# Unaudited supplementary information for the financial year ended 31 July 2022 (continued)
## Appendix 4: Sustainable Finance Disclosures Regulation (SFDR) (continued) Product Name: Acumen ESG – Protection Portfolio (continued)
Holdings that passed the MSCI ESG rating and ESG exclusions (as applicable) have been deemed eligible for inclusion in the ESG Portfolio. The ESG characteristics of holdings selected for inclusion have been monitored periodically throughout the reporting period by the investment manager and/or sub-investment manager to ensure that no investments breached thresholds or fell below the criteria set out above.
| Indicator | Description | Sub-Fund Value as at 29th July 2022 |
| --- | --- | --- |
| MSCI ESG rating of the ESG Portfolio | The components of the ESG Portfolio must achieve an aggregated minimum MSCI ESG rating of A, which represents a minimum score of 6.18 out of 10 on the MSCI ESG Rating scale. | The ESG Portfolio has an aggregated ESG score of 8.93, which is higher than the minimum MSCI ESG Score of 6.18. |
| Minimum MSCI ESG rating for asset class eligibility in the ESG Portfolio | For UCITS ETFs and UCITS eligible indices which provide exposure to equity securities or investment grade fixed income securities issued by corporate issuers, the minimum MSCI ESG Rating is A (minimum score of 6.18); | The min score of ETFs in this category is 8.10, which is higher than the minimum MSCI ESG Score of 6.18 |
| For UCITS ETFs and UCITS eligible indices which provide exposure to fixed income securities issued by government issuers located in developed markets, the minimum MSCI ESG Rating is BBB (minimum score of 5.17); and | The min score of ETFs in this category is 5.92, which is higher than the minimum MSCI ESG Score of 5.17 |
| Exclusions | The components of the ESG Portfolio with equity securities or fixed income securities issued by corporate underlyings are subject to the following negative screenings: i. Adult Entertainment - Alcohol
- Civilian Firearms
- Conventional Military Weapons
- Gambling
- Genetically Modified Organisms
- Thermal Coal
- Tobaccowhere companies derive 15% or more of revenue from such activities.
 | No breach |

Translation (ENFR, 2022-07-31):
# Informations complémentaires non auditées pour l’exercice clos le 31 juillet 2022 (suite)
## Annexe 1 : Transparence des opérations de financement sur titres et de la réutilisation (suite)

## Données de transaction agrégées

## Type et devise de la garantie

## Il y a une garantie détenue sur les Contrats d’échange sur rendement total.

## Type de garantie : Obligations d’État (néant), Liquidités (néant) USD (en milliers)

## Date d’échéance

## Les dates d’échéance des contrats d’échange sur rendement total par contrepartie sont indiquées dans l’état des investissements de chaque Compartiment.

## Contrats d’échange sur rendement total (TRS)		Pays des contreparties

## Règlement et compensation

## Emerging Markets Equity Fund	R.-U., É.-U.	Dérivés de gré à gré*

## MS Swiss Life Multi-Asset Protected Fund	R.-U., É.-U.	Dérivés de gré à gré*

## MSCI Emerging Markets ESG Equity Fund	R.-U., É.-U.	Dérivés de gré à gré*

## MS Scientific Beta US Equity Factors UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## 80% Protected Index Portfolio	R.-U., É.-U.	Dérivés de gré à gré*

## Cautious 85% Protected Fund	R.-U., É.-U.	Dérivés de gré à gré*

## Equity Risk Managed Fund	R.-U., É.-U.	Dérivés de gré à gré*

## Moderate 80% Protected Fund	R.-U., É.-U.	Dérivés de gré à gré*

## SciBeta HFE Europe Equity 6F EW UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## SciBeta HFE EM Equity 6F EW UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## SciBeta HFE US Equity 6F EW UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## SciBeta HFE Japan Equity 6F EW UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## SciBeta HFE Pacific ex-Jap Equity 6F EW UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## ACUMEN Capital Protection Portfolio	R.-U., É.-U.	Dérivés de gré à gré*

## ACUMEN Megatrends Protection Portfolio	R.-U., É.-U.	Dérivés de gré à gré*

## Movestic Avancera 75	R.-U., É.-U.	Dérivés de gré à gré*

## Movestic Avancera 85	R.-U., É.-U.	Dérivés de gré à gré*

## ACUMEN ESG Protection Portfolio	R.-U., É.-U.	Dérivés de gré à gré*

## Pergola 90	R.-U., É.-U.	Dérivés de gré à gré*

## SciBeta HFI US Equity 6F EW (USD) UCITS ETF	R.-U., É.-U.	Dérivés de gré à gré*

## Zebra Kante™ 80 Protect	R.-U., É.-U.	Dérivés de gré à gré*

## Morgan Stanley Alpha Tracker UCITS Fund	R.-U., É.-U.	Dérivés de gré à gré*

## Ibercaja Vida Consolida Sostenible	R.-U., É.-U.	Dérivés de gré à gré*

## *Les dérivés de gré à gré font l’objet de contrats bilatéraux.