# OYSTER
## Notes to the financial statements - Schedule of derivative
instruments
OPTIONS
As at 31/12/2021, the following option contracts were outstanding :

##### - Balanced Strategy Portfolio USD
Quantity Denomination	Currency
Purchase of options Listed options
Commitment* (in absolute value)
Market value
(in USD)
Unrealised (in USD)
Options on index
| 4.00 SP 500 | MAR 4500.0 31.03.22 PUT | USD | 0.00 | 33,416.00 | (30,664.00) |
| --- | --- | --- | --- | --- | --- |
| Total Purchase of options |  |  |  | 33,416.00 | (30,664.00) |


##### - European Corporate Bonds
Quantity Denomination	Currency
Purchase of options Listed options
Commitment* (in absolute value)
Market value
(in EUR)
Unrealised (in EUR)
Options on index
150.00 EURO STOXX 50 JAN 3750.0 21.01.22 PUT	EUR	0.00	7,500.00	(67,090.95)
Total Purchase of options	7,500.00	(67,090.95)

##### - European Subordinated Bonds
Quantity Denomination	Currency
Purchase of options Listed options
Commitment* (in absolute value)
Market value
(in EUR)
Unrealised (in EUR)
Options on index
400.00 EURO STOXX 50 JAN 3750.0 21.01.22 PUT	EUR	0.00	20,000.00	(178,909.20)
Total Purchase of options	20,000.00	(178,909.20)

##### - Growth Strategy Portfolio USD
Quantity Denomination	Currency
Purchase of options Listed options
Commitment* (in absolute value)
Market value
(in USD)
Unrealised (in USD)
Options on index
| 8.00 SP 500 | MAR 4500.0 31.03.22 PUT | USD | 0.00 | 66,832.00 | (61,328.00) |
| --- | --- | --- | --- | --- | --- |
| Total Purchase of options |  |  |  | 66,832.00 | (61,328.00) |

*Commitments amounts are zero as they relate to purchased options.
As at 31/12/2021, the following forward foreign exchange contracts were outstanding:
The contracts followed by * relate specifically to foreign exchange risk hedging of shares.

##### - Absolute Return GBP
| purchased | purchased | sale | sale | date | (in GBP) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| GBP | 4,534,259.73 | USD | 6,000,000.00 | 31/03/2022 | 102,648.68 | CACEIS Bank, Luxembourg Branch |
| GBP | 5,977,036.10 | EUR | 7,000,000.00 | 31/03/2022 | 86,686.68 | CACEIS Bank, Luxembourg Branch |
| GBP | 164,157.24 | CHF | 200,000.00 | 31/03/2022 | 1,653.43 | CACEIS Bank, Luxembourg Branch |
| GBP | 122,942.77 | CHF | 150,000.00 | 31/03/2022 | 1,065.38 | CACEIS Bank, Luxembourg Branch |
| GBP | 127,809.56 | EUR | 150,000.00 | 31/03/2022 | 1,588.38 | CACEIS Bank, Luxembourg Branch |
| GBP | 122,058.38 | CHF | 150,000.00 | 25/03/2022 | 208.65 | CACEIS Bank, Luxembourg Branch |
| GBP | 126,947.57 | EUR | 150,000.00 | 25/03/2022 | 749.92 | CACEIS Bank, Luxembourg Branch |
| GBP | 162,732.58 | CHF | 200,000.00 | 25/03/2022 | 266.31 | CACEIS Bank, Luxembourg Branch |
| EUR | 150,000.00 | GBP | 126,987.42 | 31/03/2022 | (769.73) | CACEIS Bank, Luxembourg Branch |
| CHF | 150,000.00 | GBP | 122,107.31 | 31/03/2022 | (232.79) | CACEIS Bank, Luxembourg Branch |
| CHF | 200,000.00 | GBP | 162,809.74 | 31/03/2022 | (310.38) | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 193,554.53 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised

##### - Balanced Strategy Portfolio USD
| Currency purchased | Quantity purchased | Currency sale | Quantity sale | Maturity date | Unrealised (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 5,072,351.89 | USD | 5,726,609.20 | 18/01/2022 | 43,264.84 | * CACEIS Bank, Luxembourg Branch |
| EUR | 10,719,511.01 | USD | 12,102,167.14 | 18/01/2022 | 91,432.51 | * CACEIS Bank, Luxembourg Branch |
| EUR | 302,240.00 | USD | 343,178.41 | 18/01/2022 | 623.99 | * CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 135,321.34 |  |
| OYSTER | - Euro Fixed Income |  |  |  |  |  |
| Currency | Quantity | Currency | Quantity | Maturity | Unrealised |  |
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| CHF | 723,196.59 | EUR | 694,857.52 | 18/01/2022 | 3,164.89 | * CACEIS Bank, Luxembourg Branch |
| EUR | 4,599,481.16 | USD | 5,200,000.00 | 31/03/2022 | 35,175.04 | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 38,339.93 |  |
| OYSTER | - Europe |  |  |  |  |  |
| Currency | Quantity | Currency | Quantity | Maturity | Unrealised |  |
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| CHF | 292,001.04 | EUR | 280,558.73 | 18/01/2022 | 1,277.87 | * CACEIS Bank, Luxembourg Branch |
| CHF | 17,368.89 | EUR | 16,759.78 | 18/01/2022 | 4.51 | * CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 1,282.38 |  |

OYSTER - European Subordinated Bonds
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| CHF | 262,808.05 | EUR | 252,509.69 | 18/01/2022 | 1,150.12 | * CACEIS Bank, Luxembourg Branch |
| EUR | 6,106,735.11 | USD | 6,900,000.00 | 25/03/2022 | 49,397.89 | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 50,548.01 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised

##### - Global Convertibles
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| USD | 3,578,015.01 | EUR | 3,169,386.06 | 18/01/2022 | (23,918.42) | * CACEIS Bank, Luxembourg Branch |
| CHF | 4,190,618.06 | EUR | 4,026,405.15 | 18/01/2022 | 18,339.22 | * CACEIS Bank, Luxembourg Branch |
| EUR | 205,069.87 | CHF | 213,723.82 | 18/01/2022 | (1,214.22) | * CACEIS Bank, Luxembourg Branch |

Currency
Quantity Currency
Quantity
Maturity
Unrealised

##### - Global Convertibles
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 751,158.52 | CHF | 780,000.00 | 28/01/2022 | (1,733.36) | CACEIS Bank, Luxembourg Branch |
| EUR | 1,478,037.03 | GBP | 1,246,000.00 | 28/01/2022 | (5,218.07) | CACEIS Bank, Luxembourg Branch |
| EUR | 1,579,761.69 | HKD | 13,975,000.00 | 28/01/2022 | 4,193.11 | CACEIS Bank, Luxembourg Branch |
| EUR | 7,188,655.29 | JPY | 936,200,000.00 | 28/01/2022 | 41,699.84 | CACEIS Bank, Luxembourg Branch |
| EUR | 44,770,421.96 | USD | 50,772,000.00 | 28/01/2022 | 145,277.82 | CACEIS Bank, Luxembourg Branch |
| EUR | 264,267.84 | HKD | 2,340,000.00 | 28/01/2022 | 451.59 | CACEIS Bank, Luxembourg Branch |
| USD | 300,000.00 | EUR | 264,159.20 | 28/01/2022 | (479.13) | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 177,398.38 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised

##### - Global Diversified Income
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| CHF | 8,812,040.25 | USD | 9,558,284.17 | 18/01/2022 | 116,614.71 | * CACEIS Bank, Luxembourg Branch |
| EUR | 12,834,808.24 | USD | 14,490,305.98 | 18/01/2022 | 109,475.03 | * CACEIS Bank, Luxembourg Branch |
| EUR | 16,212,247.41 | USD | 18,303,384.14 | 18/01/2022 | 138,283.04 | * CACEIS Bank, Luxembourg Branch |
| EUR | 5,472,896.48 | USD | 6,178,818.03 | 18/01/2022 | 46,681.30 | * CACEIS Bank, Luxembourg Branch |
| EUR | 40,810,822.64 | USD | 46,074,806.60 | 18/01/2022 | 348,097.62 | * CACEIS Bank, Luxembourg Branch |
| USD | 3,368,040.81 | CHF | 3,100,000.00 | 31/03/2022 | (42,038.84) | CACEIS Bank, Luxembourg Branch |
| USD | 793,843.26 | GBP | 600,000.00 | 31/03/2022 | (18,517.08) | CACEIS Bank, Luxembourg Branch |
| USD | 22,601,216.00 | EUR | 20,000,000.00 | 31/03/2022 | (183,633.37) | CACEIS Bank, Luxembourg Branch |
| USD | 22,681,560.00 | EUR | 20,000,000.00 | 25/03/2022 | (100,248.05) | CACEIS Bank, Luxembourg Branch |
| USD | 3,380,382.07 | CHF | 3,100,000.00 | 25/03/2022 | (29,127.08) | CACEIS Bank, Luxembourg Branch |
| EUR | 20,000,000.00 | USD | 22,689,430.00 | 31/03/2022 | 95,753.23 | CACEIS Bank, Luxembourg Branch |
| GBP | 600,000.00 | USD | 804,055.92 | 31/03/2022 | 8,297.14 | CACEIS Bank, Luxembourg Branch |
| USD | 803,972.46 | GBP | 600,000.00 | 25/03/2022 | (8,408.05) | CACEIS Bank, Luxembourg Branch |
| CHF | 3,100,000.00 | USD | 3,381,655.37 | 31/03/2022 | 28,521.60 | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 509,751.20 |  |

Currency
Quantity Currency
Quantity
Maturity
Unrealised

##### - Japan Opportunities
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in JPY)	Counterparty
USD			 1,997.59	 JPY			 226,389.00 18/01/2022			 3,609 * CACEIS Bank, Luxembourg Branch CHF			1,392.71	JPY			171,155.00 18/01/2022			4,231 * CACEIS Bank, Luxembourg Branch USD		11,006.23	 JPY		1,247,347.00 18/01/2022		19,887 * CACEIS Bank, Luxembourg Branch USD			 4,793.85	 JPY			 543,292.00 18/01/2022			 8,662 * CACEIS Bank, Luxembourg Branch EUR	2,868,701.49	 JPY	367,527,994.00  18/01/2022	5,977,656 * CACEIS Bank, Luxembourg Branch
EUR				1.36	 JPY				174.00 18/01/2022					3 * CACEIS Bank, Luxembourg Branch EUR		116,226.68	JPY		14,890,555.00 18/01/2022			242,188 * CACEIS Bank, Luxembourg Branch EUR			16,384.89	JPY			2,099,175.00 18/01/2022				34,142 * CACEIS Bank, Luxembourg Branch EUR	68,703,762.97	JPY	8,813,353,066.00 18/01/2022	131,894,016 * CACEIS Bank, Luxembourg Branch USD			55,305.22	 JPY			6,275,760.00 18/01/2022				91,964 * CACEIS Bank, Luxembourg Branch EUR	16,046,093.95	JPY	2,058,400,955.00 18/01/2022		30,804,481 * CACEIS Bank, Luxembourg Branch USD		306,158.47	JPY		34,741,332.00 18/01/2022			509,097 * CACEIS Bank, Luxembourg Branch USD		132,805.07	JPY		15,070,055.00 18/01/2022			220,836 * CACEIS Bank, Luxembourg Branch EUR      414,308.44    JPY     53,147,694.00  18/01/2022       795,368 * CACEIS Bank, Luxembourg Branch EUR      3,233,839.71    JPY     414,838,575.00  18/01/2022      6,208,162 * CACEIS Bank, Luxembourg Branch
EUR						37.91	 JPY							4,863.00 18/01/2022				73 * CACEIS Bank, Luxembourg Branch CHF					38,664.60	JPY			4,759,226.00 18/01/2022			109,874 * CACEIS Bank, Luxembourg Branch EUR					 79,632.51	 JPY	10,213,268.00 18/01/2022			 154,905 * CACEIS Bank, Luxembourg Branch JPY				196,175.00   USD						1,726.83 18/01/2022			 (2,648) * CACEIS Bank, Luxembourg Branch JPY				471,602.00   USD						4,151.28 18/01/2022			 (6,369) * CACEIS Bank, Luxembourg Branch JPY			1,095,155.00   USD						9,640.11 18/01/2022		(14,790) * CACEIS Bank, Luxembourg Branch JPY				153,112.00   CHF						1,240.54 18/01/2022			 (3,112) * CACEIS Bank, Luxembourg Branch JPY			2,163,466.00   EUR					16,859.80 18/01/2022		(31,684) * CACEIS Bank, Luxembourg Branch JPY	242,515,209.00   EUR		1,889,910.53 18/01/2022	(3,551,607) * CACEIS Bank, Luxembourg Branch JPY		13,512,931.00   EUR				105,305.69 18/01/2022     (197,896) * CACEIS Bank, Luxembourg Branch JPY     50,955,090.00   EUR       397,090.81  18/01/2022      (746,230) * CACEIS Bank, Luxembourg Branch
JPY		154.00   EUR		1.20 18/01/2022			(2) * CACEIS Bank, Luxembourg Branch USD	36,697.86	JPY	 4,191,630.00 18/01/2022	33,683 * CACEIS Bank, Luxembourg Branch EUR	11,185.74	JPY	1,451,388.00  18/01/2022		4,998 * CACEIS Bank, Luxembourg Branch

##### - Japan Opportunities
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in JPY)	Counterparty
EUR	362,982.43	JPY	47,151,164.00 18/01/2022	109,239 * CACEIS Bank, Luxembourg Branch USD			7,883.64	JPY		905,988.00 18/01/2022			1,717 * CACEIS Bank, Luxembourg Branch EUR		80,275.33	JPY	10,427,709.00  18/01/2022		24,159 * CACEIS Bank, Luxembourg Branch
CHF			933.61	JPY		117,003.00 18/01/2022		568 * CACEIS Bank, Luxembourg Branch USD		3,265.86	JPY		375,313.00 18/01/2022		711 * CACEIS Bank, Luxembourg Branch EUR				0.91	JPY			118.00 18/01/2022			0 * CACEIS Bank, Luxembourg Branch USD		1,361.36	JPY		156,447.00 18/01/2022		297 * CACEIS Bank, Luxembourg Branch EUR	1,875,101.84	JPY	243,574,416.00  18/01/2022	564,311 * CACEIS Bank, Luxembourg Branch
173,264,499

##### - Multi-Asset Absolute Return EUR
Currency
Quantity Currency
Quantity
Maturity
Unrealised
| purchased | purchased | sale | sale | date | (in EUR) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| JPY | 104,236,334.00 | EUR | 813,488.70 | 18/01/2022 | (17,651.57) | * CACEIS Bank, Luxembourg Branch |
| EUR | 961,229.85 | CHF | 1,000,000.00 | 31/03/2022 | (4,357.83) | CACEIS Bank, Luxembourg Branch |
| EUR | 17,700,101.86 | USD | 20,000,000.00 | 31/03/2022 | 145,096.02 | CACEIS Bank, Luxembourg Branch |
| EUR | 234,220.45 | GBP | 200,000.00 | 31/03/2022 | (3,471.78) | CACEIS Bank, Luxembourg Branch |
| CHF | 1,000,000.00 | EUR | 961,751.34 | 31/03/2022 | 3,838.50 | CACEIS Bank, Luxembourg Branch |
| EUR | 961,303.31 | CHF | 1,000,000.00 | 25/03/2022 | (4,249.03) | CACEIS Bank, Luxembourg Branch |
| EUR | 236,264.97 | GBP | 200,000.00 | 25/03/2022 | (1,463.16) | CACEIS Bank, Luxembourg Branch |
| GBP | 200,000.00 | EUR | 236,325.89 | 31/03/2022 | 1,358.72 | CACEIS Bank, Luxembourg Branch |
| EUR | 17,629,391.58 | USD | 20,000,000.00 | 25/03/2022 | 71,773.31 | CACEIS Bank, Luxembourg Branch |
| USD | 20,000,000.00 | EUR | 17,633,945.91 | 31/03/2022 | (78,676.78) | CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 112,196.40 |  |


##### - Stable Return
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
EUR				8,677.77   USD					9,846.94 18/01/2022				24.15 * CACEIS Bank, Luxembourg Branch EUR				8,230.88   USD					9,315.72 18/01/2022				47.03 * CACEIS Bank, Luxembourg Branch CHF		163,839.64   USD			177,714.33 18/01/2022		2,168.18 * CACEIS Bank, Luxembourg Branch CHF	4,164,631.44   USD		4,517,311.50 18/01/2022	55,112.92 * CACEIS Bank, Luxembourg Branch EUR	 5,963,061.48   USD		 6,732,206.96 18/01/2022	 50,862.19 * CACEIS Bank, Luxembourg Branch EUR	 9,343,696.72   USD	10,548,893.44 18/01/2022	 79,697.45 * CACEIS Bank, Luxembourg Branch EUR		 146,440.12   USD			 165,328.70 18/01/2022		 1,249.07 * CACEIS Bank, Luxembourg Branch EUR			48,654.18   USD				55,076.48 18/01/2022			268.36 * CACEIS Bank, Luxembourg Branch CHF		282,242.75   USD			306,987.48 18/01/2022		2,891.96 * CACEIS Bank, Luxembourg Branch EUR			29,776.50   USD				33,725.46 18/01/2022			145.74 * CACEIS Bank, Luxembourg Branch EUR			23,765.61    USD				26,862.15  18/01/2022        171.58 * CACEIS Bank, Luxembourg Branch
192,638.63
| OYSTER | - Sustainable Europe |  |
| --- | --- | --- |
| Currency purchased | Quantity C purchased | urrency sale | Quantity sale | Maturity date | Unrealised (in EUR) | Counterparty |
| GBP | 180,217.21 | EUR | 211,324.86 | 18/01/2022 | 3,255.95 | * CACEIS Bank, Luxembourg Branch |
| USD | 2,231,346.27 | EUR | 1,976,514.28 | 18/01/2022 | (14,916.17) | * CACEIS Bank, Luxembourg Branch |
| CHF | 5,500,259.98 | EUR | 5,284,727.65 | 18/01/2022 | 24,070.55 | * CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 12,410.33 |  |


##### - US Core Plus
| purchased | purchased | sale | sale | date | (in USD) | Counterparty |
| --- | --- | --- | --- | --- | --- | --- |
| EUR | 25,233,307.77 | USD | 28,488,025.97 | 18/01/2022 | 215,228.56 | * CACEIS Bank, Luxembourg Branch |
| EUR | 4,295,629.34 | USD | 4,849,701.09 | 18/01/2022 | 36,639.75 | * CACEIS Bank, Luxembourg Branch |

Currency
Quantity Currency
Quantity
Maturity
Unrealised

##### - US Core Plus
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
EUR	674,605.18	USD	763,652.39  18/01/2022	3,720.81 * CACEIS Bank, Luxembourg Branch
255,589.12

##### - US High Yield
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
CHF		1,189,856.66   USD		1,290,619.17 18/01/2022		15,746.05 * CACEIS Bank, Luxembourg Branch CHF	13,141,970.24   USD	14,254,892.46 18/01/2022	173,915.12 * CACEIS Bank, Luxembourg Branch EUR		1,331,211.26   USD		1,502,917.54 18/01/2022		11,354.63 * CACEIS Bank, Luxembourg Branch EUR		2,275,469.86   USD		2,568,971.34 18/01/2022		19,408.72 * CACEIS Bank, Luxembourg Branch EUR			271,467.93    USD			306,483.22  18/01/2022			2,315.50 * CACEIS Bank, Luxembourg Branch
222,740.02

##### - US Small and Mid Company Growth
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
EUR			45,487.39   USD			51,623.59 18/01/2022				118.98 * CACEIS Bank, Luxembourg Branch EUR			37,273.08   USD			42,294.96 18/01/2022				103.71 * CACEIS Bank, Luxembourg Branch EUR		 320,996.97   USD		 364,299.14 18/01/2022				839.58 * CACEIS Bank, Luxembourg Branch CHF		228,294.95   USD		247,081.82 18/01/2022			3,567.35 * CACEIS Bank, Luxembourg Branch CHF	3,767,868.61   USD	4,086,948.98 18/01/2022	 49,844.13 * CACEIS Bank, Luxembourg Branch EUR		 830,950.98   USD		 938,131.19 18/01/2022			 7,087.63 * CACEIS Bank, Luxembourg Branch EUR	 5,873,131.32   USD	 6,630,677.16 18/01/2022		50,095.12 * CACEIS Bank, Luxembourg Branch USD		 219,593.19   CHF		 202,646.09 18/01/2022	(2,894.58) * CACEIS Bank, Luxembourg Branch USD			52,380.25   EUR			46,505.04 18/01/2022			 (519.91) * CACEIS Bank, Luxembourg Branch USD		 350,852.65    EUR		 311,499.38  18/01/2022	(3,482.42) * CACEIS Bank, Luxembourg Branch
104,759.59

##### - US Value
Currency
Quantity Currency
Quantity
Maturity
Unrealised
purchased
purchased
sale
sale
date
(in USD)	Counterparty
| EUR | 74,226.23 | USD | 83,812.92 | 18/01/2022 | 620.50 | * CACEIS Bank, Luxembourg Branch |
| --- | --- | --- | --- | --- | --- | --- |
| CHF | 517,019.75 | USD | 560,803.35 | 18/01/2022 | 6,842.01 | * CACEIS Bank, Luxembourg Branch |
| EUR | 1,357,981.78 | USD | 1,533,141.06 | 18/01/2022 | 11,582.96 | * CACEIS Bank, Luxembourg Branch |
| EUR | 20,770,131.80 | USD | 23,449,167.25 | 18/01/2022 | 177,159.71 | * CACEIS Bank, Luxembourg Branch |
| EUR | 4,885,944.33 | USD | 5,516,157.86 | 18/01/2022 | 41,674.87 | * CACEIS Bank, Luxembourg Branch |
| EUR | 1,182,251.38 | USD | 1,334,524.18 | 18/01/2022 | 10,303.96 | * CACEIS Bank, Luxembourg Branch |
|  |  |  |  |  | 248,184.01 |  |

As at 31/12/2021, the following future contracts were outstanding :

##### - Absolute Return GBP
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in GBP)
(in absolute value)
Unrealised (in GBP)
Broker
| (20) EURO BUND FUTURE 03/22 | EUR | 1,713,086.26 | 52,726.88 | Morgan Stanley London |
| --- | --- | --- | --- | --- |
| (13) LONG GILT FUTURE-LIF 03/22 | GBP | 1,728,291.50 | 8,580.00 | Morgan Stanley London |
| (15) US 10YR ULTRA (CBOT) 03/22 | USD | 1,083,231.29 | (25,177.34) | Morgan Stanley London |
|  |  |  | 36,129.54 |  |


##### - Euro Fixed Income
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| (45) EURO BUND FUTURE 03/22 | EUR | 4,590,810.00 | 141,300.00 | Morgan Stanley London |
| --- | --- | --- | --- | --- |
| (30) US 10YR ULTRA (CBOT) 03/22 | USD | 2,580,350.86 | (59,974.61) | Morgan Stanley London |
|  |  |  | 81,325.39 |  |


##### - Global Diversified Income
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| (30) | EURO BUND FUTURE 03/22 | EUR | 3,480,446.09 | 107,124.24 | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| (40) | US 10YR ULTRA (CBOT) 03/22 | USD | 3,912,500.00 | (90,937.50) | Morgan Stanley London |
|  |  |  |  | 16,186.74 |  |

Futures on index
| 69 | DJ EURO STOXX 50 03/22 | EUR | 3,372,824.78 | 63,754.28 | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 135 | EURO STOX BANK IDX 03/22 | EUR | 770,987.48 | 36,998.80 | Morgan Stanley London |
| 10 | FTSE 100 INDEX 03/22 | GBP | 992,002.48 | 14,018.60 | Morgan Stanley London |
| 12 | NIKKEI 225 (OSAKA) 03/22 | JPY | 2,999,088.53 | 25,009.77 | Morgan Stanley London |
| 55 | S&P 500 EMINI INDEX 03/22 | USD | 13,106,995.00 | 150,700.00 | Morgan Stanley London |
|  |  |  |  | 290,481.45 |  |


##### - Japan Opportunities
Quantity (purchase/(sale)) Denomination
Futures on index
Currency
Commitment
(in JPY)
(in absolute value)
Unrealised (in JPY)
Broker
25 TOPIX (OSE) 03/22
JPY	498,250,000
2,875,000
2,875,000
Morgan Stanley London

##### - Multi-Asset Absolute Return EUR
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in EUR)
(in absolute value)
Unrealised (in EUR)
Broker
| (65) EURO BUND FUTURE 03/22 | EUR | 6,631,170.00 | 204,100.00 | Morgan Stanley London |
| --- | --- | --- | --- | --- |
| (50) US 10YR ULTRA (CBOT) 03/22 | USD | 4,300,584.77 | (99,957.69) | Morgan Stanley London |
|  |  |  | 104,142.31 |  |


##### - Stable Return
Quantity (purchase/(sale)) Denomination
Futures on bonds
Currency
Commitment
(in USD)
(in absolute value)
Unrealised (in USD)
Broker
| 11 | US TREASURY BOND 03/22 | USD | 1,601,875.00 | 4,843.75 | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| (14) | US TREASURY BOND 03/22 | USD | 2,038,750.00 | (28,000.00) | Morgan Stanley London |
| 5 | US 10 YEARS NOTE 03/22 | USD | 555,976.57 | (546.88) | Morgan Stanley London |
| (100) | US 2 YEARS NOTE- CBT 03/22 | USD | 20,748,046.80 | 5,851.57 | Morgan Stanley London |
|  |  |  |  | (17,851.56) |  |

Futures on index
| 17 | EM RUSS 2000 03/22 | USD | 1,908,516.05 | 23,368.20 | Morgan Stanley London |
| --- | --- | --- | --- | --- | --- |
| 36 | MINI MSCI EAFE 03/22 | USD | 4,204,922.40 | 53,996.21 | Morgan Stanley London |
| (50) | MINI MSCI EMG MKT 03/22 | USD | 3,080,020.00 | 20,857.99 | Morgan Stanley London |
| 12 | MINI MSCI EMG MKT 03/22 | USD | 739,204.80 | (268.75) | Morgan Stanley London |
| 8 | NASDAQ 100 E-MINI 03/22 | USD | 2,611,212.80 | 27,574.56 | Morgan Stanley London |
| 9 | S&P MID 400 EMINI 03/22 | USD | 2,557,800.00 | 60,168.51 | Morgan Stanley London |
| 8 | S&P 500 EMINI INDEX 03/22 | USD | 1,906,472.00 | 38,293.77 | Morgan Stanley London |
|  |  |  |  | 223,990.49 |  |

Futures on currency
| (31) DOLLAR INDEX (FNX) 03/22 | USD | 2,963,383.00 | 19,975.21 | Morgan Stanley London |
| --- | --- | --- | --- | --- |
| (32) EUR/USD (CME) 03/22 | USD | 4,548,800.00 | (44,782.13) | Morgan Stanley London |
| (82) JPN YEN CURR FUT 03/22 | USD | 121,752,652.55 | 102,575.00 | Morgan Stanley London |
| (13) USD/AUD (CME) 03/22 | USD | 945,152.32 | (19,127.90) | Morgan Stanley London |
| 10 USD/CAD (CME) 03/22 | USD | 791,646.36 | (303.00) | Morgan Stanley London |
| (8) USD/CAD (CME) 03/22 | USD | 633,317.09 | (9,075.00) | Morgan Stanley London |
|  |  |  | 49,262.18 |  |

Translation (ENDE, 2021-12-31):
# OYSTER
## Konsolidiert
OYSTER
Konsolidiert

###### Nettovermögensaufstellung zum 31/12/2021
Zusammensetzung des Nettofondsvermögens zum 31/12/2021
Ausgedrückt in USD
| Aktiva |  | 2.050.741.605,53 |
| --- | --- | --- |
| Wertpapierbestand zum Marktwert | Erläut. 2 | 1.958.135.042,67 |
| Nicht realisierter Gewinn auf das Anlagevermögen |  | 81.393.966,12 |
| Gekaufte Optionen zum Marktwert | Erläut. 2 | 131.521,00 |
| Bareinlagen bei Banken und Barmittel |  | 73.437.184,67 |
| Festgelder |  | 4.100.000,00 |
| Zinsguthaben | Erläut. 2 | 5.067.813,26 |
| Forderungen aus Verkauf von Wertpapieren |  | 188.818,30 |
| Forderungen aus Zeichnungen |  | 2.706.660,28 |
| Guthaben aus Dividenden | Erläut. 2 | 545.924,57 |
| Nicht realisierter Nettogewinn aus Devisentermingeschäften | Erläut. 2 | 3.881.755,54 |
| Nicht realisierter Nettogewinn aus Termingeschäften | Erläut. 2 | 846.885,49 |
| Forderungen aus Spot Austausch |  | 12.931,12 |
| Sonstige Aktiva |  | 1.687.068,63 |
| Passiva |  | 9.477.276,52 |
| Verbindlichkeiten aus Kauf von Wertpapieren |  | 5.017.942,77 |
| Leistungsabhängige Gebühren | Erläut. 4 | 1.524,46 |
| Verbindlichkeiten aus Rücknahmen | Erläut. 2 | 1.750.857,62 |
| Anfallende Verwaltungsgebühr | Erläut. 3 | 1.677.572,56 |
| Verbindlichkeiten aus Spot Austausch |  | 12.947,65 |
| Sonstige Passiva |  | 1.016.431,46 |
| Nettovermögen |  | 2.041.264.329,01 |

Die beiliegenden Erläuterungen sind integraler Bestandteil dieses Berichtes
OYSTER
Konsolidiert
Ertrags- und Aufwandsrechnung sowie Entwicklung des Nettofondsvermögens vom 01/01/2021 bis 31/12/2021
Ausgedrückt in USD
| Erträge |  | 36.213.306,16 |
| --- | --- | --- |
| Nettodividenden | Erläut. 2 | 18.676.019,10 |
| Nettozinsen auf Renten |  | 17.395.174,76 |
| Bankzinsen bei Sicht |  | 35.441,15 |
| Zinsen aus Termineinlagen |  | 4.281,01 |
| Sonstige Erträge aus Finanzgeschäften | Erläut. 7 | 52.044,78 |
| Sonstige Erträge |  | 50.345,36 |
| Ausgaben |  | 29.879.061,57 |
| Verwaltungsgebühr | Erläut. 3 | 19.018.802,28 |
| Depotbankgebühren | Erläut. 6 | 262.413,91 |
| Taxe d'abonnement | Erläut. 5 | 583.375,17 |
| Verwaltungsaufwendungen | Erläut. 3 | 3.843.138,75 |
| Erfolgsabhängige Prämie | Erläut. 4 | 1.524,46 |
| Bankzinsen |  | 414.709,41 |
| Rechtskosten |  | 472.111,27 |
| Transaktionskosten | Erläut. 8 | 1.603.310,53 |
| Sonstige Ausgaben | Erläut. 10 | 3.679.675,79 |
| Erträge aus Anlagen |  | 6.334.244,59 |
| Realisierter Nettogewinn / -verlust aus: - Verkäufen von Wertpapieranlagen | Erläut. 2 | 109.941.905,35 |
| - Optionen | Erläut. 2 | (3.706.655,77) |
| - Devisentermingeschäften | Erläut. 2 | (18.156.636,93) |
| - Termingeschäften | Erläut. 2 | 8.994.051,18 |
| - Devisengeschäften | Erläut. 2 | (1.151.702,20) |
| Realisierter Nettogewinn |  | 102.255.206,22 |
| Veränderung des nicht realisierten Nettogewinns / -verlustes aus: - Wertpapieranlagen |  | 15.589.203,08 |
| - Optionen |  | (371.743,37) |
| - Devisentermingeschäften |  | 853.641,16 |
| - Termingeschäften |  | 47.867,31 |
| Nettovermögenszunahme durch Geschäftstätigkeit |  | 118.374.174,40 |
| Dividendenausschüttungen | Erläut. 9 | (222.465,43) |
| Zeichnung von thesaurierenden Aktien |  | 714.388.798,14 |
| Zeichnungen von Anteilen mit Ausschüttung |  | 15.219.191,90 |
| Rücknahme von thesaurierenden Aktien |  | (530.275.979,33) |
| Rücknahmen von Anteilen mit Ausschüttung |  | (18.860.525,19) |
| Erhöhung des Nettovermögens | 298.623.194,49 |
| Neubewertung der Eröffnungsbilanz | (106.911.213,48) |
| Nettovermögen zu Beginn des Jahres | 1.849.552.348,00 |
| Nettovermögen am Ende des Jahres | 2.041.264.329,01 |