SWISSCANTO (LU) PORTFOLIO FUND

Transcription

1 SWISSCANTO (LU) PORTFOLIO FUND Investment fund under Luxembourg law Unaudited semi-annual report Management Company: S MANAGEMENT COMPANY S.A. Custodian bank: RBC Dexia Investor Services Bank S.A. R.C.S. B No subscriptions may be received on the basis of the annual and semi-annual reports. Subscriptions may only be made on the basis of the current sales prospectus enclosed with the most recent annual report and, if appropriate, the most recent semi-annual report.

2 Page 2 Contents Page Administration and Corporate Bodies 4 General Information 7 Statement of Net Assets 1 Income and Expense Statement and other Changes to Net Assets 14 Evolution of Shares in Circulation for the period ended 3 September Statistics 23 Swisscanto (LU) Portfolio Fund Income 28 Investment portfolio 28 Geographic and economic composition of Investment portfolio 33 Swisscanto (LU) Portfolio Fund Yield 34 Investment portfolio 34 Geographic and economic composition of Investment portfolio 47 Swisscanto (LU) Portfolio Fund Balanced 48 Investment portfolio 48 Geographic and economic composition of Investment portfolio 6 Swisscanto (LU) Portfolio Fund Growth 61 Investment portfolio 61 Geographic and economic composition of Investment portfolio 72 Swisscanto (LU) Portfolio Fund Equity 73 Investment portfolio 73 Geographic and economic composition of Investment portfolio 8 Swisscanto (LU) Portfolio Fund Yield (EUR) 81 Investment portfolio 81 Geographic and economic composition of Investment portfolio 91 Swisscanto (LU) Portfolio Fund Balanced (EUR) 92 Investment portfolio 92 Geographic and economic composition of Investment portfolio 11 Swisscanto (LU) Portfolio Fund Growth (EUR) 12 Investment portfolio 12 Geographic and economic composition of Investment portfolio 111 Swisscanto (LU) Portfolio Fund Green Invest Income 112 Investment portfolio 112 Geographic and economic composition of Investment portfolio 117 Swisscanto (LU) Portfolio Fund Green Invest Income (EUR) 118 Investment portfolio 118 Geographic and economic composition of Investment portfolio 121 Swisscanto (LU) Portfolio Fund Green Invest Yield 122 Investment portfolio 122 Geographic and economic composition of Investment portfolio 128 Swisscanto (LU) Portfolio Fund Green Invest Yield (EUR) 129 Investment portfolio 129 Geographic and economic composition of Investment portfolio 134 Swisscanto (LU) Portfolio Fund Green Invest Balanced 135 Investment portfolio 135

3 Page 3 Contents (cont.) Page Geographic and economic composition of Investment portfolio 141 Swisscanto (LU) Portfolio Fund Green Invest Balanced (EUR) 142 Investment portfolio 142 Geographic and economic composition of Investment portfolio 148 Swisscanto (LU) Portfolio Fund Green Invest Equity 149 Investment portfolio 149 Geographic and economic composition of Investment portfolio 153 Notes on the semi-annual report 154

4 Page 4 Administration and Corporate Bodies Management Company S MANAGEMENT COMPANY S.A. 69, route d'esch, L-147 Luxembourg Management Board Chairman Dr. G. Fischer, CEO Swisscanto Holding AG, Bern Members S.P. Cossins, Managing Director Swisscanto Funds Centre Limited, London R. C. Branda, Director International Business Development Swisscanto Asset Management AG, Bad Säckingen, Germany Management H. Frey, Director of the Management Company Managing Director Swisscanto Asset Management AG, Bern Local Corporate Management Members R. Goddard, Independent Company Director, The Directors' Office, Luxembourg Custodian Bank, Main Payment, Central Administration, Registration and Transfer Offices RBC Dexia Investor Services Bank S.A. 14, Porte de France, L-436 Esch-sur-Alzette Portfolio Manager Swisscanto Asset Management AG Nordring 4, CH-3 Bern 25 Investment advisory committee Dr. T. Stucki, Chief Investment Officer St. Galler Kantonalbank Gruppe and Member of the Corporate Management of Hyposwiss Privatbank AG, St. Gallen, Chairman M. Baumgartner, Deputy Director, Schaffhauser Kantonalbank, Schaffhausen M. Curti, Member of the Management Board, Zürcher Kantonalbank, Zurich A. Leiser, Member of the Management Board, Bern Kantonalbank, Bern O. Maillard, Authorised Representative, Banque Cantonale de Fribourg, Fribourg M. Völkle, Member of the Management Board, Bank Coop AG, Basel

5 Page 5 Administration and Corporate Bodies (cont.) Lastingness advisory board for the sub-funds having the denomination "Green Invest": Dr. R. Gerster, Consultant for North-South-questions, Richterswil, Chairman F. Koechlin, Biologist, Münchenstein G. Wüest, Georg Wüest Inspiration, Wädenswil T. Vellacott, Project Manager, Member of the Executive Board of WWF Switzerland, Zurich P. Ghillani, Paola Ghillani & Friends, Zurich Prof. Dr. T. Stocker, Professor for Climate and environmental physics, Bern P.Pauli, CEO Meyer Burger, Thun Payment and sales offices Germany DekaBank Deutsche Girozentrale Mainzer Landstrasse 16, D-6325 Frankfurt/Main ( the German payment and information centre ) Liechtenstein Valartis Bank (Liechtenstein) AG Schaaner Strasse 27, FL-9487 Gamprin-Bendern Luxembourg RBC Dexia Investor Services Bank S.A. 14, Porte de France, L-436 Esch-sur-Alzette Austria Vorarlberger Landes- und Hypothekenbank AG Hypo-Passage 1, A-69 Bregenz Switzerland Basler Kantonalbank Spiegelgasse 2, CH-42 Basel all offices of the Cantonal Banks in Switzerland and Bank Coop AG, Basel Representative Bank in Switzerland Basler Kantonalbank Spiegelgasse 2, CH-42 Basel Independent Auditor KPMG Audit S.à r.l., Cabinet de révision agrée 9, Allée Scheffer, L-252 Luxembourg

6 Page 6 Administration and Corporate Bodies (cont.) Legal Advisors Anwaltskanzlei Arendt & Medernach 14, rue Erasme, L-282 Luxembourg Hengeler Mueller Partnerschaft von Rechtsanwälten Bockenheimer Landstrasse 24, D-6323 Frankfurt/Main

7 Page 7 General Information Investment funds under Luxembourg Umbrella Construction Law is subject to the legal provisions set forth in the first part of Luxembourg law regarding the undertakings for collective investment dated 2 December 22. The contractual conditions of the investment fund were set forth by the management company on 14 November Several amendments followed and, in accordance with the terms of the contract, were published in "Memorial". The current versions of the management company's articles of association and the contract terms of fund, along with any amendments thereof have been deposited at the Kanzlei des Bezirksgerichts (Chancellery of the Circuit Court) Luxembourg, where they can be viewed. The contract terms, the simplified and the detailed sales prospectus, the annual and semi-annual reports can be obtained directly, free of charge in printed form from Swisscanto Fondsleitung AG, at the Management Company's head office, the Custodian Bank and its representative in Switzerland, from the German payment and information office, and from any branch of the cantonal banks and any payment and sales office. The information is also available on the Swisscanto website ( where additional current information on the fund is also available. No investments may be received based on the annual and semi annual reports. Subscriptions shall only be made after consulting the current sales prospectus and the most recent annual report, as well as, where available, any subsequent semi-annual report. Sales restrictions Shares in may not be offered, sold or delivered within the US. Guidelines of the Swiss Funds Association SFA concerning transparency in administrative commissions (7 June 25) Compensation for the marketing of the investment fund is paid out of the flat-rate administrative commission. The fund management also intends to offer remuneration to institutional investors holding fund shares for third parties from the flat-rate administrative commission. Swisscanto (LU) Portfolio Fund Income ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Yield ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Balanced ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : The historic performance is not an indicator of the current or future performance. Performance details do not take into accounts the costs and commissions for the issue and return of the shares. The information and figures contained in this report are based upon the past and provide no indication of future developments.

8 Page 8 General Information (cont.) Swisscanto (LU) Portfolio Fund Growth ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Equity ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Yield (EUR) ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Balanced (EUR) ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Growth (EUR) ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Green Invest Income ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Green Invest Income (EUR) ISIN no.: Class A : LU ISIN no.: Class B : LU ISIN no.: Class I : LU Securities no.: Class A : Securities no.: Class B : Securities no.: Class I : The historic performance is not an indicator of the current or future performance. Performance details do not take into accounts the costs and commissions for the issue and return of the shares. The information and figures contained in this report are based upon the past and provide no indication of future developments.

9 Page 9 General Information (cont.) Swisscanto (LU) Portfolio Fund Green Invest Yield ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Green Invest Yield (EUR) ISIN no.: Class A : LU ISIN no.: Class B : LU ISIN no.: Class I : LU Securities no.: Class A : Securities no.: Class B : Securities no.: Class I : Swisscanto (LU) Portfolio Fund Green Invest Balanced ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Green Invest Balanced (EUR) ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : Swisscanto (LU) Portfolio Fund Green Invest Equity ISIN no.: Class A : LU ISIN no.: Class B : LU Securities no.: Class A : Securities no.: Class B : The historic performance is not an indicator of the current or future performance. Performance details do not take into accounts the costs and commissions for the issue and return of the shares. The information and figures contained in this report are based upon the past and provide no indication of future developments.

10 Page 1 Statement of Net Assets Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Yield Swisscanto (LU) Portfolio Fund Balanced Swisscanto (LU) Portfolio Fund Growth Note CHF CHF CHF CHF ASSETS Investment portfolio at market (2) Bank balance Receivables from sale of securities Outstanding subscription monies Receivables from securities revenue Interest receivable on current accounts 4 Unrealised profit from currency forward contracts (3) Unrealised profit on futures (3) Unrealised profit on swaps (4) Other TOTAL ASSETS LIABILITIES Bank overdraft Liabilities from securities purchases Outstanding payments from the repurchase of stock Net unrealised loss on futures Taxes and expenses payable Bank interest and other liabilities TOTAL LIABILITIES NET ASSETS AT END OF PERIOD Net asset per share Class A Class B Class I 112,33 133,53-134,58 154,52-156,38 174,71-194,76 21,59 - Number of shares in circulation Class A Class B Class I

11 Page 11 Statement of Net Assets (cont.) Swisscanto (LU) Portfolio Fund Equity Swisscanto (LU) Portfolio Fund Yield (EUR) Swisscanto (LU) Portfolio Fund Balanced (EUR) Swisscanto (LU) Portfolio Fund Growth (EUR) CHF EUR EUR EUR ASSETS Investment portfolio at market (2) Bank balance Receivables from sale of securities Outstanding subscription monies Receivables from securities revenue Interest receivable on current accounts Unrealised profit from currency forward contracts (3) Unrealised profit on futures (3) Unrealised profit on swaps (4) Other TOTAL ASSETS LIABILITIES Bank overdraft Liabilities from securities purchases Outstanding payments from the repurchase of stock Net unrealised loss on futures Taxes and expenses payable Bank interest and other liabilities TOTAL LIABILITIES NET ASSETS AT END OF PERIOD Net asset per share Class A Class B Class I 213,19 223,23-11,35 124,86-11,2 117,78-93,82 15,49 - Number of shares in circulation Class A Class B Class I

12 Page 12 Statement of Net Assets (cont.) Swisscanto (LU) Portfolio Fund Green Invest Income Swisscanto (LU) Portfolio Fund Green Invest Income (EUR) Swisscanto (LU) Portfolio Fund Green Invest Yield Swisscanto (LU) Portfolio Fund Green Invest Yield (EUR) Note CHF EUR CHF EUR ASSETS Investment portfolio at market (2) Bank balance Receivables from sale of securities Outstanding subscription monies Receivables from securities revenue Interest receivable on current accounts 47 Unrealised profit from currency forward contracts (3) Unrealised profit on futures (3) Unrealised profit on swaps (4) Other TOTAL ASSETS LIABILITIES Bank overdraft Liabilities from securities purchases Outstanding payments from the repurchase of stock Net unrealised loss on futures Taxes and expenses payable Bank interest and other liabilities TOTAL LIABILITIES NET ASSETS AT END OF PERIOD Net asset per share Class A Class B Class I 14,6 18,41-111,18 12,62 113,73 97,57 99,98-12,41 18,55 15,5 Number of shares in circulation Class A Class B Class I

13 Page 13 Statement of Net Assets (cont.) Swisscanto (LU) Portfolio Fund Green Invest Balanced Swisscanto (LU) Portfolio Fund Green Invest Balanced (EUR) Swisscanto (LU) Portfolio Fund Green Invest Equity Consolidated CHF EUR EUR CHF ASSETS Investment portfolio at market (2) Bank balance Receivables from sale of securities Outstanding subscription monies Receivables from securities revenue Interest receivable on current accounts 173 Unrealised profit from currency forward contracts (3) Unrealised profit on futures (3) Unrealised profit on swaps (4) Other TOTAL ASSETS LIABILITIES Bank overdraft Liabilities from securities purchases Outstanding payments from the repurchase of stock Net unrealised loss on futures Taxes and expenses payable Bank interest and other liabilities TOTAL LIABILITIES NET ASSETS AT END OF PERIOD Net asset per share Class A Class B Class I 151,44 158,23-83,11 88,21-86,8 86,81 - Number of shares in circulation Class A Class B Class I

14 Page 14 Income and Expense Statement and other Changes to Net Assets from 1 April 21 to 3 September 21 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Yield Swisscanto (LU) Portfolio Fund Balanced Swisscanto (LU) Portfolio Fund Growth Note CHF CHF CHF CHF NET ASSETS AT THE BEGINNING OF THE PERIOD INCOME Dividends, net Net interest income from bonds and other debenture bonds Interest on bank balance Commissions received Other revenue TOTAL INCOME EXPENSES Transaction costs (2) 66 Fixed administrative commission (6) Subscription tax ("taxe d'abonnement") (5) Interest expenses from bank liabilities 85 Interest on swaps Other expenses TOTAL EXPENSES TOTAL NET INCOME Net-realised increases / (depreciations) from securities ( ) Net-realised increases / (depreciations) from currency forward contracts Net-realised increases / (depreciations) from forward contracts Net-realised increases / (depreciations) from foreign exchange transactions ( ) NET REALISED GAIN / (LOSS) ON INVESTMENTS Net changes in non-realised increases / (depreciation) - from securities from swaps from futures - from currency forward contracts NET INCREASE / NET DEPRECIATION OF NET ASSETS ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (918.94) ( ) (15.675) ( ) Share subscription (1) Share redemptions (1) ( ) Distributions ( ) Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD ( ) ( ) ( ) ( ) ( ) ( )

15 Page 15 Income and Expense Statement and other Changes to Net Assets from 1 April 21 to 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Equity Swisscanto (LU) Portfolio Fund Yield (EUR) Swisscanto (LU) Portfolio Fund Balanced (EUR) Swisscanto (LU) Portfolio Fund Growth (EUR) CHF EUR EUR EUR NET ASSETS AT THE BEGINNING OF THE PERIOD INCOME Dividends, net Net interest income from bonds and other debenture bonds Interest on bank balance 74 Commissions received Other revenue TOTAL INCOME EXPENSES Transaction costs (2) 1.98 Fixed administrative commission (6) Subscription tax ("taxe d'abonnement") (5) Interest expenses from bank liabilities 232 Interest on swaps Other expenses 213 TOTAL EXPENSES TOTAL NET INCOME Net-realised increases / (depreciations) from securities Net-realised increases / (depreciations) from currency forward contracts (9.941) Net-realised increases / (depreciations) from forward contracts Net-realised increases / (depreciations) from foreign exchange transactions NET REALISED GAIN / (LOSS) ON INVESTMENTS Net changes in non-realised increases / (depreciation) - from securities ( ) - from swaps - from futures - from currency forward contracts NET INCREASE / NET DEPRECIATION OF NET ASSETS ( ) (47.925) (13.668) (51.413) (6.669) (23.336) ( ) (7.749) (49.735) (5.878) Share subscription (1) Share redemptions (1) ( ) Distributions ( ) Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD ( ) ( ) ( ) ( ) ( ) (54.935)

16 Page 16 Income and Expense Statement and other Changes to Net Assets from 1 April 21 to 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Green Invest Income Swisscanto (LU) Portfolio Fund Green Invest Income (EUR) Swisscanto (LU) Portfolio Fund Green Invest Yield Swisscanto (LU) Portfolio Fund Green Invest Yield (EUR) Note CHF EUR CHF EUR NET ASSETS AT THE BEGINNING OF THE PERIOD INCOME Dividends, net Net interest income from bonds and other debenture bonds Interest on bank balance 629 Commissions received 76 Other revenue TOTAL INCOME EXPENSES Transaction costs (2) 2.95 Fixed administrative commission (6) Subscription tax ("taxe d'abonnement") (5) Interest expenses from bank liabilities Interest on swaps Other expenses TOTAL EXPENSES TOTAL NET INCOME Net-realised increases / (depreciations) from securities Net-realised increases / (depreciations) from currency forward contracts Net-realised increases / (depreciations) from forward contracts Net-realised increases / (depreciations) from foreign exchange transactions NET REALISED GAIN / (LOSS) ON INVESTMENTS Net changes in non-realised increases / (depreciation) - from securities from swaps - from futures - from currency forward contracts 15.9 NET INCREASE / NET DEPRECIATION OF NET ASSETS (4.272) ( ) ( ) Share subscription (1) Share redemptions (1) ( ) Distributions ( ) Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD ( ) (294.32) ( ) ( ) ( ) ( )

17 Page 17 Income and Expense Statement and other Changes to Net Assets from 1 April 21 to 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Green Invest Balanced Swisscanto (LU) Portfolio Fund Green Invest Balanced (EUR) Swisscanto (LU) Portfolio Fund Green Invest Equity Consolidated CHF EUR EUR CHF NET ASSETS AT THE BEGINNING OF THE PERIOD INCOME Dividends, net Net interest income from bonds and other debenture bonds Interest on bank balance Commissions received Other revenue TOTAL INCOME EXPENSES Transaction costs (2) Fixed administrative commission (6) Subscription tax ("taxe d'abonnement") (5) Interest expenses from bank liabilities Interest on swaps Other expenses 1 TOTAL EXPENSES TOTAL NET INCOME Net-realised increases / (depreciations) from securities ( ) Net-realised increases / (depreciations) from currency forward contracts Net-realised increases / (depreciations) from forward contracts Net-realised increases / (depreciations) from foreign exchange transactions ( ) NET REALISED GAIN / (LOSS) ON INVESTMENTS ( ) Net changes in non-realised increases / (depreciation) - from securities ( ) - from swaps - from futures - from currency forward contracts NET INCREASE / NET DEPRECIATION OF NET ASSETS ( ) (93) ( ) (766.25) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) (664.11) ( ) Share subscription (1) Share redemptions (1) ( ) Distributions ( ) Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD ( ) ( ) ( ) ( ) ( ) ( )

18 Page 18 Evolution of Shares in Circulation for the period ended 3 September 21 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Yield Swisscanto (LU) Portfolio Fund Balanced Class A Class B Class I Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period ( ) (13.861) ( ) ( ) ( ) (381.27)

19 Page 19 Evolution of Shares in Circulation for the period ended 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Growth Swisscanto (LU) Portfolio Fund Equity Swisscanto (LU) Portfolio Fund Yield (EUR) Class A Class B Class I Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period (8.14) (23.976) (25.477) ( ) (42.6) (34.339)

20 Page 2 Evolution of Shares in Circulation for the period ended 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Balanced (EUR) Swisscanto (LU) Portfolio Fund Growth (EUR) Swisscanto (LU) Portfolio Fund Green Invest Income Class A Class B Class I Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period (76.82) (45.77) (18.937) (39.853) (15.771) (13.962)

21 Page 21 Evolution of Shares in Circulation for the period ended 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Green Invest Income (EUR) Swisscanto (LU) Portfolio Fund Green Invest Yield Swisscanto (LU) Portfolio Fund Green Invest Yield (EUR) Class A Class B Class I Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period (9.242) (1.849) (22.15) (12.22) (13.749) (1.64)

22 Page 22 Evolution of Shares in Circulation for the period ended 3 September 21 (cont.) Swisscanto (LU) Portfolio Fund Green Invest Balanced Swisscanto (LU) Portfolio Fund Green Invest Balanced (EUR) Swisscanto (LU) Portfolio Fund Green Invest Equity Class A Class B Class I Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period Number of units outstanding at the beginning of the period Number of shares issued Number of shares redeemed Number of units outstanding at the end of the period (43.91) (53.231) (89.464) (9.915) ( ) (38.35)

23 Page 23 Statistics Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Yield Swisscanto (LU) Portfolio Fund Balanced CHF CHF CHF NET ASSETS 3 September March March Net asset per share 3 September 21 Class A Class B Class I 31 March 21 Class A Class B Class I 31 March 29 Class A Class B Class I TER per share Class A Class B Class I PTR 112,33 133,53-113,6 131,45-17,2 121,71 -,95%,95% - 31,71% 134,58 154,52-137,35 155,4-123,16 136, - 1,15% 1,15% - (2,58%) 156,38 174,71-161,67 177,97-135,71 146,36-1,25% 1,25% - 9,6%

24 Page 24 Statistics (cont.) Swisscanto (LU) Portfolio Fund Growth Swisscanto (LU) Portfolio Fund Equity Swisscanto (LU) Portfolio Fund Yield (EUR) CHF CHF EUR NET ASSETS 3 September March March Net asset per share 3 September 21 Class A Class B Class I 31 March 21 Class A Class B Class I 31 March 29 Class A Class B Class I TER per share Class A Class B Class I PTR 194,76 21,59-23,71 217,84-162,59 17,76-1,35% 1,35% - 25,84% 213,19 223,23-23,56 239,48-164,5 168, - 1,5% 1,5% - 22,55% 11,35 124,86-99,76 119,97-87,73 12,31-1,25% 1,25% - (13,37%)

25 Page 25 Statistics (cont.) Swisscanto (LU) Portfolio Fund Balanced (EUR) Swisscanto (LU) Portfolio Fund Growth (EUR) Swisscanto (LU) Portfolio Fund Green Invest Income EUR EUR CHF NET ASSETS 3 September March March Net asset per share 3 September 21 Class A Class B Class I 31 March 21 Class A Class B Class I 31 March 29 Class A Class B Class I TER per share Class A Class B Class I PTR 11,2 117,78-1, 114,35-82,33 91,64-1,35% 1,35% - 8,42% 93,82 15,49-94,3 14,38-72,48 78,33-1,45% 1,45% - 1,98% 14,6 18,41-14,98 17,1-13,29 13,29-1,5% 1,5% - (25,13%)

26 Page 26 Statistics (cont.) Swisscanto (LU) Portfolio Fund Green Invest Income (EUR) Swisscanto (LU) Portfolio Fund Green Invest Yield Swisscanto (LU) Portfolio Fund Green Invest Yield (EUR) EUR CHF EUR NET ASSETS 3 September March March Net asset per share 3 September 21 Class A Class B Class I 31 March 21 Class A Class B Class I 31 March 29 Class A Class B Class I TER per share Class A Class B Class I PTR 111,18 12,62 113,73 17,57 113,9 11,21 13,51 16,41 16,3 1,5% 1,5%,61% (3,77%) 97,57 99,98-99,85 11,17-92,3 92,3-1,35% 1,35% - (15,9%) 12,41 18,55 15,5 1,54 14,78 12,5 89,79 91,3 91,3 1,35% 1,35%,81% (17,28%)

27 Page 27 Statistics (cont.) Swisscanto (LU) Portfolio Fund Green Invest Balanced Swisscanto (LU) Portfolio Fund Green Invest Balanced (EUR) Swisscanto (LU) Portfolio Fund Green Invest Equity CHF EUR EUR NET ASSETS 3 September March March Net asset per share 3 September 21 Class A Class B Class I 31 March 21 Class A Class B Class I 31 March 29 Class A Class B Class I TER per share Class A Class B Class I PTR 151,44 158,23-16,24 166,51-135,92 139,88-1,55% 1,55% - 6,64% 83,11 88,21-84,31 88,6-69,36 71,65-1,55% 1,55% - 6,42% 86,8 86,81-9,23 9,23-63,38 63,38-2,5% 2,5% - 3,%

28 Page 28 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Income Investment portfolio (information in CHF) Quantity / face Currency Cost price Fair % of net Officially and other regulated markets listed securities Bonds Australia NAB 4.625% EUR ,19 Telstra Corp 4.25% EUR , ,29 Belgium SNCB Holdings 9.375% GBP , ,15 Bermuda Islands Tcnz Fin 4.375% CHF , ,57 Cayman Islands ASIF II 5.625% GBP ,42 LGT Finance 2% CHF ,87 LGT Finance 2.5% CHF , ,9 Denmark Danske Bank 2.5% Regs 2.. USD ,27 Kommunekredit 2.875% CHF , ,37 Germany Bayerische Landesbank 1.4% EMTN JPY ,49 Bayerische Landesbank 2.125% CHF ,69 Deka Bank EMTN 3.125% CHF ,29 Depfa Deutsche Pfandbriefbank AG 2% CHF ,92 Depfa Deutsche Pfandbriefbank AG 3% CHF ,57 Depfa Deutsche Pfandbriefbank AG 4.5% Ser EUR ,36 Depfa Deutsche Pfandbriefbank AG 6% EUR ,68 Eurohypo 3.125% CHF ,84 KFW AG 2.5% JPY ,51 KFW 3.625% CHF ,71 KFW 4.625% EUR ,86 Landwirtschaftliche Rentenbank 1.375% EMTN JPY , Landwirtschaftliche Rentenbank 4.875% USD ,3 LB Baden - Wuerttemberg 2.25% CHF ,84 LB Hessen - Thueringen 3% CHF ,57 NSH Nordbank 2.125% CHF , ,15 Ivory Coast AFDB 7.375% USD ,18 African Development Bank 3% Sen USD , ,88

29 Page 29 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Income (information in CHF) Quantity / face Currency Cost price Fair % of net Finland Nordic Investment Bank 5% USD , ,31 France AFD 2.25% USD ,27 Caisse d Amort de la Dette Soc 4% EUR ,2 CIF Euromortgage EMTN 3% CHF ,72 Council of Europe Dev Bank 6.125% EMTN USD , Dexia Municipal Agency.8% EMTN Sen JPY ,79 Dexia Municipal Agency 2.375% CHF ,43 EDF 4% CHF ,8 Fin Fon 4.375% EMTN 4.. EUR ,79 France Telecom SA 3.5% CHF ,73 GDF Suez 6.375% EUR ,34 Regie Auton Transports Paris 2.625% EMTN CHF ,73 Réseau Ferré de France SA 3.25% CHF ,8 Réseau Ferré de France SA 5.25% GBP ,24 SFEF 3.375% USD ,28 SNCF 5.375% EMTN Sen GBP ,9 SNCF 5.875% EUR ,54 Suez Environnement Co 5.5% EUR ,22 Total Capital SA 2.125% CHF ,41 Total Capital SA 3.125% CHF ,88 Total Capital SA 4.125% USD ,41 Veolia 6.125% EUR , ,59 Great Britain Bank of Scotland Plc 2.375% CHF ,69 HBOS Treasury Services 4.875% GBP ,31 Lloyds Bank 5.875% EUR ,58 National Westminster 7.875% GBP ,23 Network Rail Infrastruct Fin 2.75% EMTN CHF ,29 Tesco Plc 5.125% EUR ,2 Westpac Sec 2.5% USD , ,57 Ireland Depfa ACS Bank 1.65% EMTN JPY ,9 Depfa ACS Bank 2.5% EMTN CHF ,67 German Postal Pensions Sec Plc 4.375% Ser EUR ,71 Ireland 5.4% EUR , ,71 Italy Italy 6.875% USD , ,21 Japan Development Bank of Japan 1.7% JPY ,33

30 Page 3 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Income (information in CHF) Quantity / face Currency Cost price Fair % of net Development Bank of Japan 2.3% JPY ,7 Japan Fin Org Muni Enterprises 1.35% JPY ,7 Japan Finance Corp JFC 2.125% USD ,68 Kansai Electric Power Co Inc 2.75% EMTN CHF , ,6 Jersey ASIF III Ltd 3% CHF , ,39 Canada Fin Quebec 5% USD ,14 Ontario 2.5% CHF ,28 Pr Brunswick 5.2% USD ,31 Quebec (Province of) 2.625% EMTN CHF ,1 Quebec (Province of) 3.375% EMTN Ser EUR ,29 Royal Bank Canada Frn 6-11 S EUR , ,39 Luxembourg EIB 2.15% Senior 3.. JPY ,51 EIB 3.375% CHF ,41 EIB 4.625% EUR ,5 EIB 5.625% EMTN EUR ,38 EIB 8.75% GBP ,14 Erste Europf 2.25% CHF ,68 Erste Europf 2.75% CHF ,91 Eurhypo 2.5% CHF ,64 Eurhypo 4% CHF ,25 Eurohypo SA 5.125% EMTN USD ,5 Eurohypo 4.25% CHF ,68 Hypo Pfandbrief Bank Intl 3.125% CHF , ,5 Netherlands ABN Amro Bank NV 2.5% EMTN CHF ,57 ABN Amro Bank NV 3.375% CHF ,76 ABN Amro Bank NV 4.75% EMTN EUR ,38 Deutsche Bahn Finance BV 1.65% EMTN JPY ,49 Deutsche Telekom 7.5% EUR ,13 E On Intl 5.75% EUR ,44 EDP Fin BV 4.125% EUR ,35 ENBW Intl 4.875% EUR ,2 Energie Beheer Nederland BV 3% CHF ,73 Generali Fin 4.75% EUR ,74 ING Bank 5.5% EUR ,84 ING Groep 6.125% EUR ,44 Nederlandse Waterschapsbank NV 2.625% EMTN 2.. CHF , Nederlandse Waterschapsbank NV 3.375% CHF ,57 Nuon Fin 4.5% EUR ,59 Rabobank Nederland NV 3.125% CHF ,15 Rabobank Nederland NV 3.375% EMTN EUR ,56

31 Page 31 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Income (information in CHF) Quantity / face Currency Cost price Fair % of net Rabobank Nederland NV 4.25% CHF ,43 Rabobank Nederland NV 4.75% EUR , ,26 Austria Austria 3.375% CHF ,7 Bawag Psk 4.5% CHF ,77 Hypo Alpe Adria Bank 2.125% CHF ,35 Hypo Alpe Adria Bank 2.125% CHF ,95 Hypo Tirol Bank 3% CHF ,71 Kommunalkredit Austria AG 2.375% EMTN CHF ,41 Kommunalkredit Austria AG 3% CHF ,27 Oesterreichische Kontrollbk AG 2.75% CHF ,96 Oesterreichische Kontrollbk AG 2.875% CHF ,74 Oesterreichische Kontrollbk AG 3% CHF ,3 Pfandbrief Oest Land-Hypo 1.6% JPY ,2 Pfandbrief Oest Land-hypo 2.875% EMTN CHF ,16 Vorarlberger Landes-Hypobank 2.5% CHF , ,19 Philippines Asian Development Bank 2.35% JPY , ,53 Poland Poland 2.875% CHF ,42 Sweden Kommuninvest I Sverige AB 2.625% EMTN , CHF ,73 Swedish Export Credit FRN CHF ,62 Swedish Export Credit 3.5% CHF ,73 Swedish Export Frn CHF ,81 Vattenf Tsy 5.375% EUR , ,1 USA ASIF XIX 4.9% USD ,41 Banc One 8% USD ,51 BoA 3.25% CHF ,55 BoA 7.4% USD ,54 Citibank Credit Card 2.5% CHF ,68 Citigroup 3% CHF ,3 Citigroup 3.125% CHF ,38 Comcast Corp 5.7% USD ,3 Credit Suisse Fb USA 6.5% USD ,14 IBRD % CHF ,42 IBRD 4.75% USD ,21 IBRD 5.25% GBP ,24 IBRD 5.5% CHF ,73 IBRD 7.625% USD ,35 IBRD 9.75% USD ,37

32 Page 32 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Income (information in CHF) Quantity / face Currency Cost price Fair % of net JPM Chase 2.75% CHF ,14 KFW Intl Finance Inc 4% CHF ,14 Mor St Cap 2.5% CHF ,39 P & G 6.25% GBP ,26 Pfizer Inc 4.75% Reg S EUR ,2 Toyota Motor Credit Corp 3.625% EMTN CHF ,57 Unilever Cap 7.125% USD ,66 USA 7.88% Tbo 2.3. USD ,45 Wal-mart 4.875% EUR ,42 Wells Fargo 4.625% GBP ,2 Wells Fargo 4.95% USD , ,86 Total - Bonds ,4 Investment funds Switzerland Swc(ch) bdmtemu -I EUR , ,35 Total - Investment funds ,35 Total - Officially and other regulated markets listed securities ,75 TOTAL INVESTMENT PORTFOLIO ,75

33 Page 33 Swisscanto (LU) Portfolio Fund Income Swisscanto (LU) Portfolio Fund Income Geographic and economic composition of Investment portfolio (information in percentage of net ) Geographic composition % Economic composition % USA 14,86 Austria 14,19 Germany 13,15 France 12,59 Netherlands 1,26 Luxembourg 9,5 Sweden 3,1 Japan 3,6 Ireland 2,71 Great Britain 2,57 Canada 2,39 Cayman Islands 1,9 Denmark 1,37 Italy 1,21 Ivory Coast,88 Bermuda Islands,57 Philippines,53 Poland,42 Jersey,39 Switzerland,35 Finland,31 Australia,29 Belgium,15 Banks and financial institutes 54,1 Holding and financial companies 14,15 Supranational 1,66 States, provinces and municipalities 9,4 Public services 1,93 Others 1,92 Traffic and transport 1,51 News transmission,83 Retail trade, department stores,62 Insurance,39 Investment funds,35 Graphic art and publishing,3 Consumer goods,26 Other services,22 Pharmaceuticals and cosmetics,2 96,75 96,75

34 Page 34 Swisscanto (LU) Portfolio Fund Yield Swisscanto (LU) Portfolio Fund Yield Investment portfolio (information in CHF) Quantity / face Currency Cost price Fair % of net Officially and other regulated markets listed securities Shares Belgium Anheuser-Bush InBev SA 76.4 EUR ,12 KBC Group SA EUR , ,16 Bermuda Islands Esprit Holdings Ltd HKD , ,2 Brazil Banco Do Brasil SA 14. BRL ,7 Cia Sanea Bas Est de Sao Paulo ADR 55. USD ,7 Gol Linhas Aereas / ADR 153. USD ,7 Itaù Unibanco Holding Pfd SADR USD ,9 PDG Realty SA 27. BRL ,9 Petrobras SADR USD ,12 Vale SADR USD , ,62 Denmark Danske Bank A/S DKK , ,6 Germany Adidas AG EUR ,6 Allianz SE Reg EUR ,1 BASF n EUR ,14 Bayer AG Reg EUR ,13 Daimler AG Reg EUR ,13 Deutsche Bank AG Reg EUR ,9 E.On AG Reg EUR ,11 Fresenius / Vorzugsaktie EUR ,7 Gea Group AG 76.4 EUR ,5 Muenchener Rueckvers AG Reg EUR ,9 SAP AG EUR ,9 Siemens AG Reg EUR ,16 Volkswagen AG / Vorzugsaktie EUR ,9 Wirecard AG EUR , ,37 Finland Kone Oyj B 57.3 EUR ,8 Outokumpu Oyj EUR ,4 UPM-Kymmene Corp EUR , ,21 France Air Liquide SA EUR ,12 Axa SA EUR ,9 BNP Paribas SA EUR ,16

35 Page 35 Swisscanto (LU) Portfolio Fund Yield Swisscanto (LU) Portfolio Fund Yield (information in CHF) Quantity / face Currency Cost price Fair % of net Carrefour SA EUR ,9 Cie de Saint-Gobain SA EUR ,6 GDF Suez EUR ,6 JC Decaux SA EUR ,5 Peugeot SA EUR ,3 PPR SA EUR ,9 Schneider Electric SA EUR ,4 Société Générale A EUR ,9 Total SA EUR , ,98 Greece Banque Nationale Grece/Nom.-S.CP EUR , ,2 Great Britain Aviva Plc GBP ,7 Barclays Plc GBP ,8 BHP Billiton Plc GBP ,15 BP Plc GBP ,12 British American Tobacco Plc GBP ,17 Diageo Plc GBP ,9 GlaxoSmithKline Plc GBP ,19 Home Retail Group Plc GBP ,4 HSBC Holdings Plc GBP ,32 Invensys Plc GBP ,6 Marks & Spencer Group Plc 8.14 GBP , Rio Tinto Plc GBP ,19 Royal Bank of Scotland Gr Plc GBP ,2 Royal Dutch Shell Plc A EUR ,23 Tesco Plc GBP ,1 United Utilities Plc GBP ,3 Vodafone Group Plc GBP ,21 Wolseley Plc 95.5 GBP ,7 Xstrata Plc GBP ,14 3i Group Plc GBP , ,31 Hong Kong Cheung Kong Holdings Hkd HKD ,7 CLP Holdings Ltd 24. HKD ,5 Hang Seng Bank Ltd 9.9 HKD ,4 Hong Kong Exchanges & Clearing Ltd HKD ,7 Hongkong & China Gas 54.9 HKD ,4 Hongkong Electric Holdings Ltd 159. HKD ,3 Hutchison Whamp Ltd 265. HKD ,7 Sun Hung Kai Properties Ltd HKD , ,44 Italy ENI SpA EUR ,9 Intesa Sanpaolo / risp-non Conv EUR ,7 Saipem SpA EUR , ,22