LYXOR SEB UMBRELLA PLC Annual Report and Audited Financial Statements For the financial year ended 31 December 2019 3 General Information Directors: Mr. Bryan Tiernan* Mr. Vincent Dodd* Mr. Eric Hoh Mr. Moez MONTHLY REPORT | 29 January 2021 LYXOR/ WNT FUND - CLASS I USD LYXOR ASSET MANAGEMENT IMPORTANT NOTE Official NAV is calculated every day, subject to holidays & certain extraordinary events. Data as at 08/01/2021. ANNUAL REPORT - LYXOR UCITS ETF MSCI INDIA UK REPORTABLE INCOME INFORMATION 1 - Summary and guidance notes for UK investors 1the same reporting period [1] Such summary is prepared for the purpose of general information only … sent to Lyxor Asset Management (contact details are mentioned below) or on www.lyxorfunds.com. LYXOR ASSET MANAGEMENT is a French "'societe anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy, Tour Société … Lyxor International Asset Management S.A.S. LYXOR ASSET MANAGEMENT is a French "'societe anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy, Tour Société … LYXOR ASSET MANAGEMENT (“LAM”) is a french "'société anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered sent to Lyxor Asset Management (contact details are mentioned below) or on www.lyxorfunds.com. LYXOR ASSET MANAGEMENT is a French "'societe anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy, Tour Société … There was a diverse opportunity set in December and the Fund was able to drive returns via multiple situations. MULTI UNITS FRANCE 4 SICAV – Annual report – Fiscal year ending on: 29 .10.2010 Mutual Fund (SICAV) Nanterre Trade and Companies Register no. Depository and Custodian LYXOR ASSET MANAGEMENT (“LAM”) is a french "'société anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered 935937 3 Annual report – Fiscal year ending on: 31.05.2018 Management company LYXOR INTERNATIONAL ASSET MANAGEMENT 17, cours Valmy – 92987 Paris La Défense Cedex. Past performance is not indicative of future R.C.S. Although information contained herein is from sources believed to be reliable, Lyxor sent to Lyxor Asset Management (contact details are mentioned below) or on www.lyxorfunds.com. sent to Lyxor Asset Management (contact details are mentioned below) or on www.lyxorfunds.com. Annual report Financial information CEO’s quarterly update Support us Careers Contact us PRI governance Board members Board elections Signatory General Meeting (SGM) Signatory rights Formal consultations Strategic plan Last November, Lyxor expanded its presence in Germany by merging its business with Commerzbank’s asset management activities. Lyxor asset management – the Lyxor Epsilon Global Trend Fund – is up more than 20 per cent YTD,” confirms Ferreira. Luxembourg B Annual report, including audited financial statements Société d’Investissement à Capital Variable as at October 31, 2016 LYXOR Index Fund No subscription can be received on the basis of this annual report Performance LYXOR ASSET MANAGEMENT is a French "'societe anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy, Tour Société … In October 2019, Lyxor unveiled plans to divest from companies exposed to thermal coal as part of its new climate policy. LYXOR ASSET MANAGEMENT is a French "'societe anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy, Tour Société … Depository and Custodian SOCIÉTÉ GÉNÉRALE The Fund is authorized in Luxembourg and supervised by the Commission de surveillance du secteur financier.Lyxor International Asset Management is regulated by the Autorité des marchés financiers. Further practical information about the Fund, the latest prospectus, as well as the latest annual reports and any subsequent half yearly-report are available in French or in English, free of charge from the client servicing department of the management company, 17, Cours Valmy, Tour Société Générale 92800 MONTHLY REPORT | 31 December 2020 LYXOR/ WNT FUND - CLASS A EUR LYXOR ASSET MANAGEMENT IMPORTANT NOTE Official NAV is calculated every day, subject to holidays & certain extraordinary events. Lyxor and Lyxor Funds are names used by Lyxor Asset Management UK LLP to promote the products of Lyxor International Asset Management. The key investor information is accurate and up to … 441 298 163 Head Office Tour Société Générale 17, cours Valmy, 92800 Depository Lyxor International Asset Management, providers websites and regulatory filings. Short-term versus Long-term CTAs In Q3, short-term CTAs were only able to return a modest +1.1 per cent FR0010344960 935850 3 Annual report – Fiscal year ending on: 29.06.2018 Management company LYXOR INTERNATIONAL ASSET MANAGEMENT 17, cours Valmy – 92987 Paris La Défense Cedex. A French translation of these prospectuses can be obtained upon request by sending a letter to Lyxor International Asset Management (“Lyxor”) – … LYXOR ASSET MANAGEMENT is a French "'societe anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy, Tour Société … LYXOR UCITS ETFJAPAN (TOPIX®) 935823 3 Annual report –Fiscal year ending on:30.10.2015 Managementcompany LYXOR INTERNATIONAL ASSET MANAGEMENT 17, cours Valmy –92987 Paris La Défense Cedex. LYXOR ETF WORLD WATER 935910 3 MF –Annual report –Fiscal year ending on:30.06.2011 Management company LYXOR INTERNATIONAL ASSET MANAGEMENT 17, cours Valmy-92800 Puteaux. LYXOR AM is a french "'société anonyme"' registered on June, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered office is at 17 Cours Valmy Annual report – Lyxor ETF Commodities Thomson Reuters/Jefferies CRB 2012 The unit classes listed above have been accepted as reporting funds and intend to be in compliance with both the reporting Source: Morningstar, Bloomberg, Lyxor International Asset Management. LYXOR ASSET MANAGEMENT (“LAM”) is a french "'société anonyme"' registered on june, 10, 1998 by the French "Autorité des Marchés Financiers" as management company, under the number GP 98-19, and whose registered LYXOR PLANET 938257 3 Annual report – Fiscal year ending on: 31.12.2019 Management company LYXOR ASSET MANAGEMENT (LAM) 17, cours Valmy – 92987 Paris La Défense Cedex. LYXOR DAILY DOUBLE SHORT BUND UCITS ETF FR0010869578 935943 3 Annual report – Fiscal year ending on: 31.08.2017 Management company LYXOR INTERNATIONAL ASSET MANAGEMENT 17, Cours Valmy – 92987 17, Cours Valmy 92800 Puteaux France Sub-Investment Manager to Lyxor/Tiedemann Arbitrage Strategy Fund TIG Advisors LLC 26th Floor 520 Madison Avenue New York 15th sent to Lyxor Asset Management (contact details are mentioned below) or on www.lyxorfunds.com. The Lyxor / Tiedemann Arbitrage Strategy Fund was up+1.77% for the month of December (Class I USD), net of all fees and expenses, bringing the Fund’s year-to-date return to up +4.36%. Source: Lyxor Asset Management Strategy "A SPECIALIST FINANCIAL CREDIT STRATEGY Global high yield financials is a large diversified sector, comprised of more than 300 issuers from 50 countries. sent to Lyxor Asset Management (contact details are mentioned below) or on www.lyxorfunds.com.