OVHaiLLM/Flipper huggingface dataset:
#### Regulation on transparency of securities financing transactions (Regulation (EU) 2015/2365)
During the period to which this report relates, the company did not make use of any transactions subject to reporting obligations under Regulation (EU) 2015/2365 on transparency of securities financing transactions and of reuse. Therefore no information is reported on global, concentration or transaction data, or on reuse or safekeeping of collateral.
Swisscanto (LU) Money Market Fund

Translation (ENFR, 2021-03-31):
#### Règlement relatif à la transparence des opérations de financement sur titres (règlement de l’UE 2015/2365)
Au cours de la période concernée par le présent rapport, la Société a réalisé des transactions soumise au règlement de l’Union européenne 2015/2365 relatif à la transparence des opérations de financement sur titres et de la réutilisation. Par conséquent, le rapport ne contient aucune information globale, sur la concentration ou les transactions, ou encore sur la réutilisation ou la conservation des titres.
Swisscanto (LU) Money Market Fund
Swisscanto (LU) Money Market Fund
Report by the Réviseur d'entreprises agréé (continued)
Our conclusions are based on the audit evidence obtained up to the date of the report by the Réviseur d'entreprises agréé. However, future events or circumstances may result in the Fund or one of its sub-funds being unable to continue as a going concern.
- Evaluate the overall presentation, structure and content of the annual financial statements, including the disclosures, and whether they constitute a fair presentation of the underlying transactions and events.

Translation (ENFR, 2021-03-31):
Swisscanto (LU) Money Market Fund
Rapport du Réviseur d’entreprises agréé (suite)
Ces conclusions s’appuient sur les éléments probants obtenus jusqu’à la date du rapport par le Réviseur d’entreprises agréé. Toutefois, des événements ou circonstances futurs peuvent amener le Fonds ou l’un de ses compartiments à ne plus être en mesure de poursuivre ses activités.
- Nous évaluons la présentation générale, la forme et le contenu des états financiers, y compris les notes, et nous évaluons s’ils représentent de façon adéquate les opérations et événements sous-jacents.
# Swisscanto (LU)
## Administration and Corporate Bodies

### Management Company

### Swisscanto Asset Management International S.A. 19, rue de Bitbourg, L-1273 Luxembourg

### Board of Directors Chairman

### Hans Frey, Switzerland, Managing Director Swisscanto Fondsleitung AG, Zurich

### Members

### Richard Goddard, Luxembourg, Independent Company Director, The Directors’ Office, Luxembourg

### Roland Franz, Luxembourg, Managing Director Swisscanto Asset Management International S.A., Luxembourg Martin Friedli, Switzerland, Head of Product Management Funds, Zürcher Kantonalbank, Zurich

### Anne-Marie Arens, Luxembourg, Independent Company Director, Luxembourg

### Management

### Roland Franz, Luxembourg Michael Weiß, Germany

### Custodian Bank, Main Payment, Central Administration, Registration and Transfer Office

### RBC Investor Services Bank S.A.

### 14, Porte de France, L-4360 Esch-sur-Alzette, Luxembourg

### Portfolio Manager

### Zürcher Kantonalbank

### Bahnhofstrasse 9, CH-8001 Zurich, Switzerland

### Payment and Sales Offices Germany

### DekaBank

### Deutsche Girozentrale

### Mainzer Landstrasse 16, D-60325 Frankfurt am Main (the “German Payment and Information Agent”)

### Liechtenstein

### Bendura Bank AG

### Schaaner Strasse 27, FL-9487 Gamprin-Bendern

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
Income and Expense Statement and other Changes to Net Assets from 1 April 2021 to 31 March 2022
|  |  | Swisscanto (LU) Equity Fund Sustainable Emerging Markets | Swisscanto (LU) Portfolio Fund Sustainable Protection* | Consolidated |
| --- | --- | --- | --- | --- |
| Note | USD | CHF | CHF |
| NET ASSETS AT THE BEGINNING OF |  |  |  |  |
| THE FISCAL YEAR |  | 475,232,398 | 29,557,615 | 476,822,588 |
| INCOME |  |  |  |  |
| Dividends, net |  | 9,782,465 | 66,488 | 9,068,803 |
| Net interest income from bonds and other debenture bonds |  | 0 | 274,236 | 274,236 |
| Interest on bank balance |  | 495 | 545 | 1,001 |
| Other income |  | 48,022 | 0 | 44,192 |
| TOTAL INCOME |  | 9,830,982 | 341,269 | 9,388,232 |
| EXPENSES |  |  |  |  |
| Transactions costs | (10) | 22,621 | 15,520 | 36,337 |
| Fixed administrative commission | (4) | 671,088 | 278,691 | 896,260 |
| Subscription tax ("taxe d'abonnement") | (3) | 58,007 | 12,077 | 65,458 |
| Interest expenses from bank liabilities |  | 19,615 | 8,867 | 26,918 |
| TOTAL EXPENSES |  | 771,331 | 315,155 | 1,024,973 |
| INCOME ADJUSTMENT |  | (566,435) | (2,290) | (523,552) |
| TOTAL NET INCOME |  | 8,493,216 | 23,824 | 7,839,707 |
| Net-realised value increases / (decreases) from securities |  | 4,042,696 | (1,056,272) | 2,664,020 |
| Net-realised value increases / (decreases) from currency forward contracts |  | (173,601) | 374,074 | 214,318 |
| Net-realised value increases / (decreases) from futures contracts |  | 0 | 766,943 | 766,943 |
| Net-realised value increases / (decreases) from foreign exchange transactions |  | (660,012) | (175,586) | (782,962) |
| Net-realised value increases / (decreases) from options |  | 0 | (274,577) | (274,577) |
| NET REALISED GAIN / (LOSS) ON |  |  |  |  |
| INVESTMENTS |  | 11,702,299 | (341,594) | 10,427,449 |
| Net changes in non-realised value |  |  |  |  |
| increases / (decreases) |  |  |  |  |
| - from securities |  | (77,883,157) | (249,181) | (71,921,172) |
| - from futures |  | 0 | (75,279) | (75,279) |
| - from currency forward contracts |  | 0 | 222,082 | 222,082 |
| - from options |  | 0 | (81,928) | (81,928) |
| NET INCREASE / (DECREASE) IN NET |  |  |  |  |
| ASSETS AS A RESULT OF |  |  |  |  |
| OPERATIONS |  | (66,180,858) | (525,900) | (61,428,848) |
| Unit subscriptions | (2) | 96,603,414 | 569,680 | 89,468,991 |
| Unit redemptions | (2) | (107,729,505) | (8,382,050) | (107,520,148) |
| Income adjustment |  | 566,435 | 2,290 | 523,552 |
| Measurement difference | (2) | 0 | 0 | (9,932,265) |
| NET ASSETS AT THE END OF THE |  |  |  |  |
| FISCAL YEAR |  | 398,491,884 | 21,221,635 | 387,933,870 |

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Development of Units in Circulation

## for the fiscal year from 1 April 2021 to 31 March 2022
Swisscanto (LU) Equity Fund Sustainable Emerging Markets
Swisscanto (LU) Portfolio Fund Sustainable Protection*
|  | Number of units in circulation at the beginning of the fiscal year | 144,350 | 265,706 |
| --- | --- | --- | --- |
| Class AT | Number of units issued | 21,200 | 3,470 |
|  | Number of units redeemed | (25,191) | (74,258) |
|  | Number of units in circulation at the end of the fiscal year | 140,359 | 194,918 |
|  | Number of units in circulation at the beginning of the fiscal year | 7,208 | 43 |
| Class BT | Number of units issued | 2,254 | 927 |
|  | Number of units redeemed | (2,534) | (361) |
|  | Number of units in circulation at the end of the fiscal year | 6,928 | 609 |
|  | Number of units in circulation at the beginning of the fiscal year | 51,694 | 5,773 |
| Class DT | Number of units issued | 83,130 | 252 |
|  | Number of units redeemed | (34,380) | (1,375) |
|  | Number of units in circulation at the end of the fiscal year | 100,444 | 4,650 |
|  | Number of units in circulation at the beginning of the fiscal year | 19,099 | 0 |
| Class GT | Number of units issued | 17,838 | 0 |
|  | Number of units redeemed | (18,194) | 0 |
|  | Number of units in circulation at the end of the fiscal year | 18,743 | 0 |
|  | Number of units in circulation at the beginning of the fiscal year | 3,160 | 0 |
| Class JT | Number of units issued | 2,513 | 0 |
|  | Number of units redeemed | (5,656) | 0 |
|  | Number of units in circulation at the end of the fiscal year | 17 | 0 |
|  | Number of units in circulation at the beginning of the fiscal year | 56,158 | 0 |
| Class MT | Number of units issued | 0 | 0 |
|  | Number of units redeemed | (44,188) | 0 |
|  | Number of units in circulation at the end of the fiscal year | 11,970 | 0 |
|  | Number of units in circulation at the beginning of the fiscal year | 2,835,337 | 0 |
| Class NT | Number of units issued | 481,663 | 0 |
|  | Number of units redeemed | (605,399) | 0 |
|  | Number of units in circulation at the end of the fiscal year | 2,711,601 | 0 |

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Notes on the annual report (cont.) as at 31 March 2022

### Note 7: Information on forward exchange contracts (cont.)

### The currency forward contracts were entered into with the following counterparties: RBC Investor Services Bank S.A. and Zuercher Kantonalbank Banque C.

### Note 8: Contingent liabilities arising from options

### Sub-fund Swisscanto (LU) Portfolio Fund Sustainable Protection* had the following commitments from options at the time the report was prepared:

### NIKKEI 225 SGX
| Currency: Put/Call: | JPY CALL |
| --- | --- |
| Strike: | 26,500 |
| Maturity: | 08.04.2022 |
| No. of contracts: | (2) |
| Commitment: | (43,584,280) |
| Market value: | (20,774) |
| DJ EURO STOXX 50 |  |
| Currency: | EUR |
| Put/Call: | CALL |
| Strike: | 4,100 |
| Maturity: | 14.04.2022 |
| No. of contracts: | (26) |
| Commitment: | (117,938) |
| Market value: | (1,997) |
| S&P 500 INDICES |  |
| Currency: | USD |
| Put/Call: | CALL |
| Strike: | 4,550 |
| Maturity: | 14.04.2022 |
| No. of contracts: | (9) |
| Commitment: | (2,001,988) |
| Market value: | (44,144) |
| SMI INDEX/OHNE DIVIDENDENKOR |  |
| Currency: | CHF |
| Put/Call: | CALL |
| Strike: | 12,550 |
| Maturity: | 14.04.2022 |
| No. of contracts: | (30) |
| Commitment: | (317,416) |
| Market value: | (1,890) |
| NIKKEI 225 SGX |  |
| Currency: | JPY |
| Put/Call: | PUT |
| Strike: | 26,250 |
| Maturity: | 10.06.2022 |
| No. of contracts: | 2 |
| Commitment: | (16,371,760) |
| Market value: | 7,733 |

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Notes on the annual report (cont.) as at 31 March 2022

### Note 8: Contingent liabilities arising from options (cont.)
| DJ EURO STOXX 50 |  |
| --- | --- |
| Currency: | EUR |
| Put/Call: | PUT |
| Strike: | 3,600 |
| Maturity: | 17.06.2022 |
| No. of contracts: | 18 |
| Commitment: | (203,077) |
| Market value: | 19,278 |
| S&P 500 INDICES |  |
| Currency: | USD |
| Put/Call: | PUT |
| Strike: | 3,900 |
| Maturity: | 17.06.2022 |
| No. of contracts: | 6 |
| Commitment: | (307,162) |
| Market value: | 19,933 |
| SMI INDEX/OHNE DIVIDENDENKOR |  |
| Currency: | CHF |
| Put/Call: | PUT |
| Strike: | 10,800 |
| Maturity: | 17.06.2022 |
| No. of contracts: | 16 |
| Commitment: | (284,093) |
| Market value: | 16,176 |
| S&P 500 INDICES |  |
| Currency: | USD |
| Put/Call: | PUT |
| Strike: | 4,325 |
| Maturity: | 16.09.2022 |
| No. of contracts: | 3 |
| Commitment: | (466,179) |
| Market value: | 43,937 |
| SMI INDEX/OHNE DIVIDENDENKOR |  |
| Currency: | CHF |
| Put/Call: | PUT |
| Strike: | 11,500 |
| Maturity: | 16.09.2022 |
| No. of contracts: | 17 |
| Commitment: | (754,623) |
| Market value: | 64,634 |
| DJ EURO STOXX 50 |  |
| Currency: | EUR |
| Put/Call: | PUT |
| Strike: | 3,450 |
| Maturity: | 16.12.2022 |
| No. of contracts: | 8 |
| Commitment: | (87,775) |
| Market value: | 15,244 |


### Counterparty to the options contracts was: J.P.Morgan Securities PLC.

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Notes on the annual report (cont.) as at 31 March 2022

### Note 15: The coronavirus
The coronavirus has changed the outlook for the current 2022 financial period for Swisscanto Asset Management International S.A. and thus also for the Swisscanto (LU) Fund, which it manages. The emergency organisation is proving very effective. All critical and key roles are secured. Key management company staff for the Swisscanto (LU) Fund are in a position to continue working without disruption. The presumably prolonged upheaval on the financial markets is likely to have a negative impact on performance. However, this cannot be quantified at the moment.

### Note 16: Classification according to SFDR Regulation (EU 2019/2088) (unaudited) Disclosures for sub-funds managed in accordance with the sustainable approach:
The sub-funds, which follow the sustainable approach and which include the name "Sustainable" in their name, have been actively managed by the asset manager of these sub-funds in accordance with Article 9 of Regulation 2019/2088 of the European Parliament and of the Council of 27 November 2019 concerning sustainability-related disclosure requirements in the financial services sector (hereinafter "SFDR").
Compliance with the requirements of Article 9 SFDR for these sub-funds has been achieved in that the asset manager has applied the criteria of the sustainable approach to 100% of the assets, excluding cash, when making investment decisions: (1) exclusion criteria, (2) ESG integration, (3) reduction in the CO2e intensity of the portfolio, and (4) positive contribution to the achievement of the UN Sustainable Development Goals (hereinafter "SDGs") and taxonomy compliant investments pursuant to Regulation (EU) 2020/852 of 18 June 2020 establishing a framework to facilitate sustainable investment (hereinafter "taxonomy").

### Exclusion criteria:

### The exclusion criteria applied to companies were as follows:
- Manufacturing of weapons and ammunition, including the following prohibited weapons:
	- Cluster bombs and ammunition
	- Anti-personnel mines and landmines
	- Biological and chemical weapons
	- Nuclear weapons systems
	- Nuclear weapons material
	- Enriched uranium
	- Dazzler weapons
	- Incendiary weapons

- Manufacturing of military technology
- Behavioural-based exclusions, incl. pursuant to SVVK-ASIR
- UN Global Compact violations
- Child labour
- Production of pornography
- Extraction of coal*
- Coal reserves*
- Extraction of oil*
- Extraction of natural gas*

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Notes on the annual report (cont.) as at 31 March 2022

### Note 16: Classification according to SFDR Regulation (EU 2019/2088) (unaudited) (cont.)
- Operation of fossil power plants*
- Conventional car manufacturers without a comprehensive transition strategy to use alternative climate-friendly drives*
- Aircraft manufacture
- Airlines
- Cruise companies
- Production of alcohol (> 5 % turnover)
- Production of tobacco and tobacco products
- Gambling (> 5% turnover)
- Operation of nuclear installations
- Extraction of uranium
- Production of nuclear reactors
- Genetic engineering: Release of GMOs
- Genetic engineering: Human medicine
- Non-sustainable fishing and fish farming
- Non-sustainable forest management
- Intensive livestock farmingThe exclusions for government issuers were as follows:
- Afghanistan
- Iran
- Sudan
- Angola
- Yemen
- South Sudan
- Equatorial Guinea
- Cuba
- Syria
- Guinea-Bissau
- Libya
- Chad
- Haiti
- North Korea
- Turkmenistan
- Iraq
- Somalia

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Notes on the annual report (cont.) as at 31 March 2022

### Note 16: Classification according to SFDR Regulation (EU 2019/2088) (unaudited) (cont.) Exclusion criteria:

### The exclusion criteria applied to companies were as follows:
- Manufacturing of weapons and ammunition, including the following prohibited weapons:
	- Cluster bombs and ammunition
	- Anti-personnel mines and landmines
	- Biological and chemical weapons
	- Nuclear weapons systems
	- Nuclear weapons material
	- Enriched uranium
	- Dazzler weapons
	- Incendiary weapons

- Manufacturing of military technology (> 5% sales)
- Behavioural-based exclusions, incl. pursuant to SVVK-ASIR
- UN Global Compact violations
- Child labour
- Production of pornography
- Extraction of coal (> 5% turnover)*
- Coal reserves (ex metal production)*The exclusions for government issuers were as follows:
- Afghanistan
- Iran
- Sudan
- Angola
- Yemen
- South Sudan
- Equatorial Guinea
- Cuba
- Syria
- Guinea-Bissau
- Libya
- Chad
- Haiti
- North Korea
- Turkmenistan
- Iraq
- Somalia*Green bonds and sustainable bonds do not have to be excluded. In the case of a green bond and a sustainable bond, the issuer must use the funds raised by the issue of the green bond or sustainable bond for a specific purpose. Green bonds are used to raise funds for specific activities to reduce or prevent negative impacts on the environment. Sustainable bonds are also used to raise funds for specific activities to reduce or prevent negative impacts on the environment, as well as to raise funds for specific activities to reduce or prevent negative impacts on society. Investments in green bonds or sustainable bonds thus contribute to a positive change in relation to the respective exclusion criterion.

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
# Swisscanto (LU)
## Notes on the annual report (cont.) as at 31 March 2022

### Note 16: Classification according to SFDR Regulation (EU 2019/2088) (unaudited) (cont.)

### and
- Venezuela
- Socio-economic risks


### Good corporate governance:
Where investments have been made in companies, those that have complied with the principles of good management have been selected. To achieve this, the companies have been chosen on the basis of indicators provided by third parties.

### ESG integration:

### In all the investment decisions made by the asset manager in managing the Responsible portfolios, ESG integration was part of the analysis and therefore of the investment process.

### Reduction of CO2e intensity:
The investment decisions made by the asset manager of the Responsible sub-funds in 2021 have led to a reduction in the CO2e intensity of the respective sub-fund portfolio compared to the set benchmark.

### Investments according to the taxonomy regulation:

### No targeted investments have been made in accordance with Regulation (EU) 2020/852 of 18 June 2020 establishing a framework to facilitate sustainable investment.

Translation (ENFR, 2022-03-31):
# Swisscanto (LU)
### Table des matières

#### Page
* Voir note 11
### Overview of the relevant categories
At regional level, emerging markets in Latin America were by far the best performing region, particularly in the last three and six months of the reporting period. Eastern Europe, the Middle East and Africa and Asia all underperformed emerging markets. At country level, India, Brazil, South Africa, Saudi Arabia, Mexico and Indonesia performed best in the twelve months to the end of March 2022. By contrast, Chinese equities suffered from a tighter regulatory regime, and South Korea was also among the countries posting below-average performance.
At sector level, financials, utilities, industrials and materials recorded positive absolute returns, while cyclical consumer goods, real estate, healthcare and communications services suffered above-average setbacks.

Translation (ENFR, 2022-03-31):
#### Revue des catégories pertinentes
Au niveau régional, les marchés émergents d’Amérique latine ont été de loin la région la plus performante, en particulier au cours des trois et six derniers mois de la période. L’Europe de l’Est, le Moyen-Orient et l’Afrique, ainsi que l’Asie ont enregistré des performances inférieures à celles des marchés émergents dans leur ensemble. Au niveau national, l’Inde, le Brésil, l’Afrique du Sud, l’Arabie saoudite, le Mexique et l’Indonésie ont le mieux performé sur la période de 12 mois se terminant fin mars 2022. En revanche, les actions chinoises ont souffert d’un régime réglementaire plus strict, et la Corée du Sud a également figuré parmi les pays dont les performances étaient inférieures à la moyenne.
Au niveau sectoriel, les valeurs financières, les services aux collectivités, les valeurs industrielles et les matériaux ont enregistré des rendements absolus positifs, tandis que les biens de consommation cycliques, l’immobilier, la santé et les services de communication ont essuyé des revers supérieurs à la moyenne.
### Swisscanto (LU) Portfolio Fund Sustainable Protection* General comments
The Swisscanto (LU) Portfolio Fund Dynamic 0-50 was repositioned as of 18/10/2021. The repositioned fund is now called Swisscanto (LU) Portfolio Fund Sustainable Protection. As part of the repositioning process, the following adjustments were made:
- No compliance with a target volatility of 5%.
- Introduction of a benchmark with a share ratio of 25%, a bond ratio of 70% and 5% liquidity.
- Conversion to the Swisscanto "sustainable" approach to sustainability.
- Introduction of a systematic collar strategy on the equity proportion in order to hedge equity tail risks.
- The collar strategy allows for a higher equity and a lower bond ratio than the benchmark but with a similar risk pro- file.

Translation (ENFR, 2022-03-31):
#### Swisscanto (LU) Portfolio Fund Sustainable Protection* Remarques générales
Le Swisscanto (LU) Portfolio Fund Dynamic 0-50 a été repositionné à la date de référence du 18.10.2021. Le Fonds nouvellement positionné porte désormais le nom Swisscanto (LU) Portfolio Fund Sustainable Protection. Dans le cadre du repositionnement, les ajustements suivants ont été effectués:
- Abandon du respect de l’objectif de volatilité de 5 %.
- Introduction d’un indice de référence avec une part d’actions de 25 %, une part d’obligations de 70 % et 5 % de liquidités.
- Passage à l’approche de durabilité « Sustainable » de Swisscanto.
- Mise en place d’une stratégie de Collar systématique sur la partie actions en vue de couvrir les risques de queue d’actions.
- La stratégie Collar permet une exposition plus élevée aux actions et plus faible aux obligations que l’indice de ré- férence, mais avec un profil de risque similaire.