# Unaudited supplementary information for the financial year ended 31 July 2022 (continued)
## Appendix 4: Sustainable Finance Disclosures Regulation (SFDR) (continued) Product Name: MSCI Emerging Markets ESG Equity Fund (continued)
While the Sub-Fund has promoted ESG characteristics, it has not committed to make any sustainable investments. This is due to the fact that the Index, which the Sub-Fund seeks to replicate, does not have a commitment to include sustainable investments.
| Indicator | Description | Sub-Fund Value as at 29th July 2022 |
| --- | --- | --- |
| MSCI ESG Ratings | The Index uses MSCI ESG Ratings which provides an overall company ESG rating - a seven point scale from ‘AAA’ to ‘CCC’. In addition, scores and percentiles indicating how well a company manages each key issue relative to industry peers are provided. All companies are required to have an MSCI ESG Rating of ‘BB’ or above to be eligible for inclusion in the Index. | 99.79% of invested assets of the Index have a rating of BB or higher (*). (*) MSCI verifies that the components of the Index meet the required ESG criteria (as set out above) on a quarterly basis (Feb/May/Aug/Nov) at each “index review”. The 0.21% of components of the Index which had a rating lower than BB as of 29 July 2022 are stocks which met the ESG criteria at the May 2022 index review but whose ratings were subsequently downgraded to below BB. Where stocks are downgraded between quarterly reviews and retain a rating lower than BB at the review date, those stocks should be excluded from the index by MSCI at the next quarterly review. |
| MSCI ESG Controversies | The Index uses MSCI ESG Controversies which provides assessments of controversies concerning the negative ESG impact of company operations, products and services. The evaluation framework used in MSCI ESG Controversies is designed to be consistent with international norms represented by the UN Declaration of Human Rights, the ILO Declaration on Fundamental Principles and Rights at Work, and the UN Global Compact. MSCI ESG Controversies Score falls on a 0-10 scale, with “0” being the most severe controversy. At each Index Review of MSCI, all companies that are not existing constituents of the Index are required to have a MSCI ESG Controversies Score of 3 or above to be eligible. At each Index Review, current constituents of the Index are required to have a MSCI ESG Controversies Score of 1 or above to remain eligible. | 99.74% of invested assets of the Index have an MSCI ESG Controversies score in line with the conditions mentioned (*). (*) Please refer to note above, which applies equally with respect to the MSCI ESG Controversies scores. |

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.