 328 | EUR | Brenntag AG | 20,775.52 | EONIA-1D | 19/09/2022 | -281.05 |
| 11,862 | EUR | Bureau Veritas SA | 258,117.12 | EONIA-1D | 19/09/2022 | -5,465.84 |
| 10,157 | EUR | Caixabank SA | 21,339.86 | EONIA-1D | 19/09/2022 | -473.27 |
| -2,120 | EUR | CapGemini SE | -268,816.00 | EONIA-1D | 19/09/2022 | -8,625.31 |
| 1,063 | EUR | Cellnex Telecom SA | 52,214.56 | EONIA-1D | 19/09/2022 | -1,025.77 |
| 12,980 | EUR | Cie de Saint-Gobain SA | 486,750.00 | EONIA-1D | 19/09/2022 | -14,774.47 |
| -5,485 | EUR | CNP Assurances | -72,292.30 | EONIA-1D | 19/09/2022 | 1,767.10 |
| -4,287 | EUR | Continental AG | -519,798.75 | EONIA-1D | 19/09/2022 | -4,466.97 |
| -260 | EUR | Covivio SA Dist | -19,591.00 | EONIA-1D | 19/09/2022 | 458.24 |
| -3,505 | EUR | Crédit Agricole SA | -36,171.60 | EONIA-1D | 19/09/2022 | 723.54 |
| 1,847 | EUR | CRH Plc | 62,834.94 | EONIA-1D | 19/09/2022 | -1,293.00 |
| 1,142 | EUR | Daimler AG Reg | 65,996.18 | EONIA-1D | 19/09/2022 | -183.63 |
| -3,240 | EUR | Danone | -174,182.40 | EONIA-1D | 19/09/2022 | 1,671.03 |
| -45 | EUR | Dassault Aviation SA | -40,365.00 | EONIA-1D | 19/09/2022 | 380.12 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -3,774 | EUR | Dassault Systèmes SA | -627,050.10 | EONIA-1D | 19/09/2022 | -15,511.04 |
| --- | --- | --- | --- | --- | --- | --- |
| -321 | EUR | Deutsche Boerse AG Reg | -44,699.25 | EONIA-1D | 19/09/2022 | 122.37 |
| 295 | EUR | Deutsche Post AG Reg | 11,947.50 | EONIA-1D | 19/09/2022 | 404.70 |
| 5,905 | EUR | E.ON SE Reg | 53,522.92 | EONIA-1D | 19/09/2022 | 1,691.98 |
| 145 | EUR | Edenred SA | 6,729.45 | EONIA-1D | 19/09/2022 | 59.03 |
| -33,329 | EUR | EDP-Energias de Portugal SA Reg | -171,844.32 | EONIA-1D | 19/09/2022 | -9,833.64 |
| 1,401 | EUR | Eiffage SA | 110,735.04 | EONIA-1D | 19/09/2022 | -5,766.02 |
| -461 | EUR | Elia Group SA NV | -44,947.50 | EONIA-1D | 19/09/2022 | -1,750.96 |
| 981 | EUR | Elisa Corp | 44,017.47 | EONIA-1D | 19/09/2022 | 847.28 |
| 5,300 | EUR | Enagas SA | 95,214.50 | EONIA-1D | 19/09/2022 | -7,235.06 |
| 2,878 | EUR | Engie SA | 36,032.56 | EONIA-1D | 19/09/2022 | -811.69 |
| -102 | EUR | EssilorLuxottica SA | -13,010.10 | EONIA-1D | 19/09/2022 | -147.51 |
| -477 | EUR | Eurazeo SA | -26,473.50 | EONIA-1D | 19/09/2022 | -58.80 |
| -14,363 | EUR | Evonik Industries AG Reg | -383,204.84 | EONIA-1D | 19/09/2022 | -5,158.93 |
| 774 | EUR | Faurecia SE | 32,438.34 | EONIA-1D | 19/09/2022 | -14.18 |
| 1,943 | EUR | Ferrovial SA | 43,911.80 | EONIA-1D | 19/09/2022 | 1,663.74 |
| 4,013 | EUR | Fresenius Medical Care AG Co KGaA | 273,686.60 | EONIA-1D | 19/09/2022 | -420.83 |
| 1,050 | EUR | Fresenius SE & Co KGaA | 39,732.00 | EONIA-1D | 19/09/2022 | 1,168.70 |
| 853 | EUR | Fuchs Petrolub SE Inhaber Pref Bearer | 39,613.32 | EONIA-1D | 19/09/2022 | 160.11 |
| 168 | EUR | Galp Energia SGPS SA B | 1,470.67 | EONIA-1D | 19/09/2022 | -130.19 |
| 576 | EUR | GEA Group AG | 16,865.28 | EONIA-1D | 19/09/2022 | 979.33 |
| 648 | EUR | Gecina Reg | 81,842.40 | EONIA-1D | 19/09/2022 | -556.92 |
| 2,628 | EUR | Grifols SA A | 62,756.64 | EONIA-1D | 19/09/2022 | 510.38 |
| 3,607 | EUR | Groupe Bruxelles Lambert SA | 297,649.64 | EONIA-1D | 19/09/2022 | 1,998.47 |
| 1,051 | EUR | Hannover Rueck SE | 136,945.30 | EONIA-1D | 19/09/2022 | -10,846.87 |
| -1,487 | EUR | HeidelbergCement AG Bearer | -91,034.14 | EONIA-1D | 19/09/2022 | 711.83 |
| 821 | EUR | Heineken Holding NV | 63,258.05 | EONIA-1D | 19/09/2022 | 303.47 |
| 2,378 | EUR | Henkel AG & Co KGaA | 187,505.30 | EONIA-1D | 19/09/2022 | 1,456.99 |
| -2,688 | EUR | Henkel AG & Co KGaA Pref | -248,102.40 | EONIA-1D | 19/09/2022 | -1,583.36 |
| 3 | EUR | Hermes Intl SA | 2,638.80 | EONIA-1D | 19/09/2022 | 162.28 |
| 124 | EUR | Hochtief AG | 9,864.20 | EONIA-1D | 19/09/2022 | 620.19 |
| -84 | EUR | Icade SA | -5,283.60 | EONIA-1D | 19/09/2022 | 414.44 |
| 800 | EUR | Industria de Diseno Textil SA | 20,832.00 | EONIA-1D | 19/09/2022 | -540.97 |
| -6,236 | EUR | Infineon Technologies AG Reg | -195,748.04 | EONIA-1D | 19/09/2022 | -4,717.47 |
| 2,584 | EUR | ING Groep NV | 19,744.34 | EONIA-1D | 19/09/2022 | -392.34 |
| 3,381 | EUR | KBC Group SA | 193,663.68 | EONIA-1D | 19/09/2022 | -1,713.00 |
| 6 | EUR | Kering Reg | 3,566.40 | EONIA-1D | 19/09/2022 | -55.03 |
| -845 | EUR | Kerry Group Plc A | -100,132.50 | EONIA-1D | 19/09/2022 | 1,006.58 |
| 664 | EUR | Kingspan Group | 38,113.60 | EONIA-1D | 19/09/2022 | -4,198.88 |
| -183 | EUR | Klepierre Dist | -3,365.37 | EONIA-1D | 19/09/2022 | 116.22 |
| 7,328 | EUR | Kone Oyj B | 487,018.88 | EONIA-1D | 19/09/2022 | -5,852.31 |
| -1,682 | EUR | Koninklijke DSM NV | -236,825.60 | EONIA-1D | 19/09/2022 | 1,630.51 |
| -469 | EUR | Lanxess AG | -29,434.44 | EONIA-1D | 19/09/2022 | -965.53 |
| -192 | EUR | LEG Immobilien AG Reg | -24,395.52 | EONIA-1D | 19/09/2022 | -1,231.45 |
| -1,652 | EUR | Legrand Holding SA | -120,596.00 | EONIA-1D | 19/09/2022 | 114.82 |
| 16 | EUR | L'Oréal SA | 4,972.80 | EONIA-1D | 19/09/2022 | 136.17 |
| 13,077 | EUR | Mapfre SA Reg | 20,831.66 | EONIA-1D | 19/09/2022 | -296.45 |
| -248 | EUR | Merck KGaA | -34,806.80 | EONIA-1D | 19/09/2022 | -840.72 |
| 7,819 | EUR | Michelin SA | 820,604.05 | EONIA-1D | 19/09/2022 | -12,788.83 |
| -109 | EUR | Muenchener Rueckver AG REG | -26,465.20 | EONIA-1D | 19/09/2022 | 1,025.63 |
| 36 | EUR | Nemetschek SE | 2,174.40 | EONIA-1D | 19/09/2022 | 90.92 |
| -2,482 | EUR | NN Group NV | -88,185.46 | EONIA-1D | 19/09/2022 | -278.05 |
| -482 | EUR | Orpea SA | -51,839.10 | EONIA-1D | 19/09/2022 | -66.83 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -59 | EUR | Pernod-Ricard SA | -9,251.20 | EONIA-1D | 19/09/2022 | 121.21 |
| --- | --- | --- | --- | --- | --- | --- |
| -1,470 | EUR | Randstad NV | -78,262.80 | EONIA-1D | 19/09/2022 | 1,364.89 |
| -462 | EUR | Red Electrica Corporacion SA | -7,750.05 | EONIA-1D | 19/09/2022 | -176.61 |
| 42 | EUR | Rémy Cointreau SA | 6,396.60 | EONIA-1D | 19/09/2022 | 221.36 |
| -391 | EUR | Repsol SA | -3,225.75 | EONIA-1D | 19/09/2022 | 67.95 |
| -3,386 | EUR | Royal Philips NV | -148,239.08 | EONIA-1D | 19/09/2022 | 3,106.69 |
| 2,169 | EUR | Sampo Plc A | 74,982.33 | EONIA-1D | 19/09/2022 | -3,597.67 |
| 3,718 | EUR | Sanofi SA | 292,606.60 | EONIA-1D | 19/09/2022 | -5,945.77 |
| -1,220 | EUR | SAP SE | -130,808.40 | EONIA-1D | 19/09/2022 | -2,057.42 |
| 11 | EUR | Sartorius AG Pref | 3,779.60 | EONIA-1D | 19/09/2022 | -237.17 |
| -1,390 | EUR | Schneider Electric SE | -164,437.00 | EONIA-1D | 19/09/2022 | 3,470.83 |
| 805 | EUR | SCOR SE | 21,268.10 | EONIA-1D | 19/09/2022 | 450.35 |
| 451 | EUR | Scout24 AG | 30,239.55 | EONIA-1D | 19/09/2022 | 115.74 |
| 100 | EUR | SEB SA | 14,900.00 | EONIA-1D | 19/09/2022 | 580.77 |
| -179 | EUR | Siemens AG Reg | -21,036.08 | EONIA-1D | 19/09/2022 | 286.36 |
| 36 | EUR | Siemens Energy AG | 1,080.00 | EONIA-1D | 19/09/2022 | 252.00 |
| -389 | EUR | Smurfit Kappa Group Plc | -14,797.56 | EONIA-1D | 19/09/2022 | -119.11 |
| 1,100 | EUR | Sodexo | 76,142.00 | EONIA-1D | 19/09/2022 | -521.25 |
| -64 | EUR | Sofina SA | -17,728.00 | EONIA-1D | 19/09/2022 | -700.40 |
| 872 | EUR | Solvay SA | 84,479.36 | EONIA-1D | 19/09/2022 | -1,051.58 |
| -6,920 | EUR | Stora Enso Oyj R | -108,263.40 | EONIA-1D | 19/09/2022 | -2,920.70 |
| -1,021 | EUR | Symrise AG | -110,676.40 | EONIA-1D | 19/09/2022 | -1,161.11 |
| 631 | EUR | Teleperformance SE | 171,190.30 | EONIA-1D | 19/09/2022 | 2,782.65 |
| 288 | EUR | Thales SA | 21,571.20 | EONIA-1D | 19/09/2022 | -314.13 |
| 128 | EUR | Total SE | 4,518.40 | EONIA-1D | 19/09/2022 | -101.11 |
| 518 | EUR | UCB | 43,760.64 | EONIA-1D | 19/09/2022 | -2,606.63 |
| -3,669 | EUR | UPM-Kymmene Corp | -111,794.43 | EONIA-1D | 19/09/2022 | -3,405.83 |
| -94 | EUR | Veolia Environnement SA | -1,880.94 | EONIA-1D | 19/09/2022 | -65.91 |
| 1,971 | EUR | Vinci SA | 160,360.56 | EONIA-1D | 19/09/2022 | -6,061.99 |
| -3,139 | EUR | Vivendi | -82,806.82 | EONIA-1D | 19/09/2022 | -1,129.80 |
| 18 | EUR | Vopak NV | 773.82 | EONIA-1D | 19/09/2022 | -69.12 |
| -1,667 | EUR | Wendel SE | -163,282.65 | EONIA-1D | 19/09/2022 | -291.55 |
| -497 | EUR | Wolters Kluwer NV | 	-34,322.82  | EONIA-1D | 19/09/2022  | 754.65  |
|  |  |  | 	1,386,454.25  |  |  |    -138,059.83  |
| -18,143 | GBP | 3i Group Plc | -234,692.41 | EONIA-1D | 19/09/2022 | 862.88 |
| -1,737 | GBP | Admiral Group Plc | -56,386.72 | EONIA-1D | 19/09/2022 | 1,004.61 |
| -1,925 | GBP | Antofagasta Plc | -30,976.00 | EONIA-1D | 19/09/2022 | -1,129.65 |
| 3,365 | GBP | AstraZeneca Plc | 275,305.44 | EONIA-1D | 19/09/2022 | -13,655.36 |
| -4,527 | GBP | Auto Trader Gr Plc | -30,139.65 | EONIA-1D | 19/09/2022 | -167.49 |
| 19,989 | GBP | Aviva Plc | 72,614.44 | EONIA-1D | 19/09/2022 | 1,669.35 |
| -13,944 | GBP | Barclays Plc | -22,847.55 | EONIA-1D | 19/09/2022 | -263.08 |
| -2,517 | GBP | Berkeley Gr Hgs (The) Plc | -133,329.47 | EONIA-1D | 19/09/2022 | 2,762.48 |
| 6,975 | GBP | BP Plc | 19,852.95 | EONIA-1D | 19/09/2022 | 122.02 |
| -4,023 | GBP | British Land Co Plc | -21,975.58 | EONIA-1D | 19/09/2022 | 534.12 |
| -1,069 | GBP | Bunzl Plc | -29,173.10 | EONIA-1D | 19/09/2022 | 155.95 |
| -75 | GBP | Burberry Group Plc | -1,499.25 | EONIA-1D | 19/09/2022 | 12.11 |
| -1,969 | GBP | Coca-Cola HBC Ltd Reg | -52,282.49 | EONIA-1D | 19/09/2022 | -275.94 |
| 2,353 | GBP | Compass Group Plc Reg | 35,826.07 | EONIA-1D | 19/09/2022 | -1,741.49 |
| -5,213 | GBP | Croda International Plc Reg | -384,104.82 | EONIA-1D | 19/09/2022 | -11,947.76 |
| 6,917 | GBP | DCC Plc | 400,093.24 | EONIA-1D | 19/09/2022 | -18,480.42 |
| -233 | GBP | Diageo Plc | -7,490.80 | EONIA-1D | 19/09/2022 | 98.01 |
| 179 | GBP | Experian Plc | 5,552.78 | EONIA-1D | 19/09/2022 | 44.62 |
| -419 | GBP | Ferguson Plc Reg | -41,581.86 | EONIA-1D | 19/09/2022 | -484.97 |
| 17,079 | GBP | GlaxoSmithKline Plc | 256,033.23 | EONIA-1D | 19/09/2022 | -4,798.04 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -14,526 | GBP | Halma Plc | -397,389.34 | EONIA-1D | 19/09/2022 | -3,391.70 |
| --- | --- | --- | --- | --- | --- | --- |
| -6,809 | GBP | Informa Plc | -41,757.75 | EONIA-1D | 19/09/2022 | 1,111.87 |
| -439 | GBP | InterContinental Hotels Gr Plc Reg | -22,999.52 | EONIA-1D | 19/09/2022 | 595.01 |
| 1,589 | GBP | Intertek Group Plc | 100,253.60 | EONIA-1D | 19/09/2022 | -3,975.46 |
| -482 | GBP | Johnson Matthey Plc Reg | -13,056.90 | EONIA-1D | 19/09/2022 | 746.99 |
| 13,663 | GBP | Kingfisher Plc | 41,269.97 | EONIA-1D | 19/09/2022 | 982.98 |
| 3,093 | GBP | Land Securities Group Plc Reit Reg Dist | 23,280.50 | EONIA-1D | 19/09/2022 | 195.19 |
| -10,497 | GBP | Legal & General Group Plc | -31,214.37 | EONIA-1D | 19/09/2022 | 139.94 |
| -125,723 | GBP | Lloyds Banking Group Plc | -51,176.96 | EONIA-1D | 19/09/2022 | 805.35 |
| -540 | GBP | London Stock Exchange Gr Plc | -54,337.98 | EONIA-1D | 19/09/2022 | -2,276.98 |
| 13,197 | GBP | Mondi Plc | 253,488.81 | EONIA-1D | 19/09/2022 | -558.63 |
| 9,418 | GBP | National Grid Plc Reg | 91,003.10 | EONIA-1D | 19/09/2022 | -3,085.40 |
| -315 | GBP | NatWest Gr Plc | -589.92 | EONIA-1D | 19/09/2022 | -26.73 |
| 1,283 | GBP | Pearson Plc | 9,751.52 | EONIA-1D | 19/09/2022 | 1,880.37 |
| -27,172 | GBP | Prudential Plc | -408,856.20 | EONIA-1D | 19/09/2022 | -9,403.14 |
| 321 | GBP | Reckitt Benckiser Group Plc | 23,458.32 | EONIA-1D | 19/09/2022 | 503.10 |
| -5,575 | GBP | Relx Plc | -111,631.16 | EONIA-1D | 19/09/2022 | 3,159.01 |
| -26 | GBP | Royal Dutch Shell Plc B | -365.78 | EONIA-1D | 19/09/2022 | -107.26 |
| 47,461 | GBP | Sage Group Plc | 308,561.16 | EONIA-1D | 19/09/2022 | 2,388.26 |
| -8,421 | GBP | Schroders Plc | -313,907.19 | EONIA-1D | 19/09/2022 | 7,930.60 |
| 157 | GBP | Segro Plc | 1,661.90 | EONIA-1D | 19/09/2022 | 67.99 |
| 4,542 | GBP | Severn Trent Plc | 116,137.99 | EONIA-1D | 19/09/2022 | -4,598.65 |
| -998 | GBP | Smith & Nephew Plc | -16,834.06 | EONIA-1D | 19/09/2022 | 236.48 |
| 17,494 | GBP | Smiths Group Plc Reg | 294,010.41 | EONIA-1D | 19/09/2022 | -6,506.57 |
| 928 | GBP | Spirax-Sarco Engineering Plc | 117,088.87 | EONIA-1D | 19/09/2022 | -2,231.94 |
| -13,748 | GBP | SSE Plc | -230,362.71 | EONIA-1D | 19/09/2022 | -10,667.90 |
| -29,103 | GBP | St James's Place Plc | -368,502.70 | EONIA-1D | 19/09/2022 | 2,602.76 |
| -7,267 | GBP | Standard Chartered Plc | -37,820.67 | EONIA-1D | 19/09/2022 | 280.42 |
| -45,427 | GBP | Standard Life Aberdeen Plc Reg | -142,746.40 | EONIA-1D | 19/09/2022 | 6,092.84 |
| 9,206 | GBP | Taylor Wimpey Plc | 17,050.49 | EONIA-1D | 19/09/2022 | 5,897.74 |
| -8,114 | GBP | Tesco Plc | -20,973.93 | EONIA-1D | 19/09/2022 | -625.49 |
| 579 | GBP | Unilever Plc | 28,406.80 | EONIA-1D | 19/09/2022 | 445.13 |
| 6,802 | GBP | United Utilities Plc | 68,005.03 | EONIA-1D | 19/09/2022 | -1,641.91 |
| -2,265 | GBP | WPP Plc | 	-20,241.36  | EONIA-1D | 19/09/2022  | 427.35  |
|  |  |  | 	-772,537.98  |  |  |     -58,286.43  |
| -5,589 | SEK | Alfa Laval AB | -125,768.18 | EONIA-1D | 19/09/2022 | 443.89 |
| 19,256 | SEK | Assa Abloy AB B | 387,742.34 | EONIA-1D | 19/09/2022 | 1,462.52 |
| 8,146 | SEK | Atlas Copco AB A Reg | 341,100.04 | EONIA-1D | 19/09/2022 | -5,575.54 |
| 12,966 | SEK | Atlas Copco AB B Reg | 474,853.73 | EONIA-1D | 19/09/2022 | -5,871.39 |
| 1,203 | SEK | Boliden AB Reg | 34,858.39 | EONIA-1D | 19/09/2022 | -486.67 |
| 1,216 | SEK | Electrolux AB B | 23,137.38 | EONIA-1D | 19/09/2022 | -735.80 |
| 138 | SEK | Essity AB B Reg | 3,629.58 | EONIA-1D | 19/09/2022 | 20.12 |
| -9,721 | SEK | Hexagon AB B | -724,783.84 | EONIA-1D | 19/09/2022 | -10,080.45 |
| -2,933 | SEK | Husqvarna AB B | -31,060.88 | EONIA-1D | 19/09/2022 | -1,715.33 |
| 62 | SEK | ICA Gruppen AB | 2,533.26 | EONIA-1D | 19/09/2022 | 9.97 |
| -5,219 | SEK | Industrivaerden AB C | -137,785.64 | EONIA-1D | 19/09/2022 | -423.44 |
| 18 | SEK | Investor AB B | 1,072.50 | EONIA-1D | 19/09/2022 | 32.01 |
| -676 | SEK | Kinnevik AB Reg | -27,929.93 | EONIA-1D | 19/09/2022 | -94.44 |
| 2,147 | SEK | Latour Investment AB B Reg | 42,634.60 | EONIA-1D | 19/09/2022 | 2,739.89 |
| -420 | SEK | Nibe Industrier AB B | -11,263.73 | EONIA-1D | 19/09/2022 | -386.84 |
| 577 | SEK | Nordea Bank Abp Reg | 3,856.79 | EONIA-1D | 19/09/2022 | -248.00 |
| -37,491 | SEK | Sandvik AB | -750,452.00 | EONIA-1D | 19/09/2022 | -4,587.67 |
| 33,308 | SEK | Securitas AB B | 439,678.48 | EONIA-1D | 19/09/2022 | -6,871.01 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 5 | SEK | Skandinaviska Enskilda Bk AB A | 42.01 | EONIA-1D | 19/09/2022 | 2.42 |
| --- | --- | --- | --- | --- | --- | --- |
| -3,685 | SEK | Skanska AB B | -76,840.12 | EONIA-1D | 19/09/2022 | 1,521.33 |
| 5,503 | SEK | SKF AB B | 116,773.97 | EONIA-1D | 19/09/2022 | -1,028.86 |
| 2,671 | SEK | Svenska Cellulosa SCA AB B | 38,060.30 | EONIA-1D | 19/09/2022 | 1,317.57 |
| 2,475 | SEK | Telia Co AB | 8,357.86 | EONIA-1D | 19/09/2022 | -309.82 |
| 14,015 | SEK | Volvo AB B | 	270,084.09  | EONIA-1D | 19/09/2022  | -1,090.17  |
|  |  |  | 	302,531.00  |  |  |     -31,955.71  |
|  |  |  | 	9,805.10  |  |  |    -273,582.15  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : UBS AG, London |
| -15,198 | CHF | Alcon Inc Reg | -826,830.53 | 1M-LIBOR | 04/01/2022 | -24,450.80 |
| -47,205 | CHF | AMS AG | -844,988.41 | 1M-LIBOR | 04/01/2022 | 3,340.57 |
| -12,141 | CHF | Basilea Pharmaceutica AG Reg | -596,643.79 | 1M-LIBOR | 04/01/2022 | -11,786.94 |
| -705 | CHF | Bobst Group AG Reg | -34,841.29 | 1M-LIBOR | 04/01/2022 | -749.63 |
| -12,947 | CHF | Cembra Money Bank AG Reg | -1,283,279.72 | 1M-LIBOR | 04/01/2022 | -55,789.45 |
| -1,773 | CHF | COSMO Pharmaceuticals NV | -139,342.97 | 1M-LIBOR | 04/01/2022 | -4,098.32 |
| -25,559 | CHF | Flughafen Zurich AG Reg | -3,688,961.81 | 1M-LIBOR | 04/01/2022 | -4,726.41 |
| -97,052 | CHF | GAM Holding AG Reg | -194,186.55 | 1M-LIBOR | 04/01/2022 | -29,612.55 |
| -53,515 | CHF | Idorsia Ltd Reg | -1,262,739.01 | 1M-LIBOR | 04/01/2022 | -11,875.29 |
| -1,652 | CHF | Jungfraubahn Hg (The) AG Partizsch | -209,566.35 | 1M-LIBOR | 04/01/2022 | 4,130.18 |
| -2,222 | CHF | Landis+Gyr Group Ltd Reg | -142,580.76 | 1M-LIBOR | 04/01/2022 | -4,006.23 |
| -10,994 | CHF | Leonteq AG | -356,287.97 | 1M-LIBOR | 04/01/2022 | -11,689.90 |
| -5,658,307 | CHF | Meyer Burger Technology Ltd Partizsch | -1,762,040.91 | 1M-LIBOR | 04/01/2022 | 39,761.02 |
| -6,184 | CHF | Molecular Partners SA Reg | -118,643.78 | 1M-LIBOR | 04/01/2022 | 6,289.55 |
| -38 | CHF | Partners Group Holding Reg | -36,540.49 | 1M-LIBOR | 04/01/2022 | -1,890.27 |
| -1,181,968 | CHF | RELIEF THERAPEUTICS Holding AG Partizsch | -293,978.38 | 1M-LIBOR | 04/01/2022 | 129,141.18 |
| -5,095 | CHF | Rieter Holding AG Reg | -455,541.62 | 1M-LIBOR | 04/01/2022 | 2,355.44 |
| -66,197 | CHF | Stadler Rail AG Reg | -2,473,956.25 | 1M-LIBOR | 04/01/2022 | -3,173.82 |
| -1,867 | CHF | Temenos AG Reg | -213,449.84 | 1M-LIBOR | 04/01/2022 | -12,083.70 |
| -8,747 | CHF | U-blox Hg AG Reg | -475,951.82 | 1M-LIBOR | 04/01/2022 | 1,213.13 |
| -2,794 | CHF | Valora Holding AG Reg | -448,986.80 | 1M-LIBOR | 04/01/2022 | -42,366.99 |
| -2,122 | CHF | Zur Rose Group AG Reg S | 	-555,250.83  | 1M-LIBOR | 04/01/2022 | 	-9,810.09  |
|  |  |  | 	-16,414,589.88  |  |  | 	-41,879.32  |
| -46,880 | DKK | Orphazyme A/S Bearer Reg | -422,594.93 | 1M-CIBOR | 04/01/2022 | -25,336.66 |
| -1,074 | DKK | Zealand Pharma A/S | 	-31,829.07  | 1M-CIBOR | 04/01/2022 | 	-692.56  |
|  |  |  | 	-454,424.00  |  |  | 	-26,029.22  |
| -4,399 | EUR | Accor SA | -130,210.40 | 1M-LIBOR | 04/01/2022 | 1,715.61 |
| -6,899 | EUR | Akka Technologies SE | -177,649.25 | 1M-LIBOR | 04/01/2022 | -4,484.35 |
| -1,762 | EUR | Alstom | -82,126.82 | 1M-LIBOR | 04/01/2022 | -1,303.88 |
| -117 | EUR | Argenx SE | -28,314.00 | 1M-LIBOR | 04/01/2022 | 865.80 |
| -58,879 | EUR | Astaldi SpA | -17,398.74 | 1M-LIBOR | 04/01/2022 | 1,678.05 |
| -5,688 | EUR | ASTM SpA | -117,172.80 | 1M-LIBOR | 04/01/2022 | -1,933.92 |
| -13,631 | EUR | Brunello Cucinelli SpA | -486,626.70 | 1M-LIBOR | 04/01/2022 | 10,964.31 |
| -234 | EUR | Cancom SE | -10,614.24 | 1M-LIBOR | 04/01/2022 | -351.00 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -7,278 | EUR | Carel Industries SpA Reg | -139,592.04 | 1M-LIBOR | 04/01/2022 | -8,028.64 |
| --- | --- | --- | --- | --- | --- | --- |
| -4,002 | EUR | Cellectis | -97,648.80 | 1M-LIBOR | 04/01/2022 | -7,803.90 |
| -7,403 | EUR | Claranova SA | -49,711.15 | 1M-LIBOR | 04/01/2022 | 1,615.78 |
| -107,762 | EUR | Dalata Hotel Group Plc Reg | -407,879.17 | 1M-LIBOR | 04/01/2022 | 9,338.96 |
| -196 | EUR | Dassault Systèmes SA | -32,565.40 | 1M-LIBOR | 04/01/2022 | -1,764.00 |
| -60,646 | EUR | Deutsche Lufthansa AG Reg | -655,886.49 | 1M-LIBOR | 04/01/2022 | -64,254.34 |
| -7,133 | EUR | Do & Co AG Bearer | -476,484.40 | 1M-LIBOR | 04/01/2022 | -106,995 |
| -6,663 | EUR | Ekinops SA | -45,375.03 | 1M-LIBOR | 04/01/2022 | -1,272.74 |
| -2,028 | EUR | Eramet SA | -87,041.76 | 1M-LIBOR | 04/01/2022 | -5,516.16 |
| -21,674 | EUR | Eurotech SpA Reg | -111,729.47 | 1M-LIBOR | 04/01/2022 | -2,059.03 |
| -47,434 | EUR | Evotec SE | -1,436,301.52 | 1M-LIBOR | 04/01/2022 | -177,622.59 |
| -6,648 | EUR | FinecoBank SPA | -89,083.20 | 1M-LIBOR | 04/01/2022 | -2,582.88 |
| -2,186,023 | EUR | Finnair Oyj | -1,655,912.42 | 1M-LIBOR | 04/01/2022 | -320,020.10 |
| -571 | EUR | Fraport AG | -28,184.56 | 1M-LIBOR | 04/01/2022 | -764.65 |
| -117 | EUR | Galapagos Genomics NV | -9,416.16 | 1M-LIBOR | 04/01/2022 | 1,939.86 |
| -22,723 | EUR | GL EVENTS | -228,138.92 | 1M-LIBOR | 04/01/2022 | 6,362.44 |
| -5,005 | EUR | Grenergy Renovables SA Bearer | -194,194 | 1M-LIBOR | 03/01/2022 | -54,157.99 |
| -142,974 | EUR | Heidelberger Druckmaschinen AG Bearer | -113,807.30 | 1M-LIBOR | 04/01/2022 | -7,500.91 |
| -9,332 | EUR | Infrastru Wireless Italia SpA | -92,666.76 | 1M-LIBOR | 04/01/2022 | 1,939.04 |
| -12,066 | EUR | Instone Real Estate Group AG Bearer | -253,386 | 1M-LIBOR | 04/01/2022 | -10,859.40 |
| -1,870 | EUR | JC Decaux SA | -34,838.10 | 1M-LIBOR | 04/01/2022 | 2,786.30 |
| -97,718 | EUR | Juventus Football Club SpA | -79,601.08 | 1M-LIBOR | 04/01/2022 | 1,692.39 |
| -4,254 | EUR | Klepierre Dist | -78,231.06 | 1M-LIBOR | 04/01/2022 | 2,616.21 |
| -15,231 | EUR | Maire Tecnimont SpA | -27,750.88 | 1M-LIBOR | 04/01/2022 | -807.24 |
| -71,365 | EUR | Marr SpA | -1,203,213.90 | 1M-LIBOR | 04/01/2022 | -114,184 |
| -9,565 | EUR | Medios AG | -357,731 | 1M-LIBOR | 04/01/2022 | -3,826 |
| -47,116 | EUR | Melia Hotels Intl SA | -269,503.52 | 1M-LIBOR | 03/01/2022 | 2,826.96 |
| -1,898 | EUR | Mithra Pharmaceuticals SA Reg | -37,390.60 | 1M-LIBOR | 04/01/2022 | -189.80 |
| -70,166 | EUR | Mota-Engil SGPS SA Reg | -95,706.42 | 1M-LIBOR | 04/01/2022 | 3,929.30 |
| -3,839 | EUR | Mynaric AG Bearer | -281,014.80 | 1M-LIBOR | 04/01/2022 | -27,640.80 |
| -4,671 | EUR | Nexi SpA Reg | -76,324.14 | 1M-LIBOR | 04/01/2022 | -818.04 |
| -8,344 | EUR | Paion AG | -20,025.60 | 1M-LIBOR | 04/01/2022 | 417.20 |
| -216,826 | EUR | Pharming Group NV Bearer | -275,802.67 | 1M-LIBOR | 04/01/2022 | -5,743.31 |
| -2,919 | EUR | Renault SA | -104,383.44 | 1M-LIBOR | 04/01/2022 | 3,021.17 |
| -749 | EUR | Sacyr SA | -1,512.98 | 1M-LIBOR | 03/01/2022 | 49.43 |
| -14,532 | EUR | Salvatore Ferragamo SpA | -230,477.52 | 1M-LIBOR | 04/01/2022 | 1,307.88 |
| -2,286,958 | EUR | Saras Raffinerie Sarde SpA | -1,359,596.53 | 1M-LIBOR | 04/01/2022 | -35,076.23 |
| -7,251 | EUR | SFC Energy AG Bearer | -115,580.94 | 1M-LIBOR | 04/01/2022 | -3,260.20 |
| -2,313 | EUR | SMA Solar Technology AG | -129,412.35 | 1M-LIBOR | 04/01/2022 | -10,639.80 |
| -12,803 | EUR | Solarpack Corporacion Tec SA Bearer | -368,726.40 | 1M-LIBOR | 03/01/2022 | -57,613.50 |
| -66,069 | EUR | Solocal Group | -175,743.54 | 1M-LIBOR | 04/01/2022 | 7,938.28 |
| -35,941 | EUR | Tamburi Inv Partners SpA | -247,633.49 | 1M-LIBOR | 04/01/2022 | -12,219.94 |
| -21,763 | EUR | Technogym SpA | -201,090.12 | 1M-LIBOR | 04/01/2022 | -2,393.93 |
| -5,274 | EUR | Tikehau Capital SCA Reg | -135,541.80 | 1M-LIBOR | 04/01/2022 | -14,239.80 |
| -13,330 | EUR | Voltalia SA | -344,580.50 | 1M-LIBOR | 04/01/2022 | -61,984.50 |
| -186,578 | EUR | Webuild SpA | 	-220,535.20  | 1M-LIBOR | 04/01/2022  | 9,515.48  |
|  |  |  | 	-13,727,066.08  |  |  |    -1,057,392.12  |
| -87,626 | GBP | 4d Pharma Plc Reg | -126,271.14 | 1M-LIBOR | 04/01/2022 | -35,238.46 |
| -11,469 | GBP | BATM Adv Communications Ltd Reg | -11,914.89 | 1M-LIBOR | 04/01/2022 | -768.70 |
| -32,138 | GBP | Blue Prism Group Plc Reg | -617,488.23 | 1M-LIBOR | 04/01/2022 | -38,413.51 |
| -185,350 | GBP | Ceres Power Holdings Plc Reg | -2,733,052.10 | 1M-LIBOR | 04/01/2022 | -542,469.43 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -82,734 | GBP | Energean PLC Reg | -666,532.19 | 1M-LIBOR | 04/01/2022 | -31,262.01 |
| --- | --- | --- | --- | --- | --- | --- |
| -29,530 | GBP | Intl Consolidated Air Gr SA | -52,713.47 | 1M-LIBOR | 04/01/2022 | -709.23 |
| -19,442 | GBP | ITM Power Plc Reg | -112,065.52 | 1M-LIBOR | 04/01/2022 | -23,071.88 |
| -5,256 | GBP | Learning Technologies Gr Plc Reg | -10,685.83 | 1M-LIBOR | 04/01/2022 | -821.99 |
| -127,545 | GBP | Saga Plc Reg | -360,466.86 | 1M-LIBOR | 04/01/2022 | -16,400.77 |
| -82,060 | GBP | Stobart Group Ltd | -23,879.25 | 1M-LIBOR | 04/01/2022 | -3,162.51 |
| -313,374 | GBP | Synairgen Plc Reg | -535,594.10 | 1M-LIBOR | 04/01/2022 | -154,167.15 |
| -29,807 | GBP | Ted Baker Plc Reg | 	-38,657.33  | 1M-LIBOR | 04/01/2022  | 1,864.61  |
|  |  |  | 	-5,289,320.91  |  |  |     -844,621.03  |
| -674 | NOK | Adevinta ASA Reg | -9,258.36 | 1M-NIBOR | 04/01/2022 | -572.22 |
| -2,462 | NOK | Aker BioMarine AS Reg | -27,595.45 | 1M-NIBOR | 04/01/2022 | 821.99 |
| -189,511 | NOK | BerGenBio ASA Reg | -582,105.61 | 1M-NIBOR | 04/01/2022 | 67,634.63 |
| -567 | NOK | Bonheur ASA | -13,089.10 | 1M-NIBOR | 04/01/2022 | -486.78 |
| -12,612 | NOK | BW Offshore Ltd Reg | -45,380.28 | 1M-NIBOR | 04/01/2022 | -1,227.14 |
| -5,816 | NOK | FLEX LNG Ltd Reg | -41,665.43 | 1M-NIBOR | 04/01/2022 | -55.48 |
| -7,826,492 | NOK | Kongsberg Automotive Asa | -261,677.67 | 1M-NIBOR | 04/01/2022 | -33,222.98 |
| -29,418 | NOK | NEL ASA Reg | -81,268.68 | 1M-NIBOR | 04/01/2022 | -12,347.45 |
| -78,957 | NOK | Ocean Yield ASA | -199,970.83 | 1M-NIBOR | 04/01/2022 | -3,323.59 |
| -36,570 | NOK | Pexip Holding ASA Reg | -229,193.25 | 1M-NIBOR | 04/01/2022 | -26,827.32 |
| -13,041 | NOK | Quantafuel ASA Reg | -75,635.55 | 1M-NIBOR | 04/01/2022 | -16,109.87 |
| -46,115 | NOK | Sats ASA Reg | -101,616.84 | 1M-NIBOR | 04/01/2022 | -9,677.79 |
| -23,017 | NOK | Vow ASA Reg | 	-83,324.36  | 1M-NIBOR | 04/01/2022  | -15,369.45  |
|  |  |  | 	-1,751,781.41  |  |  |     -50,763.45  |
| -10,119 | SEK | AF Poyry AB | -252,760.59 | 1M-STIBOR | 03/01/2022 | 201.24 |
| -2,204 | SEK | Bactiguard Hg AB Reg | -31,340.05 | 1M-STIBOR | 03/01/2022 | -1,534.13 |
| -611,349 | SEK | Fingerprint Cards AB B Re | -1,058,376.28 | 1M-STIBOR | 03/01/2022 | -85,715.71 |
| -6,660 | SEK | Hoist Finance AB | -24,145.88 | 1M-STIBOR | 03/01/2022 | -1,814.58 |
| -390 | SEK | NCAB Group AB Reg | -10,160.57 | 1M-STIBOR | 03/01/2022 | -620.49 |
| -16,958 | SEK | Oncopeptides AB Reg | -286,159.78 | 1M-STIBOR | 03/01/2022 | -5,396.06 |
| -11,472 | SEK | PowerCell Sweden AB Reg | -370,972.57 | 1M-STIBOR | 03/01/2022 | -41,067.07 |
| -3,925,865 | SEK | SAS AB | -712,443.37 | 1M-STIBOR | 03/01/2022 | -127,739.48 |
| -12,422 | SEK | Storytel AB B Reg | -333,508.89 | 1M-STIBOR | 03/01/2022 | -24,086.75 |
| -27,269 | SEK | Tobii AB | -153,475.04 | 1M-STIBOR | 03/01/2022 | -3,251.84 |
| -4,323 | SEK | Xvivo Perfusion AB | 	-134,979.25  | 1M-STIBOR | 03/01/2022  | -12,036.37  |
|  |  |  | 	-3,368,322.27  |  |  |     -303,061.24  |
| -700 | USD | InterContinental Hotels Gr Plc spons ADR repr 1 Share | -37,254 | 1M-LIBOR | 08/02/2022 | -760.87 |
| -340 | USD | Prudential Plc spons ADR repr 2 Shares | 	-10,261.69  | 1M-LIBOR | 08/02/2022  | -341.78  |
|  |  |  | 	-47,515.69  |  |  |      -1,102.65  |
|  |  |  | 	-41,053,020.24  |  |  |    -2,324,849.03  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Merrill Lynch Intl, London |
| 1,067 | CHF | Also Holding AG Reg | 249,598.71 | 1M LIBOR | 19/05/2021 | 12,825.23 |
| 4,511 | CHF | Arbonia AG | 59,060 | 1M LIBOR | 19/10/2021 | 667.34 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 7,941 | CHF | Ascom Holding AG Reg | 96,184.23 | 1M LIBOR | 19/01/2022 | 4,552.23 |
| --- | --- | --- | --- | --- | --- | --- |
| 1,023 | CHF | Autoneum Holding AG Reg | 152,853.15 | 1M LIBOR | 19/01/2022 | -1,513.40 |
| 1,093 | CHF | Bachem Holding Ltd B | 399,690.70 | 1M LIBOR | 19/05/2021 | 34,360.26 |
| 584 | CHF | Baloise-Holding Reg | 85,045.40 | 1M LIBOR | 19/01/2022 | 2,699.85 |
| 352 | CHF | Banque Cantonale Vaudoise Reg | 31,341.97 | 1M LIBOR | 19/07/2021 | 585.83 |
| 17 | CHF | Barry Callebaut AG Reg | 33,071.36 | 1M LIBOR | 19/05/2021 | 1,257.47 |
| 5,995 | CHF | BKW AG Reg | 549,867.76 | 1M LIBOR | 19/01/2021 | 12,748.95 |
| 136 | CHF | Bossard Holding AG | 22,433.20 | 1M LIBOR | 17/09/2021 | 1,710.15 |
| 552 | CHF | Bucher Industries SA Reg | 207,011.48 | 1M LIBOR | 19/10/2021 | 6,124.60 |
| 533 | CHF | Burckhardt Compression Hg Ltd Reg | 151,294.44 | 1M LIBOR | 19/01/2022 | 2,710.49 |
| 2,561 | CHF | Clariant AG Reg | 44,564.25 | 1M LIBOR | 17/12/2021 | 1,468.11 |
| 1,096 | CHF | Comet Holding AG Reg | 200,849.89 | 1M LIBOR | 19/10/2021 | 26,550.29 |
| 397 | CHF | Daetwyler Holding AG | 94,336.78 | 1M LIBOR | 19/01/2022 | 5,506.04 |
| 170 | CHF | Dormakaba Holding AG | 78,984.59 | 1M LIBOR | 19/01/2022 | -1,729.02 |
| 9,600 | CHF | EFG Intl Reg | 51,482.14 | 1M LIBOR | 19/01/2022 | 1,153.91 |
| 67 | CHF | Emmi AG Reg | 56,466.24 | 1M LIBOR | 19/07/2021 | 2,044.31 |
| 66 | CHF | Ems-Chemie Holding AG | 52,053.55 | 1M LIBOR | 19/10/2021 | 2,013.80 |
| 246 | CHF | Forbo Holding AG | 345,274.32 | 1M LIBOR | 17/12/2021 | 6,368.70 |
| 792 | CHF | Galenica SA Reg | 43,205.06 | 1M LIBOR | 19/01/2021 | 549.22 |
| 50 | CHF | Georg Fischer SA Reg | 52,702.63 | 1M LIBOR | 19/01/2022 | 832.15 |
| 14 | CHF | Givaudan SA Reg | 48,283 | 1M LIBOR | 19/01/2021 | 1,747.51 |
| 11 | CHF | Gurit Holding AG | 25,223.29 | 1M LIBOR | 19/01/2021 | 813.65 |
| 76 | CHF | Interroll-Holding SA Reg | 189,378.10 | 1M LIBOR | 19/10/2021 | 2,108.11 |
| 362 | CHF | Kardex Holding Reg | 64,799.45 | 1M LIBOR | 19/10/2021 | 4,016.49 |
| 765 | CHF | Kuehne & Nagel Intl AG Reg | 142,030.80 | 1M LIBOR | 19/07/2021 | 1,909.78 |
| 3,071 | CHF | LafargeHolcim Ltd Reg | 138,055.01 | 1M LIBOR | 19/10/2021 | 4,969.07 |
| 60 | CHF | LEM Holding SA | 95,863.30 | 1M LIBOR | 17/12/2021 | 554.76 |
| 6,736 | CHF | Logitech Intl SA Reg | 535,123.16 | 1M LIBOR | 19/07/2021 | 38,614.57 |
| 97 | CHF | Lonza Group AG Reg | 51,013.92 | 1M LIBOR | 19/07/2021 | 2,475.36 |
| 184 | CHF | Luzerner Kantonalbank Reg | 68,136.17 | 1M LIBOR | 19/05/2021 | 595.45 |
| 5,345 | CHF | OC Oerlikon Corp Inc | 45,219.55 | 1M LIBOR | 17/09/2021 | 1,383.77 |
| 454 | CHF | Orior AG | 31,650.79 | 1M LIBOR | 19/05/2021 | 461.75 |
| 644 | CHF | PSP Swiss Property AG Reg | 70,441.41 | 1M LIBOR | 19/10/2021 | 2,619.97 |
| 1,180 | CHF | Schindler Holding Ltd Partizipsch | 260,321.38 | 1M LIBOR | 19/01/2021 | -3,491.32 |
| 34 | CHF | Schweiter Technologies AG | 45,897.51 | 1M LIBOR | 19/01/2022 | 125.75 |
| 606 | CHF | Sensirion Holding Ltd Reg | 32,105.88 | 1M LIBOR | 19/10/2021 | 3,081.72 |
| 4,632 | CHF | SFS Group SA | 449,692.09 | 1M LIBOR | 17/12/2021 | 5,567.62 |
| 70 | CHF | Siegfried Holding SA Reg | 42,166.72 | 1M LIBOR | 17/09/2021 | 1,553.34 |
| 8,455 | CHF | SIG Combibloc Services AG Reg | 160,572.60 | 1M LIBOR | 19/01/2021 | 3,439.72 |
| 1,297 | CHF | Sika Ltd | 289,970.40 | 1M LIBOR | 19/01/2022 | 15,349.96 |
| 1,210 | CHF | Softwareone Holding AG Reg | 29,311.91 | 1M LIBOR | 17/12/2021 | 1,510.35 |
| 403 | CHF | Sonova Holding AG | 85,701.87 | 1M LIBOR | 19/01/2021 | 3,502.60 |
| 3,090 | CHF | Sulzer AG Reg | 265,990.15 | 1M LIBOR | 17/12/2021 | -1,428.52 |
| 1,225 | CHF | Swiss Prime Site AG Reg | 98,426.78 | 1M LIBOR | 19/01/2022 | 792.85 |
| 1,540 | CHF | Swisscom Ltd Reg | 679,340.54 | 1M LIBOR | 19/01/2021 | 9,397.71 |
| 746 | CHF | Swissquote Group Holding SA Reg | 59,250.14 | 1M LIBOR | 19/01/2021 | 2,207.22 |
| 104 | CHF | Tecan Group AG | 41,713.85 | 1M LIBOR | 19/07/2021 | 2,846.31 |
| 9,259 | CHF | UBS Group Inc | 106,754.93 | 1M LIBOR | 19/10/2021 | -898.90 |
| 1,050 | CHF | Valiant Holding AG Reg | 83,977.47 | 1M LIBOR | 19/07/2021 | 2,038.76 |
| 235 | CHF | VAT Gr SA Reg | 47,976.03 | 1M LIBOR | 19/07/2021 | 2,824.68 |
| 462 | CHF | Vetropack Holding AG A Reg | 25,501.97 | 1M LIBOR | 17/12/2021 | 128.15 |
| 421 | CHF | VP Bank AG Reg A | 43,597.09 | 1M LIBOR | 19/01/2022 | 1,790.59 |
| 2,220 | CHF | Zehnder Group AG Reg | 	121,310.35  | 1M LIBOR | 19/10/2021  | 19,499.97  |
|  |  |  | 	7,532,169.46  |  |  |    255,595.31  |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 1,209 | EUR | BIC SA | 55,928.34 | 1M EURIBOR | 19/01/2021 | -3,264.30 |
| --- | --- | --- | --- | --- | --- | --- |
| 6,662 | EUR | Eurobio-Scientific SA | 112,920.90 | 1M EURIBOR | 17/12/2021 | -666.20 |
| 1,464 | EUR | Euronext NV | 131,979.60 | 1M EURIBOR | 19/05/2021 | 4,611.60 |
| 925 | EUR | Groupe LDLC SA | 39,682.50 | 1M EURIBOR | 19/01/2022 | -2,590 |
| 3,325 | EUR | Ipsen | 225,767.50 | 1M EURIBOR | 17/12/2021 | -3,158.75 |
| 273 | EUR | Kerry Group Plc A | 32,350.50 | 1M EURIBOR | 19/01/2021 | -382.20 |
| 5,794 | EUR | Kingspan Group | 332,575.60 | 1M EURIBOR | 19/10/2021 | -64,313.40 |
| 2,576 | EUR | M6 Metropole Television SA | 34,157.76 | 1M EURIBOR | 19/01/2021 | -2,576 |
| 3,777 | EUR | Maisons du Monde SA | 56,466.15 | 1M EURIBOR | 19/10/2021 | -2,643.90 |
| 2,189 | EUR | McPhy Energy SA | 75,192.15 | 1M EURIBOR | 17/09/2021 | 5,910.30 |
| 12,771 | EUR | Novacyt | 125,155.80 | 1M EURIBOR | 19/01/2022 | 6,640.92 |
| 1,788 | EUR | Sartorius Stedim Biotech | 520,665.60 | 1M EURIBOR | 17/03/2021 | 8,224.80 |
| 468 | EUR | SEB SA | 69,732 | 1M EURIBOR | 19/10/2021 | 1,872 |
| 23,661 | EUR | SES SA FDR repr 1 Reg Sh A | 182,568.28 | 1M EURIBOR | 19/01/2022 | 615.19 |
| 29,071 | EUR | Total Produce Plc | 39,885.41 | 1M EURIBOR | 19/01/2022 | -232.57 |
| 13,891 | EUR | Uniphar PLC Reg | 33,060.58 | 1M EURIBOR | 19/10/2021 | -3,333.84 |
| 64 | EUR | Vetoquinol SA | 5,350.40 | 1M EURIBOR | 19/01/2022 | -140.80 |
| 3,636 | EUR | Vicat SA | 124,896.60 | 1M EURIBOR | 19/01/2022 | -181.80 |
| 389 | EUR | Wendel SE | 	38,102.55  | 1M EURIBOR | 19/01/2021  | -155.60  |
|  |  |  | 	2,236,438.22  |  |  |    -55,764.55  |
| 10,301 | GBP | 3i Group Plc | 133,250.65 | 1M LIBOR | 17/09/2021 | 2,416.46 |
| 35,369 | GBP | 888 Holdings Plc Reg | 112,800.31 | 1M LIBOR | 17/12/2021 | 592.65 |
| 25,191 | GBP | Admiral Group Plc | 817,753.49 | 1M LIBOR | 19/05/2021 | 15,195.69 |
| 3,123 | GBP | Anglo American Plc | 84,581.53 | 1M LIBOR | 17/12/2021 | -854.72 |
| 2,116 | GBP | Antofagasta Plc | 34,049.47 | 1M LIBOR | 19/07/2021 | 366.38 |
| 126,131 | GBP | AO World Plc Reg | 579,088.65 | 1M LIBOR | 17/09/2021 | 52,836.56 |
| 29,734 | GBP | Ashmore Group Plc | 143,223.23 | 1M LIBOR | 17/09/2021 | 3,188.64 |
| 1,668 | GBP | Ashtead Group Plc | 64,059.47 | 1M LIBOR | 19/01/2022 | 1,807.38 |
| 615 | GBP | ASOS Plc | 32,859.19 | 1M LIBOR | 19/10/2021 | 2,693.04 |
| 5,483 | GBP | Avast PLC Reg | 32,921.39 | 1M LIBOR | 17/12/2021 | 1,806.85 |
| 8,493 | GBP | BAE Syst Plc | 46,373.91 | 1M LIBOR | 19/05/2021 | -1,252.33 |
| 353 | GBP | Berkeley Gr Hgs (The) Plc | 18,698.97 | 1M LIBOR | 17/03/2021 | 1,328.88 |
| 8,302 | GBP | Brewin Dolphin Holdings Plc | 28,285.51 | 1M LIBOR | 19/10/2021 | 1,020.13 |
| 6,148 | GBP | Britvic Plc | 55,766.23 | 1M LIBOR | 19/05/2021 | 755.45 |
| 39,901 | GBP | BT Group Plc | 58,946.88 | 1M LIBOR | 19/07/2021 | -2,228.62 |
| 8,409 | GBP | Bunzl Plc | 229,482.31 | 1M LIBOR | 19/10/2021 | -3,099.84 |
| 34,582 | GBP | Central Asia Metals Plc | 92,713.45 | 1M LIBOR | 19/10/2021 | 6,374.05 |
| 59,794 | GBP | Centrica Plc | 31,126.11 | 1M LIBOR | 19/01/2021 | 3,399.82 |
| 40,937 | GBP | CMC Markets Plc Reg | 178,802.74 | 1M LIBOR | 19/05/2021 | 11,889.70 |
| 13,810 | GBP | Computacenter Plc | 377,647.38 | 1M LIBOR | 19/07/2021 | 29,310.87 |
| 51,771 | GBP | ConvaTec Group Plc Reg | 115,201.27 | 1M LIBOR | 19/07/2021 | -4,395.23 |
| 456 | GBP | Croda International Plc Reg | 33,599.04 | 1M LIBOR | 19/10/2021 | 1,630.03 |
| 17,544 | GBP | CVS Group PLC | 294,360.78 | 1M LIBOR | 19/10/2021 | 14,502.46 |
| 5,703 | GBP | DCC Plc | 329,873.03 | 1M LIBOR | 19/01/2022 | -15,162.18 |
| 1,135 | GBP | Dechra Pharmaceuticals Plc | 43,741.77 | 1M LIBOR | 17/12/2021 | 3,397.91 |
| 20,095 | GBP | Direct Line Insurance Gr Plc | 71,607.76 | 1M LIBOR | 19/10/2021 | 4,938.47 |
| 71,791 | GBP | Diversified Gas & Oil PLC Reg | 90,621.21 | 1M LIBOR | 19/05/2021 | 1,122.74 |
| 56,614 | GBP | Dixons Carphone Plc | 73,234.17 | 1M LIBOR | 17/12/2021 | 4,553.42 |
| 20,859 | GBP | Domino's Pizza Group Plc | 73,631.21 | 1M LIBOR | 19/05/2021 | -3,262.14 |
| 2,106 | GBP | Draper Esprit PLC Reg | 15,526.86 | 1M LIBOR | 19/10/2021 | 1,082.18 |
| 2,508 | GBP | Dunelm Group Plc | 33,983.63 | 1M LIBOR | 19/10/2021 | 1,316.76 |
| 6,397 | GBP | Electrocomponents Plc Reg | 62,205.17 | 1M LIBOR | 19/01/2022 | -142.92 |
| 51,394 | GBP | Elementis Plc | 66,022.45 | 1M LIBOR | 19/05/2021 | -287.05 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 10,574 | GBP | Emis Group PLC Reg | 127,805.03 | 1M LIBOR | 19/10/2021 | 7,795.87 |
| --- | --- | --- | --- | --- | --- | --- |
| 44,787 | GBP | Evraz PLC | 235,943.03 | 1M LIBOR | 17/12/2021 | 4,652.82 |
| 104,873 | GBP | Ferrexpo Plc | 331,068.02 | 1M LIBOR | 19/01/2022 | 702.91 |
| 295 | GBP | Fevertree Drinks Plc | 8,327.39 | 1M LIBOR | 17/12/2021 | 1,005.09 |
| 17,499 | GBP | Frasers Group PLC Reg | 88,238.11 | 1M LIBOR | 19/10/2021 | -4,144.10 |
| 2,118 | GBP | Frontier Developments PLC Reg | 72,871.56 | 1M LIBOR | 17/12/2021 | 6,151.50 |
| 2,128 | GBP | Future Plc Reg | 41,314.53 | 1M LIBOR | 19/10/2021 | 190.17 |
| 2,523 | GBP | Games Workshop Group Plc | 315,657.90 | 1M LIBOR | 17/09/2021 | 33,256.81 |
| 4,420 | GBP | Gamma Communications PLC Reg | 81,221.23 | 1M LIBOR | 19/05/2021 | 7,406.19 |
| 10,850 | GBP | GB Group Plc | 113,687.83 | 1M LIBOR | 17/12/2021 | 7,272.14 |
| 61,227 | GBP | Halfords Group Plc | 182,614.66 | 1M LIBOR | 19/07/2021 | 6,155.55 |
| 10,026 | GBP | Hikma Pharmaceutical Plc | 282,010.20 | 1M LIBOR | 19/05/2021 | 8,063.83 |
| 4,734 | GBP | Hill & Smith Hdgs PLC Reg | 74,563.92 | 1M LIBOR | 17/09/2021 | 2,009.52 |
| 9,808 | GBP | Hochschild Mining Plc | 22,767.08 | 1M LIBOR | 19/10/2021 | 1,818.74 |
| 38,003 | GBP | IG Group Holdings Plc | 365,937.18 | 1M LIBOR | 19/01/2021 | 8,914.94 |
| 22,745 | GBP | IMI Plc | 296,001.05 | 1M LIBOR | 19/10/2021 | -6,351.95 |
| 4,470 | GBP | Inchcape Plc | 32,131.98 | 1M LIBOR | 19/07/2021 | -474.36 |
| 353,188 | GBP | ITV Plc | 421,365.12 | 1M LIBOR | 17/12/2021 | 9,074.34 |
| 51,878 | GBP | IWG Plc Reg | 198,889.52 | 1M LIBOR | 19/01/2022 | 4,752.03 |
| 85,517 | GBP | J Sainsbury Plc | 215,417.21 | 1M LIBOR | 19/05/2021 | -3,247.98 |
| 2,430 | GBP | Johnson Matthey Plc Reg | 65,826.29 | 1M LIBOR | 19/10/2021 | -2,253.02 |
| 67,194 | GBP | Jupiter Plc | 211,971.06 | 1M LIBOR | 19/05/2021 | 10,058.12 |
| 10,044 | GBP | Kainos Group PLC Reg | 136,658.10 | 1M LIBOR | 19/05/2021 | 2,019.58 |
| 8,958 | GBP | Keller Group Plc | 69,847.02 | 1M LIBOR | 19/01/2022 | 2,701.82 |
| 9,718 | GBP | Keywords Studios Plc | 310,473.34 | 1M LIBOR | 17/12/2021 | 32,132.91 |
| 182,629 | GBP | Kingfisher Plc | 551,642.63 | 1M LIBOR | 19/10/2021 | 0 |
| 5,472 | GBP | Liontrust Asset Management PLc Reg | 79,464.07 | 1M LIBOR | 17/09/2021 | -1,528.16 |
| 225 | GBP | London Stock Exchange Gr Plc | 22,640.83 | 1M LIBOR | 17/09/2021 | 417.23 |
| 115,238 | GBP | Mitie Group Plc | 52,778.98 | 1M LIBOR | 19/01/2022 | 1,222.93 |
| 1,565 | GBP | Mondi Plc | 30,060.62 | 1M LIBOR | 17/12/2021 | -1,687.04 |
| 21,512 | GBP | Morgan Advanced Materials Plc | 74,734.75 | 1M LIBOR | 17/12/2021 | 841.07 |
| 2,209 | GBP | Morgan Sindall Group Plc | 37,803.84 | 1M LIBOR | 19/01/2022 | 2,023.44 |
| 13,073 | GBP | Morrison Supermarkets Plc | 25,899.29 | 1M LIBOR | 19/05/2021 | -233.66 |
| 80,354 | GBP | Ninety One PLC Reg | 205,732.78 | 1M LIBOR | 19/01/2022 | 7,539.95 |
| 17,384 | GBP | OSB Group Plc Reg | 82,259.69 | 1M LIBOR | 19/01/2022 | 7,651.17 |
| 3,531 | GBP | Oxford Instruments Plc Reg | 78,572.11 | 1M LIBOR | 19/01/2022 | 709.99 |
| 1,400 | GBP | Persimmon Plc | 43,273.16 | 1M LIBOR | 17/12/2021 | 1,767.21 |
| 94,508 | GBP | Pets at Home Gr Plc | 439,391.89 | 1M LIBOR | 19/05/2021 | 33,994.28 |
| 5,844 | GBP | Phoenix Group Holdings PLC Reg | 45,736.37 | 1M LIBOR | 17/12/2021 | -770.32 |
| 9,524 | GBP | Polar Capital Holdings Plc Reg | 74,047.43 | 1M LIBOR | 19/01/2022 | 4,468.38 |
| 88,914 | GBP | Premier Foods Plc | 99,522.04 | 1M LIBOR | 19/07/2021 | 5,164.82 |
| 28,156 | GBP | PZ Cussons Plc Reg | 72,340.28 | 1M LIBOR | 19/10/2021 | 629.05 |
| 19,441 | GBP | Qinetiq Group Plc | 69,450.99 | 1M LIBOR | 19/01/2021 | 4,734.31 |
| 3,510 | GBP | Rathbone Brothers Plc Reg | 60,382.24 | 1M LIBOR | 17/09/2021 | 392.09 |
| 71,191 | GBP | Reach Plc | 114,198.64 | 1M LIBOR | 17/12/2021 | 7,793.50 |
| 959 | GBP | Reckitt Benckiser Group Plc | 70,082.65 | 1M LIBOR | 19/01/2021 | 1,435.51 |
| 133,526 | GBP | Renewi Plc Reg | 61,676.93 | 1M LIBOR | 19/01/2022 | 9,098.66 |
| 764 | GBP | Renishaw Plc | 49,158.34 | 1M LIBOR | 19/10/2021 | 213.36 |
| 135,061 | GBP | Rotork Plc | 479,775.95 | 1M LIBOR | 19/10/2021 | 17,501.27 |
| 349,991 | GBP | Royal Mail Plc | 1,320,289.98 | 1M LIBOR | 19/01/2022 | -32,841.08 |
| 5,791 | GBP | RSA Insurance Group Plc | 43,820.78 | 1M LIBOR | 17/09/2021 | 51.75 |
| 6,814 | GBP | Sage Group Plc | 44,300.28 | 1M LIBOR | 19/10/2021 | 517.60 |
| 8,426 | GBP | Savills Plc | 89,841.87 | 1M LIBOR | 17/12/2021 | -2,541.36 |
| 236,959 | GBP | Serco Group Plc | 316,316.98 | 1M LIBOR | 19/10/2021 | 13,499.72 |

| Quantity | Currency | Underlying | Underlying exposure (in EUR) | Floating / fixed rate | Maturity | Unrealised result (in EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 2,325 | GBP | Spirax-Sarco Engineering Plc | 293,353.03 | 1M LIBOR | 19/05/2021 | -2,077.75 |
| --- | --- | --- | --- | --- | --- | --- |
| 15,252 | GBP | SThree Plc | 50,772.02 | 1M LIBOR | 17/09/2021 | -425.94 |
| 7,738 | GBP | Stock Spirits Gr Plc Reg | 23,165.67 | 1M LIBOR | 19/01/2022 | 1,469.46 |
| 39,242 | GBP | Synthomer Plc | 197,087.38 | 1M LIBOR | 19/01/2022 | 5,786.37 |
| 57,873 | GBP | Tate & Lyle Plc | 435,988.41 | 1M LIBOR | 19/05/2021 | 13,705.45 |
| 3,552 | GBP | TBC Bank Group Plc | 49,598.02 | 1M LIBOR | 19/01/2022 | 1,428.42 |
| 29,492 | GBP | TI Fluid Systems Plc | 80,780.41 | 1M LIBOR | 19/01/2022 | 4,348.70 |
| 1,514 | GBP | Travis Perkins Plc | 22,781.11 | 1M LIBOR | 19/01/2022 | 811.80 |
| 12,254 | GBP | Tremor International Ltd Reg | 53,659.34 | 1M LIBOR | 19/01/2022 | 7,802.51 |
| 16,944 | GBP | Tyman Plc Reg | 66,341.51 | 1M LIBOR | 17/12/2021 | 6,151.50 |
| 18,297 | GBP | Ultra Electronics Holdings Plc | 423,497.67 | 1M LIBOR | 19/05/2021 | 2,043.91 |
| 4,311 | GBP | United Utilities Plc | 43,100.51 | 1M LIBOR | 17/03/2021 | -1,964.81 |
| 64,268 | GBP | Vectura Gr Plc Reg | 89,452.86 | 1M LIBOR | 19/10/2021 | 9,763.72 |
| 1,538 | GBP | Victrex Plc | 40,305.63 | 1M LIBOR | 17/12/2021 | 1,271.36 |
| 34,908 | GBP | Volex Plc Reg | 120,103.89 | 1M LIBOR | 19/01/2022 | 11,698.43 |
| 9,417 | GBP | Volution Group Plc Reg | 29,349.33 | 1M LIBOR | 19/01/2022 | -631.17 |
| 15,215 | GBP | Watches of Switzerland Gr PLC Reg | 	98,408.34  | 1M LIBOR | 17/12/2021  | 10,197.76  |
|  |  |  | 	15,611,589.10  |  |  |    429,950.35  |
|  |  |  | 	25,380,196.78  |  |  |    629,781.11  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| 10,864 | AUD | Alliance Aviation Serv Ltd | 32,185.25 | RBACR-1D | 07/04/2021 | -1,143.39 |
| -1,684 | AUD | Altium Reg | -44,160.01 | RBACR-1D | 07/04/2021 | 4,920.70 |
| -2,087 | AUD | Appen Ltd Reg | -39,753.88 | RBACR-1D | 07/04/2021 | 8,586.64 |
| -73,262 | AUD | Bellevue Gold Ltd Reg | -63,304.23 | RBACR-1D | 07/04/2021 | 13,592.94 |
| 10,487 | AUD | Bendigo & Adelaide Bk Ltd | 75,405.52 | RBACR-1D | 07/04/2021 | 569.87 |
| -7,616 | AUD | Clover Corp Ltd Reg | -9,783.11 | RBACR-1D | 07/04/2021 | 675.71 |
| -117,915 | AUD | Cooper Energy Ltd Reg | -35,478.85 | RBACR-1D | 07/04/2021 | -3,638.86 |
| -1,725 | AUD | Cred Corp Group Ltd Reg | -39,525.87 | RBACR-1D | 07/04/2021 | -7,226.45 |
| -8,595 | AUD | Downer EDI Ltd | -35,343.46 | RBACR-1D | 07/04/2021 | 548.50 |
| 4,076 | AUD | Elders Ltd Reg | 31,006.09 | RBACR-1D | 07/04/2021 | -1,327.97 |
| -43,475 | AUD | EML Payments Ltd Reg | -140,201.22 | RBACR-1D | 07/04/2021 | -8,049.83 |
| -3,291 | AUD | Event Hospitality & Entert Ltd Reg | -24,095.17 | RBACR-1D | 07/04/2021 | 3,275.32 |
| 14,027 | AUD | Fletcher Building Ltd Reg | 58,870.76 | RBACR-1D | 07/04/2021 | -531.70 |
| -2,155 | AUD | Flight Centre Travel Gr Ltd Reg | -26,351.93 | RBACR-1D | 07/04/2021 | 2,094.85 |
| 8,696 | AUD | Fortescue Metals Group Ltd | 157,191.03 | RBACR-1D | 07/04/2021 | 34,215.72 |
| -126,396 | AUD | Gold Road Resources Ltd | -129,206.73 | RBACR-1D | 07/04/2021 | -7,121.14 |
| 6,635 | AUD | GrainCorp Ltd A | 21,448.20 | RBACR-1D | 07/04/2021 | -1,584.64 |
| 38,636 | AUD | Harvey Norman Holdings Ltd Reg | 139,797.99 | RBACR-1D | 07/04/2021 | 1,200.02 |
| -6,602 | AUD | Megaport Ltd Reg | -72,581.56 | RBACR-1D | 07/04/2021 | -3,537.57 |
| 2,238 | AUD | Mineral Resources Ltd Reg | 64,661.81 | RBACR-1D | 07/04/2021 | 4,134.98 |
| -16,491 | AUD | Money3 Corp Ltd | -37,023.37 | RBACR-1D | 07/04/2021 | -634.45 |
| -8,981 | AUD | Nanosonics Ltd Reg | -55,638.60 | RBACR-1D | 07/04/2021 | -8,522.48 |
| -14,753 | AUD | Nufarm Ltd Reg | -46,665.95 | RBACR-1D | 07/04/2021 | 569.10 |
| -9,727 | AUD | Oil Search Ltd | -27,841.25 | RBACR-1D | 07/04/2021 | -300.18 |
| -16,633 | AUD | Omni Bridgeway Ltd Reg | -55,179.15 | RBACR-1D | 07/04/2021 | -384.97 |
| -27,592 | AUD | Opthea Ltd Reg | -40,871.48 | RBACR-1D | 07/04/2021 | 4,261.44 |
| -132,410 | AUD | Resolute Mining Ltd Reg | -81,212.68 | RBACR-1D | 07/04/2021 | -1,532.31 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -51,642 | AUD | Salt Lake Potash Ltd Reg | -15,737.51 | RBACR-1D | 07/04/2021 | 3,386.55 |
| --- | --- | --- | --- | --- | --- | --- |
| 11,533 | AUD | SeaLink Travel Group Ltd Reg | 59,525.68 | RBACR-1D | 07/04/2021 | -2,726.27 |
| -13,279 | AUD | Select Harvests Ltd | -53,477.59 | RBACR-1D | 07/04/2021 | 937.35 |
| -16,550 | AUD | SkyCity Entertainment Group Ltd | -37,921.93 | RBACR-1D | 07/04/2021 | -255.37 |
| 6,079 | AUD | Sonic Healthcare Ltd | 150,781.84 | RBACR-1D | 07/04/2021 | -3,689.04 |
| 77,643 | AUD | Stanmore Coal Ltd Reg | 48,520.28 | RBACR-1D | 07/04/2021 | 5,391.14 |
| -9,260 | AUD | Tyro Payments Ltd Reg | -22,789.65 | RBACR-1D | 07/04/2021 | 4,429.34 |
| 17,908 | AUD | Virtus Health Ltd | 73,501.24 | RBACR-1D | 07/04/2021 | -5,605.61 |
| -24,244 | AUD | Viva Energy Group Ltd Reg | -35,725.11 | RBACR-1D | 07/04/2021 | 1,029.13 |
| -32,710 | AUD | West African Resources Ltd Reg | -26,371.37 | RBACR-1D | 07/04/2021 | -3,028.29 |
| -31,735 | AUD | Whitehaven Coal Ltd Reg | 	-40,275.44  | RBACR-1D | 07/04/2021  | -7,100.23  |
|  |  |  | 	-323,621.41  |  |  |      25,878.55  |
| -14,200 | BRL | BK Brasil Ope e Asse a Rest SA Reg | -29,799.77 | FEDEF-1D | 03/05/2022 | 497.58 |
| -12,400 | BRL | BR Malls Particip SA | -23,634.96 | FEDEF-1D | 03/05/2022 | 490.15 |
| -47,800 | BRL | Gafisa SA Ref | -40,032.73 | FEDEF-1D | 03/05/2022 | -741.33 |
| -160,400 | BRL | IRB Brasil Resseguros SA | -252,613.01 | FEDEF-1D | 03/05/2022 | -25,732.87 |
| -10,700 | BRL | Itausa SA | -25,421.26 | FEDEF-1D | 03/05/2022 | -1,050.22 |
| -32,100 | BRL | Marisa Lojas SA Reg | -42,087.22 | FEDEF-1D | 03/05/2022 | -516.97 |
| -16,400 | BRL | Rumo SA Reg | -60,750.10 | FEDEF-1D | 03/05/2022 | 779.13 |
| -18,400 | BRL | Sinqia SA Sen | -83,249.90 | FEDEF-1D | 03/05/2022 | -5,438.18 |
| -21,100 | BRL | Trisul SA Reg | 	-49,764.15  | FEDEF-1D | 03/05/2022  | -466.82  |
|  |  |  | 	-607,353.10  |  |  |     -32,179.53  |
| 128,000 | HKD | Agricultural Bank of China H | 46,881.91 | HONIX-1D | 03/03/2021 | -829.69 |
| -379,324 | HKD | Alibaba Pictures Group Ltd Reg | -46,963.29 | HONIX-1D | 03/03/2021 | 3,913.61 |
| -12,300 | HKD | Ascentage Pharma Group Intl | -61,072.10 | HONIX-1D | 03/03/2021 | -15,267.23 |
| 21,600 | HKD | AsiaInfo Technologies Limited Reg | 31,032.44 | HONIX-1D | 03/03/2021 | 87.95 |
| 203,000 | HKD | Bank of China Ltd H | 69,377.54 | HONIX-1D | 03/03/2021 | -963.19 |
| 181,800 | HKD | CGN Power Co Ltd H | 39,155.01 | HONIX-1D | 03/03/2021 | 0 |
| 35,500 | HKD | China Bohai Bank Co Ltd | 23,212.04 | HONIX-1D | 03/03/2021 | 1,823.82 |
| 51,000 | HKD | China Citic Bank Corp Ltd H | 21,639.29 | HONIX-1D | 03/03/2021 | -186.67 |
| 92,000 | HKD | China Construction Bank Corp H | 69,884.38 | HONIX-1D | 03/03/2021 | -256.20 |
| -15,000 | HKD | China East Education Hgs Ltd | -36,059.04 | HONIX-1D | 03/03/2021 | -3,616.10 |
| 183,000 | HKD | China Everbright Bank Co Ltd H Reg | 69,622.58 | HONIX-1D | 03/03/2021 | -578.68 |
| 190,000 | HKD | China Galaxy Securities Co Ltd H | 119,087.69 | HONIX-1D | 03/03/2021 | 944.99 |
| 359,000 | HKD | China Hongqiao Gr Ltd Reg | 328,722.78 | HONIX-1D | 03/03/2021 | 8,668.30 |
| 21,800 | HKD | China Intl Marine Cont Gr Ltd H | 31,769.61 | HONIX-1D | 03/03/2021 | -4,854.56 |
| 30,000 | HKD | China Lilang Ltd | 20,466.99 | HONIX-1D | 03/03/2021 | 0 |
| 32,000 | HKD | China MeiDong Auto Hgs Ltd Reg | 129,998.26 | HONIX-1D | 03/03/2021 | 2,568.30 |
| 40,000 | HKD | China Shineway Pharm Group Ltd | 27,392.49 | HONIX-1D | 03/03/2021 | -1,324.86 |
| 170,000 | HKD | China South City Holdings Ltd Reg | 25,212.96 | HONIX-1D | 03/03/2021 | 3,442.51 |
| 86,500 | HKD | China Yongda Auto Serv Hgs Ltd | 143,014.85 | HONIX-1D | 03/03/2021 | -9,170.08 |
| 26,320 | HKD | Chow Tai Fook Jewellery Gr Ltd Reg | 33,095.39 | HONIX-1D | 03/03/2021 | -848.60 |
| 36,000 | HKD | Convenience Retail Asia Ltd | 2,739.25 | HONIX-1D | 03/03/2021 | -18,793.60 |
| 54,000 | HKD | Dali Foods Gr Co Ltd | 30,851.37 | HONIX-1D | 03/03/2021 | -2,716.04 |
| 57,800 | HKD | Dongfang Electric Corp Ltd | 42,265.68 | HONIX-1D | 03/03/2021 | -2,012.65 |
| 20,000 | HKD | Edvantage Group Holdings Ltd | 23,007.63 | HONIX-1D | 03/03/2021 | 2,011.94 |
| 10,200 | HKD | ENN Energy Hgs Ltd | 149,699.19 | HONIX-1D | 03/03/2021 | 11,272.27 |
| 26,800 | HKD | Fuyao Glass Industry Gr Co Ltd | 147,238.50 | HONIX-1D | 03/03/2021 | 26,207.28 |
| -12,000 | HKD | Genscript Biotech Corp | -17,456.91 | HONIX-1D | 03/03/2021 | 309.52 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 107,400 | HKD | GF Securities Co Ltd H | 151,807.01 | HONIX-1D | 03/03/2021 | -3,376.31 |
| --- | --- | --- | --- | --- | --- | --- |
| 45,000 | HKD | Greatview Aseptic Pack Cie Ltd Reg | 26,289.83 | HONIX-1D | 03/03/2021 | 4,932.59 |
| 48,600 | HKD | Hisense HomeApplianc Gr Co Ltd H | 74,837.21 | HONIX-1D | 03/03/2021 | -1,002.84 |
| 113,000 | HKD | Industr & Cial Bk of China Ltd H | 73,303.28 | HONIX-1D | 03/03/2021 | 3,077.49 |
| -20,000 | HKD | Jinxin Fertility Group Ltd Reg | -40,753.42 | HONIX-1D | 03/03/2021 | -4,642.79 |
| 9,000 | HKD | Johnson Electric Holdings Ltd | 22,285.42 | HONIX-1D | 03/03/2021 | 902.35 |
| 14,000 | HKD | Kerry Logistics Network Ltd | 30,694.03 | HONIX-1D | 03/03/2021 | -180.55 |
| 131,500 | HKD | Kingboard Laminates Hgs Ltd | 214,702.18 | HONIX-1D | 03/03/2021 | 15,853.92 |
| 104,000 | HKD | Lenovo Group Ltd | 98,179.64 | HONIX-1D | 03/03/2021 | 23,337.78 |
| 235,000 | HKD | Lonking Holdings Ltd | 72,737.12 | HONIX-1D | 03/03/2021 | 1,710.75 |
| -50,000 | HKD | Melco Intl Development Ltd Reg | -97,240.76 | HONIX-1D | 03/03/2021 | -515.87 |
| -15,000 | HKD | Midea RE Holding Ltd Reg | -33,505.50 | HONIX-1D | 03/03/2021 | 392.20 |
| -6,000 | HKD | MTR Corp Ltd | -33,544.19 | HONIX-1D | 03/03/2021 | -791.47 |
| 5,200 | HKD | New China Life Ins Co Ltd H | 20,286.43 | HONIX-1D | 03/03/2021 | -1,522.09 |
| 91,000 | HKD | Pacific Textiles Holdings Ltd | 59,736.01 | HONIX-1D | 03/03/2021 | 1,272.18 |
| 177,000 | HKD | Postal Savings Bank of China H Unitary 144A/Reg s | 99,982.59 | HONIX-1D | 03/03/2021 | 574.58 |
| -38,000 | HKD | Sands China Ltd | -166,869.79 | HONIX-1D | 03/03/2021 | -7,106.06 |
| 98,500 | HKD | Shandong Chenm Paper Hgs Ltd | 47,382.95 | HONIX-1D | 03/03/2021 | -706.34 |
| 49,000 | HKD | Shanghai Ind Hgs Ltd | 66,985.21 | HONIX-1D | 03/03/2021 | -6,951.30 |
| 7,000 | HKD | Shimao Group Hgs Ltd | 22,298.31 | HONIX-1D | 03/03/2021 | -66.10 |
| 210,000 | HKD | SINOPEC Engineering Gr Co Ltd H | 90,457.12 | HONIX-1D | 03/03/2021 | -541.66 |
| 206,000 | HKD | Sinotrans Ltd H | 74,919.23 | HONIX-1D | 03/03/2021 | -1,062.68 |
| 31,000 | HKD | SITC International Hgs Co Ltd | 66,925.89 | HONIX-1D | 03/03/2021 | 3,278.33 |
| -51,000 | HKD | SJM Holdings Ltd Reg | -57,025.13 | HONIX-1D | 03/03/2021 | 2,696.69 |
| 134,000 | HKD | Sound Global Ltd | 12,874.73 | HONIX-1D | 03/03/2021 | 0 |
| -54,000 | HKD | SSY Group Ltd | -30,642.45 | HONIX-1D | 03/03/2021 | 3,412.45 |
| -50,000 | HKD | Times Neighborhood Hgs Ltd Reg | -46,814.85 | HONIX-1D | 03/03/2021 | -581.69 |
| 88,899 | HKD | Tingyi Holding Corp Reg | 151,796.54 | HONIX-1D | 03/03/2021 | 1,605.10 |
| 10,000 | HKD | Tsingtao Brewery Co Ltd H | 104,720.82 | HONIX-1D | 03/03/2021 | 1,627.60 |
| 46,000 | HKD | Uni-President China Hgs Ltd Reg | 46,807.11 | HONIX-1D | 03/03/2021 | 4,686.64 |
| -124,000 | HKD | United Energy Group Ltd Reg | -24,467.53 | HONIX-1D | 03/03/2021 | -2,078.94 |
| 36,000 | HKD | VSTECS Holdings Ltd | 29,528.18 | HONIX-1D | 03/03/2021 | -1,439.27 |
| 7,700 | HKD | VTech Holdings Ltd | 59,731.49 | HONIX-1D | 03/03/2021 | -403.20 |
| 75,000 | HKD | Want Want China Holdings Ltd | 54,262.67 | HONIX-1D | 03/03/2021 | 2,514.85 |
| -56,800 | HKD | Wynn Macau Ltd Reg | -95,375.39 | HONIX-1D | 03/03/2021 | 3,223.13 |
| 42,010 | HKD | Xinyi Glass Hg Co Ltd | 117,297.18 | HONIX-1D | 03/03/2021 | 20,967.21 |
| -3,000 | HKD | Yihai Intl Holdings Ltd Unitary 144A/Reg S | -44,493.45 | HONIX-1D | 03/03/2021 | -9,882.67 |
| 348,000 | HKD | Yuexiu Property Co Ltd Reg | 70,013.35 | HONIX-1D | 03/03/2021 | -4,039.23 |
| -3,123 | HKD | Zhengqi Financial Holdings Corporation | 0 | HONIX-1D | 03/03/2021 | 0 |
| 11,655 | HKD | Zhongsheng Group Hgs Ltd | 83,046.54 | HONIX-1D | 03/03/2021 | -636.16 |
| 48,600 | HKD | Zoomilion Heavy Ind H Reg | 	58,290.29  | HONIX-1D | 03/03/2021  | 1,190.88  |
|  |  |  | 	2,895,262.39  |  |  |      49,561.84  |
| -748 | KRW | Cuckoo Homesys Co Ltd Reg | -26,896.82 | FEDEF-1D | 05/04/2022 | -354.24 |
| -2,217 | KRW | Dentium Co Ltd Reg | -83,797.31 | FEDEF-1D | 05/04/2022 | 3,271.18 |
| -2,092 | KRW | Eugene Corp Reg | -9,080.84 | FEDEF-1D | 05/04/2022 | -440.80 |
| -3,012 | KRW | Hanall Biopharma Co Ltd Reg | -103,874.47 | FEDEF-1D | 05/04/2022 | -4,193.66 |
| -343 | KRW | Hyundai Construc Equip Co Ltd Reg | -10,330.66 | FEDEF-1D | 05/04/2022 | 278.79 |
| -765 | KRW | Hyundai Mipo Dockyard Co Ltd Reg | -33,769.55 | FEDEF-1D | 05/04/2022 | -1,036.22 |
| -2,250 | KRW | IS Dongseo Co Ltd Reg | -110,495.95 | FEDEF-1D | 05/04/2022 | -16,764.57 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -927 | KRW | Koh Young Technology Inc | -89,514.13 | FEDEF-1D | 05/04/2022 | -12,027.77 |
| --- | --- | --- | --- | --- | --- | --- |
| -521 | KRW | Korea Ship & Offshore Engineer Co Ltd Reg | -51,986.44 | FEDEF-1D | 05/04/2022 | -3,126.06 |
| -170 | KRW | Medy-Tox Inc | -27,359.59 | FEDEF-1D | 05/04/2022 | 5,059.85 |
| -529 | KRW | NeoPharm Co Ltd Reg | -13,889.43 | FEDEF-1D | 05/04/2022 | -413.23 |
| -3,105 | KRW | NKMAX Co Ltd Reg | -59,965.78 | FEDEF-1D | 05/04/2022 | -20,635.67 |
| -1,417 | KRW | OCI Co Ltd Reg | -121,192.40 | FEDEF-1D | 05/04/2022 | -32,911.47 |
| -7,847 | KRW | Samsung Heavy Industries Co Ltd Reg | -50,804.11 | FEDEF-1D | 05/04/2022 | -1,696.16 |
| -589 | KRW | SK Discovery Co Ltd Reg | 	-35,587.97  | FEDEF-1D | 05/04/2022  | -319.97  |
|  |  |  | 	-828,545.45  |  |  |       -85,310  |
| -5,220 | MXN | Promotora Oper Infr SAB de CV | -45,993.51 | MXNIB-1D | 03/05/2022 | -605.96 |
| -38,900 | PHP | Ayala Land Inc | -33,132.24 | FEDEF-1D | 14/10/2021 | -952.92 |
| -824,900 | SGD | SembCorp Marine Ltd Reg | -89,232.35 | SORF1-1D | 27/06/2022 | 13,728.05 |
| -70,100 | THB | Airports of Thailand PCL Nv DR | -145,457.50 | FEDEF-1D | 02/06/2022 | 12,425.43 |
| -151,800 | THB | BTS Group Holdings PCL NVDR | -47,058 | FEDEF-1D | 02/06/2022 | 4,536.16 |
| -97,900 | THB | MBK PCL DR Units Non Voting Units | -41,118 | FEDEF-1D | 02/06/2022 | 2,486.55 |
| -3,916 | THB | MBK PCL DR Units Non Voting Units WTS | 	-1,227.01  | FEDEF-1D | 02/06/2022  | -1,229.06  |
|  |  |  | 	-234,860.51  |  |  |      18,219.08  |
| -20,000 | TWD | FocalTech Syst Co Ltd | -66,585.96 | FEDEF-1D | 05/04/2022 | -18,715.32 |
| -14,000 | TWD | Formosa Petrochemical Corp Reg | -49,750.75 | FEDEF-1D | 05/04/2022 | -4,279.32 |
| -44,000 | TWD | Tatung Co Ltd | 	-41,439.97  | FEDEF-1D | 05/04/2022  | -7,726.70  |
|  |  |  | 	-157,776.68  |  |  |     -30,721.34  |
| 7,800 | USD | ASE Technology Holding Co Ltd ADR DR repr spons | 45,552 | FEDEF-1D | 10/08/2022 | 3,042 |
| -4,982 | USD | Azul SA spons ADR repr 3 shares | -113,689.24 | FEDEF-1D | 02/06/2022 | -2,839.74 |
| -200 | USD | BeiGene Ltd spons ADS repr 13 Shares | -51,678 | FEDEF-1D | 19/09/2022 | -6,337 |
| 1,000 | USD | BHP Group Ltd spons ADR Repr 2 Shares | 65,340 | FEDEF-1D | 10/08/2022 | 7,590 |
| -1,700 | USD | CD Projekt SA ADR DR repr | -31,127 | FEDEF-1D | 19/09/2022 | 14,891.83 |
| 8,448 | USD | China Life Insurance Co Ltd ADR repr 5 Sh H | 93,434.88 | FEDEF-1D | 10/08/2022 | -5,068.80 |
| 3,278 | USD | China Mobile Ltd ADR repr 5 Shares | 93,554.12 | FEDEF-1D | 10/08/2022 | -2,382.31 |
| 4,000 | USD | China Petroleum & Chem Corp ADR repr 100 Shares H | 178,400 | FEDEF-1D | 10/08/2022 | 5,692.58 |
| 5,688 | USD | China Telecom Corp Ltd H ADR repr 100 Shares | 156,704.40 | FEDEF-1D | 10/08/2022 | -8,901.43 |
| 14,798 | USD | China Unicom (Hong Kong) Ltd spons ADR repr 10 Shares | 84,052.64 | FEDEF-1D | 10/08/2022 | -2,425.38 |
| 800 | USD | Chip Mos Technologies Inc spons ADR repr 20 Shares | 19,480 | FEDEF-1D | 10/08/2022 | -1,115.96 |
| 13,500 | USD | Cia Energetica Minas Gerais spons ADR repr 1 Pref | 38,880 | FEDEF-1D | 10/08/2022 | 3,837 |
| 300 | USD | DBS Group Holdings Ltd ADR DR repr spons | 22,815 | FEDEF-1D | 10/08/2022 | 21 |
| -300 | USD | Gr Aero del Sureste SAB de CV ADR DR repr | -49,479 | FEDEF-1D | 19/09/2022 | -3,373 |
| -1,100 | USD | Gr Aeroport Centro Norte SAB spons ADR repr 8 Shares B | -56,848 | FEDEF-1D | 02/06/2022 | 1,144 |
| 275 | USD | Industrias Bachoco SAB de CV ADR DR | 12,419 | FEDEF-1D | 10/08/2022 | 124.50 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 1,512 | USD | JD.com Inc spons ADR repr 2 Shares A | 132,904.80 | FEDEF-1D | 10/08/2022 | 7,806.67 |
| --- | --- | --- | --- | --- | --- | --- |
| 900 | USD | KB Financial Gr Inc ADR repr 1 Share | 35,640 | FEDEF-1D | 10/08/2022 | -2,196 |
| 3,100 | USD | KT Corp ADR DR | 34,131 | FEDEF-1D | 10/08/2022 | -538.41 |
| -5,000 | USD | Nano Dimension Ltd ADR DR repr | -45,500 | FEDEF-1D | 19/09/2022 | -11,701.30 |
| 1,100 | USD | Shinhan Financial Group Co Ltd spons ADR repr 1 Share | 32,736 | FEDEF-1D | 10/08/2022 | -1,778.06 |
| 1,400 | USD | SK Telecom Co Ltd ADR repr 0.111 Share | 34,272 | FEDEF-1D | 10/08/2022 | 227.53 |
| 600 | USD | Techtronic Industries Co Ltd ADR DR repr spons | 42,816 | FEDEF-1D | 10/08/2022 | 4,266 |
| 15,500 | USD | Turkcell Iletisim Hizmet ADR DR repr spons | 83,545 | FEDEF-1D | 10/08/2022 | 6,004.89 |
| 1,000 | USD | United Overseas Bank Ltd ADR DR repr spons | 	34,170  | FEDEF-1D | 10/08/2022  | 303.70  |
|  |  |  | 	892,525.60  |  |  |      6,294.31  |
| -29,827 | ZAR | Old Mutual Ltd Reg | -24,131.78 | SABOR-1D | 05/05/2022 | -405.92 |
| -16,459 | ZAR | Sappi Ltd | -36,756.99 | SABOR-1D | 05/05/2022 | -3,886.25 |
| -38,705 | ZAR | Transaction Capital Ltd Reg | 	-65,552.59  | SABOR-1D | 05/05/2022  | -4,450.94  |
|  |  |  | 	-126,441.36  |  |  |      -8,743.11  |
|  |  |  | 	1,340,831.38  |  |  |     -44,831.03  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : UBS AG, London |
| -16,466 | AUD | Capricorn MEtals Ltd Reg | -22,675.78 | 1M-BBSW | 04/01/2022 | -2,350.15 |
| -108,847 | AUD | Gold Road Resources Ltd | -111,267.49 | 1M-BBSW | 04/01/2022 | -10,496.94 |
| -25,588 | AUD | New Hope Corp Ltd Reg | 	-27,933.72  | 1M-BBSW | 04/01/2022 | 	197.41  |
|  |  |  | 	-161,876.99  |  |  | 	-12,649.68  |
| -15,400 | BRL | BK Brasil Ope e Asse a Rest SA Reg | -32,318.06 | 1M-LIBOR | 03/01/2022 | 1,971.14 |
| -4,100 | BRL | Ez Tec Empreendime Particip SA | -33,864.07 | 1M-LIBOR | 03/01/2022 | 2,378.46 |
| -4,000 | BRL | Lojas Renner SA Reg S | -33,531 | 1M-LIBOR | 03/01/2022 | 2,548.85 |
| -19,500 | BRL | Magazine Luiza SA | -93,670.58 | 1M-LIBOR | 03/01/2022 | 389.51 |
| -13,300 | BRL | Via Varejo SA Reg | 	-41,380.05  | 1M-LIBOR | 03/01/2022 | 	2,987.89  |
|  |  |  | 	-234,763.76  |  |  | 	10,275.85  |
| -117,000 | HKD | Brightoil Petroleum Hgs Ltd | 0 | 1M-HIBOR | 03/01/2022 | 0 |
| -296,000 | HKD | CGN New Energy Hgs Co Ltd Reg | -46,572.39 | 1M-HIBOR | 03/01/2022 | -1,145.22 |
| -214,000 | HKD | China Travel Intl Inv HK Ltd | -29,254.77 | 1M-HIBOR | 03/01/2022 | 275.99 |
| -172,800 | HKD | China Zhongwang Holdings Ltd Reg | -32,536.71 | 1M-HIBOR | 03/01/2022 | 3,788.52 |
| -28,230 | HKD | Dongfang Electric Corp Ltd | -20,642.91 | 1M-HIBOR | 03/01/2022 | -983 |
| -371,000 | HKD | FIH Mobile Ltd | -45,454.25 | 1M-HIBOR | 03/01/2022 | -5,263.12 |
| -38,000 | HKD | Genscript Biotech Corp | -55,280.21 | 1M-HIBOR | 03/01/2022 | 2,646.39 |
| -58,000 | HKD | Harbin Electric Co Ltd | -16,605.73 | 1M-HIBOR | 03/01/2022 | 897.61 |
| -36,000 | HKD | Hua Hong Semiconductor Ltd | -204,282.98 | 1M-HIBOR | 03/01/2022 | -16,946.20 |
| -36,400 | HKD | MGM China Holdings Ltd Reg | -62,529.16 | 1M-HIBOR | 03/01/2022 | -8,825.44 |
| -4,400 | HKD | Ping An Hlth And Tec Co Ltd Reg 144A Reg S | -53,340.56 | 1M-HIBOR | 03/01/2022 | -3,262.85 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -13,500 | HKD | SAghai Henlius Biotech Inc H Reg | -81,742.21 | 1M-HIBOR | 03/01/2022 | -6,877.14 |
| --- | --- | --- | --- | --- | --- | --- |
| -24,000 | HKD | Scholar Education Group | -40,237.56 | 1M-HIBOR | 03/01/2022 | 5,571.35 |
| 226,000 | HKD | Sound Global Ltd | 21,714.09 | 1M-HIBOR | 03/01/2022 | 0 |
| -172,000 | HKD | United Energy Group Ltd Reg | -33,938.83 | 1M-HIBOR | 03/01/2022 | 887.29 |
| -49,221 | HKD | Weimob Inc Reg Unitary 144A/Reg S | 	-88,489.19  | 1M-HIBOR | 03/01/2022  | -15,107.91  |
|  |  |  | 	-789,193.37  |  |  |     -44,343.73  |
| -5,305 | KRW | Bukwang Pharmaceutical Co Ltd Reg | -137,092.69 | 1M-LIBOR | 02/12/2021 | -1,804.12 |
| -697 | KRW | Caregen Co Ltd | -45,959.42 | 1M-LIBOR | 02/12/2021 | -296.85 |
| -2,209 | KRW | Celltrion Healthcare Co Ltd Reg | -331,135.62 | 1M-LIBOR | 02/12/2021 | -9,936.12 |
| -91 | KRW | Celltrion Inc | -30,044.05 | 1M-LIBOR | 02/12/2021 | -769.35 |
| -7,550 | KRW | Cowell Fashion Co Ltd Reg | -39,368.84 | 1M-LIBOR | 02/12/2021 | -1,013.87 |
| -6,108 | KRW | CrystalGenomics Inc Reg | -100,548.28 | 1M-LIBOR | 02/12/2021 | -7,632.56 |
| -3,082 | KRW | DIO Corp Reg | -89,707.54 | 1M-LIBOR | 02/12/2021 | -1,566.02 |
| -1,109 | KRW | Enzychem Lifesciences Corp Reg | -107,496.60 | 1M-LIBOR | 02/12/2021 | 4,985.84 |
| -2,872 | KRW | Eugene Corp Reg | -12,466.63 | 1M-LIBOR | 02/12/2021 | 169.02 |
| -466 | KRW | Green Cross Corp Reg | -173,994.10 | 1M-LIBOR | 02/12/2021 | -7,730.12 |
| -1,413 | KRW | Green Cross Lab Cell Corp Reg | -119,680.77 | 1M-LIBOR | 02/12/2021 | -14,342.78 |
| -79 | KRW | Han Kook Shell Oil Co Ltd Reg | -18,780.63 | 1M-LIBOR | 02/12/2021 | 854.14 |
| -1,601 | KRW | Hanyang Eng Co Ltd Reg | -25,103.73 | 1M-LIBOR | 02/12/2021 | -235.36 |
| -657 | KRW | Hyundai Construc Equip Co Ltd Reg | -19,787.88 | 1M-LIBOR | 02/12/2021 | 1,494.63 |
| -2,307 | KRW | Hyundai Mipo Dockyard Co Ltd Reg | -101,838.36 | 1M-LIBOR | 02/12/2021 | 4,828.30 |
| -1,984 | KRW | KEPCO Engineering & Con Co Inc Reg | -32,568.85 | 1M-LIBOR | 02/12/2021 | -1,843.51 |
| -5,415 | KRW | Komipharm International Co Ltd Reg | -66,979.72 | 1M-LIBOR | 02/12/2021 | 62.65 |
| -747 | KRW | NeoPharm Co Ltd Reg | -19,613.24 | 1M-LIBOR | 02/12/2021 | -297.49 |
| -5,960 | KRW | NKMAX Co Ltd Reg | -115,103.39 | 1M-LIBOR | 02/12/2021 | -11,100.61 |
| -2,161 | KRW | Oscotec Inc Reg | -130,371.06 | 1M-LIBOR | 02/12/2021 | -13,886.92 |
| -6,755 | KRW | Samsung Heavy Industries Co Ltd Reg | -43,734.14 | 1M-LIBOR | 02/12/2021 | -653.17 |
| -9,445 | KRW | Seobu T&D Co Ltd Reg | -65,666.87 | 1M-LIBOR | 02/12/2021 | -4,413.53 |
| -492 | KRW | SK Discovery Co Ltd Reg | -29,727.13 | 1M-LIBOR | 02/12/2021 | -1,631.98 |
| -5,135 | KRW | SL Corp Reg | -76,739.04 | 1M-LIBOR | 02/12/2021 | 913.32 |
| -9,700 | KRW | Yungjin Pharm Co Ltd Reg | 	-71,721.66  | 1M-LIBOR | 02/12/2021  | 690.09  |
|  |  |  | 	-2,005,230.24  |  |  |     -65,156.37  |
| -2,300 | PHP | Ayala Corp AC Reg | -39,610.58 | 1M-LIBOR | 02/12/2021 | 687.76 |
| -62,300 | PHP | Ayala Land Inc | -53,062.68 | 1M-LIBOR | 02/12/2021 | 478.21 |
| -26,540 | PHP | JG Sumit Holding Inc Reg | -39,572.34 | 1M-LIBOR | 02/12/2021 | -1,051.68 |
| -80,200 | PHP | SM Prime Holdings Inc | 	-64,300.29  | 1M-LIBOR | 02/12/2021  | -632.91  |
|  |  |  | 	-196,545.89  |  |  |       -518.62  |
| -1,000 | TWD | Advanced Ceramic X Corp Reg | -18,159.81 | 1M-LIBOR | 02/12/2021 | -1,219.97 |
| -1,000 | TWD | Formosa Petrochemical Corp Reg | -3,553.62 | 1M-LIBOR | 02/12/2021 | -247.42 |
| -301 | TWD | Hiwin Technologies Corp | -4,121.01 | 1M-LIBOR | 02/12/2021 | -2,045.15 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -19,000 | TWD | PharmaEngine Inc Reg | -39,171.77 | 1M-LIBOR | 02/12/2021 | 138.54 |
| --- | --- | --- | --- | --- | --- | --- |
| -98,000 | TWD | Taiwan Syrene Monomer Corp Reg | 	-65,777.67  | 1M-LIBOR | 02/12/2021  | -5,330.60  |
|  |  |  | 	-130,783.88  |  |  |      -8,704.60  |
|  |  |  | 	-3,518,394.13  |  |  |     -121,097.15  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Credit Suisse Securities (Europe) Ltd, London |
| -5,674,000 | SGD | China Fishery Group Ltd | 	-326,202.96  | 1M-LIBOR | 25/06/2021 | 	0  |
|  |  |  | 	-326,202.96  |  |  | 	0  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| -4,889 | AUD | Chorus Ltd | -27,685.48 | RBACR-1D | 06/01/2021 | 0 |
| -1,352 | AUD | CIMIC Group Ltd | -25,419.57 | RBACR-1D | 06/01/2021 | 0 |
| 9,068 | AUD | CSR Ltd Reg | 36,588.88 | RBACR-1D | 06/01/2021 | 0 |
| -2,172 | AUD | Flight Centre Travel Gr Ltd Reg | -26,559.81 | RBACR-1D | 06/01/2021 | 0 |
| 5,814 | AUD | Fortescue Metals Group Ltd | 105,095.29 | RBACR-1D | 06/01/2021 | 0 |
| 2,618 | AUD | G.U.D. Holdings Ltd | 23,712.30 | RBACR-1D | 06/01/2021 | 0 |
| -26,182 | AUD | Gold Road Resources Ltd | -26,764.22 | RBACR-1D | 06/01/2021 | 0 |
| 8,668 | AUD | Harvey Norman Holdings Ltd Reg | 31,363.73 | RBACR-1D | 06/01/2021 | 0 |
| 1,145 | AUD | James Hardie Industries Plc Chess Units of Foreign | 33,762.31 | RBACR-1D | 06/01/2021 | 0 |
| -2,948 | AUD | Jumbo Interactive Ltd Reg | -31,977.81 | RBACR-1D | 06/01/2021 | 0 |
| -3,513 | AUD | Megaport Ltd Reg | -38,621.48 | RBACR-1D | 06/01/2021 | 0 |
| 1,835 | AUD | Mineral Resources Ltd Reg | 53,018.06 | RBACR-1D | 06/01/2021 | 0 |
| -14,197 | AUD | Nearmap Ltd Reg | -24,315.63 | RBACR-1D | 06/01/2021 | 0 |
| -7,003 | AUD | Nufarm Ltd Reg | -22,151.54 | RBACR-1D | 06/01/2021 | 0 |
| -48,919 | AUD | Resolute Mining Ltd Reg | -30,004.10 | RBACR-1D | 06/01/2021 | 0 |
| 387 | AUD | Rio Tinto Ltd Reg | 33,986.28 | RBACR-1D | 06/01/2021 | 0 |
| 6,555 | AUD | Sandfire Resources Ltd Reg | 27,055.93 | RBACR-1D | 06/01/2021 | 0 |
| -25,318 | AUD | Spark Infrastructured Group spons Uts | -41,214.29 | RBACR-1D | 06/01/2021 | 0 |
| -72,361 | AUD | West African Resources Ltd Reg | -58,338.70 | RBACR-1D | 06/01/2021 | 0 |
| -6,931 | AUD | Zip Co Ltd Reg | 	-28,287.04  | RBACR-1D | 06/01/2021 | 	0  |
|  |  |  | 	-36,756.89  |  | 	0  |
| -2,704 | CAD | Air Canada Voting | -48,339.55 | DISC-1D | 05/01/2021 | 0 |
| -2,500 | CAD | Mag Silver Corp | -51,150.19 | DISC-1D | 05/01/2021 | 0 |
| -1,280 | CAD | SNC-Lavalin Group Inc Reg | -21,837.48 | DISC-1D | 05/01/2021 | 0 |
| -1,600 | CAD | Suncor Energy Inc | 	-26,819.50  | DISC-1D | 05/01/2021 | 	0  |
|  |  |  | 	-148,146.72  |  |  | 	0  |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -70,008 | CHF | Meyer Burger Technology Ltd Partizsch | -26,675.75 | SARON-1D | 20/09/2022 | 2,534.52 |
| --- | --- | --- | --- | --- | --- | --- |
| 2,705 | DKK | Almindelig Brand A/S Reg | 32,637.51 | CIBOR-1W | 03/08/2021 | -311.26 |
| -1,019 | DKK | Ambu AS B Bearer Reg | -44,087.32 | CIBOR-1W | 03/08/2021 | -9,949.80 |
| 334 | DKK | Pandora A/S | 37,389.29 | CIBOR-1W | 03/08/2021 | 3,331.48 |
| 376 | DKK | Schouw & Co | 38,073.45 | CIBOR-1W | 03/08/2021 | 865.31 |
| 1,165 | DKK | Sydbank A/S Reg | 25,757.39 | CIBOR-1W | 03/08/2021 | 1,309.55 |
| -697 | DKK | The Drilling Co of 1972 A/S Reg | 	-22,078.43  | CIBOR-1W | 03/08/2021  | -286.06  |
|  |  |  | 	67,691.89  |  |  |     -5,040.78  |
| -1,787 | EUR | Accor SA | -64,722.57 | EONIA-1D | 05/01/2021 | 0 |
| -225 | EUR | Aeroport de Paris (ADP) | -29,210.39 | EONIA-1D | 05/01/2021 | 0 |
| -720 | EUR | Alstom | -41,063.04 | EONIA-1D | 05/01/2021 | 0 |
| 719 | EUR | Andritz AG | 32,973.72 | EONIA-1D | 05/01/2021 | 0 |
| -6,274 | EUR | Autogrill SpA | -41,992.46 | EONIA-1D | 05/01/2021 | 0 |
| -2,310 | EUR | Barco NV Reg | -50,368.52 | EONIA-1D | 05/01/2021 | 0 |
| 626 | EUR | Bekaert SA | 20,803.84 | EONIA-1D | 05/01/2021 | 0 |
| 330 | EUR | BioMerieux SA | 46,597.14 | EONIA-1D | 05/01/2021 | 0 |
| 2,493 | EUR | Bpost SA | 25,898.19 | EONIA-1D | 05/01/2021 | 0 |
| 669 | EUR | Brenntag AG | 51,849.39 | EONIA-1D | 05/01/2021 | 0 |
| -30,621 | EUR | CGG | -30,348.96 | EONIA-1D | 05/01/2021 | 0 |
| 950 | EUR | Cie de Saint-Gobain SA | 43,590.75 | EONIA-1D | 05/01/2021 | 0 |
| 484 | EUR | Daimler AG Reg | 34,224.53 | EONIA-1D | 05/01/2021 | 0 |
| -5,111 | EUR | Dalata Hotel Group Plc Reg | -23,670.71 | EONIA-1D | 05/01/2021 | 0 |
| -358 | EUR | Elia Group SA NV | -42,709.76 | EONIA-1D | 05/01/2021 | 0 |
| -3,249 | EUR | Elior Group SA | -21,944.63 | EONIA-1D | 05/01/2021 | 0 |
| -54,151 | EUR | Finnair Oyj | -50,191.32 | EONIA-1D | 05/01/2021 | 0 |
| 434 | EUR | flatexDEGIRO AG Reg | 33,721.19 | EONIA-1D | 05/01/2021 | 0 |
| 484 | EUR | Gaztransport et technigaz SA | 46,904.01 | EONIA-1D | 05/01/2021 | 0 |
| 482 | EUR | HelloFresh SE Bearer | 37,273.79 | EONIA-1D | 05/01/2021 | 0 |
| 588 | EUR | Hornbach Holding AG | 56,622.82 | EONIA-1D | 05/01/2021 | 0 |
| -36 | EUR | Hypoport SE | -22,685.54 | EONIA-1D | 05/01/2021 | 0 |
| 887 | EUR | IPSOS SA | 29,955.20 | EONIA-1D | 05/01/2021 | 0 |
| 5,461 | EUR | Kloeckner & Co SE Reg | 53,490.05 | EONIA-1D | 05/01/2021 | 0 |
| -3,671 | EUR | Marr SpA | -75,732.35 | EONIA-1D | 05/01/2021 | 0 |
| -3,483 | EUR | Melia Hotels Intl SA | -24,377.49 | EONIA-1D | 05/01/2021 | 0 |
| -63,676 | EUR | Saras Raffinerie Sarde SpA | -46,319.85 | EONIA-1D | 05/01/2021 | 0 |
| 135 | EUR | Sartorius Stedim Biotech | 48,102.16 | EONIA-1D | 05/01/2021 | 0 |
| 2,669 | EUR | Semperit AG Holding Bearer | 79,358.66 | EONIA-1D | 05/01/2021 | 0 |
| -4,092 | EUR | Talgo SA | -20,703.83 | EONIA-1D | 05/01/2021 | 0 |
| 6,607 | EUR | Télévision Française 1 SA TF1 | 53,275.70 | EONIA-1D | 05/01/2021 | 0 |
| 950 | EUR | Tessenderlo Group NV Parts Soc | 37,953.01 | EONIA-1D | 05/01/2021 | 0 |
| 259 | EUR | Trigano SA | 45,888.92 | EONIA-1D | 05/01/2021 | 0 |
| 980 | EUR | Vereinigte BioEnergie AG Bearer | 	36,813.23  | EONIA-1D | 05/01/2021  | 0  |
|  |  |  | 	229,254.88  |  |  |         0  |
| 671 | GBP | Ashtead Group Plc | 31,531.84 | SONIA-1D | 05/01/2021 | 0 |
| -531 | GBP | Avon Rubber Plc Reg | -22,971.49 | SONIA-1D | 05/01/2021 | 0 |
| 4,386 | GBP | B&M European Value Retail SA | 30,946.21 | SONIA-1D | 05/01/2021 | 0 |
| 849 | GBP | Bunzl Plc | 28,349.93 | SONIA-1D | 05/01/2021 | 0 |
| 1,517 | GBP | Computacenter Plc | 50,759.56 | SONIA-1D | 05/01/2021 | 0 |
| 16,068 | GBP | Dixons Carphone Plc | 25,432.63 | SONIA-1D | 05/01/2021 | 0 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -3,931 | GBP | EasyJet Plc | -44,596.63 | SONIA-1D | 05/01/2021 | 0 |
| --- | --- | --- | --- | --- | --- | --- |
| -2,950 | GBP | Energean PLC Reg | -29,080.28 | SONIA-1D | 05/01/2021 | 0 |
| 194 | GBP | Games Workshop Group Plc | 29,698.92 | SONIA-1D | 05/01/2021 | 0 |
| -26,031 | GBP | Greencore Group Plc | -41,451.25 | SONIA-1D | 05/01/2021 | 0 |
| -2,977 | GBP | Greggs Plc Reg | -72,837.11 | SONIA-1D | 05/01/2021 | 0 |
| 6,717 | GBP | Halfords Group Plc | 24,513.62 | SONIA-1D | 05/01/2021 | 0 |
| -16,126 | GBP | Helios Towers Plc Reg | -33,723.99 | SONIA-1D | 05/01/2021 | 0 |
| 4,244 | GBP | IG Group Holdings Plc | 50,003.86 | SONIA-1D | 05/01/2021 | 0 |
| -23,963 | GBP | Intl Consolidated Air Gr SA | -52,340.61 | SONIA-1D | 05/01/2021 | 0 |
| 7,271 | GBP | J Sainsbury Plc | 22,411.02 | SONIA-1D | 05/01/2021 | 0 |
| -3,289 | GBP | JD Wetherspoon Plc | -50,170.56 | SONIA-1D | 05/01/2021 | 0 |
| 2,638 | GBP | Kainos Group PLC Reg | 43,918.04 | SONIA-1D | 05/01/2021 | 0 |
| -13,553 | GBP | National Express Gr Plc | -43,978.16 | SONIA-1D | 05/01/2021 | 0 |
| -6,734 | GBP | Network Intl Hgs PLC Reg | -30,061.47 | SONIA-1D | 05/01/2021 | 0 |
| 364 | GBP | Next Plc | 35,255.22 | SONIA-1D | 05/01/2021 | 0 |
| 17,203 | GBP | Ninety One PLC Reg | 53,893.91 | SONIA-1D | 05/01/2021 | 0 |
| 24,569 | GBP | Premier Foods Plc | 33,649.30 | SONIA-1D | 05/01/2021 | 0 |
| 17,179 | GBP | Reach Plc | 33,718.88 | SONIA-1D | 05/01/2021 | 0 |
| -24,768 | GBP | Rolls-Royce Holdings PLC | -37,662.73 | SONIA-1D | 05/01/2021 | 0 |
| 23,660 | GBP | Royal Mail Plc | 109,211.07 | SONIA-1D | 05/01/2021 | 0 |
| -5,451 | GBP | SSP Group Plc Reg | -24,721.42 | SONIA-1D | 05/01/2021 | 0 |
| 3,681 | GBP | Tate & Lyle Plc | 33,931.59 | SONIA-1D | 05/01/2021 | 0 |
| -5,515 | GBP | Trainline Plc Reg | -34,977.14 | SONIA-1D | 05/01/2021 | 0 |
| 4,744 | GBP | Tyman Plc Reg | 22,727.60 | SONIA-1D | 05/01/2021 | 0 |
| -1,956 | GBP | WH Smith Plc | 	-40,370.73  | SONIA-1D | 05/01/2021  | 0  |
|  |  |  | 	101,009.63  |  |  |         0  |
| -320,000 | HKD | Alibaba Pictures Group Ltd Reg | -39,618.52 | HONIX-1D | 06/01/2021 | 0 |
| 142,000 | HKD | Angang Steel Co Ltd H Reg | 57,869.86 | HONIX-1D | 06/01/2021 | 0 |
| 7,000 | HKD | BOC Hong Kong (Holdings) Ltd | 21,214.99 | HONIX-1D | 06/01/2021 | 0 |
| -12,798 | HKD | Budweiser Brewing Co APAC Ltd Reg | -42,253.15 | HONIX-1D | 06/01/2021 | 0 |
| 60,000 | HKD | China Com Serv Corp Ltd H | 26,463.93 | HONIX-1D | 06/01/2021 | 0 |
| 35,100 | HKD | China High Speed Tra Eq Gr Ltd | 34,403.11 | HONIX-1D | 06/01/2021 | 0 |
| 6,716 | HKD | China MeiDong Auto Hgs Ltd Reg | 27,283.38 | HONIX-1D | 06/01/2021 | 0 |
| 9,500 | HKD | China Overseas Land & Inv Ltd | 20,656.57 | HONIX-1D | 06/01/2021 | 0 |
| 54,500 | HKD | China Railway Construct Ltd H | 29,801.59 | HONIX-1D | 06/01/2021 | 0 |
| 69,000 | HKD | China Railway Group Ltd H | 30,433.52 | HONIX-1D | 06/01/2021 | 0 |
| 31,500 | HKD | China Yongda Auto Serv Hgs Ltd | 52,080.55 | HONIX-1D | 06/01/2021 | 0 |
| 58,440 | HKD | Cosco Shipping Holdings Co Ltd H Reg | 70,092.28 | HONIX-1D | 06/01/2021 | 0 |
| 41,000 | HKD | Cowell e Hgs Inc Reg S 144A | 30,879.75 | HONIX-1D | 06/01/2021 | 0 |
| 85,000 | HKD | CRRC Corp Ltd H | 29,268.95 | HONIX-1D | 06/01/2021 | 0 |
| 30,000 | HKD | Dongfeng Motor Group Co Ltd H | 34,975.72 | HONIX-1D | 06/01/2021 | 0 |
| 20,000 | HKD | Edvantage Group Holdings Ltd | 23,007.63 | HONIX-1D | 06/01/2021 | 0 |
| -16,089 | HKD | Genscript Biotech Corp | -23,405.35 | HONIX-1D | 06/01/2021 | 0 |
| 21,800 | HKD | GF Securities Co Ltd H | 30,813.71 | HONIX-1D | 06/01/2021 | 0 |
| -6,000 | HKD | Hansoh Pharmaceutic Gr Co Ltd 144A Reg | -29,094.85 | HONIX-1D | 06/01/2021 | 0 |
| 5,000 | HKD | Henderson Land Dev Co Ltd | 19,506.19 | HONIX-1D | 06/01/2021 | 0 |
| 22,000 | HKD | Hisense HomeApplianc Gr Co Ltd H | 33,876.93 | HONIX-1D | 06/01/2021 | 0 |
| 28,000 | HKD | IGG Inc Reg | 29,321.83 | HONIX-1D | 06/01/2021 | 0 |
| 8,690 | HKD | Johnson Electric Holdings Ltd | 21,517.81 | HONIX-1D | 06/01/2021 | 0 |
| 10,645 | HKD | Kerry Logistics Network Ltd | 23,338.43 | HONIX-1D | 06/01/2021 | 0 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 71,000 | HKD | Lonking Holdings Ltd | 21,975.90 | HONIX-1D | 06/01/2021 | 0 |
| --- | --- | --- | --- | --- | --- | --- |
| -22,372 | HKD | Melco Intl Development Ltd Reg | -43,509.41 | HONIX-1D | 06/01/2021 | 0 |
| 55,000 | HKD | Pax Global Technology Ltd | 48,800.93 | HONIX-1D | 06/01/2021 | 0 |
| -9,241 | HKD | Sands China Ltd | -40,580.10 | HONIX-1D | 06/01/2021 | 0 |
| -36,000 | HKD | Shangri-La Asia Ltd Reg | -32,081.71 | HONIX-1D | 06/01/2021 | 0 |
| 62,595 | HKD | SINOPEC Engineering Gr Co Ltd H | 26,962.68 | HONIX-1D | 06/01/2021 | 0 |
| 186,490 | HKD | Sinotrans Ltd H | 67,823.73 | HONIX-1D | 06/01/2021 | 0 |
| -19,746 | HKD | SJM Holdings Ltd Reg | -22,078.79 | HONIX-1D | 06/01/2021 | 0 |
| 26,000 | HKD | Tingyi Holding Corp Reg | 44,395.44 | HONIX-1D | 06/01/2021 | 0 |
| -172,000 | HKD | United Energy Group Ltd Reg | -33,938.83 | HONIX-1D | 06/01/2021 | 0 |
| -6,000 | HKD | Vitasoy International Hgs Ltd | -23,368.73 | HONIX-1D | 06/01/2021 | 0 |
| 94,000 | HKD | VSTECS Holdings Ltd | 77,101.35 | HONIX-1D | 06/01/2021 | 0 |
| 3,500 | HKD | VTech Holdings Ltd | 27,150.68 | HONIX-1D | 06/01/2021 | 0 |
| -12,800 | HKD | Wynn Macau Ltd Reg | -21,493.05 | HONIX-1D | 06/01/2021 | 0 |
| 21,608 | HKD | Yadea Group Hgs Ltd | 44,643.07 | HONIX-1D | 06/01/2021 | 0 |
| -2,000 | HKD | Yihai Intl Holdings Ltd Unitary 144A/Reg S | -29,662.30 | HONIX-1D | 06/01/2021 | 0 |
| 112,000 | HKD | Yuexiu Property Co Ltd Reg | 22,533.03 | HONIX-1D | 06/01/2021 | 0 |
| 29,400 | HKD | Zoomilion Heavy Ind H Reg | 	35,262.03  | HONIX-1D | 06/01/2021  | 0  |
|  |  |  | 	682,370.78  |  |  |         0  |
| -300 | JPY | Ariake Japan Co Ltd Reg | -21,562.45 | MUTSC-1D | 06/01/2021 | 0 |
| -700 | JPY | Asahi Intecc Co Ltd | -25,529.13 | MUTSC-1D | 02/03/2022 | -1,629.97 |
| -2,900 | JPY | Atom Corp Reg | -24,439.39 | MUTSC-1D | 02/03/2022 | -1,432.65 |
| -1,000 | JPY | Cybozu Inc | -24,981.84 | MUTSC-1D | 02/03/2022 | -1.81 |
| -300 | JPY | Digital Arts Inc Reg | -27,606.92 | MUTSC-1D | 02/03/2022 | -1,859.83 |
| -1,100 | JPY | Dip Corp Reg | -29,334.04 | MUTSC-1D | 06/01/2021 | 0 |
| -400 | JPY | Eisai Co Ltd | -28,563.96 | MUTSC-1D | 02/03/2022 | 604.91 |
| -900 | JPY | En-Japan Inc Reg | -26,938.54 | MUTSC-1D | 02/03/2022 | 1,569.24 |
| -1,200 | JPY | Giken Ltd Reg | -49,576.21 | MUTSC-1D | 02/03/2022 | -1,162.40 |
| -800 | JPY | GMO Internet Inc Reg | -22,945.71 | MUTSC-1D | 06/01/2021 | 0 |
| -300 | JPY | Goldwin Inc | -19,789.80 | MUTSC-1D | 06/01/2021 | 0 |
| -1,100 | JPY | Idemitsu Kosan Co Ltd Reg | -24,187.53 | MUTSC-1D | 06/01/2021 | 0 |
| -600 | JPY | Japan Airport Terminal Co Ltd Reg | -36,324.89 | MUTSC-1D | 02/03/2022 | 348.72 |
| -1,500 | JPY | JCR Pharmaceuticals Co Ltd Reg | -35,409.50 | MUTSC-1D | 02/03/2022 | 3,835.91 |
| -500 | JPY | JMDC Inc. Reg | -28,284.98 | MUTSC-1D | 02/03/2022 | -4,168.88 |
| -300 | JPY | Justsystems Corp Reg | -20,835.96 | MUTSC-1D | 02/03/2022 | -145.30 |
| -2,000 | JPY | Konica Minolta Inc | -7,633.07 | MUTSC-1D | 02/03/2022 | 160.59 |
| -200 | JPY | Kose Corp | -34,096.96 | MUTSC-1D | 02/03/2022 | -3,022.23 |
| -600 | JPY | kotobuki Spirits Co Ltd Reg | -31,152.22 | MUTSC-1D | 02/03/2022 | 174.36 |
| -700 | JPY | Kyoritsu Maintenance Co Ltd Reg | -26,037.68 | MUTSC-1D | 02/03/2022 | -129.81 |
| -2,000 | JPY | Mani Inc Reg | -54,400.15 | MUTSC-1D | 02/03/2022 | -4,397.73 |
| -10,100 | JPY | Mitsubishi Motors Corp Reg | -21,230.20 | MUTSC-1D | 02/03/2022 | -413.83 |
| -700 | JPY | Net One Syst Co Ltd | -24,681.55 | MUTSC-1D | 02/03/2022 | 474.65 |
| -1,200 | JPY | Nippon Sanso Hg Corp | -22,271.52 | MUTSC-1D | 02/03/2022 | -1,604.11 |
| -19 | JPY | Nomura Real Estate Mast Fd Inc Reg Cap | -27,165.20 | MUTSC-1D | 06/01/2021 | 0 |
| -400 | JPY | PeptiDream Inc. | -20,303.19 | MUTSC-1D | 02/03/2022 | 270.07 |
| -79 | JPY | Screen Hgs Co Ltd | -5,815.86 | MUTSC-1D | 06/01/2021 | 0 |
| -500 | JPY | Sho-Bond Holdings Co Ltd | -24,265.03 | MUTSC-1D | 06/01/2021 | 0 |
| -1,800 | JPY | Sosei Group Corp | -31,384.70 | MUTSC-1D | 02/03/2022 | -2,702.57 |
| -400 | JPY | Square Enix Hgs Co Ltd | -24,255.34 | MUTSC-1D | 02/03/2022 | 1,236.06 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -300 | JPY | Strike Co Ltd | -14,878.67 | MUTSC-1D | 02/03/2022 | 2,961.44 |
| --- | --- | --- | --- | --- | --- | --- |
| -2,500 | JPY | Tadano Ltd | -21,383.25 | MUTSC-1D | 02/03/2022 | 43.67 |
| -1,600 | JPY | Ushio Inc | 	-20,799.15  | MUTSC-1D | 02/03/2022  | 123.99  |
|  |  |  | 	-858,064.59  |  |  |     -10,867.51  |
| -2,903 | KRW | Doosan Heavy Ind & Cons Co Ltd Reg | -36,041.54 | FEDEF-1D | 06/01/2021 | 5.64 |
| -1,613 | KRW | Hanall Biopharma Co Ltd Reg | -55,627.33 | FEDEF-1D | 06/01/2021 | 8.71 |
| -296 | KRW | Hyosung Corp Reg | -20,797.33 | FEDEF-1D | 06/01/2021 | 3.26 |
| -551 | KRW | Hyundai Mipo Dockyard Co Ltd Reg | -24,322.90 | FEDEF-1D | 06/01/2021 | 3.81 |
| -685 | KRW | Lotte Corp Reg | -22,237.60 | FEDEF-1D | 06/01/2021 | 3.48 |
| -387 | KRW | OCI Co Ltd Reg | -33,099.12 | FEDEF-1D | 06/01/2021 | 5.19 |
| -3,378 | KRW | Samsung Heavy Industries Co Ltd Reg | 	-21,870.31  | FEDEF-1D | 06/01/2021  | 3.42  |
|  |  |  | 	-213,996.13  |  |  |       33.51  |
| -791 | NOK | Bakkafrost P/F Reg | -56,550.12 | NIBOR-1W | 05/01/2021 | 0 |
| -2,755 | NOK | Grieg Seafood ASA | -27,333.26 | NIBOR-1W | 05/01/2021 | 0 |
| -1,366 | NOK | Norway Royal Salmon ASA | -34,216.17 | NIBOR-1W | 05/01/2021 | 0 |
| -3,065 | NOK | Pexip Holding ASA Reg | -23,504.27 | NIBOR-1W | 05/01/2021 | 0 |
| -500 | NOK | SalMar ASA | -29,390.48 | NIBOR-1W | 05/01/2021 | 0 |
| -1,431 | NOK | TGS Nopec Geophysical Co ASA | 	-22,164.68  | NIBOR-1W | 05/01/2021  | 0  |
|  |  |  | 	-193,158.98  |  |  |         0  |
| -615 | SEK | Cellavision AB | -22,972.33 | STIBO-1W | 02/02/2021 | -823.11 |
| -722 | SEK | PowerCell Sweden AB Reg | -28,567.97 | STIBO-1W | 02/02/2021 | -2,570.68 |
| -5,785 | SEK | Scandic Hotels Gr AB | 	-24,494.82  | STIBO-1W | 02/02/2021  | -985.42  |
|  |  |  | 	-76,035.12  |  |  |     -4,379.21  |
| -225,977 | SGD | SembCorp Marine Ltd Reg | -24,444.73 | SORF1-1D | 19/10/2022 | 3,760.72 |
| -658 | USD | 1Life Healthcare Inc Reg | -28,721.70 | FEDEF-1D | 05/01/2021 | 0 |
| -700 | USD | 89bio Inc | -17,059 | FEDEF-1D | 05/01/2021 | 0 |
| -700 | USD | ACM Research Inc Reg | -56,875 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | Akouos Inc | -19,830 | FEDEF-1D | 05/01/2021 | 0 |
| -2,586 | USD | Ambac Financial Group Inc Reg | -39,772.68 | FEDEF-1D | 05/01/2021 | 0 |
| -1,826 | USD | American Airlines Group Inc Reg | -28,796.02 | FEDEF-1D | 05/01/2021 | 0 |
| -5,300 | USD | Amyris Inc Reg | -32,727.50 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | Anterix Inc Reg | -37,600 | FEDEF-1D | 05/01/2021 | 0 |
| -1,200 | USD | Applied Therapeutics Inc Reg | -26,412 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | Arcutis Biotherapeutics Inc Reg | -28,130 | FEDEF-1D | 05/01/2021 | 0 |
| -300 | USD | Arvinas Inc Reg | -25,479 | FEDEF-1D | 05/01/2021 | 0 |
| -600 | USD | Assured Guaranty Ltd | -18,894 | FEDEF-1D | 05/01/2021 | 0 |
| -200 | USD | Axsome Therapeutics Inc | -16,294 | FEDEF-1D | 05/01/2021 | 0 |
| -200 | USD | Beyond Meat Inc Reg | -25,000 | FEDEF-1D | 05/01/2021 | 0 |
| -1,800 | USD | Cabot Oil & Gas Corp | -29,304 | FEDEF-1D | 05/01/2021 | 0 |
| -1,100 | USD | Chefs' Warehouse Inc (The) Reg | -28,259 | FEDEF-1D | 05/01/2021 | 0 |
| -1,400 | USD | Cinemark Holdings Inc | -24,374 | FEDEF-1D | 05/01/2021 | 0 |
| -600 | USD | Constellation Pharm Inc | -17,280 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | Dave & Buster's Entertain Inc Reg | -30,020 | FEDEF-1D | 05/01/2021 | 0 |
| -1,613 | USD | Delek US Holdings Inc | -25,920.91 | FEDEF-1D | 05/01/2021 | 0 |
| -601 | USD | Delta Air Lines Inc | -24,166.21 | FEDEF-1D | 05/01/2021 | 0 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -2,200 | USD | Denny's Corp Reg | -32,296 | FEDEF-1D | 05/01/2021 | 0 |
| --- | --- | --- | --- | --- | --- | --- |
| -1,700 | USD | Despegar.com Corp Reg | -21,777 | FEDEF-1D | 05/01/2021 | 0 |
| -200 | USD | Digital Realty Trust Inc Reg Dist | -27,902 | FEDEF-1D | 05/01/2021 | 0 |
| -100 | USD | Doordash Inc | -14,275 | FEDEF-1D | 05/01/2021 | 0 |
| -389 | USD | EHealth Inc Reg | -27,467.29 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | Enerpac Tool Gr Corp A Reg | -22,610 | FEDEF-1D | 05/01/2021 | 0 |
| -1,828 | USD | Epizyme Inc Reg | -19,852.08 | FEDEF-1D | 05/01/2021 | 0 |
| -445 | USD | Equity Lifestyle Properties Inc Dist | -28,195.20 | FEDEF-1D | 05/01/2021 | 0 |
| -500 | USD | Essential Utilities Inc Reg | -23,645 | FEDEF-1D | 05/01/2021 | 0 |
| -1,682 | USD | Eventbrite Inc A Reg | -30,444.20 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | G1 Therapeutics Inc Reg | -17,990 | FEDEF-1D | 05/01/2021 | 0 |
| -500 | USD | Global Blood Therapeutics Inc Reg | -21,655 | FEDEF-1D | 05/01/2021 | 0 |
| -800 | USD | Grocery Outlet Holding Corp Reg | -31,400 | FEDEF-1D | 05/01/2021 | 0 |
| -445 | USD | Hyatt Hotels Corp A Reg | -33,041.25 | FEDEF-1D | 05/01/2021 | 0 |
| -700 | USD | Intra-Cellular Therapies Inc | -22,260 | FEDEF-1D | 05/01/2021 | 0 |
| -600 | USD | Iteos Therapeutics Inc | -20,292 | FEDEF-1D | 05/01/2021 | 0 |
| -300 | USD | Kering ADR DR repr | -21,735 | FEDEF-1D | 05/01/2021 | 0 |
| -1,000 | USD | Kiniksa Pharmaceuticals Ltd | -17,670 | FEDEF-1D | 05/01/2021 | 0 |
| -300 | USD | Krystal Biotech Inc | -18,000 | FEDEF-1D | 05/01/2021 | 0 |
| -380 | USD | Live Nation Entertainment Inc Reg | -27,922.40 | FEDEF-1D | 05/01/2021 | 0 |
| -100 | USD | Madison Square Garden Co (The) | -18,410 | FEDEF-1D | 05/01/2021 | 0 |
| -557 | USD | Marathon Petroleum Corp | -23,037.52 | FEDEF-1D | 05/01/2021 | 0 |
| -2,100 | USD | Molecular Templates Inc Reg | -19,719 | FEDEF-1D | 05/01/2021 | 0 |
| -10,419 | USD | Morgan Stanley Global Healthcare Index | -1,373,745.15 | FEDEF-1D | 15/04/2021 | -57,408.69 |
| -138 | USD | MSCI Daily TR Gross Europe USD Index | -1,570,964.40 | FEDEF-1D | 02/03/2021 | -52,438.07 |
| -112 | USD | MSCI Daily TR Gross North Amer | -1,931,236.61 | FEDEF-1D | 02/03/2021 | -57,088.64 |
| -211 | USD | MSCI Daily TR Gross Pacific USD Index | -1,901,545.29 | FEDEF-1D | 02/03/2021 | -70,767.92 |
| -31 | USD | MSCI Intl Canada Gross USD Index | -266,259.62 | FEDEF-1D | 02/03/2021 | -7,560.31 |
| -300 | USD | NextEra Energy Inc | -23,145 | FEDEF-1D | 05/01/2021 | 0 |
| -1,280 | USD | Norwegian Cruise Line Hgs Ltd Reg | -32,550.40 | FEDEF-1D | 05/01/2021 | 0 |
| -1,400 | USD | Odonate Therapeutics Inc | -26,880 | FEDEF-1D | 05/01/2021 | 0 |
| -3,200 | USD | OneSpaWorld Holdings Ltd spons Reg | -32,448 | FEDEF-1D | 05/01/2021 | 0 |
| -5,500 | USD | PBF Energy Inc A Reg | -39,050 | FEDEF-1D | 05/01/2021 | 0 |
| -2,000 | USD | Poseida Therapeutics Inc | -21,940 | FEDEF-1D | 05/01/2021 | 0 |
| -1,600 | USD | Prothena Corp Plc | -19,216 | FEDEF-1D | 05/01/2021 | 0 |
| -389 | USD | Royal Caribbean Cruises Ltd | -29,054.41 | FEDEF-1D | 05/01/2021 | 0 |
| -278 | USD | Ryanair Holdings Plc spons ADR repr 5 Shares | -30,574.44 | FEDEF-1D | 05/01/2021 | 0 |
| -400 | USD | Schrodinger Inc Reg | -31,672 | FEDEF-1D | 05/01/2021 | 0 |
| -800 | USD | Seres Therapeutics Inc Reg | -19,600 | FEDEF-1D | 05/01/2021 | 0 |
| -1,100 | USD | Sinclair Broadcast Group Inc A | -35,035 | FEDEF-1D | 05/01/2021 | 0 |
| -800 | USD | Six Flags Entertainment Corp Reg | -27,280 | FEDEF-1D | 05/01/2021 | 0 |
| -890 | USD | Spirit AeroSyst Holdings Inc A spons | -34,790.10 | FEDEF-1D | 05/01/2021 | 0 |
| -100 | USD | Splunk Inc | -16,989 | FEDEF-1D | 05/01/2021 | 0 |
| -1,558 | USD | Switch Inc A Reg | -25,504.46 | FEDEF-1D | 05/01/2021 | 0 |
| -1,800 | USD | The RealReal Inc Reg | -35,172 | FEDEF-1D | 05/01/2021 | 0 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -400 | USD | Valero Energy Corp | -22,628 | FEDEF-1D | 05/01/2021 | 0 |
| --- | --- | --- | --- | --- | --- | --- |
| -600 | USD | Vaxcyte Inc | -15,942 | FEDEF-1D | 05/01/2021 | 0 |
| -1,100 | USD | Vivint Smart Home Inc A Reg | 	-22,825  | FEDEF-1D | 05/01/2021  | 0  |
|  |  |  | 	-8,708,557.84  |  | 	-245,263.63  |
|  |  |  | 	-9,205,509.57  |  | 	-259,222.38  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| -5 | CAD | Agnico Eagle Mines Ltd | -351.69 | DISC-1D | 21/07/2022 | 3.06 |
| -2,077 | CAD | Algonquin Power & Utilities Corp | -34,162.79 | DISC-1D | 21/07/2022 | 137.05 |
| 31 | CAD | Alimentation Couche Tard Inc B | 1,055.81 | DISC-1D | 21/07/2022 | 6.08 |
| 312 | CAD | BCE Inc | 13,332.94 | DISC-1D | 21/07/2022 | -271.86 |
| 1,735 | CAD | BlackBerry Ltd Reg | 11,496.74 | DISC-1D | 21/07/2022 | -340.54 |
| -40 | CAD | CAE Inc | -1,107.64 | DISC-1D | 21/07/2022 | -120.91 |
| -43 | CAD | Canadian Pacific Railway Ltd | -14,906.01 | DISC-1D | 21/07/2022 | -319.27 |
| 11 | CAD | Canadian Tire Corp A | 1,445.10 | DISC-1D | 21/07/2022 | 11.75 |
| -820 | CAD | CGI Inc Reg A | -65,016.72 | DISC-1D | 21/07/2022 | -573.87 |
| 285 | CAD | CI Financial Corp Reg | 3,530.89 | DISC-1D | 21/07/2022 | -277.46 |
| -10 | CAD | Constellation Software Inc | -12,977.31 | DISC-1D | 21/07/2022 | 948.73 |
| 410 | CAD | Emera Inc | 17,414.62 | DISC-1D | 21/07/2022 | 17.18 |
| 61 | CAD | Empire Co Ltd A Non voting | 1,666.16 | DISC-1D | 21/07/2022 | -35.92 |
| -127 | CAD | Enbridge Inc | -4,059.17 | DISC-1D | 21/07/2022 | 84.75 |
| 63 | CAD | Fairfax Financial Holdings Ltd Sub Voting | 21,459.17 | DISC-1D | 21/07/2022 | 47.52 |
| -988 | CAD | First Quantum Minerals Ltd | -17,724.58 | DISC-1D | 21/07/2022 | -1,237.36 |
| 413 | CAD | Fortis Inc | 16,861.11 | DISC-1D | 21/07/2022 | -124.79 |
| 465 | CAD | iA Financial Corporation Inc Reg | 20,145.01 | DISC-1D | 21/07/2022 | -155.18 |
| -7 | CAD | Intact Financial Corp | -828.33 | DISC-1D | 21/07/2022 | -29.84 |
| 196 | CAD | Kinross Gold Corp Reg | 1,437.26 | DISC-1D | 21/07/2022 | 84.64 |
| -250 | CAD | Loblaw Co Ltd | -12,328.26 | DISC-1D | 21/07/2022 | 471.07 |
| -1,214 | CAD | Lundin Mining Corp Reg | -10,770.35 | DISC-1D | 21/07/2022 | -428.91 |
| -1,696 | CAD | Manulife Financial Corp | -30,159.69 | DISC-1D | 21/07/2022 | -42.44 |
| 272 | CAD | Metro Inc | 12,129.70 | DISC-1D | 21/07/2022 | -448.46 |
| 403 | CAD | Open Text Corp | 18,300.64 | DISC-1D | 21/07/2022 | -148.71 |
| 582 | CAD | Power Corp of Canada | 13,356.25 | DISC-1D | 21/07/2022 | -28.11 |
| 25 | CAD | Rogers Communications Inc B Nv | 1,163.15 | DISC-1D | 21/07/2022 | -39.26 |
| 4 | CAD | Royal Bank of Canada | 328.46 | DISC-1D | 21/07/2022 | -4.62 |
| 14 | CAD | TC Energy Corp Reg | 568.82 | DISC-1D | 21/07/2022 | -59.13 |
| -503 | CAD | Telus Corp Reg | -9,955.74 | DISC-1D | 21/07/2022 | 67.16 |
| 356 | CAD | Thomson Reuters Corp Reg | 29,118.38 | DISC-1D | 21/07/2022 | 278.75 |
| -76 | CAD | TMX Group Ltd Reg | -7,586.28 | DISC-1D | 21/07/2022 | 124.94 |
| -40 | CAD | Topicuscom Inc Sub Reg | 0 | DISC-1D | 21/07/2022 | 0 |
| -135 | CAD | Wheaton Precious Metals Corp Reg | 	-5,634.45  | DISC-1D | 21/07/2022 | 	-192.90  |
|  |  |  | 	-42,758.80  |  |  | 	-2,596.86  |
| -62 | USD | 3M Co | -10,836.98 | FEDEF-1D | 19/09/2022 | -0.74 |
| -5 | USD | Accenture Plc A | -1,306.05 | FEDEF-1D | 19/09/2022 | 16.30 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -8 | USD | Adobe Inc Reg | -4,000.96 | FEDEF-1D | 19/09/2022 | -13.84 |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | USD | Agilent Technologies Inc Reg | 118.49 | FEDEF-1D | 19/09/2022 | 13.06 |
| 5 | USD | Air Products and Chemicals Inc | 1,366.10 | FEDEF-1D | 19/09/2022 | -24.50 |
| -22 | USD | Akamai Technologies Inc | -2,309.78 | FEDEF-1D | 19/09/2022 | 50.38 |
| -113 | USD | Alexandria Real Estate Eq Inc | -20,138.86 | FEDEF-1D | 19/09/2022 | -594.52 |
| 2 | USD | Alleghany Corp (Del) | 1,207.38 | FEDEF-1D | 19/09/2022 | 37.50 |
| 536 | USD | Alliant Energy Corp | 27,620.08 | FEDEF-1D | 19/09/2022 | -58.02 |
| -265 | USD | Allstate Corp | -29,131.45 | FEDEF-1D | 19/09/2022 | -1,204.06 |
| -3 | USD | Alphabet Inc A | -5,257.92 | FEDEF-1D | 19/09/2022 | 15.36 |
| 3 | USD | Alphabet Inc C | 5,255.64 | FEDEF-1D | 19/09/2022 | -20.52 |
| -53 | USD | Amerco Reg | -24,059.88 | FEDEF-1D | 19/09/2022 | -990.45 |
| -345 | USD | Ameren Corp | -26,930.70 | FEDEF-1D | 19/09/2022 | 99.78 |
| 198 | USD | American Electric Power Co Inc | 16,487.46 | FEDEF-1D | 19/09/2022 | 402.82 |
| 23 | USD | American Express Co | 2,780.93 | FEDEF-1D | 19/09/2022 | 686.22 |
| 157 | USD | American Intl Group Inc | 5,944.02 | FEDEF-1D | 19/09/2022 | -354.82 |
| 13 | USD | American Tower Corp | 2,917.98 | FEDEF-1D | 19/09/2022 | -57.85 |
| -28 | USD | Ameriprise Financial Inc Reg | -5,441.24 | FEDEF-1D | 19/09/2022 | -147.28 |
| 23 | USD | AmerisourceBergen Corp | 2,248.48 | FEDEF-1D | 19/09/2022 | -125.12 |
| -98 | USD | Ametek Inc | -11,852.12 | FEDEF-1D | 19/09/2022 | -115.64 |
| 30 | USD | Amphenol Corp A | 3,923.10 | FEDEF-1D | 19/09/2022 | -14.40 |
| -201 | USD | Aptiv Plc Reg | -26,188.29 | FEDEF-1D | 19/09/2022 | -1,016.99 |
| 462 | USD | Archer-Daniels Midland Co | 23,289.42 | FEDEF-1D | 19/09/2022 | 524.58 |
| -118 | USD | Arrow Electronics Inc | -11,481.40 | FEDEF-1D | 19/09/2022 | 38.37 |
| 72 | USD | Athene Holding Ltd A Reg | 3,106.08 | FEDEF-1D | 19/09/2022 | 100.08 |
| 643 | USD | Atmos Energy Corp | 61,361.49 | FEDEF-1D | 19/09/2022 | 1,623.23 |
| -23 | USD | Autodesk Inc | -7,022.82 | FEDEF-1D | 19/09/2022 | -453.79 |
| 204 | USD | Autoliv Inc | 18,788.40 | FEDEF-1D | 19/09/2022 | -42.54 |
| -68 | USD | Automatic Data Processing Inc | -11,981.60 | FEDEF-1D | 19/09/2022 | -607.23 |
| -1 | USD | Autozone Inc | -1,185.44 | FEDEF-1D | 19/09/2022 | -33.22 |
| 35 | USD | Avalon Bay Communities Inc Reg Dist | 5,615.05 | FEDEF-1D | 19/09/2022 | -275.80 |
| 2,878 | USD | Axalta Coating Syst Ltd | 82,166.90 | FEDEF-1D | 19/09/2022 | 54.21 |
| 7 | USD | Berkshire Hathaway Inc | 1,623.09 | FEDEF-1D | 19/09/2022 | 132.51 |
| 9 | USD | Best Buy Co Inc | 898.11 | FEDEF-1D | 19/09/2022 | -115.56 |
| 8 | USD | Black Knight Inc Reg | 706.80 | FEDEF-1D | 19/09/2022 | -21.68 |
| 328 | USD | Borg Warner Inc Reg | 12,673.92 | FEDEF-1D | 19/09/2022 | -70.86 |
| 192 | USD | Bunge Ltd | 12,591.36 | FEDEF-1D | 19/09/2022 | 282.24 |
| -63 | USD | Burlington Stores Inc | -16,477.65 | FEDEF-1D | 19/09/2022 | -676.21 |
| -11 | USD | Cable One Inc Reg | -24,504.92 | FEDEF-1D | 19/09/2022 | -1,634.45 |
| 2 | USD | Camden Property Trust Reg Dist | 199.84 | FEDEF-1D | 19/09/2022 | 2.64 |
| 248 | USD | CDW Corp | 32,683.92 | FEDEF-1D | 19/09/2022 | 12.82 |
| 368 | USD | Celanese Corp Reg | 47,817.92 | FEDEF-1D | 19/09/2022 | 355.10 |
| 308 | USD | Centene Corp | 18,489.24 | FEDEF-1D | 19/09/2022 | -430.80 |
| 808 | USD | Centerpoint Energy Inc | 17,485.12 | FEDEF-1D | 19/09/2022 | 135.19 |
| -162 | USD | Cerner Corp | -12,713.76 | FEDEF-1D | 19/09/2022 | -38.61 |
| 19 | USD | CH Robinson Worldwide Inc | 1,783.53 | FEDEF-1D | 19/09/2022 | -0.95 |
| -36 | USD | Charter Communications Inc A | -23,815.80 | FEDEF-1D | 19/09/2022 | -330.24 |
| -206 | USD | Cheniere Energy Inc | -12,366.18 | FEDEF-1D | 19/09/2022 | -136.65 |
| 17 | USD | Cintas Corp | 6,008.82 | FEDEF-1D | 19/09/2022 | 9.01 |
| 18 | USD | Cisco Systems Inc | 805.50 | FEDEF-1D | 19/09/2022 | 96.48 |
| 145 | USD | Citizens Financial Group Inc | 5,185.20 | FEDEF-1D | 19/09/2022 | 94.25 |
| -322 | USD | CMS Energy Corp | -19,645.22 | FEDEF-1D | 19/09/2022 | -638.20 |
| 28 | USD | Coca-Cola Co | 1,535.52 | FEDEF-1D | 19/09/2022 | 146.09 |
| 91 | USD | Colgate-Palmolive Co | 7,781.41 | FEDEF-1D | 19/09/2022 | 43.68 |
| 143 | USD | Comcast Corp A | 7,493.20 | FEDEF-1D | 19/09/2022 | 184.47 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 1 | USD | Cooper Companies Inc (The) | 363.32 | FEDEF-1D | 19/09/2022 | 7.06 |
| --- | --- | --- | --- | --- | --- | --- |
| 11 | USD | Coupa Software Inc Reg | 3,728.01 | FEDEF-1D | 19/09/2022 | 268.62 |
| 227 | USD | Crown Castle International Corp | 36,136.13 | FEDEF-1D | 19/09/2022 | 1,027.31 |
| -67 | USD | Cummins Inc | -15,215.70 | FEDEF-1D | 19/09/2022 | -214.52 |
| -5 | USD | Darden Restaurants Inc | -595.60 | FEDEF-1D | 19/09/2022 | -21.50 |
| -9 | USD | DaVita Inc | -1,056.60 | FEDEF-1D | 19/09/2022 | -39.24 |
| -88 | USD | Digital Realty Trust Inc Reg Dist | -12,276.88 | FEDEF-1D | 19/09/2022 | -79.20 |
| -212 | USD | Discovery Inc | -6,379.08 | FEDEF-1D | 19/09/2022 | -424 |
| 236 | USD | Discovery Inc C | 6,180.84 | FEDEF-1D | 19/09/2022 | 315.50 |
| -39 | USD | Dollar General Corp | -8,201.70 | FEDEF-1D | 19/09/2022 | 108.03 |
| 45 | USD | Domino's Pizza Inc Reg | 17,255.70 | FEDEF-1D | 19/09/2022 | -292.27 |
| -153 | USD | Duke Realty Corp | -6,115.41 | FEDEF-1D | 19/09/2022 | -251.95 |
| -390 | USD | DuPont de Neumours Inc Reg When Issued | -27,732.90 | FEDEF-1D | 19/09/2022 | -459.07 |
| 166 | USD | Eastman Chemical Co | 16,646.48 | FEDEF-1D | 19/09/2022 | 121.18 |
| 21 | USD | Ecolab Inc | 4,543.56 | FEDEF-1D | 19/09/2022 | 384.09 |
| -427 | USD | Emerson Electric Co | -34,317.99 | FEDEF-1D | 19/09/2022 | 249.08 |
| 309 | USD | Entergy Corp | 30,850.56 | FEDEF-1D | 19/09/2022 | -499.42 |
| 171 | USD | EOG Resources Inc | 8,527.77 | FEDEF-1D | 19/09/2022 | 159.03 |
| -59 | USD | EPAM Syst Inc | -21,142.65 | FEDEF-1D | 19/09/2022 | -321.72 |
| -87 | USD | Equifax Inc | -16,777.08 | FEDEF-1D | 19/09/2022 | -495.34 |
| 10 | USD | Equinix Inc REIT | 7,141.80 | FEDEF-1D | 19/09/2022 | 54 |
| -273 | USD | Equity Lifestyle Properties Inc Dist | -17,297.28 | FEDEF-1D | 19/09/2022 | -319.22 |
| -90 | USD | Equity Residential Sh of Benefit Interest | -5,335.20 | FEDEF-1D | 19/09/2022 | 12.60 |
| -150 | USD | Essential Utilities Inc Reg | -7,093.50 | FEDEF-1D | 19/09/2022 | 109.50 |
| -599 | USD | Evergy Inc Reg | -33,250.49 | FEDEF-1D | 19/09/2022 | -968.88 |
| -789 | USD | Exelon Corp | -33,311.58 | FEDEF-1D | 19/09/2022 | 275.69 |
| 38 | USD | Fair Isaac Corp Reg | 19,419.52 | FEDEF-1D | 19/09/2022 | 119.58 |
| 348 | USD | Fidelity Natl Inform Serv Inc | 49,228.08 | FEDEF-1D | 19/09/2022 | -338.73 |
| -135 | USD | Fifth Third Bancorp | -3,721.95 | FEDEF-1D | 19/09/2022 | 28.35 |
| 209 | USD | Fiserv Inc | 23,796.74 | FEDEF-1D | 19/09/2022 | -69.56 |
| 85 | USD | FleetCor Technologies Inc | 23,190.55 | FEDEF-1D | 19/09/2022 | -53.70 |
| -148 | USD | Ford Motor Co | -1,300.92 | FEDEF-1D | 19/09/2022 | 97.68 |
| 4 | USD | Fortinet Inc | 594.12 | FEDEF-1D | 19/09/2022 | 129.15 |
| 134 | USD | Fortune Brands Home & Security Inc | 11,486.48 | FEDEF-1D | 19/09/2022 | 0.55 |
| 212 | USD | Garmin Ltd Reg | 25,367.92 | FEDEF-1D | 19/09/2022 | 671.86 |
| -118 | USD | Gartner Inc | -18,902.42 | FEDEF-1D | 19/09/2022 | -259.91 |
| -243 | USD | Global Payments Inc | -52,347.06 | FEDEF-1D | 19/09/2022 | -1,564.92 |
| 214 | USD | GoDaddy Inc A Reg | 17,751.30 | FEDEF-1D | 19/09/2022 | -347.68 |
| 53 | USD | Guidewire Software Inc | 6,822.69 | FEDEF-1D | 19/09/2022 | 143.10 |
| 182 | USD | Harris Corp Reg | 34,401.64 | FEDEF-1D | 19/09/2022 | -198.49 |
| 171 | USD | HCP Inc Reg Dist | 5,169.33 | FEDEF-1D | 19/09/2022 | 230.85 |
| 4 | USD | Henry Schein Inc | 267.44 | FEDEF-1D | 19/09/2022 | 13.44 |
| 27 | USD | Hilton Worldwide Holdings Inc Reg | 3,004.02 | FEDEF-1D | 19/09/2022 | 248.67 |
| 52 | USD | Honeywell Intl Inc | 11,060.40 | FEDEF-1D | 19/09/2022 | 143.52 |
| 1,035 | USD | Huntington Bancshares Inc | 13,072.05 | FEDEF-1D | 19/09/2022 | 175.95 |
| 52 | USD | Illinois Tool Works Inc | 10,601.76 | FEDEF-1D | 19/09/2022 | -67.64 |
| 85 | USD | Insulet Corp | 21,728.55 | FEDEF-1D | 19/09/2022 | 900.94 |
| 175 | USD | Intel Corp | 8,718.50 | FEDEF-1D | 19/09/2022 | 531.65 |
| -10 | USD | Intercontinental Exchang Inc | -1,152.90 | FEDEF-1D | 19/09/2022 | -103 |
| 489 | USD | Invitation Homes Inc Reg Dist | 14,523.30 | FEDEF-1D | 19/09/2022 | 408.31 |
| 7 | USD | IPG Photonics Corp | 1,566.53 | FEDEF-1D | 19/09/2022 | 174.30 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -801 | USD | KeyCorp | -13,144.41 | FEDEF-1D | 19/09/2022 | -128.16 |
| --- | --- | --- | --- | --- | --- | --- |
| -167 | USD | Keysight Technologies Inc Reg | -22,059.03 | FEDEF-1D | 19/09/2022 | -523.61 |
| 287 | USD | Kinder Morgan Inc | 3,923.29 | FEDEF-1D | 19/09/2022 | -192.29 |
| 29 | USD | Lam Research Corp | 13,695.83 | FEDEF-1D | 19/09/2022 | -331.35 |
| 4 | USD | Las Vegas Sands Corp | 238.40 | FEDEF-1D | 19/09/2022 | 12.28 |
| -6 | USD | Lear Corp | -954.18 | FEDEF-1D | 19/09/2022 | -9.72 |
| -56 | USD | Leidos Holdings Inc | -5,886.72 | FEDEF-1D | 19/09/2022 | -27.36 |
| 170 | USD | Liberty Broadband Corp C Reg | 26,922.90 | FEDEF-1D | 19/09/2022 | 289 |
| -27 | USD | Liberty Broadband Corp Ser A | -4,254.66 | FEDEF-1D | 19/09/2022 | -48.60 |
| 142 | USD | Liberty Global Plc A Reg | 3,439.24 | FEDEF-1D | 19/09/2022 | -31.95 |
| -148 | USD | Liberty Global Plc C Reg | -3,500.20 | FEDEF-1D | 19/09/2022 | 8.88 |
| 133 | USD | Liberty Media Corp A Sirius XM Gr | 5,744.27 | FEDEF-1D | 19/09/2022 | 58.52 |
| 175 | USD | Liberty Media Corp Ser C Formula One | 7,455 | FEDEF-1D | 19/09/2022 | 132.85 |
| -132 | USD | Liberty Media Corp Ser C Reg | -5,743.32 | FEDEF-1D | 19/09/2022 | -63.36 |
| 10 | USD | Linde PLC Reg | 2,635.10 | FEDEF-1D | 19/09/2022 | 125.10 |
| -179 | USD | Live Nation Entertainment Inc Reg | -13,152.92 | FEDEF-1D | 19/09/2022 | -185.66 |
| -25 | USD | Loews Corp | -1,125.50 | FEDEF-1D | 19/09/2022 | -17.25 |
| -73 | USD | Lyondellbasell Industries NV | -6,691.18 | FEDEF-1D | 19/09/2022 | -170.09 |
| 2 | USD | Markel Corp | 2,066.60 | FEDEF-1D | 19/09/2022 | 119.20 |
| -16 | USD | Marriott Intl Inc A | -2,110.72 | FEDEF-1D | 19/09/2022 | -16.16 |
| -159 | USD | Masco Corp | -8,733.87 | FEDEF-1D | 19/09/2022 | -92.22 |
| 8 | USD | Mastercard Inc A | 2,855.52 | FEDEF-1D | 19/09/2022 | 236.16 |
| 16 | USD | Mc Donald's Corp | 3,433.28 | FEDEF-1D | 19/09/2022 | -27.68 |
| -14 | USD | McKesson Corp | -2,434.88 | FEDEF-1D | 19/09/2022 | 85.12 |
| -991 | USD | Medical Properties Trust Inc Reg Cap | -21,593.89 | FEDEF-1D | 19/09/2022 | -1,153.72 |
| -50 | USD | MGM Resorts Intl Reg | -1,575.50 | FEDEF-1D | 19/09/2022 | -66.50 |
| 11 | USD | Mid-America Apart Communit Inc Dist | 1,393.59 | FEDEF-1D | 19/09/2022 | 17.16 |
| 494 | USD | Molson Coors Beverage Co B | 22,323.86 | FEDEF-1D | 19/09/2022 | -466.47 |
| 129 | USD | Mondelez Intl Inc | 7,542.63 | FEDEF-1D | 19/09/2022 | 163.83 |
| -5 | USD | Motorola Solutions Inc | -850.30 | FEDEF-1D | 19/09/2022 | 10.35 |
| -778 | USD | National Retail Properties Inc Reg Dist | -31,835.76 | FEDEF-1D | 19/09/2022 | -2.25 |
| -185 | USD | NextEra Energy Inc | -14,272.75 | FEDEF-1D | 19/09/2022 | -307.10 |
| -2,141 | USD | Nielsen Holdings Plc | -44,682.67 | FEDEF-1D | 19/09/2022 | -2,325.76 |
| 85 | USD | Nike Inc B | 12,024.95 | FEDEF-1D | 19/09/2022 | -72.71 |
| 42 | USD | Nordson Corp | 8,439.90 | FEDEF-1D | 19/09/2022 | 215.46 |
| -1,022 | USD | Nov Inc | -14,032.06 | FEDEF-1D | 19/09/2022 | -173.74 |
| 994 | USD | Nucor Corp Reg | 52,870.86 | FEDEF-1D | 19/09/2022 | -151.76 |
| 13 | USD | O Reilly Automotive Inc | 5,883.41 | FEDEF-1D | 19/09/2022 | 132.08 |
| 888 | USD | OGE Energy Corp Reg | 28,291.68 | FEDEF-1D | 19/09/2022 | 327.83 |
| -51 | USD | Okta Inc Reg A | -12,967.26 | FEDEF-1D | 19/09/2022 | -146.51 |
| 343 | USD | Omnicom Group Inc | 21,392.91 | FEDEF-1D | 19/09/2022 | -87.83 |
| -129 | USD | Oracle Corp | -8,345.01 | FEDEF-1D | 19/09/2022 | -32.22 |
| -188 | USD | Owens Corning Inc Reg | -14,242.88 | FEDEF-1D | 19/09/2022 | -262.92 |
| -46 | USD | Palo Alto Networks Inc | -16,347.94 | FEDEF-1D | 19/09/2022 | -1,533.60 |
| -61 | USD | PayPal Holdings Inc | -14,286.20 | FEDEF-1D | 19/09/2022 | -225.46 |
| -66 | USD | Pepsico Inc | -9,787.80 | FEDEF-1D | 19/09/2022 | -258.06 |
| 10 | USD | Perkin Elmer Inc | 1,435 | FEDEF-1D | 19/09/2022 | 214.44 |
| 80 | USD | Perrigo Co Plc | 3,577.60 | FEDEF-1D | 19/09/2022 | -242.40 |
| -2 | USD | Pioneer Natural Resources Co | -227.78 | FEDEF-1D | 19/09/2022 | 6 |
| 212 | USD | PPG Industries Inc | 30,574.64 | FEDEF-1D | 19/09/2022 | 139.68 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 72 | USD | ProLogis Inc | 7,175.52 | FEDEF-1D | 19/09/2022 | 162.21 |
| --- | --- | --- | --- | --- | --- | --- |
| 345 | USD | Realty Income Corp | 21,448.65 | FEDEF-1D | 19/09/2022 | 759.62 |
| -318 | USD | Regions Financial Corp | -5,126.16 | FEDEF-1D | 19/09/2022 | -50.88 |
| 4 | USD | Resmed Inc | 850.24 | FEDEF-1D | 19/09/2022 | 164.52 |
| -56 | USD | RingCentral Inc A Reg | -21,222.32 | FEDEF-1D | 19/09/2022 | -2,045.44 |
| 213 | USD | Robert Half Intl Inc | 13,308.24 | FEDEF-1D | 19/09/2022 | -67.53 |
| -149 | USD | Rockwell Automation | -37,370.69 | FEDEF-1D | 19/09/2022 | -349.13 |
| 4 | USD | Roper Technologies Inc | 1,724.36 | FEDEF-1D | 19/09/2022 | 169.35 |
| 44 | USD | Ross Stores Inc | 5,403.64 | FEDEF-1D | 19/09/2022 | 59.40 |
| 21 | USD | Royal Caribbean Cruises Ltd | 1,568.49 | FEDEF-1D | 19/09/2022 | -37.17 |
| 48 | USD | Salesforce.com Inc | 10,681.44 | FEDEF-1D | 19/09/2022 | -130.56 |
| 310 | USD | Schlumberger Ltd | 6,767.30 | FEDEF-1D | 19/09/2022 | 80.60 |
| -258 | USD | Sempra Energy Reg | -32,871.78 | FEDEF-1D | 19/09/2022 | 537.60 |
| -1,913 | USD | Sensata Technologies Hg PLC Reg | -100,891.62 | FEDEF-1D | 19/09/2022 | -1,064.78 |
| 41 | USD | ServiceNow Inc Reg | 22,567.63 | FEDEF-1D | 19/09/2022 | 180.81 |
| 7 | USD | Sherwin Williams Co | 5,144.37 | FEDEF-1D | 19/09/2022 | 114.10 |
| 163 | USD | Snap-On Inc | 27,895.82 | FEDEF-1D | 19/09/2022 | -398.61 |
| 233 | USD | Stanley Black & Decker Inc | 41,604.48 | FEDEF-1D | 19/09/2022 | 163.40 |
| 731 | USD | Steel Dynamics Inc Reg | 26,951.97 | FEDEF-1D | 19/09/2022 | 388.06 |
| 79 | USD | Sun Communities Inc | 12,004.05 | FEDEF-1D | 19/09/2022 | 299.41 |
| -4 | USD | Synopsys Inc | -1,036.96 | FEDEF-1D | 19/09/2022 | -81.52 |
| -226 | USD | TE Connectivity Ltd | -27,361.82 | FEDEF-1D | 19/09/2022 | -419.48 |
| -28 | USD | Teladoc Health Inc Reg | -5,598.88 | FEDEF-1D | 19/09/2022 | -27.44 |
| -120 | USD | Teradyne Inc | -14,386.80 | FEDEF-1D | 19/09/2022 | 8.36 |
| -1,524 | USD | THE AES CORPORATION Reg | -35,814 | FEDEF-1D | 19/09/2022 | -1,381.85 |
| 13 | USD | TJX Cos Inc | 887.77 | FEDEF-1D | 19/09/2022 | 164.32 |
| -55 | USD | T-Mobile US Inc | -7,416.75 | FEDEF-1D | 19/09/2022 | -101.75 |
| -103 | USD | TransUnion | -10,219.66 | FEDEF-1D | 19/09/2022 | -1.22 |
| -547 | USD | Trimble Inc | -36,523.19 | FEDEF-1D | 19/09/2022 | -1,674.21 |
| 426 | USD | Truist Financial Corp Reg | 20,418.18 | FEDEF-1D | 19/09/2022 | -37.06 |
| -496 | USD | UGI Corp | -17,340.16 | FEDEF-1D | 19/09/2022 | 115.28 |
| 69 | USD | Union Pacific Corp | 14,367.18 | FEDEF-1D | 19/09/2022 | 347.57 |
| -46 | USD | United Health Group Inc | -16,131.28 | FEDEF-1D | 19/09/2022 | -595.47 |
| 23 | USD | United Rentals Inc | 5,333.93 | FEDEF-1D | 19/09/2022 | 126.04 |
| 21 | USD | Vail Resorts Inc | 5,858.16 | FEDEF-1D | 19/09/2022 | 187.32 |
| 45 | USD | Veeva Syst Inc | 12,251.25 | FEDEF-1D | 19/09/2022 | 215.05 |
| -163 | USD | Ventas Inc | -7,993.52 | FEDEF-1D | 19/09/2022 | 58.87 |
| 343 | USD | VEREIT Inc | 12,961.97 | FEDEF-1D | 19/09/2022 | 102.33 |
| 18 | USD | Visa Inc A | 3,937.14 | FEDEF-1D | 19/09/2022 | 135.54 |
| 97 | USD | VMware Inc A | 13,605.22 | FEDEF-1D | 19/09/2022 | -46.41 |
| -6 | USD | Vontier Corp Reg | -200.40 | FEDEF-1D | 19/09/2022 | 11.86 |
| 57 | USD | Walmart Inc Reg | 8,216.55 | FEDEF-1D | 19/09/2022 | -2.85 |
| 126 | USD | Welltower REIT Inc | 8,142.12 | FEDEF-1D | 19/09/2022 | 155.82 |
| -3 | USD | Workday Inc A | -718.83 | FEDEF-1D | 19/09/2022 | 54.30 |
| -44 | USD | Wynn Resorts Ltd | -4,964.52 | FEDEF-1D | 19/09/2022 | -81.40 |
| -197 | USD | Xcel Energy Inc Reg | -13,133.99 | FEDEF-1D | 19/09/2022 | -303.12 |
| -24 | USD | Zebra Technologies Corp A | -9,223.92 | FEDEF-1D | 19/09/2022 | -130.77 |
| -373 | USD | Zions Bancorp Reg | -16,203.12 | FEDEF-1D | 19/09/2022 | -274.07 |
| 32 | USD | Zoetis Inc A | 	5,296  | FEDEF-1D | 19/09/2022  | 76.16  |
|  |  |  | 	108,873.05  |  |  |    -16,914.89  |
|  |  |  | 	66,114.25  |  |  |     -19,511.75  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : UBS AG, London |
| -120,000 | CAD | Bombardier Inc B Sub Voting | -45,222.58 | 1M-CDOR | 15/03/2021 | -596.29 |
| -1,133 | CAD | Canopy Growth Corp Reg | -27,860.22 | 1M-CDOR | 15/03/2021 | 2,321.68 |
| -5,412 | CAD | Cronos Group Inc Reg | -37,561.50 | 1M-CDOR | 15/03/2021 | 6,203.60 |
| -2,200 | CAD | First Majestic Silver Corp | -29,501.45 | 1M-CDOR | 15/03/2021 | -1,850.93 |
| -17,600 | CAD | OceanaGold Corp Reg | -33,992.31 | 1M-CDOR | 15/03/2021 | -166.78 |
| -2,413 | CAD | SilverCrest MEtals Inc Reg | 	-26,882.68  | 1M-CDOR | 15/03/2021 | 	-5,190.88  |
|  |  |  | 	-201,020.74  |  |  | 	720.40  |
| -42 | CHF | Inficon Holding AG Reg | -38,393.48 | 1M-LIBOR | 03/01/2022 | -1,282.95 |
| -833 | EUR | Akka Technologies SE | -26,245.91 | 1M-LIBOR | 03/01/2022 | -662.52 |
| -399 | EUR | Do & Co AG Bearer | -32,612.86 | 1M-LIBOR | 03/01/2022 | -6,601.14 |
| -1,095 | EUR | Evotec SE | -40,570.42 | 1M-LIBOR | 03/01/2022 | -5,064.60 |
| -597 | EUR | Fraport AG | -36,056.95 | 1M-LIBOR | 03/01/2022 | 73.05 |
| -1,028 | EUR | JC Decaux SA | 	-23,433.95  | 1M-LIBOR | 03/01/2022 | 	1,874.21  |
|  |  |  | 	-158,920.09  |  |  | 	-10,381  |
| -50,000 | HKD | Cathay Pacific Airways Ltd Reg | -46,234.50 | 1M-HIBOR | 03/01/2022 | 2,966.23 |
| -210,000 | HKD | China Travel Intl Inv HK Ltd | -28,707.95 | 1M-HIBOR | 03/01/2022 | 270.83 |
| -19,600 | HKD | MGM China Holdings Ltd Reg | -33,669.55 | 1M-HIBOR | 03/01/2022 | -4,805.37 |
| -5,000 | HKD | MicroPort Scientific Corp | -27,050.73 | 1M-HIBOR | 03/01/2022 | -829.30 |
| -3,700 | HKD | Ping An Hlth And Tec Co Ltd Reg 144A Reg S | 	-44,854.56  | 1M-HIBOR | 03/01/2022 | 	-2,147.54  |
|  |  |  | 	-180,517.29  |  |  | 	-4,545.15  |
| -2,400 | JPY | Colopl Inc Reg | -23,759.38 | 1M-LIBOR | 15/03/2021 | -1,092.65 |
| -2,800 | JPY | euglena Co Ltd | -20,992.88 | 1M-LIBOR | 15/03/2021 | 1,171.24 |
| -300 | JPY | freee K Reg | -29,350.51 | 1M-LIBOR | 15/03/2021 | -1,859.83 |
| -700 | JPY | Optim Corp | -19,040.05 | 1M-LIBOR | 15/03/2021 | 607.26 |
| -1,100 | JPY | Royal Holdings Co Ltd | -19,605.75 | 1M-LIBOR | 15/03/2021 | 1,304.33 |
| -700 | JPY | UT Group Co Ltd Reg | 	-21,698.07  | 1M-LIBOR | 15/03/2021 | 	288.85  |
|  |  |  | 	-134,446.64  |  |  | 	419.20  |
| -166 | KRW | Bukwang Pharmaceutical Co Ltd Reg | -4,289.80 | 1M-LIBOR | 15/03/2021 | -54.14 |
| -804 | KRW | Celltrion Healthcare Co Ltd Reg | -120,521.97 | 1M-LIBOR | 02/12/2022 | -3,668.28 |
| -21 | KRW | Celltrion Inc | -6,933.24 | 1M-LIBOR | 02/12/2022 | -25.57 |
| -200 | KRW | Cosmax Inc Reg | -18,301.04 | 1M-LIBOR | 02/12/2022 | -685.27 |
| -356 | KRW | Doosan Corp Reg | -17,155.52 | 1M-LIBOR | 02/12/2022 | -78.25 |
| -676 | KRW | Genexine Inc Reg | -77,275.25 | 1M-LIBOR | 02/12/2022 | -7,238.41 |
| -1,127 | KRW | KEPCO Engineering & Con Co Inc Reg | -18,500.55 | 1M-LIBOR | 02/12/2022 | -1,047.19 |
| -193 | KRW | Korea Ship & Offshore Engineer Co Ltd Reg | -19,257.93 | 1M-LIBOR | 02/12/2022 | -124.39 |
| -5,364 | KRW | Kumho Tire Co Inc | -18,671.41 | 1M-LIBOR | 02/12/2022 | 566.24 |
| -832 | KRW | Sam Chun Dang Pharm Co Ltd Reg | -62,818.72 | 1M-LIBOR | 02/12/2022 | -11,515.82 |
| -613 | KRW | WONIK IPS Co Ltd | -24,945.74 | 1M-LIBOR | 02/12/2022 | -189.16 |
| -8,833 | KRW | Yungjin Pharm Co Ltd Reg | -65,311.08 | 1M-LIBOR | 02/12/2022 | 628.41 |
| -391 | KRW | ZINUS INC Reg | 	-37,037.06  | 1M-LIBOR | 02/12/2022 | 	-1,490.88  |
|  |  |  | 	-491,019.31  |  |  | 	-24,922.71  |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -6,604 | SEK | Scandic Hotels Gr AB | -27,962.62 | 1M-STIBOR | 03/01/2022 | -5,303.26 |
| --- | --- | --- | --- | --- | --- | --- |
| -900 | USD | Acutus Medical Inc Reg | -25,929 | 1M-LIBOR | 19/01/2021 | 1,152 |
| -1,200 | USD | Atreca Inc | -19,380 | 1M-LIBOR | 19/01/2021 | 583.52 |
| -500 | USD | Viela Bio Inc Reg | 	-17,985  | 1M-LIBOR | 19/01/2021  | 1,124.33  |
|  |  |  | 	-63,294  |  |  |      2,859.85  |
|  |  |  | 	-1,295,574.17  |  |  |     -42,435.62  |

RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| -619 | AUD | Afterpay Ltd Reg | -56,351.90 | RBACR-1D | 14/11/2022 | -3,212.39 |
| 814 | AUD | Australian Stock Exchange Ltd | 45,216.07 | BBSW-1M | 14/11/2022 | -948.92 |
| 1,582 | AUD | BHP Group Ltd | 51,786.37 | BBSW-1M | 14/11/2022 | -569.29 |
| -1,479 | AUD | Coles Group Ltd Reg | -20,698.62 | RBACR-1D | 14/11/2022 | 202.26 |
| 1,260 | AUD | Magellan Financial Group Ltd | 52,162.35 | BBSW-1M | 14/11/2022 | -1,592.57 |
| 9,973 | AUD | Origin Energy Ltd Reg | 36,624.25 | BBSW-1M | 14/11/2022 | -1,082.84 |
| -6,412 | AUD | Qantas Airways Ltd | -23,992.26 | RBACR-1D | 14/11/2022 | 342.63 |
| 1,072 | AUD | Ramsay Health Care Ltd RHC | 51,425.84 | BBSW-1M | 14/11/2022 | -388.22 |
| -14,268 | AUD | Telstra Corp Ltd | 	-32,803.13  | RBACR-1D | 14/11/2022 | 	528.97  |
|  |  |  | 	103,368.97  |  | 	-6,720.37  |
| 1,330 | CAD | Barrick Gold Corp | 30,281.86 | DISC-1D | 16/12/2022 | -375.91 |
| 314 | CAD | Canadian National Railway Co | 34,498.83 | DISC-1D | 16/12/2022 | -374.72 |
| -1,233 | CAD | Canadian Natural Resources Ltd | -29,612.52 | DISC-1D | 15/11/2022 | -125.85 |
| 85 | CAD | Canadian Pacific Railway Ltd | 29,465.38 | DISC-1D | 16/12/2022 | 327 |
| -5,971 | CAD | Cenovus Energy Inc Reg | -36,331.36 | DISC-1D | 15/11/2022 | -634.05 |
| -921 | CAD | Pembina Pipeline Corp | -21,765.02 | DISC-1D | 15/11/2022 | 347.08 |
| 924 | CAD | Restaurant Brands Intl Inc When Issued | 56,461.43 | DISC-1D | 16/12/2022 | -43.53 |
| 430 | CAD | Royal Bank of Canada | 35,309.49 | DISC-1D | 16/12/2022 | -205.94 |
| -2,973 | CAD | Suncor Energy Inc | -49,833.99 | DISC-1D | 15/11/2022 | 505.72 |
| 1,088 | CAD | TC Energy Corp Reg | 44,205.07 | DISC-1D | 16/12/2022 | -2,398.85 |
| -2,611 | CAD | Teck Resources Ltd B | 	-47,353.46  | DISC-1D | 15/11/2022 | 	-190.15  |
|  |  |  | 	45,325.71  |  | 	-3,169.20  |
| -1,896 | CHF | AMS AG | -41,527.96 | SARON-1D | 14/11/2022 | 188.46 |
| 4,201 | CHF | Credit Suisse Group AG Reg | 54,181.92 | SARON-1D | 14/11/2022 | -260.81 |
| -420 | CHF | Logitech Intl SA Reg | -40,826.34 | SARON-1D | 14/11/2022 | -1,267.47 |
| -94 | CHF | Swatch Group AG | -25,682.77 | SARON-1D | 14/11/2022 | -151.69 |
| -412 | CHF | Swiss Re AG | -38,846.11 | SARON-1D | 14/11/2022 | -1,183.10 |
| 3,383 | CHF | UBS Group Inc | 47,727.13 | SARON-1D | 14/11/2022 | 586.20 |
| -85 | CHF | VAT Gr SA Reg | 	-21,233.17  | SARON-1D | 14/11/2022 | 	170.74  |
|  |  |  | 	-66,207.30  |  | 	-1,917.67  |
| -1,067 | EUR | Accor SA | -38,645.20 | EONIA-1D | 15/11/2022 | 62.37 |
| -834 | EUR | Actividad Const y Servicios SA | -27,706.10 | EONIA-1D | 15/11/2022 | 180.62 |
| -119 | EUR | Aena SME SA | -20,705.51 | EONIA-1D | 15/11/2022 | 216.11 |
| -528 | EUR | Airbus SE | -58,003.34 | EONIA-1D | 15/11/2022 | 109.89 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -968 | EUR | Amplifon SpA Post Frazionamento | -40,318.50 | EONIA-1D | 15/11/2022 | -570.20 |
| --- | --- | --- | --- | --- | --- | --- |
| -3,067 | EUR | ArcelorMittal SA Reg S | -70,852.51 | EONIA-1D | 15/11/2022 | 705.16 |
| 4,822 | EUR | Aroundtown SA Bearer | 36,109.22 | EONIA-1D | 15/11/2022 | 279.27 |
| -115 | EUR | ASM Intl NV Reg | -25,321.48 | EONIA-1D | 15/11/2022 | -66.10 |
| -1,689 | EUR | Atlantia SpA | -30,410.91 | EONIA-1D | 15/11/2022 | -514.70 |
| 6,113 | EUR | Banco Bilbao Vizcaya Argent SA Reg | 30,181.26 | EONIA-1D | 15/11/2022 | -250.18 |
| -1,032 | EUR | Bouygues SA | -42,491.71 | EONIA-1D | 15/11/2022 | 942.28 |
| 1,875 | EUR | Buzzi Unicem SpA | 44,737.88 | EONIA-1D | 15/11/2022 | 21.29 |
| 12,285 | EUR | Caixabank SA | 31,582.08 | EONIA-1D | 15/11/2022 | -785.22 |
| 5,087 | EUR | Commerzbank AG | 32,777.97 | EONIA-1D | 15/11/2022 | -90.75 |
| 863 | EUR | Danone | 56,768.78 | EONIA-1D | 15/11/2022 | -434.08 |
| 2,672 | EUR | Deutsche Bank AG Reg | 29,258.39 | EONIA-1D | 15/11/2022 | -882.80 |
| 169 | EUR | Deutsche Boerse AG Reg | 28,795.28 | EONIA-1D | 15/11/2022 | 102.93 |
| 1,947 | EUR | Deutsche Telekom AG Reg | 35,628.03 | EONIA-1D | 15/11/2022 | -301.75 |
| 1,011 | EUR | EDP Renovaveis SA | 28,204.96 | EONIA-1D | 15/11/2022 | 3,275.47 |
| 646 | EUR | Elisa Corp | 35,467.29 | EONIA-1D | 15/11/2022 | 103.08 |
| -3,299 | EUR | ENI SpA | -34,505.34 | EONIA-1D | 15/11/2022 | 189.94 |
| 1,369 | EUR | Erste Group Bank AG | 41,777.20 | EONIA-1D | 15/11/2022 | -155.37 |
| -823 | EUR | Ferrovial SA | -22,758.72 | EONIA-1D | 15/11/2022 | 319.71 |
| 22,668 | EUR | Intesa Sanpaolo SpA | 53,048.95 | EONIA-1D | 15/11/2022 | -913.49 |
| 446 | EUR | KBC Group SA | 31,259.16 | EONIA-1D | 15/11/2022 | -581.98 |
| -847 | EUR | Kesko Oyj B | -21,805.63 | EONIA-1D | 15/11/2022 | -271.83 |
| 1,455 | EUR | Klepierre Dist | 32,740.42 | EONIA-1D | 15/11/2022 | -131.45 |
| 1,140 | EUR | Koninklijke Ahold Delhaize NV | 32,236.23 | EONIA-1D | 15/11/2022 | -687.12 |
| 58 | EUR | LVMH Moët Hennessy L Vuit SE | 36,257.96 | EONIA-1D | 15/11/2022 | 546.33 |
| 658 | EUR | Moncler SpA | 40,369.16 | EONIA-1D | 15/11/2022 | 1,166.35 |
| -10,654 | EUR | Natixis | -36,358.06 | EONIA-1D | 15/11/2022 | -447.19 |
| -1,243 | EUR | Porsche Automobile Hg SE Pref | -85,780.72 | EONIA-1D | 15/11/2022 | 1,660.85 |
| -32 | EUR | Rational AG Reg | -29,816.68 | EONIA-1D | 15/11/2022 | -140.31 |
| 1,591 | EUR | Red Electrica Corporacion SA | 32,656.69 | EONIA-1D | 15/11/2022 | 191.10 |
| -5,233 | EUR | Repsol SA | -52,825.57 | EONIA-1D | 15/11/2022 | 442.36 |
| -2,063 | EUR | Ryanair Holdings Plc | -41,032.28 | EONIA-1D | 15/11/2022 | -382.20 |
| -267 | EUR | SAFRAN SA | -37,881 | EONIA-1D | 15/11/2022 | 1,302.50 |
| -138 | EUR | Schneider Electric SE | -19,975.76 | EONIA-1D | 15/11/2022 | 394.57 |
| -1,197 | EUR | Siemens Gamesa Rene Energy SA | -48,465.24 | EONIA-1D | 15/11/2022 | -517.90 |
| 1,028 | EUR | Signify NV | 43,433.93 | EONIA-1D | 15/11/2022 | -1,097.53 |
| -66 | EUR | Teleperformance SE | -21,909.54 | EONIA-1D | 15/11/2022 | 118.71 |
| -1,367 | EUR | Valeo SA | -53,993.50 | EONIA-1D | 15/11/2022 | 445.64 |
| 1,180 | EUR | Veolia Environnement SA | 28,891.40 | EONIA-1D | 15/11/2022 | -450.82 |
| -685 | EUR | Vivendi | 	-22,110.82  | EONIA-1D | 15/11/2022  | 165.19  |
|  |  |  | 	-121,491.88  |  |  |      3,268.75  |
| -4,240 | GBP | Auto Trader Gr Plc | -34,540.85 | SONIA-1D | 14/11/2022 | 516.37 |
| -4,544 | GBP | Boohoo Group Plc | -21,303.61 | SONIA-1D | 14/11/2022 | -1,948.65 |
| -12,734 | GBP | BT Group Plc | -23,018.73 | SONIA-1D | 14/11/2022 | 640.04 |
| -1,247 | GBP | Compass Group Plc Reg | -23,231.82 | SONIA-1D | 14/11/2022 | 882.30 |
| -2,403 | GBP | WPP Plc | -26,276.32 | SONIA-1D | 14/11/2022 | 600.03 |
| -1,661 | GBP | Hargreaves Lansdown Plc | -34,622.65 | SONIA-1D | 14/11/2022 | 698.38 |
| -4,428 | GBP | Informa Plc | -33,227.74 | SONIA-1D | 14/11/2022 | 842.23 |
| -8,838 | GBP | Legal & General Group Plc | -32,157.55 | SONIA-1D | 14/11/2022 | -1,700.21 |
| 58,277 | GBP | Lloyds Banking Group Plc | 29,026.62 | SONIA-1D | 14/11/2022 | -255.51 |
| 1,484 | GBP | Ocado Group PLC | 46,389.63 | SONIA-1D | 14/11/2022 | -290.48 |
| -964 | GBP | Persimmon Plc | -36,459.19 | SONIA-1D | 14/11/2022 | 1,140.84 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -29,969 | GBP | Rolls-Royce Holdings PLC | -45,571.48 | SONIA-1D | 14/11/2022 | -2.83 |
| --- | --- | --- | --- | --- | --- | --- |
| -2,308 | GBP | Royal Dutch Shell Plc B | -39,730.16 | SONIA-1D | 14/11/2022 | 662.99 |
| 4,816 | GBP | Standard Chartered Plc | 30,669.03 | SONIA-1D | 14/11/2022 | -208.83 |
| -14,157 | GBP | Taylor Wimpey Plc | -32,083.12 | SONIA-1D | 14/11/2022 | 14.45 |
| -1,269 | GBP | Whitbread Plc | 	-53,770.51  | SONIA-1D | 14/11/2022  | 956.84  |
|  |  |  | 	-329,908.45  |  |  |      2,547.96  |
| 2,800 | HKD | AIA Group Ltd | 34,305.10 | HIBOR-1M | 15/11/2022 | 247.15 |
| 3,000 | HKD | ASM Pacific Technology Ltd | 39,579.83 | HIBOR-1M | 15/11/2022 | 1,772.09 |
| 7,000 | HKD | China Mengniu Dairy Co Ltd | 42,249.43 | HIBOR-1M | 15/11/2022 | 1,846.29 |
| 22,500 | HKD | China Overseas Land & Inv Ltd | 48,923.45 | HIBOR-1M | 15/11/2022 | 56.18 |
| 11,500 | HKD | CK Asset Hgs Ltd Reg | 59,027.98 | HIBOR-1M | 15/11/2022 | 954.12 |
| 89,000 | HKD | CNOOC Ltd | 82,412.19 | HIBOR-1M | 15/11/2022 | -1,308.44 |
| 3,200 | HKD | Hang Seng Bank Ltd | 55,177.04 | HIBOR-1M | 15/11/2022 | -874.73 |
| 600 | HKD | Hong Kong Sec Clearing Co Ltd | 32,886.46 | HIBOR-1M | 15/11/2022 | 873.85 |
| -1,200 | HKD | Shenzhou Intl Group Ltd | -23,523.49 | HONIX-1D | 15/11/2022 | -616.23 |
| 58,000 | HKD | Sino Biopharmaceutical Ltd | 56,100.44 | HIBOR-1M | 15/11/2022 | -1,192.22 |
| -2,000 | HKD | Techtronic Industries Co Ltd | 	-28,527.40  | HONIX-1D | 15/11/2022  | -859.37  |
|  |  |  | 	398,611.03  |  |  |       898.69  |
| -300 | JPY | Advantest Corp | -22,463.31 | MUTSC-1D | 14/11/2022 | -3.37 |
| -500 | JPY | Aeon Co Ltd | -16,394.63 | MUTSC-1D | 14/11/2022 | 157.35 |
| -3,400 | JPY | ANA Holdings Inc Reg | -74,992.01 | MUTSC-1D | 14/11/2022 | -900.35 |
| 4,100 | JPY | Astellas Pharma Inc | 63,306.05 | MUTSC-1D | 14/11/2022 | -486.15 |
| 700 | JPY | Azbil Corp Reg | 38,242.84 | MUTSC-1D | 14/11/2022 | 1,893.13 |
| 1,100 | JPY | Bridgestone Corp | 36,057.54 | MUTSC-1D | 14/11/2022 | -495.63 |
| 1,400 | JPY | Capcom Co Ltd Reg | 90,860.66 | MUTSC-1D | 14/11/2022 | 800.17 |
| 200 | JPY | Daikin Industries Ltd | 44,403.54 | MUTSC-1D | 14/11/2022 | 2,638.18 |
| -500 | JPY | Denso Corp Reg | -29,708.92 | MUTSC-1D | 14/11/2022 | 165.03 |
| 100 | JPY | Disco Corp | 33,661.06 | MUTSC-1D | 14/11/2022 | 140.27 |
| -600 | JPY | East Japan Railway Co | -40,015.50 | MUTSC-1D | 14/11/2022 | 249.68 |
| 1,000 | JPY | Eisai Co Ltd | 71,409.89 | MUTSC-1D | 14/11/2022 | -359.48 |
| -17,800 | JPY | Eneos Holdings Inc | -63,865.16 | MUTSC-1D | 14/11/2022 | -354.38 |
| -100 | JPY | Fanuc Corp | -24,565.31 | MUTSC-1D | 14/11/2022 | 340.14 |
| -100 | JPY | Fast Retailing Holdings Co Ltd | -89,572.33 | MUTSC-1D | 14/11/2022 | -1,621.17 |
| 900 | JPY | Fujifilm Holdings Corp | 47,408.34 | MUTSC-1D | 14/11/2022 | -1,159.03 |
| 300 | JPY | Fujitsu Ltd | 43,313.80 | MUTSC-1D | 14/11/2022 | -486.06 |
| -12 | JPY | GLP J-Reit Reg Cap | -18,900.57 | MUTSC-1D | 14/11/2022 | -95.81 |
| -1,500 | JPY | Hitachi Metals Ltd Reg | -22,753.91 | MUTSC-1D | 14/11/2022 | -497.36 |
| 1,600 | JPY | Honda Motor Co Ltd | 44,597.28 | MUTSC-1D | 14/11/2022 | -3,043.91 |
| 300 | JPY | Hoya Corp | 41,468.49 | MUTSC-1D | 14/11/2022 | 938.36 |
| 1,100 | JPY | Ibiden Co Ltd Reg | 51,305.27 | MUTSC-1D | 14/11/2022 | -220.84 |
| -2,300 | JPY | Idemitsu Kosan Co Ltd Reg | -50,573.93 | MUTSC-1D | 14/11/2022 | 148.34 |
| 2,300 | JPY | Itochu Corp | 66,035.74 | MUTSC-1D | 14/11/2022 | 903.69 |
| 1,300 | JPY | Itochu Techno-Solut Corp CTC | 46,403.83 | MUTSC-1D | 14/11/2022 | -384.79 |
| -2,100 | JPY | Japan Airlines Co Ltd | -40,582.17 | MUTSC-1D | 14/11/2022 | -1,165.40 |
| 3,200 | JPY | Japan Exchange Group Inc | 81,770.71 | MUTSC-1D | 14/11/2022 | 2,978.45 |
| 7,100 | JPY | Japan Post Holdings Co Ltd Reg | 55,212.67 | MUTSC-1D | 14/11/2022 | 151.47 |
| 1,900 | JPY | JSR Corp | 52,894.85 | MUTSC-1D | 14/11/2022 | -81.56 |
| 600 | JPY | Kao Corp | 46,321.50 | MUTSC-1D | 14/11/2022 | -355.72 |
| 2,500 | JPY | KDDI Corp | 74,248.07 | MUTSC-1D | 14/11/2022 | 221.38 |
| 100 | JPY | Keyence Corp | 56,182.49 | MUTSC-1D | 14/11/2022 | -860.98 |
| 700 | JPY | Kikkoman Corp Reg | 48,617.23 | MUTSC-1D | 14/11/2022 | 4,332.97 |
| -400 | JPY | M3 Inc | -37,750.76 | MUTSC-1D | 14/11/2022 | -491.86 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -12,000 | JPY | Marubeni Corp | -79,752.02 | MUTSC-1D | 14/11/2022 | 917.82 |
| --- | --- | --- | --- | --- | --- | --- |
| 1,500 | JPY | Mitsubishi Corp | 36,920.62 | MUTSC-1D | 14/11/2022 | -797.54 |
| 2,300 | JPY | Mitsubishi Estate Co Ltd | 36,916.74 | MUTSC-1D | 14/11/2022 | 417.83 |
| 7,500 | JPY | Mizuho Financial Group Inc | 94,989.58 | MUTSC-1D | 14/11/2022 | -457.48 |
| -1,000 | JPY | MonotaRO Co Ltd | -50,854.84 | MUTSC-1D | 14/11/2022 | 1,212.71 |
| 1,200 | JPY | MS&AD Insurance Gr Hgs Inc | 36,510.87 | MUTSC-1D | 14/11/2022 | 87.53 |
| 800 | JPY | Nabtesco Corp | 35,026.88 | MUTSC-1D | 14/11/2022 | -276.52 |
| 1,000 | JPY | NEC Corp | 53,663.97 | MUTSC-1D | 14/11/2022 | 611.99 |
| 2,300 | JPY | Nexon Co Ltd Reg | 70,848.06 | MUTSC-1D | 14/11/2022 | -388.46 |
| -600 | JPY | Nihon M&A Center Inc | -40,102.68 | MUTSC-1D | 14/11/2022 | -6.02 |
| -100 | JPY | Nintendo Co Ltd | -63,767.13 | MUTSC-1D | 14/11/2022 | 19.49 |
| 18 | JPY | Nippon Building Fd Inc | 104,266.96 | MUTSC-1D | 14/11/2022 | 2,755.15 |
| 300 | JPY | Nippon Paint Hgs Co Ltd | 32,924.88 | MUTSC-1D | 14/11/2022 | -1,080.32 |
| -3,300 | JPY | Nippon Steel Corp Reg | -42,450.72 | MUTSC-1D | 14/11/2022 | 872.56 |
| 3,100 | JPY | Nippon Telegraph & Teleph Corp | 79,440.59 | MUTSC-1D | 14/11/2022 | -866.89 |
| -12,500 | JPY | Nissan Motor Co Ltd | -67,806.46 | MUTSC-1D | 14/11/2022 | 1,091.52 |
| 600 | JPY | Nissin Food Hgs Co Ltd | 51,377.92 | MUTSC-1D | 14/11/2022 | -65.84 |
| 300 | JPY | Obic Co Ltd | 60,241.20 | MUTSC-1D | 14/11/2022 | -716.27 |
| -100 | JPY | Oriental Land Co Ltd | -16,506.03 | MUTSC-1D | 14/11/2022 | 45.95 |
| 2,900 | JPY | Orix Corp | 44,510.58 | MUTSC-1D | 14/11/2022 | -470.25 |
| 900 | JPY | Otsuka Holdings Co Ltd | 38,516.01 | MUTSC-1D | 14/11/2022 | -677.16 |
| 1,700 | JPY | Pan Pacific Intl Hgs Corp Reg | 39,323.87 | MUTSC-1D | 14/11/2022 | 142.33 |
| -1,900 | JPY | Rakus Co Ltd | -44,023.83 | MUTSC-1D | 14/11/2022 | -172.22 |
| -7,300 | JPY | Rakuten Inc | -70,288.18 | MUTSC-1D | 14/11/2022 | 1,392.84 |
| -2,300 | JPY | Renesas Electronics Corp Reg | -24,039.33 | MUTSC-1D | 14/11/2022 | 40.95 |
| -1,400 | JPY | Seiko Epson Corp Reg | -20,762.34 | MUTSC-1D | 14/11/2022 | 837.56 |
| 1,800 | JPY | Sekisui House Ltd | 36,615.49 | MUTSC-1D | 14/11/2022 | -293.22 |
| -100 | JPY | Shimano Inc | -23,330.27 | MUTSC-1D | 14/11/2022 | 320.96 |
| 1,400 | JPY | Shionogi & Co Ltd | 76,417.88 | MUTSC-1D | 14/11/2022 | -255.60 |
| 1,000 | JPY | Shiseido Co Ltd | 69,123.84 | MUTSC-1D | 14/11/2022 | -853.23 |
| 4,800 | JPY | SoftBank Corp Reg | 60,119.14 | MUTSC-1D | 14/11/2022 | -2,473.67 |
| -1,700 | JPY | Softbank Group Corp | -132,693.37 | MUTSC-1D | 14/11/2022 | -69.30 |
| 800 | JPY | Sompo Holdings Inc | 32,337.87 | MUTSC-1D | 14/11/2022 | -105.60 |
| -900 | JPY | Sony Corp | -89,664.36 | MUTSC-1D | 14/11/2022 | 901.80 |
| 800 | JPY | Square Enix Hgs Co Ltd | 48,510.68 | MUTSC-1D | 14/11/2022 | -2,564.93 |
| -5,500 | JPY | Sumitomo Chemical Co Ltd | -22,109.75 | MUTSC-1D | 14/11/2022 | -56.59 |
| 2,200 | JPY | Sumitomo Mitsui Fin Group Inc | 67,938.20 | MUTSC-1D | 14/11/2022 | 519.75 |
| 2,000 | JPY | Sumitomo Mitsui Trust Hgs Inc | 61,548.89 | MUTSC-1D | 14/11/2022 | -513.01 |
| 1,100 | JPY | Sumitomo Realty & Dev Co Ltd | 33,894.51 | MUTSC-1D | 14/11/2022 | -388.73 |
| 6,000 | JPY | T&D Holdings Inc | 70,731.82 | MUTSC-1D | 14/11/2022 | -301.25 |
| 1,100 | JPY | Taiyo Yuden Co Ltd Reg | 51,518.38 | MUTSC-1D | 14/11/2022 | -220.87 |
| -4,100 | JPY | Toray Industries Inc | -24,262.02 | MUTSC-1D | 14/11/2022 | 429.20 |
| -1,000 | JPY | Toyota Motor Corp | -77,076.57 | MUTSC-1D | 14/11/2022 | 540.49 |
| 1,400 | JPY | Trend Micro Inc | 80,554.07 | MUTSC-1D | 14/11/2022 | 724.21 |
| -900 | JPY | West Japan Railway Co Reg | -47,068.34 | MUTSC-1D | 14/11/2022 | 568.24 |
| 1,000 | JPY | Yakult Honsha Co Ltd | 50,370.51 | MUTSC-1D | 14/11/2022 | -588.84 |
| -7,200 | JPY | Z Holdings Corp Reg | -43,548.02 | MUTSC-1D | 14/11/2022 | 35.31 |
| 1,400 | JPY | Zozo Inc Reg | 	34,567.73  | MUTSC-1D | 14/11/2022  | 510.22  |
|  |  |  | 	1,211,204.82  |  |  |      3,331.36  |
| 393 | KRW | Celltrion Healthcare Co Ltd Reg | 58,911.86 | FEDEF-1D | 16/11/2022 | -1,480.91 |
| 242 | KRW | Celltrion Inc | 79,897.35 | FEDEF-1D | 16/11/2022 | 2,859.77 |
| 104 | KRW | CJ CheilJedang Corp | 36,440.21 | FEDEF-1D | 16/11/2022 | -15.76 |
| 1,249 | KRW | Hana Financial Group Inc | 39,628.18 | FEDEF-1D | 16/11/2022 | 647.48 |
| 236 | KRW | Hyundai Glovis Co Ltd Reg | 39,934.88 | FEDEF-1D | 16/11/2022 | 1,271.99 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 1,052 | KRW | KB Financial Gr Inc | 41,988.28 | FEDEF-1D | 16/11/2022 | -1,008.33 |
| --- | --- | --- | --- | --- | --- | --- |
| 356 | KRW | Kumho Petro Chemical Co Ltd Reg | 47,472.33 | FEDEF-1D | 16/11/2022 | 1,042.57 |
| 139 | KRW | NCsoft Corp | 119,010.99 | FEDEF-1D | 16/11/2022 | 5,715.36 |
| 354 | KRW | Samsung C&T Corp Reg | 44,926.74 | FEDEF-1D | 16/11/2022 | 701.63 |
| 363 | KRW | SK Hynix Inc | 39,559.20 | FEDEF-1D | 16/11/2022 | 1,020.66 |
| 208 | KRW | SK Telecom Co Ltd | 	45,526.35  | FEDEF-1D | 16/11/2022  | -180.97  |
|  |  |  | 	593,296.37  |  |  |     10,573.49  |
| 1,594 | NOK | DNB ASA | 31,257.09 | NIBOR-1W | 15/11/2022 | 15.17 |
| -6,194 | NOK | Norsk Hydro ASA | 	-28,817.71  | NIBOR-1W | 15/11/2022  | 257.07  |
|  |  |  | 	2,439.38  |  |  |       272.24  |
| 1,543 | SEK | Electrolux AB B | 35,924.11 | STIBO-1W | 14/11/2022 | -445.19 |
| -343 | SEK | Evolution Gaming Group AB Reg | -34,839.20 | STIBO-1W | 14/11/2022 | -504.58 |
| 821 | SEK | Investor AB B | 59,855.84 | STIBO-1W | 14/11/2022 | 752.37 |
| 4,755 | SEK | Nordea Bank Abp Reg | 38,890.24 | STIBO-1W | 14/11/2022 | -310.94 |
| -211 | SEK | Sinch AB Reg | -34,401.62 | STIBO-1W | 14/11/2022 | -825.23 |
| 4,388 | SEK | Skandinaviska Enskilda Bk AB A | 45,114.37 | STIBO-1W | 14/11/2022 | -88.15 |
| 4,031 | SEK | Svenska Handelsbanken AB A | 40,512.07 | STIBO-1W | 14/11/2022 | -112.83 |
| 1,943 | SEK | Swedbank AB A | 34,071.30 | STIBO-1W | 14/11/2022 | -358.40 |
| 1,598 | SEK | Swedish Orphan Biovitrum AB | 	32,295.20  | STIBO-1W | 14/11/2022  | 365.91  |
|  |  |  | 	217,422.31  |  |  |     -1,527.04  |
| -138 | USD | 3M Co | -24,121.02 | FEDEF-1D | 15/11/2022 | -129.72 |
| -226 | USD | Abbott Laboratories | -24,744.74 | FEDEF-1D | 15/11/2022 | -262.16 |
| -96 | USD | Abiomed Inc | -31,123.20 | FEDEF-1D | 15/11/2022 | -947.50 |
| 787 | USD | Acadia Pharmaceuticals Inc | 42,073.02 | FEDEF-1D | 16/12/2022 | -251.84 |
| 5,918 | USD | ADT Inc Reg | 46,456.30 | FEDEF-1D | 16/12/2022 | -726.01 |
| 1,908 | USD | AGNC Investment Corp | 29,764.80 | FEDEF-1D | 16/12/2022 | 38.16 |
| 299 | USD | Akamai Technologies Inc | 31,392.01 | FEDEF-1D | 16/12/2022 | -514.28 |
| -1,611 | USD | Alaska Air Group Inc | -83,772 | FEDEF-1D | 15/11/2022 | -1,424.01 |
| -69 | USD | Align Technology Inc | -36,872.22 | FEDEF-1D | 15/11/2022 | -943.54 |
| -64 | USD | Alleghany Corp (Del) | -38,636.16 | FEDEF-1D | 15/11/2022 | -213.65 |
| -326 | USD | Allegion PLC | -37,939.88 | FEDEF-1D | 15/11/2022 | -691.62 |
| 311 | USD | Allstate Corp | 34,188.23 | FEDEF-1D | 16/12/2022 | 765.06 |
| 364 | USD | Alteryx Inc Reg A | 44,331.56 | FEDEF-1D | 16/12/2022 | -991.31 |
| 31 | USD | Amazon.com Inc | 100,964.83 | FEDEF-1D | 16/12/2022 | -837.93 |
| -5,138 | USD | American Airlines Group Inc Reg | -81,026.26 | FEDEF-1D | 15/11/2022 | 2,537.37 |
| 319 | USD | American Express Co | 38,570.29 | FEDEF-1D | 16/12/2022 | 813.45 |
| -455 | USD | American Financial Group Inc Reg | -39,867.10 | FEDEF-1D | 15/11/2022 | -393.75 |
| -859 | USD | American Intl Group Inc | -32,521.74 | FEDEF-1D | 15/11/2022 | -678.61 |
| -278 | USD | AmerisourceBergen Corp | -27,177.28 | FEDEF-1D | 15/11/2022 | -55.27 |
| 314 | USD | Amgen Inc | 72,194.88 | FEDEF-1D | 16/12/2022 | 921.36 |
| 417 | USD | Anaplan Inc Reg | 29,961.45 | FEDEF-1D | 16/12/2022 | -608.82 |
| 3,712 | USD | Annaly Capital Management Inc | 31,366.40 | FEDEF-1D | 16/12/2022 | -37.12 |
| 1,759 | USD | Apollo Global Management Inc A Reg | 86,155.82 | FEDEF-1D | 16/12/2022 | 1,144.81 |
| -236 | USD | Applied Materials Inc | -20,366.80 | FEDEF-1D | 15/11/2022 | -479.08 |
| -171 | USD | Aptiv Plc Reg | -22,279.59 | FEDEF-1D | 15/11/2022 | -379.62 |
| -484 | USD | Arena Pharmaceuticals Inc Reg | -37,185.72 | FEDEF-1D | 15/11/2022 | -424.54 |
| 1,055 | USD | AT&T Inc | 30,341.80 | FEDEF-1D | 16/12/2022 | 221.55 |
| 123 | USD | Autodesk Inc | 37,556.82 | FEDEF-1D | 16/12/2022 | 699.87 |
| -147 | USD | Automatic Data Processing Inc | -25,901.40 | FEDEF-1D | 15/11/2022 | -195.51 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -141 | USD | Avalon Bay Communities Inc Reg Dist | -22,620.63 | FEDEF-1D | 15/11/2022 | -454.02 |
| --- | --- | --- | --- | --- | --- | --- |
| -1,890 | USD | Baker Hughes Co Reg A | -39,406.50 | FEDEF-1D | 15/11/2022 | 500.90 |
| 741 | USD | Bank of New York Mellon Corp | 31,448.04 | FEDEF-1D | 16/12/2022 | 741 |
| 711 | USD | Berry Global Group Inc Reg | 39,951.09 | FEDEF-1D | 16/12/2022 | 753.66 |
| 288 | USD | Biogen Inc | 70,519.68 | FEDEF-1D | 16/12/2022 | -1,062.24 |
| 887 | USD | BJ's Wholesale Club Hgs Inc | 33,067.36 | FEDEF-1D | 16/12/2022 | 177.40 |
| -165 | USD | BlackLine Inc Reg | -22,007.70 | FEDEF-1D | 15/11/2022 | -145.20 |
| 47 | USD | BlackRock Inc | 33,912.38 | FEDEF-1D | 16/12/2022 | 1,183.66 |
| -354 | USD | Boeing Co (The) | -75,777.24 | FEDEF-1D | 15/11/2022 | 1,274.62 |
| -28 | USD | Boston Beer Inc A | -27,840.12 | FEDEF-1D | 15/11/2022 | 805.56 |
| -712 | USD | Boston Scientific Corp | -25,596.40 | FEDEF-1D | 15/11/2022 | -320.40 |
| -122 | USD | Broadridge Fin Solutions Inc | -18,690.40 | FEDEF-1D | 15/11/2022 | -139.08 |
| -553 | USD | Bunge Ltd | -36,265.74 | FEDEF-1D | 15/11/2022 | -884.50 |
| -552 | USD | CBRE Group Inc A | -34,621.44 | FEDEF-1D | 15/11/2022 | 408.48 |
| -1,587 | USD | Centerpoint Energy Inc | -34,342.68 | FEDEF-1D | 15/11/2022 | -413.63 |
| 413 | USD | Chegg Inc Reg | 37,306.29 | FEDEF-1D | 16/12/2022 | 743.40 |
| -48 | USD | Chemed Corp | -25,565.28 | FEDEF-1D | 15/11/2022 | -48.50 |
| 569 | USD | Cheniere Energy Inc | 34,157.07 | FEDEF-1D | 16/12/2022 | 580.38 |
| -614 | USD | Chevron Corp | -51,852.30 | FEDEF-1D | 15/11/2022 | 765.15 |
| 186 | USD | Cigna Corp Reg | 38,721.48 | FEDEF-1D | 16/12/2022 | 1,119.72 |
| -314 | USD | Cincinnati Financial Corp | -27,434.18 | FEDEF-1D | 15/11/2022 | -66.12 |
| -730 | USD | Citizens Financial Group Inc | -26,104.80 | FEDEF-1D | 15/11/2022 | -522.57 |
| 406 | USD | Citrix Systems Inc | 52,820.60 | FEDEF-1D | 16/12/2022 | -1,066.21 |
| -373 | USD | Coca-Cola Co | -20,455.32 | FEDEF-1D | 15/11/2022 | -264.83 |
| -535 | USD | Comerica Inc Reg | -29,885.10 | FEDEF-1D | 15/11/2022 | 70.18 |
| -622 | USD | ConocoPhillips Reg | -24,873.78 | FEDEF-1D | 15/11/2022 | -429.18 |
| 95 | USD | Cooper Companies Inc (The) | 34,515.40 | FEDEF-1D | 16/12/2022 | 319.20 |
| -1,472 | USD | Corteva Inc Reg | -56,995.84 | FEDEF-1D | 15/11/2022 | -697.57 |
| 204 | USD | Coupa Software Inc Reg | 69,137.64 | FEDEF-1D | 16/12/2022 | -676.02 |
| 106 | USD | Credit Acceptance Corp Reg | 36,690.84 | FEDEF-1D | 16/12/2022 | 1,259.25 |
| -138 | USD | CrowdStrike Holdings Inc Reg | -29,231.16 | FEDEF-1D | 15/11/2022 | -2,765.76 |
| 373 | USD | CSX Corp | 33,849.75 | FEDEF-1D | 16/12/2022 | 35.31 |
| 267 | USD | DaVita Inc | 31,345.80 | FEDEF-1D | 16/12/2022 | 373.80 |
| -2,422 | USD | DCX Technology Co Reg | -62,366.50 | FEDEF-1D | 15/11/2022 | -5,531.70 |
| -1,561 | USD | Delta Air Lines Inc | -62,767.81 | FEDEF-1D | 15/11/2022 | 494.70 |
| -271 | USD | Discover Financial Services | -24,533.63 | FEDEF-1D | 15/11/2022 | -680.21 |
| 194 | USD | DocuSign Inc Reg | 43,126.20 | FEDEF-1D | 16/12/2022 | -1,136.84 |
| -295 | USD | Eastman Chemical Co | -29,582.60 | FEDEF-1D | 15/11/2022 | -264.95 |
| 728 | USD | EBay Inc | 36,582 | FEDEF-1D | 16/12/2022 | 7.28 |
| -145 | USD | Ecolab Inc | -31,372.20 | FEDEF-1D | 15/11/2022 | -246.45 |
| -1,048 | USD | Elanco Animal Health Inc Reg | -32,142.16 | FEDEF-1D | 15/11/2022 | -85.01 |
| 190 | USD | Eli Lilly & Co | 32,079.60 | FEDEF-1D | 16/12/2022 | 444.60 |
| 676 | USD | Emergent BioSolutions Inc Reg | 60,569.60 | FEDEF-1D | 16/12/2022 | -1,589.16 |
| -144 | USD | Enphase Energy Inc | -25,267.68 | FEDEF-1D | 15/11/2022 | -1,464.50 |
| -2,734 | USD | EQT Corp | -34,749.14 | FEDEF-1D | 15/11/2022 | -273.40 |
| 125 | USD | Estée Lauder Companies Inc A | 33,273.75 | FEDEF-1D | 16/12/2022 | 430 |
| 226 | USD | Etsy Inc | 40,207.66 | FEDEF-1D | 16/12/2022 | -47.46 |
| 477 | USD | Everbridge Inc Reg | 71,106.39 | FEDEF-1D | 16/12/2022 | 397.09 |
| -238 | USD | Exact Sciences Corp Reg | -31,532.62 | FEDEF-1D | 15/11/2022 | 844.90 |
| -349 | USD | Exponent Inc | -31,420.47 | FEDEF-1D | 15/11/2022 | -34.90 |
| 170 | USD | F5 Networks Inc | 29,909.80 | FEDEF-1D | 16/12/2022 | 144.50 |
| -241 | USD | Federal Realty Invest Trust | -20,513.92 | FEDEF-1D | 15/11/2022 | 103.63 |
| -907 | USD | FibroGen Inc | -33,640.63 | FEDEF-1D | 15/11/2022 | 6,485.05 |
| -1,155 | USD | Fifth Third Bancorp | -31,843.35 | FEDEF-1D | 15/11/2022 | -597.10 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 59 | USD | First Citizens BancShares Inc Reg A | 33,881.93 | FEDEF-1D | 16/12/2022 | -648.41 |
| --- | --- | --- | --- | --- | --- | --- |
| -181 | USD | First Solar Inc | -17,904.52 | FEDEF-1D | 15/11/2022 | 410.87 |
| 1,642 | USD | Firstenergy Corp | 50,261.62 | FEDEF-1D | 16/12/2022 | 180.62 |
| 718 | USD | Flir Systems Inc | 31,469.94 | FEDEF-1D | 16/12/2022 | 567.22 |
| -3,335 | USD | Ford Motor Co | -29,314.65 | FEDEF-1D | 15/11/2022 | 444.16 |
| -263 | USD | Fortune Brands Home & Security Inc | -22,544.36 | FEDEF-1D | 15/11/2022 | -139.39 |
| -1,699 | USD | Gap Inc | -34,302.81 | FEDEF-1D | 15/11/2022 | 951.44 |
| -420 | USD | Garmin Ltd Reg | -50,257.20 | FEDEF-1D | 15/11/2022 | 263.10 |
| -4,000 | USD | General Electric Co | -43,200 | FEDEF-1D | 15/11/2022 | -770 |
| -1,142 | USD | General Motors Co | -47,552.88 | FEDEF-1D | 15/11/2022 | -13.34 |
| -215 | USD | Global Life Inc Reg | -20,416.40 | FEDEF-1D | 15/11/2022 | -359.05 |
| 191 | USD | Goldman Sachs Group Inc | 50,368.61 | FEDEF-1D | 16/12/2022 | 786.92 |
| -343 | USD | Graco Inc | -24,816.05 | FEDEF-1D | 15/11/2022 | 41.16 |
| -2,310 | USD | Halliburton Co (Hg Co) | -43,659 | FEDEF-1D | 15/11/2022 | -237.85 |
| -435 | USD | Hartford Fin Serv Gr Inc (The) | -21,306.30 | FEDEF-1D | 15/11/2022 | -630.75 |
| -645 | USD | Hess Corp | -34,049.55 | FEDEF-1D | 15/11/2022 | 545.10 |
| -268 | USD | Hilton Worldwide Holdings Inc Reg | -29,817.68 | FEDEF-1D | 15/11/2022 | -986.26 |
| -89 | USD | Honeywell Intl Inc | -18,930.30 | FEDEF-1D | 15/11/2022 | -245.64 |
| -3,689 | USD | Host Hotels & Resorts Inc | -53,970.07 | FEDEF-1D | 15/11/2022 | -442.82 |
| 128 | USD | HubSpot Inc Reg | 50,744.32 | FEDEF-1D | 16/12/2022 | -14.78 |
| -2,014 | USD | Huntington Bancshares Inc | -25,436.82 | FEDEF-1D | 15/11/2022 | -418.26 |
| -1,105 | USD | Huntsman Corp Reg | -27,779.70 | FEDEF-1D | 15/11/2022 | -364.65 |
| -105 | USD | ICU Medical Inc Reg | -22,521.45 | FEDEF-1D | 15/11/2022 | 6.30 |
| 117 | USD | Incyte Corp Ltd | 10,176.66 | FEDEF-1D | 16/12/2022 | 74.88 |
| -508 | USD | Incyte Corp Ltd | -44,185.84 | FEDEF-1D | 15/11/2022 | -325.12 |
| 120 | USD | Insulet Corp | 30,675.60 | FEDEF-1D | 16/12/2022 | -602.40 |
| 1,005 | USD | Intel Corp | 50,069.10 | FEDEF-1D | 16/12/2022 | -834.15 |
| 12 | USD | Intuitive Surgical Inc | 9,817.20 | FEDEF-1D | 16/12/2022 | 155.28 |
| -42 | USD | Intuitive Surgical Inc | -34,360.20 | FEDEF-1D | 15/11/2022 | -543.48 |
| -1,421 | USD | Invesco Ltd | -24,768.03 | FEDEF-1D | 15/11/2022 | -388.39 |
| -1,390 | USD | Invitation Homes Inc Reg Dist | -41,283 | FEDEF-1D | 15/11/2022 | -1,413.71 |
| 1,179 | USD | Ionis Pharmaceuticals Inc | 66,660.66 | FEDEF-1D | 16/12/2022 | -2,605.65 |
| -106 | USD | IPG Photonics Corp | -23,721.74 | FEDEF-1D | 15/11/2022 | 49.32 |
| -103 | USD | IQVIA Holdings Inc Reg | -18,454.51 | FEDEF-1D | 15/11/2022 | -396.55 |
| -251 | USD | ITT Inc Reg | -19,332.02 | FEDEF-1D | 15/11/2022 | -223.39 |
| -171 | USD | Jones Lang Lasalle Inc | -25,371.27 | FEDEF-1D | 15/11/2022 | 427.50 |
| 279 | USD | JPMorgan Chase & Co | 35,452.53 | FEDEF-1D | 16/12/2022 | 482.67 |
| -121 | USD | KLA Corp Reg | -31,328.11 | FEDEF-1D | 15/11/2022 | -283.29 |
| -724 | USD | L Brands Inc | -26,925.56 | FEDEF-1D | 15/11/2022 | 1,100.80 |
| -90 | USD | Lam Research Corp | -42,504.30 | FEDEF-1D | 15/11/2022 | 335.03 |
| -336 | USD | Lamb Weston Holdings Inc Reg S | -26,456.64 | FEDEF-1D | 15/11/2022 | -638.40 |
| 2,327 | USD | Lazard Ltd A | 98,432.10 | FEDEF-1D | 16/12/2022 | 325.78 |
| -249 | USD | Lear Corp | -39,598.47 | FEDEF-1D | 15/11/2022 | 16.89 |
| -108 | USD | Lennox Intl Inc | -29,588.76 | FEDEF-1D | 15/11/2022 | -210.92 |
| -184 | USD | LHC Group Inc Reg | -39,250.88 | FEDEF-1D | 15/11/2022 | 495.68 |
| -421 | USD | Lincoln National Corp | -21,180.51 | FEDEF-1D | 15/11/2022 | -484.15 |
| -618 | USD | Live Nation Entertainment Inc Reg | -45,410.64 | FEDEF-1D | 15/11/2022 | 309 |
| -872 | USD | Loews Corp | -39,257.44 | FEDEF-1D | 15/11/2022 | -530.24 |
| 217 | USD | Lowe's Companies Inc | 34,830.67 | FEDEF-1D | 16/12/2022 | -332.01 |
| -227 | USD | LPL Investment Holdings Inc Reg | -23,657.94 | FEDEF-1D | 15/11/2022 | -38.59 |
| -418 | USD | Manhattan Associates Inc | -43,965.24 | FEDEF-1D | 15/11/2022 | -199.38 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -1,684 | USD | Marathon Petroleum Corp | -69,650.24 | FEDEF-1D | 15/11/2022 | -989.82 |
| --- | --- | --- | --- | --- | --- | --- |
| -36 | USD | MarketAxess Hg Inc | -20,540.16 | FEDEF-1D | 15/11/2022 | -207.72 |
| -550 | USD | Marriott Intl Inc A | -72,556 | FEDEF-1D | 15/11/2022 | -2,297.66 |
| -395 | USD | Marriott Vac Worldwide Corp Reg | -54,201.90 | FEDEF-1D | 15/11/2022 | -1,236 |
| 204 | USD | Mc Donald's Corp | 43,774.32 | FEDEF-1D | 16/12/2022 | 73.07 |
| -176 | USD | McKesson Corp | -30,609.92 | FEDEF-1D | 15/11/2022 | -300.80 |
| 1,645 | USD | Medical Properties Trust Inc Reg Cap | 35,844.55 | FEDEF-1D | 16/12/2022 | 1,219.04 |
| -388 | USD | Merck & Co Inc | -31,738.40 | FEDEF-1D | 15/11/2022 | -396.73 |
| -1,057 | USD | MGM Resorts Intl Reg | -33,306.07 | FEDEF-1D | 15/11/2022 | -402.63 |
| -192 | USD | Mid-America Apart Communit Inc Dist | -24,324.48 | FEDEF-1D | 15/11/2022 | -468.48 |
| 30 | USD | Mirati Therapeutics Inc Reg | 6,589.20 | FEDEF-1D | 16/12/2022 | -572.70 |
| -293 | USD | Mirati Therapeutics Inc Reg | -64,354.52 | FEDEF-1D | 15/11/2022 | 5,593.37 |
| -252 | USD | Mohawk Industries Inc | -35,519.40 | FEDEF-1D | 15/11/2022 | -191.40 |
| 144 | USD | MongoDB Inc A Reg | 51,701.76 | FEDEF-1D | 16/12/2022 | -694.08 |
| -129 | USD | Monolithic Power Syst Inc | -47,243.67 | FEDEF-1D | 15/11/2022 | -2,766.98 |
| -516 | USD | Monster Beverage Corp | -47,719.68 | FEDEF-1D | 15/11/2022 | -828.37 |
| -3,233 | USD | Mosaic Co (The) | -74,391.33 | FEDEF-1D | 15/11/2022 | -2,927.12 |
| 461 | USD | New Relic Inc Reg | 30,149.40 | FEDEF-1D | 16/12/2022 | 442.56 |
| -454 | USD | New York Times Co A | -23,503.58 | FEDEF-1D | 15/11/2022 | -68.10 |
| -1,804 | USD | Newell Brands Inc Reg | -38,298.92 | FEDEF-1D | 15/11/2022 | -892.60 |
| 580 | USD | Nexstar Media Group Inc A | 63,330.20 | FEDEF-1D | 16/12/2022 | 507.80 |
| -2,015 | USD | Norwegian Cruise Line Hgs Ltd Reg | -51,241.45 | FEDEF-1D | 15/11/2022 | 63.74 |
| -115 | USD | NXP Semiconductor NV | -18,286.15 | FEDEF-1D | 15/11/2022 | -96.60 |
| 191 | USD | Okta Inc Reg A | 48,563.66 | FEDEF-1D | 16/12/2022 | -1,430.59 |
| -217 | USD | Old Dominion Freight Lines Inc | -42,354.06 | FEDEF-1D | 15/11/2022 | 496.92 |
| -1,282 | USD | Old Republic Intl Corp | -25,268.22 | FEDEF-1D | 15/11/2022 | -243.58 |
| -1,049 | USD | Omega Healthcare Investors Inc | -38,099.68 | FEDEF-1D | 15/11/2022 | 881.43 |
| -718 | USD | ON Semiconductor Corp | -23,500.14 | FEDEF-1D | 15/11/2022 | -768.26 |
| 1,459 | USD | Onemain Hgs Inc | 70,265.44 | FEDEF-1D | 16/12/2022 | 2,538.66 |
| -1,101 | USD | ONEOK Inc | -42,256.38 | FEDEF-1D | 15/11/2022 | -61.61 |
| 515 | USD | Oracle Corp | 33,315.35 | FEDEF-1D | 16/12/2022 | -92.70 |
| -94 | USD | Paycom Software Inc | -42,511.50 | FEDEF-1D | 15/11/2022 | 899.28 |
| -105 | USD | Paylocity Holding Corp Reg | -21,620.55 | FEDEF-1D | 15/11/2022 | 241.50 |
| -277 | USD | Penn National Gaming Inc | -23,924.49 | FEDEF-1D | 15/11/2022 | 1,154.14 |
| 877 | USD | PennyMac Fin Serv Inc Reg | 57,548.74 | FEDEF-1D | 16/12/2022 | 1,333.04 |
| -110 | USD | Penumbra Inc Reg | -19,250 | FEDEF-1D | 15/11/2022 | 609.40 |
| -384 | USD | Philip Morris Intl Inc | -31,791.36 | FEDEF-1D | 15/11/2022 | -353.28 |
| -194 | USD | Pioneer Natural Resources Co | -22,094.66 | FEDEF-1D | 15/11/2022 | -630.50 |
| -745 | USD | Plug Power Inc Reg | -25,262.95 | FEDEF-1D | 15/11/2022 | -2,488.30 |
| -297 | USD | Polaris Inc Reg | -28,298.16 | FEDEF-1D | 15/11/2022 | 127.71 |
| -209 | USD | PPG Industries Inc | -30,141.98 | FEDEF-1D | 15/11/2022 | -232.14 |
| -269 | USD | ProLogis Inc | -26,808.54 | FEDEF-1D | 15/11/2022 | -521.86 |
| 333 | USD | Proofpoint Inc Reg | 45,424.53 | FEDEF-1D | 16/12/2022 | 959.04 |
| 1,753 | USD | Pure Storage Inc A Reg | 39,635.33 | FEDEF-1D | 16/12/2022 | -455.78 |
| -309 | USD | PVH Corp Reg | -29,012.01 | FEDEF-1D | 15/11/2022 | 315.18 |
| -403 | USD | Quanta Services Inc | -29,024.06 | FEDEF-1D | 15/11/2022 | -538.91 |
| 387 | USD | Regal Beloit Corp | 47,527.47 | FEDEF-1D | 16/12/2022 | 220.59 |
| -594 | USD | Regency Centers Corp Reg Dist | -27,080.46 | FEDEF-1D | 15/11/2022 | -166.32 |
| -1,985 | USD | Regions Financial Corp | -31,998.20 | FEDEF-1D | 15/11/2022 | -1,018.37 |
| -182 | USD | Reinsurance Group America Inc | -21,093.80 | FEDEF-1D | 15/11/2022 | -121.94 |
| -125 | USD | Repligen Corp Reg | -23,953.75 | FEDEF-1D | 15/11/2022 | -152.50 |
| 144 | USD | RingCentral Inc A Reg | 54,571.68 | FEDEF-1D | 16/12/2022 | -1,095.92 |
| -359 | USD | Robert Half Intl Inc | -22,430.32 | FEDEF-1D | 15/11/2022 | -78.98 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -1,224 | USD | Royal Caribbean Cruises Ltd | -91,420.56 | FEDEF-1D | 15/11/2022 | -2,064.45 |
| --- | --- | --- | --- | --- | --- | --- |
| -1,408 | USD | Schlumberger Ltd | -30,736.64 | FEDEF-1D | 15/11/2022 | -654.30 |
| -159 | USD | Scotts Miracle-Gro Co (The) A | -31,663.26 | FEDEF-1D | 15/11/2022 | -382.69 |
| -508 | USD | SEI Investments Co | -29,194.76 | FEDEF-1D | 15/11/2022 | -401.32 |
| -779 | USD | Service Corp Intl | -38,248.90 | FEDEF-1D | 15/11/2022 | -214.56 |
| -400 | USD | Simon Property Group Inc | -34,112 | FEDEF-1D | 15/11/2022 | -796 |
| -274 | USD | Simpson Manufacturing Inc Reg | -25,605.30 | FEDEF-1D | 15/11/2022 | -109.60 |
| 1,110 | USD | Smartsheet Inc A Reg | 76,911.90 | FEDEF-1D | 16/12/2022 | -752.91 |
| 515 | USD | Sonoco Products Co Reg | 30,513.75 | FEDEF-1D | 16/12/2022 | 257.50 |
| -1,564 | USD | Southwest Airlines Co | -72,898.04 | FEDEF-1D | 15/11/2022 | -450.46 |
| 363 | USD | Splunk Inc | 61,670.07 | FEDEF-1D | 16/12/2022 | -1,648.49 |
| -76 | USD | Splunk Inc | -12,911.64 | FEDEF-1D | 15/11/2022 | 345.14 |
| -175 | USD | Stamps.com Inc Reg | -34,333.25 | FEDEF-1D | 15/11/2022 | 3,985.50 |
| 500 | USD | State Street Corp | 36,390 | FEDEF-1D | 16/12/2022 | 420 |
| 1,033 | USD | Stifel Financial Corp Reg | 52,125.18 | FEDEF-1D | 16/12/2022 | -72.79 |
| -168 | USD | Sun Communities Inc | -25,527.60 | FEDEF-1D | 15/11/2022 | -519.58 |
| -498 | USD | Synnex Corp Reg | -40,557.12 | FEDEF-1D | 15/11/2022 | 542.70 |
| 533 | USD | Sysco Corp | 39,580.58 | FEDEF-1D | 16/12/2022 | 762.19 |
| 682 | USD | Tandem Diabetes Care Inc Reg | 65,253.76 | FEDEF-1D | 16/12/2022 | 1,051.06 |
| -1,450 | USD | Targa Resources Corp | -38,251 | FEDEF-1D | 15/11/2022 | 1,986.50 |
| 164 | USD | Target Corp | 28,950.92 | FEDEF-1D | 16/12/2022 | 22.96 |
| 281 | USD | Teladoc Health Inc Reg | 56,188.76 | FEDEF-1D | 16/12/2022 | 493.88 |
| 1,246 | USD | Tempur Sealy Intl Inc Reg | 33,642 | FEDEF-1D | 16/12/2022 | -647.92 |
| -36 | USD | Tesla Inc | -25,404.12 | FEDEF-1D | 15/11/2022 | -1,428.48 |
| -132 | USD | Texas Instruments Inc | -21,665.16 | FEDEF-1D | 15/11/2022 | -389.40 |
| -484 | USD | Textron Inc | -23,391.72 | FEDEF-1D | 15/11/2022 | -396.88 |
| -46 | USD | Thermo Fisher Scientific Inc | -21,425.88 | FEDEF-1D | 15/11/2022 | -134.32 |
| -410 | USD | Trex Co Inc Reg | -34,325.20 | FEDEF-1D | 15/11/2022 | 734.68 |
| -61 | USD | Tyler Technologies Inc | -26,627.72 | FEDEF-1D | 15/11/2022 | -326.07 |
| -321 | USD | Tyson Foods Inc Cl A | -20,685.24 | FEDEF-1D | 15/11/2022 | -301.74 |
| 146 | USD | Uber Technologies Inc Reg | 7,446 | FEDEF-1D | 16/12/2022 | 54.02 |
| -674 | USD | Uber Technologies Inc Reg | -34,374 | FEDEF-1D | 15/11/2022 | -249.38 |
| -858 | USD | UGI Corp | -29,995.68 | FEDEF-1D | 15/11/2022 | -97.50 |
| -1,501 | USD | United Airlines Hgs Inc | -64,918.25 | FEDEF-1D | 15/11/2022 | 3,324.14 |
| -140 | USD | United Rentals Inc | -32,467.40 | FEDEF-1D | 15/11/2022 | -167.26 |
| -172 | USD | Universal Display Corp | -39,525.60 | FEDEF-1D | 15/11/2022 | 300.86 |
| -734 | USD | US Foods Holding Corp Reg | -24,449.54 | FEDEF-1D | 15/11/2022 | 41.42 |
| -496 | USD | Valero Energy Corp | -28,058.72 | FEDEF-1D | 15/11/2022 | -734.08 |
| 271 | USD | Varonis Syst Inc Reg | 44,338.31 | FEDEF-1D | 16/12/2022 | -241.19 |
| -961 | USD | Ventas Inc | -47,127.44 | FEDEF-1D | 15/11/2022 | 164.69 |
| 515 | USD | Verizon Communications Inc | 30,256.25 | FEDEF-1D | 16/12/2022 | -123.60 |
| 166 | USD | Vertex Pharmaceuticals Inc | 39,232.44 | FEDEF-1D | 16/12/2022 | -96.28 |
| 240 | USD | VMware Inc A | 33,662.40 | FEDEF-1D | 16/12/2022 | -396 |
| -1,174 | USD | Vornado Realty Trust Reg S Cap | -43,837.16 | FEDEF-1D | 15/11/2022 | -625.59 |
| -491 | USD | Voya Financial | -28,875.71 | FEDEF-1D | 15/11/2022 | -419.98 |
| -290 | USD | W.P. Carey Inc Dist | -20,468.20 | FEDEF-1D | 15/11/2022 | -121.80 |
| 216 | USD | Walmart Inc Reg | 31,136.40 | FEDEF-1D | 16/12/2022 | -231.12 |
| -87 | USD | Waters Corp | -21,525.54 | FEDEF-1D | 15/11/2022 | -134.85 |
| -209 | USD | Wayfair Inc A Reg | -47,194.29 | FEDEF-1D | 15/11/2022 | 12,379.29 |
| -501 | USD | Welltower REIT Inc | -32,374.62 | FEDEF-1D | 15/11/2022 | -794.10 |
| 2,651 | USD | Wendys Co Reg | 58,109.92 | FEDEF-1D | 16/12/2022 | -1,855.70 |
| 272 | USD | Wingstop Inc | 36,053.60 | FEDEF-1D | 16/12/2022 | -1,618.40 |
| -356 | USD | Wyndham Hotels & Resorts Inc Reg | -21,160.64 | FEDEF-1D | 15/11/2022 | -982.56 |
| -644 | USD | Wynn Resorts Ltd | -72,662.52 | FEDEF-1D | 15/11/2022 | 1,098.32 |
| -569 | USD | Zions Bancorp Reg | -24,717.36 | FEDEF-1D | 15/11/2022 | -45.52 |

| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -102 | USD | Zoom Video Communications Inc A Reg | -34,406.64 | FEDEF-1D | 15/11/2022 | 5,707.76 |
| --- | --- | --- | --- | --- | --- | --- |
| 275 | USD | Zscaler Inc Reg | 54,920.25 | FEDEF-1D | 16/12/2022 | 260.27 |
| 5,933 | USD | Zynga Inc A Reg | 	58,558.71  | FEDEF-1D | 16/12/2022  | 963.22  |
|  |  |  | 	-1,909,960.43  |  |  |     -6,683.28  |
|  |  |  | 	144,100.53  |  |  |       874.93  |

-	Swaps on index futures
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantity | Currency | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| -2 | BRL | Brazil Bovespa Stock Index (The) | 45,910.67 | Federal Funds Effective Rate US | 28/02/2021 | -1,309.97 |
| -3 | KRW | KOREA KOSPI 200 | 268,411.35 | Federal Funds Effective Rate US | 31/03/2021 | -18,642.51 |
| -4 | PLN | WSE WIG 20 | 42,760.55 | Federal Funds Effective Rate US | 31/03/2021 | -1,051.84 |
| -8 | TWD | Taiwan Stock Exchange Weighted Index | 836,234.15 | Federal Funds Effective Rate US | 31/01/2021 | -32,627.06 |
| -71 | USD | Russian RTS Index $ | 	196,769.40  | Federal Funds Effective Rate US | 31/03/2021 | 	86.60  |
|  |  |  | 	1,390,086.12  |  |  | 	-53,544.78  |

RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
| Quantity | Curren cy | Underlying | Underlying exposure (in USD) | Floating / fixed rate | Maturity | Unrealised result (in USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Counterparty : Morgan Stanley & Co Intl Plc, London |
| -25 | BRL | Brazil Bovespa Stock Index (The) | 573,883.33 | Federal Funds Effective Rate US | 28/02/2021 | -12,182.40 |
| -12 | KRW | KOREA KOSPI 200 |   1,073,645.39  | Federal Funds Effective Rate US | 31/03/2021 | 	-46,443.53  |
|  |  |  | 	1,647,528.72  |  |  | 	-58,625.93  |


## Note 16 - Events
With effect on 12th February 2020 the Board of Directors of the SICAV decided trough circular resolution dated 30th January 2020 to liquidate the RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES sub-fund.
With effect on 17th February 2020, a liquidation bonus was paid as follows:
| Share class | Currency | Amount |
| --- | --- | --- |
| BP | USD | 97.60 |
| LP | EUR | 115.07 |
| IP | USD | 102.86 |
| IP (CHF) | CHF | 110.69 |
| IP (EUR) | EUR | 108.81 |
| R | USD | 108.60 |

The Board of Directors of the SICAV has decided to launch of the RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA sub-fund. Initial subscription orders for the sub-fund were accepted from 2nd December 2019 to 5th November 2020 at an initial price of 100 (in the reference currency of the share class) per share. The payment date was on 10th November 2020. The first expected NAV was dated on 11th November 2020.
The Board of Directors of the SICAV has decided to launch of the RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES sub-fund. Initial subscription orders for the sub-fund were accepted from 4th May 2020 to 7th July 2020. The payment date was on 9th July 2020. The first expected NAV was dated on 10th July 2020.
With effect on 17th November 2020 the Board of Directors of the SICAV has decided :
- to change the name of the sub-fund RAM (LUX) SYSTEMATIC FUNDS - NORTH AMERICAN EQUITIES into RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES ;
- to change the name of the sub-fund RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EMERGING MARKETS EQUITIES into RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA ;
- to change the denomination of the share class PIP into PI for the sub-fund RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES ;
- to amend the frequency of crystallisation and payment of the performance fee from a quarterly frequency to a periodic frequency, such that the "Period" is defined as a financial year. This change applies to the following sub-funds and share classes; the amounts set aside for the performance fee shall be considered as credited to the Investment Manager on the effective date of the amendment of the Period and the new Reference Period shall be applicable from 31th December 2020:RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES and its share classes B, CH, DH, BH (SEK), I, IH (SEK), IH (CHF), IH (USD), MB, U, UH (USD), UH (CHF), UH (GBP), H, QH, X, XN, PI, PIH (USD), PIH (JPY) and PIH (CHF) ;RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES and its share classes B, CH, EH, BH (SEK), X, XN, XH (EUR), XNH (EUR), U, UH (GBP), UH (CHF), UH (EUR), PI,PIH (EUR), PIH (SEK), PIH (GBP), PIH (JPY), PIH (CHF), I, IH (SEK), IH (GBP), IH (CHF), IH (EUR) and MBH (EUR) ;RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA and its share classes B, CH, EH, BH (SEK), I, IH (SEK), IH (CHF), IH (EUR), MBH (EUR), U, UH (EUR), UH(GBP), UH (CHF), X, XN, XH (EUR), XNH (EUR), PI, PIH (EUR), PIH (JPY) and PIH (CHF) ;RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND and its share classes BP, BDP, CPH, DDPH, DPH, BPH (SEK), UP, UDP, UPH (GBP), UDPH (USD), UPH (CHF), UPH (USD), IP, IPH (SEK), IPH (CHF), IPH (USD), PI, PIPH (CHF) and PIPH (USD).
- to waive the performance fee for the following sub-funds and share classes with effect from 31th December 2020; the amounts set aside for the performance fee shall be considered as credited to the Investment Manager on the effective date of the waiver:RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES for all share classes subject to a performance fee;RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES for all share classes subject to a performance fee;RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES for all shareclasses subject to a performance fee;RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES for all share classessubject to a performance fee;COVID-19On the equity market, securities liquidity remains manageable within portfolios, noting that the virus had exposed pre-existing instabilities, including a market phase based on liquidity injections and passive central bank investments.

After one year, controlling the pandemic remains the major challenge for the beginning of 2021. The States must now set up and organise their vaccination policy, which will be a determining factor in the hope of returning to normal life. Indeed, the world markets continue to react and to be impacted by the spread of the coronavirus (and its variants), with varying degrees of uncertainty and only a limited maintenance of the initial upsurge in volatility. With highly heterogeneous vaccination strategies and delays in the delivery of vaccine produced by some laboratories hampering the roll-out of the said vaccine policy, investors' attention should continue to be focused on the effects of the COVID-19 pandemic: travel and border restrictions, quarantines, supply chain disruptions, reduced consumer demand and general market uncertainty.

## Note 16 - Subsequent events
There are no subsequent events.

## 1 - Risk management
As required by Circular CSSF 11/512 as amended, the Board of Directors needs to determine the global risk exposure of the SICAV either by applying the commitment approach or the VaR approach.
In terms of risk management, the Board of Directors of the SICAV decided to adopt, as a method of determining the global risk exposure:
-	the commitment approach for the following sub-funds:
| -	RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES |
| --- |
| -	RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |

- the absolute VAR approach for the following sub-funds:

| -	RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES |
| --- |
| -	RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA |
| -	RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND |
| -	RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA |

The absolute VaR is calculated according to the following parameters:
- Type of model: parametric
- Confidence interval: 99 %
- Period of observation: 90 days (daily)
- Holding period: 20 daysFor the observation period from 1st January 2020 to 31st December 2020 for the following sub-funds:

| Sub-fund | minimum VaR limit | maximum VaR limit | average VaR limit | Leverage value* as at 31/12/20 |
| --- | --- | --- | --- | --- |
| RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES | 2.61% | 23.40% | 8% | 134% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA | 2.54% | 13.22% | 6.03% | 121% |
| RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES | 2.92% | 19.61% | 8.12% | 132% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND | 1.60% | 20.17% | 5.19% | 90% |
| RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA | 2.67% | 6.97% | 4.09% | 58% |

*The leverage value is determined using the calculation method of the commitment, therefore after taking into account the netting or hedging provisions.

## 2 - Remuneration
From 1st January 2020 until 31st December 2020 (the "Reference Period"), the total amount of wages and salaries paid-in cash and/or restricted securities by RAM Active Investments (Europe) S.A. (the "Management Company") to its entire staff (composed during the Reference Period in average of 7 employees) was EUR 881,390.01.
In particular, during the Reference Period, the total amount of wages and salaries was split into fixed and variable remuneration as follows :
- Fixed remuneration: EUR 853,040.01
- Variable remuneration: EUR 28,350No fees based on the performance of the Fund or carried interest are used to remunerate employees of the Company.

The total amount of remuneration paid to senior management and members of staff (including outsourced staff) of the Company whose actions have a material impact on the risk profile of the Company or falling within the remuneration bracket of senior management and risk takers during the Reference Period was EUR 301,311.36.
Please note that above figures are provided for overall services provided by the Company and they do not represent a breakdown at the level of the Fund.
Details of the remuneration policy of the Management Company, including a description of the key remuneration elements and an overview of how remuneration is determined, is available under www.ram-ai.com.

## 3 - Information concerning the transparency of securities financing transactions and of reuse of cash collateral (regulation EU 2015/2365, hereafter "SFTR")
During the reporting period, the following sub-funds of the SICAV engaged in transactions on TRS which are subject to the publication requirements of SFTR 2015/2365 concerning the transparency of securities.
|  | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES (in EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES (in USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES (in EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA (in USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES (in USD) | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Global data: assets used for TRS (sum of absolute unrealised results on TRS) in absolute terms as a percentage of net assets of the sub-funds Concentration data 10 largest collateral issuers for securities collateral received first gross volumes for open trades second gross volumes for open trades Top 10 counterparties of total return sw aps separately first gross volume of outstanding transactions second gross volume of outstanding transactions third gross volume of outstanding transactions Aggregate transaction data for TRS Type and quality of the collateral received securities collateral cash collateral Collateral classified according to their residual maturities less than 1 day from 1 day to 1 w eek (= 7 days) from 1 w eek to 1 month (= 30 days) from 1 month to 3 months from 3 months to 1 year (= 365 days) above 1 year open maturity Currencies of the collateral received |  |  |  |  |  |  |
| 1 365 870.89 | 142 328.27 | 27 197 452.25 | 947 276.16 | 454 079.67 | 322 115.57 |
| 0.53% | 0.49% | 5.26% | 6.55% | 3.00% | 0.95% |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 886 531.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
| - | - | - | Credit Suisse Securi Eu Ltd | - | - |
| - | - | - | 462 893.00 | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| Morgan Stanley & Co Intl Plc Total | Morgan Stanley & Co Intl Plc Total | Merrill Lynch Intl Total | Cred Suisse Securities EUR Ltd Total | UBS AG London Total | Morgan Stanley & Co Intl Plc Total |
| 446 698.39 | 139 981.19 | 629 781.11 | 0.00 | -42 435.62 | 874.93 |
|  |  |  |  |  |  |
| UBS AG London Total | - | UBS AG London Total | Morgan Stanley & Co Intl Plc Total | Morgan Stanley & Co Intl Plc Total | - |
| 172 834.72 | - | -2 324 849.03 | -44 831.03 | -278 734.13 | - |
|  |  |  |  |  |  |
| - | - | Morgan Stanley & Co Intl Plc Total | UBS AG London Total | - | - |
| - | - | -	4 573 389.47 | -121 097.15 | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 1 349 424.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 1 349 424.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
| EUR, USD | USD | EUR, USD | USD | USD | USD |

|  | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES (in EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES (in USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES (in EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA (in USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES (in USD) | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| TRS classified in accordance w ith the residual maturity (absolute amounts) less than 1 day from 1 day to 1 w eek (= 7 days) from 1 w eek to 1 month (= 30 days) from 1 month to 3 months from 3 months to 1 year (= 365 days) above 1 year open maturity Country (countries) in w hich the counterparties are established Type of settlement and clearing tri-party central counterparty bilateral Data on reuse of collateral received % foreseen in prospectus collateral received that is reused cash collateral reinvestment returns to the sub-funds Safekeeping of collateral received number of depositaries name of depositaries amounts of assets received as collateral Return and cost components for TRS Return component of the sub-funds in absolute terms as a percentage of gross revenue Cost component of the sub-funds Return component of the capital management company in absolute terms as a percentage of gross revenue Cost component of the capital management company Return component of third parties in absolute terms as a percentage of gross revenue Cost component of third parties |  |  |  |  |  |  |
| - | - | - | - | - | - |
| - | - | - | - | 33.51 | - |
| - | - | 62 760.58 | - | 2 859.85 | - |
| - | - | 11 518.49 | 267 452.58 | 214 942.61 | - |
| - | - | 4 069 528.04 | 267 697.56 | 73 462.15 | - |
| 1 365 870.89 | 142 328.27 | 23 053 645.14 | 412 126.02 | 162 781.55 | 322 115.57 |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
| GB | GB | GB | GB | GB | GB |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| 619 533.11 | 139 981.19 | -6 268 457.39 | -165 928.18 | -321 169.75 | 874.93 |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| investment in deposits, high quality government bonds, repurchase transactions and short-term money market UCITS | investment in deposits, high quality government bonds, repurchase transactions and short-term money market UCITS | investment in deposits, high quality government bonds, repurchase transactions and short-term money market UCITS | investment in deposits, high quality government bonds, repurchase transactions and short-term money market UCITS | investment in deposits, high quality government bonds, repurchase transactions and short-term money market UCITS | investment in deposits, high quality government bonds, repurchase transactions and short-term money market UCITS |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
| 1 | 1 | 1 | 2 | 1 | 1 |
| Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc, Credit Suisse Securi Eu Ltd | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 1 349 424.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| - | - | - | - | - | - |

Translation (ENFR, 2020-12-31):
# Répartition géographique
(par pays de résidence de l'émetteur) (en pourcentage de l'actif net)
| Etats-Unis d'Amérique | 47,67 % |
| --- | --- |
| Suisse | 5,23 % |
| Irlande | 5,13 % |
| Japon | 4,83 % |
| Pays-Bas | 4,39 % |
| Royaume-Uni | 3,40 % |
| Canada | 2,82 % |
| Allemagne | 2,77 % |
| Suède | 2,65 % |
| France | 2,51 % |
| Espagne | 2,50 % |
| Belgique | 2,48 % |
| Singapour | 1,96 % |
| Bermudes (Iles) | 1,88 % |
| Hong Kong | 1,44 % |
| Danemark | 1,33 % |
| Norvège | 1,31 % |
| Nouvelle-Zélande | 0,91 % |
| Italie | 0,80 % |
| Australie | 0,62 % |
| Finlande | 0,61 % |
| Total | 97,24 % |

| Actif |  |
| --- | --- |
| Avoirs bancaires | 	32.930,46  |
| Total de l'actif | 32.930,46 |
| Exigible |  |
| Frais à payer | 	32.930,46  |
| Total de l'exigible | 32.930,46 |
| Actif net à la fin de l'exercice | 0,00 |

| Revenus |  |
| --- | --- |
| Dividendes, nets | 42.493,19 |
| Intérêts bancaires | 1.330,53 |
| Autres commissions reçues | 652,25 |
| Autres revenus | 	22,88  |
| Total des revenus | 44.498,85 |
| Charges |  |
| Commission de gestion | 490,94 |
| Commission de dépositaire | 1.834,80 |
| Frais bancaires et autres commissions | 4.262,88 |
| Frais sur transactions | 102.707,71 |
| Frais d'administration centrale | 9.956,48 |
| Frais professionnels | 2,46 |
| Autres frais d'administration | 14.693,10 |
| Intérêts bancaires payés | 8,20 |
| Autres charges | 	51.226,56  |
| Total des charges | 185.183,13 |
| Pertes nettes des investissements | -140.684,28 |
| Bénéfice/(perte) net(te) réalisé(e) |  |
| - sur portefeuille-titres | 2.261.692,00 |
| - sur devises | 	-39.834,96  |
| Résultat réalisé | 2.081.172,76 |
| Variation nette de la plus-/(moins-) value non réalisée |  |
| - sur portefeuille-titres | 	-2.857.849,27  |
| Résultat des opérations | -776.676,51 |
| Emissions | - |
| Rachats | -33.192.447,89 |
| Total des variations de l'actif net | -33.969.124,40 |
| Total de l'actif net au début de l'exercice | 33.969.124,40 |
| Total de l'actif net à la fin de l'exercice | 0,00 |

| Total de l'actif net | Devise | 31.12.2018 | 31.12.2019 | 31.12.2020 |
| --- | --- | --- | --- | --- |
|  | USD | 43.460.473,43 | 33.969.124,40 | 0,00 |

| VNI par classe d'action | Devise | 31.12.2018 | 31.12.2019 | 31.12.2020 |  |  |
| --- | --- | --- | --- | --- | --- | --- |
| BP | USD | 88,56 | 100,13 | 97,60 | * | 12/02/2020 |
| LP | EUR | 97,67 | 112,42 | 115,07 | * | 12/02/2020 |
| IP | USD | 92,40 | 105,42 | 102,86 | * | 12/02/2020 |
| IP (CHF) | CHF | 100,47 | 112,43 | 110,69 | * | 12/02/2020 |
| IP (EUR) | EUR | 93,28 | 108,23 | 108,81 | * | 12/02/2020 |
| R | USD | 96,16 | 111,14 | 108,60 | * | 12/02/2020 |

(*) Valeur nette d'inventaire utilisée pour le rachat final.
| Nombre d'actions | en circulation au début de l'exercice | émises | remboursées | en circulation à la fin de l'exercice |
| --- | --- | --- | --- | --- |
| BP | 1.839,000 | - | -1.839,000 | - |
| LP | 1.000,759 | - | -1.000,759 | - |
| IP | 10,000 | - | -10,000 | - |
| IP (CHF) | 865,000 | - | -865,000 | - |
| IP (EUR) | 532,000 | - | -532,000 | - |
| R | 301.340,749 | - | -301.340,749 | - |


## Note 1 - Informations générales
RAM (LUX) SYSTEMATIC FUNDS (la "SICAV") est une Société d'Investissement à Capital Variable (SICAV) à compartiments multiples de droit luxembourgeois constituée le 19 décembre 2002 pour une durée illimitée selon la loi modifiée du 10 août 1915, ses lois modificatives relatives aux sociétés commerciales, la loi relative aux Organismes de Placement Collectif et conformément à la directive européenne 2009/65/CE telle que modifiée. La SICAV est soumise à la Partie I de la loi du 17 décembre 2010 dans sa version actuellement en vigueur relative aux Organismes de Placement Collectif (la ‟Loi de 2010‟).
Les compartiments suivants sont des compartiments « non-lancés » suivant la circulaire CSSF 12/540 concernant, notamment, les compartiments des OPC qui ont été agréés par la CSSF, mais n’ayant pas émis de parts dans une brève échéance suivant leur agrément. Les compartiments n’émettent pour l’instant pas d’actions et sont donc fermés aux demandes de souscription :
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT STABLE CLIMATE EQUITIES (anciennement RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT SUSTAINABLE EQUITIES). RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE EMERGING MARKETS EQUITIES RAM (LUX) SYSTEMATIC FUNDS - CLEAR WATER EQUITIES
RAM (LUX) SYSTEMATIC FUNDS - SUSTAINABLE GLOBAL EQUITIES
A des fins exclusives de facilité de traitement administratif lors de la commercialisation des classes d’actions, celles-ci sont groupées par catégorie: les clusters de classes d’actions. Ces catégories, ci- après les ʺClustersʺ, sont les suivants: Retail 1, Retail 2, Retail 3, Retail 4, Retail 5, Instit 1, Instit 2 et RAM.
Classes d’actions appartenant au Cluster Retail 1:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| B | B |  |
| B P | BP |  |
| B (SEK) | B (SEK) |  |
| B H  (SEK) | BH (SEK) | Hedged |
| C H | CH | Hedged |
| C PH | CPH | Hedged |
| D H | DH | Hedged |
| E | E |  |
| E H | EH | Hedged |
| H | H |  |
| J | J |  |
| J P | JP |  |
| L | L |  |
| L P | LP |  |
| L DP | LDP |  |
| N P | NP |  |

Classes d’actions appartenant au Cluster Retail 2:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| F | F |  |
| F P | FP |  |
| F (SEK) | F (SEK) |  |
| F P  (SEK) | FP (SEK) |  |
| G H | GH | Hedged |
| O | O |  |
| O P | OP |  |

| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| P | P |  |
| P H | PH | Hedged |
| P P | PP |  |

Classes d’actions appartenant au Cluster Retail 3:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| U | U |  |
| U P | UP |  |
| U (CHF) | U (CHF) |  |
| U P  (CHF) | UP (CHF) |  |
| U (EUR) | U (EUR) |  |
| U P  (EUR) | UP (EUR) |  |
| U P  (GBP) | UP (GBP) |  |
| U H  (GBP) | UH (GBP) | Hedged |
| U PH  (USD) | UPH (USD) | Hedged |

Classes d’actions appartenant au Cluster Retail 4:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| X | X |  |
| X (EUR) | X (EUR) |  |
| X H  (EUR) | XH (EUR) | Hedged |

Classes d’actions appartenant au Cluster Retail 5:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| XN | XN |  |
| XN (EUR) | XN (EUR) |  |
| XN H  (EUR) | XNH (EUR) | Hedged |

Classes d’actions appartenant au Cluster Instit 1:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| PI | PI |  |
| PI (EUR) | PI (EUR) |  |
| PI H  (CHF) | PIH (CHF) | Hedged |
| PI H  (EUR) | PIH (EUR) | Hedged |
| PI H  (USD) | PIH (USD) | Hedged |

Classes d’actions appartenant au Cluster Instit 2:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| I | I |  |
| I P | IP |  |
| I H  (CHF) | IH (CHF) | Hedged |
| I PH  (CHF) | IPH (CHF) | Hedged |
| I P  (CHF) | IP (CHF) |  |
| I H  (EUR) | IH (EUR) | Hedged |
| I P  (EUR) | IP (EUR) |  |
| I PH  (EUR) | IPH (EUR) | Hedged |
| I P  (GBP) | IP (GBP) |  |
| I (SEK) | I (SEK) |  |
| I H  (SEK) | IH (SEK) | Hedged |
| I PH  (SEK) | IPH (SEK) | Hedged |

| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| I H  (USD) | IH (USD) | Hedged |
| I PH  (USD) | IPH (USD) | Hedged |

Classes d’actions appartenant au Cluster RAM:
| Nom de la classe d’actions | Dénommées ci-après | Hedged |
| --- | --- | --- |
| R | R |  |
| RAM | RAM |  |
| RAM C | RAMC |  |
| RAM CH | RAMCH | Hedged |
| RAMI EH | RAMIEH | Hedged |
| MB | MB |  |
| MB (EUR) | MB (EUR) |  |
| MB H  (EUR) | MBH (EUR) | Hedged |
| MB P | MBP |  |

Toutes les classes d'actions émises sont des classes d’action de capitalisation sauf la classe d’actions LDP.
Le Prospectus de la SICAV, comprenant les statuts et les fiches signalétiques de chacun des compartiments, les informations clés pour l'investisseur ("Informations Clés"), les rapports annuels et semestriels sont disponibles gratuitement:
- au siège social de la SICAV et au siège social de la Société de Gestion,
- au siège du représentant et distributeur en Suisse, RAM Active Investments S.A., Genève,
- auprès du service de paiement en Suisse, CACEIS BANK, Paris, succursale de Nyon / Suisse.
- auprès de l’agent payeur et d’information en Allemagne, MARCARD, STEIN & CO AG, Hambourg,
	- auprès de l’agent payeur et d’information en Autriche, ERSTE BANK DER ÖSTERREICHISCHEN SPARKASSEN AG, Vienne.
	- auprès de l’agent payeur et d’information en France, CREDIT INDUSTRIEL ET COMMERCIAL (CIC), 6, Avenue de Provence, F-75009 PARIS.


La procédure de traitement des réclamations telle que prévue par le règlement CSSF relatif à la résolution extrajudiciaire des réclamations est disponible sur simple demande au siège social de la SICAV.

## Note 2 - Principales méthodes comptables
- Présentation des états financiersLes états financiers de la SICAV sont établis conformément aux prescriptions légales et réglementaires en vigueur au Luxembourg relatives aux Organismes de Placement Collectif et aux principales méthodes comptables généralement admises au Luxembourg. Les états financiers de la SICAV ont été préparés selon le principe de la continuité d’exploitation.
- 
## Evaluation des actifs

La valeur des espèces en caisse ou en dépôt, des effets et des billets payables à vue et des comptes à recevoir, des dépenses payées d'avance, des dividendes et intérêts annoncés ou venus à échéance et non encore touchés est constituée par la valeur nominale de ces avoirs, sauf toutefois s'il s'avère improbable que cette valeur puisse être encaissée; dans ce dernier cas, la valeur est déterminée en retranchant un tel montant que la SICAV estimera adéquat en vue de refléter la valeur réelle de ces avoirs.
La valeur de toutes valeurs mobilières, instruments du marché monétaire et instruments financiers dérivés qui sont cotés sur une bourse ou négociés sur tout autre marché réglementé, qui fonctionne de manière régulière, est reconnu et ouvert au public est déterminée suivant leur dernier cours disponible.
Dans le cas où des investissements de la SICAV sont cotés en bourse ou négociés sur un autre marché réglementé, qui fonctionne de manière régulière, est reconnu et ouvert au public et négociés par des teneurs de marché en dehors du marché boursier sur lequel les investissements sont cotés ou du marché sur lequel ils sont négociés, le Conseil d’Administration pourra déterminer le marché principal pour les investissements en question qui seront dès lors évalués au dernier cours disponible sur ce marché.
Les instruments financiers dérivés qui ne sont pas cotés sur une bourse officielle ou négociés sur tout autre marché réglementé, qui fonctionne de manière régulière et est reconnu et ouvert au public, seront évalués en conformité avec la pratique de marché, telle qu’elle pourra être décrite plus en détail dans le Prospectus.
Les liquidités et instruments du marché monétaire peuvent être évalués à leur valeur nominale majorée d’un taux d’intérêt ou sur la base du coût amorti. Tous les autres actifs peuvent, dès lors que cette méthode est praticable, être valorisés sur cette même base.
La valeur des titres représentatifs de tout Organisme de Placement Collectif est déterminée suivant la dernière Valeur Nette d’Inventaire (‟VNI‟) officielle par part ou suivant la dernière Valeur Nette d’Inventaire estimative si cette dernière est plus récente que la Valeur Nette d’Inventaire officielle, à condition que la SICAV ait l’assurance que la méthode d’évaluation utilisée pour cette estimation est cohérente avec celle utilisée pour le calcul de la Valeur Nette d’Inventaire officielle.
La valeur des certificats détenus par le compartiment RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA au 31 décembre 2020 est déterminée suivant la dernière Valeur Nette d’Inventaire (‟VNI‟) officielle par part du fonds RAM (CAYMAN) SYSTEMATIC DIVALPHA LIMITED.
Dans la mesure où :
- les valeurs mobilières, instruments du marché monétaire et/ou instruments financiers dérivés en portefeuille au Jour d’Evaluation ne sont cotées ou négociées ni à une bourse, ni sur un autre marché réglementé, en fonctionnement régulier, reconnu et ouvert au public ou,
- pour des valeurs mobilières, instruments du marché monétaire et/ou instruments financiers dérivés cotés et négociés en bourse ou à un tel autre marché mais pour lesquels le prix déterminé n’est pas, de l’avis du Conseil d’Administration, représentatif de la valeur réelle de ces valeurs mobilières, instruments du marché monétaire et/ou instruments financiers dérivés ou,
- pour des instruments financiers dérivés traités de gré à gré et/ou de titres représentatifs d’organismes de placement collectif, le prix déterminé n’est pas de l’avis du Conseil d’Administration, représentatif de la valeur réelle de ces instruments financiers dérivés ou titres représentatifs d’organismes de placement collectif,le Conseil d’Administration estime la valeur probable de réalisation avec prudence et bonne foi.
- 
## Coût d'acquisition des titres en portefeuille

Le coût d’acquisition des titres de chaque compartiment libellés en devises autres que la devise de référence du compartiment est converti dans cette devise au cours de change en vigueur au jour de l’achat.
- 
## Bénéfice/(perte) net(te) réalisé(e) sur portefeuille-titres

Les bénéfices et pertes réalisés sur portefeuille-titres sont calculés sur base du coût moyen d’acquisition et sont présentés nets sous l’état des opérations et des autres variations de l’actif net.
- 
## Revenus sur portefeuille-titres

Les dividendes sont présentés à la date de détachement ("ex-date"), nets de retenue à la source éventuelle.
Les revenus d’intérêts courus et échus sont enregistrés, nets de retenue à la source éventuelle.
- 
## Evaluation des contrats de change à terme

Les contrats de change à terme ouverts sont évalués aux cours de change à terme pour la période restante à partir de la date d’évaluation jusqu'à l’échéance des contrats. Les plus- ou moins-values nettes non réalisées des contrats ouverts sont présentées dans l’état du patrimoine. Les plus- ou moins- values nettes réalisées et la variation nette des plus- ou moins-values non réalisées sont présentées dans l’état des opérations et des autres variations de l’actif net.
- 
## Evaluation des contrats de futures

Les contrats de futures ouverts sont évalués à leur dernier cours de règlement ("settlement price") ou cours de clôture aux bourses de valeurs ou marchés règlementés. Les plus- ou moins-values nettes non réalisées des contrats ouverts sont présentées dans l’état du patrimoine. Les plus- ou moins-values nettes réalisées et la variation nette des plus- ou moins-values non réalisées sont présentées dans l’état des opérations et des autres variations de l’actif net.
- 
## Evaluation des contrats de swaps

Les contrats de swap sont enregistrés en hors-bilan et sont évalués sur base des prix du marché recalculés en utilisant les éléments classiques de "pricing" à savoir la valeur, la volatilité du sous-jacent, les taux d’intérêts et la valeur résiduelle du swap. Les plus- ou moins-values nettes non réalisées des contrats ouverts sont présentées dans l’état du patrimoine. Les plus- ou moins-values nettes réalisées et la variation nette des plus- ou moins-values non réalisées sont présentées dans l’état des opérations et des autres variations de l’actif net.
- 
## Frais de constitution

Les frais de constitution sont amortis linéairement sur les cinq premières années. Si le lancement d'un compartiment intervient après la date de lancement de la SICAV, les frais de constitution en relation avec le lancement du nouveau compartiment seront imputés à ce seul compartiment et pourront être amortis sur une période maximale de cinq ans à partir de la date de lancement de ce compartiment.
- 
## Conversion des devises étrangères

Les avoirs bancaires, les autres actifs nets ainsi que la valeur d’évaluation des titres en portefeuille exprimés en d’autres devises que la devise de référence du compartiment sont convertis dans cette devise aux cours de change en vigueur à la date des états financiers. Les revenus et charges exprimés en d’autres devises que la devise de référence du compartiment sont convertis dans cette devise aux cours de change en vigueur à la date d’opération. Les bénéfices ou pertes net(te)s sur devises sont présentés dans l'état des opérations et des autres variations de l’actif net.
- 
## Autres avoirs liquides

La rubrique ʺAutres avoirs liquides" dans l'état du patrimoine est principalement composée des comptes de trésorerie détenus par les contreparties des produits dérivés.
- 
## Dettes bancaires et Autres dettes à vue

La rubrique ʺDettes bancaires" dans l'état du patrimoine est principalement composée des comptes de trésorerie débiteurs détenus par les banques.
La rubrique ʺAutres dettes à vue" dans l'état du patrimoine est principalement composée des comptes de trésorerie débiteurs détenus par les contreparties des produits dérivés.
- 
## Etats financiers globalisés

Les états financiers globalisés de la SICAV sont établis en EUR et sont égaux à la somme des rubriques correspondantes dans les états financiers de chaque compartiment converties dans cette devise aux cours de change en vigueur à la date des états financiers.
A la date des états financiers, le cours de change utilisé pour la globalisation est le suivant :
| 1 | EUR | = | 1,2236000 | USD | Dollar américain |
| --- | --- | --- | --- | --- | --- |

- 
## Ecart de réévaluation

La rubrique "Ecart de réévaluationʺ dans l’état globalisé des opérations et des autres variations de l’actif net représente la différence d’évaluation des actifs nets des compartiments en début de période avec le cours de change applicable à la date des états financiers.
- 
## Frais sur transactions

Les coûts de transaction, qui sont présentés sous la rubrique ‟Frais sur transactions‟ dans les charges de l’état des opérations et des autres variations de l’actif net, sont principalement composés des frais de courtage supportés par la SICAV et des frais de transactions payés au dépositaire ainsi que des frais en relation avec les transactions sur instruments financiers et dérivés.

## Note 3 - Commission de gestion
Le Conseil d’Administration de la SICAV a nommé RAM Active Investments (Europe) S.A. en tant que Société de Gestion de la SICAV pour lui rendre des services de gestion, d’administration et de commercialisation.
Le Gestionnaire perçoit trimestriellement une commission de gestion, hors frais de commercialisation, à hauteur indiquée ci-dessous, calculée sur base de l'actif net moyen de la classe d’actions respective de chaque compartiment au cours du trimestre en question et payable dans le mois suivant la fin du trimestre :
| Taux effectif en % par an (par classe d’actions) | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |
| --- | --- | --- | --- | --- | --- |
| Classes d’actions appartenant au Cluster RETAIL 1 |
| B | 1,20 | 1,20 | - | 1,20 | - |

| Taux effectif en % par an (par classe d’actions) | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |
| --- | --- | --- | --- | --- | --- |

| BP | 1,20 | - | 1,20 | 1,20 | 1,20 |
| --- | --- | --- | --- | --- | --- |
| B (SEK) | - | - | - | 1,20 | - |
| BH (SEK) | - | - | - | - | - |
| CH | 1,20 | - | - | - | - |
| CPH | - | 1,20 | - | - | - |
| DH | 1,40 | - | - | - | - |
| EH | - | 1,20 | - | - | - |
| H | 1,40 | - | - | - | - |
| J | - | - | - | 1,20 | - |
| JP | - | - | - | 1,20 | - |
| L | - | - | - | 1,20 | - |
| LP | - | - | 1,20 | 1,20 | 1,20 |
| LDP | - | - | 1,20 | - | - |
| NP | - | - | 1,20 | - | - |
| Classes d’actions appartenant au Cluster RETAIL 2 |
| F | 1,60 | 1,60 | - | 1,60 | - |
| FP | 1,60 | - | - | 1,60 | - |
| F (SEK) | - | - | - | 1,60 | - |
| FP (SEK) | - | - | - | 1,60 | - |
| GH | - | 1,60 | - | - | - |
| O | - | - | - | 1,60 | - |
| OP | - | - | - | 1,60 | - |
| P | - | - | - | 1,60 | - |
| PH | 1,60 | 1,60 | - | - | - |
| PP | - | - | - | 1,60 | - |
| Classes d’actions appartenant au Cluster RETAIL 3 |
| U | 0,88 | - | - | 0,88 | - |
| UP | 0,88 | - | - | 0,88 | - |
| U (CHF) | - | - | - | 0,88 | - |
| UP (CHF) | - | - | - | 0,88 | - |
| U (EUR) | - | - | - | 0,88 | - |
| UP (EUR) | - | - | - | 0,88 | - |
| UP (GBP) | - | - | - | 0,88 | - |
| UH (GBP) | - | - | - | - | - |
| UPH (USD) | - | - | - | - | - |
| Classes d’actions appartenant au Cluster RETAIL 4 |
| X | 1,76 | - | - | - | - |
| X (EUR) | - | - | 1,76 | 1,76 | - |
| XH (EUR) | - | - | - | - | - |
| Classes d’actions appartenant au Cluster RETAIL 5 |
| XN | 1,92 | - | - | - | - |
| XN (EUR) | - | - | 1,92 | 1,92 | - |
| XNH (EUR) | - | - | - | - | - |
| Classes d’actions appartenant au Cluster INSTIT 1 |
| PI | 0,64 | 0,48 | - | 0,64 | - |
| PI (EUR) | - | - | - | 0,64 | - |
| PIH (CHF) | - | - | - | - | - |

| Taux effectif en % par an (par classe d’actions) | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |
| --- | --- | --- | --- | --- | --- |

PIH (EUR)	-	-	-	-	-
PIH (USD)	-	-	-	-	-
Classes d’actions appartenant au Cluster INSTIT 2
| I | 0,80 | 0,80 | - | 0,80 | - |
| --- | --- | --- | --- | --- | --- |
| IP | 0,80 | 0,80 | 0,60 | 0,80 | 0,60 |
| IH (CHF) | - | - | - | - | - |
| IPH (CHF) | - | - | - | - | - |
| IP (CHF) | - | - | - | 0,80 | 0,60 |
| IH (EUR) | - | - | - | - | - |
| IP (EUR) | - | - | 0,60 | 0,80 | 0,60 |
| IPH (EUR) | - | 0,80 | - | - | - |
| IP (GBP) | - | - | 0,60 | 0,80 | - |
| I (SEK) | - | - | - | 0,80 | - |
| IH (SEK) | - | - | - | - | - |
| IPH (SEK) | 0,80 | - | - | - | - |
| IH (USD) | - | - | - | - | - |
| IPH (USD) | 0,80 | - | - | - | - |

Classes d’actions appartenant au Cluster RAM
| R | 0,00 | 0,00 | 0,00 | 0,00 | 0,00 |
| --- | --- | --- | --- | --- | --- |
| RAM | 0,00 | 0,00 | - | 0,00 | - |
| RAMC | - | - | 0,00 | 0,00 | - |
| RAMCH | 0,00 | 0,00 | - | - | - |
| MB | - | - | - | - | - |
| MBH (EUR) | - | - | - | - | - |
| MBP | 0,68 | - | - | - | - |

| Taux effectif en % par an (par classe d’actions) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE                       ALPHA	 | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA | RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES |
| --- | --- | --- | --- | --- | --- | --- |
| Classes d’actions appartenant au Cluster RETAIL 1 |
| B | 1,60 | 1,60 | 1,60 | - | 1,36 | 1,12 |
| BP | - | - | - | 1,20 | - | - |
| B (SEK) | - | - | - | - | - | - |
| BH (SEK) | 1,60 | - | - | - | - | - |
| CH | 1,60 | 1,60 | 1,60 | - | - | - |
| CPH | - | - | - | 1,20 | - | - |
| DH | 1,60 | - | - | - | - | - |
| E | - | - | - | - | - | 1,12 |
| EH | - | 1,60 | 1,60 | - | 1,36 | - |
| H | - | - | - | - | - | - |
| J | - | - | - | - | - | - |
| JP | - | - | - | - | - | - |
| L | - | - | - | - | - | - |
| LP | - | - | - | - | - | - |
| LDP | - | - | - | - | - | - |
| NP | - | - | - | - | - | - |
|  |  |  |  |  |  | - |

| Taux effectif | RAM (LUX) | RAM (LUX) | RAM (LUX) | RAM (LUX) | RAM (LUX) | RAM (LUX) |
| --- | --- | --- | --- | --- | --- | --- |
| en % par an | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC | SYSTEMATIC |
| (par classe | FUNDS - | FUNDS - | FUNDS - | FUNDS - | FUNDS - | FUNDS - STABLE |
| d’actions) | LONG/SHORT | GLOBAL | LONG/SHORT | GLOBAL MULTI- | DIVERSIFIED | CLIMATE |
|  | EUROPEAN EQUITIES | EQUITIES SUSTAINABLE | GLOBAL EQUITIES | ASSET FUND | ALPHA | GLOBAL EQUITIES |

	ALPHA	
Classes d’actions appartenant au Cluster RETAIL 2
F	-	-	-	-	-	-
FP	-	-	-	-	-	-
F (SEK)	-	-	-	-	-	-
FP (SEK)	-	-	-	-	-	-
GH	-	-	-	-	-	-
O	-	-	-	-	-	-
OP	-	-	-	-	-	-
P	-	-	-	-	-	-
PH	-	-	-	-	-	-
PP	-	-	-	-	-	-
-	-
Classes d’actions appartenant au Cluster RETAIL 3
| U UP | 1,28 - | 1,28 - | 1,28 - | - 0,68 | -	0,72 -	- |
| --- | --- | --- | --- | --- | --- |
| U (CHF) | - | - | - | - | -	- |
| UP (CHF) | - | - | - | - | -	- |
| U (EUR) | - | - | - | - | -	- |
| UP (EUR) | - | - | - | - | -	- |
| UP (GBP) | - | - | - | - | -	- |
| UH (GBP) | 1,28 | 1,28 | - | - | -	- |
| UPH (USD) | - | - | - | 0,68 | -	- |
| Classes d’actions appartenant au Cluster RETAIL 4 |
| X | 1,60 | 1,60 | 1,60 | 1,60 | - | - |
| X (EUR) | - | - | - | - | - | 1,60 |
| XH (EUR) | - | 1,60 | 1,60 | - | 1,60 | - |
|  |  |  |  |  |  | - |
| Classes d’actions appartenant au Cluster RETAIL 5 |
| XN | 1,76 | 1,76 | 1,76 | 1,76 | - | - |
| XN (EUR) | - | - | - | - | - | 1,76 |
| XNH (EUR) | - | 1,76 | 1,76 | - | 1,76 | - |
| Classes d’actions appartenant au Cluster INSTIT 1 |
| PI | 0,96 | -	0,80 | -	0,68 | 0,60 |
| PI (EUR) | - | -	- | -	- | 0,60 |
| PIH (CHF) | 0,96 | -	- | -	- | - |
| PIH (EUR) | - | -	0,80 | -	0,68 | - |
| PIH (USD) | 0,96 | -	- | -	- | - |
| Classes d’actions appartenant au Cluster INSTIT 2 |
| I | 1,20 | 1,20 | - | - | - | - |
| IP | - | - | - | 0,60 | - | - |
| IH (CHF) | 1,20 | 1,20 | 1,20 | - | - | - |
| IPH (CHF) | - | - | - | 0,60 | - | - |
| IP (CHF) | - | - | - | - | - | - |
| IH (EUR) | - | 1,20 | - | - | 0,80 | - |
| IP (EUR) | - | - | - | - | - | - |
| IPH (EUR) | - | - | - | - | - | - |
| IP (GBP) | - | - | - | - | - | - |
| I (SEK) | - | - | - | - | - | - |

| Taux effectif en % par an (par classe d’actions) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE                       ALPHA	 | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA | RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES |
| --- | --- | --- | --- | --- | --- | --- |
| IH (SEK) | 1,20 | - | - | - | - | - |
| IPH (SEK) | - | - | - | - | - | - |
| IH (USD) | 1,20 | - | - | - | - | - |
| IPH (USD) | - | - | - | 0,60 | - | - |
| Classes d’actions appartenant au Cluster RAM |
| R | 0,00 | - | 0,00 | 0,00 | 0,00 | 0,00 |
| RAM | 0,00 | 0,00 | 0,00 | - | - | 0,00 |
| RAMC | - | - | - | - | - | - |
| RAMCH | 0,00 | 0,00 | 0,00 | 0,00 | - | - |
| RAMIEH | - | - | - | - | 0,00 | - |
| MB | 1,28 | - | - | - | - | - |
| MB (EUR) | - | - | - | - | - | 0,72 |
| MBH (EUR) | - | 1,28 | - | - | - | - |
| MBP | - | - | - | - | - | - |

La commission de gestion est présentée sous la rubrique ʺCommission de gestionʺ dans les charges de l’état des opérations et des autres variations de l’actif net.

## Note 4 - Commission de performance ("commission de Sur-performance")*
RAM Active Investments S.A. reçoit la totalité de la commission de performance.
Pour les classes d’actions calculant une commission de performance, celle-ci inclus le principe de cristallisation des rachats et des ajustements sur les souscriptions afin de limiter les biais dans le calcul des commissions de performance.
La performance des compartiments équivaut pour chaque classe d’actions considérée à la différence entre la VNI par action à la fin du trimestre en cours ("VNI Finale") et celle à la fin du trimestre précédent ("VNI Initiale") exprimée en % (la "performance"). Pour le premier trimestre d’application de cette commission de performance, la VNI Initiale est égale au prix de souscription initiale de la classe d’actions considérée.
La commission de performance est provisionnée lors de chaque Valeur Nette d’Inventaire et est payable à la fin de chaque trimestre, calculée comme suit:
Selon le compartiment, l’Indice de Référence MSCI pour les classes d’actions citées ci-dessous est le suivant:
| Nom du compartiment | Indice de Référence |
| --- | --- |
| RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES | MSCI Daily Net TR Europe Euro |
| RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES | MSCI USA Net Total Return Index (MSCI Daily TR Net North America jusqu’au 16 novembre 2020) |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES | MSCI World High Dividend Yield Net Index |
| RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES | MSCI Daily TR Net Emerging Markets |
| RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES | MSCI Daily TR Net Emerging Markets |

* voir note 16

## Pour RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
Pour les classes d’actions B, CH, DH, H, F, PH, I et U:
Pour chaque trimestre durant lequel la performance du compartiment excède le taux de rendement minimum ("hurdle rate") à réaliser sur une base pro rata temporis, (la "Sur-performance"), une commission de 15 % de la Sur-performance réalisée est due dans l’hypothèse où (1) la performance excède le ʺhurdle rateʺ calculé sur une base pro rata temporis, et (2) la VNI Finale par action est supérieure à la VNI Finale par action historique la plus élevée (Principe "High Watermark"); dans ce cas, la commission de Sur-performance est appliquée à la différence entre la VNI Finale par action et celle du High Watermark.
A partir du 2 janvier 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour les classes d’actions BP, FP, IP, IPH (SEK), IPH (USD), UP:
Pour chaque trimestre durant lequel la performance de la classe d’actions excède la performance de l’indice MSCI neutralisé de l’effet de change éventuel par rapport à la devise de la classe d’actions concernée (l’ʺIndice de Référence") exprimée en pourcentage (la "Sur-performance"), une commission de 15 % de la Sur-performance calculée sur les actifs nets du jour avant déduction de la commission de performance, est due dans l’hypothèse où (1) la performance de la classe d’actions excède la performance de l’Indice de Référence sur le trimestre, et (2) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur-performance trimestrielle historique la plus élevée (Principe "High Watermark"). De cette façon, en cas de performance négative mais de Sur-performance par rapport à l’Indice de Référence, une commission de performance est due.
A partir du 30 septembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour la classe d’actions MBP et PI (anciennement PIP):
Pour chaque trimestre durant lequel la performance de la classe d’actions excède la performance de l’indice MSCI neutralisé de l’effet de change éventuel par rapport à la devise de la classe d’actions concernée (l’ʺIndice de Référence") exprimée en pourcentage (la "Sur-performance"), une commission de 10 % de la Surperformance calculée sur les actifs nets du jour avant déduction de la commission de performance est due dans l’hypothèse où (1) la performance de la classe d’actions excède la performance de l’Indice de Référence sur le trimestre, et (2) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur-performance trimestrielle historique la plus élevée (Principe "High Watermark"). De cette façon, en cas de performance négative mais de Sur-performance par rapport à l’Indice de Référence, une commission de performance est due.
A partir du 1 mars 2019 le gestionnaire RAM Active Investments S.A. a renoncé, dans l’intérêt des actionnaires, à la commission de performance sur les classes d’actions PI (anciennement PIP), ceci en vue d’une possible adaptation commerciale de la gamme de classes d’actions offertes et jusqu’à modification de la commission de performance au travers de la mise-à-jour du prospectus.
A partir du 30 septembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions MBP.
Pour les classes d’actions X, XN, R, RAM et RAMCH aucune commission de performance n’est appliquée.
A partir du 31 décembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur toutes les classes d'actions.
Les montants provisionnés au titre de la commission de performance seront considérés comme acquis au Gestionnaire à la date d’effet de la suppression.
RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES
Pour les classes d’actions B, EH, GH, F, I ; PH:
Pour chaque trimestre durant lequel la performance du compartiment excède le taux de rendement minimum ("hurdle rate") à réaliser sur une base pro rata temporis, (la "Sur-performance"), une commission de 10 % de la Sur-performance réalisée est due dans l’hypothèse où (1) la performance excède le hurdle rate calculé sur une base pro rata temporis, et (2) la VNI Finale par action est supérieure à la VNI Finale par action historique la plus élevée (Principe "High Watermark"); dans ce cas, la commission de Sur-performance est appliquée à la différence entre la VNI Finale par action et celle du High Watermark.
A partir du 2 Janvier 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour les classes d’actions CPH, IP, IPH (EUR):
Pour chaque trimestre durant lequel la performance de la classe d’actions excède la performance de l’indice MSCI neutralisé de l’effet de change éventuel par rapport à la devise de la classe d’actions concernée (l’ʺIndice de Référence") exprimée en pourcentage (la "Sur-performance"), une commission de 10 % de la Sur-performance calculée sur les actifs nets du jour avant déduction de la commission de performance, est due dans l’hypothèse où (1) la performance de la classe d’actions excède la performance de l’Indice de Référence sur le trimestre, et (2) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur-performance trimestrielle historique la plus élevée (Principe "High Watermark"). De cette façon, en cas de performance négative mais de Sur-performance par rapport à l’Indice de Référence, une commission de performance est due.
A partir du 30 septembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour les classes d’actions PI, R, RAM et RAMCH aucune commission de performance n’est appliquée.
A partir du 31 décembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur toutes les classes d'actions.
Les montants provisionnés au titre de la commission de performance seront considérés comme acquis au Gestionnaire à la date d’effet de la suppression.
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES
Pour les classes d’actions BP, LP,LDP, NP, IP, IP (EUR), IP (GBP):
Pour chaque trimestre durant lequel la performance de la classe d’actions excède la performance de l’indice MSCI neutralisé de l’effet de change éventuel par rapport à la devise de la classe d’actions concernée (l’ʺIndice de Référence") exprimée en pourcentage (la "Sur-performance"), une commission de 10 % de la Sur-performance calculée sur les actifs nets du jour avant déduction de la commission de performance, est due dans l’hypothèse où (1) la performance de la classe d’actions excède la performance de l’Indice de Référence sur le trimestre, et (2) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur-performance trimestrielle historique la plus élevée (Principe "High
Watermark"). De cette façon, en cas de performance négative mais de Sur-performance par rapport à l’Indice de Référence, une commission de performance est due.
A partir du 30 septembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour la classe d’actions X (EUR), XN (EUR), R et RAMC aucune commission de performance n’est appliquée.
A partir du 31 décembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur toutes les classes d'actions.
Les montants provisionnés au titre de la commission de performance seront considérés comme acquis au Gestionnaire à la date d’effet de la suppression.
RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES
Pour les classes d’actions B, B (SEK), J, L, F, F (SEK), O, P, I, I (SEK), U, U (CHF), U (EUR):
Pour chaque trimestre durant lequel la performance du compartiment excède le taux de rendement minimum ("hurdle rate"), une commission de 15 % de la Sur-performance réalisée est due dans l’hypothèse où (1) la performance excède le hurdle rate calculé sur une base pro rata temporis, et (2) la VNI Finale par action est supérieure à la VNI Finale par action historique la plus élevée (Principe "High Watermark"); dans ce cas, la commission de Sur-performance est appliquée à la différence entre la VNI Finale par action et celle du High Watermark.
A partir du 2 Janvier 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour les classes d’actions BP, JP, LP, FP, FP (SEK), OP, PP, IP, IP (CHF), IP (EUR), IP (GBP), UP,UP (CHF), UP (EUR), UP (GBP) :
Pour chaque trimestre durant lequel la performance de la classe d’actions excède la performance de l’indice MSCI neutralisé de l’effet de change éventuel par rapport à la devise de la classe d’actions concernée (l’ʺIndice de Référence") exprimée en pourcentage (la "Sur-performance"), une commission de 15 % de la Surperformance calculée sur les actifs nets du jour avant déduction de la commission de performance est due dans l’hypothèse où (1) la performance de la classe d’actions excède la performance de l’Indice de Référence sur le trimestre, et (2) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur-performance trimestrielle historique la plus élevée (Principe "High Watermark"). De cette façon, en cas de performance négative mais de Sur-performance par rapport à l’Indice de Référence, une commission de performance est due.
A partir du 30 septembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur les classes d'actions mentionnées ci- dessus.
Pour les classes d’actions PI , PI (EUR), X (EUR), XN (EUR), R, RAM et RAMC aucune commission de performance n’est appliquée.
A partir du 31 décembre 2020 le Conseil d’Administration de la SICAV a décidé, en collaboration avec le Gestionnaire, de renoncer à la commission de performance sur toutes les classes d'actions.
Les montants provisionnés au titre de la commission de performance seront considérés comme acquis au Gestionnaire à la date d’effet de la suppression.
RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES
Pour les classes d’actions BP, IP (CHF),LP, IP (EUR), IP:
Pour chaque trimestre durant lequel la performance de la classe d’actions excède la performance de l’indice MSCI neutralisé de l’effet de change éventuel par rapport à la devise de la classe d’actions concernée (l’ʺIndice de Référence") exprimée en pourcentage (la "Sur-performance"), une commission de 10 % de la Surperformance calculée sur les actifs nets du jour avant déduction de la commission de performance est due dans l’hypothèse où (1) la performance de la classe d’actions excède la performance de l’Indice de Référence sur le trimestre, et (2) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur-performance trimestrielle historique la plus élevée (Principe "High Watermark"). De cette façon, en cas de performance négative mais de Sur-performance par rapport à l’Indice de Référence, une commission de performance est due.
Pour la classe d’actions R aucune commission de performance n’est appliquée.
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
Pour les classes d’actions B, CH, DH, BH (SEK), I, IH (CHF), IH (SEK), IH (USD), MB, U, UH (GBP):
Pour chaque trimestre durant lequel la performance du compartiment est positive, une commission de 20 % de la performance réalisée est due dans le cas où (1) la performance est positive sur le trimestre et si (2) la VNI finale est supérieure à la VNI où la dernière commission de performance aura été prélevée ("High Watermark").
Pour les classes d’actions X, XN, PI, PIH (CHF), PIH (USD):
Pour chaque trimestre durant lequel la performance du compartiment est positive, une commission de 15 % de la performance réalisée est due dans le cas où (1) la performance est positive sur le trimestre et si (2) la VNI finale est supérieure à la VNI où la dernière commission de performance aura été prélevée ("High Watermark").
Pour les classes d’actions R, RAM et RAMCH aucune commission de performance n’est appliquée.
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
Pour les classes d’actions B, CH, EH, I, IH (CHF), IH (EUR), MBH (EUR), U, UH (GBP):
Pour chaque trimestre durant lequel la performance du compartiment est positive, une commission de 15 % (20 % jusqu’au 16 novembre 2020) de la performance réalisée est due dans le cas où (1) la performance est positive sur le trimestre et si (2) la VNI finale est supérieure à la VNI où la dernière commission de performance aura été prélevée ("High Watermark").
Pour les classes d’actions X, XH (EUR), XN, XNH (EUR):
Pour chaque trimestre durant lequel la performance du compartiment est positive, une commission de 15 % de la performance réalisée est due dans le cas où (1) la performance est positive sur le trimestre et si (2) la VNI finale est supérieure à la VNI où la dernière commission de performance aura été prélevée ("High Watermark").
Pour les classes d’actions RAM et RAMCH aucune commission de performance n’est appliquée.
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
Pour les classes d’actions B, CH, EH, X, XH (EUR), XN, XNH (EUR), U, PI, PIH (EUR), IH (CHF):
Pour chaque trimestre durant lequel la performance du compartiment est positive, une commission de 15 % de la performance réalisée est due dans le cas où (1) la performance est positive sur le trimestre et si (2) la VNI finale est supérieure à la VNI où la dernière commission de performance aura été prélevée ("High Watermark").
Pour les classes d’actions R, RAM et RAMCH aucune commission de performance n’est appliquée.
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND
Pour les classes d’actions BP, CPH, UP, UPH (USD), IP, IPH (CHF), IPH (USD):
Pour chaque trimestre, calculée comme suit:
- en EUR excède de 3 %(p.a.) du taux interbancaire 3 mois en EUR,
- en USD excède de 3 %(p.a.) du taux interbancaire 3 mois en USD,
- en CHF excède de 3 % (p.a.) du taux interbancaire 3 mois en CHF,
- en GBP excède de 3 % (p.a.) du taux interbancaire 3 mois en GBP,
- en SEK excède de 3 % (p.a.) du taux interbancaire 3 mois en SEK(ci-après les ‟Taux interbancaire augmentés de 3 % p.a.‟), exprimée en pourcentage (la ‟Sur- performance‟), une commission de 10 % de la Sur-performance calculée sur les actifs nets du jour avant déduction de la commission de performance est due dans l’hypothèse où (1) la performance de la classe excède le Taux interbancaire augmenté de 3 % (p.a.) sur le trimestre, (2) la performance de la classe d’actions est positive et (3) la Sur-performance de la classe sur le trimestre est supérieure à sa Sur- performance trimestrielle historique la plus élevée (Principe ‟High Watermark‟).

Pour les classes d’actions X, XN, R et RAMCH aucune commission de performance n’est appliquée.
RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
La Performance du compartiment équivaut pour chaque classe d’actions considérée à la différence entre la VNI par action à la fin de la période en cours ("VNI Finale") et celle à la fin de la période précédente ("VNI Initiale") exprimée en %, (la "performance"). Pour la première période d’application de cette commission de performance, la VNI Initiale est égale au prix de souscription initiale de la classe d’actions considérée.
Pour les classes d’action B, EH, XH (EUR), XNH (EUR), PI, PIH (EUR), IH (EUR):
La commission de performance est provisionnée lors de chaque Valeur Nette d’Inventaire et est payable à la fin de chaque exercice social (" Période"), calculée comme suit :
Pour chaque période durant laquelle la Performance du compartiment est positive, une commission de 15% de la Performance réalisée est due où (1) la performance est positive sur la période et si (2) la VNI finale est supérieure à la VNI où la dernière commission de performance aura été prélevée ("High Watermark").
Pour les classes d’actions R, et RAMIEH aucune commission de performance n’est appliquée.
RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES
Aucune commission de performance n’est prévue pour les classes d’action de ce compartiment.
A la date des états financiers, une commission de performance a été enregistrée pour le compartiment suivant et s’élevait à:
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND | EUR | 1.453,52 |
| --- | --- | --- |


## Note 5 - Frais d’administration centrale
La rubrique "Frais d’administration centrale" figurant dans l’état des opérations et des autres variations de l’actif net est principalement composée des commissions d’agent administratif et de domiciliation.

## Note 6 - Autres frais d’administration
La rubrique "Autres frais d’administration" figurant dans l’état des opérations et des autres variations de l’actif net est principalement composée des commissions d’intervention administrative, commissions d’agents payeurs, frais de marketing, frais KIID, frais FUNDSQUARE et frais de publications VNI.

## Note 7 - Commission sur émissions, rachats et conversions d'actions
Le prix de souscription comprend la Valeur Nette d'Inventaire à laquelle sont ajoutés les droits d'entrée suivants au profit des agents placeurs :
Pour l’ensemble des classes d’actions, excepté celles du Cluster RETAIL 4 et du Cluster RETAIL 5, le droit d’entrée est de maximum 3 % du montant souscrit.
Pour la classe d’actions du Cluster Retail 4, le droit d’entrée est de maximum 4 % (3% jusqu’au 16 novembre 2020) du montant souscrit.
Pour la classe d’actions du Cluster Retail 5, aucun droit d’entrée est prélevé. Aucun droit de remboursement ne sera prélevé.
Le passage d'un compartiment à un autre se fait sur la base des Valeurs Nettes d'Inventaire, sans application d’un droit de conversion.

## Note 8 - Taxe d'abonnement
La SICAV est régie par les lois fiscales luxembourgeoises.
En vertu de la législation et des règlements actuellement en vigueur, la SICAV est soumise à une taxe d'abonnement au taux annuel de 0,05 % de l’actif net et calculée et payable par trimestre, sur base de l'actif net à la fin de chaque trimestre.
Pour les actions de classe PI, PI (EUR), PIH (CHF), PIH (USD), PIH (EUR), I, IP, I (SEK), IH (SEK), IPH (SEK), IH (EUR), IP (EUR), IH (USD), IPH (USD), IH (CHF), IPH (CHF), IP (CHF), IP (GBP), IPH (EUR),
R et RAMIEH, réservées aux investisseurs institutionnels au sens de l’article 174 (2) de la loi modifiée du 17 décembre 2010, une taxe d’abonnement réduite de 0,01 % est appliquée.
Conformément à l’article 175 (a) de la loi modifiée du 17 décembre 2010, la partie des actifs nets investis en OPC déjà soumis à la taxe d’abonnement est exonérée de cette taxe.

## Note 9 - Taxe annuelle belge
La réglementation belge (le Code des droits de succession, Livre II bis) impose aux Organismes de Placement Collectif autorisés à la commercialisation au public en Belgique le paiement d’une taxe annuelle. Cette taxe s'élève à 0,0925 % sur le total, au 31 décembre de l’année précédente, des montants nets placés en Belgique, à partir de leur inscription auprès de l’Autorité des Services et Marchés Financiers ("FSMA").
La SICAV paie la taxe au plus tard le 31 mars de chaque année.
Cette taxe est présentée sous la rubrique "Autres impôts" dans l’état des opérations et des autres variations de l’actif net.

## Note 10 - Total Expense Ratio ("TER") ("non audité")
Le TER présenté dans les "Statistiques" de ce rapport est calculé en respect de la Directive sur le calcul et la publication du TER pour les placements collectifs de capitaux, émise le 16 mai 2008 par la Swiss Funds & Asset Management Association "SFAMA" telle que modifiée en date du 20 avril 2015.
Asset Management Platform "AMP" Switzerland et Swiss Funds & Asset Management Association
"SFAMA" ont fusionné en automne 2020 pour former Asset Management Association Switzerland. Le TER est calculé sur les 12 derniers mois précédant la date de ce rapport.
Les frais sur transactions ne sont pas repris dans le calcul du TER.
Lorsqu'une SICAV investit 10 % au moins de sa fortune nette dans d'autres fonds publiant un TER, un TER composé (synthétique) du fonds faîtier est calculé à la date de clôture annuelle ou semestrielle. Il correspond à la somme des TER proportionnels des différents fonds cibles, pondérés selon leur quote- part à la fortune nette totale du fonds au jour de référence, des commissions d'émission et de rachat des fonds cibles payées effectivement et du TER du fonds faîtier moins les rétrocessions encaissées de la part des fonds cibles durant la période sous revue. Le TER synthétique est calculé avec les informations disponibles au moment de l’établissement du présent document.
Si une commission de performance est prévue et a été calculée, le TER présenté inclut cette commission. De plus, le ratio de commission de performance est calculé en pourcentage de la moyenne des actifs nets pour les 12 derniers mois précédant la date de ce rapport.

## Note 11 - Changements dans la composition du portefeuille-titres
La liste des changements intervenus dans la composition du portefeuille-titres pour la période de référence des états financiers peut être obtenue à titre gratuit:
- au siège social de la SICAV,
- au siège social de la Société de Gestion,
- au siège du représentant et distributeur en Suisse, RAM Active Investments S.A., Genève,
- auprès du service de paiement en Suisse, CACEIS BANK, Paris, Succursale de Nyon / Suisse,
- auprès de l’agent payeur et d’information en Allemagne, MARCARD, STEIN & CO AG, Hambourg,
- auprès	de	l’agent	payeur	et	d’information	en	Autriche,	ERSTE	BANK	DER ÖSTERREICHISCHEN SPARKASSEN AG, Vienne.


## Note 12 - Investissements croisés
Conformément à l’article 181 (8) de la Loi modifiée du 17 décembre 2010 relative aux Organismes de Placement Collectif, le compartiment RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND a investi dans les compartiments suivants au 31 décembre 2020:
| Compartiments | Désignation | Devise | Nombre | Valeur d‘évaluation | en % de l’actif net |
| --- | --- | --- | --- | --- | --- |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fd Emerging Markets Equities R Cap | EUR | 12.840,00 | 2.636.208,56 | 5,69% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fds Long/Short Eur Equities R Cap | EUR | 13.362,10 | 1.184.148,86 | 2,56% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fds Long/Short Eur Equities RAMCH Cap | EUR | 19.160,05 | 1.846.666,65 | 3,99% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (LUX) Syst Fds Stable Climate Global Equities R Cap | EUR | 71.981,22 | 6.851.040,27 | 14,79% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (Lux) Syst Fds Diversified Alpha R Cap | EUR | 50.000,00 | 4.029.094,48 | 8,70% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (Lux) Syst Fds European Equities R Cap | EUR | 10.160,00 | 5.406.237,60 | 11,67% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET | RAM (Lux) Syst Fds Long/Short Gl Equities R Cap | EUR | 26.940,00 | 2.000.024,19 | 4,32% |

La commission de gestion détaillée dans la note 3 ne sont pas appliquées sur la valeur nette d’inventaire des compartiments ci-dessus.

## Note 13 - Contrats de change à terme
Au 31 décembre 2020, les compartiments ci-dessous de la SICAV sont engagés dans les contrats de change à terme suivants:
RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme liés aux actions de classes CH, PH, RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 90.000,00 | EUR | 84.010,94 | 11.01.2021 | -792,09 |
| CHF | 30.000,00 | EUR | 27.676,89 | 11.01.2021 | 62,71 |
| CHF | 30.000,00 | EUR | 27.702,42 | 11.01.2021 | 37,18 |
| CHF | 30.000,00 | EUR | 27.685,82 | 11.01.2021 | 53,78 |
| CHF | 30.000,00 | EUR | 27.681,48 | 11.01.2021 | 58,12 |
| CHF | 30.000,00 | EUR | 27.715,98 | 11.01.2021 | 23,62 |
| CHF | 30.000,00 | EUR | 27.850,29 | 11.01.2021 | -110,69 |
| CHF | 30.000,00 | EUR | 27.887,81 | 11.01.2021 | -148,20 |
| CHF | 60.000,00 | EUR | 55.297,65 | 11.01.2021 | 181,55 |
| CHF | 30.000,00 | EUR | 27.681,99 | 11.01.2021 | 57,61 |
| CHF | 30.000,00 | EUR | 27.763,95 | 11.01.2021 | -24,35 |
| CHF | 30.000,00 | EUR | 27.774,23 | 11.01.2021 | -34,63 |
| CHF | 60.000,00 | EUR | 55.644,79 | 11.01.2021 | -165,57 |
| CHF | 60.000,00 | EUR | 56.156,64 | 11.01.2021 | -677,40 |
| CHF | 90.000,00 | EUR | 84.302,03 | 11.01.2021 | -1.083,17 |
| CHF | 30.000,00 | EUR | 28.038,98 | 11.01.2021 | -299,37 |
| CHF | 60.000,00 | EUR | 55.970,72 | 11.01.2021 | -491,49 |
| CHF | 30.000,00 | EUR | 27.956,67 | 11.01.2021 | -217,06 |
| CHF | 30.000,00 | EUR | 27.864,52 | 11.01.2021 | -124,91 |
| CHF | 5.111.736,87 | EUR | 4.741.705,86 | 11.01.2021 | -15.120,01 |
| EUR | 28.077,79 | CHF | 30.000,00 | 11.01.2021 | 338,17 |
| EUR | 56.027,06 | CHF | 60.000,00 | 11.01.2021 | 547,82 |
| EUR | 55.362,66 | CHF | 60.000,00 | 11.01.2021 | -116,54 |
| EUR | 117.743,84 | CHF | 126.745,71 | 11.01.2021 | 547,96 |
| EUR | 27.966,53 | CHF | 30.000,00 | 11.01.2021 | 226,92 |
| EUR | 27.966,53 | CHF | 30.000,00 | 11.01.2021 | 226,92 |
| EUR | 27.997,85 | CHF | 30.000,00 | 11.01.2021 | 258,24 |

| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| EUR | 84.784,18 | CHF | 90.895,00 | 11.01.2021 | 737,76 |
| EUR | 83.919,14 | CHF | 90.000,00 | 11.01.2021 | 700,30 |
| EUR | 27.836,75 | CHF | 30.000,00 | 11.01.2021 | 97,15 |
| EUR | 27.698,22 | CHF | 30.000,00 | 11.01.2021 | -41,38 |
| EUR | 30.174,16 | CHF | 32.538,85 | 11.01.2021 | 87,00 |
| EUR | 32.816,23 | CHF | 35.067,00 | 11.01.2021 | 391,39 |
| EUR | 112.342,72 | CHF | 120.000,00 | 11.01.2021 | 	1.384,23  |
|  |  |  |  |  | -13.428,43 |
| Contrats de change à terme liés aux actions de classes DH et IPH (USD) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 25.506,39 | USD | 30.000,00 | 11.01.2021 | 993,22 |
| EUR | 250.408,97 | USD | 294.762,16 | 11.01.2021 | 9.557,13 |
| EUR | 102.481,33 | USD | 120.000,00 | 11.01.2021 | 4.428,74 |
| EUR | 38.545,07 | USD | 45.703,00 | 11.01.2021 | 1.200,83 |
| EUR | 25.226,45 | USD | 30.000,00 | 11.01.2021 | 713,23 |
| EUR | 24.537,21 | USD | 30.000,00 | 11.01.2021 | 23,86 |
| EUR | 25.322,29 | USD | 30.000,00 | 11.01.2021 | 809,08 |
| EUR | 34.958,02 | USD | 41.388,65 | 11.01.2021 | 1.139,08 |
| EUR | 101.267,79 | USD | 120.000,00 | 11.01.2021 | 3.214,98 |
| EUR | 200.722,58 | USD | 243.868,90 | 11.01.2021 | 1.454,73 |
| EUR | 51.056,18 | USD | 60.000,00 | 11.01.2021 | 2.029,85 |
| USD | 90.000,00 | EUR | 76.750,94 | 11.01.2021 | -3.211,48 |
| USD | 30.000,00 | EUR | 25.415,69 | 11.01.2021 | -902,50 |
| USD | 30.000,00 | EUR | 24.499,08 | 11.01.2021 | 14,28 |
| USD | 60.000,00 | EUR | 48.847,37 | 11.01.2021 | 179,36 |
| USD | 90.000,00 | EUR | 75.979,95 | 11.01.2021 | -2.440,35 |
| USD | 30.000,00 | EUR | 24.580,75 | 11.01.2021 | -67,41 |
| USD | 60.000,00 | EUR | 50.521,13 | 11.01.2021 | -1.494,71 |
| USD | 60.000,00 | EUR | 50.696,10 | 11.01.2021 | -1.669,71 |
| USD | 30.000,00 | EUR | 24.985,01 | 11.01.2021 | -471,74 |
| USD | 30.000,00 | EUR | 25.486,93 | 11.01.2021 | -973,75 |
| USD | 30.000,00 | EUR | 24.469,50 | 11.01.2021 | 43,86 |
| USD | 30.000,00 | EUR | 25.324,51 | 11.01.2021 | -811,31 |
| USD | 30.000,00 | EUR | 25.249,93 | 11.01.2021 | -736,71 |
| USD | 30.000,00 | EUR | 25.397,41 | 11.01.2021 | -884,22 |
| USD | 30.000,00 | EUR | 24.542,55 | 11.01.2021 | -29,20 |
| USD | 4.765.669,09 | EUR | 4.044.024,97 | 11.01.2021 | 	-149.968,68  |
|  |  |  |  |  | -137.859,54 |
| Contrats de change à terme liés aux actions de classes IPH (SEK) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 79,74 | SEK | 828,97 | 11.01.2021 | -2,69 |
| SEK | 15.386,05 | EUR | 1.470,69 | 11.01.2021 | 59,18 |
| SEK | 814,53 | EUR | 78,66 | 11.01.2021 | 2,34 |
| SEK | 729,69 | EUR | 71,25 | 11.01.2021 | 1,31 |
| SEK | 894,45 | EUR | 89,00 | 11.01.2021 | 	-0,07  |
|  |  |  |  |  | 60,07 |

RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme liés aux actions de classes CPH, PH et RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 60.000,00 | USD | 66.363,31 | 11.01.2021 | 1.533,06 |
| CHF | 30.000,00 | USD | 33.099,28 | 11.01.2021 | 848,89 |
| CHF | 30.000,00 | USD | 33.836,48 | 11.01.2021 | 111,86 |
| CHF | 30.000,00 | USD | 33.356,87 | 11.01.2021 | 591,36 |
| CHF | 1.725.216,72 | USD | 1.886.041,35 | 11.01.2021 | 66.219,49 |
| USD | 32.869,98 | CHF | 30.000,00 | 11.01.2021 | -1.078,13 |
| USD | 33.132,48 | CHF | 30.000,00 | 11.01.2021 | -815,69 |
| USD | 191.368,46 | CHF | 174.000,05 | 11.01.2021 | 	-5.530,82  |
|  |  |  |  |  | 61.880,02 |
| Contrats de change à terme liés aux actions de classes EH, GH et IPH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 60.000,00 | USD | 70.402,56 | 11.01.2021 | 3.026,82 |
| EUR | 31.929,43 | USD | 37.857,22 | 11.01.2021 | 1.218,75 |

| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| EUR | 40.051,94 | USD | 47.037,12 | 11.01.2021 | 1.979,37 |
| EUR | 32.053,64 | USD | 37.770,50 | 11.01.2021 | 1.457,48 |
| EUR | 30.000,00 | USD | 35.328,78 | 11.01.2021 | 1.385,91 |
| EUR | 60.000,00 | USD | 71.113,62 | 11.01.2021 | 2.315,76 |
| EUR | 30.000,00 | USD | 35.524,71 | 11.01.2021 | 1.189,98 |
| EUR | 1.728.339,20 | USD | 2.037.060,33 | 11.01.2021 | 78.120,93 |
| EUR | 30.000,00 | USD | 36.690,99 | 11.01.2021 | 23,70 |
| EUR | 30.000,00 | USD | 35.317,20 | 11.01.2021 | 1.397,49 |
| EUR | 30.000,00 | USD | 36.631,29 | 11.01.2021 | 83,40 |
| EUR | 77.188,43 | USD | 94.355,52 | 11.01.2021 | 109,46 |
| EUR | 30.000,00 | USD | 36.504,96 | 11.01.2021 | 209,73 |
| EUR | 30.000,00 | USD | 35.649,84 | 11.01.2021 | 1.064,85 |
| EUR | 34.899,92 | USD | 41.496,11 | 11.01.2021 | 1.215,21 |
| EUR | 30.000,00 | USD | 35.516,31 | 11.01.2021 | 1.198,38 |
| EUR | 30.000,00 | USD | 35.663,34 | 11.01.2021 | 1.051,35 |
| EUR | 41.147,26 | USD | 48.694,61 | 11.01.2021 | 1.662,35 |
| EUR | 30.000,00 | USD | 35.768,37 | 11.01.2021 | 946,32 |
| EUR | 30.000,00 | USD | 36.041,40 | 11.01.2021 | 673,29 |
| USD | 35.538,69 | EUR | 30.000,00 | 11.01.2021 | -1.176,00 |
| USD | 35.525,19 | EUR | 30.000,00 | 11.01.2021 | -1.189,50 |
| USD | 35.531,19 | EUR | 30.000,00 | 11.01.2021 | -1.183,50 |
| USD | 35.109,75 | EUR | 30.000,00 | 11.01.2021 | 	-1.604,94  |
|  |  |  |  |  | 95.176,59 |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme liés aux actions de classes UH (GBP) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 33.606,52 | GBP | 30.000,00 | 11.01.2021 | 98,03 |
| EUR | 33.678,24 | GBP | 30.000,00 | 11.01.2021 | 169,76 |
| GBP | 30.000,00 | EUR | 32.926,76 | 11.01.2021 | 581,80 |
| GBP | 30.678,88 | EUR | 34.225,69 | 11.01.2021 | 41,09 |
| GBP | 799.449,74 | EUR | 875.354,14 | 11.01.2021 | 17.593,12 |
| GBP | 70.816,91 | EUR | 79.254,59 | 11.01.2021 | 	-155,66  |
|  |  |  |  |  | 18.328,14 |
| Contrats de change à terme liés aux actions de classes CH, IH (CHF), PIH (CHF) et RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 60.000,00 | EUR | 55.965,50 | 11.01.2021 | -486,27 |
| CHF | 120.000,00 | EUR | 112.281,75 | 11.01.2021 | -1.323,27 |
| CHF | 150.000,00 | EUR | 139.926,81 | 11.01.2021 | -1.228,73 |
| CHF | 760.853,19 | EUR | 702.703,75 | 11.01.2021 | 821,73 |
| CHF | 18.622.253,28 | EUR | 17.274.216,12 | 11.01.2021 | -55.082,77 |
| CHF | 30.000,00 | EUR | 27.648,83 | 11.01.2021 | 90,76 |
| CHF | 30.000,00 | EUR | 27.846,41 | 11.01.2021 | -106,81 |
| CHF | 90.000,00 | EUR | 83.068,97 | 11.01.2021 | 149,83 |
| CHF | 60.000,00 | EUR | 55.362,96 | 11.01.2021 | 116,24 |
| CHF | 30.000,00 | EUR | 27.715,98 | 11.01.2021 | 23,62 |
| CHF | 120.000,00 | EUR | 111.401,17 | 11.01.2021 | -442,73 |
| CHF | 60.000,00 | EUR | 55.713,51 | 11.01.2021 | -234,29 |
| CHF | 30.000,00 | EUR | 27.887,81 | 11.01.2021 | -148,20 |
| CHF | 60.000,00 | EUR | 55.363,99 | 11.01.2021 | 115,21 |
| CHF | 60.000,00 | EUR | 55.796,36 | 11.01.2021 | -317,14 |
| CHF | 90.000,00 | EUR | 83.079,71 | 11.01.2021 | 139,09 |
| CHF | 30.000,00 | EUR | 27.776,29 | 11.01.2021 | -36,69 |
| CHF | 60.000,00 | EUR | 55.500,16 | 11.01.2021 | -20,95 |
| CHF | 60.000,00 | EUR | 55.527,89 | 11.01.2021 | -48,68 |
| CHF | 30.000,00 | EUR | 27.782,72 | 11.01.2021 | -43,12 |
| CHF | 90.000,00 | EUR | 83.397,58 | 11.01.2021 | -178,76 |
| CHF | 60.000,00 | EUR | 55.644,79 | 11.01.2021 | -165,57 |
| CHF | 30.000,00 | EUR | 27.849,00 | 11.01.2021 | -109,40 |
| CHF | 60.000,00 | EUR | 56.007,30 | 11.01.2021 | -528,07 |
| CHF | 150.000,00 | EUR | 139.952,92 | 11.01.2021 | -1.254,84 |
| CHF | 120.000,00 | EUR | 111.826,70 | 11.01.2021 | -868,24 |
| CHF | 30.000,00 | EUR | 28.078,32 | 11.01.2021 | -338,70 |

| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| CHF | 60.000,00 | EUR | 56.185,56 | 11.01.2021 | -706,32 |
| CHF | 30.000,00 | EUR | 28.074,38 | 11.01.2021 | -334,76 |
| CHF | 503.578,63 | EUR | 471.933,15 | 11.01.2021 | -6.297,13 |
| EUR | 55.452,25 | CHF | 60.000,00 | 11.01.2021 | -26,96 |
| EUR | 195.957,49 | CHF | 210.000,00 | 11.01.2021 | 1.780,18 |
| EUR | 27.760,76 | CHF | 30.000,00 | 11.01.2021 | 21,16 |
| EUR | 83.899,58 | CHF | 90.000,00 | 11.01.2021 | 680,74 |
| EUR | 166.541,45 | CHF | 180.000,00 | 11.01.2021 | 103,83 |
| EUR | 27.811,46 | CHF | 30.000,00 | 11.01.2021 | 71,86 |
| EUR | 27.840,63 | CHF | 30.000,00 | 11.01.2021 | 101,03 |
| EUR | 49.209,50 | CHF | 52.764,00 | 11.01.2021 | 421,06 |
| EUR | 55.995,69 | CHF | 60.000,00 | 11.01.2021 | 516,46 |
| EUR | 27.796,77 | CHF | 30.000,00 | 11.01.2021 | 57,17 |
| EUR | 333.604,54 | CHF | 360.000,00 | 11.01.2021 | 729,26 |
| EUR | 1.249.118,68 | CHF | 1.350.000,00 | 11.01.2021 | 836,49 |
| EUR | 27.741,25 | CHF | 30.000,00 | 11.01.2021 | 1,65 |
| EUR | 83.094,67 | CHF | 90.000,00 | 11.01.2021 | -124,13 |
| EUR | 55.309,07 | CHF | 60.000,00 | 11.01.2021 | -170,13 |
| EUR | 73.004,75 | CHF | 78.268,68 | 11.01.2021 | 633,31 |
| EUR | 55.980,02 | CHF | 60.000,00 | 11.01.2021 | 500,79 |
| EUR | 1.476.464,14 | CHF | 1.579.480,00 | 11.01.2021 | 15.991,72 |
| EUR | 28.084,37 | CHF | 30.000,00 | 11.01.2021 | 344,75 |
| EUR | 48.229,60 | CHF | 52.291,35 | 11.01.2021 | -121,77 |
| EUR | 193.787,18 | CHF | 210.000,00 | 11.01.2021 | -390,02 |
| EUR | 55.946,09 | CHF | 60.000,00 | 11.01.2021 | 466,86 |
| EUR | 55.443,03 | CHF | 60.000,00 | 11.01.2021 | 	-36,18  |
|  |  |  |  |  | -46.455,83 |
| Contrats de change à terme liés aux actions de classes DH, IH (USD) et PIH (USD) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 121.648,39 | USD | 142.864,23 | 11.01.2021 | 4.913,26 |
| EUR | 51.837,54 | USD | 61.204,74 | 11.01.2021 | 1.826,77 |
| EUR | 126.483,23 | USD | 150.000,00 | 11.01.2021 | 3.917,20 |
| EUR | 100.905,80 | USD | 120.000,00 | 11.01.2021 | 2.852,92 |
| EUR | 73.892,92 | USD | 87.895,85 | 11.01.2021 | 2.072,58 |
| EUR | 75.918,81 | USD | 90.000,00 | 11.01.2021 | 2.379,20 |
| EUR | 278.862,95 | USD | 330.000,00 | 11.01.2021 | 9.217,79 |
| EUR | 75.950,84 | USD | 90.000,00 | 11.01.2021 | 2.411,23 |
| EUR | 380.219,79 | USD | 443.280,00 | 11.01.2021 | 18.013,83 |
| EUR | 51.134,50 | USD | 60.000,00 | 11.01.2021 | 2.108,19 |
| EUR | 92.828,80 | USD | 109.083,40 | 11.01.2021 | 3.696,16 |
| EUR | 28.409,37 | USD | 33.315,75 | 11.01.2021 | 1.186,90 |
| EUR | 101.337,91 | USD | 120.000,00 | 11.01.2021 | 3.285,11 |
| EUR | 34.971,36 | USD | 41.165,59 | 11.01.2021 | 1.334,72 |
| EUR | 1.848.449,12 | USD | 2.190.000,00 | 11.01.2021 | 58.985,41 |
| EUR | 242.335,32 | USD | 285.377,22 | 11.01.2021 | 9.151,95 |
| EUR | 484.160,31 | USD | 570.000,00 | 11.01.2021 | 18.410,04 |
| EUR | 150.719,88 | USD | 178.271,93 | 11.01.2021 | 5.052,74 |
| EUR | 277.595,99 | USD | 330.000,00 | 11.01.2021 | 7.950,60 |
| EUR | 240.177,41 | USD | 285.631,71 | 11.01.2021 | 6.785,65 |
| EUR | 1.204.256,96 | USD | 1.429.396,41 | 11.01.2021 | 36.287,14 |
| EUR | 100.997,52 | USD | 120.000,00 | 11.01.2021 | 2.944,66 |
| EUR | 276.780,85 | USD | 330.000,00 | 11.01.2021 | 7.135,31 |
| EUR | 204.454,88 | USD | 246.342,37 | 11.01.2021 | 3.166,24 |
| EUR | 123.864,47 | USD | 150.000,00 | 11.01.2021 | 1.297,96 |
| EUR | 98.515,54 | USD | 120.000,00 | 11.01.2021 | 462,22 |
| EUR | 91.726,41 | USD | 111.697,54 | 11.01.2021 | 457,14 |
| EUR | 49.308,37 | USD | 60.000,00 | 11.01.2021 | 281,73 |
| EUR | 125.739,50 | USD | 152.881,00 | 11.01.2021 | 818,81 |
| EUR | 24.700,87 | USD | 30.000,00 | 11.01.2021 | 187,55 |
| EUR | 317.055,60 | USD | 385.208,29 | 11.01.2021 | 2.297,84 |
| EUR | 49.277,19 | USD | 60.000,00 | 11.01.2021 | 250,54 |
| EUR | 82.796,77 | USD | 100.134,74 | 11.01.2021 | 975,69 |
| EUR | 49.138,32 | USD | 60.000,00 | 11.01.2021 | 111,65 |
| EUR | 90.610,12 | USD | 109.824,36 | 11.01.2021 | 871,51 |
| EUR | 49.128,66 | USD | 60.000,00 | 11.01.2021 | 101,98 |
| EUR | 344.684,37 | USD | 420.568,36 | 11.01.2021 | 1.033,26 |
| EUR | 342.163,32 | USD | 420.000,00 | 11.01.2021 | -1.023,75 |
| EUR | 66.339,65 | USD | 81.093,92 | 11.01.2021 | 76,88 |

| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| EUR | 24.445,22 | USD | 30.000,00 | 11.01.2021 | -68,14 |
| EUR | 664.077,74 | USD | 817.117,77 | 11.01.2021 | -3.599,34 |
| USD | 150.000,00 | EUR | 127.505,05 | 11.01.2021 | -4.939,21 |
| USD | 60.000,00 | EUR | 50.491,37 | 11.01.2021 | -1.464,94 |
| USD | 30.000,00 | EUR | 24.423,68 | 11.01.2021 | 89,69 |
| USD | 30.000,00 | EUR | 24.552,59 | 11.01.2021 | -39,24 |
| USD | 28.833.839,20 | EUR | 24.467.658,88 | 11.01.2021 | -907.359,02 |
| USD | 180.000,00 | EUR | 152.088,30 | 11.01.2021 | -5.009,12 |
| USD | 210.000,00 | EUR | 178.408,49 | 11.01.2021 | -6.816,29 |
| USD | 240.000,00 | EUR | 203.739,64 | 11.01.2021 | -7.634,24 |
| USD | 180.000,00 | EUR | 153.554,27 | 11.01.2021 | -6.475,36 |
| USD | 30.000,00 | EUR | 25.541,17 | 11.01.2021 | -1.028,00 |
| USD | 90.000,00 | EUR | 76.005,62 | 11.01.2021 | -2.466,02 |
| USD | 90.000,00 | EUR | 76.558,35 | 11.01.2021 | -3.018,85 |
| USD | 30.000,00 | EUR | 25.649,25 | 11.01.2021 | -1.136,10 |
| USD | 90.000,00 | EUR | 75.979,95 | 11.01.2021 | -2.440,35 |
| USD | 60.000,00 | EUR | 50.521,13 | 11.01.2021 | -1.494,71 |
| USD | 90.000,00 | EUR | 75.759,36 | 11.01.2021 | -2.219,72 |
| USD | 150.000,00 | EUR | 126.987,03 | 11.01.2021 | -4.421,09 |
| USD | 390.000,00 | EUR | 319.222,86 | 11.01.2021 | -549,43 |
| USD | 150.000,00 | EUR | 126.239,04 | 11.01.2021 | -3.672,97 |
| USD | 39.924,00 | EUR | 33.504,64 | 11.01.2021 | -882,44 |
| USD | 60.000,00 | EUR | 50.355,81 | 11.01.2021 | -1.329,36 |
| USD | 150.000,00 | EUR | 126.757,39 | 11.01.2021 | -4.191,41 |
| USD | 90.000,00 | EUR | 75.282,25 | 11.01.2021 | -1.742,52 |
| USD | 120.000,00 | EUR | 99.940,04 | 11.01.2021 | -1.886,98 |
| USD | 180.000,00 | EUR | 149.856,39 | 11.01.2021 | -2.776,80 |
| USD | 120.000,00 | EUR | 99.086,01 | 11.01.2021 | -1.032,80 |
| USD | 90.000,00 | EUR | 73.951,25 | 11.01.2021 | -411,28 |
| USD | 180.000,00 | EUR | 148.109,38 | 11.01.2021 | -1.029,47 |
| USD | 30.000,00 | EUR | 24.469,50 | 11.01.2021 | 43,86 |
| USD | 120.000,00 | EUR | 97.996,30 | 11.01.2021 | 57,11 |
| USD | 90.000,00 | EUR | 73.603,56 | 11.01.2021 | -63,52 |
| USD | 30.000,00 | EUR | 24.658,52 | 11.01.2021 | 	-145,19  |
|  |  |  |  |  | -757.866,64 |
| Contrats de change à terme liés aux actions de classes BH (SEK) et IH (SEK) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 6.328,38 | SEK | 64.461,28 | 11.01.2021 | -81,13 |
| EUR | 12.177,55 | SEK | 124.229,02 | 11.01.2021 | -174,79 |
| SEK | 1.644.894,75 | EUR | 157.228,56 | 11.01.2021 | 	6.326,78  |
|  |  |  |  |  | 6.070,86 |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme liés aux actions de classes CH, IH (CHF) et RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 221.043,31 | USD | 241.648,96 | 11.01.2021 | 8.484,36 |
| USD | 16.795,73 | CHF | 14.887,80 | 11.01.2021 | -51,48 |
| USD | 8.730,27 | CHF | 7.756,00 | 11.01.2021 | -46,50 |
| USD | 10.202,86 | CHF | 9.311,00 | 11.01.2021 | -333,51 |
| USD | 19.321,65 | CHF | 17.512,00 | 11.01.2021 | -495,03 |
| USD | 17.502,84 | CHF | 15.849,75 | 11.01.2021 | 	-432,83  |
|  |  |  |  |  | 7.125,01 |
| Contrats de change à terme liés aux actions de classes EH, IH (EUR), MBH (EUR), XH (EUR) et XNH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 30.000,00 | USD | 35.564,31 | 11.01.2021 | 1.150,38 |
| EUR | 1.406.171,23 | USD | 1.657.345,75 | 11.01.2021 | 63.558,94 |
| USD | 100.483,59 | EUR | 82.367,31 | 11.01.2021 | -319,42 |
| USD | 35.301,12 | EUR | 30.000,00 | 11.01.2021 | -1.413,57 |
| USD | 36.656,01 | EUR | 30.000,00 | 11.01.2021 | -58,68 |

| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| USD | 37.315,05 | EUR | 30.331,40 | 11.01.2021 | 194,79 |
| USD | 36.527,04 | EUR | 30.000,00 | 11.01.2021 | 	-187,65  |
|  |  |  |  |  | 62.924,79 |
| Contrats de change à terme liés aux actions de classe UH (GBP) (Banque de Luxembourg SA, Luxembourg) |
| GBP | 1.585,83 | USD | 2.054,67 | 11.01.2021 | 113,08 |
| GBP | 30.092,37 | USD | 38.831,43 | 11.01.2021 | 2.303,31 |
| USD | 2.022,46 | GBP | 1.513,99 | 11.01.2021 | -47,09 |
| USD | 10.752,18 | GBP | 8.097,50 | 11.01.2021 | 	-316,69  |
|  |  |  |  |  | 2.052,61 |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme (Morgan Stanley & Co Intl Plc, Royaume-Uni) |
| KRW | 221.446.800,00 | USD | 200.000,00 | 26.02.2021 | 	3.727,03  |
|  |  |  |  |  | 3.727,03 |
| Contrats de change à terme liés aux actions de classes CH, IH (CHF) et RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 1.503.908,04 | USD | 1.644.102,29 | 11.01.2021 | 57.724,93 |
| USD | 32.983,81 | CHF | 30.000,00 | 11.01.2021 | -964,33 |
| USD | 33.812,99 | CHF | 30.000,00 | 11.01.2021 | -135,34 |
| USD | 98.620,73 | CHF | 90.000,00 | 11.01.2021 | 	-3.223,61  |
|  |  |  |  |  | 53.401,65 |
| Contrats de change à terme liés aux actions de classes EH, PIH (EUR), XH (EUR) et XNH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 86.102,16 | USD | 100.933,52 | 11.01.2021 | 4.440,28 |
| EUR | 30.000,00 | USD | 35.328,78 | 11.01.2021 | 1.385,91 |
| EUR | 65.205,66 | USD | 76.988,52 | 11.01.2021 | 2.811,67 |
| EUR | 30.000,00 | USD | 35.370,78 | 11.01.2021 | 1.343,91 |
| EUR | 30.000,00 | USD | 35.183,28 | 11.01.2021 | 1.531,41 |
| EUR | 34.127,75 | USD | 41.796,43 | 11.01.2021 | -30,10 |
| EUR | 30.000,00 | USD | 36.690,99 | 11.01.2021 | 23,70 |
| EUR | 30.000,00 | USD | 36.756,42 | 11.01.2021 | -41,73 |
| EUR | 30.000,00 | USD | 36.796,62 | 11.01.2021 | -81,93 |
| EUR | 30.000,00 | USD | 36.477,96 | 11.01.2021 | 236,73 |
| EUR | 30.000,00 | USD | 36.533,46 | 11.01.2021 | 181,23 |
| EUR | 39.783,16 | USD | 47.169,02 | 11.01.2021 | 1.518,53 |
| EUR | 82.457,18 | USD | 98.083,06 | 11.01.2021 | 2.829,93 |
| EUR | 10.740,98 | USD | 12.727,81 | 11.01.2021 | 417,25 |
| EUR | 57.199,85 | USD | 67.816,31 | 11.01.2021 | 2.186,18 |
| EUR | 30.000,00 | USD | 35.205,78 | 11.01.2021 | 1.508,91 |
| EUR | 87.249,88 | USD | 103.352,11 | 11.01.2021 | 3.426,30 |
| EUR | 30.000,00 | USD | 36.702,99 | 11.01.2021 | 11,70 |
| EUR | 31.949,98 | USD | 37.790,53 | 11.01.2021 | 1.310,59 |
| EUR | 199.630,41 | USD | 244.438,45 | 11.01.2021 | -126,16 |
| EUR | 31.249,90 | USD | 37.170,60 | 11.01.2021 | 1.073,75 |
| EUR | 30.000,00 | USD | 35.667,84 | 11.01.2021 | 1.046,85 |
| EUR | 48.357,09 | USD | 57.397,59 | 11.01.2021 | 1.782,93 |
| EUR | 136.282,60 | USD | 162.006,35 | 11.01.2021 | 4.779,43 |
| EUR | 5.114.590,80 | USD | 6.028.174,35 | 11.01.2021 | 231.179,51 |
| EUR | 49.796,19 | USD | 59.351,28 | 11.01.2021 | 1.590,44 |
| EUR | 69.903,40 | USD | 84.992,40 | 11.01.2021 | 556,99 |
| EUR | 44.725,33 | USD | 54.240,87 | 11.01.2021 | 495,02 |
| EUR | 30.000,00 | USD | 36.410,46 | 11.01.2021 | 304,23 |
| USD | 36.486,54 | EUR | 30.000,00 | 11.01.2021 | -228,15 |
| USD | 35.643,66 | EUR | 30.000,00 | 11.01.2021 | -1.071,03 |
| USD | 34.947,78 | EUR | 30.000,00 | 11.01.2021 | -1.766,91 |
| USD | 36.849,48 | EUR | 30.000,00 | 11.01.2021 | 134,79 |
| USD | 35.561,19 | EUR | 30.000,00 | 11.01.2021 | -1.153,50 |
| USD | 35.541,69 | EUR | 30.000,00 | 11.01.2021 | -1.173,00 |
| USD | 36.527,04 | EUR | 30.000,00 | 11.01.2021 | -187,65 |
| USD | 319.726,71 | EUR | 270.000,00 | 11.01.2021 | -10.705,50 |
| USD | 35.301,12 | EUR | 30.000,00 | 11.01.2021 | 	-1.413,57  |
|  |  |  |  |  | 250.128,94 |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme (Banque de Luxembourg SA, Luxembourg) |
| EUR | 1.531.113,62 | CHF | 1.650.000,00 | 15.03.2021 | 4.765,13 |
| EUR | 23.000.000,00 | USD | 27.943.114,00 | 15.03.2021 | 199.930,69 |
| JPY | 302.360.676,00 | EUR | 2.400.000,00 | 15.03.2021 | -8.252,29 |
| USD | 4.010.328,30 | EUR | 3.300.000,00 | 15.03.2021 | 	-27.787,62  |
|  |  |  |  |  | 168.655,91 |
| Contrats de change à terme liés aux actions de classes CPH, IPH (CHF) et RAMCH (Banque de Luxembourg SA, Luxembourg) |
| CHF | 30.000,00 | EUR | 27.758,30 | 11.01.2021 | -18,70 |
| CHF | 30.000,00 | EUR | 27.985,36 | 11.01.2021 | -245,75 |
| CHF | 30.000,00 | EUR | 27.956,67 | 11.01.2021 | -217,06 |
| CHF | 5.545.683,00 | EUR | 5.144.239,27 | 11.01.2021 | -16.403,57 |
| CHF | 30.000,00 | EUR | 27.715,98 | 11.01.2021 | 23,62 |
| CHF | 30.000,00 | EUR | 27.774,23 | 11.01.2021 | -34,63 |
| CHF | 60.000,00 | EUR | 56.156,64 | 11.01.2021 | -677,40 |
| CHF | 30.000,00 | EUR | 28.003,65 | 11.01.2021 | -264,04 |
| CHF | 60.000,00 | EUR | 56.201,35 | 11.01.2021 | -722,11 |
| EUR | 27.800,38 | CHF | 30.000,00 | 11.01.2021 | 60,78 |
| EUR | 27.758,19 | CHF | 30.000,00 | 11.01.2021 | 18,59 |
| EUR | 27.997,85 | CHF | 30.000,00 | 11.01.2021 | 258,24 |
| EUR | 27.973,05 | CHF | 30.000,00 | 11.01.2021 | 233,44 |
| EUR | 56.171,36 | CHF | 60.000,00 | 11.01.2021 | 	692,12  |
|  |  |  |  |  | -17.296,47 |
| Contrats de change à terme liés aux actions de classes UPH (USD) et IPH (USD) (Banque de Luxembourg SA, Luxembourg) |
| USD | 466.402,42 | EUR | 395.777,17 | 11.01.2021 | -14.677,01 |
| USD | 22.909,00 | EUR | 18.685,73 | 11.01.2021 | 	33,48  |
|  |  |  |  |  | -14.643,53 |

RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
| Devise | Achats | Devise | Ventes | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| Contrats de change à terme liés aux actions de classes EH, IH (EUR), PI, RAMIECH et XH (EUR) (Banque de Luxembourg SA, Luxembourg) |
| EUR | 22.045.968,00 | USD | 26.094.710,02 | 11.01.2021 | 885.652,68 |
| EUR | 90.000,00 | USD | 110.617,56 | 11.01.2021 | -473,49 |
| EUR | 30.000,00 | USD | 35.663,34 | 11.01.2021 | 1.051,35 |
| EUR | 60.000,00 | USD | 73.649,04 | 11.01.2021 | -219,66 |
| EUR | 123.331,69 | USD | 151.014,10 | 11.01.2021 | -77,94 |
| EUR | 30.000,00 | USD | 36.756,42 | 11.01.2021 | -41,73 |
| EUR | 1.869.178,80 | USD | 2.274.513,96 | 11.01.2021 | 13.030,05 |
| EUR | 30.000,00 | USD | 36.477,96 | 11.01.2021 | 236,73 |
| EUR | 30.000,00 | USD | 36.533,46 | 11.01.2021 | 181,23 |
| EUR | 120.000,00 | USD | 145.641,84 | 11.01.2021 | 1.216,92 |
| EUR | 90.000,00 | USD | 106.981,02 | 11.01.2021 | 3.163,05 |
| EUR | 60.000,00 | USD | 71.108,22 | 11.01.2021 | 2.321,16 |
| EUR | 120.000,00 | USD | 142.659,36 | 11.01.2021 | 4.199,40 |
| EUR | 150.000,00 | USD | 177.304,05 | 11.01.2021 | 6.269,40 |
| EUR | 30.000,00 | USD | 35.760,87 | 11.01.2021 | 953,82 |
| EUR | 60.000,00 | USD | 71.760,54 | 11.01.2021 | 1.668,84 |
| EUR | 90.000,00 | USD | 108.124,20 | 11.01.2021 | 2.019,87 |
| EUR | 30.000,00 | USD | 36.504,96 | 11.01.2021 | 209,73 |
| EUR | 30.000,00 | USD | 36.435,96 | 11.01.2021 | 278,73 |
| EUR | 90.000,00 | USD | 109.064,88 | 11.01.2021 | 1.079,19 |
| USD | 72.997,08 | EUR | 60.000,00 | 11.01.2021 | -432,30 |
| USD | 536.184,45 | EUR | 450.000,00 | 11.01.2021 | -14.535,90 |
| USD | 464.693,19 | EUR | 390.000,00 | 11.01.2021 | -12.597,78 |
| USD | 73.054,08 | EUR | 60.000,00 | 11.01.2021 | -375,30 |
| USD | 293.248,08 | EUR | 240.000,00 | 11.01.2021 | -469,44 |
| USD | 36.615,21 | EUR | 30.000,00 | 11.01.2021 | -99,48 |
| USD | 109.972,53 | EUR | 90.000,00 | 11.01.2021 | -171,54 |
| USD | 108.944,91 | EUR | 90.000,00 | 11.01.2021 | 	-1.199,16  |
|  |  |  |  |  | 892.838,43 |

Pour réduire le risque de contrepartie sur l’exposition en changes à terme et à partir d’un montant de transfert minimum de EUR 100.000,00;
- la contrepartie paie au compartiment du collatéral en espèces si le résultat non réalisé est positif : le collatéral en espèces ainsi reçu est présenté dans le poste "Avoirs bancaires" de l’Etat du Patrimoine. Le montant reçu et à rembourser à la contrepartie est renseigné dans le poste "Garantie en espèces reçue à rembourser",
- la contrepartie reçoit du collatéral en espèces si le résultat non réalisé est négatif : le collatéral en espèces ainsi payé est débité du poste "Avoirs bancaires" de l’Etat du Patrimoine. Le montant payé et à recevoir par la SICAV de la part de la contrepartie est renseigné dans le poste "A recevoir sur garantie en espèces payée".


## Note 14 - Contrats de futures
Au 31 décembre 2020, les compartiments ci-dessous de la SICAV sont engagés dans les contrats de futures suivants:
RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
|  | Quantité | Dénomination | Devise | Exposition (en EUR) | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Vente | 79 | SWISS MARKET INDEX FUT 03/21 EUX | CHF | -7.774.802,31 | -248.793,38 |
| Vente | 29 | CAC 40 Index FUT 01/21 MONEP | EUR | -1.607.180,00 | 8.468,00 |
| Vente | 25 | DAX Germany Index FUT 03/21 EUX | EUR | -8.591.250,00 | -138.750,00 |
| Vente | 890 | Euro Stoxx 50 EUR (Price) Index FUT 03/21 EUX | EUR | -31.595.000,00 | -93.450,00 |
| Vente | 76 | FTSE MIB Index FUT 03/21 MIL | EUR | -8.409.020,00 | -27.045,02 |
| Vente | 217 | FTSE 100 Index FUT 03/21 ICE | GBP | -15.562.384,84 | 241.879,70 |
| Vente | 621 | OMX Stockholm 30 Index FUT 01/21 OMX | SEK | -11.598.374,26 | 119.047,83 |
|  |  |  |  |  | 	-138.642,87  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
|  | Quantité | Dénomination | Devise | Exposition (en USD) | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- |
| Vente | 1 | Hang Seng Index FUT 01/21 HKFE | HKD | -175.516,99 | -4.791,11 |
| Vente | 4 | KUALA LUMPUR COMPOSITE INDEX FUT 01/21 MDE | MYR | -81.044,13 | 795,53 |
| Vente | 1 | MSCI Singapore Free IndexSM (The) FUT 01/21 SGX | SGD | -24.456,30 | 79,43 |
| Vente | 1 | THAI SET 50 FUT 03/21 SGX | THB | -6.036,67 | -108,00 |
| Vente | 4 | BIST National 30 Scaled in 1000 Index FUT 02/21 TKD | TRY | -8.913,49 | -270,07 |
| Vente | 22 | MSCI Emerging Markets Index FUT 03/21 FNX | USD | -1.411.520,00 | -39.050,00 |
| Vente | 1 | FTSE/JSE AFRICA TOP40 INDEX FUT 03/21 SAF | ZAR | -37.168,36 | 44,91 |
|  |  |  |  |  | 	-43.299,31  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND
|  | Quantité | Dénomination | Devise | Exposition (en EUR) | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- |
| Achat | 5 | DAX Germany Index FUT 03/21 EUX | EUR | 1.718.250,00 | 70.562,50 |
| Achat | 15 | S&P 500 E-Mini Index FUT 03/21 CME | USD | 2.297.809,74 | 58.229,81 |
| Achat | 65 | US Treasury Note 10 Years FUT 03/21 CBOT | USD | 7.334.977,48 | 1.660,32 |
|  |  |  |  |  | 	130.452,63  |

A la date des états financiers, le compartiment RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND a déposé des actifs en garantie, présentés dans la rubrique ʺDépôts de garantie sur futuresʺ, en faveur de BANQUE DE LUXEMBOURG S.A..

## Note 15 - Contrats de swaps
Au 31 décembre 2020, les compartiments ci-dessous de la SICAV sont engagés dans les contrats de swaps suivants avec les contreparties suivantes:
Swaps d’actions (TRS)
RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| 19.906 | EUR | Cairn Homes Plc Reg | 19.149,57 | EONIA-1D | 02/06/2022 | 3.662,70 |
| 6.150 | EUR | Kingspan Group | 353.010,00 | EONIA-1D | 02/06/2022 | -76.387,57 |
| 6.616 | EUR | Uniphar PLC Reg | 	15.746,08  | EONIA-1D | 02/06/2022 | 	-1.042,66  |
|  |  |  | 	387.905,65  |  |  | 	-73.767,53  |
| 11.764 | GBP | Admiral Group Plc | 381.884,49 | SONIA-1D | 02/06/2022 | 38.766,66 |
| 16.787 | GBP | Antofagasta Plc | 270.126,84 | SONIA-1D | 02/06/2022 | 1.704,42 |
| 74.342 | GBP | AO World Plc Reg | 341.316,63 | SONIA-1D | 02/06/2022 | 114.446,04 |
| 1.796 | GBP | Ashtead Group Plc | 68.975,30 | SONIA-1D | 02/06/2022 | 8.853,30 |
| 4.698 | GBP | Berkeley Gr Hgs (The) Plc | 248.860,49 | SONIA-1D | 02/06/2022 | 28.474,25 |
| 20.460 | GBP | Bunzl Plc | 558.355,10 | SONIA-1D | 02/06/2022 | -14.627,40 |
| 44.630 | GBP | CMC Markets Plc Reg | 194.932,85 | SONIA-1D | 02/06/2022 | 33.400,53 |
| 115.739 | GBP | ConvaTec Group Plc Reg | 257.543,41 | SONIA-1D | 02/06/2022 | 31.665,20 |
| 4.405 | GBP | DCC Plc | 254.794,09 | SONIA-1D | 02/06/2022 | -14.900,04 |
| 7.084 | GBP | Dechra Pharmaceuticals Plc | 273.010,30 | SONIA-1D | 02/06/2022 | 3.794,09 |
| 31.018 | GBP | Electrocomponents Plc Reg | 301.622,65 | SONIA-1D | 02/06/2022 | 16.849,68 |
| 2.297 | GBP | Frontier Developments PLC Reg | 79.030,20 | SONIA-1D | 02/06/2022 | 11.827,94 |
| 25.167 | GBP | Future Plc Reg | 488.610,29 | SONIA-1D | 02/06/2022 | -52.801,70 |
| 5.348 | GBP | Games Workshop Group Plc | 669.099,66 | SONIA-1D | 02/06/2022 | 60.338,45 |
| 9.102 | GBP | Gamesys Group Plc Reg | 115.910,58 | SONIA-1D | 02/06/2022 | -5.287,15 |
| 7.861 | GBP | Gamma Communications PLC Reg | 144.452,51 | SONIA-1D | 02/06/2022 | -439,07 |
| 4.161 | GBP | Genus Plc Reg | 195.035,91 | SONIA-1D | 02/06/2022 | 3.215,25 |
| 4.862 | GBP | Halma Plc | 133.010,26 | SONIA-1D | 02/06/2022 | 11.816,74 |
| 21.060 | GBP | Hikma Pharmaceutical Plc | 592.373,31 | SONIA-1D | 02/06/2022 | -17.883,39 |
| 62.853 | GBP | IG Group Holdings Plc | 605.221,94 | SONIA-1D | 02/06/2022 | 50.955,38 |
| 43.556 | GBP | Indivior Plc | 52.936,87 | SONIA-1D | 02/06/2022 | -10.894,55 |
| 21 | GBP | Intertek Group Plc | 1.324,94 | SONIA-1D | 02/06/2022 | -29,83 |
| 34.455 | GBP | ITV Plc | 41.105,97 | SONIA-1D | 02/06/2022 | -92,57 |
| 174.354 | GBP | J Sainsbury Plc | 439.197,49 | SONIA-1D | 02/06/2022 | 18.893,91 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 16.844 | GBP | JD Sports Fashion Plc Reg S | 161.817,35 | SONIA-1D | 02/06/2022 | 2.840,19 |
| --- | --- | --- | --- | --- | --- | --- |
| 990 | GBP | London Stock Exchange Gr Plc | 99.619,64 | SONIA-1D | 02/06/2022 | 10.858,44 |
| 4.153 | GBP | Luceco PLC Reg | 11.876,36 | SONIA-1D | 02/06/2022 | 1.022,55 |
| 140 | GBP | Next Plc | 11.081,81 | SONIA-1D | 02/06/2022 | 1.776,59 |
| 188.689 | GBP | Premier Foods Plc | 211.200,87 | SONIA-1D | 02/06/2022 | 22.691,69 |
| 22.902 | GBP | PZ Cussons Plc Reg | 58.841,35 | SONIA-1D | 02/06/2022 | -2.893,82 |
| 3.909 | GBP | Rathbone Brothers Plc Reg | 67.246,20 | SONIA-1D | 02/06/2022 | 85,97 |
| 31.198 | GBP | Reach Plc | 50.045,22 | SONIA-1D | 02/06/2022 | 3.829,29 |
| 1.351 | GBP | Reckitt Benckiser Group Plc | 98.729,58 | SONIA-1D | 02/06/2022 | -2.657,35 |
| 99.924 | GBP | Royal Mail Plc | 376.948,71 | SONIA-1D | 02/06/2022 | 104.580,21 |
| 1.286 | GBP | Schroders Plc | 47.937,85 | SONIA-1D | 02/06/2022 | 7.947,21 |
| 3.630 | GBP | Smiths Group Plc Reg | 61.007,08 | SONIA-1D | 02/06/2022 | 5.251,19 |
| 22.283 | GBP | Spirent Communications Plc Reg | 65.714,16 | SONIA-1D | 02/06/2022 | 754,53 |
| 8.186 | GBP | Stock Spirits Gr Plc Reg | 24.506,87 | SONIA-1D | 02/06/2022 | 4.800,79 |
| 80.366 | GBP | Tate & Lyle Plc | 605.440,27 | SONIA-1D | 02/06/2022 | 10.907,11 |
| 15.624 | GBP | Tyman Plc Reg | 61.173,26 | SONIA-1D | 02/06/2022 | 12.874,12 |
| 14.414 | GBP | United Utilities Plc | 144.108,28 | SONIA-1D | 02/06/2022 | -9.093,44 |
| 41.337 | GBP | Volex Plc Reg | 142.223,40 | SONIA-1D | 02/06/2022 | 19.089,56 |
| 12.185 | GBP | Watches of Switzerland Gr PLC Reg | 	78.810,75  | SONIA-1D | 02/06/2022  | 7.754,95  |
|  |  |  | 	9.087.061,09  |  |  |      520.465,92  |

RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : UBS AG, Londres |
| 26.203 | EUR | Cairn Homes Plc Reg | 25.207,29 | 1M-LIBOR | 04/01/2022 | 576,47 |
| 7.578 | EUR | Kingspan Group | 434.977,20 | 1M-LIBOR | 04/01/2022 | -84.115,80 |
| 7.377 | EUR | Smurfit Kappa Group Plc | 280.621,08 | 1M-LIBOR | 04/01/2022 | -3.098,34 |
| 6.969 | EUR | Uniphar PLC Reg | 	16.586,22  | 1M-LIBOR | 04/01/2022 | 	-1.672,56  |
|  |  |  | 	757.391,79  |  |  | 	-88.310,23  |
| 13.885 | GBP | Admiral Group Plc | 450.736,66 | 1M-LIBOR | 04/01/2022 | 8.375,70 |
| 3.863 | GBP | Antofagasta Plc | 62.161,20 | 1M-LIBOR | 04/01/2022 | 668,87 |
| 63.300 | GBP | AO World Plc Reg | 290.620,95 | 1M-LIBOR | 04/01/2022 | 26.516,51 |
| 2.129 | GBP | Ashtead Group Plc | 81.764,15 | 1M-LIBOR | 04/01/2022 | 2.306,90 |
| 4.041 | GBP | ASOS Plc | 215.908,94 | 1M-LIBOR | 04/01/2022 | 17.695,23 |
| 1.326 | GBP | Berkeley Gr Hgs (The) Plc | 70.240,32 | 1M-LIBOR | 04/01/2022 | 4.991,77 |
| 32.919 | GBP | Bunzl Plc | 898.362,24 | 1M-LIBOR | 04/01/2022 | -12.135,06 |
| 49.182 | GBP | CMC Markets Plc Reg | 214.814,87 | 1M-LIBOR | 04/01/2022 | 14.284,36 |
| 135.911 | GBP | ConvaTec Group Plc Reg | 302.430,32 | 1M-LIBOR | 04/01/2022 | -11.538,51 |
| 4.633 | GBP | DCC Plc | 267.982,07 | 1M-LIBOR | 04/01/2022 | -12.317,45 |
| 8.162 | GBP | Dechra Pharmaceuticals Plc | 314.555,35 | 1M-LIBOR | 04/01/2022 | 24.435,02 |
| 35.089 | GBP | Electrocomponents Plc Reg | 341.209,53 | 1M-LIBOR | 04/01/2022 | -783,94 |
| 478 | GBP | Frontier Developments PLC Reg | 16.445,99 | 1M-LIBOR | 04/01/2022 | 1.388,30 |
| 14.158 | GBP | Future Plc Reg | 274.873,62 | 1M-LIBOR | 04/01/2022 | 1.265,24 |
| 5.764 | GBP | Games Workshop Group Plc | 721.146,31 | 1M-LIBOR | 04/01/2022 | 75.977,91 |
| 11.678 | GBP | Gamesys Group Plc Reg | 148.714,98 | 1M-LIBOR | 04/01/2022 | 6.000,78 |
| 7.087 | GBP | Gamma Communications PLC Reg | 130.229,61 | 1M-LIBOR | 04/01/2022 | 11.875,04 |
| 7.085 | GBP | Genus Plc Reg | 332.090,71 | 1M-LIBOR | 04/01/2022 | 12.663,13 |
| 5.882 | GBP | Halma Plc | 160.914,51 | 1M-LIBOR | 04/01/2022 | 5.190,79 |
| 36.011 | GBP | Hikma Pharmaceutical Plc | 1.012.913,35 | 1M-LIBOR | 04/01/2022 | 28.963,37 |
| 21.296 | GBP | Homeserve Plc | 243.839,07 | 1M-LIBOR | 04/01/2022 | -18.555,56 |
| 71.221 | GBP | IG Group Holdings Plc | 685.798,80 | 1M-LIBOR | 04/01/2022 | 16.707,40 |
| 395 | GBP | Intertek Group Plc | 24.921,44 | 1M-LIBOR | 04/01/2022 | -564,79 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 35.479 | GBP | ITV Plc | 42.327,64 | 1M-LIBOR | 04/01/2022 | 911,55 |
| --- | --- | --- | --- | --- | --- | --- |
| 177.674 | GBP | J Sainsbury Plc | 447.560,57 | 1M-LIBOR | 04/01/2022 | -6.748,15 |
| 13.271 | GBP | JD Sports Fashion Plc Reg S | 127.492,16 | 1M-LIBOR | 04/01/2022 | 6.730,40 |
| 1.117 | GBP | London Stock Exchange Gr Plc | 112.399,13 | 1M-LIBOR | 04/01/2022 | 2.071,30 |
| 267 | GBP | Next Plc | 21.134,59 | 1M-LIBOR | 04/01/2022 | 990,22 |
| 31.285 | GBP | Ninety One PLC Reg | 80.099,93 | 1M-LIBOR | 04/01/2022 | 2.935,60 |
| 1.673 | GBP | Oxford Instruments Plc Reg | 37.227,74 | 1M-LIBOR | 04/01/2022 | 336,40 |
| 24.180 | GBP | Pets at Home Gr Plc | 112.419,01 | 1M-LIBOR | 04/01/2022 | 8.697,48 |
| 206.970 | GBP | Premier Foods Plc | 231.662,91 | 1M-LIBOR | 04/01/2022 | 12.022,43 |
| 47.572 | GBP | PZ Cussons Plc Reg | 122.225,17 | 1M-LIBOR | 04/01/2022 | 1.062,83 |
| 3.216 | GBP | Rathbone Brothers Plc Reg | 55.324,58 | 1M-LIBOR | 04/01/2022 | 359,25 |
| 41.048 | GBP | Reach Plc | 65.845,76 | 1M-LIBOR | 04/01/2022 | 4.493,65 |
| 248 | GBP | Reckitt Benckiser Group Plc | 18.123,56 | 1M-LIBOR | 04/01/2022 | 371,23 |
| 122.224 | GBP | Royal Mail Plc | 461.072,20 | 1M-LIBOR | 04/01/2022 | -11.468,78 |
| 15 | GBP | Schroders Plc | 559,15 | 1M-LIBOR | 04/01/2022 | 13,57 |
| 10.586 | GBP | Stock Spirits Gr Plc Reg | 31.691,89 | 1M-LIBOR | 04/01/2022 | 2.010,31 |
| 89.135 | GBP | Tate & Lyle Plc | 671.501,86 | 1M-LIBOR | 04/01/2022 | 21.108,90 |
| 16.576 | GBP | Tyman Plc Reg | 64.900,67 | 1M-LIBOR | 04/01/2022 | 6.017,89 |
| 2.500 | GBP | United Utilities Plc | 24.994,50 | 1M-LIBOR | 04/01/2022 | -1.139,41 |
| 24.581 | GBP | Vectura Gr Plc Reg | 34.213,62 | 1M-LIBOR | 04/01/2022 | 3.734,40 |
| 9.617 | GBP | Volex Plc Reg | 	33.088,09  | 1M-LIBOR | 04/01/2022  | 3.222,87  |
|  |  |  | 	10.058.539,72  |  |  |      261.144,95  |
|  |  |  | 	10.815.931,51  |  |  |      172.834,72  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| 62.679 | GBP | B&M European Value Retail SA | 442.242,95 | SONIA-1D | 02/08/2022 | 31.794,39 |
| 1.559 | GBP | Coca-Cola HBC Ltd Reg | 50.651,95 | SONIA-1D | 02/08/2022 | 9.908,77 |
| 304 | GBP | Ferguson Plc Reg | 36.915,01 | SONIA-1D | 02/08/2022 | 4.793,91 |
| 1.788 | GBP | Gamesys Group Plc Reg | 27.860,78 | SONIA-1D | 02/08/2022 | -825,84 |
| 37.896 | GBP | IG Group Holdings Plc | 446.500,03 | SONIA-1D | 02/08/2022 | 51.797,78 |
| 28.535 | GBP | ITV Plc | 41.655,27 | SONIA-1D | 02/08/2022 | 13.844,65 |
| 13.654 | GBP | J Sainsbury Plc | 42.085,00 | SONIA-1D | 02/08/2022 | 4.405,18 |
| 5.987 | GBP | Luceco PLC Reg | 20.949,33 | SONIA-1D | 02/08/2022 | 2.249,96 |
| 1.422 | GBP | Morgan Sindall Group Plc | 29.776,88 | SONIA-1D | 02/08/2022 | 2.311,58 |
| 35.233 | GBP | Ninety One PLC Reg | 110.378,65 | SONIA-1D | 02/08/2022 | 7.330,35 |
| 1.668 | GBP | Polymetal International PLC | 38.405,01 | SONIA-1D | 02/08/2022 | -114,00 |
| 3.530 | GBP | Rathbone Brothers Plc Reg | 74.304,70 | SONIA-1D | 02/08/2022 | 3.983,18 |
| 1.889 | GBP | Smiths Group Plc Reg | 38.845,88 | SONIA-1D | 02/08/2022 | 885,50 |
| 9.714 | GBP | Tyman Plc Reg | 46.537,92 | SONIA-1D | 02/08/2022 | 7.849,48 |
| 3.083 | GBP | United Utilities Plc | 	37.715,29  | SONIA-1D | 02/08/2022 | 	-233,70  |
|  |  |  | 	1.484.824,65  |  |  | 	139.981,19  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| 2.278 | CHF | Also Holding AG Reg | 532.882,72 | SARON-1D | 03/01/2022 | 27.381,33 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 42.989 | CHF | Arbonia AG | 562.830,98 | SARON-1D | 03/01/2022 | 47.055,65 |
| --- | --- | --- | --- | --- | --- | --- |
| 10.601 | CHF | Ascom Holding AG Reg | 128.403,11 | SARON-1D | 03/01/2022 | 5.530,48 |
| 3.276 | CHF | Autoneum Holding AG Reg | 489.488,67 | SARON-1D | 03/01/2022 | 2.648,10 |
| 7.105 | CHF | Bachem Holding Ltd B | 2.598.172,42 | SARON-1D | 03/01/2022 | 206.838,38 |
| 530 | CHF | Baloise-Holding Reg | 77.181,61 | SARON-1D | 03/01/2022 | -490,04 |
| 3.663 | CHF | Banque Cantonale Vaudoise Reg | 326.152,42 | SARON-1D | 03/01/2022 | 5.080,26 |
| 124 | CHF | Barry Callebaut AG Reg | 241.226,39 | SARON-1D | 03/01/2022 | 16.509,79 |
| 23.469 | CHF | BKW AG Reg | 2.152.601,58 | SARON-1D | 03/01/2022 | 80.723,42 |
| 529 | CHF | Bossard Holding AG | 87.258,54 | SARON-1D | 03/01/2022 | 4.989,00 |
| 4.498 | CHF | Bucher Industries SA Reg | 1.686.843,51 | SARON-1D | 03/01/2022 | 92.327,23 |
| 1.078 | CHF | Burckhardt Compression Hg Ltd Reg | 305.995,14 | SARON-1D | 03/01/2022 | 211,37 |
| 65 | CHF | Cantonal Bank of St Gall Ltd Reg | 24.941,29 | SARON-1D | 03/01/2022 | -300,50 |
| 2 | CHF | Chocolade Lindt & Spruengli AG Reg | 163.470,60 | SARON-1D | 03/01/2022 | 12.574,66 |
| 1.754 | CHF | Clariant AG Reg | 30.521,55 | SARON-1D | 03/01/2022 | 989,27 |
| -411 | CHF | Co Financière Richemont SA | -30.431,49 | SARON-1D | 03/01/2022 | -1.938,07 |
| 2.448 | CHF | Comet Holding AG Reg | 448.613,63 | SARON-1D | 03/01/2022 | 57.986,08 |
| -2.115 | CHF | COSMO Pharmaceuticals NV | -166.221,31 | SARON-1D | 03/01/2022 | -1.946,11 |
| 1.568 | CHF | Daetwyler Holding AG | 372.594,62 | SARON-1D | 03/01/2022 | 14.439,10 |
| 4.327 | CHF | DKSH Holding SA | 266.251,68 | SARON-1D | 03/01/2022 | 17.403,38 |
| 84 | CHF | Dormakaba Holding AG | 39.027,68 | SARON-1D | 03/01/2022 | -77,67 |
| 14.164 | CHF | EFG Intl Reg | 75.957,61 | SARON-1D | 03/01/2022 | -2.619,23 |
| 859 | CHF | Emmi AG Reg | 723.947,77 | SARON-1D | 03/01/2022 | 36.382,71 |
| 72 | CHF | Ems-Chemie Holding AG | 56.785,69 | SARON-1D | 03/01/2022 | 1.431,29 |
| 510 | CHF | Forbo Holding AG | 715.812,61 | SARON-1D | 03/01/2022 | 11.749,52 |
| 8.401 | CHF | Galenica SA Reg | 458.290,01 | SARON-1D | 03/01/2022 | 5.825,72 |
| 546 | CHF | Geberit AG Reg | 279.779,93 | SARON-1D | 03/01/2022 | 6.827,70 |
| 266 | CHF | Georg Fischer SA Reg | 280.377,97 | SARON-1D | 03/01/2022 | 11.289,87 |
| 9 | CHF | Givaudan SA Reg | 31.039,07 | SARON-1D | 03/01/2022 | 732,29 |
| 103 | CHF | Gurit Holding AG | 236.181,73 | SARON-1D | 03/01/2022 | 21.903,95 |
| 229 | CHF | Interroll-Holding SA Reg | 570.626,12 | SARON-1D | 03/01/2022 | 3.176,03 |
| 3.532 | CHF | Kardex Holding Reg | 632.242,15 | SARON-1D | 03/01/2022 | 38.535,42 |
| 6.453 | CHF | Kuehne & Nagel Intl AG Reg | 1.198.071,59 | SARON-1D | 03/01/2022 | -4.773,19 |
| 14.158 | CHF | LafargeHolcim Ltd Reg | 636.464,61 | SARON-1D | 03/01/2022 | 1.701,78 |
| -2.117 | CHF | Landis+Gyr Group Ltd Reg | -135.843,14 | SARON-1D | 03/01/2022 | -5.676,44 |
| 119 | CHF | LEM Holding SA | 190.128,88 | SARON-1D | 03/01/2022 | 2.582,35 |
| 78.507 | CHF | Logitech Intl SA Reg | 6.236.774,59 | SARON-1D | 03/01/2022 | 477.394,03 |
| 2.037 | CHF | Lonza Group AG Reg | 1.071.292,38 | SARON-1D | 03/01/2022 | 30.134,69 |
| 227 | CHF | Luzerner Kantonalbank Reg | 84.059,30 | SARON-1D | 03/01/2022 | 1.049,43 |
| -3.723.800 | CHF | Meyer Burger Technology Ltd Partizsch | -1.159.620,35 | SARON-1D | 03/01/2022 | 110.177,71 |
| 10.905 | CHF | Mobilezone Holding AG | 101.635,07 | SARON-1D | 03/01/2022 | 4.033,14 |
| -36.682 | CHF | Molecular Partners SA Reg | -703.766,36 | SARON-1D | 03/01/2022 | 25.437,34 |
| 4.907 | CHF | Novartis AG Reg | 379.524,14 | SARON-1D | 03/01/2022 | 10.344,47 |
| 88.502 | CHF | OC Oerlikon Corp Inc | 748.740,93 | SARON-1D | 03/01/2022 | 40.910,80 |
| 3.124 | CHF | Orior AG | 217.790,92 | SARON-1D | 03/01/2022 | 6.354,64 |
| 4.574 | CHF | PSP Swiss Property AG Reg | 500.308,99 | SARON-1D | 03/01/2022 | 34.679,07 |
| 432 | CHF | Roche Holding Ltd Pref | 123.424,00 | SARON-1D | 03/01/2022 | 3.754,65 |
| 9.376 | CHF | Schindler Holding Ltd Partizipsch | 2.068.451,95 | SARON-1D | 03/01/2022 | -41.134,14 |
| 170 | CHF | Schweiter Technologies AG | 229.487,57 | SARON-1D | 03/01/2022 | 3.787,59 |
| 1.837 | CHF | Sensirion Holding Ltd Reg | 97.324,27 | SARON-1D | 03/01/2022 | 5.902,58 |
| 9.802 | CHF | SFS Group SA | 951.615,25 | SARON-1D | 03/01/2022 | 3.201,12 |
| 26 | CHF | SGS SA Reg | 64.186,25 | SARON-1D | 03/01/2022 | 1.356,09 |
| 137 | CHF | Siegfried Holding SA Reg | 82.526,30 | SARON-1D | 03/01/2022 | 2.723,43 |
| 50.816 | CHF | SIG Combibloc Services AG Reg | 965.068,88 | SARON-1D | 03/01/2022 | 43.848,75 |
| 2.822 | CHF | Sika Ltd | 630.914,78 | SARON-1D | 03/01/2022 | 30.657,17 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 62.923 | CHF | Softwareone Holding AG Reg | 1.524.291,79 | SARON-1D | 03/01/2022 | 157.083,50 |
| --- | --- | --- | --- | --- | --- | --- |
| 4.201 | CHF | Sonova Holding AG | 893.383,48 | SARON-1D | 03/01/2022 | 12.818,11 |
| 10.309 | CHF | Sulzer AG Reg | 887.408,57 | SARON-1D | 03/01/2022 | 21.446,50 |
| 294 | CHF | Swiss Life Holding Reg | 112.104,59 | SARON-1D | 03/01/2022 | -869,87 |
| 469 | CHF | Swiss Prime Site AG Reg | 37.683,39 | SARON-1D | 03/01/2022 | 1.722,61 |
| 4.402 | CHF | Swisscom Ltd Reg | 1.941.855,25 | SARON-1D | 03/01/2022 | -5.605,67 |
| 17.295 | CHF | Swissquote Group Holding SA Reg | 1.373.634,30 | SARON-1D | 03/01/2022 | -14.391,98 |
| 7.671 | CHF | Tecan Group AG | 3.076.797,60 | SARON-1D | 03/01/2022 | 262.785,24 |
| 48.800 | CHF | UBS Group Inc | 562.656,93 | SARON-1D | 03/01/2022 | -24.139,65 |
| 5.689 | CHF | Valiant Holding AG Reg | 454.997,95 | SARON-1D | 03/01/2022 | 3.156,06 |
| 3.158 | CHF | VAT Gr SA Reg | 644.716,21 | SARON-1D | 03/01/2022 | 75.333,69 |
| 1.613 | CHF | Vetropack Holding AG A Reg | 89.036,09 | SARON-1D | 03/01/2022 | 3.579,34 |
| 440 | CHF | Vontobel Holding AG | 28.559,28 | SARON-1D | 03/01/2022 | 930,74 |
| 972 | CHF | VP Bank AG Reg A | 100.656,47 | SARON-1D | 03/01/2022 | 359,49 |
| 1.002 | CHF | VZ Holding AG Reg | 74.950,35 | SARON-1D | 03/01/2022 | 3.335,24 |
| 9.259 | CHF | Zehnder Group AG Reg | 505.951,59 | SARON-1D | 03/01/2022 | 83.469,17 |
| -4.095 | CHF | Zur Rose Group AG Reg S | 	-1.071.513,73  | SARON-1D | 03/01/2022  | -22.717,61  |
|  |  |  | 	40.214.576,91  |  |  |     2.069.912,35  |
| -99.956 | DKK | Ambu AS B Bearer Reg | -3.534.344,76 | CIBOR-1W | 04/10/2022 | -797.644,68 |
| -1.638 | DKK | Bavarian Nordic A/S | -41.149,98 | CIBOR-1W | 04/10/2022 | -616,15 |
| -13.729 | DKK | Chr. Hansen Holding A/S | -1.155.326,70 | CIBOR-1W | 04/10/2022 | -29.027,40 |
| -694 | DKK | Coloplast A/S B | -86.670,19 | CIBOR-1W | 04/10/2022 | -1.678,21 |
| -14.666 | DKK | Demant AS Reg | -474.047,06 | CIBOR-1W | 04/10/2022 | -31.032,72 |
| -368 | DKK | Genmab A/S | -121.766,10 | CIBOR-1W | 04/10/2022 | -5.487,63 |
| -17.777 | DKK | ISS A/S | -251.717,40 | CIBOR-1W | 04/10/2022 | 18.265,44 |
| -393 | DKK | Novozymes AS B | -18.452,44 | CIBOR-1W | 04/10/2022 | -65,37 |
| -2.173 | DKK | Ossur hf Reg | -14.143,85 | CIBOR-1W | 04/10/2022 | 94,56 |
| -2.682 | DKK | OW Bunker AS | 0,00 | CIBOR-1W | 04/10/2022 | 0,00 |
| -7.100 | DKK | SimCorp A/S | -863.696,10 | CIBOR-1W | 04/10/2022 | -76.497,50 |
| -1.579 | DKK | Tryg A/S | -40.749,63 | CIBOR-1W | 04/10/2022 | -2.778,87 |
| -37.304 | DKK | Zealand Pharma A/S | 	-1.105.541,55  | CIBOR-1W | 04/10/2022  | 56.774,29  |
|  |  |  | 	-7.707.605,76  |  |  |     -869.694,24  |
| -5.531 | EUR | 1&1 Drillisch AG | -113.053,64 | EONIA-1D | 04/01/2022 | -1.044,64 |
| -72.104 | EUR | Accor SA | -2.134.278,40 | EONIA-1D | 04/01/2022 | -960,54 |
| -798 | EUR | Adidas AG Reg | -237.724,20 | EONIA-1D | 04/01/2022 | -19.320,59 |
| -66.769 | EUR | Advanced Metallurgical Gr NV | -1.633.169,74 | EONIA-1D | 04/01/2022 | -93.476,60 |
| -4.045 | EUR | Aena SME SA | -575.199,00 | EONIA-1D | 04/01/2022 | -4.854,00 |
| -17.244 | EUR | Aeroport de Paris (ADP) | -1.829.588,40 | EONIA-1D | 04/01/2022 | -6.897,60 |
| -523 | EUR | Air Liquide SA | -70.212,75 | EONIA-1D | 04/01/2022 | 1.202,90 |
| -14.014 | EUR | Airbus SE | -1.258.176,92 | EONIA-1D | 04/01/2022 | 3.217,20 |
| -16.655 | EUR | Akka Technologies SE | -428.866,25 | EONIA-1D | 04/01/2022 | 13.808,78 |
| -6.229 | EUR | Alstom | -290.333,69 | EONIA-1D | 04/01/2022 | -6.854,95 |
| -9.179 | EUR | Alten | -850.434,35 | EONIA-1D | 04/01/2022 | -21.111,70 |
| -6.568 | EUR | Altri SGPS SA Reg | -33.890,88 | EONIA-1D | 04/01/2022 | -3.100,10 |
| -4.830 | EUR | Amadeus Fire AG | -581.532,00 | EONIA-1D | 04/01/2022 | -10.626,00 |
| -9.494 | EUR | Amadeus IT Group SA A | -565.462,64 | EONIA-1D | 04/01/2022 | -2.861,42 |
| -8.281 | EUR | Amundi SA | -553.170,80 | EONIA-1D | 04/01/2022 | 2.705,43 |
| -21.514 | EUR | Anheuser-Busch InBev SA | -1.226.513,14 | EONIA-1D | 04/01/2022 | -13.123,54 |
| -1.457 | EUR | Argenx SE | -352.594,00 | EONIA-1D | 04/01/2022 | -3.496,80 |
| -38.218 | EUR | ASTM SpA | -787.290,80 | EONIA-1D | 04/01/2022 | 28.281,32 |
| -52.296 | EUR | Atlantia SpA | -769.535,64 | EONIA-1D | 04/01/2022 | 50.727,12 |
| -116.229 | EUR | Autogrill SpA | -635.772,63 | EONIA-1D | 04/01/2022 | -16.272,06 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -92.925 | EUR | Barco NV Reg | -1.655.923,50 | EONIA-1D | 04/01/2022 | 88.278,75 |
| --- | --- | --- | --- | --- | --- | --- |
| -64.281 | EUR | Basic-Fit NV Reg | -1.928.430,00 | EONIA-1D | 04/01/2022 | 54.638,85 |
| -9.491 | EUR | BayWa AG | -313.677,55 | EONIA-1D | 04/01/2022 | -11.679,84 |
| -3.360 | EUR | Beneteau SA | -31.802,40 | EONIA-1D | 04/01/2022 | -1.965,60 |
| 25.075 | EUR | BIC SA | 1.159.969,50 | EONIA-1D | 04/01/2022 | -115.757,58 |
| -166.042 | EUR | Borussia Dortmu GmbH & Co KGaA | -903.268,48 | EONIA-1D | 04/01/2022 | 44.831,34 |
| -27.520 | EUR | Brunello Cucinelli SpA | -982.464,00 | EONIA-1D | 04/01/2022 | -38.262,15 |
| -49.214 | EUR | Bureau Veritas SA | -1.070.896,64 | EONIA-1D | 04/01/2022 | -6.397,82 |
| -24.555 | EUR | Cancom SE | -1.113.814,80 | EONIA-1D | 04/01/2022 | -12.768,60 |
| -903 | EUR | CapGemini SE | -114.500,40 | EONIA-1D | 04/01/2022 | -9.920,56 |
| -4.998 | EUR | Carel Industries SpA Reg | -95.861,64 | EONIA-1D | 04/01/2022 | -7.302,42 |
| -18.632 | EUR | Cellnex Telecom SA | -915.203,84 | EONIA-1D | 04/01/2022 | 50.306,40 |
| -1.158.433 | EUR | CGG | -938.330,73 | EONIA-1D | 04/01/2022 | 126.964,26 |
| -1.128 | EUR | Cie Francois d'Entreprises | -94.300,80 | EONIA-1D | 04/01/2022 | -10.264,80 |
| -80.518 | EUR | CTS Eventim AG Co KGaA | -4.380.179,20 | EONIA-1D | 04/01/2022 | -197.269,10 |
| -204.229 | EUR | Dalata Hotel Group Plc Reg | -773.006,77 | EONIA-1D | 04/01/2022 | -6.126,87 |
| -1.674 | EUR | Dassault Aviation SA | -1.501.578,00 | EONIA-1D | 04/01/2022 | 11.718,00 |
| -698 | EUR | Dassault Systèmes SA | -115.972,70 | EONIA-1D | 04/01/2022 | -8.647,35 |
| -4.385 | EUR | Datalogic SpA Post Frazionamento | -61.390,00 | EONIA-1D | 04/01/2022 | -833,15 |
| -142.154 | EUR | DBV Technologies | -616.379,74 | EONIA-1D | 04/01/2022 | -12.156,96 |
| -4.572 | EUR | Delivery Hero SE Reg | -580.644,00 | EONIA-1D | 04/01/2022 | -117.827,31 |
| -55.574 | EUR | Deutsche Lufthansa AG Reg | -601.032,81 | EONIA-1D | 04/01/2022 | -46.431,50 |
| -2.321 | EUR | Deutsche Telekom AG Reg | -34.710,56 | EONIA-1D | 04/01/2022 | 406,18 |
| -9.706 | EUR | Do & Co AG Bearer | -648.360,80 | EONIA-1D | 04/01/2022 | -124.236,80 |
| -42.344 | EUR | DoValue SpA Reg | -408.619,60 | EONIA-1D | 04/01/2022 | -21.217,05 |
| -2.221 | EUR | Dr Hoenle AG | -121.710,80 | EONIA-1D | 04/01/2022 | -1.671,00 |
| -28.681 | EUR | E.ON SE Reg | -259.964,58 | EONIA-1D | 04/01/2022 | -1.663,50 |
| -13.049 | EUR | Edenred SA | -605.604,09 | EONIA-1D | 04/01/2022 | 24.271,14 |
| 456 | EUR | Eiffage SA | 36.042,24 | EONIA-1D | 04/01/2022 | -11,20 |
| -5.079 | EUR | Ekinops SA | -34.587,99 | EONIA-1D | 04/01/2022 | -979,45 |
| -20.371 | EUR | Elia Group SA NV | -1.986.172,50 | EONIA-1D | 04/01/2022 | -85.558,20 |
| -111.773 | EUR | Elior Group SA | -616.986,96 | EONIA-1D | 04/01/2022 | -17.897,50 |
| -24.634 | EUR | ENAV SpA | -88.633,13 | EONIA-1D | 04/01/2022 | 3.103,88 |
| -38.197 | EUR | ENCE Energia y Celulosa | -129.678,82 | EONIA-1D | 04/01/2022 | -4.215,70 |
| -320 | EUR | Enento Group Plc Reg | -10.752,00 | EONIA-1D | 04/01/2022 | -132,28 |
| -3.014 | EUR | Eramet SA | -129.360,88 | EONIA-1D | 04/01/2022 | -14.828,88 |
| -3.407 | EUR | EssilorLuxottica SA | -434.562,85 | EONIA-1D | 04/01/2022 | -3.959,31 |
| 31.706 | EUR | Eurobio-Scientific SA | 537.416,70 | EONIA-1D | 04/01/2022 | 38.004,56 |
| 11.893 | EUR | Euronext NV | 1.072.153,95 | EONIA-1D | 04/01/2022 | 14.600,44 |
| -22.230 | EUR | Eurotech SpA Reg | -114.595,65 | EONIA-1D | 04/01/2022 | -4.068,09 |
| -5.223 | EUR | Evotec SE | -158.152,44 | EONIA-1D | 04/01/2022 | -21.623,22 |
| -16.452 | EUR | FACC AG Bearer | -139.677,48 | EONIA-1D | 04/01/2022 | 4.397,84 |
| -41.902 | EUR | Falk Renewables SpA | -276.134,18 | EONIA-1D | 04/01/2022 | -46.511,22 |
| -2.761 | EUR | Faurecia SE | -115.713,51 | EONIA-1D | 04/01/2022 | 1.049,18 |
| -7.569 | EUR | Ferrovial SA | -171.059,40 | EONIA-1D | 04/01/2022 | 5.676,75 |
| -2.605 | EUR | FFP | -246.433,00 | EONIA-1D | 04/01/2022 | -15.890,50 |
| -3.566 | EUR | Fielmann AG | -236.960,70 | EONIA-1D | 04/01/2022 | -8.736,70 |
| -52.846 | EUR | FinecoBank SPA | -708.136,40 | EONIA-1D | 04/01/2022 | -9.754,65 |
| -456.149 | EUR | Finnair Oyj | -345.532,87 | EONIA-1D | 04/01/2022 | -63.176,64 |
| -2.309 | EUR | Flutter Entertainment Plc Reg | -385.372,10 | EONIA-1D | 04/01/2022 | -124,75 |
| -29.698 | EUR | Fraport AG | -1.465.893,28 | EONIA-1D | 04/01/2022 | -19.006,72 |
| -7.582 | EUR | Galapagos Genomics NV | -610.199,36 | EONIA-1D | 04/01/2022 | 162.000,59 |
| -6.606 | EUR | GEA Group AG | -193.423,68 | EONIA-1D | 04/01/2022 | -5.131,56 |
| -7.303 | EUR | GIMV NV | -365.150,00 | EONIA-1D | 04/01/2022 | -8.935,10 |
| -7.470 | EUR | GL EVENTS | -74.998,80 | EONIA-1D | 04/01/2022 | 2.857,32 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -135.139 | EUR | Glenveagh Properties Plc Reg | -116.624,96 | EONIA-1D | 04/01/2022 | -2.297,36 |
| --- | --- | --- | --- | --- | --- | --- |
| -8.170 | EUR | GrandVision NV | -208.335,00 | EONIA-1D | 04/01/2022 | 7.353,00 |
| -16.236 | EUR | Grifols SA A | -387.715,68 | EONIA-1D | 04/01/2022 | 4.870,80 |
| 4.634 | EUR | Groupe LDLC SA | 198.798,60 | EONIA-1D | 04/01/2022 | -10.957,85 |
| -484 | EUR | Hypoport SE | -249.260,00 | EONIA-1D | 04/01/2022 | -24.295,75 |
| -11.777 | EUR | illimity Bank SpA Bearer Reg | -105.875,23 | EONIA-1D | 04/01/2022 | 0,00 |
| -13.200 | EUR | Immofinanz AG Bearer | -224.004,00 | EONIA-1D | 04/01/2022 | -18.084,00 |
| -13.258 | EUR | Infineon Technologies AG Reg | -416.168,62 | EONIA-1D | 04/01/2022 | -25.853,10 |
| -268.653 | EUR | Infrastru Wireless Italia SpA | -2.667.724,29 | EONIA-1D | 04/01/2022 | 252.533,82 |
| -26.532 | EUR | Instone Real Estate Group AG Bearer | -557.172,00 | EONIA-1D | 04/01/2022 | 7.959,60 |
| 16.129 | EUR | Ipsen | 1.095.159,10 | EONIA-1D | 04/01/2022 | -146.773,90 |
| -1.901 | EUR | JC Decaux SA | -35.415,63 | EONIA-1D | 04/01/2022 | 3.364,77 |
| -21.411 | EUR | Jenoptik AG Reg | -537.844,32 | EONIA-1D | 04/01/2022 | 1.095,08 |
| -21.971 | EUR | Just Eat Takeaway.com NV | -2.030.120,40 | EONIA-1D | 04/01/2022 | -65.473,58 |
| -993.409 | EUR | Juventus Football Club SpA | -809.230,97 | EONIA-1D | 04/01/2022 | 11.523,54 |
| -10.608 | EUR | KBC Ancora CVA | -371.067,84 | EONIA-1D | 04/01/2022 | 12.093,12 |
| -775 | EUR | Kering Reg | -460.660,00 | EONIA-1D | 04/01/2022 | 10.462,50 |
| 2.852 | EUR | Kerry Group Plc A | 337.962,00 | EONIA-1D | 04/01/2022 | 1.408,20 |
| 13.734 | EUR | Kingspan Group | 788.331,60 | EONIA-1D | 04/01/2022 | -151.613,51 |
| -751 | EUR | KWS Saat SE & Co KGaA | -48.815,00 | EONIA-1D | 04/01/2022 | -450,60 |
| -9.261 | EUR | LPKF Laser & Electronics Dév Bearer | -272.736,45 | EONIA-1D | 04/01/2022 | -55.186,01 |
| -1.266 | EUR | LVMH Moët Hennessy L Vuit SE | -646.799,40 | EONIA-1D | 04/01/2022 | -17.913,90 |
| 65.601 | EUR | M6 Metropole Television SA | 869.869,26 | EONIA-1D | 04/01/2022 | -6.229,33 |
| -656.573 | EUR | Maire Tecnimont SpA | -1.196.276,01 | EONIA-1D | 04/01/2022 | -147.806,60 |
| 63.212 | EUR | Maisons du Monde SA | 945.019,40 | EONIA-1D | 04/01/2022 | 4.424,84 |
| -48.248 | EUR | Marr SpA | -813.461,28 | EONIA-1D | 04/01/2022 | -62.722,40 |
| 14.137 | EUR | McPhy Energy SA | 485.605,95 | EONIA-1D | 04/01/2022 | 20.129,08 |
| -272.430 | EUR | Melia Hotels Intl SA | -1.558.299,60 | EONIA-1D | 04/01/2022 | -1.362,15 |
| -17.109 | EUR | Mithra Pharmaceuticals SA Reg | -337.047,30 | EONIA-1D | 04/01/2022 | 71.857,80 |
| -561.451 | EUR | Mota-Engil SGPS SA Reg | -765.819,16 | EONIA-1D | 04/01/2022 | 20.749,12 |
| -708.471 | EUR | MSCI Daily Gross TR Europe EUR Index | -187.233.059,47 | EONIA-1D | 17/06/2021 | -3.324.116,99 |
| -918 | EUR | Mynaric AG Bearer | -67.197,60 | EONIA-1D | 04/01/2022 | -6.976,80 |
| -30.309 | EUR | Neoen SPA | -1.900.374,30 | EONIA-1D | 04/01/2022 | -391.666,72 |
| -71.624 | EUR | Nexi SpA Reg | -1.170.336,16 | EONIA-1D | 04/01/2022 | -49.452,83 |
| -5.538 | EUR | Norma Group SE Reg | -231.931,44 | EONIA-1D | 04/01/2022 | -23.370,36 |
| 47.049 | EUR | Novacyt | 461.080,20 | EONIA-1D | 04/01/2022 | 28.260,69 |
| -121.493 | EUR | Oci NV Reg | -1.909.869,96 | EONIA-1D | 04/01/2022 | -93.549,61 |
| -152.997 | EUR | Outokumpu Oyj | -492.650,34 | EONIA-1D | 04/01/2022 | -92.257,19 |
| -689 | EUR | Pernod-Ricard SA | -108.035,20 | EONIA-1D | 04/01/2022 | 3.341,65 |
| -141.739 | EUR | Pharming Group NV Bearer | -180.292,01 | EONIA-1D | 04/01/2022 | -8.926,19 |
| -4.752 | EUR | Plastic Omnium | -134.101,44 | EONIA-1D | 04/01/2022 | 4.466,88 |
| -31.700 | EUR | Prosus NV N Reg | -2.801.012,00 | EONIA-1D | 04/01/2022 | 161.528,55 |
| -1.093 | EUR | Rational AG Reg | -832.319,50 | EONIA-1D | 04/01/2022 | -26.778,50 |
| -59.960 | EUR | Renault SA | -2.144.169,60 | EONIA-1D | 04/01/2022 | -91.313,90 |
| 41.988 | EUR | Rexel SA | 541.435,26 | EONIA-1D | 04/01/2022 | 53.534,70 |
| -28.419 | EUR | Ryanair Holdings Plc | -467.918,84 | EONIA-1D | 04/01/2022 | -18.472,35 |
| -382.996 | EUR | Sacyr SA | -773.651,92 | EONIA-1D | 04/01/2022 | -41.825,84 |
| -631 | EUR | SAFRAN SA | -73.164,45 | EONIA-1D | 04/01/2022 | 4.322,35 |
| -123.096 | EUR | Salvatore Ferragamo SpA | -1.952.302,56 | EONIA-1D | 04/01/2022 | -82.456,56 |
| -1.472.723 | EUR | Saras Raffinerie Sarde SpA | -875.533,82 | EONIA-1D | 04/01/2022 | -47.863,50 |
| 12.739 | EUR | Sartorius Stedim Biotech | 3.709.596,80 | EONIA-1D | 04/01/2022 | -22.930,20 |
| -153.236 | EUR | SBM Offshore NV | -2.385.118,34 | EONIA-1D | 04/01/2022 | 30.647,20 |
| -1.424 | EUR | Schoeller Bleckmann Oil Equip | -44.286,40 | EONIA-1D | 04/01/2022 | -4.343,20 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 2.329 | EUR | SEB SA | 347.021,00 | EONIA-1D | 04/01/2022 | 2.645,68 |
| --- | --- | --- | --- | --- | --- | --- |
| 67.709 | EUR | SES SA FDR repr 1 Reg Sh A | 522.442,64 | EONIA-1D | 04/01/2022 | 4.772,25 |
| -19.285 | EUR | Siemens Healthineers AG Reg | -809.584,30 | EONIA-1D | 04/01/2022 | -24.977,20 |
| -14.355 | EUR | SMA Solar Technology AG | -803.162,25 | EONIA-1D | 04/01/2022 | -99.193,05 |
| -8.525 | EUR | SMCP SA | -42.403,35 | EONIA-1D | 04/01/2022 | 5.379,28 |
| 40.127 | EUR | Smurfit Kappa Group Plc | 1.526.431,08 | EONIA-1D | 04/01/2022 | 54.572,72 |
| -4.000 | EUR | SNP Schneider-Neurei & Part SE | -243.600,00 | EONIA-1D | 04/01/2022 | -17.600,00 |
| -17.679 | EUR | Société Générale SA | -300.931,94 | EONIA-1D | 04/01/2022 | 9.263,80 |
| -849 | EUR | Sodexo | -58.767,78 | EONIA-1D | 04/01/2022 | 3.209,22 |
| -290 | EUR | Sofina SA | -80.330,00 | EONIA-1D | 04/01/2022 | -4.022,37 |
| -21.342 | EUR | Solocal Group | -56.769,72 | EONIA-1D | 04/01/2022 | -2.721,11 |
| -13.306 | EUR | Soltec Power Holdings SA Bearer | -175.639,20 | EONIA-1D | 04/01/2022 | -78.717,07 |
| -647 | EUR | Stabilus SA | -37.331,90 | EONIA-1D | 04/01/2022 | 2.135,10 |
| -51.481 | EUR | Talgo SA | -212.873,94 | EONIA-1D | 04/01/2022 | 9.836,49 |
| -26.571 | EUR | Tamburi Inv Partners SpA | -183.074,19 | EONIA-1D | 04/01/2022 | -12.488,37 |
| -39.848 | EUR | TeamViewer AG Bearer | -1.746.537,84 | EONIA-1D | 04/01/2022 | -158.490,61 |
| -17.126 | EUR | Technogym SpA | -158.244,24 | EONIA-1D | 04/01/2022 | -1.472,94 |
| 1.365 | EUR | Teleperformance SE | 370.324,50 | EONIA-1D | 04/01/2022 | 5.779,03 |
| -58.717 | EUR | ThyssenKrupp AG | -477.016,91 | EONIA-1D | 04/01/2022 | -129.059,97 |
| -181.960 | EUR | TomTom NV | -1.535.742,40 | EONIA-1D | 04/01/2022 | -217.158,26 |
| 16.916 | EUR | Total Produce Plc | 23.208,75 | EONIA-1D | 04/01/2022 | -575,14 |
| -7.346 | EUR | UBISOFT Entertainment SA | -579.158,64 | EONIA-1D | 04/01/2022 | -1.728,12 |
| -11.131 | EUR | Umicore SA | -437.336,99 | EONIA-1D | 04/01/2022 | -19.301,24 |
| 56.029 | EUR | Uniphar PLC Reg | 133.349,02 | EONIA-1D | 04/01/2022 | 2.241,16 |
| 65.007 | EUR | Valneva SE | 503.804,25 | EONIA-1D | 04/01/2022 | 105.961,41 |
| 63 | EUR | Vetoquinol SA | 5.266,80 | EONIA-1D | 04/01/2022 | -135,59 |
| 10.375 | EUR | Vicat SA | 356.381,25 | EONIA-1D | 04/01/2022 | -4.903,35 |
| -6.589 | EUR | Vinci SA | -536.081,04 | EONIA-1D | 04/01/2022 | 44.541,64 |
| -15.524 | EUR | Voltalia SA | -401.295,40 | EONIA-1D | 04/01/2022 | -98.577,40 |
| -1.363 | EUR | Vossloh AG | -56.360,05 | EONIA-1D | 04/01/2022 | 670,13 |
| -610.453 | EUR | Webuild SpA | -721.555,45 | EONIA-1D | 04/01/2022 | 63.078,54 |
| 9.538 | EUR | Wendel SE | 934.247,10 | EONIA-1D | 04/01/2022 | 32.429,20 |
| -9.302 | EUR | Worldline SA | -735.788,20 | EONIA-1D | 04/01/2022 | -21.952,72 |
| -168.589 | EUR | YIT Oyj | -831.480,95 | EONIA-1D | 04/01/2022 | 10.789,70 |
| -3.894 | EUR | ZEAL Network SE Reg | 	-179.318,70  | EONIA-1D | 04/01/2022  | -11.902,35  |
|  |  |  | 	-259.865.863,20  |  |  |     -5.448.958,94  |
| 86.145 | GBP | 3i Group Plc | 1.114.345,91 | SONIA-1D | 05/01/2022 | 49.359,44 |
| -128.680 | GBP | 4d Pharma Plc Reg | -185.430,92 | SONIA-1D | 05/01/2022 | -51.748,16 |
| -19.955 | GBP | 4Imprint Group Plc Reg | -571.768,85 | SONIA-1D | 05/01/2022 | -3.343,68 |
| 150.671 | GBP | 888 Holdings Plc Reg | 480.526,31 | SONIA-1D | 05/01/2022 | 20.687,67 |
| 7.170 | GBP | A G Barr Plc Reg | 41.568,84 | SONIA-1D | 05/01/2022 | -400,47 |
| -353.176 | GBP | AA Plc Reg | -132.954,33 | SONIA-1D | 05/01/2022 | -3.156,19 |
| -56.294 | GBP | Abcam Plc | -974.709,49 | SONIA-1D | 05/01/2022 | -79.317,70 |
| 118.872 | GBP | Admiral Group Plc | 3.858.838,19 | SONIA-1D | 05/01/2022 | 25.229,84 |
| -11.828 | GBP | Advanced Medical Solutions | -32.106,94 | SONIA-1D | 05/01/2022 | 66,06 |
| -49.320 | GBP | AJ Bell Plc Reg | -238.832,57 | SONIA-1D | 05/01/2022 | -4.369,12 |
| 67.482 | GBP | Alliance Pharma PLC Reg | 66.034,89 | SONIA-1D | 05/01/2022 | 10.553,52 |
| 6.201 | GBP | Anglo American Plc | 167.944,32 | SONIA-1D | 05/01/2022 | 317,66 |
| -159.028 | GBP | Anglo Pacific Group Plc Reg | -227.031,35 | SONIA-1D | 05/01/2022 | -38.213,60 |
| 48.053 | GBP | Antofagasta Plc | 773.241,51 | SONIA-1D | 05/01/2022 | 69.513,91 |
| 510.311 | GBP | AO World Plc Reg | 2.342.923,67 | SONIA-1D | 05/01/2022 | 366.585,35 |
| -62.491 | GBP | Ascential Plc Reg | -268.058,81 | SONIA-1D | 05/01/2022 | -22.198,62 |
| 38.524 | GBP | Ashmore Group Plc | 185.563,06 | SONIA-1D | 05/01/2022 | -2.323,85 |
| 3.899 | GBP | Ashtead Group Plc | 149.740,92 | SONIA-1D | 05/01/2022 | 4.112,38 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 15.836 | GBP | ASOS Plc | 846.110,85 | SONIA-1D | 05/01/2022 | 20.697,25 |
| --- | --- | --- | --- | --- | --- | --- |
| -2.072 | GBP | Associated British Foods Plc | -52.401,96 | SONIA-1D | 05/01/2022 | -237,07 |
| -73.714 | GBP | Auto Trader Gr Plc | -490.769,57 | SONIA-1D | 05/01/2022 | -27.873,66 |
| 7.250 | GBP | Avast PLC Reg | 43.530,92 | SONIA-1D | 05/01/2022 | 4.235,66 |
| -14.698 | GBP | Avon Rubber Plc Reg | -519.652,89 | SONIA-1D | 05/01/2022 | 205.115,53 |
| -11.224 | GBP | Babcock Intl Group Plc | -35.093,93 | SONIA-1D | 05/01/2022 | 8.789,15 |
| 57.722 | GBP | BAE Syst Plc | 315.176,59 | SONIA-1D | 05/01/2022 | -13.153,85 |
| 1.653 | GBP | Bank of Georgia Group PLC Reg | 22.527,56 | SONIA-1D | 05/01/2022 | 677,71 |
| -126.068 | GBP | Barratt Developments Plc | -943.541,60 | SONIA-1D | 05/01/2022 | -43.354,11 |
| 2.108 | GBP | Bellway Plc | 69.584,01 | SONIA-1D | 05/01/2022 | 2.072,38 |
| 8.169 | GBP | Berkeley Gr Hgs (The) Plc | 432.724,85 | SONIA-1D | 05/01/2022 | 10.328,36 |
| -47.938 | GBP | Blue Prism Group Plc Reg | -921.063,87 | SONIA-1D | 05/01/2022 | -136.766,37 |
| -5.985 | GBP | Bodycote Plc | -49.841,74 | SONIA-1D | 05/01/2022 | 631,91 |
| 59.630 | GBP | Brewin Dolphin Holdings Plc | 203.163,66 | SONIA-1D | 05/01/2022 | 17.984,98 |
| -11.502 | GBP | British Land Co Plc | -62.829,50 | SONIA-1D | 05/01/2022 | -485,28 |
| 12.054 | GBP | Britvic Plc | 109.337,37 | SONIA-1D | 05/01/2022 | -605,93 |
| 171.927 | GBP | BT Group Plc | 253.992,65 | SONIA-1D | 05/01/2022 | 17.669,05 |
| 145.520 | GBP | Bunzl Plc | 3.971.252,87 | SONIA-1D | 05/01/2022 | 134.921,81 |
| -58.331 | GBP | Burberry Group Plc | -1.166.037,49 | SONIA-1D | 05/01/2022 | 1.954,80 |
| -34.513 | GBP | Burford Capital Ltd Reg | -274.115,57 | SONIA-1D | 05/01/2022 | 21.011,68 |
| -283.149 | GBP | C&C Group Plc | -719.577,91 | SONIA-1D | 05/01/2022 | 9.554,51 |
| 75.909 | GBP | Central Asia Metals Plc | 203.510,07 | SONIA-1D | 05/01/2022 | 18.599,56 |
| 551.627 | GBP | Centrica Plc | 287.152,64 | SONIA-1D | 05/01/2022 | 8.133,94 |
| -73.109 | GBP | Ceres Power Holdings Plc Reg | -1.078.018,38 | SONIA-1D | 05/01/2022 | -378.939,79 |
| 62.835 | GBP | Chemring Group Plc Reg | 200.396,03 | SONIA-1D | 05/01/2022 | 21.408,34 |
| -1.175 | GBP | Clarkson Plc Reg | -35.439,13 | SONIA-1D | 05/01/2022 | -1.312,56 |
| 1.452 | GBP | Close Brothers Group Plc | 22.415,89 | SONIA-1D | 05/01/2022 | -80,27 |
| 199.922 | GBP | CMC Markets Plc Reg | 873.210,07 | SONIA-1D | 05/01/2022 | -1.402,18 |
| -156.874 | GBP | Coats Group Plc Reg | -117.936,28 | SONIA-1D | 05/01/2022 | -2.278,11 |
| -51.953 | GBP | Compass Group Plc Reg | -791.020,75 | SONIA-1D | 05/01/2022 | 23.408,14 |
| 88.043 | GBP | Computacenter Plc | 2.407.618,29 | SONIA-1D | 05/01/2022 | 214.403,92 |
| 760.549 | GBP | ConvaTec Group Plc Reg | 1.692.380,15 | SONIA-1D | 05/01/2022 | -51.989,41 |
| -279.652 | GBP | Countryside Properties Plc | -1.460.118,24 | SONIA-1D | 05/01/2022 | -74.375,89 |
| 571 | GBP | Cranswick Plc Reg | 22.452,27 | SONIA-1D | 05/01/2022 | -15,33 |
| -211.636 | GBP | Crest Nicholson Holdings Plc Reg | -770.232,81 | SONIA-1D | 05/01/2022 | -22.695,63 |
| 2.169 | GBP | Croda International Plc Reg | 159.816,49 | SONIA-1D | 05/01/2022 | 13.660,86 |
| 46.287 | GBP | CVS Group PLC | 776.623,19 | SONIA-1D | 05/01/2022 | 35.879,05 |
| -101.647 | GBP | D S Smith Plc | -425.347,35 | SONIA-1D | 05/01/2022 | -34.177,67 |
| 14.481 | GBP | DCC Plc | 837.610,26 | SONIA-1D | 05/01/2022 | -45.151,84 |
| 1.617 | GBP | Dechra Pharmaceuticals Plc | 62.317,57 | SONIA-1D | 05/01/2022 | 2.495,19 |
| 9.983 | GBP | Diploma Plc Reg | 244.446,04 | SONIA-1D | 05/01/2022 | 4.906,76 |
| 204.388 | GBP | Direct Line Insurance Gr Plc | 728.328,77 | SONIA-1D | 05/01/2022 | 32.649,22 |
| 247.306 | GBP | Diversified Gas & Oil PLC Reg | 312.172,39 | SONIA-1D | 05/01/2022 | 7.735,25 |
| 150.006 | GBP | Dixons Carphone Plc | 194.043,27 | SONIA-1D | 05/01/2022 | -12.230,73 |
| 75.035 | GBP | Domino's Pizza Group Plc | 264.869,75 | SONIA-1D | 05/01/2022 | 3.352,78 |
| 24.082 | GBP | Draper Esprit PLC Reg | 177.548,86 | SONIA-1D | 05/01/2022 | 2.690,13 |
| 47.849 | GBP | Dunelm Group Plc | 648.358,27 | SONIA-1D | 05/01/2022 | -16.035,24 |
| -105.134 | GBP | EasyJet Plc | -974.771,16 | SONIA-1D | 05/01/2022 | 28.282,68 |
| 45.712 | GBP | Electrocomponents Plc Reg | 444.508,82 | SONIA-1D | 05/01/2022 | 17.043,40 |
| 107.077 | GBP | Elementis Plc | 137.554,70 | SONIA-1D | 05/01/2022 | -5.861,02 |
| 29.644 | GBP | Emis Group PLC Reg | 358.298,88 | SONIA-1D | 05/01/2022 | 27.748,64 |
| -81.304 | GBP | Energean PLC Reg | -655.011,64 | SONIA-1D | 05/01/2022 | -4.085,98 |
| -4.604 | GBP | Equiniti Group Plc | -5.677,87 | SONIA-1D | 05/01/2022 | 133,71 |
| -56.581 | GBP | Euromoney Istl Investor Plc | -673.766,19 | SONIA-1D | 05/01/2022 | -21.489,73 |
| 165.538 | GBP | Evraz PLC | 872.073,10 | SONIA-1D | 05/01/2022 | 118.226,69 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 414.189 | GBP | Ferrexpo Plc | 1.307.531,34 | SONIA-1D | 05/01/2022 | 264.652,49 |
| --- | --- | --- | --- | --- | --- | --- |
| 4.742 | GBP | Fevertree Drinks Plc | 133.859,19 | SONIA-1D | 05/01/2022 | 3.549,10 |
| -809 | GBP | First Derivatives Plc | -28.918,77 | SONIA-1D | 05/01/2022 | -2.982,25 |
| -169.895 | GBP | FirstGroup Plc | -140.440,93 | SONIA-1D | 05/01/2022 | -23.058,88 |
| -162.241 | GBP | Forterra PLC | -442.213,33 | SONIA-1D | 05/01/2022 | -9.061,75 |
| 105.595 | GBP | Frasers Group PLC Reg | 532.459,15 | SONIA-1D | 05/01/2022 | -1.096,35 |
| -32.398 | GBP | Fresnillo Plc | -408.776,41 | SONIA-1D | 05/01/2022 | 1.539,62 |
| 12.172 | GBP | Frontier Developments PLC Reg | 418.787,83 | SONIA-1D | 05/01/2022 | 77.502,94 |
| 99.395 | GBP | Future Plc Reg | 1.929.726,22 | SONIA-1D | 05/01/2022 | -68.839,49 |
| 37.380 | GBP | Games Workshop Group Plc | 4.676.691,35 | SONIA-1D | 05/01/2022 | 543.327,53 |
| 99.983 | GBP | Gamesys Group Plc Reg | 1.273.246,24 | SONIA-1D | 05/01/2022 | 26.805,18 |
| 24.488 | GBP | Gamma Communications PLC Reg | 449.987,66 | SONIA-1D | 05/01/2022 | 13.677,44 |
| 52.044 | GBP | GB Group Plc | 545.324,36 | SONIA-1D | 05/01/2022 | 38.412,83 |
| 3.185 | GBP | Genus Plc Reg | 149.288,48 | SONIA-1D | 05/01/2022 | 7.855,05 |
| -483.577 | GBP | Greencore Group Plc | -629.322,05 | SONIA-1D | 05/01/2022 | 9.605,45 |
| -134.851 | GBP | Greggs Plc Reg | -2.696.426,53 | SONIA-1D | 05/01/2022 | -46.745,33 |
| -57.136 | GBP | Gulf Keystone Petroleum Ltd Reg S | -78.121,87 | SONIA-1D | 05/01/2022 | -18.828,39 |
| 329.790 | GBP | Halfords Group Plc | 983.626,30 | SONIA-1D | 05/01/2022 | -29.390,31 |
| 26.828 | GBP | Halma Plc | 733.936,47 | SONIA-1D | 05/01/2022 | 67.435,11 |
| -54.491 | GBP | Hays Plc | -87.044,67 | SONIA-1D | 05/01/2022 | 344,51 |
| -369.558 | GBP | Helios Towers Plc Reg | -631.619,35 | SONIA-1D | 05/01/2022 | -37.217,65 |
| 67.847 | GBP | Hikma Pharmaceutical Plc | 1.908.392,78 | SONIA-1D | 05/01/2022 | 21.528,79 |
| 19.661 | GBP | Hill & Smith Hdgs PLC Reg | 309.674,97 | SONIA-1D | 05/01/2022 | 20.205,74 |
| 1.853 | GBP | Hilton Food Group PLC | 23.059,08 | SONIA-1D | 05/01/2022 | 289,79 |
| -26.972 | GBP | Hiscox Ltd | -299.489,03 | SONIA-1D | 05/01/2022 | 31.184,22 |
| 28 | GBP | Hochschild Mining Plc | 65,00 | SONIA-1D | 05/01/2022 | -6,88 |
| -127.711 | GBP | Homeserve Plc | -1.462.290,17 | SONIA-1D | 05/01/2022 | 45.651,99 |
| -15.865 | GBP | Howden Joinery Group Plc | -122.213,37 | SONIA-1D | 05/01/2022 | -4.572,37 |
| -19.079 | GBP | Hunting Plc | -47.527,16 | SONIA-1D | 05/01/2022 | -8.098,80 |
| 762 | GBP | Hutchison China Meditech Ltd Reg | 3.915,56 | SONIA-1D | 05/01/2022 | 34,05 |
| -571.144 | GBP | HYVE Group Plc Reg | -721.588,52 | SONIA-1D | 05/01/2022 | -35.621,93 |
| -457.671 | GBP | Ibstock Plc Reg | -1.056.246,06 | SONIA-1D | 05/01/2022 | -5.432,98 |
| 385.083 | GBP | IG Group Holdings Plc | 3.708.027,97 | SONIA-1D | 05/01/2022 | 147.921,49 |
| 156.094 | GBP | IMI Plc | 2.031.391,00 | SONIA-1D | 05/01/2022 | 99.389,95 |
| 44.120 | GBP | Inchcape Plc | 317.150,53 | SONIA-1D | 05/01/2022 | 14.292,72 |
| 250.554 | GBP | Indivior Plc | 304.517,06 | SONIA-1D | 05/01/2022 | 25.329,78 |
| -194.669 | GBP | Informa Plc | -1.193.852,11 | SONIA-1D | 05/01/2022 | 434,92 |
| -109.503 | GBP | IntegraFin Holdings PLC Reg | -680.114,76 | SONIA-1D | 05/01/2022 | -66.749,86 |
| -13.986 | GBP | InterContinental Hotels Gr Plc Reg | -732.736,38 | SONIA-1D | 05/01/2022 | 9.842,73 |
| -39.256 | GBP | Intermediate Capital Group Plc | -756.882,08 | SONIA-1D | 05/01/2022 | -27.188,12 |
| -1.153 | GBP | Intertek Group Plc | -72.745,37 | SONIA-1D | 05/01/2022 | 1.182,75 |
| -655.007 | GBP | Intl Consolidated Air Gr SA | -1.169.241,19 | SONIA-1D | 05/01/2022 | 21.584,87 |
| 671.053 | GBP | ITV Plc | 800.588,71 | SONIA-1D | 05/01/2022 | 16.072,37 |
| 45.156 | GBP | IWG Plc Reg | 173.118,76 | SONIA-1D | 05/01/2022 | 6.203,29 |
| 674.290 | GBP | J Sainsbury Plc | 1.698.535,60 | SONIA-1D | 05/01/2022 | 70.803,70 |
| 75.050 | GBP | JD Sports Fashion Plc Reg S | 720.992,15 | SONIA-1D | 05/01/2022 | 42.756,51 |
| -109.085 | GBP | JD Wetherspoon Plc | -1.359.911,42 | SONIA-1D | 05/01/2022 | 71.894,96 |
| -13.678 | GBP | Jet2 Plc Reg | -218.494,26 | SONIA-1D | 05/01/2022 | 3.091,98 |
| -174.302 | GBP | John Laing Group Plc | -646.430,51 | SONIA-1D | 05/01/2022 | -17.546,31 |
| 2.373 | GBP | Johnson Matthey Plc Reg | 64.282,22 | SONIA-1D | 05/01/2022 | 3.854,60 |
| -25.426 | GBP | Johnson Ser Group Plc Reg | -39.763,76 | SONIA-1D | 05/01/2022 | -1.136,11 |
| -45.491 | GBP | JTC Plc Reg | -283.557,46 | SONIA-1D | 05/01/2022 | 119,84 |
| 376.631 | GBP | Jupiter Plc | 1.188.125,03 | SONIA-1D | 05/01/2022 | 99.601,22 |
| 53.065 | GBP | Kainos Group PLC Reg | 721.999,41 | SONIA-1D | 05/01/2022 | -4.129,10 |
| 14.865 | GBP | Keller Group Plc | 115.904,88 | SONIA-1D | 05/01/2022 | 6.420,69 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 19.742 | GBP | Keywords Studios Plc | 630.722,86 | SONIA-1D | 05/01/2022 | 102.213,97 |
| --- | --- | --- | --- | --- | --- | --- |
| 1.398.972 | GBP | Kingfisher Plc | 4.225.684,79 | SONIA-1D | 05/01/2022 | -177.184,60 |
| -27.304 | GBP | Lancashire Hgs Ltd | -220.671,48 | SONIA-1D | 05/01/2022 | 4.815,26 |
| -507.212 | GBP | Learning Technologies Gr Plc Reg | -1.031.198,56 | SONIA-1D | 05/01/2022 | -171.677,57 |
| 33.170 | GBP | Liontrust Asset Management PLc Reg | 481.692,86 | SONIA-1D | 05/01/2022 | -27.154,85 |
| -20.382 | GBP | London Mining Plc | 0,00 | SONIA-1D | 05/01/2022 | 0,00 |
| 17 | GBP | London Stock Exchange Gr Plc | 1.710,64 | SONIA-1D | 05/01/2022 | 193,32 |
| 35.197 | GBP | Luceco PLC Reg | 100.653,06 | SONIA-1D | 05/01/2022 | 8.060,11 |
| -98.102 | GBP | Marks & Spencer Group Plc | -149.367,15 | SONIA-1D | 05/01/2022 | -3.890,34 |
| -54.526 | GBP | Marshalls Plc | -455.298,51 | SONIA-1D | 05/01/2022 | -16.965,38 |
| -305.122 | GBP | Marston's Plc | -257.677,62 | SONIA-1D | 05/01/2022 | -33.913,92 |
| -11.703 | GBP | Mears Group Plc Reg | -20.132,57 | SONIA-1D | 05/01/2022 | 130,73 |
| -92.888 | GBP | Mediclinic International Plc | -292.610,64 | SONIA-1D | 05/01/2022 | 2.058,12 |
| -192.269 | GBP | Meggitt Plc | -1.001.941,36 | SONIA-1D | 05/01/2022 | -89.443,08 |
| 78.264 | GBP | Melrose Industries PLC Reg | 155.663,00 | SONIA-1D | 05/01/2022 | 7.428,03 |
| 7.323 | GBP | Micro Focus Intl Plc Reg | 34.692,75 | SONIA-1D | 05/01/2022 | 5.538,08 |
| -135.247 | GBP | Mitchells & Butlers Plc | -363.349,12 | SONIA-1D | 05/01/2022 | -9.424,14 |
| 175.423 | GBP | Mitie Group Plc | 80.343,69 | SONIA-1D | 05/01/2022 | 791,87 |
| 4.758 | GBP | Mondi Plc | 91.391,96 | SONIA-1D | 05/01/2022 | 318,90 |
| 44.730 | GBP | Morgan Advanced Materials Plc | 155.396,30 | SONIA-1D | 05/01/2022 | 9.380,27 |
| 19.867 | GBP | Morgan Sindall Group Plc | 339.994,93 | SONIA-1D | 05/01/2022 | 22.528,53 |
| 102.589 | GBP | Morrison Supermarkets Plc | 203.241,96 | SONIA-1D | 05/01/2022 | -6.245,66 |
| 5.423 | GBP | N.Brown Group Plc Reg | 3.646,85 | SONIA-1D | 05/01/2022 | 9,05 |
| -802.777 | GBP | National Express Gr Plc | -2.128.908,64 | SONIA-1D | 05/01/2022 | -23.515,38 |
| 38.939 | GBP | NatWest Gr Plc | 72.923,88 | SONIA-1D | 05/01/2022 | 1.261,43 |
| -203.467 | GBP | Network Intl Hgs PLC Reg | -742.320,67 | SONIA-1D | 05/01/2022 | -95.028,86 |
| 207.855 | GBP | Ninety One PLC Reg | 532.177,46 | SONIA-1D | 05/01/2022 | 19.796,49 |
| -158.766 | GBP | NMC Health Plc | 0,00 | SONIA-1D | 05/01/2022 | 0,00 |
| -751 | GBP | Ocado Group PLC | -19.186,13 | SONIA-1D | 05/01/2022 | -568,63 |
| -69.376 | GBP | On The Beach Group Plc Reg | -288.680,15 | SONIA-1D | 05/01/2022 | 7.643,66 |
| 63.889 | GBP | OSB Group Plc Reg | 302.317,60 | SONIA-1D | 05/01/2022 | 20.435,78 |
| -43.361 | GBP | Oxford Biomedica Plc Reg | -498.905,05 | SONIA-1D | 05/01/2022 | -76.099,64 |
| 10.688 | GBP | Oxford Instruments Plc Reg | 237.830,29 | SONIA-1D | 05/01/2022 | 13.944,60 |
| 57.441 | GBP | Pan African Resources Plc Reg | 15.143,12 | SONIA-1D | 05/01/2022 | 1.219,15 |
| 9.613 | GBP | PayPoint Plc Reg | 70.229,26 | SONIA-1D | 05/01/2022 | 5.261,83 |
| 12.526 | GBP | Pearson Plc | 95.204,64 | SONIA-1D | 05/01/2022 | 2.154,83 |
| -155.092 | GBP | Pennon Group Plc | -1.645.865,68 | SONIA-1D | 05/01/2022 | 24.088,64 |
| 13.512 | GBP | Persimmon Plc | 417.647,79 | SONIA-1D | 05/01/2022 | -10.867,60 |
| -36.513 | GBP | Petrofac Ltd | -56.327,77 | SONIA-1D | 05/01/2022 | 9.503,53 |
| 1.255.172 | GBP | Petropavlovsk Plc Reg | 455.688,42 | SONIA-1D | 05/01/2022 | 43.465,66 |
| 270.161 | GBP | Pets at Home Gr Plc | 1.256.047,66 | SONIA-1D | 05/01/2022 | -7.846,53 |
| 11.302 | GBP | Phoenix Group Holdings PLC Reg | 88.451,83 | SONIA-1D | 05/01/2022 | -5.125,81 |
| 31.637 | GBP | Polar Capital Holdings Plc Reg | 245.972,14 | SONIA-1D | 05/01/2022 | 17.462,34 |
| -61.884 | GBP | Polypipe Group Plc | -412.699,65 | SONIA-1D | 05/01/2022 | -55.994,42 |
| 945.133 | GBP | Premier Foods Plc | 1.057.893,72 | SONIA-1D | 05/01/2022 | 138.307,46 |
| 14.417 | GBP | Purplebricks Group Plc | 17.071,13 | SONIA-1D | 05/01/2022 | 2.058,11 |
| 126.144 | GBP | PZ Cussons Plc Reg | 324.097,61 | SONIA-1D | 05/01/2022 | 2.113,68 |
| 350.343 | GBP | Qinetiq Group Plc | 1.251.564,66 | SONIA-1D | 05/01/2022 | 76.384,26 |
| -117.732 | GBP | Rank Group Plc Reg | -183.069,14 | SONIA-1D | 05/01/2022 | 13.623,41 |
| 13.151 | GBP | Rathbone Brothers Plc Reg | 226.235,57 | SONIA-1D | 05/01/2022 | -1.121,61 |
| 239.975 | GBP | Reach Plc | 384.947,79 | SONIA-1D | 05/01/2022 | 12.950,07 |
| 3.446 | GBP | Reckitt Benckiser Group Plc | 251.829,85 | SONIA-1D | 05/01/2022 | 3.618,47 |
| -31.854 | GBP | Redde Northgate Plc | -94.651,39 | SONIA-1D | 05/01/2022 | -5.159,57 |
| 196.322 | GBP | Renewi Plc Reg | 90.683,00 | SONIA-1D | 05/01/2022 | 12.646,10 |
| 4.058 | GBP | Renishaw Plc | 261.105,44 | SONIA-1D | 05/01/2022 | 4.986,39 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -2.669 | GBP | Rentokil Initial Plc | -15.193,55 | SONIA-1D | 05/01/2022 | -521,76 |
| --- | --- | --- | --- | --- | --- | --- |
| -922.681 | GBP | Restaurant Group (The) Plc | -661.710,45 | SONIA-1D | 05/01/2022 | 41.643,65 |
| -177.693 | GBP | Rightmove Group Plc Reg | -1.291.811,82 | SONIA-1D | 05/01/2022 | -31.306,94 |
| 20.490 | GBP | Rio Tinto Plc | 1.252.018,29 | SONIA-1D | 05/01/2022 | 108.149,66 |
| -285.633 | GBP | Rolls-Royce Holdings PLC | -354.968,48 | SONIA-1D | 05/01/2022 | 7.348,72 |
| 360.563 | GBP | Rotork Plc | 1.280.824,62 | SONIA-1D | 05/01/2022 | 72.131,44 |
| 1.641.922 | GBP | Royal Mail Plc | 6.193.911,15 | SONIA-1D | 05/01/2022 | 233.655,52 |
| 1.897 | GBP | RSA Insurance Group Plc | 14.354,69 | SONIA-1D | 05/01/2022 | 12,71 |
| -214.600 | GBP | Saga Plc Reg | -606.501,15 | SONIA-1D | 05/01/2022 | 16.165,17 |
| 36.917 | GBP | Sage Group Plc | 240.010,79 | SONIA-1D | 05/01/2022 | -2.474,34 |
| 24.911 | GBP | Savills Plc | 265.612,48 | SONIA-1D | 05/01/2022 | -2.504,47 |
| -20.784 | GBP | Scapa Group Plc Reg | -43.184,06 | SONIA-1D | 05/01/2022 | -6.268,65 |
| 1.404 | GBP | Schroders Plc | 52.336,50 | SONIA-1D | 05/01/2022 | 1.374,30 |
| 3.274 | GBP | Segro Plc | 34.656,53 | SONIA-1D | 05/01/2022 | 1.221,54 |
| 35.200 | GBP | Senior Plc | 35.093,95 | SONIA-1D | 05/01/2022 | 4.050,06 |
| 291.440 | GBP | Serco Group Plc | 389.043,76 | SONIA-1D | 05/01/2022 | 600,37 |
| -1.077.089 | GBP | SIG Plc | -378.763,14 | SONIA-1D | 05/01/2022 | 23.927,56 |
| -471.755 | GBP | Signature Aviation Plc Reg | -2.039.430,29 | SONIA-1D | 05/01/2022 | -693.206,07 |
| -40.367 | GBP | Smiths Group Plc Reg | -678.422,21 | SONIA-1D | 05/01/2022 | 3.491,70 |
| 1.536 | GBP | Spectris Plc | 48.351,91 | SONIA-1D | 05/01/2022 | 1.166,76 |
| 14.001 | GBP | Spirax-Sarco Engineering Plc | 1.766.553,03 | SONIA-1D | 05/01/2022 | 42.976,04 |
| 8.972 | GBP | Spirent Communications Plc Reg | 26.459,07 | SONIA-1D | 05/01/2022 | 503,74 |
| -2.628 | GBP | SSE Plc | -44.035,00 | SONIA-1D | 05/01/2022 | -3.831,05 |
| -69.539 | GBP | SSP Group Plc Reg | -257.742,60 | SONIA-1D | 05/01/2022 | 4.822,67 |
| 19.427 | GBP | SThree Plc | 64.670,08 | SONIA-1D | 05/01/2022 | -1.953,12 |
| 57.576 | GBP | Stock Spirits Gr Plc Reg | 172.368,41 | SONIA-1D | 05/01/2022 | 14.350,37 |
| -72.412 | GBP | Synairgen Plc Reg | -123.760,87 | SONIA-1D | 05/01/2022 | -54.217,35 |
| 85.671 | GBP | Synthomer Plc | 430.270,46 | SONIA-1D | 05/01/2022 | 14.753,77 |
| 516.556 | GBP | Tate & Lyle Plc | 3.891.493,96 | SONIA-1D | 05/01/2022 | 115.160,34 |
| -19.361 | GBP | Taylor Wimpey Plc | -35.858,63 | SONIA-1D | 05/01/2022 | -3.353,18 |
| 13.927 | GBP | TBC Bank Group Plc | 194.468,37 | SONIA-1D | 05/01/2022 | 5.642,75 |
| -27.671 | GBP | Telecom Plus Plc Reg | -443.256,79 | SONIA-1D | 05/01/2022 | 5.080,26 |
| -409.402 | GBP | Tesco Plc | -1.058.265,66 | SONIA-1D | 05/01/2022 | -11.864,95 |
| 6.303 | GBP | The Go-Ahead Group Plc | 69.317,74 | SONIA-1D | 05/01/2022 | 10.526,16 |
| -114.267 | GBP | The Gym Group Plc Reg | -276.988,63 | SONIA-1D | 05/01/2022 | 4.610,10 |
| -12.953 | GBP | THG Holdings Plc Reg | -112.861,64 | SONIA-1D | 05/01/2022 | -17.788,82 |
| 25.784 | GBP | TI Fluid Systems Plc | 70.623,97 | SONIA-1D | 05/01/2022 | 1.909,23 |
| -326.432 | GBP | Trainline Plc Reg | -1.691.967,81 | SONIA-1D | 05/01/2022 | 61.260,91 |
| 1.583 | GBP | Travis Perkins Plc | 23.819,35 | SONIA-1D | 05/01/2022 | -335,98 |
| 9.141 | GBP | Tremor International Ltd Reg | 40.027,75 | SONIA-1D | 05/01/2022 | 6.701,36 |
| 21.671 | GBP | TT Electronics Plc Reg | 49.626,56 | SONIA-1D | 05/01/2022 | -3.631,21 |
| 58.831 | GBP | Tyman Plc Reg | 230.343,33 | SONIA-1D | 05/01/2022 | 19.377,28 |
| 49.901 | GBP | Ultra Electronics Holdings Plc | 1.154.995,76 | SONIA-1D | 05/01/2022 | -28.965,58 |
| 31.246 | GBP | United Utilities Plc | 312.391,24 | SONIA-1D | 05/01/2022 | -6.073,30 |
| 134.280 | GBP | Vectura Gr Plc Reg | 186.900,63 | SONIA-1D | 05/01/2022 | 18.000,06 |
| 1.637 | GBP | Victrex Plc | 42.900,08 | SONIA-1D | 05/01/2022 | 5.522,52 |
| -568.528 | GBP | Virgin Money UK Plc | -854.192,06 | SONIA-1D | 05/01/2022 | 34.976,07 |
| -1.179 | GBP | Vistry Group PLC Reg | -12.373,48 | SONIA-1D | 05/01/2022 | -625,59 |
| 73.652 | GBP | Volex Plc Reg | 253.405,86 | SONIA-1D | 05/01/2022 | 24.734,44 |
| 16.454 | GBP | Volution Group Plc Reg | 51.281,07 | SONIA-1D | 05/01/2022 | -770,67 |
| 45.784 | GBP | Watches of Switzerland Gr PLC Reg | 296.124,05 | SONIA-1D | 05/01/2022 | 38.223,58 |
| -54.412 | GBP | Watkin Jones Plc Reg | -111.960,73 | SONIA-1D | 05/01/2022 | -7.289,57 |
| 5.434 | GBP | Weir Group Plc | 120.766,08 | SONIA-1D | 05/01/2022 | 7.979,23 |
| -137.251 | GBP | WH Smith Plc | -2.315.121,85 | SONIA-1D | 05/01/2022 | 8.859,99 |
| -32.370 | GBP | Whitbread Plc | -1.120.948,81 | SONIA-1D | 05/01/2022 | 19.164,61 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -10.660 | GBP | Wizz Air Holdings Plc | 	-543.480,83  | SONIA-1D | 05/01/2022  | 1.428,96  |
| --- | --- | --- | --- | --- | --- | --- |
|  |  |  | 	32.220.171,62  |  |  |     1.773.542,71  |
| -93.839 | NOK | Adevinta ASA Reg | -1.289.013,16 | NIBOR-1W | 03/01/2022 | -92.245,20 |
| -836 | NOK | Aker ASA A | -44.658,67 | NIBOR-1W | 03/01/2022 | -4.107,00 |
| -86.010 | NOK | Atlantic Sapphire ASA | -984.558,85 | NIBOR-1W | 03/01/2022 | -136.806,58 |
| -12.378 | NOK | Bakkafrost P/F Reg | -723.216,06 | NIBOR-1W | 03/01/2022 | -49.818,20 |
| -57.182 | NOK | BerGenBio ASA Reg | -175.641,32 | NIBOR-1W | 03/01/2022 | 2.868,78 |
| -14.902 | NOK | Bonheur ASA | -344.010,27 | NIBOR-1W | 03/01/2022 | -9.181,19 |
| -60.707 | NOK | BW Energy Limited Reg | -159.830,38 | NIBOR-1W | 03/01/2022 | -19.778,79 |
| -15.421 | NOK | BW Offshore Ltd Reg | -55.487,57 | NIBOR-1W | 03/01/2022 | -4.093,13 |
| -6.367 | NOK | FLEX LNG Ltd Reg | -45.612,75 | NIBOR-1W | 03/01/2022 | -3.461,95 |
| -174.328 | NOK | Grieg Seafood ASA | -1.413.505,69 | NIBOR-1W | 03/01/2022 | -85.641,82 |
| -14.032 | NOK | Kahoot AS Reg | -127.428,92 | NIBOR-1W | 03/01/2022 | -24.799,06 |
| -6.730.258 | NOK | Kongsberg Automotive Asa | -225.025,24 | NIBOR-1W | 03/01/2022 | -22.206,62 |
| -46.047 | NOK | Mowi ASA Reg | -838.969,55 | NIBOR-1W | 03/01/2022 | -28.551,32 |
| -45.698 | NOK | NEL ASA Reg | -126.242,98 | NIBOR-1W | 03/01/2022 | -20.052,41 |
| -76.880 | NOK | Ocean Yield ASA | -194.710,51 | NIBOR-1W | 03/01/2022 | -1.100,06 |
| -42.415 | NOK | Pexip Holding ASA Reg | -265.825,31 | NIBOR-1W | 03/01/2022 | -14.970,38 |
| -209.854 | NOK | Quantafuel ASA Reg | -1.217.116,98 | NIBOR-1W | 03/01/2022 | -185.683,94 |
| -55.902 | NOK | Scatec ASA | -1.820.548,91 | NIBOR-1W | 03/01/2022 | -366.807,90 |
| -51.145 | NOK | TGS Nopec Geophysical Co ASA | -647.419,23 | NIBOR-1W | 03/01/2022 | -43.421,49 |
| -7.410 | NOK | Tomra Systems ASA | -298.716,48 | NIBOR-1W | 03/01/2022 | -33.585,92 |
| -4.147 | NOK | Volue AS Reg | -19.898,19 | NIBOR-1W | 03/01/2022 | -6.366,77 |
| -66.856 | NOK | Vow ASA Reg | 	-242.026,91  | NIBOR-1W | 03/01/2022  | -37.308,50  |
|  |  |  | 	-11.259.463,93  |  |  |     -1.187.119,45  |
| -39.192 | SEK | AF Poyry AB | -978.969,55 | STIBO-1W | 04/01/2022 | -21.824,16 |
| -19.822 | SEK | Atlas Copco AB A Reg | -830.012,88 | STIBO-1W | 04/01/2022 | 35.098,71 |
| -6.447 | SEK | Atrium Ljungberg B | -110.778,00 | STIBO-1W | 04/01/2022 | 0,00 |
| -56.025 | SEK | Attendo AB | -247.241,45 | STIBO-1W | 04/01/2022 | 3.899,71 |
| -7.776 | SEK | Bactiguard Hg AB Reg | -110.571,81 | STIBO-1W | 04/01/2022 | 1.842,76 |
| -15.304 | SEK | Beijer Ref AB B Reg | -572.804,86 | STIBO-1W | 04/01/2022 | -128.500,06 |
| -1.764 | SEK | Biogaia AB B | -94.194,38 | STIBO-1W | 04/01/2022 | -9.121,24 |
| -19.179 | SEK | Cellavision AB | -585.485,92 | STIBO-1W | 04/01/2022 | -20.122,72 |
| -99.697 | SEK | Electrolux Professional AB B Reg | -461.778,49 | STIBO-1W | 04/01/2022 | -12.558,56 |
| -866 | SEK | EQT AB Reg | -18.118,23 | STIBO-1W | 04/01/2022 | -1.665,36 |
| -405.378 | SEK | Fingerprint Cards AB B Re | -701.796,29 | STIBO-1W | 04/01/2022 | -79.289,13 |
| -1.360 | SEK | Genovis AB Reg | -4.259,92 | STIBO-1W | 04/01/2022 | -304,28 |
| -67.268 | SEK | Hennes & Mauritz AB B | -1.150.506,52 | STIBO-1W | 04/01/2022 | 91.973,63 |
| -12.219 | SEK | Hoist Finance AB | -44.300,07 | STIBO-1W | 04/01/2022 | -874,82 |
| -36.789 | SEK | JM AB | -1.063.079,43 | STIBO-1W | 04/01/2022 | -51.623,37 |
| -5.172 | SEK | Karnov Group AB Reg | -30.600,44 | STIBO-1W | 04/01/2022 | -3.209,01 |
| -1.477 | SEK | MIPS AB Reg | -75.637,97 | STIBO-1W | 04/01/2022 | -9.840,28 |
| -18.117 | SEK | Oncopeptides AB Reg | -305.717,46 | STIBO-1W | 04/01/2022 | -9.187,74 |
| -17.525 | SEK | PowerCell Sweden AB Reg | -566.709,75 | STIBO-1W | 04/01/2022 | -65.669,64 |
| -13.031 | SEK | RaySearch Laboratories AB B | -107.160,66 | STIBO-1W | 04/01/2022 | -12.309,87 |
| -900 | SEK | Saniona AB Reg | -1.843,58 | STIBO-1W | 04/01/2022 | 241,63 |
| -1.430.814 | SEK | SAS AB | -259.655,89 | STIBO-1W | 04/01/2022 | -37.517,47 |
| -14.790 | SEK | Sedana Medical AB Reg | -504.445,69 | STIBO-1W | 04/01/2022 | -102.839,19 |
| -1.598 | SEK | Sinch AB Reg | -212.928,45 | STIBO-1W | 04/01/2022 | -33.520,23 |
| -19.597 | SEK | Skistar AB B Emission 2019 | -208.119,59 | STIBO-1W | 04/01/2022 | -5.345,98 |
| -31.798 | SEK | Storytel AB B Reg | -853.720,46 | STIBO-1W | 04/01/2022 | -119.076,92 |
| -42.613 | SEK | Svenska Cellulosa SCA AB B | -607.212,11 | STIBO-1W | 04/01/2022 | -14.406,99 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -27.053 | SEK | Swedish Orphan Biovitrum AB | -446.824,71 | STIBO-1W | 04/01/2022 | -4.782,22 |
| --- | --- | --- | --- | --- | --- | --- |
| -24.828 | SEK | Vitrolife AB Reg | -532.776,79 | STIBO-1W | 04/01/2022 | -11.362,35 |
| -1.433 | SEK | Xbrane Biopharma AB Reg | -10.658,59 | STIBO-1W | 04/01/2022 | -484,48 |
| -12.078 | SEK | Xvivo Perfusion AB | 	-377.117,59  | STIBO-1W | 04/01/2022  | 8.747,92  |
|  |  |  | 	-12.075.027,53  |  |  |     -613.631,71  |
| -600 | USD | Diageo Plc ADR DR repr spons | -77.873,49 | FEDEF-1D | 07/02/2022 | -112,05 |
| -3.100 | USD | Experian Plc ADR DR repr spons | -96.171,95 | FEDEF-1D | 07/02/2022 | -4.554,43 |
| -3.805 | USD | InterContinental Hotels Gr Plc spons ADR repr 1 Share | -202.502,12 | FEDEF-1D | 07/02/2022 | -4.104,77 |
| -5.783 | USD | Millicom Intl Cellular SA Reg | -183.282,72 | FEDEF-1D | 07/02/2022 | 6.520,37 |
| -7.836 | USD | Prudential Plc spons ADR repr 2 Shares | -236.501,70 | FEDEF-1D | 07/02/2022 | -22.303,76 |
| -11.011 | USD | Relx Plc spons ADR repr 1 Share | -221.911,78 | FEDEF-1D | 07/02/2022 | -8.592,44 |
| -60.200 | USD | Tiziana Life Sciences Plc spons ADR repr 2 Shs | 	-99.382,15  | FEDEF-1D | 07/02/2022  | 9.289,04  |
|  |  |  | 	-1.117.625,91  |  |  |      -23.858,04  |
|  |  |  | 	-219.590.837,80  |  |  |     -4.299.807,32  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| 4.888 | CHF | ABB Ltd Reg | 111.676,38 | EONIA-1D | 19/09/2022 | 2.988,59 |
| -10.227 | CHF | Adecco Group SA Reg | -559.414,63 | EONIA-1D | 19/09/2022 | -12.932,78 |
| 840 | CHF | Banque Cantonale Vaudoise Reg | 74.793,35 | EONIA-1D | 19/09/2022 | 836,95 |
| -58 | CHF | Chocolade Lindt & Spruengli AG Partizsch | -462.803,02 | EONIA-1D | 19/09/2022 | -28.288,73 |
| -3 | CHF | Chocolade Lindt & Spruengli AG Reg | -245.205,90 | EONIA-1D | 19/09/2022 | -8.439,97 |
| -6.163 | CHF | Clariant AG Reg | -107.243,06 | EONIA-1D | 19/09/2022 | 1.373,14 |
| -442 | CHF | Co Financière Richemont SA | -32.726,81 | EONIA-1D | 19/09/2022 | -690,48 |
| 503 | CHF | Credit Suisse Group AG Reg | 5.301,88 | EONIA-1D | 19/09/2022 | 66,86 |
| -144 | CHF | Ems-Chemie Holding AG | -113.571,38 | EONIA-1D | 19/09/2022 | -279,22 |
| -184 | CHF | Geberit AG Reg | -94.284,81 | EONIA-1D | 19/09/2022 | -1.032,50 |
| 7 | CHF | Givaudan SA Reg | 24.141,50 | EONIA-1D | 19/09/2022 | 94,44 |
| 346 | CHF | Julius Baer Gruppe AG Reg | 16.315,62 | EONIA-1D | 19/09/2022 | 355,29 |
| -277 | CHF | Kuehne & Nagel Intl AG Reg | -51.428,15 | EONIA-1D | 19/09/2022 | -35,41 |
| 4.038 | CHF | LafargeHolcim Ltd Reg | 181.525,93 | EONIA-1D | 19/09/2022 | 6.925,43 |
| -91 | CHF | Lonza Group AG Reg | -47.858,42 | EONIA-1D | 19/09/2022 | -558,03 |
| -828 | CHF | Nestlé SA Reg | -79.818,85 | EONIA-1D | 19/09/2022 | -182,25 |
| 762 | CHF | Novartis AG Reg | 58.935,68 | EONIA-1D | 19/09/2022 | 3.917,40 |
| -197 | CHF | Partners Group Holding Reg | -189.433,58 | EONIA-1D | 19/09/2022 | -4.798,53 |
| 286 | CHF | Roche Holding Ltd Pref | 81.711,26 | EONIA-1D | 19/09/2022 | 1.029,64 |
| 1.798 | CHF | Schindler Holding Ltd | 396.326,70 | EONIA-1D | 19/09/2022 | 1.026,46 |
| 1.421 | CHF | Schindler Holding Ltd Partizipsch | 313.488,72 | EONIA-1D | 19/09/2022 | -45,98 |
| -28 | CHF | SGS SA Reg | -69.123,65 | EONIA-1D | 19/09/2022 | -1.351,79 |
| -825 | CHF | Sika Ltd | -184.445,32 | EONIA-1D | 19/09/2022 | -3.638,62 |
| 33 | CHF | Sonova Holding AG | 7.017,77 | EONIA-1D | 19/09/2022 | 410,32 |
| 60 | CHF | Straumann Holding AG Reg | 57.223,96 | EONIA-1D | 19/09/2022 | -768,66 |
| -123 | CHF | Swiss Life Holding Reg | -46.900,90 | EONIA-1D | 19/09/2022 | -1.052,08 |
| -58 | CHF | Swiss Prime Site AG Reg | -4.660,21 | EONIA-1D | 19/09/2022 | -39,04 |
| -154 | CHF | Swiss Re AG | -11.866,75 | EONIA-1D | 19/09/2022 | 73,32 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 230 | CHF | Swisscom Ltd Reg | 101.459,95 | EONIA-1D | 19/09/2022 | 647,59 |
| --- | --- | --- | --- | --- | --- | --- |
| 102 | CHF | UBS Group Inc | 1.176,05 | EONIA-1D | 19/09/2022 | -11,98 |
| -107 | CHF | Zurich Insurance Group AG Reg | 	-36.951,48  | EONIA-1D | 19/09/2022  | -879,56  |
|  |  |  | 	-906.642,17  |  |  |      -45.280,18  |
| 7.717 | EUR | ABN AMRO Bank NV DR | 61.890,34 | EONIA-1D | 19/09/2022 | -428,37 |
| 1.642 | EUR | Accor SA | 48.603,20 | EONIA-1D | 19/09/2022 | 801,51 |
| -370 | EUR | Aena SME SA | -52.614,00 | EONIA-1D | 19/09/2022 | 405,06 |
| -44 | EUR | Ageas NV | -1.917,52 | EONIA-1D | 19/09/2022 | -70,99 |
| 1.566 | EUR | Air Liquide SA | 210.235,50 | EONIA-1D | 19/09/2022 | 1.619,76 |
| 393 | EUR | Akzo Nobel NV Bearer Reg | 34.528,98 | EONIA-1D | 19/09/2022 | 72,25 |
| -503 | EUR | Allianz SE Reg | -100.952,10 | EONIA-1D | 19/09/2022 | -235,74 |
| -512 | EUR | Alstom | -23.864,32 | EONIA-1D | 19/09/2022 | -324,34 |
| 2.977 | EUR | Amundi SA | 198.863,60 | EONIA-1D | 19/09/2022 | -1.144,03 |
| 4.064 | EUR | Arkema | 379.984,00 | EONIA-1D | 19/09/2022 | -5.389,17 |
| -3.470 | EUR | Aroundtown SA Bearer | -21.236,40 | EONIA-1D | 19/09/2022 | -619,64 |
| -7 | EUR | ASML Holding NV | -2.782,85 | EONIA-1D | 19/09/2022 | -232,73 |
| -168 | EUR | Atos SE | -12.563,04 | EONIA-1D | 19/09/2022 | 301,42 |
| -8.916 | EUR | Banco Bilbao Vizcaya Argent SA Reg | -35.976,06 | EONIA-1D | 19/09/2022 | -2.859,07 |
| -3.645 | EUR | Bankinter SA Reg | -16.125,48 | EONIA-1D | 19/09/2022 | 268,07 |
| -5.923 | EUR | BASF SE Reg | -383.336,56 | EONIA-1D | 19/09/2022 | -4.597,52 |
| 5.244 | EUR | Bayerische Motoren Werke AG Pref | 289.468,80 | EONIA-1D | 19/09/2022 | 1.562,37 |
| 6.203 | EUR | Bayerische Motorenwerke AG | 448.042,69 | EONIA-1D | 19/09/2022 | -1.005,89 |
| -4.925 | EUR | Bollore | -16.656,35 | EONIA-1D | 19/09/2022 | 252,96 |
| 1.608 | EUR | Bouygues SA | 54.109,20 | EONIA-1D | 19/09/2022 | 480,67 |
| 328 | EUR | Brenntag AG | 20.775,52 | EONIA-1D | 19/09/2022 | -281,05 |
| 11.862 | EUR | Bureau Veritas SA | 258.117,12 | EONIA-1D | 19/09/2022 | -5.465,84 |
| 10.157 | EUR | Caixabank SA | 21.339,86 | EONIA-1D | 19/09/2022 | -473,27 |
| -2.120 | EUR | CapGemini SE | -268.816,00 | EONIA-1D | 19/09/2022 | -8.625,31 |
| 1.063 | EUR | Cellnex Telecom SA | 52.214,56 | EONIA-1D | 19/09/2022 | -1.025,77 |
| 12.980 | EUR | Cie de Saint-Gobain SA | 486.750,00 | EONIA-1D | 19/09/2022 | -14.774,47 |
| -5.485 | EUR | CNP Assurances | -72.292,30 | EONIA-1D | 19/09/2022 | 1.767,10 |
| -4.287 | EUR | Continental AG | -519.798,75 | EONIA-1D | 19/09/2022 | -4.466,97 |
| -260 | EUR | Covivio SA Dist | -19.591,00 | EONIA-1D | 19/09/2022 | 458,24 |
| -3.505 | EUR | Crédit Agricole SA | -36.171,60 | EONIA-1D | 19/09/2022 | 723,54 |
| 1.847 | EUR | CRH Plc | 62.834,94 | EONIA-1D | 19/09/2022 | -1.293,00 |
| 1.142 | EUR | Daimler AG Reg | 65.996,18 | EONIA-1D | 19/09/2022 | -183,63 |
| -3.240 | EUR | Danone | -174.182,40 | EONIA-1D | 19/09/2022 | 1.671,03 |
| -45 | EUR | Dassault Aviation SA | -40.365,00 | EONIA-1D | 19/09/2022 | 380,12 |
| -3.774 | EUR | Dassault Systèmes SA | -627.050,10 | EONIA-1D | 19/09/2022 | -15.511,04 |
| -321 | EUR | Deutsche Boerse AG Reg | -44.699,25 | EONIA-1D | 19/09/2022 | 122,37 |
| 295 | EUR | Deutsche Post AG Reg | 11.947,50 | EONIA-1D | 19/09/2022 | 404,70 |
| 5.905 | EUR | E.ON SE Reg | 53.522,92 | EONIA-1D | 19/09/2022 | 1.691,98 |
| 145 | EUR | Edenred SA | 6.729,45 | EONIA-1D | 19/09/2022 | 59,03 |
| -33.329 | EUR | EDP-Energias de Portugal SA Reg | -171.844,32 | EONIA-1D | 19/09/2022 | -9.833,64 |
| 1.401 | EUR | Eiffage SA | 110.735,04 | EONIA-1D | 19/09/2022 | -5.766,02 |
| -461 | EUR | Elia Group SA NV | -44.947,50 | EONIA-1D | 19/09/2022 | -1.750,96 |
| 981 | EUR | Elisa Corp | 44.017,47 | EONIA-1D | 19/09/2022 | 847,28 |
| 5.300 | EUR | Enagas SA | 95.214,50 | EONIA-1D | 19/09/2022 | -7.235,06 |
| 2.878 | EUR | Engie SA | 36.032,56 | EONIA-1D | 19/09/2022 | -811,69 |
| -102 | EUR | EssilorLuxottica SA | -13.010,10 | EONIA-1D | 19/09/2022 | -147,51 |
| -477 | EUR | Eurazeo SA | -26.473,50 | EONIA-1D | 19/09/2022 | -58,80 |
| -14.363 | EUR | Evonik Industries AG Reg | -383.204,84 | EONIA-1D | 19/09/2022 | -5.158,93 |
| 774 | EUR | Faurecia SE | 32.438,34 | EONIA-1D | 19/09/2022 | -14,18 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 1.943 | EUR | Ferrovial SA | 43.911,80 | EONIA-1D | 19/09/2022 | 1.663,74 |
| --- | --- | --- | --- | --- | --- | --- |
| 4.013 | EUR | Fresenius Medical Care AG Co KGaA | 273.686,60 | EONIA-1D | 19/09/2022 | -420,83 |
| 1.050 | EUR | Fresenius SE & Co KGaA | 39.732,00 | EONIA-1D | 19/09/2022 | 1.168,70 |
| 853 | EUR | Fuchs Petrolub SE Inhaber Pref Bearer | 39.613,32 | EONIA-1D | 19/09/2022 | 160,11 |
| 168 | EUR | Galp Energia SGPS SA B | 1.470,67 | EONIA-1D | 19/09/2022 | -130,19 |
| 576 | EUR | GEA Group AG | 16.865,28 | EONIA-1D | 19/09/2022 | 979,33 |
| 648 | EUR | Gecina Reg | 81.842,40 | EONIA-1D | 19/09/2022 | -556,92 |
| 2.628 | EUR | Grifols SA A | 62.756,64 | EONIA-1D | 19/09/2022 | 510,38 |
| 3.607 | EUR | Groupe Bruxelles Lambert SA | 297.649,64 | EONIA-1D | 19/09/2022 | 1.998,47 |
| 1.051 | EUR | Hannover Rueck SE | 136.945,30 | EONIA-1D | 19/09/2022 | -10.846,87 |
| -1.487 | EUR | HeidelbergCement AG Bearer | -91.034,14 | EONIA-1D | 19/09/2022 | 711,83 |
| 821 | EUR | Heineken Holding NV | 63.258,05 | EONIA-1D | 19/09/2022 | 303,47 |
| 2.378 | EUR | Henkel AG & Co KGaA | 187.505,30 | EONIA-1D | 19/09/2022 | 1.456,99 |
| -2.688 | EUR | Henkel AG & Co KGaA Pref | -248.102,40 | EONIA-1D | 19/09/2022 | -1.583,36 |
| 3 | EUR | Hermes Intl SA | 2.638,80 | EONIA-1D | 19/09/2022 | 162,28 |
| 124 | EUR | Hochtief AG | 9.864,20 | EONIA-1D | 19/09/2022 | 620,19 |
| -84 | EUR | Icade SA | -5.283,60 | EONIA-1D | 19/09/2022 | 414,44 |
| 800 | EUR | Industria de Diseno Textil SA | 20.832,00 | EONIA-1D | 19/09/2022 | -540,97 |
| -6.236 | EUR | Infineon Technologies AG Reg | -195.748,04 | EONIA-1D | 19/09/2022 | -4.717,47 |
| 2.584 | EUR | ING Groep NV | 19.744,34 | EONIA-1D | 19/09/2022 | -392,34 |
| 3.381 | EUR | KBC Group SA | 193.663,68 | EONIA-1D | 19/09/2022 | -1.713,00 |
| 6 | EUR | Kering Reg | 3.566,40 | EONIA-1D | 19/09/2022 | -55,03 |
| -845 | EUR | Kerry Group Plc A | -100.132,50 | EONIA-1D | 19/09/2022 | 1.006,58 |
| 664 | EUR | Kingspan Group | 38.113,60 | EONIA-1D | 19/09/2022 | -4.198,88 |
| -183 | EUR | Klepierre Dist | -3.365,37 | EONIA-1D | 19/09/2022 | 116,22 |
| 7.328 | EUR | Kone Oyj B | 487.018,88 | EONIA-1D | 19/09/2022 | -5.852,31 |
| -1.682 | EUR | Koninklijke DSM NV | -236.825,60 | EONIA-1D | 19/09/2022 | 1.630,51 |
| -469 | EUR | Lanxess AG | -29.434,44 | EONIA-1D | 19/09/2022 | -965,53 |
| -192 | EUR | LEG Immobilien AG Reg | -24.395,52 | EONIA-1D | 19/09/2022 | -1.231,45 |
| -1.652 | EUR | Legrand Holding SA | -120.596,00 | EONIA-1D | 19/09/2022 | 114,82 |
| 16 | EUR | L'Oréal SA | 4.972,80 | EONIA-1D | 19/09/2022 | 136,17 |
| 13.077 | EUR | Mapfre SA Reg | 20.831,66 | EONIA-1D | 19/09/2022 | -296,45 |
| -248 | EUR | Merck KGaA | -34.806,80 | EONIA-1D | 19/09/2022 | -840,72 |
| 7.819 | EUR | Michelin SA | 820.604,05 | EONIA-1D | 19/09/2022 | -12.788,83 |
| -109 | EUR | Muenchener Rueckver AG REG | -26.465,20 | EONIA-1D | 19/09/2022 | 1.025,63 |
| 36 | EUR | Nemetschek SE | 2.174,40 | EONIA-1D | 19/09/2022 | 90,92 |
| -2.482 | EUR | NN Group NV | -88.185,46 | EONIA-1D | 19/09/2022 | -278,05 |
| -482 | EUR | Orpea SA | -51.839,10 | EONIA-1D | 19/09/2022 | -66,83 |
| -59 | EUR | Pernod-Ricard SA | -9.251,20 | EONIA-1D | 19/09/2022 | 121,21 |
| -1.470 | EUR | Randstad NV | -78.262,80 | EONIA-1D | 19/09/2022 | 1.364,89 |
| -462 | EUR | Red Electrica Corporacion SA | -7.750,05 | EONIA-1D | 19/09/2022 | -176,61 |
| 42 | EUR | Rémy Cointreau SA | 6.396,60 | EONIA-1D | 19/09/2022 | 221,36 |
| -391 | EUR | Repsol SA | -3.225,75 | EONIA-1D | 19/09/2022 | 67,95 |
| -3.386 | EUR | Royal Philips NV | -148.239,08 | EONIA-1D | 19/09/2022 | 3.106,69 |
| 2.169 | EUR | Sampo Plc A | 74.982,33 | EONIA-1D | 19/09/2022 | -3.597,67 |
| 3.718 | EUR | Sanofi SA | 292.606,60 | EONIA-1D | 19/09/2022 | -5.945,77 |
| -1.220 | EUR | SAP SE | -130.808,40 | EONIA-1D | 19/09/2022 | -2.057,42 |
| 11 | EUR | Sartorius AG Pref | 3.779,60 | EONIA-1D | 19/09/2022 | -237,17 |
| -1.390 | EUR | Schneider Electric SE | -164.437,00 | EONIA-1D | 19/09/2022 | 3.470,83 |
| 805 | EUR | SCOR SE | 21.268,10 | EONIA-1D | 19/09/2022 | 450,35 |
| 451 | EUR | Scout24 AG | 30.239,55 | EONIA-1D | 19/09/2022 | 115,74 |
| 100 | EUR | SEB SA | 14.900,00 | EONIA-1D | 19/09/2022 | 580,77 |
| -179 | EUR | Siemens AG Reg | -21.036,08 | EONIA-1D | 19/09/2022 | 286,36 |
| 36 | EUR | Siemens Energy AG | 1.080,00 | EONIA-1D | 19/09/2022 | 252,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| -389 | EUR | Smurfit Kappa Group Plc | -14.797,56 | EONIA-1D | 19/09/2022 | -119,11 |
| --- | --- | --- | --- | --- | --- | --- |
| 1.100 | EUR | Sodexo | 76.142,00 | EONIA-1D | 19/09/2022 | -521,25 |
| -64 | EUR | Sofina SA | -17.728,00 | EONIA-1D | 19/09/2022 | -700,40 |
| 872 | EUR | Solvay SA | 84.479,36 | EONIA-1D | 19/09/2022 | -1.051,58 |
| -6.920 | EUR | Stora Enso Oyj R | -108.263,40 | EONIA-1D | 19/09/2022 | -2.920,70 |
| -1.021 | EUR | Symrise AG | -110.676,40 | EONIA-1D | 19/09/2022 | -1.161,11 |
| 631 | EUR | Teleperformance SE | 171.190,30 | EONIA-1D | 19/09/2022 | 2.782,65 |
| 288 | EUR | Thales SA | 21.571,20 | EONIA-1D | 19/09/2022 | -314,13 |
| 128 | EUR | Total SE | 4.518,40 | EONIA-1D | 19/09/2022 | -101,11 |
| 518 | EUR | UCB | 43.760,64 | EONIA-1D | 19/09/2022 | -2.606,63 |
| -3.669 | EUR | UPM-Kymmene Corp | -111.794,43 | EONIA-1D | 19/09/2022 | -3.405,83 |
| -94 | EUR | Veolia Environnement SA | -1.880,94 | EONIA-1D | 19/09/2022 | -65,91 |
| 1.971 | EUR | Vinci SA | 160.360,56 | EONIA-1D | 19/09/2022 | -6.061,99 |
| -3.139 | EUR | Vivendi | -82.806,82 | EONIA-1D | 19/09/2022 | -1.129,80 |
| 18 | EUR | Vopak NV | 773,82 | EONIA-1D | 19/09/2022 | -69,12 |
| -1.667 | EUR | Wendel SE | -163.282,65 | EONIA-1D | 19/09/2022 | -291,55 |
| -497 | EUR | Wolters Kluwer NV | 	-34.322,82  | EONIA-1D | 19/09/2022  | 754,65  |
|  |  |  | 	1.386.454,25  |  |  |      -138.059,83  |
| -18.143 | GBP | 3i Group Plc | -234.692,41 | EONIA-1D | 19/09/2022 | 862,88 |
| -1.737 | GBP | Admiral Group Plc | -56.386,72 | EONIA-1D | 19/09/2022 | 1.004,61 |
| -1.925 | GBP | Antofagasta Plc | -30.976,00 | EONIA-1D | 19/09/2022 | -1.129,65 |
| 3.365 | GBP | AstraZeneca Plc | 275.305,44 | EONIA-1D | 19/09/2022 | -13.655,36 |
| -4.527 | GBP | Auto Trader Gr Plc | -30.139,65 | EONIA-1D | 19/09/2022 | -167,49 |
| 19.989 | GBP | Aviva Plc | 72.614,44 | EONIA-1D | 19/09/2022 | 1.669,35 |
| -13.944 | GBP | Barclays Plc | -22.847,55 | EONIA-1D | 19/09/2022 | -263,08 |
| -2.517 | GBP | Berkeley Gr Hgs (The) Plc | -133.329,47 | EONIA-1D | 19/09/2022 | 2.762,48 |
| 6.975 | GBP | BP Plc | 19.852,95 | EONIA-1D | 19/09/2022 | 122,02 |
| -4.023 | GBP | British Land Co Plc | -21.975,58 | EONIA-1D | 19/09/2022 | 534,12 |
| -1.069 | GBP | Bunzl Plc | -29.173,10 | EONIA-1D | 19/09/2022 | 155,95 |
| -75 | GBP | Burberry Group Plc | -1.499,25 | EONIA-1D | 19/09/2022 | 12,11 |
| -1.969 | GBP | Coca-Cola HBC Ltd Reg | -52.282,49 | EONIA-1D | 19/09/2022 | -275,94 |
| 2.353 | GBP | Compass Group Plc Reg | 35.826,07 | EONIA-1D | 19/09/2022 | -1.741,49 |
| -5.213 | GBP | Croda International Plc Reg | -384.104,82 | EONIA-1D | 19/09/2022 | -11.947,76 |
| 6.917 | GBP | DCC Plc | 400.093,24 | EONIA-1D | 19/09/2022 | -18.480,42 |
| -233 | GBP | Diageo Plc | -7.490,80 | EONIA-1D | 19/09/2022 | 98,01 |
| 179 | GBP | Experian Plc | 5.552,78 | EONIA-1D | 19/09/2022 | 44,62 |
| -419 | GBP | Ferguson Plc Reg | -41.581,86 | EONIA-1D | 19/09/2022 | -484,97 |
| 17.079 | GBP | GlaxoSmithKline Plc | 256.033,23 | EONIA-1D | 19/09/2022 | -4.798,04 |
| -14.526 | GBP | Halma Plc | -397.389,34 | EONIA-1D | 19/09/2022 | -3.391,70 |
| -6.809 | GBP | Informa Plc | -41.757,75 | EONIA-1D | 19/09/2022 | 1.111,87 |
| -439 | GBP | InterContinental Hotels Gr Plc Reg | -22.999,52 | EONIA-1D | 19/09/2022 | 595,01 |
| 1.589 | GBP | Intertek Group Plc | 100.253,60 | EONIA-1D | 19/09/2022 | -3.975,46 |
| -482 | GBP | Johnson Matthey Plc Reg | -13.056,90 | EONIA-1D | 19/09/2022 | 746,99 |
| 13.663 | GBP | Kingfisher Plc | 41.269,97 | EONIA-1D | 19/09/2022 | 982,98 |
| 3.093 | GBP | Land Securities Group Plc Reit Reg Dist | 23.280,50 | EONIA-1D | 19/09/2022 | 195,19 |
| -10.497 | GBP | Legal & General Group Plc | -31.214,37 | EONIA-1D | 19/09/2022 | 139,94 |
| -125.723 | GBP | Lloyds Banking Group Plc | -51.176,96 | EONIA-1D | 19/09/2022 | 805,35 |
| -540 | GBP | London Stock Exchange Gr Plc | -54.337,98 | EONIA-1D | 19/09/2022 | -2.276,98 |
| 13.197 | GBP | Mondi Plc | 253.488,81 | EONIA-1D | 19/09/2022 | -558,63 |
| 9.418 | GBP | National Grid Plc Reg | 91.003,10 | EONIA-1D | 19/09/2022 | -3.085,40 |
| -315 | GBP | NatWest Gr Plc | -589,92 | EONIA-1D | 19/09/2022 | -26,73 |
| 1.283 | GBP | Pearson Plc | 9.751,52 | EONIA-1D | 19/09/2022 | 1.880,37 |
| -27.172 | GBP | Prudential Plc | -408.856,20 | EONIA-1D | 19/09/2022 | -9.403,14 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 321 | GBP | Reckitt Benckiser Group Plc | 23.458,32 | EONIA-1D | 19/09/2022 | 503,10 |
| --- | --- | --- | --- | --- | --- | --- |
| -5.575 | GBP | Relx Plc | -111.631,16 | EONIA-1D | 19/09/2022 | 3.159,01 |
| -26 | GBP | Royal Dutch Shell Plc B | -365,78 | EONIA-1D | 19/09/2022 | -107,26 |
| 47.461 | GBP | Sage Group Plc | 308.561,16 | EONIA-1D | 19/09/2022 | 2.388,26 |
| -8.421 | GBP | Schroders Plc | -313.907,19 | EONIA-1D | 19/09/2022 | 7.930,60 |
| 157 | GBP | Segro Plc | 1.661,90 | EONIA-1D | 19/09/2022 | 67,99 |
| 4.542 | GBP | Severn Trent Plc | 116.137,99 | EONIA-1D | 19/09/2022 | -4.598,65 |
| -998 | GBP | Smith & Nephew Plc | -16.834,06 | EONIA-1D | 19/09/2022 | 236,48 |
| 17.494 | GBP | Smiths Group Plc Reg | 294.010,41 | EONIA-1D | 19/09/2022 | -6.506,57 |
| 928 | GBP | Spirax-Sarco Engineering Plc | 117.088,87 | EONIA-1D | 19/09/2022 | -2.231,94 |
| -13.748 | GBP | SSE Plc | -230.362,71 | EONIA-1D | 19/09/2022 | -10.667,90 |
| -29.103 | GBP | St James's Place Plc | -368.502,70 | EONIA-1D | 19/09/2022 | 2.602,76 |
| -7.267 | GBP | Standard Chartered Plc | -37.820,67 | EONIA-1D | 19/09/2022 | 280,42 |
| -45.427 | GBP | Standard Life Aberdeen Plc Reg | -142.746,40 | EONIA-1D | 19/09/2022 | 6.092,84 |
| 9.206 | GBP | Taylor Wimpey Plc | 17.050,49 | EONIA-1D | 19/09/2022 | 5.897,74 |
| -8.114 | GBP | Tesco Plc | -20.973,93 | EONIA-1D | 19/09/2022 | -625,49 |
| 579 | GBP | Unilever Plc | 28.406,80 | EONIA-1D | 19/09/2022 | 445,13 |
| 6.802 | GBP | United Utilities Plc | 68.005,03 | EONIA-1D | 19/09/2022 | -1.641,91 |
| -2.265 | GBP | WPP Plc | 	-20.241,36  | EONIA-1D | 19/09/2022  | 427,35  |
|  |  |  | 	-772.537,98  |  |  |      -58.286,43  |
| -5.589 | SEK | Alfa Laval AB | -125.768,18 | EONIA-1D | 19/09/2022 | 443,89 |
| 19.256 | SEK | Assa Abloy AB B | 387.742,34 | EONIA-1D | 19/09/2022 | 1.462,52 |
| 8.146 | SEK | Atlas Copco AB A Reg | 341.100,04 | EONIA-1D | 19/09/2022 | -5.575,54 |
| 12.966 | SEK | Atlas Copco AB B Reg | 474.853,73 | EONIA-1D | 19/09/2022 | -5.871,39 |
| 1.203 | SEK | Boliden AB Reg | 34.858,39 | EONIA-1D | 19/09/2022 | -486,67 |
| 1.216 | SEK | Electrolux AB B | 23.137,38 | EONIA-1D | 19/09/2022 | -735,80 |
| 138 | SEK | Essity AB B Reg | 3.629,58 | EONIA-1D | 19/09/2022 | 20,12 |
| -9.721 | SEK | Hexagon AB B | -724.783,84 | EONIA-1D | 19/09/2022 | -10.080,45 |
| -2.933 | SEK | Husqvarna AB B | -31.060,88 | EONIA-1D | 19/09/2022 | -1.715,33 |
| 62 | SEK | ICA Gruppen AB | 2.533,26 | EONIA-1D | 19/09/2022 | 9,97 |
| -5.219 | SEK | Industrivaerden AB C | -137.785,64 | EONIA-1D | 19/09/2022 | -423,44 |
| 18 | SEK | Investor AB B | 1.072,50 | EONIA-1D | 19/09/2022 | 32,01 |
| -676 | SEK | Kinnevik AB Reg | -27.929,93 | EONIA-1D | 19/09/2022 | -94,44 |
| 2.147 | SEK | Latour Investment AB B Reg | 42.634,60 | EONIA-1D | 19/09/2022 | 2.739,89 |
| -420 | SEK | Nibe Industrier AB B | -11.263,73 | EONIA-1D | 19/09/2022 | -386,84 |
| 577 | SEK | Nordea Bank Abp Reg | 3.856,79 | EONIA-1D | 19/09/2022 | -248,00 |
| -37.491 | SEK | Sandvik AB | -750.452,00 | EONIA-1D | 19/09/2022 | -4.587,67 |
| 33.308 | SEK | Securitas AB B | 439.678,48 | EONIA-1D | 19/09/2022 | -6.871,01 |
| 5 | SEK | Skandinaviska Enskilda Bk AB A | 42,01 | EONIA-1D | 19/09/2022 | 2,42 |
| -3.685 | SEK | Skanska AB B | -76.840,12 | EONIA-1D | 19/09/2022 | 1.521,33 |
| 5.503 | SEK | SKF AB B | 116.773,97 | EONIA-1D | 19/09/2022 | -1.028,86 |
| 2.671 | SEK | Svenska Cellulosa SCA AB B | 38.060,30 | EONIA-1D | 19/09/2022 | 1.317,57 |
| 2.475 | SEK | Telia Co AB | 8.357,86 | EONIA-1D | 19/09/2022 | -309,82 |
| 14.015 | SEK | Volvo AB B | 	270.084,09  | EONIA-1D | 19/09/2022  | -1.090,17  |
|  |  |  | 	302.531,00  |  |  |      -31.955,71  |
|  |  |  | 	9.805,10  |  |  |      -273.582,15  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable |  | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
|  | Echéance |
| Contrepartie : UBS AG, Londres |  |  |  |  |
| -15.198 | CHF | Alcon Inc Reg | -826.830,53 | 1M-LIBOR | 04/01/2022 | -24.450,80 |
| -47.205 | CHF | AMS AG | -844.988,41 | 1M-LIBOR | 04/01/2022 | 3.340,57 |
| -12.141 | CHF | Basilea Pharmaceutica AG Reg | -596.643,79 | 1M-LIBOR | 04/01/2022 | -11.786,94 |
| -705 | CHF | Bobst Group AG Reg | -34.841,29 | 1M-LIBOR | 04/01/2022 | -749,63 |
| -12.947 | CHF | Cembra Money Bank AG Reg | -1.283.279,72 | 1M-LIBOR | 04/01/2022 | -55.789,45 |
| -1.773 | CHF | COSMO Pharmaceuticals NV | -139.342,97 | 1M-LIBOR | 04/01/2022 | -4.098,32 |
| -25.559 | CHF | Flughafen Zurich AG Reg | -3.688.961,81 | 1M-LIBOR | 04/01/2022 | -4.726,41 |
| -97.052 | CHF | GAM Holding AG Reg | -194.186,55 | 1M-LIBOR | 04/01/2022 | -29.612,55 |
| -53.515 | CHF | Idorsia Ltd Reg | -1.262.739,01 | 1M-LIBOR | 04/01/2022 | -11.875,29 |
| -1.652 | CHF | Jungfraubahn Hg (The) AG Partizsch | -209.566,35 | 1M-LIBOR | 04/01/2022 | 4.130,18 |
| -2.222 | CHF | Landis+Gyr Group Ltd Reg | -142.580,76 | 1M-LIBOR | 04/01/2022 | -4.006,23 |
| -10.994 | CHF | Leonteq AG | -356.287,97 | 1M-LIBOR | 04/01/2022 | -11.689,90 |
| -5.658.307 | CHF | Meyer Burger Technology Ltd Partizsch | -1.762.040,91 | 1M-LIBOR | 04/01/2022 | 39.761,02 |
| -6.184 | CHF | Molecular Partners SA Reg | -118.643,78 | 1M-LIBOR | 04/01/2022 | 6.289,55 |
| -38 | CHF | Partners Group Holding Reg | -36.540,49 | 1M-LIBOR | 04/01/2022 | -1.890,27 |
| -1.181.968 | CHF | RELIEF THERAPEUTICS Holding AG Partizsch | -293.978,38 | 1M-LIBOR | 04/01/2022 | 129.141,18 |
| -5.095 | CHF | Rieter Holding AG Reg | -455.541,62 | 1M-LIBOR | 04/01/2022 | 2.355,44 |
| -66.197 | CHF | Stadler Rail AG Reg | -2.473.956,25 | 1M-LIBOR | 04/01/2022 | -3.173,82 |
| -1.867 | CHF | Temenos AG Reg | -213.449,84 | 1M-LIBOR | 04/01/2022 | -12.083,70 |
| -8.747 | CHF | U-blox Hg AG Reg | -475.951,82 | 1M-LIBOR | 04/01/2022 | 1.213,13 |
| -2.794 | CHF | Valora Holding AG Reg | -448.986,80 | 1M-LIBOR | 04/01/2022 | -42.366,99 |
| -2.122 | CHF | Zur Rose Group AG Reg S | 	-555.250,83  | 1M-LIBOR | 04/01/2022 | 	-9.810,09  |
|  |  |  | 	-16.414.589,88  |  |  | 	-41.879,32  |
| -46.880 | DKK | Orphazyme A/S Bearer Reg | -422.594,93 | 1M-CIBOR | 04/01/2022 | -25.336,66 |
| -1.074 | DKK | Zealand Pharma A/S | 	-31.829,07  | 1M-CIBOR | 04/01/2022 | 	-692,56  |
|  |  |  | 	-454.424,00  |  |  | 	-26.029,22  |
| -4.399 | EUR | Accor SA | -130.210,40 | 1M-LIBOR | 04/01/2022 | 1.715,61 |
| -6.899 | EUR | Akka Technologies SE | -177.649,25 | 1M-LIBOR | 04/01/2022 | -4.484,35 |
| -1.762 | EUR | Alstom | -82.126,82 | 1M-LIBOR | 04/01/2022 | -1.303,88 |
| -117 | EUR | Argenx SE | -28.314,00 | 1M-LIBOR | 04/01/2022 | 865,80 |
| -58.879 | EUR | Astaldi SpA | -17.398,74 | 1M-LIBOR | 04/01/2022 | 1.678,05 |
| -5.688 | EUR | ASTM SpA | -117.172,80 | 1M-LIBOR | 04/01/2022 | -1.933,92 |
| -13.631 | EUR | Brunello Cucinelli SpA | -486.626,70 | 1M-LIBOR | 04/01/2022 | 10.964,31 |
| -234 | EUR | Cancom SE | -10.614,24 | 1M-LIBOR | 04/01/2022 | -351,00 |
| -7.278 | EUR | Carel Industries SpA Reg | -139.592,04 | 1M-LIBOR | 04/01/2022 | -8.028,64 |
| -4.002 | EUR | Cellectis | -97.648,80 | 1M-LIBOR | 04/01/2022 | -7.803,90 |
| -7.403 | EUR | Claranova SA | -49.711,15 | 1M-LIBOR | 04/01/2022 | 1.615,78 |
| -107.762 | EUR | Dalata Hotel Group Plc Reg | -407.879,17 | 1M-LIBOR | 04/01/2022 | 9.338,96 |
| -196 | EUR | Dassault Systèmes SA | -32.565,40 | 1M-LIBOR | 04/01/2022 | -1.764,00 |
| -60.646 | EUR | Deutsche Lufthansa AG Reg | -655.886,49 | 1M-LIBOR | 04/01/2022 | -64.254,34 |
| -7.133 | EUR | Do & Co AG Bearer | -476.484,40 | 1M-LIBOR | 04/01/2022 | -106.995,00 |
| -6.663 | EUR | Ekinops SA | -45.375,03 | 1M-LIBOR | 04/01/2022 | -1.272,74 |
| -2.028 | EUR | Eramet SA | -87.041,76 | 1M-LIBOR | 04/01/2022 | -5.516,16 |
| -21.674 | EUR | Eurotech SpA Reg | -111.729,47 | 1M-LIBOR | 04/01/2022 | -2.059,03 |
| -47.434 | EUR | Evotec SE | -1.436.301,52 | 1M-LIBOR | 04/01/2022 | -177.622,59 |
| -6.648 | EUR | FinecoBank SPA | -89.083,20 | 1M-LIBOR | 04/01/2022 | -2.582,88 |
| -2.186.023 | EUR | Finnair Oyj | -1.655.912,42 | 1M-LIBOR | 04/01/2022 | -320.020,10 |
| -571 | EUR | Fraport AG | -28.184,56 | 1M-LIBOR | 04/01/2022 | -764,65 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable |  | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
|  |  |  | Echéance |
| -117 | EUR | Galapagos Genomics NV | -9.416,16 | 1M-LIBOR | 04/01/2022 | 1.939,86 |
| -22.723 | EUR | GL EVENTS | -228.138,92 | 1M-LIBOR | 04/01/2022 | 6.362,44 |
| -5.005 | EUR | Grenergy Renovables SA Bearer | -194.194,00 | 1M-LIBOR | 03/01/2022 | -54.157,99 |
| -142.974 | EUR | Heidelberger Druckmaschinen AG Bearer | -113.807,30 | 1M-LIBOR | 04/01/2022 | -7.500,91 |
| -9.332 | EUR | Infrastru Wireless Italia SpA | -92.666,76 | 1M-LIBOR | 04/01/2022 | 1.939,04 |
| -12.066 | EUR | Instone Real Estate Group AG Bearer | -253.386,00 | 1M-LIBOR | 04/01/2022 | -10.859,40 |
| -1.870 | EUR | JC Decaux SA | -34.838,10 | 1M-LIBOR | 04/01/2022 | 2.786,30 |
| -97.718 | EUR | Juventus Football Club SpA | -79.601,08 | 1M-LIBOR | 04/01/2022 | 1.692,39 |
| -4.254 | EUR | Klepierre Dist | -78.231,06 | 1M-LIBOR | 04/01/2022 | 2.616,21 |
| -15.231 | EUR | Maire Tecnimont SpA | -27.750,88 | 1M-LIBOR | 04/01/2022 | -807,24 |
| -71.365 | EUR | Marr SpA | -1.203.213,90 | 1M-LIBOR | 04/01/2022 | -114.184,00 |
| -9.565 | EUR | Medios AG | -357.731,00 | 1M-LIBOR | 04/01/2022 | -3.826,00 |
| -47.116 | EUR | Melia Hotels Intl SA | -269.503,52 | 1M-LIBOR | 03/01/2022 | 2.826,96 |
| -1.898 | EUR | Mithra Pharmaceuticals SA Reg | -37.390,60 | 1M-LIBOR | 04/01/2022 | -189,80 |
| -70.166 | EUR | Mota-Engil SGPS SA Reg | -95.706,42 | 1M-LIBOR | 04/01/2022 | 3.929,30 |
| -3.839 | EUR | Mynaric AG Bearer | -281.014,80 | 1M-LIBOR | 04/01/2022 | -27.640,80 |
| -4.671 | EUR | Nexi SpA Reg | -76.324,14 | 1M-LIBOR | 04/01/2022 | -818,04 |
| -8.344 | EUR | Paion AG | -20.025,60 | 1M-LIBOR | 04/01/2022 | 417,20 |
| -216.826 | EUR | Pharming Group NV Bearer | -275.802,67 | 1M-LIBOR | 04/01/2022 | -5.743,31 |
| -2.919 | EUR | Renault SA | -104.383,44 | 1M-LIBOR | 04/01/2022 | 3.021,17 |
| -749 | EUR | Sacyr SA | -1.512,98 | 1M-LIBOR | 03/01/2022 | 49,43 |
| -14.532 | EUR | Salvatore Ferragamo SpA | -230.477,52 | 1M-LIBOR | 04/01/2022 | 1.307,88 |
| -2.286.958 | EUR | Saras Raffinerie Sarde SpA | -1.359.596,53 | 1M-LIBOR | 04/01/2022 | -35.076,23 |
| -7.251 | EUR | SFC Energy AG Bearer | -115.580,94 | 1M-LIBOR | 04/01/2022 | -3.260,20 |
| -2.313 | EUR | SMA Solar Technology AG | -129.412,35 | 1M-LIBOR | 04/01/2022 | -10.639,80 |
| -12.803 | EUR | Solarpack Corporacion Tec SA Bearer | -368.726,40 | 1M-LIBOR | 03/01/2022 | -57.613,50 |
| -66.069 | EUR | Solocal Group | -175.743,54 | 1M-LIBOR | 04/01/2022 | 7.938,28 |
| -35.941 | EUR | Tamburi Inv Partners SpA | -247.633,49 | 1M-LIBOR | 04/01/2022 | -12.219,94 |
| -21.763 | EUR | Technogym SpA | -201.090,12 | 1M-LIBOR | 04/01/2022 | -2.393,93 |
| -5.274 | EUR | Tikehau Capital SCA Reg | -135.541,80 | 1M-LIBOR | 04/01/2022 | -14.239,80 |
| -13.330 | EUR | Voltalia SA | -344.580,50 | 1M-LIBOR | 04/01/2022 | -61.984,50 |
| -186.578 | EUR | Webuild SpA | 	-220.535,20  | 1M-LIBOR | 04/01/2022 | 	9.515,48  |
|  |  |  | 	-13.727.066,08  |  |  | 	-1.057.392,12  |
| -87.626 | GBP | 4d Pharma Plc Reg | -126.271,14 | 1M-LIBOR | 04/01/2022 | -35.238,46 |
| -11.469 | GBP | BATM Adv Communications Ltd Reg | -11.914,89 | 1M-LIBOR | 04/01/2022 | -768,70 |
| -32.138 | GBP | Blue Prism Group Plc Reg | -617.488,23 | 1M-LIBOR | 04/01/2022 | -38.413,51 |
| -185.350 | GBP | Ceres Power Holdings Plc Reg | -2.733.052,10 | 1M-LIBOR | 04/01/2022 | -542.469,43 |
| -82.734 | GBP | Energean PLC Reg | -666.532,19 | 1M-LIBOR | 04/01/2022 | -31.262,01 |
| -29.530 | GBP | Intl Consolidated Air Gr SA | -52.713,47 | 1M-LIBOR | 04/01/2022 | -709,23 |
| -19.442 | GBP | ITM Power Plc Reg | -112.065,52 | 1M-LIBOR | 04/01/2022 | -23.071,88 |
| -5.256 | GBP | Learning Technologies Gr Plc Reg | -10.685,83 | 1M-LIBOR | 04/01/2022 | -821,99 |
| -127.545 | GBP | Saga Plc Reg | -360.466,86 | 1M-LIBOR | 04/01/2022 | -16.400,77 |
| -82.060 | GBP | Stobart Group Ltd | -23.879,25 | 1M-LIBOR | 04/01/2022 | -3.162,51 |
| -313.374 | GBP | Synairgen Plc Reg | -535.594,10 | 1M-LIBOR | 04/01/2022 | -154.167,15 |
| -29.807 | GBP | Ted Baker Plc Reg | 	-38.657,33  | 1M-LIBOR | 04/01/2022 | 	1.864,61  |
|  |  |  | 	-5.289.320,91  |  |  | 	-844.621,03  |
| -674 | NOK | Adevinta ASA Reg | -9.258,36 | 1M-NIBOR | 04/01/2022 | -572,22 |
| -2.462 | NOK | Aker BioMarine AS Reg | -27.595,45 | 1M-NIBOR | 04/01/2022 | 821,99 |
| -189.511 | NOK | BerGenBio ASA Reg | -582.105,61 | 1M-NIBOR | 04/01/2022 | 67.634,63 |
| -567 | NOK | Bonheur ASA | -13.089,10 | 1M-NIBOR | 04/01/2022 | -486,78 |
| -12.612 | NOK | BW Offshore Ltd Reg | -45.380,28 | 1M-NIBOR | 04/01/2022 | -1.227,14 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable |  | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
|  |  |  | Echéance |
| -5.816 | NOK | FLEX LNG Ltd Reg | -41.665,43 | 1M-NIBOR | 04/01/2022 | -55,48 |
| -7.826.492 | NOK | Kongsberg Automotive Asa | -261.677,67 | 1M-NIBOR | 04/01/2022 | -33.222,98 |
| -29.418 | NOK | NEL ASA Reg | -81.268,68 | 1M-NIBOR | 04/01/2022 | -12.347,45 |
| -78.957 | NOK | Ocean Yield ASA | -199.970,83 | 1M-NIBOR | 04/01/2022 | -3.323,59 |
| -36.570 | NOK | Pexip Holding ASA Reg | -229.193,25 | 1M-NIBOR | 04/01/2022 | -26.827,32 |
| -13.041 | NOK | Quantafuel ASA Reg | -75.635,55 | 1M-NIBOR | 04/01/2022 | -16.109,87 |
| -46.115 | NOK | Sats ASA Reg | -101.616,84 | 1M-NIBOR | 04/01/2022 | -9.677,79 |
| -23.017 | NOK | Vow ASA Reg | 	-83.324,36  | 1M-NIBOR | 04/01/2022 | 	-15.369,45  |
|  |  |  | 	-1.751.781,41  |  |  | 	-50.763,45  |
| -10.119 | SEK | AF Poyry AB | -252.760,59 | 1M-STIBOR | 03/01/2022 | 201,24 |
| -2.204 | SEK | Bactiguard Hg AB Reg | -31.340,05 | 1M-STIBOR | 03/01/2022 | -1.534,13 |
| -611.349 | SEK | Fingerprint Cards AB B Re | -1.058.376,28 | 1M-STIBOR | 03/01/2022 | -85.715,71 |
| -6.660 | SEK | Hoist Finance AB | -24.145,88 | 1M-STIBOR | 03/01/2022 | -1.814,58 |
| -390 | SEK | NCAB Group AB Reg | -10.160,57 | 1M-STIBOR | 03/01/2022 | -620,49 |
| -16.958 | SEK | Oncopeptides AB Reg | -286.159,78 | 1M-STIBOR | 03/01/2022 | -5.396,06 |
| -11.472 | SEK | PowerCell Sweden AB Reg | -370.972,57 | 1M-STIBOR | 03/01/2022 | -41.067,07 |
| -3.925.865 | SEK | SAS AB | -712.443,37 | 1M-STIBOR | 03/01/2022 | -127.739,48 |
| -12.422 | SEK | Storytel AB B Reg | -333.508,89 | 1M-STIBOR | 03/01/2022 | -24.086,75 |
| -27.269 | SEK | Tobii AB | -153.475,04 | 1M-STIBOR | 03/01/2022 | -3.251,84 |
| -4.323 | SEK | Xvivo Perfusion AB | 	-134.979,25  | 1M-STIBOR | 03/01/2022 | 	-12.036,37  |
|  |  |  | 	-3.368.322,27  |  |  | 	-303.061,24  |
| -700 | USD | InterContinental Hotels Gr Plc spons ADR repr 1 Share | -37.254,00 | 1M-LIBOR | 08/02/2022 | -760,87 |
| -340 | USD | Prudential Plc spons ADR repr 2 Shares | 	-10.261,69  | 1M-LIBOR | 08/02/2022 | 	-341,78  |
|  |  |  | 	-47.515,69  |  |  | 	-1.102,65  |
|  |  |  | 	-41.053.020,24  |  |  | 	-2.324.849,03  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Merrill Lynch Intl, Londres |
| 1.067 | CHF | Also Holding AG Reg | 249.598,71 | 1M LIBOR | 19/05/2021 | 12.825,23 |
| 4.511 | CHF | Arbonia AG | 59.060,00 | 1M LIBOR | 19/10/2021 | 667,34 |
| 7.941 | CHF | Ascom Holding AG Reg | 96.184,23 | 1M LIBOR | 19/01/2022 | 4.552,23 |
| 1.023 | CHF | Autoneum Holding AG Reg | 152.853,15 | 1M LIBOR | 19/01/2022 | -1.513,40 |
| 1.093 | CHF | Bachem Holding Ltd B | 399.690,70 | 1M LIBOR | 19/05/2021 | 34.360,26 |
| 584 | CHF | Baloise-Holding Reg | 85.045,40 | 1M LIBOR | 19/01/2022 | 2.699,85 |
| 352 | CHF | Banque Cantonale Vaudoise Reg | 31.341,97 | 1M LIBOR | 19/07/2021 | 585,83 |
| 17 | CHF | Barry Callebaut AG Reg | 33.071,36 | 1M LIBOR | 19/05/2021 | 1.257,47 |
| 5.995 | CHF | BKW AG Reg | 549.867,76 | 1M LIBOR | 19/01/2021 | 12.748,95 |
| 136 | CHF | Bossard Holding AG | 22.433,20 | 1M LIBOR | 17/09/2021 | 1.710,15 |
| 552 | CHF | Bucher Industries SA Reg | 207.011,48 | 1M LIBOR | 19/10/2021 | 6.124,60 |
| 533 | CHF | Burckhardt Compression Hg Ltd Reg | 151.294,44 | 1M LIBOR | 19/01/2022 | 2.710,49 |
| 2.561 | CHF | Clariant AG Reg | 44.564,25 | 1M LIBOR | 17/12/2021 | 1.468,11 |
| 1.096 | CHF | Comet Holding AG Reg | 200.849,89 | 1M LIBOR | 19/10/2021 | 26.550,29 |
| 397 | CHF | Daetwyler Holding AG | 94.336,78 | 1M LIBOR | 19/01/2022 | 5.506,04 |
| 170 | CHF | Dormakaba Holding AG | 78.984,59 | 1M LIBOR | 19/01/2022 | -1.729,02 |
| 9.600 | CHF | EFG Intl Reg | 51.482,14 | 1M LIBOR | 19/01/2022 | 1.153,91 |
| 67 | CHF | Emmi AG Reg | 56.466,24 | 1M LIBOR | 19/07/2021 | 2.044,31 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 66 | CHF | Ems-Chemie Holding AG | 52.053,55 | 1M LIBOR | 19/10/2021 | 2.013,80 |
| --- | --- | --- | --- | --- | --- | --- |
| 246 | CHF | Forbo Holding AG | 345.274,32 | 1M LIBOR | 17/12/2021 | 6.368,70 |
| 792 | CHF | Galenica SA Reg | 43.205,06 | 1M LIBOR | 19/01/2021 | 549,22 |
| 50 | CHF | Georg Fischer SA Reg | 52.702,63 | 1M LIBOR | 19/01/2022 | 832,15 |
| 14 | CHF | Givaudan SA Reg | 48.283,00 | 1M LIBOR | 19/01/2021 | 1.747,51 |
| 11 | CHF | Gurit Holding AG | 25.223,29 | 1M LIBOR | 19/01/2021 | 813,65 |
| 76 | CHF | Interroll-Holding SA Reg | 189.378,10 | 1M LIBOR | 19/10/2021 | 2.108,11 |
| 362 | CHF | Kardex Holding Reg | 64.799,45 | 1M LIBOR | 19/10/2021 | 4.016,49 |
| 765 | CHF | Kuehne & Nagel Intl AG Reg | 142.030,80 | 1M LIBOR | 19/07/2021 | 1.909,78 |
| 3.071 | CHF | LafargeHolcim Ltd Reg | 138.055,01 | 1M LIBOR | 19/10/2021 | 4.969,07 |
| 60 | CHF | LEM Holding SA | 95.863,30 | 1M LIBOR | 17/12/2021 | 554,76 |
| 6.736 | CHF | Logitech Intl SA Reg | 535.123,16 | 1M LIBOR | 19/07/2021 | 38.614,57 |
| 97 | CHF | Lonza Group AG Reg | 51.013,92 | 1M LIBOR | 19/07/2021 | 2.475,36 |
| 184 | CHF | Luzerner Kantonalbank Reg | 68.136,17 | 1M LIBOR | 19/05/2021 | 595,45 |
| 5.345 | CHF | OC Oerlikon Corp Inc | 45.219,55 | 1M LIBOR | 17/09/2021 | 1.383,77 |
| 454 | CHF | Orior AG | 31.650,79 | 1M LIBOR | 19/05/2021 | 461,75 |
| 644 | CHF | PSP Swiss Property AG Reg | 70.441,41 | 1M LIBOR | 19/10/2021 | 2.619,97 |
| 1.180 | CHF | Schindler Holding Ltd Partizipsch | 260.321,38 | 1M LIBOR | 19/01/2021 | -3.491,32 |
| 34 | CHF | Schweiter Technologies AG | 45.897,51 | 1M LIBOR | 19/01/2022 | 125,75 |
| 606 | CHF | Sensirion Holding Ltd Reg | 32.105,88 | 1M LIBOR | 19/10/2021 | 3.081,72 |
| 4.632 | CHF | SFS Group SA | 449.692,09 | 1M LIBOR | 17/12/2021 | 5.567,62 |
| 70 | CHF | Siegfried Holding SA Reg | 42.166,72 | 1M LIBOR | 17/09/2021 | 1.553,34 |
| 8.455 | CHF | SIG Combibloc Services AG Reg | 160.572,60 | 1M LIBOR | 19/01/2021 | 3.439,72 |
| 1.297 | CHF | Sika Ltd | 289.970,40 | 1M LIBOR | 19/01/2022 | 15.349,96 |
| 1.210 | CHF | Softwareone Holding AG Reg | 29.311,91 | 1M LIBOR | 17/12/2021 | 1.510,35 |
| 403 | CHF | Sonova Holding AG | 85.701,87 | 1M LIBOR | 19/01/2021 | 3.502,60 |
| 3.090 | CHF | Sulzer AG Reg | 265.990,15 | 1M LIBOR | 17/12/2021 | -1.428,52 |
| 1.225 | CHF | Swiss Prime Site AG Reg | 98.426,78 | 1M LIBOR | 19/01/2022 | 792,85 |
| 1.540 | CHF | Swisscom Ltd Reg | 679.340,54 | 1M LIBOR | 19/01/2021 | 9.397,71 |
| 746 | CHF | Swissquote Group Holding SA Reg | 59.250,14 | 1M LIBOR | 19/01/2021 | 2.207,22 |
| 104 | CHF | Tecan Group AG | 41.713,85 | 1M LIBOR | 19/07/2021 | 2.846,31 |
| 9.259 | CHF | UBS Group Inc | 106.754,93 | 1M LIBOR | 19/10/2021 | -898,90 |
| 1.050 | CHF | Valiant Holding AG Reg | 83.977,47 | 1M LIBOR | 19/07/2021 | 2.038,76 |
| 235 | CHF | VAT Gr SA Reg | 47.976,03 | 1M LIBOR | 19/07/2021 | 2.824,68 |
| 462 | CHF | Vetropack Holding AG A Reg | 25.501,97 | 1M LIBOR | 17/12/2021 | 128,15 |
| 421 | CHF | VP Bank AG Reg A | 43.597,09 | 1M LIBOR | 19/01/2022 | 1.790,59 |
| 2.220 | CHF | Zehnder Group AG Reg | 	121.310,35  | 1M LIBOR | 19/10/2021  | 19.499,97  |
|  |  |  | 	7.532.169,46  |  |  |      255.595,31  |
| 1.209 | EUR | BIC SA | 55.928,34 | 1M EURIBOR | 19/01/2021 | -3.264,30 |
| 6.662 | EUR | Eurobio-Scientific SA | 112.920,90 | 1M EURIBOR | 17/12/2021 | -666,20 |
| 1.464 | EUR | Euronext NV | 131.979,60 | 1M EURIBOR | 19/05/2021 | 4.611,60 |
| 925 | EUR | Groupe LDLC SA | 39.682,50 | 1M EURIBOR | 19/01/2022 | -2.590,00 |
| 3.325 | EUR | Ipsen | 225.767,50 | 1M EURIBOR | 17/12/2021 | -3.158,75 |
| 273 | EUR | Kerry Group Plc A | 32.350,50 | 1M EURIBOR | 19/01/2021 | -382,20 |
| 5.794 | EUR | Kingspan Group | 332.575,60 | 1M EURIBOR | 19/10/2021 | -64.313,40 |
| 2.576 | EUR | M6 Metropole Television SA | 34.157,76 | 1M EURIBOR | 19/01/2021 | -2.576,00 |
| 3.777 | EUR | Maisons du Monde SA | 56.466,15 | 1M EURIBOR | 19/10/2021 | -2.643,90 |
| 2.189 | EUR | McPhy Energy SA | 75.192,15 | 1M EURIBOR | 17/09/2021 | 5.910,30 |
| 12.771 | EUR | Novacyt | 125.155,80 | 1M EURIBOR | 19/01/2022 | 6.640,92 |
| 1.788 | EUR | Sartorius Stedim Biotech | 520.665,60 | 1M EURIBOR | 17/03/2021 | 8.224,80 |
| 468 | EUR | SEB SA | 69.732,00 | 1M EURIBOR | 19/10/2021 | 1.872,00 |
| 23.661 | EUR | SES SA FDR repr 1 Reg Sh A | 182.568,28 | 1M EURIBOR | 19/01/2022 | 615,19 |
| 29.071 | EUR | Total Produce Plc | 39.885,41 | 1M EURIBOR | 19/01/2022 | -232,57 |
| 13.891 | EUR | Uniphar PLC Reg | 33.060,58 | 1M EURIBOR | 19/10/2021 | -3.333,84 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 64 | EUR | Vetoquinol SA | 5.350,40 | 1M EURIBOR | 19/01/2022 | -140,80 |
| --- | --- | --- | --- | --- | --- | --- |
| 3.636 | EUR | Vicat SA | 124.896,60 | 1M EURIBOR | 19/01/2022 | -181,80 |
| 389 | EUR | Wendel SE | 	38.102,55  | 1M EURIBOR | 19/01/2021  | -155,60  |
|  |  |  | 	2.236.438,22  |  |  |     -55.764,55  |
| 10.301 | GBP | 3i Group Plc | 133.250,65 | 1M LIBOR | 17/09/2021 | 2.416,46 |
| 35.369 | GBP | 888 Holdings Plc Reg | 112.800,31 | 1M LIBOR | 17/12/2021 | 592,65 |
| 25.191 | GBP | Admiral Group Plc | 817.753,49 | 1M LIBOR | 19/05/2021 | 15.195,69 |
| 3.123 | GBP | Anglo American Plc | 84.581,53 | 1M LIBOR | 17/12/2021 | -854,72 |
| 2.116 | GBP | Antofagasta Plc | 34.049,47 | 1M LIBOR | 19/07/2021 | 366,38 |
| 126.131 | GBP | AO World Plc Reg | 579.088,65 | 1M LIBOR | 17/09/2021 | 52.836,56 |
| 29.734 | GBP | Ashmore Group Plc | 143.223,23 | 1M LIBOR | 17/09/2021 | 3.188,64 |
| 1.668 | GBP | Ashtead Group Plc | 64.059,47 | 1M LIBOR | 19/01/2022 | 1.807,38 |
| 615 | GBP | ASOS Plc | 32.859,19 | 1M LIBOR | 19/10/2021 | 2.693,04 |
| 5.483 | GBP | Avast PLC Reg | 32.921,39 | 1M LIBOR | 17/12/2021 | 1.806,85 |
| 8.493 | GBP | BAE Syst Plc | 46.373,91 | 1M LIBOR | 19/05/2021 | -1.252,33 |
| 353 | GBP | Berkeley Gr Hgs (The) Plc | 18.698,97 | 1M LIBOR | 17/03/2021 | 1.328,88 |
| 8.302 | GBP | Brewin Dolphin Holdings Plc | 28.285,51 | 1M LIBOR | 19/10/2021 | 1.020,13 |
| 6.148 | GBP | Britvic Plc | 55.766,23 | 1M LIBOR | 19/05/2021 | 755,45 |
| 39.901 | GBP | BT Group Plc | 58.946,88 | 1M LIBOR | 19/07/2021 | -2.228,62 |
| 8.409 | GBP | Bunzl Plc | 229.482,31 | 1M LIBOR | 19/10/2021 | -3.099,84 |
| 34.582 | GBP | Central Asia Metals Plc | 92.713,45 | 1M LIBOR | 19/10/2021 | 6.374,05 |
| 59.794 | GBP | Centrica Plc | 31.126,11 | 1M LIBOR | 19/01/2021 | 3.399,82 |
| 40.937 | GBP | CMC Markets Plc Reg | 178.802,74 | 1M LIBOR | 19/05/2021 | 11.889,70 |
| 13.810 | GBP | Computacenter Plc | 377.647,38 | 1M LIBOR | 19/07/2021 | 29.310,87 |
| 51.771 | GBP | ConvaTec Group Plc Reg | 115.201,27 | 1M LIBOR | 19/07/2021 | -4.395,23 |
| 456 | GBP | Croda International Plc Reg | 33.599,04 | 1M LIBOR | 19/10/2021 | 1.630,03 |
| 17.544 | GBP | CVS Group PLC | 294.360,78 | 1M LIBOR | 19/10/2021 | 14.502,46 |
| 5.703 | GBP | DCC Plc | 329.873,03 | 1M LIBOR | 19/01/2022 | -15.162,18 |
| 1.135 | GBP | Dechra Pharmaceuticals Plc | 43.741,77 | 1M LIBOR | 17/12/2021 | 3.397,91 |
| 20.095 | GBP | Direct Line Insurance Gr Plc | 71.607,76 | 1M LIBOR | 19/10/2021 | 4.938,47 |
| 71.791 | GBP | Diversified Gas & Oil PLC Reg | 90.621,21 | 1M LIBOR | 19/05/2021 | 1.122,74 |
| 56.614 | GBP | Dixons Carphone Plc | 73.234,17 | 1M LIBOR | 17/12/2021 | 4.553,42 |
| 20.859 | GBP | Domino's Pizza Group Plc | 73.631,21 | 1M LIBOR | 19/05/2021 | -3.262,14 |
| 2.106 | GBP | Draper Esprit PLC Reg | 15.526,86 | 1M LIBOR | 19/10/2021 | 1.082,18 |
| 2.508 | GBP | Dunelm Group Plc | 33.983,63 | 1M LIBOR | 19/10/2021 | 1.316,76 |
| 6.397 | GBP | Electrocomponents Plc Reg | 62.205,17 | 1M LIBOR | 19/01/2022 | -142,92 |
| 51.394 | GBP | Elementis Plc | 66.022,45 | 1M LIBOR | 19/05/2021 | -287,05 |
| 10.574 | GBP | Emis Group PLC Reg | 127.805,03 | 1M LIBOR | 19/10/2021 | 7.795,87 |
| 44.787 | GBP | Evraz PLC | 235.943,03 | 1M LIBOR | 17/12/2021 | 4.652,82 |
| 104.873 | GBP | Ferrexpo Plc | 331.068,02 | 1M LIBOR | 19/01/2022 | 702,91 |
| 295 | GBP | Fevertree Drinks Plc | 8.327,39 | 1M LIBOR | 17/12/2021 | 1.005,09 |
| 17.499 | GBP | Frasers Group PLC Reg | 88.238,11 | 1M LIBOR | 19/10/2021 | -4.144,10 |
| 2.118 | GBP | Frontier Developments PLC Reg | 72.871,56 | 1M LIBOR | 17/12/2021 | 6.151,50 |
| 2.128 | GBP | Future Plc Reg | 41.314,53 | 1M LIBOR | 19/10/2021 | 190,17 |
| 2.523 | GBP | Games Workshop Group Plc | 315.657,90 | 1M LIBOR | 17/09/2021 | 33.256,81 |
| 4.420 | GBP | Gamma Communications PLC Reg | 81.221,23 | 1M LIBOR | 19/05/2021 | 7.406,19 |
| 10.850 | GBP | GB Group Plc | 113.687,83 | 1M LIBOR | 17/12/2021 | 7.272,14 |
| 61.227 | GBP | Halfords Group Plc | 182.614,66 | 1M LIBOR | 19/07/2021 | 6.155,55 |
| 10.026 | GBP | Hikma Pharmaceutical Plc | 282.010,20 | 1M LIBOR | 19/05/2021 | 8.063,83 |
| 4.734 | GBP | Hill & Smith Hdgs PLC Reg | 74.563,92 | 1M LIBOR | 17/09/2021 | 2.009,52 |
| 9.808 | GBP | Hochschild Mining Plc | 22.767,08 | 1M LIBOR | 19/10/2021 | 1.818,74 |
| 38.003 | GBP | IG Group Holdings Plc | 365.937,18 | 1M LIBOR | 19/01/2021 | 8.914,94 |
| 22.745 | GBP | IMI Plc | 296.001,05 | 1M LIBOR | 19/10/2021 | -6.351,95 |
| 4.470 | GBP | Inchcape Plc | 32.131,98 | 1M LIBOR | 19/07/2021 | -474,36 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 353.188 | GBP | ITV Plc | 421.365,12 | 1M LIBOR | 17/12/2021 | 9.074,34 |
| --- | --- | --- | --- | --- | --- | --- |
| 51.878 | GBP | IWG Plc Reg | 198.889,52 | 1M LIBOR | 19/01/2022 | 4.752,03 |
| 85.517 | GBP | J Sainsbury Plc | 215.417,21 | 1M LIBOR | 19/05/2021 | -3.247,98 |
| 2.430 | GBP | Johnson Matthey Plc Reg | 65.826,29 | 1M LIBOR | 19/10/2021 | -2.253,02 |
| 67.194 | GBP | Jupiter Plc | 211.971,06 | 1M LIBOR | 19/05/2021 | 10.058,12 |
| 10.044 | GBP | Kainos Group PLC Reg | 136.658,10 | 1M LIBOR | 19/05/2021 | 2.019,58 |
| 8.958 | GBP | Keller Group Plc | 69.847,02 | 1M LIBOR | 19/01/2022 | 2.701,82 |
| 9.718 | GBP | Keywords Studios Plc | 310.473,34 | 1M LIBOR | 17/12/2021 | 32.132,91 |
| 182.629 | GBP | Kingfisher Plc | 551.642,63 | 1M LIBOR | 19/10/2021 | 0,00 |
| 5.472 | GBP | Liontrust Asset Management PLc Reg | 79.464,07 | 1M LIBOR | 17/09/2021 | -1.528,16 |
| 225 | GBP | London Stock Exchange Gr Plc | 22.640,83 | 1M LIBOR | 17/09/2021 | 417,23 |
| 115.238 | GBP | Mitie Group Plc | 52.778,98 | 1M LIBOR | 19/01/2022 | 1.222,93 |
| 1.565 | GBP | Mondi Plc | 30.060,62 | 1M LIBOR | 17/12/2021 | -1.687,04 |
| 21.512 | GBP | Morgan Advanced Materials Plc | 74.734,75 | 1M LIBOR | 17/12/2021 | 841,07 |
| 2.209 | GBP | Morgan Sindall Group Plc | 37.803,84 | 1M LIBOR | 19/01/2022 | 2.023,44 |
| 13.073 | GBP | Morrison Supermarkets Plc | 25.899,29 | 1M LIBOR | 19/05/2021 | -233,66 |
| 80.354 | GBP | Ninety One PLC Reg | 205.732,78 | 1M LIBOR | 19/01/2022 | 7.539,95 |
| 17.384 | GBP | OSB Group Plc Reg | 82.259,69 | 1M LIBOR | 19/01/2022 | 7.651,17 |
| 3.531 | GBP | Oxford Instruments Plc Reg | 78.572,11 | 1M LIBOR | 19/01/2022 | 709,99 |
| 1.400 | GBP | Persimmon Plc | 43.273,16 | 1M LIBOR | 17/12/2021 | 1.767,21 |
| 94.508 | GBP | Pets at Home Gr Plc | 439.391,89 | 1M LIBOR | 19/05/2021 | 33.994,28 |
| 5.844 | GBP | Phoenix Group Holdings PLC Reg | 45.736,37 | 1M LIBOR | 17/12/2021 | -770,32 |
| 9.524 | GBP | Polar Capital Holdings Plc Reg | 74.047,43 | 1M LIBOR | 19/01/2022 | 4.468,38 |
| 88.914 | GBP | Premier Foods Plc | 99.522,04 | 1M LIBOR | 19/07/2021 | 5.164,82 |
| 28.156 | GBP | PZ Cussons Plc Reg | 72.340,28 | 1M LIBOR | 19/10/2021 | 629,05 |
| 19.441 | GBP | Qinetiq Group Plc | 69.450,99 | 1M LIBOR | 19/01/2021 | 4.734,31 |
| 3.510 | GBP | Rathbone Brothers Plc Reg | 60.382,24 | 1M LIBOR | 17/09/2021 | 392,09 |
| 71.191 | GBP | Reach Plc | 114.198,64 | 1M LIBOR | 17/12/2021 | 7.793,50 |
| 959 | GBP | Reckitt Benckiser Group Plc | 70.082,65 | 1M LIBOR | 19/01/2021 | 1.435,51 |
| 133.526 | GBP | Renewi Plc Reg | 61.676,93 | 1M LIBOR | 19/01/2022 | 9.098,66 |
| 764 | GBP | Renishaw Plc | 49.158,34 | 1M LIBOR | 19/10/2021 | 213,36 |
| 135.061 | GBP | Rotork Plc | 479.775,95 | 1M LIBOR | 19/10/2021 | 17.501,27 |
| 349.991 | GBP | Royal Mail Plc | 1.320.289,98 | 1M LIBOR | 19/01/2022 | -32.841,08 |
| 5.791 | GBP | RSA Insurance Group Plc | 43.820,78 | 1M LIBOR | 17/09/2021 | 51,75 |
| 6.814 | GBP | Sage Group Plc | 44.300,28 | 1M LIBOR | 19/10/2021 | 517,60 |
| 8.426 | GBP | Savills Plc | 89.841,87 | 1M LIBOR | 17/12/2021 | -2.541,36 |
| 236.959 | GBP | Serco Group Plc | 316.316,98 | 1M LIBOR | 19/10/2021 | 13.499,72 |
| 2.325 | GBP | Spirax-Sarco Engineering Plc | 293.353,03 | 1M LIBOR | 19/05/2021 | -2.077,75 |
| 15.252 | GBP | SThree Plc | 50.772,02 | 1M LIBOR | 17/09/2021 | -425,94 |
| 7.738 | GBP | Stock Spirits Gr Plc Reg | 23.165,67 | 1M LIBOR | 19/01/2022 | 1.469,46 |
| 39.242 | GBP | Synthomer Plc | 197.087,38 | 1M LIBOR | 19/01/2022 | 5.786,37 |
| 57.873 | GBP | Tate & Lyle Plc | 435.988,41 | 1M LIBOR | 19/05/2021 | 13.705,45 |
| 3.552 | GBP | TBC Bank Group Plc | 49.598,02 | 1M LIBOR | 19/01/2022 | 1.428,42 |
| 29.492 | GBP | TI Fluid Systems Plc | 80.780,41 | 1M LIBOR | 19/01/2022 | 4.348,70 |
| 1.514 | GBP | Travis Perkins Plc | 22.781,11 | 1M LIBOR | 19/01/2022 | 811,80 |
| 12.254 | GBP | Tremor International Ltd Reg | 53.659,34 | 1M LIBOR | 19/01/2022 | 7.802,51 |
| 16.944 | GBP | Tyman Plc Reg | 66.341,51 | 1M LIBOR | 17/12/2021 | 6.151,50 |
| 18.297 | GBP | Ultra Electronics Holdings Plc | 423.497,67 | 1M LIBOR | 19/05/2021 | 2.043,91 |
| 4.311 | GBP | United Utilities Plc | 43.100,51 | 1M LIBOR | 17/03/2021 | -1.964,81 |
| 64.268 | GBP | Vectura Gr Plc Reg | 89.452,86 | 1M LIBOR | 19/10/2021 | 9.763,72 |
| 1.538 | GBP | Victrex Plc | 40.305,63 | 1M LIBOR | 17/12/2021 | 1.271,36 |
| 34.908 | GBP | Volex Plc Reg | 120.103,89 | 1M LIBOR | 19/01/2022 | 11.698,43 |
| 9.417 | GBP | Volution Group Plc Reg | 29.349,33 | 1M LIBOR | 19/01/2022 | -631,17 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en EUR) | Taux fixe / variable | Echéance | Résultat non réalisé (en EUR) |
| --- | --- | --- | --- | --- | --- | --- |

| 15.215 | GBP | Watches of Switzerland Gr PLC Reg | 	98.408,34  | 1M LIBOR | 17/12/2021  | 10.197,76  |
| --- | --- | --- | --- | --- | --- | --- |
|  |  |  | 	15.611.589,10  |  |  |      429.950,35  |
|  |  |  | 	25.380.196,78  |  |  |      629.781,11  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| 10.864 | AUD | Alliance Aviation Serv Ltd | 32.185,25 | RBACR-1D | 07/04/2021 | -1.143,39 |
| -1.684 | AUD | Altium Reg | -44.160,01 | RBACR-1D | 07/04/2021 | 4.920,70 |
| -2.087 | AUD | Appen Ltd Reg | -39.753,88 | RBACR-1D | 07/04/2021 | 8.586,64 |
| -73.262 | AUD | Bellevue Gold Ltd Reg | -63.304,23 | RBACR-1D | 07/04/2021 | 13.592,94 |
| 10.487 | AUD | Bendigo & Adelaide Bk Ltd | 75.405,52 | RBACR-1D | 07/04/2021 | 569,87 |
| -7.616 | AUD | Clover Corp Ltd Reg | -9.783,11 | RBACR-1D | 07/04/2021 | 675,71 |
| -117.915 | AUD | Cooper Energy Ltd Reg | -35.478,85 | RBACR-1D | 07/04/2021 | -3.638,86 |
| -1.725 | AUD | Cred Corp Group Ltd Reg | -39.525,87 | RBACR-1D | 07/04/2021 | -7.226,45 |
| -8.595 | AUD | Downer EDI Ltd | -35.343,46 | RBACR-1D | 07/04/2021 | 548,50 |
| 4.076 | AUD | Elders Ltd Reg | 31.006,09 | RBACR-1D | 07/04/2021 | -1.327,97 |
| -43.475 | AUD | EML Payments Ltd Reg | -140.201,22 | RBACR-1D | 07/04/2021 | -8.049,83 |
| -3.291 | AUD | Event Hospitality & Entert Ltd Reg | -24.095,17 | RBACR-1D | 07/04/2021 | 3.275,32 |
| 14.027 | AUD | Fletcher Building Ltd Reg | 58.870,76 | RBACR-1D | 07/04/2021 | -531,70 |
| -2.155 | AUD | Flight Centre Travel Gr Ltd Reg | -26.351,93 | RBACR-1D | 07/04/2021 | 2.094,85 |
| 8.696 | AUD | Fortescue Metals Group Ltd | 157.191,03 | RBACR-1D | 07/04/2021 | 34.215,72 |
| -126.396 | AUD | Gold Road Resources Ltd | -129.206,73 | RBACR-1D | 07/04/2021 | -7.121,14 |
| 6.635 | AUD | GrainCorp Ltd A | 21.448,20 | RBACR-1D | 07/04/2021 | -1.584,64 |
| 38.636 | AUD | Harvey Norman Holdings Ltd Reg | 139.797,99 | RBACR-1D | 07/04/2021 | 1.200,02 |
| -6.602 | AUD | Megaport Ltd Reg | -72.581,56 | RBACR-1D | 07/04/2021 | -3.537,57 |
| 2.238 | AUD | Mineral Resources Ltd Reg | 64.661,81 | RBACR-1D | 07/04/2021 | 4.134,98 |
| -16.491 | AUD | Money3 Corp Ltd | -37.023,37 | RBACR-1D | 07/04/2021 | -634,45 |
| -8.981 | AUD | Nanosonics Ltd Reg | -55.638,60 | RBACR-1D | 07/04/2021 | -8.522,48 |
| -14.753 | AUD | Nufarm Ltd Reg | -46.665,95 | RBACR-1D | 07/04/2021 | 569,10 |
| -9.727 | AUD | Oil Search Ltd | -27.841,25 | RBACR-1D | 07/04/2021 | -300,18 |
| -16.633 | AUD | Omni Bridgeway Ltd Reg | -55.179,15 | RBACR-1D | 07/04/2021 | -384,97 |
| -27.592 | AUD | Opthea Ltd Reg | -40.871,48 | RBACR-1D | 07/04/2021 | 4.261,44 |
| -132.410 | AUD | Resolute Mining Ltd Reg | -81.212,68 | RBACR-1D | 07/04/2021 | -1.532,31 |
| -51.642 | AUD | Salt Lake Potash Ltd Reg | -15.737,51 | RBACR-1D | 07/04/2021 | 3.386,55 |
| 11.533 | AUD | SeaLink Travel Group Ltd Reg | 59.525,68 | RBACR-1D | 07/04/2021 | -2.726,27 |
| -13.279 | AUD | Select Harvests Ltd | -53.477,59 | RBACR-1D | 07/04/2021 | 937,35 |
| -16.550 | AUD | SkyCity Entertainment Group Ltd | -37.921,93 | RBACR-1D | 07/04/2021 | -255,37 |
| 6.079 | AUD | Sonic Healthcare Ltd | 150.781,84 | RBACR-1D | 07/04/2021 | -3.689,04 |
| 77.643 | AUD | Stanmore Coal Ltd Reg | 48.520,28 | RBACR-1D | 07/04/2021 | 5.391,14 |
| -9.260 | AUD | Tyro Payments Ltd Reg | -22.789,65 | RBACR-1D | 07/04/2021 | 4.429,34 |
| 17.908 | AUD | Virtus Health Ltd | 73.501,24 | RBACR-1D | 07/04/2021 | -5.605,61 |
| -24.244 | AUD | Viva Energy Group Ltd Reg | -35.725,11 | RBACR-1D | 07/04/2021 | 1.029,13 |
| -32.710 | AUD | West African Resources Ltd Reg | -26.371,37 | RBACR-1D | 07/04/2021 | -3.028,29 |
| -31.735 | AUD | Whitehaven Coal Ltd Reg | 	-40.275,44  | RBACR-1D | 07/04/2021 | 	-7.100,23  |
|  |  |  | 	-323.621,41  |  |  | 	25.878,55  |
| -14.200 | BRL | BK Brasil Ope e Asse a Rest SA Reg | -29.799,77 | FEDEF-1D | 03/05/2022 | 497,58 |
| -12.400 | BRL | BR Malls Particip SA | -23.634,96 | FEDEF-1D | 03/05/2022 | 490,15 |
| -47.800 | BRL | Gafisa SA Ref | -40.032,73 | FEDEF-1D | 03/05/2022 | -741,33 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -160.400 | BRL | IRB Brasil Resseguros SA | -252.613,01 | FEDEF-1D | 03/05/2022 | -25.732,87 |
| --- | --- | --- | --- | --- | --- | --- |
| -10.700 | BRL | Itausa SA | -25.421,26 | FEDEF-1D | 03/05/2022 | -1.050,22 |
| -32.100 | BRL | Marisa Lojas SA Reg | -42.087,22 | FEDEF-1D | 03/05/2022 | -516,97 |
| -16.400 | BRL | Rumo SA Reg | -60.750,10 | FEDEF-1D | 03/05/2022 | 779,13 |
| -18.400 | BRL | Sinqia SA Sen | -83.249,90 | FEDEF-1D | 03/05/2022 | -5.438,18 |
| -21.100 | BRL | Trisul SA Reg | 	-49.764,15  | FEDEF-1D | 03/05/2022  | -466,82  |
|  |  |  | 	-607.353,10  |  |  |      -32.179,53  |
| 128.000 | HKD | Agricultural Bank of China H | 46.881,91 | HONIX-1D | 03/03/2021 | -829,69 |
| -379.324 | HKD | Alibaba Pictures Group Ltd Reg | -46.963,29 | HONIX-1D | 03/03/2021 | 3.913,61 |
| -12.300 | HKD | Ascentage Pharma Group Intl | -61.072,10 | HONIX-1D | 03/03/2021 | -15.267,23 |
| 21.600 | HKD | AsiaInfo Technologies Limited Reg | 31.032,44 | HONIX-1D | 03/03/2021 | 87,95 |
| 203.000 | HKD | Bank of China Ltd H | 69.377,54 | HONIX-1D | 03/03/2021 | -963,19 |
| 181.800 | HKD | CGN Power Co Ltd H | 39.155,01 | HONIX-1D | 03/03/2021 | 0,00 |
| 35.500 | HKD | China Bohai Bank Co Ltd | 23.212,04 | HONIX-1D | 03/03/2021 | 1.823,82 |
| 51.000 | HKD | China Citic Bank Corp Ltd H | 21.639,29 | HONIX-1D | 03/03/2021 | -186,67 |
| 92.000 | HKD | China Construction Bank Corp H | 69.884,38 | HONIX-1D | 03/03/2021 | -256,20 |
| -15.000 | HKD | China East Education Hgs Ltd | -36.059,04 | HONIX-1D | 03/03/2021 | -3.616,10 |
| 183.000 | HKD | China Everbright Bank Co Ltd H Reg | 69.622,58 | HONIX-1D | 03/03/2021 | -578,68 |
| 190.000 | HKD | China Galaxy Securities Co Ltd H | 119.087,69 | HONIX-1D | 03/03/2021 | 944,99 |
| 359.000 | HKD | China Hongqiao Gr Ltd Reg | 328.722,78 | HONIX-1D | 03/03/2021 | 8.668,30 |
| 21.800 | HKD | China Intl Marine Cont Gr Ltd H | 31.769,61 | HONIX-1D | 03/03/2021 | -4.854,56 |
| 30.000 | HKD | China Lilang Ltd | 20.466,99 | HONIX-1D | 03/03/2021 | 0,00 |
| 32.000 | HKD | China MeiDong Auto Hgs Ltd Reg | 129.998,26 | HONIX-1D | 03/03/2021 | 2.568,30 |
| 40.000 | HKD | China Shineway Pharm Group Ltd | 27.392,49 | HONIX-1D | 03/03/2021 | -1.324,86 |
| 170.000 | HKD | China South City Holdings Ltd Reg | 25.212,96 | HONIX-1D | 03/03/2021 | 3.442,51 |
| 86.500 | HKD | China Yongda Auto Serv Hgs Ltd | 143.014,85 | HONIX-1D | 03/03/2021 | -9.170,08 |
| 26.320 | HKD | Chow Tai Fook Jewellery Gr Ltd Reg | 33.095,39 | HONIX-1D | 03/03/2021 | -848,60 |
| 36.000 | HKD | Convenience Retail Asia Ltd | 2.739,25 | HONIX-1D | 03/03/2021 | -18.793,60 |
| 54.000 | HKD | Dali Foods Gr Co Ltd | 30.851,37 | HONIX-1D | 03/03/2021 | -2.716,04 |
| 57.800 | HKD | Dongfang Electric Corp Ltd | 42.265,68 | HONIX-1D | 03/03/2021 | -2.012,65 |
| 20.000 | HKD | Edvantage Group Holdings Ltd | 23.007,63 | HONIX-1D | 03/03/2021 | 2.011,94 |
| 10.200 | HKD | ENN Energy Hgs Ltd | 149.699,19 | HONIX-1D | 03/03/2021 | 11.272,27 |
| 26.800 | HKD | Fuyao Glass Industry Gr Co Ltd | 147.238,50 | HONIX-1D | 03/03/2021 | 26.207,28 |
| -12.000 | HKD | Genscript Biotech Corp | -17.456,91 | HONIX-1D | 03/03/2021 | 309,52 |
| 107.400 | HKD | GF Securities Co Ltd H | 151.807,01 | HONIX-1D | 03/03/2021 | -3.376,31 |
| 45.000 | HKD | Greatview Aseptic Pack Cie Ltd Reg | 26.289,83 | HONIX-1D | 03/03/2021 | 4.932,59 |
| 48.600 | HKD | Hisense HomeApplianc Gr Co Ltd H | 74.837,21 | HONIX-1D | 03/03/2021 | -1.002,84 |
| 113.000 | HKD | Industr & Cial Bk of China Ltd H | 73.303,28 | HONIX-1D | 03/03/2021 | 3.077,49 |
| -20.000 | HKD | Jinxin Fertility Group Ltd Reg | -40.753,42 | HONIX-1D | 03/03/2021 | -4.642,79 |
| 9.000 | HKD | Johnson Electric Holdings Ltd | 22.285,42 | HONIX-1D | 03/03/2021 | 902,35 |
| 14.000 | HKD | Kerry Logistics Network Ltd | 30.694,03 | HONIX-1D | 03/03/2021 | -180,55 |
| 131.500 | HKD | Kingboard Laminates Hgs Ltd | 214.702,18 | HONIX-1D | 03/03/2021 | 15.853,92 |
| 104.000 | HKD | Lenovo Group Ltd | 98.179,64 | HONIX-1D | 03/03/2021 | 23.337,78 |
| 235.000 | HKD | Lonking Holdings Ltd | 72.737,12 | HONIX-1D | 03/03/2021 | 1.710,75 |
| -50.000 | HKD | Melco Intl Development Ltd Reg | -97.240,76 | HONIX-1D | 03/03/2021 | -515,87 |
| -15.000 | HKD | Midea RE Holding Ltd Reg | -33.505,50 | HONIX-1D | 03/03/2021 | 392,20 |
| -6.000 | HKD | MTR Corp Ltd | -33.544,19 | HONIX-1D | 03/03/2021 | -791,47 |
| 5.200 | HKD | New China Life Ins Co Ltd H | 20.286,43 | HONIX-1D | 03/03/2021 | -1.522,09 |
| 91.000 | HKD | Pacific Textiles Holdings Ltd | 59.736,01 | HONIX-1D | 03/03/2021 | 1.272,18 |
| 177.000 | HKD | Postal Savings Bank of China H Unitary 144A/Reg s | 99.982,59 | HONIX-1D | 03/03/2021 | 574,58 |
| -38.000 | HKD | Sands China Ltd | -166.869,79 | HONIX-1D | 03/03/2021 | -7.106,06 |
| 98.500 | HKD | Shandong Chenm Paper Hgs Ltd | 47.382,95 | HONIX-1D | 03/03/2021 | -706,34 |
| 49.000 | HKD | Shanghai Ind Hgs Ltd | 66.985,21 | HONIX-1D | 03/03/2021 | -6.951,30 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 7.000 | HKD | Shimao Group Hgs Ltd | 22.298,31 | HONIX-1D | 03/03/2021 | -66,10 |
| --- | --- | --- | --- | --- | --- | --- |
| 210.000 | HKD | SINOPEC Engineering Gr Co Ltd H | 90.457,12 | HONIX-1D | 03/03/2021 | -541,66 |
| 206.000 | HKD | Sinotrans Ltd H | 74.919,23 | HONIX-1D | 03/03/2021 | -1.062,68 |
| 31.000 | HKD | SITC International Hgs Co Ltd | 66.925,89 | HONIX-1D | 03/03/2021 | 3.278,33 |
| -51.000 | HKD | SJM Holdings Ltd Reg | -57.025,13 | HONIX-1D | 03/03/2021 | 2.696,69 |
| 134.000 | HKD | Sound Global Ltd | 12.874,73 | HONIX-1D | 03/03/2021 | 0,00 |
| -54.000 | HKD | SSY Group Ltd | -30.642,45 | HONIX-1D | 03/03/2021 | 3.412,45 |
| -50.000 | HKD | Times Neighborhood Hgs Ltd Reg | -46.814,85 | HONIX-1D | 03/03/2021 | -581,69 |
| 88.899 | HKD | Tingyi Holding Corp Reg | 151.796,54 | HONIX-1D | 03/03/2021 | 1.605,10 |
| 10.000 | HKD | Tsingtao Brewery Co Ltd H | 104.720,82 | HONIX-1D | 03/03/2021 | 1.627,60 |
| 46.000 | HKD | Uni-President China Hgs Ltd Reg | 46.807,11 | HONIX-1D | 03/03/2021 | 4.686,64 |
| -124.000 | HKD | United Energy Group Ltd Reg | -24.467,53 | HONIX-1D | 03/03/2021 | -2.078,94 |
| 36.000 | HKD | VSTECS Holdings Ltd | 29.528,18 | HONIX-1D | 03/03/2021 | -1.439,27 |
| 7.700 | HKD | VTech Holdings Ltd | 59.731,49 | HONIX-1D | 03/03/2021 | -403,20 |
| 75.000 | HKD | Want Want China Holdings Ltd | 54.262,67 | HONIX-1D | 03/03/2021 | 2.514,85 |
| -56.800 | HKD | Wynn Macau Ltd Reg | -95.375,39 | HONIX-1D | 03/03/2021 | 3.223,13 |
| 42.010 | HKD | Xinyi Glass Hg Co Ltd | 117.297,18 | HONIX-1D | 03/03/2021 | 20.967,21 |
| -3.000 | HKD | Yihai Intl Holdings Ltd Unitary 144A/Reg S | -44.493,45 | HONIX-1D | 03/03/2021 | -9.882,67 |
| 348.000 | HKD | Yuexiu Property Co Ltd Reg | 70.013,35 | HONIX-1D | 03/03/2021 | -4.039,23 |
| -3.123 | HKD | Zhengqi Financial Holdings Corporation | 0,00 | HONIX-1D | 03/03/2021 | 0,00 |
| 11.655 | HKD | Zhongsheng Group Hgs Ltd | 83.046,54 | HONIX-1D | 03/03/2021 | -636,16 |
| 48.600 | HKD | Zoomilion Heavy Ind H Reg | 	58.290,29  | HONIX-1D | 03/03/2021  | 1.190,88  |
|  |  |  | 	2.895.262,39  |  |  |      49.561,84  |
| -748 | KRW | Cuckoo Homesys Co Ltd Reg | -26.896,82 | FEDEF-1D | 05/04/2022 | -354,24 |
| -2.217 | KRW | Dentium Co Ltd Reg | -83.797,31 | FEDEF-1D | 05/04/2022 | 3.271,18 |
| -2.092 | KRW | Eugene Corp Reg | -9.080,84 | FEDEF-1D | 05/04/2022 | -440,80 |
| -3.012 | KRW | Hanall Biopharma Co Ltd Reg | -103.874,47 | FEDEF-1D | 05/04/2022 | -4.193,66 |
| -343 | KRW | Hyundai Construc Equip Co Ltd Reg | -10.330,66 | FEDEF-1D | 05/04/2022 | 278,79 |
| -765 | KRW | Hyundai Mipo Dockyard Co Ltd Reg | -33.769,55 | FEDEF-1D | 05/04/2022 | -1.036,22 |
| -2.250 | KRW | IS Dongseo Co Ltd Reg | -110.495,95 | FEDEF-1D | 05/04/2022 | -16.764,57 |
| -927 | KRW | Koh Young Technology Inc | -89.514,13 | FEDEF-1D | 05/04/2022 | -12.027,77 |
| -521 | KRW | Korea Ship & Offshore Engineer Co Ltd Reg | -51.986,44 | FEDEF-1D | 05/04/2022 | -3.126,06 |
| -170 | KRW | Medy-Tox Inc | -27.359,59 | FEDEF-1D | 05/04/2022 | 5.059,85 |
| -529 | KRW | NeoPharm Co Ltd Reg | -13.889,43 | FEDEF-1D | 05/04/2022 | -413,23 |
| -3.105 | KRW | NKMAX Co Ltd Reg | -59.965,78 | FEDEF-1D | 05/04/2022 | -20.635,67 |
| -1.417 | KRW | OCI Co Ltd Reg | -121.192,40 | FEDEF-1D | 05/04/2022 | -32.911,47 |
| -7.847 | KRW | Samsung Heavy Industries Co Ltd Reg | -50.804,11 | FEDEF-1D | 05/04/2022 | -1.696,16 |
| -589 | KRW | SK Discovery Co Ltd Reg | 	-35.587,97  | FEDEF-1D | 05/04/2022  | -319,97  |
|  |  |  | 	-828.545,45  |  |  |      -85.310,00  |
| -5.220 | MXN | Promotora Oper Infr SAB de CV | -45.993,51 | MXNIB-1D | 03/05/2022 | -605,96 |
| -38.900 | PHP | Ayala Land Inc | -33.132,24 | FEDEF-1D | 14/10/2021 | -952,92 |
| -824.900 | SGD | SembCorp Marine Ltd Reg | -89.232,35 | SORF1-1D | 27/06/2022 | 13.728,05 |
| -70.100 | THB | Airports of Thailand PCL Nv DR | -145.457,50 | FEDEF-1D | 02/06/2022 | 12.425,43 |
| -151.800 | THB | BTS Group Holdings PCL NVDR | -47.058,00 | FEDEF-1D | 02/06/2022 | 4.536,16 |
| -97.900 | THB | MBK PCL DR Units Non Voting Units | -41.118,00 | FEDEF-1D | 02/06/2022 | 2.486,55 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -3.916 | THB | MBK PCL DR Units Non Voting Units WTS | 	-1.227,01  | FEDEF-1D | 02/06/2022  | -1.229,06  |
| --- | --- | --- | --- | --- | --- | --- |
|  |  |  | 	-234.860,51  |  |  |      18.219,08  |
| -20.000 | TWD | FocalTech Syst Co Ltd | -66.585,96 | FEDEF-1D | 05/04/2022 | -18.715,32 |
| -14.000 | TWD | Formosa Petrochemical Corp Reg | -49.750,75 | FEDEF-1D | 05/04/2022 | -4.279,32 |
| -44.000 | TWD | Tatung Co Ltd | 	-41.439,97  | FEDEF-1D | 05/04/2022  | -7.726,70  |
|  |  |  | 	-157.776,68  |  |  |      -30.721,34  |
| 7.800 | USD | ASE Technology Holding Co Ltd ADR DR repr spons | 45.552,00 | FEDEF-1D | 10/08/2022 | 3.042,00 |
| -4.982 | USD | Azul SA spons ADR repr 3 shares | -113.689,24 | FEDEF-1D | 02/06/2022 | -2.839,74 |
| -200 | USD | BeiGene Ltd spons ADS repr 13 Shares | -51.678,00 | FEDEF-1D | 19/09/2022 | -6.337,00 |
| 1.000 | USD | BHP Group Ltd spons ADR Repr 2 Shares | 65.340,00 | FEDEF-1D | 10/08/2022 | 7.590,00 |
| -1.700 | USD | CD Projekt SA ADR DR repr | -31.127,00 | FEDEF-1D | 19/09/2022 | 14.891,83 |
| 8.448 | USD | China Life Insurance Co Ltd ADR repr 5 Sh H | 93.434,88 | FEDEF-1D | 10/08/2022 | -5.068,80 |
| 3.278 | USD | China Mobile Ltd ADR repr 5 Shares | 93.554,12 | FEDEF-1D | 10/08/2022 | -2.382,31 |
| 4.000 | USD | China Petroleum & Chem Corp ADR repr 100 Shares H | 178.400,00 | FEDEF-1D | 10/08/2022 | 5.692,58 |
| 5.688 | USD | China Telecom Corp Ltd H ADR repr 100 Shares | 156.704,40 | FEDEF-1D | 10/08/2022 | -8.901,43 |
| 14.798 | USD | China Unicom (Hong Kong) Ltd spons ADR repr 10 Shares | 84.052,64 | FEDEF-1D | 10/08/2022 | -2.425,38 |
| 800 | USD | Chip Mos Technologies Inc spons ADR repr 20 Shares | 19.480,00 | FEDEF-1D | 10/08/2022 | -1.115,96 |
| 13.500 | USD | Cia Energetica Minas Gerais spons ADR repr 1 Pref | 38.880,00 | FEDEF-1D | 10/08/2022 | 3.837,00 |
| 300 | USD | DBS Group Holdings Ltd ADR DR repr spons | 22.815,00 | FEDEF-1D | 10/08/2022 | 21,00 |
| -300 | USD | Gr Aero del Sureste SAB de CV ADR DR repr | -49.479,00 | FEDEF-1D | 19/09/2022 | -3.373,00 |
| -1.100 | USD | Gr Aeroport Centro Norte SAB spons ADR repr 8 Shares B | -56.848,00 | FEDEF-1D | 02/06/2022 | 1.144,00 |
| 275 | USD | Industrias Bachoco SAB de CV ADR DR | 12.419,00 | FEDEF-1D | 10/08/2022 | 124,50 |
| 1.512 | USD | JD.com Inc spons ADR repr 2 Shares A | 132.904,80 | FEDEF-1D | 10/08/2022 | 7.806,67 |
| 900 | USD | KB Financial Gr Inc ADR repr 1 Share | 35.640,00 | FEDEF-1D | 10/08/2022 | -2.196,00 |
| 3.100 | USD | KT Corp ADR DR | 34.131,00 | FEDEF-1D | 10/08/2022 | -538,41 |
| -5.000 | USD | Nano Dimension Ltd ADR DR repr | -45.500,00 | FEDEF-1D | 19/09/2022 | -11.701,30 |
| 1.100 | USD | Shinhan Financial Group Co Ltd spons ADR repr 1 Share | 32.736,00 | FEDEF-1D | 10/08/2022 | -1.778,06 |
| 1.400 | USD | SK Telecom Co Ltd ADR repr 0.111 Share | 34.272,00 | FEDEF-1D | 10/08/2022 | 227,53 |
| 600 | USD | Techtronic Industries Co Ltd ADR DR repr spons | 42.816,00 | FEDEF-1D | 10/08/2022 | 4.266,00 |
| 15.500 | USD | Turkcell Iletisim Hizmet ADR DR repr spons | 83.545,00 | FEDEF-1D | 10/08/2022 | 6.004,89 |
| 1.000 | USD | United Overseas Bank Ltd ADR DR repr spons | 	34.170,00  | FEDEF-1D | 10/08/2022  | 303,70  |
|  |  |  | 	892.525,60  |  |  |       6.294,31  |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -29.827 | ZAR | Old Mutual Ltd Reg | -24.131,78 | SABOR-1D | 05/05/2022 | -405,92 |
| --- | --- | --- | --- | --- | --- | --- |
| -16.459 | ZAR | Sappi Ltd | -36.756,99 | SABOR-1D | 05/05/2022 | -3.886,25 |
| -38.705 | ZAR | Transaction Capital Ltd Reg | 	-65.552,59  | SABOR-1D | 05/05/2022  | -4.450,94  |
|  |  |  | 	-126.441,36  |  |  |       -8.743,11  |
|  |  |  | 	1.340.831,38  |  |  |      -44.831,03  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable |  | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
|  | Echéance |
| Contrepartie : UBS AG, Londres |  |  |  |  |
| -16.466 | AUD | Capricorn MEtals Ltd Reg | -22.675,78 | 1M-BBSW | 04/01/2022 | -2.350,15 |
| -108.847 | AUD | Gold Road Resources Ltd | -111.267,49 | 1M-BBSW | 04/01/2022 | -10.496,94 |
| -25.588 | AUD | New Hope Corp Ltd Reg | 	-27.933,72  | 1M-BBSW | 04/01/2022 | 	197,41  |
|  |  |  | 	-161.876,99  |  |  | 	-12.649,68  |
| -15.400 | BRL | BK Brasil Ope e Asse a Rest SA Reg | -32.318,06 | 1M-LIBOR | 03/01/2022 | 1.971,14 |
| -4.100 | BRL | Ez Tec Empreendime Particip SA | -33.864,07 | 1M-LIBOR | 03/01/2022 | 2.378,46 |
| -4.000 | BRL | Lojas Renner SA Reg S | -33.531,00 | 1M-LIBOR | 03/01/2022 | 2.548,85 |
| -19.500 | BRL | Magazine Luiza SA | -93.670,58 | 1M-LIBOR | 03/01/2022 | 389,51 |
| -13.300 | BRL | Via Varejo SA Reg | 	-41.380,05  | 1M-LIBOR | 03/01/2022 | 	2.987,89  |
|  |  |  | 	-234.763,76  |  |  | 	10.275,85  |
| -117.000 | HKD | Brightoil Petroleum Hgs Ltd | 0,00 | 1M-HIBOR | 03/01/2022 | 0,00 |
| -296.000 | HKD | CGN New Energy Hgs Co Ltd Reg | -46.572,39 | 1M-HIBOR | 03/01/2022 | -1.145,22 |
| -214.000 | HKD | China Travel Intl Inv HK Ltd | -29.254,77 | 1M-HIBOR | 03/01/2022 | 275,99 |
| -172.800 | HKD | China Zhongwang Holdings Ltd Reg | -32.536,71 | 1M-HIBOR | 03/01/2022 | 3.788,52 |
| -28.230 | HKD | Dongfang Electric Corp Ltd | -20.642,91 | 1M-HIBOR | 03/01/2022 | -983,00 |
| -371.000 | HKD | FIH Mobile Ltd | -45.454,25 | 1M-HIBOR | 03/01/2022 | -5.263,12 |
| -38.000 | HKD | Genscript Biotech Corp | -55.280,21 | 1M-HIBOR | 03/01/2022 | 2.646,39 |
| -58.000 | HKD | Harbin Electric Co Ltd | -16.605,73 | 1M-HIBOR | 03/01/2022 | 897,61 |
| -36.000 | HKD | Hua Hong Semiconductor Ltd | -204.282,98 | 1M-HIBOR | 03/01/2022 | -16.946,20 |
| -36.400 | HKD | MGM China Holdings Ltd Reg | -62.529,16 | 1M-HIBOR | 03/01/2022 | -8.825,44 |
| -4.400 | HKD | Ping An Hlth And Tec Co Ltd Reg 144A Reg S | -53.340,56 | 1M-HIBOR | 03/01/2022 | -3.262,85 |
| -13.500 | HKD | SAghai Henlius Biotech Inc H Reg | -81.742,21 | 1M-HIBOR | 03/01/2022 | -6.877,14 |
| -24.000 | HKD | Scholar Education Group | -40.237,56 | 1M-HIBOR | 03/01/2022 | 5.571,35 |
| 226.000 | HKD | Sound Global Ltd | 21.714,09 | 1M-HIBOR | 03/01/2022 | 0,00 |
| -172.000 | HKD | United Energy Group Ltd Reg | -33.938,83 | 1M-HIBOR | 03/01/2022 | 887,29 |
| -49.221 | HKD | Weimob Inc Reg Unitary 144A/Reg S | 	-88.489,19  | 1M-HIBOR | 03/01/2022 | 	-15.107,91  |
|  |  |  | 	-789.193,37  |  |  | 	-44.343,73  |
| -5.305 | KRW | Bukwang Pharmaceutical Co Ltd Reg | -137.092,69 | 1M-LIBOR | 02/12/2021 | -1.804,12 |
| -697 | KRW | Caregen Co Ltd | -45.959,42 | 1M-LIBOR | 02/12/2021 | -296,85 |
| -2.209 | KRW | Celltrion Healthcare Co Ltd Reg | -331.135,62 | 1M-LIBOR | 02/12/2021 | -9.936,12 |
| -91 | KRW | Celltrion Inc | -30.044,05 | 1M-LIBOR | 02/12/2021 | -769,35 |
| -7.550 | KRW | Cowell Fashion Co Ltd Reg | -39.368,84 | 1M-LIBOR | 02/12/2021 | -1.013,87 |
| -6.108 | KRW | CrystalGenomics Inc Reg | -100.548,28 | 1M-LIBOR | 02/12/2021 | -7.632,56 |
| -3.082 | KRW | DIO Corp Reg | -89.707,54 | 1M-LIBOR | 02/12/2021 | -1.566,02 |
| -1.109 | KRW | Enzychem Lifesciences Corp Reg | -107.496,60 | 1M-LIBOR | 02/12/2021 | 4.985,84 |
| -2.872 | KRW | Eugene Corp Reg | -12.466,63 | 1M-LIBOR | 02/12/2021 | 169,02 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -466 | KRW | Green Cross Corp Reg | -173.994,10 | 1M-LIBOR | 02/12/2021 | -7.730,12 |
| --- | --- | --- | --- | --- | --- | --- |
| -1.413 | KRW | Green Cross Lab Cell Corp Reg | -119.680,77 | 1M-LIBOR | 02/12/2021 | -14.342,78 |
| -79 | KRW | Han Kook Shell Oil Co Ltd Reg | -18.780,63 | 1M-LIBOR | 02/12/2021 | 854,14 |
| -1.601 | KRW | Hanyang Eng Co Ltd Reg | -25.103,73 | 1M-LIBOR | 02/12/2021 | -235,36 |
| -657 | KRW | Hyundai Construc Equip Co Ltd Reg | -19.787,88 | 1M-LIBOR | 02/12/2021 | 1.494,63 |
| -2.307 | KRW | Hyundai Mipo Dockyard Co Ltd Reg | -101.838,36 | 1M-LIBOR | 02/12/2021 | 4.828,30 |
| -1.984 | KRW | KEPCO Engineering & Con Co Inc Reg | -32.568,85 | 1M-LIBOR | 02/12/2021 | -1.843,51 |
| -5.415 | KRW | Komipharm International Co Ltd Reg | -66.979,72 | 1M-LIBOR | 02/12/2021 | 62,65 |
| -747 | KRW | NeoPharm Co Ltd Reg | -19.613,24 | 1M-LIBOR | 02/12/2021 | -297,49 |
| -5.960 | KRW | NKMAX Co Ltd Reg | -115.103,39 | 1M-LIBOR | 02/12/2021 | -11.100,61 |
| -2.161 | KRW | Oscotec Inc Reg | -130.371,06 | 1M-LIBOR | 02/12/2021 | -13.886,92 |
| -6.755 | KRW | Samsung Heavy Industries Co Ltd Reg | -43.734,14 | 1M-LIBOR | 02/12/2021 | -653,17 |
| -9.445 | KRW | Seobu T&D Co Ltd Reg | -65.666,87 | 1M-LIBOR | 02/12/2021 | -4.413,53 |
| -492 | KRW | SK Discovery Co Ltd Reg | -29.727,13 | 1M-LIBOR | 02/12/2021 | -1.631,98 |
| -5.135 | KRW | SL Corp Reg | -76.739,04 | 1M-LIBOR | 02/12/2021 | 913,32 |
| -9.700 | KRW | Yungjin Pharm Co Ltd Reg | 	-71.721,66  | 1M-LIBOR | 02/12/2021  | 690,09  |
|  |  |  | 	-2.005.230,24  |  |  |      -65.156,37  |
| -2.300 | PHP | Ayala Corp AC Reg | -39.610,58 | 1M-LIBOR | 02/12/2021 | 687,76 |
| -62.300 | PHP | Ayala Land Inc | -53.062,68 | 1M-LIBOR | 02/12/2021 | 478,21 |
| -26.540 | PHP | JG Sumit Holding Inc Reg | -39.572,34 | 1M-LIBOR | 02/12/2021 | -1.051,68 |
| -80.200 | PHP | SM Prime Holdings Inc | 	-64.300,29  | 1M-LIBOR | 02/12/2021  | -632,91  |
|  |  |  | 	-196.545,89  |  |  |       -518,62  |
| -1.000 | TWD | Advanced Ceramic X Corp Reg | -18.159,81 | 1M-LIBOR | 02/12/2021 | -1.219,97 |
| -1.000 | TWD | Formosa Petrochemical Corp Reg | -3.553,62 | 1M-LIBOR | 02/12/2021 | -247,42 |
| -301 | TWD | Hiwin Technologies Corp | -4.121,01 | 1M-LIBOR | 02/12/2021 | -2.045,15 |
| -19.000 | TWD | PharmaEngine Inc Reg | -39.171,77 | 1M-LIBOR | 02/12/2021 | 138,54 |
| -98.000 | TWD | Taiwan Syrene Monomer Corp Reg | 	-65.777,67  | 1M-LIBOR | 02/12/2021  | -5.330,60  |
|  |  |  | 	-130.783,88  |  |  |      -8.704,60  |
|  |  |  | 	-3.518.394,13  |  |  |     -121.097,15  |

RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Credit Suisse Securities (Europe) Ltd, London |
| -5.674.000 | SGD | China Fishery Group Ltd | 	-326.202,96  | 1M-LIBOR | 25/06/2021 | 	0,00  |
|  |  |  | 	-326.202,96  |  |  | 	0,00  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| -4.889 | AUD | Chorus Ltd | -27.685,48 | RBACR-1D | 06/01/2021 | 0,00 |
| -1.352 | AUD | CIMIC Group Ltd | -25.419,57 | RBACR-1D | 06/01/2021 | 0,00 |
| 9.068 | AUD | CSR Ltd Reg | 36.588,88 | RBACR-1D | 06/01/2021 | 0,00 |
| -2.172 | AUD | Flight Centre Travel Gr Ltd Reg | -26.559,81 | RBACR-1D | 06/01/2021 | 0,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 5.814 | AUD | Fortescue Metals Group Ltd | 105.095,29 | RBACR-1D | 06/01/2021 | 0,00 |
| --- | --- | --- | --- | --- | --- | --- |
| 2.618 | AUD | G.U.D. Holdings Ltd | 23.712,30 | RBACR-1D | 06/01/2021 | 0,00 |
| -26.182 | AUD | Gold Road Resources Ltd | -26.764,22 | RBACR-1D | 06/01/2021 | 0,00 |
| 8.668 | AUD | Harvey Norman Holdings Ltd Reg | 31.363,73 | RBACR-1D | 06/01/2021 | 0,00 |
| 1.145 | AUD | James Hardie Industries Plc Chess Units of Foreign | 33.762,31 | RBACR-1D | 06/01/2021 | 0,00 |
| -2.948 | AUD | Jumbo Interactive Ltd Reg | -31.977,81 | RBACR-1D | 06/01/2021 | 0,00 |
| -3.513 | AUD | Megaport Ltd Reg | -38.621,48 | RBACR-1D | 06/01/2021 | 0,00 |
| 1.835 | AUD | Mineral Resources Ltd Reg | 53.018,06 | RBACR-1D | 06/01/2021 | 0,00 |
| -14.197 | AUD | Nearmap Ltd Reg | -24.315,63 | RBACR-1D | 06/01/2021 | 0,00 |
| -7.003 | AUD | Nufarm Ltd Reg | -22.151,54 | RBACR-1D | 06/01/2021 | 0,00 |
| -48.919 | AUD | Resolute Mining Ltd Reg | -30.004,10 | RBACR-1D | 06/01/2021 | 0,00 |
| 387 | AUD | Rio Tinto Ltd Reg | 33.986,28 | RBACR-1D | 06/01/2021 | 0,00 |
| 6.555 | AUD | Sandfire Resources Ltd Reg | 27.055,93 | RBACR-1D | 06/01/2021 | 0,00 |
| -25.318 | AUD | Spark Infrastructured Group spons Uts | -41.214,29 | RBACR-1D | 06/01/2021 | 0,00 |
| -72.361 | AUD | West African Resources Ltd Reg | -58.338,70 | RBACR-1D | 06/01/2021 | 0,00 |
| -6.931 | AUD | Zip Co Ltd Reg | 	-28.287,04  | RBACR-1D | 06/01/2021  | 0,00  |
|  |  |  | 	-36.756,89  |  |  |         0,00  |
| -2.704 | CAD | Air Canada Voting | -48.339,55 | DISC-1D | 05/01/2021 | 0,00 |
| -2.500 | CAD | Mag Silver Corp | -51.150,19 | DISC-1D | 05/01/2021 | 0,00 |
| -1.280 | CAD | SNC-Lavalin Group Inc Reg | -21.837,48 | DISC-1D | 05/01/2021 | 0,00 |
| -1.600 | CAD | Suncor Energy Inc | 	-26.819,50  | DISC-1D | 05/01/2021  | 0,00  |
|  |  |  | 	-148.146,72  |  |  |         0,00  |
| -70.008 | CHF | Meyer Burger Technology Ltd Partizsch | -26.675,75 | SARON-1D | 20/09/2022 | 2.534,52 |
| 2.705 | DKK | Almindelig Brand A/S Reg | 32.637,51 | CIBOR-1W | 03/08/2021 | -311,26 |
| -1.019 | DKK | Ambu AS B Bearer Reg | -44.087,32 | CIBOR-1W | 03/08/2021 | -9.949,80 |
| 334 | DKK | Pandora A/S | 37.389,29 | CIBOR-1W | 03/08/2021 | 3.331,48 |
| 376 | DKK | Schouw & Co | 38.073,45 | CIBOR-1W | 03/08/2021 | 865,31 |
| 1.165 | DKK | Sydbank A/S Reg | 25.757,39 | CIBOR-1W | 03/08/2021 | 1.309,55 |
| -697 | DKK | The Drilling Co of 1972 A/S Reg | 	-22.078,43  | CIBOR-1W | 03/08/2021  | -286,06  |
|  |  |  | 	67.691,89  |  |  |       -5.040,78  |
| -1.787 | EUR | Accor SA | -64.722,57 | EONIA-1D | 05/01/2021 | 0,00 |
| -225 | EUR | Aeroport de Paris (ADP) | -29.210,39 | EONIA-1D | 05/01/2021 | 0,00 |
| -720 | EUR | Alstom | -41.063,04 | EONIA-1D | 05/01/2021 | 0,00 |
| 719 | EUR | Andritz AG | 32.973,72 | EONIA-1D | 05/01/2021 | 0,00 |
| -6.274 | EUR | Autogrill SpA | -41.992,46 | EONIA-1D | 05/01/2021 | 0,00 |
| -2.310 | EUR | Barco NV Reg | -50.368,52 | EONIA-1D | 05/01/2021 | 0,00 |
| 626 | EUR | Bekaert SA | 20.803,84 | EONIA-1D | 05/01/2021 | 0,00 |
| 330 | EUR | BioMerieux SA | 46.597,14 | EONIA-1D | 05/01/2021 | 0,00 |
| 2.493 | EUR | Bpost SA | 25.898,19 | EONIA-1D | 05/01/2021 | 0,00 |
| 669 | EUR | Brenntag AG | 51.849,39 | EONIA-1D | 05/01/2021 | 0,00 |
| -30.621 | EUR | CGG | -30.348,96 | EONIA-1D | 05/01/2021 | 0,00 |
| 950 | EUR | Cie de Saint-Gobain SA | 43.590,75 | EONIA-1D | 05/01/2021 | 0,00 |
| 484 | EUR | Daimler AG Reg | 34.224,53 | EONIA-1D | 05/01/2021 | 0,00 |
| -5.111 | EUR | Dalata Hotel Group Plc Reg | -23.670,71 | EONIA-1D | 05/01/2021 | 0,00 |
| -358 | EUR | Elia Group SA NV | -42.709,76 | EONIA-1D | 05/01/2021 | 0,00 |
| -3.249 | EUR | Elior Group SA | -21.944,63 | EONIA-1D | 05/01/2021 | 0,00 |
| -54.151 | EUR | Finnair Oyj | -50.191,32 | EONIA-1D | 05/01/2021 | 0,00 |
| 434 | EUR | flatexDEGIRO AG Reg | 33.721,19 | EONIA-1D | 05/01/2021 | 0,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 484 | EUR | Gaztransport et technigaz SA | 46.904,01 | EONIA-1D | 05/01/2021 | 0,00 |
| --- | --- | --- | --- | --- | --- | --- |
| 482 | EUR | HelloFresh SE Bearer | 37.273,79 | EONIA-1D | 05/01/2021 | 0,00 |
| 588 | EUR | Hornbach Holding AG | 56.622,82 | EONIA-1D | 05/01/2021 | 0,00 |
| -36 | EUR | Hypoport SE | -22.685,54 | EONIA-1D | 05/01/2021 | 0,00 |
| 887 | EUR | IPSOS SA | 29.955,20 | EONIA-1D | 05/01/2021 | 0,00 |
| 5.461 | EUR | Kloeckner & Co SE Reg | 53.490,05 | EONIA-1D | 05/01/2021 | 0,00 |
| -3.671 | EUR | Marr SpA | -75.732,35 | EONIA-1D | 05/01/2021 | 0,00 |
| -3.483 | EUR | Melia Hotels Intl SA | -24.377,49 | EONIA-1D | 05/01/2021 | 0,00 |
| -63.676 | EUR | Saras Raffinerie Sarde SpA | -46.319,85 | EONIA-1D | 05/01/2021 | 0,00 |
| 135 | EUR | Sartorius Stedim Biotech | 48.102,16 | EONIA-1D | 05/01/2021 | 0,00 |
| 2.669 | EUR | Semperit AG Holding Bearer | 79.358,66 | EONIA-1D | 05/01/2021 | 0,00 |
| -4.092 | EUR | Talgo SA | -20.703,83 | EONIA-1D | 05/01/2021 | 0,00 |
| 6.607 | EUR | Télévision Française 1 SA TF1 | 53.275,70 | EONIA-1D | 05/01/2021 | 0,00 |
| 950 | EUR | Tessenderlo Group NV Parts Soc | 37.953,01 | EONIA-1D | 05/01/2021 | 0,00 |
| 259 | EUR | Trigano SA | 45.888,92 | EONIA-1D | 05/01/2021 | 0,00 |
| 980 | EUR | Vereinigte BioEnergie AG Bearer | 	36.813,23  | EONIA-1D | 05/01/2021  | 0,00  |
|  |  |  | 	229.254,88  |  |  |         0,00  |
| 671 | GBP | Ashtead Group Plc | 31.531,84 | SONIA-1D | 05/01/2021 | 0,00 |
| -531 | GBP | Avon Rubber Plc Reg | -22.971,49 | SONIA-1D | 05/01/2021 | 0,00 |
| 4.386 | GBP | B&M European Value Retail SA | 30.946,21 | SONIA-1D | 05/01/2021 | 0,00 |
| 849 | GBP | Bunzl Plc | 28.349,93 | SONIA-1D | 05/01/2021 | 0,00 |
| 1.517 | GBP | Computacenter Plc | 50.759,56 | SONIA-1D | 05/01/2021 | 0,00 |
| 16.068 | GBP | Dixons Carphone Plc | 25.432,63 | SONIA-1D | 05/01/2021 | 0,00 |
| -3.931 | GBP | EasyJet Plc | -44.596,63 | SONIA-1D | 05/01/2021 | 0,00 |
| -2.950 | GBP | Energean PLC Reg | -29.080,28 | SONIA-1D | 05/01/2021 | 0,00 |
| 194 | GBP | Games Workshop Group Plc | 29.698,92 | SONIA-1D | 05/01/2021 | 0,00 |
| -26.031 | GBP | Greencore Group Plc | -41.451,25 | SONIA-1D | 05/01/2021 | 0,00 |
| -2.977 | GBP | Greggs Plc Reg | -72.837,11 | SONIA-1D | 05/01/2021 | 0,00 |
| 6.717 | GBP | Halfords Group Plc | 24.513,62 | SONIA-1D | 05/01/2021 | 0,00 |
| -16.126 | GBP | Helios Towers Plc Reg | -33.723,99 | SONIA-1D | 05/01/2021 | 0,00 |
| 4.244 | GBP | IG Group Holdings Plc | 50.003,86 | SONIA-1D | 05/01/2021 | 0,00 |
| -23.963 | GBP | Intl Consolidated Air Gr SA | -52.340,61 | SONIA-1D | 05/01/2021 | 0,00 |
| 7.271 | GBP | J Sainsbury Plc | 22.411,02 | SONIA-1D | 05/01/2021 | 0,00 |
| -3.289 | GBP | JD Wetherspoon Plc | -50.170,56 | SONIA-1D | 05/01/2021 | 0,00 |
| 2.638 | GBP | Kainos Group PLC Reg | 43.918,04 | SONIA-1D | 05/01/2021 | 0,00 |
| -13.553 | GBP | National Express Gr Plc | -43.978,16 | SONIA-1D | 05/01/2021 | 0,00 |
| -6.734 | GBP | Network Intl Hgs PLC Reg | -30.061,47 | SONIA-1D | 05/01/2021 | 0,00 |
| 364 | GBP | Next Plc | 35.255,22 | SONIA-1D | 05/01/2021 | 0,00 |
| 17.203 | GBP | Ninety One PLC Reg | 53.893,91 | SONIA-1D | 05/01/2021 | 0,00 |
| 24.569 | GBP | Premier Foods Plc | 33.649,30 | SONIA-1D | 05/01/2021 | 0,00 |
| 17.179 | GBP | Reach Plc | 33.718,88 | SONIA-1D | 05/01/2021 | 0,00 |
| -24.768 | GBP | Rolls-Royce Holdings PLC | -37.662,73 | SONIA-1D | 05/01/2021 | 0,00 |
| 23.660 | GBP | Royal Mail Plc | 109.211,07 | SONIA-1D | 05/01/2021 | 0,00 |
| -5.451 | GBP | SSP Group Plc Reg | -24.721,42 | SONIA-1D | 05/01/2021 | 0,00 |
| 3.681 | GBP | Tate & Lyle Plc | 33.931,59 | SONIA-1D | 05/01/2021 | 0,00 |
| -5.515 | GBP | Trainline Plc Reg | -34.977,14 | SONIA-1D | 05/01/2021 | 0,00 |
| 4.744 | GBP | Tyman Plc Reg | 22.727,60 | SONIA-1D | 05/01/2021 | 0,00 |
| -1.956 | GBP | WH Smith Plc | 	-40.370,73  | SONIA-1D | 05/01/2021  | 0,00  |
|  |  |  | 	101.009,63  |  |  |         0,00  |
| -320.000 | HKD | Alibaba Pictures Group Ltd Reg | -39.618,52 | HONIX-1D | 06/01/2021 | 0,00 |
| 142.000 | HKD | Angang Steel Co Ltd H Reg | 57.869,86 | HONIX-1D | 06/01/2021 | 0,00 |
| 7.000 | HKD | BOC Hong Kong (Holdings) Ltd | 21.214,99 | HONIX-1D | 06/01/2021 | 0,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| -12.798 | HKD | Budweiser Brewing Co APAC Ltd Reg | -42.253,15 | HONIX-1D | 06/01/2021 | 0,00 |
| 60.000 | HKD | China Com Serv Corp Ltd H | 26.463,93 | HONIX-1D | 06/01/2021 | 0,00 |
| 35.100 | HKD | China High Speed Tra Eq Gr Ltd | 34.403,11 | HONIX-1D | 06/01/2021 | 0,00 |
| 6.716 | HKD | China MeiDong Auto Hgs Ltd Reg | 27.283,38 | HONIX-1D | 06/01/2021 | 0,00 |
| 9.500 | HKD | China Overseas Land & Inv Ltd | 20.656,57 | HONIX-1D | 06/01/2021 | 0,00 |
| 54.500 | HKD | China Railway Construct Ltd H | 29.801,59 | HONIX-1D | 06/01/2021 | 0,00 |
| 69.000 | HKD | China Railway Group Ltd H | 30.433,52 | HONIX-1D | 06/01/2021 | 0,00 |
| 31.500 | HKD | China Yongda Auto Serv Hgs Ltd | 52.080,55 | HONIX-1D | 06/01/2021 | 0,00 |
| 58.440 | HKD | Cosco Shipping Holdings Co Ltd H Reg | 70.092,28 | HONIX-1D | 06/01/2021 | 0,00 |
| 41.000 | HKD | Cowell e Hgs Inc Reg S 144A | 30.879,75 | HONIX-1D | 06/01/2021 | 0,00 |
| 85.000 | HKD | CRRC Corp Ltd H | 29.268,95 | HONIX-1D | 06/01/2021 | 0,00 |
| 30.000 | HKD | Dongfeng Motor Group Co Ltd H | 34.975,72 | HONIX-1D | 06/01/2021 | 0,00 |
| 20.000 | HKD | Edvantage Group Holdings Ltd | 23.007,63 | HONIX-1D | 06/01/2021 | 0,00 |
| -16.089 | HKD | Genscript Biotech Corp | -23.405,35 | HONIX-1D | 06/01/2021 | 0,00 |
| 21.800 | HKD | GF Securities Co Ltd H | 30.813,71 | HONIX-1D | 06/01/2021 | 0,00 |
| -6.000 | HKD | Hansoh Pharmaceutic Gr Co Ltd 144A Reg | -29.094,85 | HONIX-1D | 06/01/2021 | 0,00 |
| 5.000 | HKD | Henderson Land Dev Co Ltd | 19.506,19 | HONIX-1D | 06/01/2021 | 0,00 |
| 22.000 | HKD | Hisense HomeApplianc Gr Co Ltd H | 33.876,93 | HONIX-1D | 06/01/2021 | 0,00 |
| 28.000 | HKD | IGG Inc Reg | 29.321,83 | HONIX-1D | 06/01/2021 | 0,00 |
| 8.690 | HKD | Johnson Electric Holdings Ltd | 21.517,81 | HONIX-1D | 06/01/2021 | 0,00 |
| 10.645 | HKD | Kerry Logistics Network Ltd | 23.338,43 | HONIX-1D | 06/01/2021 | 0,00 |
| 71.000 | HKD | Lonking Holdings Ltd | 21.975,90 | HONIX-1D | 06/01/2021 | 0,00 |
| -22.372 | HKD | Melco Intl Development Ltd Reg | -43.509,41 | HONIX-1D | 06/01/2021 | 0,00 |
| 55.000 | HKD | Pax Global Technology Ltd | 48.800,93 | HONIX-1D | 06/01/2021 | 0,00 |
| -9.241 | HKD | Sands China Ltd | -40.580,10 | HONIX-1D | 06/01/2021 | 0,00 |
| -36.000 | HKD | Shangri-La Asia Ltd Reg | -32.081,71 | HONIX-1D | 06/01/2021 | 0,00 |
| 62.595 | HKD | SINOPEC Engineering Gr Co Ltd H | 26.962,68 | HONIX-1D | 06/01/2021 | 0,00 |
| 186.490 | HKD | Sinotrans Ltd H | 67.823,73 | HONIX-1D | 06/01/2021 | 0,00 |
| -19.746 | HKD | SJM Holdings Ltd Reg | -22.078,79 | HONIX-1D | 06/01/2021 | 0,00 |
| 26.000 | HKD | Tingyi Holding Corp Reg | 44.395,44 | HONIX-1D | 06/01/2021 | 0,00 |
| -172.000 | HKD | United Energy Group Ltd Reg | -33.938,83 | HONIX-1D | 06/01/2021 | 0,00 |
| -6.000 | HKD | Vitasoy International Hgs Ltd | -23.368,73 | HONIX-1D | 06/01/2021 | 0,00 |
| 94.000 | HKD | VSTECS Holdings Ltd | 77.101,35 | HONIX-1D | 06/01/2021 | 0,00 |
| 3.500 | HKD | VTech Holdings Ltd | 27.150,68 | HONIX-1D | 06/01/2021 | 0,00 |
| -12.800 | HKD | Wynn Macau Ltd Reg | -21.493,05 | HONIX-1D | 06/01/2021 | 0,00 |
| 21.608 | HKD | Yadea Group Hgs Ltd | 44.643,07 | HONIX-1D | 06/01/2021 | 0,00 |
| -2.000 | HKD | Yihai Intl Holdings Ltd Unitary 144A/Reg S | -29.662,30 | HONIX-1D | 06/01/2021 | 0,00 |
| 112.000 | HKD | Yuexiu Property Co Ltd Reg | 22.533,03 | HONIX-1D | 06/01/2021 | 0,00 |
| 29.400 | HKD | Zoomilion Heavy Ind H Reg | 	35.262,03  | HONIX-1D | 06/01/2021 | 	0,00  |
|  |  |  | 	682.370,78  |  |  | 	0,00  |
| -300 | JPY | Ariake Japan Co Ltd Reg | -21.562,45 | MUTSC-1D | 06/01/2021 | 0,00 |
| -700 | JPY | Asahi Intecc Co Ltd | -25.529,13 | MUTSC-1D | 02/03/2022 | -1.629,97 |
| -2.900 | JPY | Atom Corp Reg | -24.439,39 | MUTSC-1D | 02/03/2022 | -1.432,65 |
| -1.000 | JPY | Cybozu Inc | -24.981,84 | MUTSC-1D | 02/03/2022 | -1,81 |
| -300 | JPY | Digital Arts Inc Reg | -27.606,92 | MUTSC-1D | 02/03/2022 | -1.859,83 |
| -1.100 | JPY | Dip Corp Reg | -29.334,04 | MUTSC-1D | 06/01/2021 | 0,00 |
| -400 | JPY | Eisai Co Ltd | -28.563,96 | MUTSC-1D | 02/03/2022 | 604,91 |
| -900 | JPY | En-Japan Inc Reg | -26.938,54 | MUTSC-1D | 02/03/2022 | 1.569,24 |
| -1.200 | JPY | Giken Ltd Reg | -49.576,21 | MUTSC-1D | 02/03/2022 | -1.162,40 |
| -800 | JPY | GMO Internet Inc Reg | -22.945,71 | MUTSC-1D | 06/01/2021 | 0,00 |
| -300 | JPY | Goldwin Inc | -19.789,80 | MUTSC-1D | 06/01/2021 | 0,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -1.100 | JPY | Idemitsu Kosan Co Ltd Reg | -24.187,53 | MUTSC-1D | 06/01/2021 | 0,00 |
| --- | --- | --- | --- | --- | --- | --- |
| -600 | JPY | Japan Airport Terminal Co Ltd Reg | -36.324,89 | MUTSC-1D | 02/03/2022 | 348,72 |
| -1.500 | JPY | JCR Pharmaceuticals Co Ltd Reg | -35.409,50 | MUTSC-1D | 02/03/2022 | 3.835,91 |
| -500 | JPY | JMDC Inc. Reg | -28.284,98 | MUTSC-1D | 02/03/2022 | -4.168,88 |
| -300 | JPY | Justsystems Corp Reg | -20.835,96 | MUTSC-1D | 02/03/2022 | -145,30 |
| -2.000 | JPY | Konica Minolta Inc | -7.633,07 | MUTSC-1D | 02/03/2022 | 160,59 |
| -200 | JPY | Kose Corp | -34.096,96 | MUTSC-1D | 02/03/2022 | -3.022,23 |
| -600 | JPY | kotobuki Spirits Co Ltd Reg | -31.152,22 | MUTSC-1D | 02/03/2022 | 174,36 |
| -700 | JPY | Kyoritsu Maintenance Co Ltd Reg | -26.037,68 | MUTSC-1D | 02/03/2022 | -129,81 |
| -2.000 | JPY | Mani Inc Reg | -54.400,15 | MUTSC-1D | 02/03/2022 | -4.397,73 |
| -10.100 | JPY | Mitsubishi Motors Corp Reg | -21.230,20 | MUTSC-1D | 02/03/2022 | -413,83 |
| -700 | JPY | Net One Syst Co Ltd | -24.681,55 | MUTSC-1D | 02/03/2022 | 474,65 |
| -1.200 | JPY | Nippon Sanso Hg Corp | -22.271,52 | MUTSC-1D | 02/03/2022 | -1.604,11 |
| -19 | JPY | Nomura Real Estate Mast Fd Inc Reg Cap | -27.165,20 | MUTSC-1D | 06/01/2021 | 0,00 |
| -400 | JPY | PeptiDream Inc. | -20.303,19 | MUTSC-1D | 02/03/2022 | 270,07 |
| -79 | JPY | Screen Hgs Co Ltd | -5.815,86 | MUTSC-1D | 06/01/2021 | 0,00 |
| -500 | JPY | Sho-Bond Holdings Co Ltd | -24.265,03 | MUTSC-1D | 06/01/2021 | 0,00 |
| -1.800 | JPY | Sosei Group Corp | -31.384,70 | MUTSC-1D | 02/03/2022 | -2.702,57 |
| -400 | JPY | Square Enix Hgs Co Ltd | -24.255,34 | MUTSC-1D | 02/03/2022 | 1.236,06 |
| -300 | JPY | Strike Co Ltd | -14.878,67 | MUTSC-1D | 02/03/2022 | 2.961,44 |
| -2.500 | JPY | Tadano Ltd | -21.383,25 | MUTSC-1D | 02/03/2022 | 43,67 |
| -1.600 | JPY | Ushio Inc | 	-20.799,15  | MUTSC-1D | 02/03/2022  | 123,99  |
|  |  |  | 	-858.064,59  |  |  |      -10.867,51  |
| -2.903 | KRW | Doosan Heavy Ind & Cons Co Ltd Reg | -36.041,54 | FEDEF-1D | 06/01/2021 | 5,64 |
| -1.613 | KRW | Hanall Biopharma Co Ltd Reg | -55.627,33 | FEDEF-1D | 06/01/2021 | 8,71 |
| -296 | KRW | Hyosung Corp Reg | -20.797,33 | FEDEF-1D | 06/01/2021 | 3,26 |
| -551 | KRW | Hyundai Mipo Dockyard Co Ltd Reg | -24.322,90 | FEDEF-1D | 06/01/2021 | 3,81 |
| -685 | KRW | Lotte Corp Reg | -22.237,60 | FEDEF-1D | 06/01/2021 | 3,48 |
| -387 | KRW | OCI Co Ltd Reg | -33.099,12 | FEDEF-1D | 06/01/2021 | 5,19 |
| -3.378 | KRW | Samsung Heavy Industries Co Ltd Reg | 	-21.870,31  | FEDEF-1D | 06/01/2021  | 3,42  |
|  |  |  | 	-213.996,13  |  |  |        33,51  |
| -791 | NOK | Bakkafrost P/F Reg | -56.550,12 | NIBOR-1W | 05/01/2021 | 0,00 |
| -2.755 | NOK | Grieg Seafood ASA | -27.333,26 | NIBOR-1W | 05/01/2021 | 0,00 |
| -1.366 | NOK | Norway Royal Salmon ASA | -34.216,17 | NIBOR-1W | 05/01/2021 | 0,00 |
| -3.065 | NOK | Pexip Holding ASA Reg | -23.504,27 | NIBOR-1W | 05/01/2021 | 0,00 |
| -500 | NOK | SalMar ASA | -29.390,48 | NIBOR-1W | 05/01/2021 | 0,00 |
| -1.431 | NOK | TGS Nopec Geophysical Co ASA | 	-22.164,68  | NIBOR-1W | 05/01/2021  | 0,00  |
|  |  |  | 	-193.158,98  |  |  |         0,00  |
| -615 | SEK | Cellavision AB | -22.972,33 | STIBO-1W | 02/02/2021 | -823,11 |
| -722 | SEK | PowerCell Sweden AB Reg | -28.567,97 | STIBO-1W | 02/02/2021 | -2.570,68 |
| -5.785 | SEK | Scandic Hotels Gr AB | 	-24.494,82  | STIBO-1W | 02/02/2021  | -985,42  |
|  |  |  | 	-76.035,12  |  |  |       -4.379,21  |
| -225.977 | SGD | SembCorp Marine Ltd Reg | -24.444,73 | SORF1-1D | 19/10/2022 | 3.760,72 |
| -658 | USD | 1Life Healthcare Inc Reg | -28.721,70 | FEDEF-1D | 05/01/2021 | 0,00 |
| -700 | USD | 89bio Inc | -17.059,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -700 | USD | ACM Research Inc Reg | -56.875,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | Akouos Inc | -19.830,00 | FEDEF-1D | 05/01/2021 | 0,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -2.586 | USD | Ambac Financial Group Inc Reg | -39.772,68 | FEDEF-1D | 05/01/2021 | 0,00 |
| --- | --- | --- | --- | --- | --- | --- |
| -1.826 | USD | American Airlines Group Inc Reg | -28.796,02 | FEDEF-1D | 05/01/2021 | 0,00 |
| -5.300 | USD | Amyris Inc Reg | -32.727,50 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | Anterix Inc Reg | -37.600,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.200 | USD | Applied Therapeutics Inc Reg | -26.412,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | Arcutis Biotherapeutics Inc Reg | -28.130,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -300 | USD | Arvinas Inc Reg | -25.479,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -600 | USD | Assured Guaranty Ltd | -18.894,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -200 | USD | Axsome Therapeutics Inc | -16.294,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -200 | USD | Beyond Meat Inc Reg | -25.000,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.800 | USD | Cabot Oil & Gas Corp | -29.304,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.100 | USD | Chefs' Warehouse Inc (The) Reg | -28.259,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.400 | USD | Cinemark Holdings Inc | -24.374,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -600 | USD | Constellation Pharm Inc | -17.280,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | Dave & Buster's Entertain Inc Reg | -30.020,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.613 | USD | Delek US Holdings Inc | -25.920,91 | FEDEF-1D | 05/01/2021 | 0,00 |
| -601 | USD | Delta Air Lines Inc | -24.166,21 | FEDEF-1D | 05/01/2021 | 0,00 |
| -2.200 | USD | Denny's Corp Reg | -32.296,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.700 | USD | Despegar.com Corp Reg | -21.777,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -200 | USD | Digital Realty Trust Inc Reg Dist | -27.902,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -100 | USD | Doordash Inc | -14.275,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -389 | USD | EHealth Inc Reg | -27.467,29 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | Enerpac Tool Gr Corp A Reg | -22.610,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.828 | USD | Epizyme Inc Reg | -19.852,08 | FEDEF-1D | 05/01/2021 | 0,00 |
| -445 | USD | Equity Lifestyle Properties Inc Dist | -28.195,20 | FEDEF-1D | 05/01/2021 | 0,00 |
| -500 | USD | Essential Utilities Inc Reg | -23.645,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.682 | USD | Eventbrite Inc A Reg | -30.444,20 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | G1 Therapeutics Inc Reg | -17.990,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -500 | USD | Global Blood Therapeutics Inc Reg | -21.655,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -800 | USD | Grocery Outlet Holding Corp Reg | -31.400,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -445 | USD | Hyatt Hotels Corp A Reg | -33.041,25 | FEDEF-1D | 05/01/2021 | 0,00 |
| -700 | USD | Intra-Cellular Therapies Inc | -22.260,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -600 | USD | Iteos Therapeutics Inc | -20.292,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -300 | USD | Kering ADR DR repr | -21.735,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.000 | USD | Kiniksa Pharmaceuticals Ltd | -17.670,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -300 | USD | Krystal Biotech Inc | -18.000,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -380 | USD | Live Nation Entertainment Inc Reg | -27.922,40 | FEDEF-1D | 05/01/2021 | 0,00 |
| -100 | USD | Madison Square Garden Co (The) | -18.410,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -557 | USD | Marathon Petroleum Corp | -23.037,52 | FEDEF-1D | 05/01/2021 | 0,00 |
| -2.100 | USD | Molecular Templates Inc Reg | -19.719,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -10.419 | USD | Morgan Stanley Global Healthcare Index | -1.373.745,15 | FEDEF-1D | 15/04/2021 | -57.408,69 |
| -138 | USD | MSCI Daily TR Gross Europe USD Index | -1.570.964,40 | FEDEF-1D | 02/03/2021 | -52.438,07 |
| -112 | USD | MSCI Daily TR Gross North Amer | -1.931.236,61 | FEDEF-1D | 02/03/2021 | -57.088,64 |
| -211 | USD | MSCI Daily TR Gross Pacific USD Index | -1.901.545,29 | FEDEF-1D | 02/03/2021 | -70.767,92 |
| -31 | USD | MSCI Intl Canada Gross USD Index | -266.259,62 | FEDEF-1D | 02/03/2021 | -7.560,31 |
| -300 | USD | NextEra Energy Inc | -23.145,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.280 | USD | Norwegian Cruise Line Hgs Ltd Reg | -32.550,40 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.400 | USD | Odonate Therapeutics Inc | -26.880,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -3.200 | USD | OneSpaWorld Holdings Ltd spons Reg | -32.448,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -5.500 | USD | PBF Energy Inc A Reg | -39.050,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -2.000 | USD | Poseida Therapeutics Inc | -21.940,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.600 | USD | Prothena Corp Plc | -19.216,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -389 | USD | Royal Caribbean Cruises Ltd | -29.054,41 | FEDEF-1D | 05/01/2021 | 0,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| -278 | USD | Ryanair Holdings Plc spons ADR repr 5 Shares | -30.574,44 | FEDEF-1D | 05/01/2021 | 0,00 |
| -400 | USD | Schrodinger Inc Reg | -31.672,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -800 | USD | Seres Therapeutics Inc Reg | -19.600,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.100 | USD | Sinclair Broadcast Group Inc A | -35.035,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -800 | USD | Six Flags Entertainment Corp Reg | -27.280,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -890 | USD | Spirit AeroSyst Holdings Inc A spons | -34.790,10 | FEDEF-1D | 05/01/2021 | 0,00 |
| -100 | USD | Splunk Inc | -16.989,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.558 | USD | Switch Inc A Reg | -25.504,46 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.800 | USD | The RealReal Inc Reg | -35.172,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -400 | USD | Valero Energy Corp | -22.628,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -600 | USD | Vaxcyte Inc | -15.942,00 | FEDEF-1D | 05/01/2021 | 0,00 |
| -1.100 | USD | Vivint Smart Home Inc A Reg | 	-22.825,00  | FEDEF-1D | 05/01/2021 | 	0,00  |
|  |  |  | 	-8.708.557,84  |  |  | 	-245.263,63  |
|  |  |  | 	-9.205.509,57  |  |  | 	-259.222,38  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| -5 | CAD | Agnico Eagle Mines Ltd | -351,69 | DISC-1D | 21/07/2022 | 3,06 |
| -2.077 | CAD | Algonquin Power & Utilities Corp | -34.162,79 | DISC-1D | 21/07/2022 | 137,05 |
| 31 | CAD | Alimentation Couche Tard Inc B | 1.055,81 | DISC-1D | 21/07/2022 | 6,08 |
| 312 | CAD | BCE Inc | 13.332,94 | DISC-1D | 21/07/2022 | -271,86 |
| 1.735 | CAD | BlackBerry Ltd Reg | 11.496,74 | DISC-1D | 21/07/2022 | -340,54 |
| -40 | CAD | CAE Inc | -1.107,64 | DISC-1D | 21/07/2022 | -120,91 |
| -43 | CAD | Canadian Pacific Railway Ltd | -14.906,01 | DISC-1D | 21/07/2022 | -319,27 |
| 11 | CAD | Canadian Tire Corp A | 1.445,10 | DISC-1D | 21/07/2022 | 11,75 |
| -820 | CAD | CGI Inc Reg A | -65.016,72 | DISC-1D | 21/07/2022 | -573,87 |
| 285 | CAD | CI Financial Corp Reg | 3.530,89 | DISC-1D | 21/07/2022 | -277,46 |
| -10 | CAD | Constellation Software Inc | -12.977,31 | DISC-1D | 21/07/2022 | 948,73 |
| 410 | CAD | Emera Inc | 17.414,62 | DISC-1D | 21/07/2022 | 17,18 |
| 61 | CAD | Empire Co Ltd A Non voting | 1.666,16 | DISC-1D | 21/07/2022 | -35,92 |
| -127 | CAD | Enbridge Inc | -4.059,17 | DISC-1D | 21/07/2022 | 84,75 |
| 63 | CAD | Fairfax Financial Holdings Ltd Sub Voting | 21.459,17 | DISC-1D | 21/07/2022 | 47,52 |
| -988 | CAD | First Quantum Minerals Ltd | -17.724,58 | DISC-1D | 21/07/2022 | -1.237,36 |
| 413 | CAD | Fortis Inc | 16.861,11 | DISC-1D | 21/07/2022 | -124,79 |
| 465 | CAD | iA Financial Corporation Inc Reg | 20.145,01 | DISC-1D | 21/07/2022 | -155,18 |
| -7 | CAD | Intact Financial Corp | -828,33 | DISC-1D | 21/07/2022 | -29,84 |
| 196 | CAD | Kinross Gold Corp Reg | 1.437,26 | DISC-1D | 21/07/2022 | 84,64 |
| -250 | CAD | Loblaw Co Ltd | -12.328,26 | DISC-1D | 21/07/2022 | 471,07 |
| -1.214 | CAD | Lundin Mining Corp Reg | -10.770,35 | DISC-1D | 21/07/2022 | -428,91 |
| -1.696 | CAD | Manulife Financial Corp | -30.159,69 | DISC-1D | 21/07/2022 | -42,44 |
| 272 | CAD | Metro Inc | 12.129,70 | DISC-1D | 21/07/2022 | -448,46 |
| 403 | CAD | Open Text Corp | 18.300,64 | DISC-1D | 21/07/2022 | -148,71 |
| 582 | CAD | Power Corp of Canada | 13.356,25 | DISC-1D | 21/07/2022 | -28,11 |
| 25 | CAD | Rogers Communications Inc B Nv | 1.163,15 | DISC-1D | 21/07/2022 | -39,26 |
| 4 | CAD | Royal Bank of Canada | 328,46 | DISC-1D | 21/07/2022 | -4,62 |
| 14 | CAD | TC Energy Corp Reg | 568,82 | DISC-1D | 21/07/2022 | -59,13 |
| -503 | CAD | Telus Corp Reg | -9.955,74 | DISC-1D | 21/07/2022 | 67,16 |
| 356 | CAD | Thomson Reuters Corp Reg | 29.118,38 | DISC-1D | 21/07/2022 | 278,75 |
| -76 | CAD | TMX Group Ltd Reg | -7.586,28 | DISC-1D | 21/07/2022 | 124,94 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -40 | CAD | Topicuscom Inc Sub Reg | 0,00 | DISC-1D | 21/07/2022 | 0,00 |
| --- | --- | --- | --- | --- | --- | --- |
| -135 | CAD | Wheaton Precious Metals Corp Reg | 	-5.634,45  | DISC-1D | 21/07/2022  | -192,90  |
|  |  |  | 	-42.758,80  |  |  |       -2.596,86  |
| -62 | USD | 3M Co | -10.836,98 | FEDEF-1D | 19/09/2022 | -0,74 |
| -5 | USD | Accenture Plc A | -1.306,05 | FEDEF-1D | 19/09/2022 | 16,30 |
| -8 | USD | Adobe Inc Reg | -4.000,96 | FEDEF-1D | 19/09/2022 | -13,84 |
| 1 | USD | Agilent Technologies Inc Reg | 118,49 | FEDEF-1D | 19/09/2022 | 13,06 |
| 5 | USD | Air Products and Chemicals Inc | 1.366,10 | FEDEF-1D | 19/09/2022 | -24,50 |
| -22 | USD | Akamai Technologies Inc | -2.309,78 | FEDEF-1D | 19/09/2022 | 50,38 |
| -113 | USD | Alexandria Real Estate Eq Inc | -20.138,86 | FEDEF-1D | 19/09/2022 | -594,52 |
| 2 | USD | Alleghany Corp (Del) | 1.207,38 | FEDEF-1D | 19/09/2022 | 37,50 |
| 536 | USD | Alliant Energy Corp | 27.620,08 | FEDEF-1D | 19/09/2022 | -58,02 |
| -265 | USD | Allstate Corp | -29.131,45 | FEDEF-1D | 19/09/2022 | -1.204,06 |
| -3 | USD | Alphabet Inc A | -5.257,92 | FEDEF-1D | 19/09/2022 | 15,36 |
| 3 | USD | Alphabet Inc C | 5.255,64 | FEDEF-1D | 19/09/2022 | -20,52 |
| -53 | USD | Amerco Reg | -24.059,88 | FEDEF-1D | 19/09/2022 | -990,45 |
| -345 | USD | Ameren Corp | -26.930,70 | FEDEF-1D | 19/09/2022 | 99,78 |
| 198 | USD | American Electric Power Co Inc | 16.487,46 | FEDEF-1D | 19/09/2022 | 402,82 |
| 23 | USD | American Express Co | 2.780,93 | FEDEF-1D | 19/09/2022 | 686,22 |
| 157 | USD | American Intl Group Inc | 5.944,02 | FEDEF-1D | 19/09/2022 | -354,82 |
| 13 | USD | American Tower Corp | 2.917,98 | FEDEF-1D | 19/09/2022 | -57,85 |
| -28 | USD | Ameriprise Financial Inc Reg | -5.441,24 | FEDEF-1D | 19/09/2022 | -147,28 |
| 23 | USD | AmerisourceBergen Corp | 2.248,48 | FEDEF-1D | 19/09/2022 | -125,12 |
| -98 | USD | Ametek Inc | -11.852,12 | FEDEF-1D | 19/09/2022 | -115,64 |
| 30 | USD | Amphenol Corp A | 3.923,10 | FEDEF-1D | 19/09/2022 | -14,40 |
| -201 | USD | Aptiv Plc Reg | -26.188,29 | FEDEF-1D | 19/09/2022 | -1.016,99 |
| 462 | USD | Archer-Daniels Midland Co | 23.289,42 | FEDEF-1D | 19/09/2022 | 524,58 |
| -118 | USD | Arrow Electronics Inc | -11.481,40 | FEDEF-1D | 19/09/2022 | 38,37 |
| 72 | USD | Athene Holding Ltd A Reg | 3.106,08 | FEDEF-1D | 19/09/2022 | 100,08 |
| 643 | USD | Atmos Energy Corp | 61.361,49 | FEDEF-1D | 19/09/2022 | 1.623,23 |
| -23 | USD | Autodesk Inc | -7.022,82 | FEDEF-1D | 19/09/2022 | -453,79 |
| 204 | USD | Autoliv Inc | 18.788,40 | FEDEF-1D | 19/09/2022 | -42,54 |
| -68 | USD | Automatic Data Processing Inc | -11.981,60 | FEDEF-1D | 19/09/2022 | -607,23 |
| -1 | USD | Autozone Inc | -1.185,44 | FEDEF-1D | 19/09/2022 | -33,22 |
| 35 | USD | Avalon Bay Communities Inc Reg Dist | 5.615,05 | FEDEF-1D | 19/09/2022 | -275,80 |
| 2.878 | USD | Axalta Coating Syst Ltd | 82.166,90 | FEDEF-1D | 19/09/2022 | 54,21 |
| 7 | USD | Berkshire Hathaway Inc | 1.623,09 | FEDEF-1D | 19/09/2022 | 132,51 |
| 9 | USD | Best Buy Co Inc | 898,11 | FEDEF-1D | 19/09/2022 | -115,56 |
| 8 | USD | Black Knight Inc Reg | 706,80 | FEDEF-1D | 19/09/2022 | -21,68 |
| 328 | USD | Borg Warner Inc Reg | 12.673,92 | FEDEF-1D | 19/09/2022 | -70,86 |
| 192 | USD | Bunge Ltd | 12.591,36 | FEDEF-1D | 19/09/2022 | 282,24 |
| -63 | USD | Burlington Stores Inc | -16.477,65 | FEDEF-1D | 19/09/2022 | -676,21 |
| -11 | USD | Cable One Inc Reg | -24.504,92 | FEDEF-1D | 19/09/2022 | -1.634,45 |
| 2 | USD | Camden Property Trust Reg Dist | 199,84 | FEDEF-1D | 19/09/2022 | 2,64 |
| 248 | USD | CDW Corp | 32.683,92 | FEDEF-1D | 19/09/2022 | 12,82 |
| 368 | USD | Celanese Corp Reg | 47.817,92 | FEDEF-1D | 19/09/2022 | 355,10 |
| 308 | USD | Centene Corp | 18.489,24 | FEDEF-1D | 19/09/2022 | -430,80 |
| 808 | USD | Centerpoint Energy Inc | 17.485,12 | FEDEF-1D | 19/09/2022 | 135,19 |
| -162 | USD | Cerner Corp | -12.713,76 | FEDEF-1D | 19/09/2022 | -38,61 |
| 19 | USD | CH Robinson Worldwide Inc | 1.783,53 | FEDEF-1D | 19/09/2022 | -0,95 |
| -36 | USD | Charter Communications Inc A | -23.815,80 | FEDEF-1D | 19/09/2022 | -330,24 |
| -206 | USD | Cheniere Energy Inc | -12.366,18 | FEDEF-1D | 19/09/2022 | -136,65 |
| 17 | USD | Cintas Corp | 6.008,82 | FEDEF-1D | 19/09/2022 | 9,01 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 18 | USD | Cisco Systems Inc | 805,50 | FEDEF-1D | 19/09/2022 | 96,48 |
| --- | --- | --- | --- | --- | --- | --- |
| 145 | USD | Citizens Financial Group Inc | 5.185,20 | FEDEF-1D | 19/09/2022 | 94,25 |
| -322 | USD | CMS Energy Corp | -19.645,22 | FEDEF-1D | 19/09/2022 | -638,20 |
| 28 | USD | Coca-Cola Co | 1.535,52 | FEDEF-1D | 19/09/2022 | 146,09 |
| 91 | USD | Colgate-Palmolive Co | 7.781,41 | FEDEF-1D | 19/09/2022 | 43,68 |
| 143 | USD | Comcast Corp A | 7.493,20 | FEDEF-1D | 19/09/2022 | 184,47 |
| 1 | USD | Cooper Companies Inc (The) | 363,32 | FEDEF-1D | 19/09/2022 | 7,06 |
| 11 | USD | Coupa Software Inc Reg | 3.728,01 | FEDEF-1D | 19/09/2022 | 268,62 |
| 227 | USD | Crown Castle International Corp | 36.136,13 | FEDEF-1D | 19/09/2022 | 1.027,31 |
| -67 | USD | Cummins Inc | -15.215,70 | FEDEF-1D | 19/09/2022 | -214,52 |
| -5 | USD | Darden Restaurants Inc | -595,60 | FEDEF-1D | 19/09/2022 | -21,50 |
| -9 | USD | DaVita Inc | -1.056,60 | FEDEF-1D | 19/09/2022 | -39,24 |
| -88 | USD | Digital Realty Trust Inc Reg Dist | -12.276,88 | FEDEF-1D | 19/09/2022 | -79,20 |
| -212 | USD | Discovery Inc | -6.379,08 | FEDEF-1D | 19/09/2022 | -424,00 |
| 236 | USD | Discovery Inc C | 6.180,84 | FEDEF-1D | 19/09/2022 | 315,50 |
| -39 | USD | Dollar General Corp | -8.201,70 | FEDEF-1D | 19/09/2022 | 108,03 |
| 45 | USD | Domino's Pizza Inc Reg | 17.255,70 | FEDEF-1D | 19/09/2022 | -292,27 |
| -153 | USD | Duke Realty Corp | -6.115,41 | FEDEF-1D | 19/09/2022 | -251,95 |
| -390 | USD | DuPont de Neumours Inc Reg When Issued | -27.732,90 | FEDEF-1D | 19/09/2022 | -459,07 |
| 166 | USD | Eastman Chemical Co | 16.646,48 | FEDEF-1D | 19/09/2022 | 121,18 |
| 21 | USD | Ecolab Inc | 4.543,56 | FEDEF-1D | 19/09/2022 | 384,09 |
| -427 | USD | Emerson Electric Co | -34.317,99 | FEDEF-1D | 19/09/2022 | 249,08 |
| 309 | USD | Entergy Corp | 30.850,56 | FEDEF-1D | 19/09/2022 | -499,42 |
| 171 | USD | EOG Resources Inc | 8.527,77 | FEDEF-1D | 19/09/2022 | 159,03 |
| -59 | USD | EPAM Syst Inc | -21.142,65 | FEDEF-1D | 19/09/2022 | -321,72 |
| -87 | USD | Equifax Inc | -16.777,08 | FEDEF-1D | 19/09/2022 | -495,34 |
| 10 | USD | Equinix Inc REIT | 7.141,80 | FEDEF-1D | 19/09/2022 | 54,00 |
| -273 | USD | Equity Lifestyle Properties Inc Dist | -17.297,28 | FEDEF-1D | 19/09/2022 | -319,22 |
| -90 | USD | Equity Residential Sh of Benefit Interest | -5.335,20 | FEDEF-1D | 19/09/2022 | 12,60 |
| -150 | USD | Essential Utilities Inc Reg | -7.093,50 | FEDEF-1D | 19/09/2022 | 109,50 |
| -599 | USD | Evergy Inc Reg | -33.250,49 | FEDEF-1D | 19/09/2022 | -968,88 |
| -789 | USD | Exelon Corp | -33.311,58 | FEDEF-1D | 19/09/2022 | 275,69 |
| 38 | USD | Fair Isaac Corp Reg | 19.419,52 | FEDEF-1D | 19/09/2022 | 119,58 |
| 348 | USD | Fidelity Natl Inform Serv Inc | 49.228,08 | FEDEF-1D | 19/09/2022 | -338,73 |
| -135 | USD | Fifth Third Bancorp | -3.721,95 | FEDEF-1D | 19/09/2022 | 28,35 |
| 209 | USD | Fiserv Inc | 23.796,74 | FEDEF-1D | 19/09/2022 | -69,56 |
| 85 | USD | FleetCor Technologies Inc | 23.190,55 | FEDEF-1D | 19/09/2022 | -53,70 |
| -148 | USD | Ford Motor Co | -1.300,92 | FEDEF-1D | 19/09/2022 | 97,68 |
| 4 | USD | Fortinet Inc | 594,12 | FEDEF-1D | 19/09/2022 | 129,15 |
| 134 | USD | Fortune Brands Home & Security Inc | 11.486,48 | FEDEF-1D | 19/09/2022 | 0,55 |
| 212 | USD | Garmin Ltd Reg | 25.367,92 | FEDEF-1D | 19/09/2022 | 671,86 |
| -118 | USD | Gartner Inc | -18.902,42 | FEDEF-1D | 19/09/2022 | -259,91 |
| -243 | USD | Global Payments Inc | -52.347,06 | FEDEF-1D | 19/09/2022 | -1.564,92 |
| 214 | USD | GoDaddy Inc A Reg | 17.751,30 | FEDEF-1D | 19/09/2022 | -347,68 |
| 53 | USD | Guidewire Software Inc | 6.822,69 | FEDEF-1D | 19/09/2022 | 143,10 |
| 182 | USD | Harris Corp Reg | 34.401,64 | FEDEF-1D | 19/09/2022 | -198,49 |
| 171 | USD | HCP Inc Reg Dist | 5.169,33 | FEDEF-1D | 19/09/2022 | 230,85 |
| 4 | USD | Henry Schein Inc | 267,44 | FEDEF-1D | 19/09/2022 | 13,44 |
| 27 | USD | Hilton Worldwide Holdings Inc Reg | 3.004,02 | FEDEF-1D | 19/09/2022 | 248,67 |
| 52 | USD | Honeywell Intl Inc | 11.060,40 | FEDEF-1D | 19/09/2022 | 143,52 |
| 1.035 | USD | Huntington Bancshares Inc | 13.072,05 | FEDEF-1D | 19/09/2022 | 175,95 |
| 52 | USD | Illinois Tool Works Inc | 10.601,76 | FEDEF-1D | 19/09/2022 | -67,64 |
| 85 | USD | Insulet Corp | 21.728,55 | FEDEF-1D | 19/09/2022 | 900,94 |
| 175 | USD | Intel Corp | 8.718,50 | FEDEF-1D | 19/09/2022 | 531,65 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -10 | USD | Intercontinental Exchang Inc | -1.152,90 | FEDEF-1D | 19/09/2022 | -103,00 |
| --- | --- | --- | --- | --- | --- | --- |
| 489 | USD | Invitation Homes Inc Reg Dist | 14.523,30 | FEDEF-1D | 19/09/2022 | 408,31 |
| 7 | USD | IPG Photonics Corp | 1.566,53 | FEDEF-1D | 19/09/2022 | 174,30 |
| -801 | USD | KeyCorp | -13.144,41 | FEDEF-1D | 19/09/2022 | -128,16 |
| -167 | USD | Keysight Technologies Inc Reg | -22.059,03 | FEDEF-1D | 19/09/2022 | -523,61 |
| 287 | USD | Kinder Morgan Inc | 3.923,29 | FEDEF-1D | 19/09/2022 | -192,29 |
| 29 | USD | Lam Research Corp | 13.695,83 | FEDEF-1D | 19/09/2022 | -331,35 |
| 4 | USD | Las Vegas Sands Corp | 238,40 | FEDEF-1D | 19/09/2022 | 12,28 |
| -6 | USD | Lear Corp | -954,18 | FEDEF-1D | 19/09/2022 | -9,72 |
| -56 | USD | Leidos Holdings Inc | -5.886,72 | FEDEF-1D | 19/09/2022 | -27,36 |
| 170 | USD | Liberty Broadband Corp C Reg | 26.922,90 | FEDEF-1D | 19/09/2022 | 289,00 |
| -27 | USD | Liberty Broadband Corp Ser A | -4.254,66 | FEDEF-1D | 19/09/2022 | -48,60 |
| 142 | USD | Liberty Global Plc A Reg | 3.439,24 | FEDEF-1D | 19/09/2022 | -31,95 |
| -148 | USD | Liberty Global Plc C Reg | -3.500,20 | FEDEF-1D | 19/09/2022 | 8,88 |
| 133 | USD | Liberty Media Corp A Sirius XM Gr | 5.744,27 | FEDEF-1D | 19/09/2022 | 58,52 |
| 175 | USD | Liberty Media Corp Ser C Formula One | 7.455,00 | FEDEF-1D | 19/09/2022 | 132,85 |
| -132 | USD | Liberty Media Corp Ser C Reg | -5.743,32 | FEDEF-1D | 19/09/2022 | -63,36 |
| 10 | USD | Linde PLC Reg | 2.635,10 | FEDEF-1D | 19/09/2022 | 125,10 |
| -179 | USD | Live Nation Entertainment Inc Reg | -13.152,92 | FEDEF-1D | 19/09/2022 | -185,66 |
| -25 | USD | Loews Corp | -1.125,50 | FEDEF-1D | 19/09/2022 | -17,25 |
| -73 | USD | Lyondellbasell Industries NV | -6.691,18 | FEDEF-1D | 19/09/2022 | -170,09 |
| 2 | USD | Markel Corp | 2.066,60 | FEDEF-1D | 19/09/2022 | 119,20 |
| -16 | USD | Marriott Intl Inc A | -2.110,72 | FEDEF-1D | 19/09/2022 | -16,16 |
| -159 | USD | Masco Corp | -8.733,87 | FEDEF-1D | 19/09/2022 | -92,22 |
| 8 | USD | Mastercard Inc A | 2.855,52 | FEDEF-1D | 19/09/2022 | 236,16 |
| 16 | USD | Mc Donald's Corp | 3.433,28 | FEDEF-1D | 19/09/2022 | -27,68 |
| -14 | USD | McKesson Corp | -2.434,88 | FEDEF-1D | 19/09/2022 | 85,12 |
| -991 | USD | Medical Properties Trust Inc Reg Cap | -21.593,89 | FEDEF-1D | 19/09/2022 | -1.153,72 |
| -50 | USD | MGM Resorts Intl Reg | -1.575,50 | FEDEF-1D | 19/09/2022 | -66,50 |
| 11 | USD | Mid-America Apart Communit Inc Dist | 1.393,59 | FEDEF-1D | 19/09/2022 | 17,16 |
| 494 | USD | Molson Coors Beverage Co B | 22.323,86 | FEDEF-1D | 19/09/2022 | -466,47 |
| 129 | USD | Mondelez Intl Inc | 7.542,63 | FEDEF-1D | 19/09/2022 | 163,83 |
| -5 | USD | Motorola Solutions Inc | -850,30 | FEDEF-1D | 19/09/2022 | 10,35 |
| -778 | USD | National Retail Properties Inc Reg Dist | -31.835,76 | FEDEF-1D | 19/09/2022 | -2,25 |
| -185 | USD | NextEra Energy Inc | -14.272,75 | FEDEF-1D | 19/09/2022 | -307,10 |
| -2.141 | USD | Nielsen Holdings Plc | -44.682,67 | FEDEF-1D | 19/09/2022 | -2.325,76 |
| 85 | USD | Nike Inc B | 12.024,95 | FEDEF-1D | 19/09/2022 | -72,71 |
| 42 | USD | Nordson Corp | 8.439,90 | FEDEF-1D | 19/09/2022 | 215,46 |
| -1.022 | USD | Nov Inc | -14.032,06 | FEDEF-1D | 19/09/2022 | -173,74 |
| 994 | USD | Nucor Corp Reg | 52.870,86 | FEDEF-1D | 19/09/2022 | -151,76 |
| 13 | USD | O Reilly Automotive Inc | 5.883,41 | FEDEF-1D | 19/09/2022 | 132,08 |
| 888 | USD | OGE Energy Corp Reg | 28.291,68 | FEDEF-1D | 19/09/2022 | 327,83 |
| -51 | USD | Okta Inc Reg A | -12.967,26 | FEDEF-1D | 19/09/2022 | -146,51 |
| 343 | USD | Omnicom Group Inc | 21.392,91 | FEDEF-1D | 19/09/2022 | -87,83 |
| -129 | USD | Oracle Corp | -8.345,01 | FEDEF-1D | 19/09/2022 | -32,22 |
| -188 | USD | Owens Corning Inc Reg | -14.242,88 | FEDEF-1D | 19/09/2022 | -262,92 |
| -46 | USD | Palo Alto Networks Inc | -16.347,94 | FEDEF-1D | 19/09/2022 | -1.533,60 |
| -61 | USD | PayPal Holdings Inc | -14.286,20 | FEDEF-1D | 19/09/2022 | -225,46 |
| -66 | USD | Pepsico Inc | -9.787,80 | FEDEF-1D | 19/09/2022 | -258,06 |
| 10 | USD | Perkin Elmer Inc | 1.435,00 | FEDEF-1D | 19/09/2022 | 214,44 |
| 80 | USD | Perrigo Co Plc | 3.577,60 | FEDEF-1D | 19/09/2022 | -242,40 |
| -2 | USD | Pioneer Natural Resources Co | -227,78 | FEDEF-1D | 19/09/2022 | 6,00 |
| 212 | USD | PPG Industries Inc | 30.574,64 | FEDEF-1D | 19/09/2022 | 139,68 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 72 | USD | ProLogis Inc | 7.175,52 | FEDEF-1D | 19/09/2022 | 162,21 |
| --- | --- | --- | --- | --- | --- | --- |
| 345 | USD | Realty Income Corp | 21.448,65 | FEDEF-1D | 19/09/2022 | 759,62 |
| -318 | USD | Regions Financial Corp | -5.126,16 | FEDEF-1D | 19/09/2022 | -50,88 |
| 4 | USD | Resmed Inc | 850,24 | FEDEF-1D | 19/09/2022 | 164,52 |
| -56 | USD | RingCentral Inc A Reg | -21.222,32 | FEDEF-1D | 19/09/2022 | -2.045,44 |
| 213 | USD | Robert Half Intl Inc | 13.308,24 | FEDEF-1D | 19/09/2022 | -67,53 |
| -149 | USD | Rockwell Automation | -37.370,69 | FEDEF-1D | 19/09/2022 | -349,13 |
| 4 | USD | Roper Technologies Inc | 1.724,36 | FEDEF-1D | 19/09/2022 | 169,35 |
| 44 | USD | Ross Stores Inc | 5.403,64 | FEDEF-1D | 19/09/2022 | 59,40 |
| 21 | USD | Royal Caribbean Cruises Ltd | 1.568,49 | FEDEF-1D | 19/09/2022 | -37,17 |
| 48 | USD | Salesforce.com Inc | 10.681,44 | FEDEF-1D | 19/09/2022 | -130,56 |
| 310 | USD | Schlumberger Ltd | 6.767,30 | FEDEF-1D | 19/09/2022 | 80,60 |
| -258 | USD | Sempra Energy Reg | -32.871,78 | FEDEF-1D | 19/09/2022 | 537,60 |
| -1.913 | USD | Sensata Technologies Hg PLC Reg | -100.891,62 | FEDEF-1D | 19/09/2022 | -1.064,78 |
| 41 | USD | ServiceNow Inc Reg | 22.567,63 | FEDEF-1D | 19/09/2022 | 180,81 |
| 7 | USD | Sherwin Williams Co | 5.144,37 | FEDEF-1D | 19/09/2022 | 114,10 |
| 163 | USD | Snap-On Inc | 27.895,82 | FEDEF-1D | 19/09/2022 | -398,61 |
| 233 | USD | Stanley Black & Decker Inc | 41.604,48 | FEDEF-1D | 19/09/2022 | 163,40 |
| 731 | USD | Steel Dynamics Inc Reg | 26.951,97 | FEDEF-1D | 19/09/2022 | 388,06 |
| 79 | USD | Sun Communities Inc | 12.004,05 | FEDEF-1D | 19/09/2022 | 299,41 |
| -4 | USD | Synopsys Inc | -1.036,96 | FEDEF-1D | 19/09/2022 | -81,52 |
| -226 | USD | TE Connectivity Ltd | -27.361,82 | FEDEF-1D | 19/09/2022 | -419,48 |
| -28 | USD | Teladoc Health Inc Reg | -5.598,88 | FEDEF-1D | 19/09/2022 | -27,44 |
| -120 | USD | Teradyne Inc | -14.386,80 | FEDEF-1D | 19/09/2022 | 8,36 |
| -1.524 | USD | THE AES CORPORATION Reg | -35.814,00 | FEDEF-1D | 19/09/2022 | -1.381,85 |
| 13 | USD | TJX Cos Inc | 887,77 | FEDEF-1D | 19/09/2022 | 164,32 |
| -55 | USD | T-Mobile US Inc | -7.416,75 | FEDEF-1D | 19/09/2022 | -101,75 |
| -103 | USD | TransUnion | -10.219,66 | FEDEF-1D | 19/09/2022 | -1,22 |
| -547 | USD | Trimble Inc | -36.523,19 | FEDEF-1D | 19/09/2022 | -1.674,21 |
| 426 | USD | Truist Financial Corp Reg | 20.418,18 | FEDEF-1D | 19/09/2022 | -37,06 |
| -496 | USD | UGI Corp | -17.340,16 | FEDEF-1D | 19/09/2022 | 115,28 |
| 69 | USD | Union Pacific Corp | 14.367,18 | FEDEF-1D | 19/09/2022 | 347,57 |
| -46 | USD | United Health Group Inc | -16.131,28 | FEDEF-1D | 19/09/2022 | -595,47 |
| 23 | USD | United Rentals Inc | 5.333,93 | FEDEF-1D | 19/09/2022 | 126,04 |
| 21 | USD | Vail Resorts Inc | 5.858,16 | FEDEF-1D | 19/09/2022 | 187,32 |
| 45 | USD | Veeva Syst Inc | 12.251,25 | FEDEF-1D | 19/09/2022 | 215,05 |
| -163 | USD | Ventas Inc | -7.993,52 | FEDEF-1D | 19/09/2022 | 58,87 |
| 343 | USD | VEREIT Inc | 12.961,97 | FEDEF-1D | 19/09/2022 | 102,33 |
| 18 | USD | Visa Inc A | 3.937,14 | FEDEF-1D | 19/09/2022 | 135,54 |
| 97 | USD | VMware Inc A | 13.605,22 | FEDEF-1D | 19/09/2022 | -46,41 |
| -6 | USD | Vontier Corp Reg | -200,40 | FEDEF-1D | 19/09/2022 | 11,86 |
| 57 | USD | Walmart Inc Reg | 8.216,55 | FEDEF-1D | 19/09/2022 | -2,85 |
| 126 | USD | Welltower REIT Inc | 8.142,12 | FEDEF-1D | 19/09/2022 | 155,82 |
| -3 | USD | Workday Inc A | -718,83 | FEDEF-1D | 19/09/2022 | 54,30 |
| -44 | USD | Wynn Resorts Ltd | -4.964,52 | FEDEF-1D | 19/09/2022 | -81,40 |
| -197 | USD | Xcel Energy Inc Reg | -13.133,99 | FEDEF-1D | 19/09/2022 | -303,12 |
| -24 | USD | Zebra Technologies Corp A | -9.223,92 | FEDEF-1D | 19/09/2022 | -130,77 |
| -373 | USD | Zions Bancorp Reg | -16.203,12 | FEDEF-1D | 19/09/2022 | -274,07 |
| 32 | USD | Zoetis Inc A | 	5.296,00  | FEDEF-1D | 19/09/2022  | 76,16  |
|  |  |  | 	108.873,05  |  |  |      -16.914,89  |
|  |  |  | 	66.114,25  |  |  |      -19.511,75  |

RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable |  | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
|  | Echéance |
| Contrepartie : UBS AG, Londres |  |  |  |  |
| -120.000 | CAD | Bombardier Inc B Sub Voting | -45.222,58 | 1M-CDOR | 15/03/2021 | -596,29 |
| -1.133 | CAD | Canopy Growth Corp Reg | -27.860,22 | 1M-CDOR | 15/03/2021 | 2.321,68 |
| -5.412 | CAD | Cronos Group Inc Reg | -37.561,50 | 1M-CDOR | 15/03/2021 | 6.203,60 |
| -2.200 | CAD | First Majestic Silver Corp | -29.501,45 | 1M-CDOR | 15/03/2021 | -1.850,93 |
| -17.600 | CAD | OceanaGold Corp Reg | -33.992,31 | 1M-CDOR | 15/03/2021 | -166,78 |
| -2.413 | CAD | SilverCrest MEtals Inc Reg | 	-26.882,68  | 1M-CDOR | 15/03/2021 | 	-5.190,88  |
|  |  |  | 	-201.020,74  |  |  | 	720,40  |
| -42 | CHF | Inficon Holding AG Reg | -38.393,48 | 1M-LIBOR | 03/01/2022 | -1.282,95 |
| -833 | EUR | Akka Technologies SE | -26.245,91 | 1M-LIBOR | 03/01/2022 | -662,52 |
| -399 | EUR | Do & Co AG Bearer | -32.612,86 | 1M-LIBOR | 03/01/2022 | -6.601,14 |
| -1.095 | EUR | Evotec SE | -40.570,42 | 1M-LIBOR | 03/01/2022 | -5.064,60 |
| -597 | EUR | Fraport AG | -36.056,95 | 1M-LIBOR | 03/01/2022 | 73,05 |
| -1.028 | EUR | JC Decaux SA | 	-23.433,95  | 1M-LIBOR | 03/01/2022 | 	1.874,21  |
|  |  |  | 	-158.920,09  |  |  | 	-10.381,00  |
| -50.000 | HKD | Cathay Pacific Airways Ltd Reg | -46.234,50 | 1M-HIBOR | 03/01/2022 | 2.966,23 |
| -210.000 | HKD | China Travel Intl Inv HK Ltd | -28.707,95 | 1M-HIBOR | 03/01/2022 | 270,83 |
| -19.600 | HKD | MGM China Holdings Ltd Reg | -33.669,55 | 1M-HIBOR | 03/01/2022 | -4.805,37 |
| -5.000 | HKD | MicroPort Scientific Corp | -27.050,73 | 1M-HIBOR | 03/01/2022 | -829,30 |
| -3.700 | HKD | Ping An Hlth And Tec Co Ltd Reg 144A Reg S | 	-44.854,56  | 1M-HIBOR | 03/01/2022 | 	-2.147,54  |
|  |  |  | 	-180.517,29  |  |  | 	-4.545,15  |
| -2.400 | JPY | Colopl Inc Reg | -23.759,38 | 1M-LIBOR | 15/03/2021 | -1.092,65 |
| -2.800 | JPY | euglena Co Ltd | -20.992,88 | 1M-LIBOR | 15/03/2021 | 1.171,24 |
| -300 | JPY | freee K Reg | -29.350,51 | 1M-LIBOR | 15/03/2021 | -1.859,83 |
| -700 | JPY | Optim Corp | -19.040,05 | 1M-LIBOR | 15/03/2021 | 607,26 |
| -1.100 | JPY | Royal Holdings Co Ltd | -19.605,75 | 1M-LIBOR | 15/03/2021 | 1.304,33 |
| -700 | JPY | UT Group Co Ltd Reg | 	-21.698,07  | 1M-LIBOR | 15/03/2021 | 	288,85  |
|  |  |  | 	-134.446,64  |  |  | 	419,20  |
| -166 | KRW | Bukwang Pharmaceutical Co Ltd Reg | -4.289,80 | 1M-LIBOR | 15/03/2021 | -54,14 |
| -804 | KRW | Celltrion Healthcare Co Ltd Reg | -120.521,97 | 1M-LIBOR | 02/12/2022 | -3.668,28 |
| -21 | KRW | Celltrion Inc | -6.933,24 | 1M-LIBOR | 02/12/2022 | -25,57 |
| -200 | KRW | Cosmax Inc Reg | -18.301,04 | 1M-LIBOR | 02/12/2022 | -685,27 |
| -356 | KRW | Doosan Corp Reg | -17.155,52 | 1M-LIBOR | 02/12/2022 | -78,25 |
| -676 | KRW | Genexine Inc Reg | -77.275,25 | 1M-LIBOR | 02/12/2022 | -7.238,41 |
| -1.127 | KRW | KEPCO Engineering & Con Co Inc Reg | -18.500,55 | 1M-LIBOR | 02/12/2022 | -1.047,19 |
| -193 | KRW | Korea Ship & Offshore Engineer Co Ltd Reg | -19.257,93 | 1M-LIBOR | 02/12/2022 | -124,39 |
| -5.364 | KRW | Kumho Tire Co Inc | -18.671,41 | 1M-LIBOR | 02/12/2022 | 566,24 |
| -832 | KRW | Sam Chun Dang Pharm Co Ltd Reg | -62.818,72 | 1M-LIBOR | 02/12/2022 | -11.515,82 |
| -613 | KRW | WONIK IPS Co Ltd | -24.945,74 | 1M-LIBOR | 02/12/2022 | -189,16 |
| -8.833 | KRW | Yungjin Pharm Co Ltd Reg | -65.311,08 | 1M-LIBOR | 02/12/2022 | 628,41 |
| -391 | KRW | ZINUS INC Reg | 	-37.037,06  | 1M-LIBOR | 02/12/2022 | 	-1.490,88  |
|  |  |  | 	-491.019,31  |  |  | 	-24.922,71  |
| -6.604 | SEK | Scandic Hotels Gr AB | -27.962,62 | 1M-STIBOR | 03/01/2022 | -5.303,26 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -900 | USD | Acutus Medical Inc Reg | -25.929,00 | 1M-LIBOR | 19/01/2021 | 1.152,00 |
| --- | --- | --- | --- | --- | --- | --- |
| -1.200 | USD | Atreca Inc | -19.380,00 | 1M-LIBOR | 19/01/2021 | 583,52 |
| -500 | USD | Viela Bio Inc Reg | 	-17.985,00  | 1M-LIBOR | 19/01/2021  | 1.124,33  |
|  |  |  | 	-63.294,00  |  |  |       2.859,85  |
|  |  |  | 	-1.295.574,17  |  |  |      -42.435,62  |

RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| -619 | AUD | Afterpay Ltd Reg | -56.351,90 | RBACR-1D | 14/11/2022 | -3.212,39 |
| 814 | AUD | Australian Stock Exchange Ltd | 45.216,07 | BBSW-1M | 14/11/2022 | -948,92 |
| 1.582 | AUD | BHP Group Ltd | 51.786,37 | BBSW-1M | 14/11/2022 | -569,29 |
| -1.479 | AUD | Coles Group Ltd Reg | -20.698,62 | RBACR-1D | 14/11/2022 | 202,26 |
| 1.260 | AUD | Magellan Financial Group Ltd | 52.162,35 | BBSW-1M | 14/11/2022 | -1.592,57 |
| 9.973 | AUD | Origin Energy Ltd Reg | 36.624,25 | BBSW-1M | 14/11/2022 | -1.082,84 |
| -6.412 | AUD | Qantas Airways Ltd | -23.992,26 | RBACR-1D | 14/11/2022 | 342,63 |
| 1.072 | AUD | Ramsay Health Care Ltd RHC | 51.425,84 | BBSW-1M | 14/11/2022 | -388,22 |
| -14.268 | AUD | Telstra Corp Ltd | 	-32.803,13  | RBACR-1D | 14/11/2022 | 	528,97  |
|  |  |  | 	103.368,97  |  |  | 	-6.720,37  |
| 1.330 | CAD | Barrick Gold Corp | 30.281,86 | DISC-1D | 16/12/2022 | -375,91 |
| 314 | CAD | Canadian National Railway Co | 34.498,83 | DISC-1D | 16/12/2022 | -374,72 |
| -1.233 | CAD | Canadian Natural Resources Ltd | -29.612,52 | DISC-1D | 15/11/2022 | -125,85 |
| 85 | CAD | Canadian Pacific Railway Ltd | 29.465,38 | DISC-1D | 16/12/2022 | 327,00 |
| -5.971 | CAD | Cenovus Energy Inc Reg | -36.331,36 | DISC-1D | 15/11/2022 | -634,05 |
| -921 | CAD | Pembina Pipeline Corp | -21.765,02 | DISC-1D | 15/11/2022 | 347,08 |
| 924 | CAD | Restaurant Brands Intl Inc When Issued | 56.461,43 | DISC-1D | 16/12/2022 | -43,53 |
| 430 | CAD | Royal Bank of Canada | 35.309,49 | DISC-1D | 16/12/2022 | -205,94 |
| -2.973 | CAD | Suncor Energy Inc | -49.833,99 | DISC-1D | 15/11/2022 | 505,72 |
| 1.088 | CAD | TC Energy Corp Reg | 44.205,07 | DISC-1D | 16/12/2022 | -2.398,85 |
| -2.611 | CAD | Teck Resources Ltd B | 	-47.353,46  | DISC-1D | 15/11/2022 | 	-190,15  |
|  |  |  | 	45.325,71  |  |  | 	-3.169,20  |
| -1.896 | CHF | AMS AG | -41.527,96 | SARON-1D | 14/11/2022 | 188,46 |
| 4.201 | CHF | Credit Suisse Group AG Reg | 54.181,92 | SARON-1D | 14/11/2022 | -260,81 |
| -420 | CHF | Logitech Intl SA Reg | -40.826,34 | SARON-1D | 14/11/2022 | -1.267,47 |
| -94 | CHF | Swatch Group AG | -25.682,77 | SARON-1D | 14/11/2022 | -151,69 |
| -412 | CHF | Swiss Re AG | -38.846,11 | SARON-1D | 14/11/2022 | -1.183,10 |
| 3.383 | CHF | UBS Group Inc | 47.727,13 | SARON-1D | 14/11/2022 | 586,20 |
| -85 | CHF | VAT Gr SA Reg | 	-21.233,17  | SARON-1D | 14/11/2022 | 	170,74  |
|  |  |  | 	-66.207,30  |  |  | 	-1.917,67  |
| -1.067 | EUR | Accor SA | -38.645,20 | EONIA-1D | 15/11/2022 | 62,37 |
| -834 | EUR | Actividad Const y Servicios SA | -27.706,10 | EONIA-1D | 15/11/2022 | 180,62 |
| -119 | EUR | Aena SME SA | -20.705,51 | EONIA-1D | 15/11/2022 | 216,11 |
| -528 | EUR | Airbus SE | -58.003,34 | EONIA-1D | 15/11/2022 | 109,89 |
| -968 | EUR | Amplifon SpA Post Frazionamento | -40.318,50 | EONIA-1D | 15/11/2022 | -570,20 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -3.067 | EUR | ArcelorMittal SA Reg S | -70.852,51 | EONIA-1D | 15/11/2022 | 705,16 |
| --- | --- | --- | --- | --- | --- | --- |
| 4.822 | EUR | Aroundtown SA Bearer | 36.109,22 | EONIA-1D | 15/11/2022 | 279,27 |
| -115 | EUR | ASM Intl NV Reg | -25.321,48 | EONIA-1D | 15/11/2022 | -66,10 |
| -1.689 | EUR | Atlantia SpA | -30.410,91 | EONIA-1D | 15/11/2022 | -514,70 |
| 6.113 | EUR | Banco Bilbao Vizcaya Argent SA Reg | 30.181,26 | EONIA-1D | 15/11/2022 | -250,18 |
| -1.032 | EUR | Bouygues SA | -42.491,71 | EONIA-1D | 15/11/2022 | 942,28 |
| 1.875 | EUR | Buzzi Unicem SpA | 44.737,88 | EONIA-1D | 15/11/2022 | 21,29 |
| 12.285 | EUR | Caixabank SA | 31.582,08 | EONIA-1D | 15/11/2022 | -785,22 |
| 5.087 | EUR | Commerzbank AG | 32.777,97 | EONIA-1D | 15/11/2022 | -90,75 |
| 863 | EUR | Danone | 56.768,78 | EONIA-1D | 15/11/2022 | -434,08 |
| 2.672 | EUR | Deutsche Bank AG Reg | 29.258,39 | EONIA-1D | 15/11/2022 | -882,80 |
| 169 | EUR | Deutsche Boerse AG Reg | 28.795,28 | EONIA-1D | 15/11/2022 | 102,93 |
| 1.947 | EUR | Deutsche Telekom AG Reg | 35.628,03 | EONIA-1D | 15/11/2022 | -301,75 |
| 1.011 | EUR | EDP Renovaveis SA | 28.204,96 | EONIA-1D | 15/11/2022 | 3.275,47 |
| 646 | EUR | Elisa Corp | 35.467,29 | EONIA-1D | 15/11/2022 | 103,08 |
| -3.299 | EUR | ENI SpA | -34.505,34 | EONIA-1D | 15/11/2022 | 189,94 |
| 1.369 | EUR | Erste Group Bank AG | 41.777,20 | EONIA-1D | 15/11/2022 | -155,37 |
| -823 | EUR | Ferrovial SA | -22.758,72 | EONIA-1D | 15/11/2022 | 319,71 |
| 22.668 | EUR | Intesa Sanpaolo SpA | 53.048,95 | EONIA-1D | 15/11/2022 | -913,49 |
| 446 | EUR | KBC Group SA | 31.259,16 | EONIA-1D | 15/11/2022 | -581,98 |
| -847 | EUR | Kesko Oyj B | -21.805,63 | EONIA-1D | 15/11/2022 | -271,83 |
| 1.455 | EUR | Klepierre Dist | 32.740,42 | EONIA-1D | 15/11/2022 | -131,45 |
| 1.140 | EUR | Koninklijke Ahold Delhaize NV | 32.236,23 | EONIA-1D | 15/11/2022 | -687,12 |
| 58 | EUR | LVMH Moët Hennessy L Vuit SE | 36.257,96 | EONIA-1D | 15/11/2022 | 546,33 |
| 658 | EUR | Moncler SpA | 40.369,16 | EONIA-1D | 15/11/2022 | 1.166,35 |
| -10.654 | EUR | Natixis | -36.358,06 | EONIA-1D | 15/11/2022 | -447,19 |
| -1.243 | EUR | Porsche Automobile Hg SE Pref | -85.780,72 | EONIA-1D | 15/11/2022 | 1.660,85 |
| -32 | EUR | Rational AG Reg | -29.816,68 | EONIA-1D | 15/11/2022 | -140,31 |
| 1.591 | EUR | Red Electrica Corporacion SA | 32.656,69 | EONIA-1D | 15/11/2022 | 191,10 |
| -5.233 | EUR | Repsol SA | -52.825,57 | EONIA-1D | 15/11/2022 | 442,36 |
| -2.063 | EUR | Ryanair Holdings Plc | -41.032,28 | EONIA-1D | 15/11/2022 | -382,20 |
| -267 | EUR | SAFRAN SA | -37.881,00 | EONIA-1D | 15/11/2022 | 1.302,50 |
| -138 | EUR | Schneider Electric SE | -19.975,76 | EONIA-1D | 15/11/2022 | 394,57 |
| -1.197 | EUR | Siemens Gamesa Rene Energy SA | -48.465,24 | EONIA-1D | 15/11/2022 | -517,90 |
| 1.028 | EUR | Signify NV | 43.433,93 | EONIA-1D | 15/11/2022 | -1.097,53 |
| -66 | EUR | Teleperformance SE | -21.909,54 | EONIA-1D | 15/11/2022 | 118,71 |
| -1.367 | EUR | Valeo SA | -53.993,50 | EONIA-1D | 15/11/2022 | 445,64 |
| 1.180 | EUR | Veolia Environnement SA | 28.891,40 | EONIA-1D | 15/11/2022 | -450,82 |
| -685 | EUR | Vivendi | 	-22.110,82  | EONIA-1D | 15/11/2022  | 165,19  |
|  |  |  | 	-121.491,88  |  |  |      3.268,75  |
| -4.240 | GBP | Auto Trader Gr Plc | -34.540,85 | SONIA-1D | 14/11/2022 | 516,37 |
| -4.544 | GBP | Boohoo Group Plc | -21.303,61 | SONIA-1D | 14/11/2022 | -1.948,65 |
| -12.734 | GBP | BT Group Plc | -23.018,73 | SONIA-1D | 14/11/2022 | 640,04 |
| -1.247 | GBP | Compass Group Plc Reg | -23.231,82 | SONIA-1D | 14/11/2022 | 882,30 |
| -2.403 | GBP | WPP Plc | -26.276,32 | SONIA-1D | 14/11/2022 | 600,03 |
| -1.661 | GBP | Hargreaves Lansdown Plc | -34.622,65 | SONIA-1D | 14/11/2022 | 698,38 |
| -4.428 | GBP | Informa Plc | -33.227,74 | SONIA-1D | 14/11/2022 | 842,23 |
| -8.838 | GBP | Legal & General Group Plc | -32.157,55 | SONIA-1D | 14/11/2022 | -1.700,21 |
| 58.277 | GBP | Lloyds Banking Group Plc | 29.026,62 | SONIA-1D | 14/11/2022 | -255,51 |
| 1.484 | GBP | Ocado Group PLC | 46.389,63 | SONIA-1D | 14/11/2022 | -290,48 |
| -964 | GBP | Persimmon Plc | -36.459,19 | SONIA-1D | 14/11/2022 | 1.140,84 |
| -29.969 | GBP | Rolls-Royce Holdings PLC | -45.571,48 | SONIA-1D | 14/11/2022 | -2,83 |
| -2.308 | GBP | Royal Dutch Shell Plc B | -39.730,16 | SONIA-1D | 14/11/2022 | 662,99 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 4.816 | GBP | Standard Chartered Plc | 30.669,03 | SONIA-1D | 14/11/2022 | -208,83 |
| --- | --- | --- | --- | --- | --- | --- |
| -14.157 | GBP | Taylor Wimpey Plc | -32.083,12 | SONIA-1D | 14/11/2022 | 14,45 |
| -1.269 | GBP | Whitbread Plc | 	-53.770,51  | SONIA-1D | 14/11/2022  | 956,84  |
|  |  |  | 	-329.908,45  |  |  |      2.547,96  |
| 2.800 | HKD | AIA Group Ltd | 34.305,10 | HIBOR-1M | 15/11/2022 | 247,15 |
| 3.000 | HKD | ASM Pacific Technology Ltd | 39.579,83 | HIBOR-1M | 15/11/2022 | 1.772,09 |
| 7.000 | HKD | China Mengniu Dairy Co Ltd | 42.249,43 | HIBOR-1M | 15/11/2022 | 1.846,29 |
| 22.500 | HKD | China Overseas Land & Inv Ltd | 48.923,45 | HIBOR-1M | 15/11/2022 | 56,18 |
| 11.500 | HKD | CK Asset Hgs Ltd Reg | 59.027,98 | HIBOR-1M | 15/11/2022 | 954,12 |
| 89.000 | HKD | CNOOC Ltd | 82.412,19 | HIBOR-1M | 15/11/2022 | -1.308,44 |
| 3.200 | HKD | Hang Seng Bank Ltd | 55.177,04 | HIBOR-1M | 15/11/2022 | -874,73 |
| 600 | HKD | Hong Kong Sec Clearing Co Ltd | 32.886,46 | HIBOR-1M | 15/11/2022 | 873,85 |
| -1.200 | HKD | Shenzhou Intl Group Ltd | -23.523,49 | HONIX-1D | 15/11/2022 | -616,23 |
| 58.000 | HKD | Sino Biopharmaceutical Ltd | 56.100,44 | HIBOR-1M | 15/11/2022 | -1.192,22 |
| -2.000 | HKD | Techtronic Industries Co Ltd | 	-28.527,40  | HONIX-1D | 15/11/2022  | -859,37  |
|  |  |  | 	398.611,03  |  |  |       898,69  |
| -300 | JPY | Advantest Corp | -22.463,31 | MUTSC-1D | 14/11/2022 | -3,37 |
| -500 | JPY | Aeon Co Ltd | -16.394,63 | MUTSC-1D | 14/11/2022 | 157,35 |
| -3.400 | JPY | ANA Holdings Inc Reg | -74.992,01 | MUTSC-1D | 14/11/2022 | -900,35 |
| 4.100 | JPY | Astellas Pharma Inc | 63.306,05 | MUTSC-1D | 14/11/2022 | -486,15 |
| 700 | JPY | Azbil Corp Reg | 38.242,84 | MUTSC-1D | 14/11/2022 | 1.893,13 |
| 1.100 | JPY | Bridgestone Corp | 36.057,54 | MUTSC-1D | 14/11/2022 | -495,63 |
| 1.400 | JPY | Capcom Co Ltd Reg | 90.860,66 | MUTSC-1D | 14/11/2022 | 800,17 |
| 200 | JPY | Daikin Industries Ltd | 44.403,54 | MUTSC-1D | 14/11/2022 | 2.638,18 |
| -500 | JPY | Denso Corp Reg | -29.708,92 | MUTSC-1D | 14/11/2022 | 165,03 |
| 100 | JPY | Disco Corp | 33.661,06 | MUTSC-1D | 14/11/2022 | 140,27 |
| -600 | JPY | East Japan Railway Co | -40.015,50 | MUTSC-1D | 14/11/2022 | 249,68 |
| 1.000 | JPY | Eisai Co Ltd | 71.409,89 | MUTSC-1D | 14/11/2022 | -359,48 |
| -17.800 | JPY | Eneos Holdings Inc | -63.865,16 | MUTSC-1D | 14/11/2022 | -354,38 |
| -100 | JPY | Fanuc Corp | -24.565,31 | MUTSC-1D | 14/11/2022 | 340,14 |
| -100 | JPY | Fast Retailing Holdings Co Ltd | -89.572,33 | MUTSC-1D | 14/11/2022 | -1.621,17 |
| 900 | JPY | Fujifilm Holdings Corp | 47.408,34 | MUTSC-1D | 14/11/2022 | -1.159,03 |
| 300 | JPY | Fujitsu Ltd | 43.313,80 | MUTSC-1D | 14/11/2022 | -486,06 |
| -12 | JPY | GLP J-Reit Reg Cap | -18.900,57 | MUTSC-1D | 14/11/2022 | -95,81 |
| -1.500 | JPY | Hitachi Metals Ltd Reg | -22.753,91 | MUTSC-1D | 14/11/2022 | -497,36 |
| 1.600 | JPY | Honda Motor Co Ltd | 44.597,28 | MUTSC-1D | 14/11/2022 | -3.043,91 |
| 300 | JPY | Hoya Corp | 41.468,49 | MUTSC-1D | 14/11/2022 | 938,36 |
| 1.100 | JPY | Ibiden Co Ltd Reg | 51.305,27 | MUTSC-1D | 14/11/2022 | -220,84 |
| -2.300 | JPY | Idemitsu Kosan Co Ltd Reg | -50.573,93 | MUTSC-1D | 14/11/2022 | 148,34 |
| 2.300 | JPY | Itochu Corp | 66.035,74 | MUTSC-1D | 14/11/2022 | 903,69 |
| 1.300 | JPY | Itochu Techno-Solut Corp CTC | 46.403,83 | MUTSC-1D | 14/11/2022 | -384,79 |
| -2.100 | JPY | Japan Airlines Co Ltd | -40.582,17 | MUTSC-1D | 14/11/2022 | -1.165,40 |
| 3.200 | JPY | Japan Exchange Group Inc | 81.770,71 | MUTSC-1D | 14/11/2022 | 2.978,45 |
| 7.100 | JPY | Japan Post Holdings Co Ltd Reg | 55.212,67 | MUTSC-1D | 14/11/2022 | 151,47 |
| 1.900 | JPY | JSR Corp | 52.894,85 | MUTSC-1D | 14/11/2022 | -81,56 |
| 600 | JPY | Kao Corp | 46.321,50 | MUTSC-1D | 14/11/2022 | -355,72 |
| 2.500 | JPY | KDDI Corp | 74.248,07 | MUTSC-1D | 14/11/2022 | 221,38 |
| 100 | JPY | Keyence Corp | 56.182,49 | MUTSC-1D | 14/11/2022 | -860,98 |
| 700 | JPY | Kikkoman Corp Reg | 48.617,23 | MUTSC-1D | 14/11/2022 | 4.332,97 |
| -400 | JPY | M3 Inc | -37.750,76 | MUTSC-1D | 14/11/2022 | -491,86 |
| -12.000 | JPY | Marubeni Corp | -79.752,02 | MUTSC-1D | 14/11/2022 | 917,82 |
| 1.500 | JPY | Mitsubishi Corp | 36.920,62 | MUTSC-1D | 14/11/2022 | -797,54 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 2.300 | JPY | Mitsubishi Estate Co Ltd | 36.916,74 | MUTSC-1D | 14/11/2022 | 417,83 |
| --- | --- | --- | --- | --- | --- | --- |
| 7.500 | JPY | Mizuho Financial Group Inc | 94.989,58 | MUTSC-1D | 14/11/2022 | -457,48 |
| -1.000 | JPY | MonotaRO Co Ltd | -50.854,84 | MUTSC-1D | 14/11/2022 | 1.212,71 |
| 1.200 | JPY | MS&AD Insurance Gr Hgs Inc | 36.510,87 | MUTSC-1D | 14/11/2022 | 87,53 |
| 800 | JPY | Nabtesco Corp | 35.026,88 | MUTSC-1D | 14/11/2022 | -276,52 |
| 1.000 | JPY | NEC Corp | 53.663,97 | MUTSC-1D | 14/11/2022 | 611,99 |
| 2.300 | JPY | Nexon Co Ltd Reg | 70.848,06 | MUTSC-1D | 14/11/2022 | -388,46 |
| -600 | JPY | Nihon M&A Center Inc | -40.102,68 | MUTSC-1D | 14/11/2022 | -6,02 |
| -100 | JPY | Nintendo Co Ltd | -63.767,13 | MUTSC-1D | 14/11/2022 | 19,49 |
| 18 | JPY | Nippon Building Fd Inc | 104.266,96 | MUTSC-1D | 14/11/2022 | 2.755,15 |
| 300 | JPY | Nippon Paint Hgs Co Ltd | 32.924,88 | MUTSC-1D | 14/11/2022 | -1.080,32 |
| -3.300 | JPY | Nippon Steel Corp Reg | -42.450,72 | MUTSC-1D | 14/11/2022 | 872,56 |
| 3.100 | JPY | Nippon Telegraph & Teleph Corp | 79.440,59 | MUTSC-1D | 14/11/2022 | -866,89 |
| -12.500 | JPY | Nissan Motor Co Ltd | -67.806,46 | MUTSC-1D | 14/11/2022 | 1.091,52 |
| 600 | JPY | Nissin Food Hgs Co Ltd | 51.377,92 | MUTSC-1D | 14/11/2022 | -65,84 |
| 300 | JPY | Obic Co Ltd | 60.241,20 | MUTSC-1D | 14/11/2022 | -716,27 |
| -100 | JPY | Oriental Land Co Ltd | -16.506,03 | MUTSC-1D | 14/11/2022 | 45,95 |
| 2.900 | JPY | Orix Corp | 44.510,58 | MUTSC-1D | 14/11/2022 | -470,25 |
| 900 | JPY | Otsuka Holdings Co Ltd | 38.516,01 | MUTSC-1D | 14/11/2022 | -677,16 |
| 1.700 | JPY | Pan Pacific Intl Hgs Corp Reg | 39.323,87 | MUTSC-1D | 14/11/2022 | 142,33 |
| -1.900 | JPY | Rakus Co Ltd | -44.023,83 | MUTSC-1D | 14/11/2022 | -172,22 |
| -7.300 | JPY | Rakuten Inc | -70.288,18 | MUTSC-1D | 14/11/2022 | 1.392,84 |
| -2.300 | JPY | Renesas Electronics Corp Reg | -24.039,33 | MUTSC-1D | 14/11/2022 | 40,95 |
| -1.400 | JPY | Seiko Epson Corp Reg | -20.762,34 | MUTSC-1D | 14/11/2022 | 837,56 |
| 1.800 | JPY | Sekisui House Ltd | 36.615,49 | MUTSC-1D | 14/11/2022 | -293,22 |
| -100 | JPY | Shimano Inc | -23.330,27 | MUTSC-1D | 14/11/2022 | 320,96 |
| 1.400 | JPY | Shionogi & Co Ltd | 76.417,88 | MUTSC-1D | 14/11/2022 | -255,60 |
| 1.000 | JPY | Shiseido Co Ltd | 69.123,84 | MUTSC-1D | 14/11/2022 | -853,23 |
| 4.800 | JPY | SoftBank Corp Reg | 60.119,14 | MUTSC-1D | 14/11/2022 | -2.473,67 |
| -1.700 | JPY | Softbank Group Corp | -132.693,37 | MUTSC-1D | 14/11/2022 | -69,30 |
| 800 | JPY | Sompo Holdings Inc | 32.337,87 | MUTSC-1D | 14/11/2022 | -105,60 |
| -900 | JPY | Sony Corp | -89.664,36 | MUTSC-1D | 14/11/2022 | 901,80 |
| 800 | JPY | Square Enix Hgs Co Ltd | 48.510,68 | MUTSC-1D | 14/11/2022 | -2.564,93 |
| -5.500 | JPY | Sumitomo Chemical Co Ltd | -22.109,75 | MUTSC-1D | 14/11/2022 | -56,59 |
| 2.200 | JPY | Sumitomo Mitsui Fin Group Inc | 67.938,20 | MUTSC-1D | 14/11/2022 | 519,75 |
| 2.000 | JPY | Sumitomo Mitsui Trust Hgs Inc | 61.548,89 | MUTSC-1D | 14/11/2022 | -513,01 |
| 1.100 | JPY | Sumitomo Realty & Dev Co Ltd | 33.894,51 | MUTSC-1D | 14/11/2022 | -388,73 |
| 6.000 | JPY | T&D Holdings Inc | 70.731,82 | MUTSC-1D | 14/11/2022 | -301,25 |
| 1.100 | JPY | Taiyo Yuden Co Ltd Reg | 51.518,38 | MUTSC-1D | 14/11/2022 | -220,87 |
| -4.100 | JPY | Toray Industries Inc | -24.262,02 | MUTSC-1D | 14/11/2022 | 429,20 |
| -1.000 | JPY | Toyota Motor Corp | -77.076,57 | MUTSC-1D | 14/11/2022 | 540,49 |
| 1.400 | JPY | Trend Micro Inc | 80.554,07 | MUTSC-1D | 14/11/2022 | 724,21 |
| -900 | JPY | West Japan Railway Co Reg | -47.068,34 | MUTSC-1D | 14/11/2022 | 568,24 |
| 1.000 | JPY | Yakult Honsha Co Ltd | 50.370,51 | MUTSC-1D | 14/11/2022 | -588,84 |
| -7.200 | JPY | Z Holdings Corp Reg | -43.548,02 | MUTSC-1D | 14/11/2022 | 35,31 |
| 1.400 | JPY | Zozo Inc Reg | 	34.567,73  | MUTSC-1D | 14/11/2022  | 510,22  |
|  |  |  | 	1.211.204,82  |  |  |      3.331,36  |
| 393 | KRW | Celltrion Healthcare Co Ltd Reg | 58.911,86 | FEDEF-1D | 16/11/2022 | -1.480,91 |
| 242 | KRW | Celltrion Inc | 79.897,35 | FEDEF-1D | 16/11/2022 | 2.859,77 |
| 104 | KRW | CJ CheilJedang Corp | 36.440,21 | FEDEF-1D | 16/11/2022 | -15,76 |
| 1.249 | KRW | Hana Financial Group Inc | 39.628,18 | FEDEF-1D | 16/11/2022 | 647,48 |
| 236 | KRW | Hyundai Glovis Co Ltd Reg | 39.934,88 | FEDEF-1D | 16/11/2022 | 1.271,99 |
| 1.052 | KRW | KB Financial Gr Inc | 41.988,28 | FEDEF-1D | 16/11/2022 | -1.008,33 |
| 356 | KRW | Kumho Petro Chemical Co Ltd Reg | 47.472,33 | FEDEF-1D | 16/11/2022 | 1.042,57 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 139 | KRW | NCsoft Corp | 119.010,99 | FEDEF-1D | 16/11/2022 | 5.715,36 |
| --- | --- | --- | --- | --- | --- | --- |
| 354 | KRW | Samsung C&T Corp Reg | 44.926,74 | FEDEF-1D | 16/11/2022 | 701,63 |
| 363 | KRW | SK Hynix Inc | 39.559,20 | FEDEF-1D | 16/11/2022 | 1.020,66 |
| 208 | KRW | SK Telecom Co Ltd | 	45.526,35  | FEDEF-1D | 16/11/2022  | -180,97  |
|  |  |  | 	593.296,37  |  |  |      10.573,49  |
| 1.594 | NOK | DNB ASA | 31.257,09 | NIBOR-1W | 15/11/2022 | 15,17 |
| -6.194 | NOK | Norsk Hydro ASA | 	-28.817,71  | NIBOR-1W | 15/11/2022  | 257,07  |
|  |  |  | 	2.439,38  |  |  |       272,24  |
| 1.543 | SEK | Electrolux AB B | 35.924,11 | STIBO-1W | 14/11/2022 | -445,19 |
| -343 | SEK | Evolution Gaming Group AB Reg | -34.839,20 | STIBO-1W | 14/11/2022 | -504,58 |
| 821 | SEK | Investor AB B | 59.855,84 | STIBO-1W | 14/11/2022 | 752,37 |
| 4.755 | SEK | Nordea Bank Abp Reg | 38.890,24 | STIBO-1W | 14/11/2022 | -310,94 |
| -211 | SEK | Sinch AB Reg | -34.401,62 | STIBO-1W | 14/11/2022 | -825,23 |
| 4.388 | SEK | Skandinaviska Enskilda Bk AB A | 45.114,37 | STIBO-1W | 14/11/2022 | -88,15 |
| 4.031 | SEK | Svenska Handelsbanken AB A | 40.512,07 | STIBO-1W | 14/11/2022 | -112,83 |
| 1.943 | SEK | Swedbank AB A | 34.071,30 | STIBO-1W | 14/11/2022 | -358,40 |
| 1.598 | SEK | Swedish Orphan Biovitrum AB | 	32.295,20  | STIBO-1W | 14/11/2022  | 365,91  |
|  |  |  | 	217.422,31  |  |  |      -1.527,04  |
| -138 | USD | 3M Co | -24.121,02 | FEDEF-1D | 15/11/2022 | -129,72 |
| -226 | USD | Abbott Laboratories | -24.744,74 | FEDEF-1D | 15/11/2022 | -262,16 |
| -96 | USD | Abiomed Inc | -31.123,20 | FEDEF-1D | 15/11/2022 | -947,50 |
| 787 | USD | Acadia Pharmaceuticals Inc | 42.073,02 | FEDEF-1D | 16/12/2022 | -251,84 |
| 5.918 | USD | ADT Inc Reg | 46.456,30 | FEDEF-1D | 16/12/2022 | -726,01 |
| 1.908 | USD | AGNC Investment Corp | 29.764,80 | FEDEF-1D | 16/12/2022 | 38,16 |
| 299 | USD | Akamai Technologies Inc | 31.392,01 | FEDEF-1D | 16/12/2022 | -514,28 |
| -1.611 | USD | Alaska Air Group Inc | -83.772,00 | FEDEF-1D | 15/11/2022 | -1.424,01 |
| -69 | USD | Align Technology Inc | -36.872,22 | FEDEF-1D | 15/11/2022 | -943,54 |
| -64 | USD | Alleghany Corp (Del) | -38.636,16 | FEDEF-1D | 15/11/2022 | -213,65 |
| -326 | USD | Allegion PLC | -37.939,88 | FEDEF-1D | 15/11/2022 | -691,62 |
| 311 | USD | Allstate Corp | 34.188,23 | FEDEF-1D | 16/12/2022 | 765,06 |
| 364 | USD | Alteryx Inc Reg A | 44.331,56 | FEDEF-1D | 16/12/2022 | -991,31 |
| 31 | USD | Amazon.com Inc | 100.964,83 | FEDEF-1D | 16/12/2022 | -837,93 |
| -5.138 | USD | American Airlines Group Inc Reg | -81.026,26 | FEDEF-1D | 15/11/2022 | 2.537,37 |
| 319 | USD | American Express Co | 38.570,29 | FEDEF-1D | 16/12/2022 | 813,45 |
| -455 | USD | American Financial Group Inc Reg | -39.867,10 | FEDEF-1D | 15/11/2022 | -393,75 |
| -859 | USD | American Intl Group Inc | -32.521,74 | FEDEF-1D | 15/11/2022 | -678,61 |
| -278 | USD | AmerisourceBergen Corp | -27.177,28 | FEDEF-1D | 15/11/2022 | -55,27 |
| 314 | USD | Amgen Inc | 72.194,88 | FEDEF-1D | 16/12/2022 | 921,36 |
| 417 | USD | Anaplan Inc Reg | 29.961,45 | FEDEF-1D | 16/12/2022 | -608,82 |
| 3.712 | USD | Annaly Capital Management Inc | 31.366,40 | FEDEF-1D | 16/12/2022 | -37,12 |
| 1.759 | USD | Apollo Global Management Inc A Reg | 86.155,82 | FEDEF-1D | 16/12/2022 | 1.144,81 |
| -236 | USD | Applied Materials Inc | -20.366,80 | FEDEF-1D | 15/11/2022 | -479,08 |
| -171 | USD | Aptiv Plc Reg | -22.279,59 | FEDEF-1D | 15/11/2022 | -379,62 |
| -484 | USD | Arena Pharmaceuticals Inc Reg | -37.185,72 | FEDEF-1D | 15/11/2022 | -424,54 |
| 1.055 | USD | AT&T Inc | 30.341,80 | FEDEF-1D | 16/12/2022 | 221,55 |
| 123 | USD | Autodesk Inc | 37.556,82 | FEDEF-1D | 16/12/2022 | 699,87 |
| -147 | USD | Automatic Data Processing Inc | -25.901,40 | FEDEF-1D | 15/11/2022 | -195,51 |
| -141 | USD | Avalon Bay Communities Inc Reg Dist | -22.620,63 | FEDEF-1D | 15/11/2022 | -454,02 |
| -1.890 | USD | Baker Hughes Co Reg A | -39.406,50 | FEDEF-1D | 15/11/2022 | 500,90 |
| 741 | USD | Bank of New York Mellon Corp | 31.448,04 | FEDEF-1D | 16/12/2022 | 741,00 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 711 | USD | Berry Global Group Inc Reg | 39.951,09 | FEDEF-1D | 16/12/2022 | 753,66 |
| --- | --- | --- | --- | --- | --- | --- |
| 288 | USD | Biogen Inc | 70.519,68 | FEDEF-1D | 16/12/2022 | -1.062,24 |
| 887 | USD | BJ's Wholesale Club Hgs Inc | 33.067,36 | FEDEF-1D | 16/12/2022 | 177,40 |
| -165 | USD | BlackLine Inc Reg | -22.007,70 | FEDEF-1D | 15/11/2022 | -145,20 |
| 47 | USD | BlackRock Inc | 33.912,38 | FEDEF-1D | 16/12/2022 | 1.183,66 |
| -354 | USD | Boeing Co (The) | -75.777,24 | FEDEF-1D | 15/11/2022 | 1.274,62 |
| -28 | USD | Boston Beer Inc A | -27.840,12 | FEDEF-1D | 15/11/2022 | 805,56 |
| -712 | USD | Boston Scientific Corp | -25.596,40 | FEDEF-1D | 15/11/2022 | -320,40 |
| -122 | USD | Broadridge Fin Solutions Inc | -18.690,40 | FEDEF-1D | 15/11/2022 | -139,08 |
| -553 | USD | Bunge Ltd | -36.265,74 | FEDEF-1D | 15/11/2022 | -884,50 |
| -552 | USD | CBRE Group Inc A | -34.621,44 | FEDEF-1D | 15/11/2022 | 408,48 |
| -1.587 | USD | Centerpoint Energy Inc | -34.342,68 | FEDEF-1D | 15/11/2022 | -413,63 |
| 413 | USD | Chegg Inc Reg | 37.306,29 | FEDEF-1D | 16/12/2022 | 743,40 |
| -48 | USD | Chemed Corp | -25.565,28 | FEDEF-1D | 15/11/2022 | -48,50 |
| 569 | USD | Cheniere Energy Inc | 34.157,07 | FEDEF-1D | 16/12/2022 | 580,38 |
| -614 | USD | Chevron Corp | -51.852,30 | FEDEF-1D | 15/11/2022 | 765,15 |
| 186 | USD | Cigna Corp Reg | 38.721,48 | FEDEF-1D | 16/12/2022 | 1.119,72 |
| -314 | USD | Cincinnati Financial Corp | -27.434,18 | FEDEF-1D | 15/11/2022 | -66,12 |
| -730 | USD | Citizens Financial Group Inc | -26.104,80 | FEDEF-1D | 15/11/2022 | -522,57 |
| 406 | USD | Citrix Systems Inc | 52.820,60 | FEDEF-1D | 16/12/2022 | -1.066,21 |
| -373 | USD | Coca-Cola Co | -20.455,32 | FEDEF-1D | 15/11/2022 | -264,83 |
| -535 | USD | Comerica Inc Reg | -29.885,10 | FEDEF-1D | 15/11/2022 | 70,18 |
| -622 | USD | ConocoPhillips Reg | -24.873,78 | FEDEF-1D | 15/11/2022 | -429,18 |
| 95 | USD | Cooper Companies Inc (The) | 34.515,40 | FEDEF-1D | 16/12/2022 | 319,20 |
| -1.472 | USD | Corteva Inc Reg | -56.995,84 | FEDEF-1D | 15/11/2022 | -697,57 |
| 204 | USD | Coupa Software Inc Reg | 69.137,64 | FEDEF-1D | 16/12/2022 | -676,02 |
| 106 | USD | Credit Acceptance Corp Reg | 36.690,84 | FEDEF-1D | 16/12/2022 | 1.259,25 |
| -138 | USD | CrowdStrike Holdings Inc Reg | -29.231,16 | FEDEF-1D | 15/11/2022 | -2.765,76 |
| 373 | USD | CSX Corp | 33.849,75 | FEDEF-1D | 16/12/2022 | 35,31 |
| 267 | USD | DaVita Inc | 31.345,80 | FEDEF-1D | 16/12/2022 | 373,80 |
| -2.422 | USD | DCX Technology Co Reg | -62.366,50 | FEDEF-1D | 15/11/2022 | -5.531,70 |
| -1.561 | USD | Delta Air Lines Inc | -62.767,81 | FEDEF-1D | 15/11/2022 | 494,70 |
| -271 | USD | Discover Financial Services | -24.533,63 | FEDEF-1D | 15/11/2022 | -680,21 |
| 194 | USD | DocuSign Inc Reg | 43.126,20 | FEDEF-1D | 16/12/2022 | -1.136,84 |
| -295 | USD | Eastman Chemical Co | -29.582,60 | FEDEF-1D | 15/11/2022 | -264,95 |
| 728 | USD | EBay Inc | 36.582,00 | FEDEF-1D | 16/12/2022 | 7,28 |
| -145 | USD | Ecolab Inc | -31.372,20 | FEDEF-1D | 15/11/2022 | -246,45 |
| -1.048 | USD | Elanco Animal Health Inc Reg | -32.142,16 | FEDEF-1D | 15/11/2022 | -85,01 |
| 190 | USD | Eli Lilly & Co | 32.079,60 | FEDEF-1D | 16/12/2022 | 444,60 |
| 676 | USD | Emergent BioSolutions Inc Reg | 60.569,60 | FEDEF-1D | 16/12/2022 | -1.589,16 |
| -144 | USD | Enphase Energy Inc | -25.267,68 | FEDEF-1D | 15/11/2022 | -1.464,50 |
| -2.734 | USD | EQT Corp | -34.749,14 | FEDEF-1D | 15/11/2022 | -273,40 |
| 125 | USD | Estée Lauder Companies Inc A | 33.273,75 | FEDEF-1D | 16/12/2022 | 430,00 |
| 226 | USD | Etsy Inc | 40.207,66 | FEDEF-1D | 16/12/2022 | -47,46 |
| 477 | USD | Everbridge Inc Reg | 71.106,39 | FEDEF-1D | 16/12/2022 | 397,09 |
| -238 | USD | Exact Sciences Corp Reg | -31.532,62 | FEDEF-1D | 15/11/2022 | 844,90 |
| -349 | USD | Exponent Inc | -31.420,47 | FEDEF-1D | 15/11/2022 | -34,90 |
| 170 | USD | F5 Networks Inc | 29.909,80 | FEDEF-1D | 16/12/2022 | 144,50 |
| -241 | USD | Federal Realty Invest Trust | -20.513,92 | FEDEF-1D | 15/11/2022 | 103,63 |
| -907 | USD | FibroGen Inc | -33.640,63 | FEDEF-1D | 15/11/2022 | 6.485,05 |
| -1.155 | USD | Fifth Third Bancorp | -31.843,35 | FEDEF-1D | 15/11/2022 | -597,10 |
| 59 | USD | First Citizens BancShares Inc Reg A | 33.881,93 | FEDEF-1D | 16/12/2022 | -648,41 |
| -181 | USD | First Solar Inc | -17.904,52 | FEDEF-1D | 15/11/2022 | 410,87 |
| 1.642 | USD | Firstenergy Corp | 50.261,62 | FEDEF-1D | 16/12/2022 | 180,62 |
| 718 | USD | Flir Systems Inc | 31.469,94 | FEDEF-1D | 16/12/2022 | 567,22 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -3.335 | USD | Ford Motor Co | -29.314,65 | FEDEF-1D | 15/11/2022 | 444,16 |
| --- | --- | --- | --- | --- | --- | --- |
| -263 | USD | Fortune Brands Home & Security Inc | -22.544,36 | FEDEF-1D | 15/11/2022 | -139,39 |
| -1.699 | USD | Gap Inc | -34.302,81 | FEDEF-1D | 15/11/2022 | 951,44 |
| -420 | USD | Garmin Ltd Reg | -50.257,20 | FEDEF-1D | 15/11/2022 | 263,10 |
| -4.000 | USD | General Electric Co | -43.200,00 | FEDEF-1D | 15/11/2022 | -770,00 |
| -1.142 | USD | General Motors Co | -47.552,88 | FEDEF-1D | 15/11/2022 | -13,34 |
| -215 | USD | Global Life Inc Reg | -20.416,40 | FEDEF-1D | 15/11/2022 | -359,05 |
| 191 | USD | Goldman Sachs Group Inc | 50.368,61 | FEDEF-1D | 16/12/2022 | 786,92 |
| -343 | USD | Graco Inc | -24.816,05 | FEDEF-1D | 15/11/2022 | 41,16 |
| -2.310 | USD | Halliburton Co (Hg Co) | -43.659,00 | FEDEF-1D | 15/11/2022 | -237,85 |
| -435 | USD | Hartford Fin Serv Gr Inc (The) | -21.306,30 | FEDEF-1D | 15/11/2022 | -630,75 |
| -645 | USD | Hess Corp | -34.049,55 | FEDEF-1D | 15/11/2022 | 545,10 |
| -268 | USD | Hilton Worldwide Holdings Inc Reg | -29.817,68 | FEDEF-1D | 15/11/2022 | -986,26 |
| -89 | USD | Honeywell Intl Inc | -18.930,30 | FEDEF-1D | 15/11/2022 | -245,64 |
| -3.689 | USD | Host Hotels & Resorts Inc | -53.970,07 | FEDEF-1D | 15/11/2022 | -442,82 |
| 128 | USD | HubSpot Inc Reg | 50.744,32 | FEDEF-1D | 16/12/2022 | -14,78 |
| -2.014 | USD | Huntington Bancshares Inc | -25.436,82 | FEDEF-1D | 15/11/2022 | -418,26 |
| -1.105 | USD | Huntsman Corp Reg | -27.779,70 | FEDEF-1D | 15/11/2022 | -364,65 |
| -105 | USD | ICU Medical Inc Reg | -22.521,45 | FEDEF-1D | 15/11/2022 | 6,30 |
| 117 | USD | Incyte Corp Ltd | 10.176,66 | FEDEF-1D | 16/12/2022 | 74,88 |
| -508 | USD | Incyte Corp Ltd | -44.185,84 | FEDEF-1D | 15/11/2022 | -325,12 |
| 120 | USD | Insulet Corp | 30.675,60 | FEDEF-1D | 16/12/2022 | -602,40 |
| 1.005 | USD | Intel Corp | 50.069,10 | FEDEF-1D | 16/12/2022 | -834,15 |
| 12 | USD | Intuitive Surgical Inc | 9.817,20 | FEDEF-1D | 16/12/2022 | 155,28 |
| -42 | USD | Intuitive Surgical Inc | -34.360,20 | FEDEF-1D | 15/11/2022 | -543,48 |
| -1.421 | USD | Invesco Ltd | -24.768,03 | FEDEF-1D | 15/11/2022 | -388,39 |
| -1.390 | USD | Invitation Homes Inc Reg Dist | -41.283,00 | FEDEF-1D | 15/11/2022 | -1.413,71 |
| 1.179 | USD | Ionis Pharmaceuticals Inc | 66.660,66 | FEDEF-1D | 16/12/2022 | -2.605,65 |
| -106 | USD | IPG Photonics Corp | -23.721,74 | FEDEF-1D | 15/11/2022 | 49,32 |
| -103 | USD | IQVIA Holdings Inc Reg | -18.454,51 | FEDEF-1D | 15/11/2022 | -396,55 |
| -251 | USD | ITT Inc Reg | -19.332,02 | FEDEF-1D | 15/11/2022 | -223,39 |
| -171 | USD | Jones Lang Lasalle Inc | -25.371,27 | FEDEF-1D | 15/11/2022 | 427,50 |
| 279 | USD | JPMorgan Chase & Co | 35.452,53 | FEDEF-1D | 16/12/2022 | 482,67 |
| -121 | USD | KLA Corp Reg | -31.328,11 | FEDEF-1D | 15/11/2022 | -283,29 |
| -724 | USD | L Brands Inc | -26.925,56 | FEDEF-1D | 15/11/2022 | 1.100,80 |
| -90 | USD | Lam Research Corp | -42.504,30 | FEDEF-1D | 15/11/2022 | 335,03 |
| -336 | USD | Lamb Weston Holdings Inc Reg S | -26.456,64 | FEDEF-1D | 15/11/2022 | -638,40 |
| 2.327 | USD | Lazard Ltd A | 98.432,10 | FEDEF-1D | 16/12/2022 | 325,78 |
| -249 | USD | Lear Corp | -39.598,47 | FEDEF-1D | 15/11/2022 | 16,89 |
| -108 | USD | Lennox Intl Inc | -29.588,76 | FEDEF-1D | 15/11/2022 | -210,92 |
| -184 | USD | LHC Group Inc Reg | -39.250,88 | FEDEF-1D | 15/11/2022 | 495,68 |
| -421 | USD | Lincoln National Corp | -21.180,51 | FEDEF-1D | 15/11/2022 | -484,15 |
| -618 | USD | Live Nation Entertainment Inc Reg | -45.410,64 | FEDEF-1D | 15/11/2022 | 309,00 |
| -872 | USD | Loews Corp | -39.257,44 | FEDEF-1D | 15/11/2022 | -530,24 |
| 217 | USD | Lowe's Companies Inc | 34.830,67 | FEDEF-1D | 16/12/2022 | -332,01 |
| -227 | USD | LPL Investment Holdings Inc Reg | -23.657,94 | FEDEF-1D | 15/11/2022 | -38,59 |
| -418 | USD | Manhattan Associates Inc | -43.965,24 | FEDEF-1D | 15/11/2022 | -199,38 |
| -1.684 | USD | Marathon Petroleum Corp | -69.650,24 | FEDEF-1D | 15/11/2022 | -989,82 |
| -36 | USD | MarketAxess Hg Inc | -20.540,16 | FEDEF-1D | 15/11/2022 | -207,72 |
| -550 | USD | Marriott Intl Inc A | -72.556,00 | FEDEF-1D | 15/11/2022 | -2.297,66 |
| -395 | USD | Marriott Vac Worldwide Corp Reg | -54.201,90 | FEDEF-1D | 15/11/2022 | -1.236,00 |
| 204 | USD | Mc Donald's Corp | 43.774,32 | FEDEF-1D | 16/12/2022 | 73,07 |
| -176 | USD | McKesson Corp | -30.609,92 | FEDEF-1D | 15/11/2022 | -300,80 |
| 1.645 | USD | Medical Properties Trust Inc Reg Cap | 35.844,55 | FEDEF-1D | 16/12/2022 | 1.219,04 |
| -388 | USD | Merck & Co Inc | -31.738,40 | FEDEF-1D | 15/11/2022 | -396,73 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| -1.057 | USD | MGM Resorts Intl Reg | -33.306,07 | FEDEF-1D | 15/11/2022 | -402,63 |
| --- | --- | --- | --- | --- | --- | --- |
| -192 | USD | Mid-America Apart Communit Inc Dist | -24.324,48 | FEDEF-1D | 15/11/2022 | -468,48 |
| 30 | USD | Mirati Therapeutics Inc Reg | 6.589,20 | FEDEF-1D | 16/12/2022 | -572,70 |
| -293 | USD | Mirati Therapeutics Inc Reg | -64.354,52 | FEDEF-1D | 15/11/2022 | 5.593,37 |
| -252 | USD | Mohawk Industries Inc | -35.519,40 | FEDEF-1D | 15/11/2022 | -191,40 |
| 144 | USD | MongoDB Inc A Reg | 51.701,76 | FEDEF-1D | 16/12/2022 | -694,08 |
| -129 | USD | Monolithic Power Syst Inc | -47.243,67 | FEDEF-1D | 15/11/2022 | -2.766,98 |
| -516 | USD | Monster Beverage Corp | -47.719,68 | FEDEF-1D | 15/11/2022 | -828,37 |
| -3.233 | USD | Mosaic Co (The) | -74.391,33 | FEDEF-1D | 15/11/2022 | -2.927,12 |
| 461 | USD | New Relic Inc Reg | 30.149,40 | FEDEF-1D | 16/12/2022 | 442,56 |
| -454 | USD | New York Times Co A | -23.503,58 | FEDEF-1D | 15/11/2022 | -68,10 |
| -1.804 | USD | Newell Brands Inc Reg | -38.298,92 | FEDEF-1D | 15/11/2022 | -892,60 |
| 580 | USD | Nexstar Media Group Inc A | 63.330,20 | FEDEF-1D | 16/12/2022 | 507,80 |
| -2.015 | USD | Norwegian Cruise Line Hgs Ltd Reg | -51.241,45 | FEDEF-1D | 15/11/2022 | 63,74 |
| -115 | USD | NXP Semiconductor NV | -18.286,15 | FEDEF-1D | 15/11/2022 | -96,60 |
| 191 | USD | Okta Inc Reg A | 48.563,66 | FEDEF-1D | 16/12/2022 | -1.430,59 |
| -217 | USD | Old Dominion Freight Lines Inc | -42.354,06 | FEDEF-1D | 15/11/2022 | 496,92 |
| -1.282 | USD | Old Republic Intl Corp | -25.268,22 | FEDEF-1D | 15/11/2022 | -243,58 |
| -1.049 | USD | Omega Healthcare Investors Inc | -38.099,68 | FEDEF-1D | 15/11/2022 | 881,43 |
| -718 | USD | ON Semiconductor Corp | -23.500,14 | FEDEF-1D | 15/11/2022 | -768,26 |
| 1.459 | USD | Onemain Hgs Inc | 70.265,44 | FEDEF-1D | 16/12/2022 | 2.538,66 |
| -1.101 | USD | ONEOK Inc | -42.256,38 | FEDEF-1D | 15/11/2022 | -61,61 |
| 515 | USD | Oracle Corp | 33.315,35 | FEDEF-1D | 16/12/2022 | -92,70 |
| -94 | USD | Paycom Software Inc | -42.511,50 | FEDEF-1D | 15/11/2022 | 899,28 |
| -105 | USD | Paylocity Holding Corp Reg | -21.620,55 | FEDEF-1D | 15/11/2022 | 241,50 |
| -277 | USD | Penn National Gaming Inc | -23.924,49 | FEDEF-1D | 15/11/2022 | 1.154,14 |
| 877 | USD | PennyMac Fin Serv Inc Reg | 57.548,74 | FEDEF-1D | 16/12/2022 | 1.333,04 |
| -110 | USD | Penumbra Inc Reg | -19.250,00 | FEDEF-1D | 15/11/2022 | 609,40 |
| -384 | USD | Philip Morris Intl Inc | -31.791,36 | FEDEF-1D | 15/11/2022 | -353,28 |
| -194 | USD | Pioneer Natural Resources Co | -22.094,66 | FEDEF-1D | 15/11/2022 | -630,50 |
| -745 | USD | Plug Power Inc Reg | -25.262,95 | FEDEF-1D | 15/11/2022 | -2.488,30 |
| -297 | USD | Polaris Inc Reg | -28.298,16 | FEDEF-1D | 15/11/2022 | 127,71 |
| -209 | USD | PPG Industries Inc | -30.141,98 | FEDEF-1D | 15/11/2022 | -232,14 |
| -269 | USD | ProLogis Inc | -26.808,54 | FEDEF-1D | 15/11/2022 | -521,86 |
| 333 | USD | Proofpoint Inc Reg | 45.424,53 | FEDEF-1D | 16/12/2022 | 959,04 |
| 1.753 | USD | Pure Storage Inc A Reg | 39.635,33 | FEDEF-1D | 16/12/2022 | -455,78 |
| -309 | USD | PVH Corp Reg | -29.012,01 | FEDEF-1D | 15/11/2022 | 315,18 |
| -403 | USD | Quanta Services Inc | -29.024,06 | FEDEF-1D | 15/11/2022 | -538,91 |
| 387 | USD | Regal Beloit Corp | 47.527,47 | FEDEF-1D | 16/12/2022 | 220,59 |
| -594 | USD | Regency Centers Corp Reg Dist | -27.080,46 | FEDEF-1D | 15/11/2022 | -166,32 |
| -1.985 | USD | Regions Financial Corp | -31.998,20 | FEDEF-1D | 15/11/2022 | -1.018,37 |
| -182 | USD | Reinsurance Group America Inc | -21.093,80 | FEDEF-1D | 15/11/2022 | -121,94 |
| -125 | USD | Repligen Corp Reg | -23.953,75 | FEDEF-1D | 15/11/2022 | -152,50 |
| 144 | USD | RingCentral Inc A Reg | 54.571,68 | FEDEF-1D | 16/12/2022 | -1.095,92 |
| -359 | USD | Robert Half Intl Inc | -22.430,32 | FEDEF-1D | 15/11/2022 | -78,98 |
| -1.224 | USD | Royal Caribbean Cruises Ltd | -91.420,56 | FEDEF-1D | 15/11/2022 | -2.064,45 |
| -1.408 | USD | Schlumberger Ltd | -30.736,64 | FEDEF-1D | 15/11/2022 | -654,30 |
| -159 | USD | Scotts Miracle-Gro Co (The) A | -31.663,26 | FEDEF-1D | 15/11/2022 | -382,69 |
| -508 | USD | SEI Investments Co | -29.194,76 | FEDEF-1D | 15/11/2022 | -401,32 |
| -779 | USD | Service Corp Intl | -38.248,90 | FEDEF-1D | 15/11/2022 | -214,56 |
| -400 | USD | Simon Property Group Inc | -34.112,00 | FEDEF-1D | 15/11/2022 | -796,00 |
| -274 | USD | Simpson Manufacturing Inc Reg | -25.605,30 | FEDEF-1D | 15/11/2022 | -109,60 |
| 1.110 | USD | Smartsheet Inc A Reg | 76.911,90 | FEDEF-1D | 16/12/2022 | -752,91 |
| 515 | USD | Sonoco Products Co Reg | 30.513,75 | FEDEF-1D | 16/12/2022 | 257,50 |
| -1.564 | USD | Southwest Airlines Co | -72.898,04 | FEDEF-1D | 15/11/2022 | -450,46 |

| Quantité | Devise | Dénomination | Expositions sous- jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |

| 363 | USD | Splunk Inc | 61.670,07 | FEDEF-1D | 16/12/2022 | -1.648,49 |
| --- | --- | --- | --- | --- | --- | --- |
| -76 | USD | Splunk Inc | -12.911,64 | FEDEF-1D | 15/11/2022 | 345,14 |
| -175 | USD | Stamps.com Inc Reg | -34.333,25 | FEDEF-1D | 15/11/2022 | 3.985,50 |
| 500 | USD | State Street Corp | 36.390,00 | FEDEF-1D | 16/12/2022 | 420,00 |
| 1.033 | USD | Stifel Financial Corp Reg | 52.125,18 | FEDEF-1D | 16/12/2022 | -72,79 |
| -168 | USD | Sun Communities Inc | -25.527,60 | FEDEF-1D | 15/11/2022 | -519,58 |
| -498 | USD | Synnex Corp Reg | -40.557,12 | FEDEF-1D | 15/11/2022 | 542,70 |
| 533 | USD | Sysco Corp | 39.580,58 | FEDEF-1D | 16/12/2022 | 762,19 |
| 682 | USD | Tandem Diabetes Care Inc Reg | 65.253,76 | FEDEF-1D | 16/12/2022 | 1.051,06 |
| -1.450 | USD | Targa Resources Corp | -38.251,00 | FEDEF-1D | 15/11/2022 | 1.986,50 |
| 164 | USD | Target Corp | 28.950,92 | FEDEF-1D | 16/12/2022 | 22,96 |
| 281 | USD | Teladoc Health Inc Reg | 56.188,76 | FEDEF-1D | 16/12/2022 | 493,88 |
| 1.246 | USD | Tempur Sealy Intl Inc Reg | 33.642,00 | FEDEF-1D | 16/12/2022 | -647,92 |
| -36 | USD | Tesla Inc | -25.404,12 | FEDEF-1D | 15/11/2022 | -1.428,48 |
| -132 | USD | Texas Instruments Inc | -21.665,16 | FEDEF-1D | 15/11/2022 | -389,40 |
| -484 | USD | Textron Inc | -23.391,72 | FEDEF-1D | 15/11/2022 | -396,88 |
| -46 | USD | Thermo Fisher Scientific Inc | -21.425,88 | FEDEF-1D | 15/11/2022 | -134,32 |
| -410 | USD | Trex Co Inc Reg | -34.325,20 | FEDEF-1D | 15/11/2022 | 734,68 |
| -61 | USD | Tyler Technologies Inc | -26.627,72 | FEDEF-1D | 15/11/2022 | -326,07 |
| -321 | USD | Tyson Foods Inc Cl A | -20.685,24 | FEDEF-1D | 15/11/2022 | -301,74 |
| 146 | USD | Uber Technologies Inc Reg | 7.446,00 | FEDEF-1D | 16/12/2022 | 54,02 |
| -674 | USD | Uber Technologies Inc Reg | -34.374,00 | FEDEF-1D | 15/11/2022 | -249,38 |
| -858 | USD | UGI Corp | -29.995,68 | FEDEF-1D | 15/11/2022 | -97,50 |
| -1.501 | USD | United Airlines Hgs Inc | -64.918,25 | FEDEF-1D | 15/11/2022 | 3.324,14 |
| -140 | USD | United Rentals Inc | -32.467,40 | FEDEF-1D | 15/11/2022 | -167,26 |
| -172 | USD | Universal Display Corp | -39.525,60 | FEDEF-1D | 15/11/2022 | 300,86 |
| -734 | USD | US Foods Holding Corp Reg | -24.449,54 | FEDEF-1D | 15/11/2022 | 41,42 |
| -496 | USD | Valero Energy Corp | -28.058,72 | FEDEF-1D | 15/11/2022 | -734,08 |
| 271 | USD | Varonis Syst Inc Reg | 44.338,31 | FEDEF-1D | 16/12/2022 | -241,19 |
| -961 | USD | Ventas Inc | -47.127,44 | FEDEF-1D | 15/11/2022 | 164,69 |
| 515 | USD | Verizon Communications Inc | 30.256,25 | FEDEF-1D | 16/12/2022 | -123,60 |
| 166 | USD | Vertex Pharmaceuticals Inc | 39.232,44 | FEDEF-1D | 16/12/2022 | -96,28 |
| 240 | USD | VMware Inc A | 33.662,40 | FEDEF-1D | 16/12/2022 | -396,00 |
| -1.174 | USD | Vornado Realty Trust Reg S Cap | -43.837,16 | FEDEF-1D | 15/11/2022 | -625,59 |
| -491 | USD | Voya Financial | -28.875,71 | FEDEF-1D | 15/11/2022 | -419,98 |
| -290 | USD | W.P. Carey Inc Dist | -20.468,20 | FEDEF-1D | 15/11/2022 | -121,80 |
| 216 | USD | Walmart Inc Reg | 31.136,40 | FEDEF-1D | 16/12/2022 | -231,12 |
| -87 | USD | Waters Corp | -21.525,54 | FEDEF-1D | 15/11/2022 | -134,85 |
| -209 | USD | Wayfair Inc A Reg | -47.194,29 | FEDEF-1D | 15/11/2022 | 12.379,29 |
| -501 | USD | Welltower REIT Inc | -32.374,62 | FEDEF-1D | 15/11/2022 | -794,10 |
| 2.651 | USD | Wendys Co Reg | 58.109,92 | FEDEF-1D | 16/12/2022 | -1.855,70 |
| 272 | USD | Wingstop Inc | 36.053,60 | FEDEF-1D | 16/12/2022 | -1.618,40 |
| -356 | USD | Wyndham Hotels & Resorts Inc Reg | -21.160,64 | FEDEF-1D | 15/11/2022 | -982,56 |
| -644 | USD | Wynn Resorts Ltd | -72.662,52 | FEDEF-1D | 15/11/2022 | 1.098,32 |
| -569 | USD | Zions Bancorp Reg | -24.717,36 | FEDEF-1D | 15/11/2022 | -45,52 |
| -102 | USD | Zoom Video Communications Inc A Reg | -34.406,64 | FEDEF-1D | 15/11/2022 | 5.707,76 |
| 275 | USD | Zscaler Inc Reg | 54.920,25 | FEDEF-1D | 16/12/2022 | 260,27 |
| 5.933 | USD | Zynga Inc A Reg | 	58.558,71  | FEDEF-1D | 16/12/2022  | 963,22  |
|  |  |  | 	-1.909.960,43  |  |  |      -6.683,28  |
|  |  |  | 	144.100,53  |  |  |       874,93  |

Swaps sur Futures sur indices
RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA
| Quantité | Devise | Dénomination | Expositions sous-jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| -2 | BRL | Brazil Bovespa Stock Index (The) | 45.910,67 | Federal Funds Effective Rate US | 28/02/2021 | -1.309,97 |
| -3 | KRW | KOREA KOSPI 200 | 268.411,35 | Federal Funds Effective Rate US | 31/03/2021 | -18.642,51 |
| -4 | PLN | WSE WIG 20 | 42.760,55 | Federal Funds Effective Rate US | 31/03/2021 | -1.051,84 |
| -8 | TWD | Taiwan Stock Exchange Weighted Index | 836.234,15 | Federal Funds Effective Rate US | 31/01/2021 | -32.627,06 |
| -71 | USD | Russian RTS Index $ | 	196.769,40  | Federal Funds Effective Rate US | 31/03/2021 | 	86,60  |
|  |  |  | 	1.390.086,12  |  |  | 	-53.544,78  |

RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA
| Quantité | Devise | Dénomination | Expositions sous-jacentes (en USD) | Taux fixe / variable | Echéance | Résultat non réalisé (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Contrepartie : Morgan Stanley & Co Intl Plc, Londres |
| -25 | BRL | Brazil Bovespa Stock Index (The) | 573.883,33 | Federal Funds Effective Rate US | 28/02/2021 | -12.182,40 |
| -12 | KRW | KOREA KOSPI 200 |   1.073.645,39  | Federal Funds Effective Rate US | 31/03/2021 | 	-46.443,53  |
|  |  |  | 	1.647.528,72  |  |  | 	-58.625,93  |


## Note 16 - Evénements
En date du 30 janvier 2020 sous forme d’une résolution circulaire, le Conseil d’Administration de la SICAV a décidé de liquider le compartiment RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES avec effet au 12 février 2020.
Avec effet au 17 février 2020 un boni de liquidation a été payé comme suit :
| Classe d’actions | Devise | Montant |
| --- | --- | --- |
| BP | USD | 97,60 |
| LP | EUR | 115,07 |
| IP | USD | 102,86 |
| IP (CHF) | CHF | 110,69 |
| IP (EUR) | EUR | 108,81 |
| R | USD | 108,60 |

Le Conseil d’Administration de la SICAV a décidé de lancer le compartiment RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA. Les ordres de souscriptions initiaux du compartiment étaient acceptés du 2 décembre 2019 au 5 novembre 2020 au prix initial de 100 (dans la devise de référence de la classe d’action) par action. La date de paiement était le 10 novembre 2020. La première VNI prévue était celle datée au 11 novembre 2020.
Le Conseil d’Administration de la SICAV a décidé de lancer le compartiment RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES. Les ordres de souscriptions initiaux du compartiment
étaient acceptés du 4 mai 2020 au 7 juillet 2020. La date de paiement était le 9 juillet 2020. La première VNI prévue était datée au 10 juillet 2020.
Avec effet au 17 novembre 2020 le Conseil d’Administration de la SICAV a décidé :
- de changer la dénomination du compartiment RAM (LUX) SYSTEMATIC FUNDS - NORTH AMERICAN EQUITIES en RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES ;
- de changer la dénomination du compartiment RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EMERGING MARKETS EQUITIES en RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA ;
- de changer la dénomination des classes d’actions PIP en PI pour le compartiment RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES ;
- de modifier la fréquence de cristallisation et de paiement de la commission de performance, passant d’une fréquence trimestrielle à une fréquence périodique, tel que la « Période » est définie comme étant un exercice social. Ce changement s’applique aux compartiments et classes d’actions suivantes, les montants provisionnés au titre de la commission de performance seront considérés comme acquis au Gestionnaire à la date d’effet de la modification de la Période et la nouvelle Période de référence sera d’application à partir du 31 décembre 2020 :RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES et ses classes d’actions B, CH, DH, BH (SEK), I, IH (SEK), IH (CHF), IH (USD), MB, U, UH (USD), UH (CHF), UH (GBP), H, QH, X, XN, PI, PIH (USD), PIH (JPY) et PIH (CHF) ;RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES et ses classes d’actions B, CH, EH, BH (SEK), X, XN, XH (EUR), XNH (EUR), U, UH (GBP), UH (CHF), UH (EUR), PI,PIH (EUR), PIH (SEK), PIH (GBP), PIH (JPY), PIH (CHF), I, IH (SEK), IH (GBP), IH (CHF), IH (EUR), et MBH (EUR) ;RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA et ses classes d’actions B, CH, EH, BH (SEK), I, IH (SEK), IH (CHF), IH (EUR), MBH (EUR), U, UH (EUR), UH(GBP), UH (CHF), X, XN, XH (EUR), XNH (EUR), PI, PIH (EUR), PIH (JPY) et PIH (CHF) ;RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND et ses classes d’actions BP, BDP, CPH, DDPH, DPH, BPH (SEK), UP, UDP, UPH (GBP), UDPH (USD), UPH (CHF), UPH (USD), IP, IPH (SEK), IPH (CHF), IPH (USD), PI, PIPH (CHF) et PIPH (USD).
- de supprimer la commission de performance pour les compartiments et classes d’actions suivantes avec effet au 31 décembre 2020, les montants provisionnés au titre de la commission de performance seront considérés comme acquis au Gestionnaire à la date d’effet de la suppression :RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES pour toutes les classes d’actions soumises à commission de performance ;RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES pour toutes les classes d’actions soumises à commission de performance;RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES pour toutesles classes d’actions soumises à commission de performance;RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES pour toutes les classesd’actions soumises à commission de performance;COVID-19Sur le marché des actions, la liquidité des titres semble maitrisable au sein des portefeuilles, notant que le virus avait mis à jour des instabilités préexistantes, notamment une phase de marché reposant sur les injections de liquidité et les investissements passifs des banques centrales.

Après un an, la maitrise de la pandémie reste le grand enjeu du début d’année 2021. Les Etats doivent désormais mettre en place et organiser leur politique vaccinale qui sera déterminante pour espérer revenir à une vie normale. En effet, les marchés mondiaux continuent de réagir et à être impactés par la propagation du coronavirus (et de ces variantes), et ce avec plus ou moins de fébrilité et un maintien limité du regain de volatilité initial. Les stratégies de vaccination étant très hétérogènes et les retards de livraison notamment du vaccin produit par certains laboratoires nuisant au déploiement de ladite politique vaccinale, l’attention des investisseurs doit continuer à porter sur les effets de la pandémie COVID-19 : des restrictions de voyage et de frontières, des quarantaines, des perturbations de la chaîne d'approvisionnement, une baisse de la demande des consommateurs et une incertitude générale sur le marché.

## Note 17 - Evénements subséquents
Il n'y a pas d'événements subséquents.

## 1 - Gestion du risque global
Conformément aux exigences de la circulaire CSSF 11/512 modifiée, le Conseil d'Administration de la SICAV doit déterminer le risque global de la SICAV, soit en appliquant l'approche par les engagements soit l'approche par la VaR ("Value at Risk").
En matière de gestion des risques, le Conseil d’Administration de la SICAV a choisi d’adopter, comme méthode de détermination du risque global :
-	l’approche par les engagements pour les compartiments suivants :
| -	RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES |
| --- |
| -	RAM (LUX) SYSTEMATIC FUNDS - US SUSTAINABLE EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - STABLE CLIMATE GLOBAL EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - EMERGING MARKETS CORE EQUITIES |

-	l’approche par la VaR absolue pour les compartiments suivants :
| -	RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES |
| --- |
| -	RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA |
| -	RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES |
| -	RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI-ASSET FUND |
| -	RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA |

La VaR absolue est calculée selon les paramètres suivants:
- Type de modèle: paramétrique
- Intervalle de confiance : 99 %
- Période d’observation : 90 jours (journalier)
- Période de détention : 20 joursPour la période d’observation du 1er janvier 2020 au 31 décembre 2020 pour les compartiments suivants :

| Compartiments | limite	en VaR minimum | limite	en VaR maximum | limite	en VaR moyenne | Niveau de levier* au 31/12/20 |
| --- | --- | --- | --- | --- |
| RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES | 2,61% | 23,40% | 8,00% | 134% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA | 2,54% | 13,22% | 6,03% | 121% |
| RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES | 2,92% | 19,61% | 8,12% | 132% |
| RAM (LUX) SYSTEMATIC FUNDS - GLOBAL MULTI- ASSET FUND | 1,60% | 20,17% | 5,19% | 90% |
| RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA | 2,67% | 6,97% | 4,09% | 58% |

*Le niveau de levier est déterminé au moyen de la méthode du calcul de l’engagement, donc après prise en compte des dispositions de compensation ou de couverture.

## 2 - Rémunération
Du 1er Janvier 2020 au 31 Décembre 2020 (ci-après, la « Période de Référence »), le montant total des salaires et traitements, payé par RAM Active Investments (Europe) S.A. (la « Société de Gestion ») en espèces et/ou en titres restreints, à l’ensemble de son effectif (composé de 7 employés en moyenne sur la Période de Référence), était de EUR 881.390,01.
En particulier, durant la Période de Référence, la répartition du montant total des salaires et traitements en rémunération fixe et variable était la suivante :
- Rémunération fixe : EUR 853.040,01
- Rémunération variable : EUR 28.350,00Aucune commission basée sur la performance des compartiments de la SICAV ou intérêts reportés ne sont utilisés pour rémunérer les employés de la Société de Gestion.

Le montant total de la rémunération payé durant la Période de Référence aux cadres dirigeants et membres du personnel (y compris le personnel externalisé) de la Société de Gestion dont les actions ont une incidence matérielle sur le profil de risque de la SICAV, ou le personnel tombant dans la fourchette de rémunération des cadres dirigeants et preneurs de risque, était de EUR 301.311,36.
Il est à noter que les chiffres présentés ci-dessus sont produits pour l’ensemble de la Société de Gestion et il ne s’agit pas d’une ventilation par SICAV ou par compartiment géré.
Les détails de la politique de rémunération de la Société de Gestion, incluant une description des éléments clés et un sommaire du processus de détermination de la rémunération est disponible sous www.ram-ai.com.

## 3 - Informations concernant la transparence des opérations de financement sur titres et de la réutilisation du collatéral cash (règlement UE 2015/2365, ci-après "SFTR")
A la date des états financiers, les compartiments suivants de la SICAV sont concernés par les exigences du règlement SFTR 2015/2365 relatives à la transparence des opérations de financement sur titres pour des transactions de TRS.
|  | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES (en EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES (en USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES (en EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA (en USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES (en USD) | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| Informations générales : actifs engagés pour les TRS (somme des résultats non réalisés absolus sur TRS) en valeurs absolues en proportion des actifs sous gestion du compartiment Données sur la concentration 10 principaux émetteurs du collatéral (garanties) reçu(es) premier volume brut des opérations en cours deuxième volume brut des opérations en cours Dix principales contreparties pour les TRS (séparément) premier volume brut des opérations en cours deuxième volume brut des opérations en cours troisième volume brut des opérations en cours Données d'opérations agrégées pour les TRS : Type et qualité du collatéral reçu collatéral titres collatéral en espèces Collatéral ventilé en fonction de leurs échéances résiduelles moins d'1 jour 1 jour à 1 semaine (= 7 jours) 1 semaine à 1 mois (= 30 jours) 1 à 3 mois 3 mois à 1 an (= 365 jours) plus d'1 an opérations ouvertes Monnaies du collatéral en espèces reçu |  |  |  |  |  |  |
| 1 365 870.89 | 142 328.27 | 27 197 452.25 | 947 276.16 | 454 079.67 | 322 115.57 |
| 0.53% | 0.49% | 5.26% | 6.55% | 3.00% | 0.95% |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 886 531.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
| - | - | - | Credit Suisse Securi Eu Ltd | - | - |
| - | - | - | 462 893.00 | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| Morgan Stanley & Co Intl Plc Total | Morgan Stanley & Co Intl Plc Total | Merrill Lynch Intl Total | Cred Suisse Securities EUR Ltd Total | UBS AG London Total | Morgan Stanley & Co Intl Plc Total |
| 446 698.39 | 139 981.19 | 629 781.11 | 0.00 | -42 435.62 | 874.93 |
|  |  |  |  |  |  |
| UBS AG London Total | - | UBS AG London Total | Morgan Stanley & Co Intl Plc Total | Morgan Stanley & Co Intl Plc Total | - |
| 172 834.72 | - | -2 324 849.03 | -44 831.03 | -278 734.13 | - |
|  |  |  |  |  |  |
| - | - | Morgan Stanley & Co Intl Plc Total | UBS AG London Total | - | - |
| - | - | -4 573 389.47 | -121 097.15 | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 1 349 424.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 1 349 424.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
| EUR, USD | USD | EUR, USD | USD | USD | USD |

|  | RAM (LUX) SYSTEMATIC FUNDS - EUROPEAN EQUITIES (en EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL SUSTAINABLE INCOME EQUITIES (en USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT EUROPEAN EQUITIES (en EUR) | RAM (LUX) SYSTEMATIC FUNDS - GLOBAL EQUITIES SUSTAINABLE ALPHA (en USD) | RAM (LUX) SYSTEMATIC FUNDS - LONG/SHORT GLOBAL EQUITIES (en USD) | RAM (LUX) SYSTEMATIC FUNDS - DIVERSIFIED ALPHA (en USD) |
| --- | --- | --- | --- | --- | --- | --- |
| TRS ventilés en fonction de leurs échéances résiduelles (montants absolus) moins d'1 jour 1 jour à 1 semaine (= 7 jours) 1 semaine à 1 mois (= 30 jours) 1 à 3 mois 3 mois à 1 an (= 365 jours) plus d'1 an opérations ouvertes Pays d'établissement des contreparties Type de règlement et compensation tripartite Central CounterParty bilatéral Données sur la réutilisation du collatéral % prévues dans le prospectus collatéral reçu qui est réutilisé revenus du réinvestissement du collatéral en espèces Conservation du collatéral reçu nombre de dépositaires noms des dépositaires Montants de actifs en garantie |  |  |  |  |  |  |
| - | - | - | - | - | - |
| - | - | - | - | 33.51 | - |
| - | - | 62 760.58 | - | 2 859.85 | - |
| - | - | 11 518.49 | 267 452.58 | 214 942.61 | - |
| - | - | 4 069 528.04 | 267 697.56 | 73 462.15 | - |
| 1 365 870.89 | 142 328.27 | 23 053 645.14 | 412 126.02 | 162 781.55 | 322 115.57 |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
| GB | GB | GB | GB | GB | GB |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
| 619 533.11 | 139 981.19 | -6 268 457.39 | -165 928.18 | -321 169.75 | 874.93 |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| investissements en dépôts, obligations d'État de haute qualité, transactions de prise en pension et OPCVM monétaires à court terme | investissements en dépôts, obligations d'État de haute qualité, transactions de prise en pension et OPCVM monétaires à court terme | investissements en dépôts, obligations d'État de haute qualité, transactions de prise en pension et OPCVM monétaires à court terme | investissements en dépôts, obligations d'État de haute qualité, transactions de prise en pension et OPCVM monétaires à court terme | investissements en dépôts, obligations d'État de haute qualité, transactions de prise en pension et OPCVM monétaires à court terme | investissements en dépôts, obligations d'État de haute qualité, transactions de prise en pension et OPCVM monétaires à court terme |
| - | - | - | - | - | - |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
| 1 | 1 | 1 | 2 | 1 | 1 |
| Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc, Credit Suisse Securi Eu Ltd | Morgan Stanley & Co Intl Plc | Morgan Stanley & Co Intl Plc |
| 954 728.40 | 149 794.02 | 35 330 400.46 | 1 349 424.52 | 1 156 497.84 | 2 557.68 |
|  |  |  |  |  |  |
| Données sur les revenus et les coûts pour les TRS Parts des revenus des compartiments montants absolus en % par rapport aux revenus globaux générés par les TRS Parts des coûts des compartiments Parts des revenus des gestionnaires des compartiments montants absolus en % par rapport aux revenus globaux générés par les TRS Parts des coûts des gestionnaires des compartiments Parts des revenus des tiers montants absolus en % par rapport aux revenus globaux générés par les TRS Parts des coûts des tiers |  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| - | - | - | - | - | - |
|  |  |  |  |  |  |
|  |  |  |  |  |  |
| - | - | - | - | - | - |
| 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| - | - | - | - | - | - |