# Unaudited supplementary information for the financial year ended 31 July 2021 (continued)
Appendix 2: Remuneration Policy
The Company has adopted a remuneration policy (the "Remuneration Policy") in accordance with the remuneration requirements of the UCITS Regulations. These provisions require Management Companies and self-managed UCITS to establish and apply remuneration policies and practices that promote sound and effective risk management, and do not encourage risk taking which is inconsistent with the risk profile of the UCITS. The Remuneration Policy sets out practices for those receiving total remuneration whose professional activities have a material impact on the risk profile of the Company, that are consistent with and promote sound and effective risk management and do not encourage risk-taking which is inconsistent with the risk profiles, rules or constitutional document of the Company.
The Company shall apply the provisions of its remuneration policy to its ‘Identified Staff’ being “those categories of staff, including senior management, risk takers and control functions receiving total remuneration that falls within the remuneration bracket of senior management and risk takers whose professional activities have a material impact on the risk profiles of the management companies or of the UCITS that they manage”.
The Company has determined that the following staff members would fall within the definition of “Identified Staff”:
- Members of the Board of Directors
The Company must comply with the UCITS Directive remuneration principles in a way and to the extent that is appropriate to its size, its internal organisation and the nature scope and complexity of its activities. The Directors who are not employees of the investment manager of the Company receive a fixed annual fee for their services as disclosed in the prospectus of the Company and do not receive performance-based remuneration therefore avoiding a potential conflict of interest.
The Company does not pay any variable remuneration to any of its Identified Staff. Accordingly, the principles in respect of
variable remuneration as outlined in the UCITS Directive are not applicable.
In accordance with paragraph 16 of the Guidelines on Sound Remuneration Policies under the UCITS Directive ESMA 2016/575 (the “ESMA Guidelines”), the Company will ensure that (a) the Identified Staff of any investment manager appointed by it to discharge investment management functions (including risk management) are subject to regulatory requirements on remuneration which are equally as effective as those applicable under the ESMA Guidelines or (b) contractual arrangements are in place between the Company and the relevant investment manager in order to ensure that there is no circumvention of the remuneration rules set down in the ESMA Guidelines. The Company has received appropriate confirmation that its delegate, the Investment Manager, is subject to regulatory requirements on remuneration which are equally as effective as those applicable under the ESMA Guidelines.
The Company does not pay any fixed or variable remuneration to identified staff of the Investment Managers.

Translation (ENDE, 2021-07-31):
# Ungeprüfte ergänzende Informationen für das Geschäftsjahr zum 31. Juli 2021 (Fortsetzung)
Anhang 1: Wertpapierfinanzierungsgeschäfte und Weiterverwendung (Fortsetzung)
Aggregierte Transaktionsdaten
Art und Währung der Sicherheiten
Es werden Sicherheiten für Total Return Swaps gehalten.
Art der Sicherheit: Staatsanleihen (2.978), Barmittel (null) (Tsd.) USD
Fälligkeit
Die Fälligkeiten aller Total Return Swaps nach Kontrahenten sind im Anlagenverzeichnis für den jeweiligen Teilfonds offengelegt.
Total Return Swaps (TRS)	Länder der
| Emerging Markets Equity Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| --- | --- | --- |
| MS Swiss Life Multi-Asset Protected Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| MS Scientific Beta Global Equity Factors UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| MSCI Emerging Markets ESG Equity Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| MS Scientific Beta US Equity Factors UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| Smartfund 80% Protected Balanced Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| Smartfund 80% Protected Growth Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| 80% Protected Index Portfolio | Vereinigtes Königreich, USA | OTC-Derivate* |
| Smartfund Growth Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| Smartfund Cautious Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| Smartfund Balanced Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| Cautious 85% Protected Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| Equity Risk Managed Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| Moderate 80% Protected Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| SciBeta HFE Europe Equity 6F EW UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| SciBeta HFE EM Equity 6F EW UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| SciBeta HFE US Equity 6F EW UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| SciBeta HFE Japan Equity 6F EW UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| SciBeta HFE Pacific ex-Jap Equity 6F EW UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| Morgan Stanley RADAR ex Agriculture & Livestock Fund | Vereinigtes Königreich, USA | OTC-Derivate* |
| ACUMEN Capital Protection Portfolio | Vereinigtes Königreich, USA | OTC-Derivate* |
| ACUMEN Income - Protection Portfolio | Vereinigtes Königreich, USA | OTC-Derivate* |
| Movestic Avancera 75 | Vereinigtes Königreich, USA | OTC-Derivate* |
| Movestic Avancera 85 | Vereinigtes Königreich, USA | OTC-Derivate* |
| ACUMEN ESG Protection Portfolio | Vereinigtes Königreich, USA | OTC-Derivate* |
| Pergola 90 | Vereinigtes Königreich, USA | OTC-Derivate* |
| SciBeta HFI US Equity 6F EW (USD) UCITS ETF | Vereinigtes Königreich, USA | OTC-Derivate* |
| Zebra Kante™ 80 Protect | Vereinigtes Königreich, USA | OTC-Derivate* |
| Morgan Stanley Alpha Tracker UCITS Fund * OTC-Derivate werden über bilaterale Kontrakte abgeschlossen. | Vereinigtes Königreich, USA | OTC-Derivate* |

Kontrahenten
Abwicklung und Clearing