method investments sicav · the following documents are available for inspection by shareholders...

Unaudited semi-annual report as at 30th June 2017

METHOD INVESTMENTS SICAV Société d'Investissement à Capital Variable with multiple Sub-Funds Luxembourg

R.C.S. Luxembourg B 165 419

No subscription can be received on the basis of this financial report. Subscriptions are only valid if made on the basis of the prospectus and key investor information document ("KIID"), supplemented by the latest annual report and the most recent semi-annual report, if published thereafter. Subscription, redemption and conversion forms are available on request from: - the Registered Office of the Company at 2, Rue d'Alsace, L-1122 LUXEMBOURG - the Sub-Transfer Agent, EUROPEAN FUND ADMINISTRATION, 2, Rue d'Alsace, L-1122 LUXEMBOURG.

METHOD INVESTMENTS SICAV

Contents

1

Organisation ..................................................................................................................................................... 2

General information ......................................................................................................................................... 4

Combined statement of net assets ................................................................................................................. 6

Method Investments SICAV - Attractive Global Opportunities .................................................................... 7 Statement of net assets .................................................................................................................................. 7 Statement of investments and other net assets ............................................................................................. 8 Industrial and geographical classification of investments ............................................................................. 10

Method Investments SICAV - Attractive Global Opportunities Plus ......................................................... 11 Statement of net assets ................................................................................................................................ 11 Statement of investments and other net assets ........................................................................................... 12 Industrial and geographical classification of investments ............................................................................. 13

Method Investments SICAV - Target Selection ........................................................................................... 14 Statement of net assets ................................................................................................................................ 14 Statement of investments and other net assets ........................................................................................... 15 Industrial and geographical classification of investments ............................................................................. 16

Method Investments SICAV - Global Brands ............................................................................................... 17 Statement of net assets ................................................................................................................................ 17 Statement of investments and other net assets ........................................................................................... 18 Industrial and geographical classification of investments ............................................................................. 20

Method Investments SICAV - Equity Rebalance (dormant since 8th June 2017) .................................... 22 Statement of net assets ................................................................................................................................ 22

Notes to the financial statements ................................................................................................................. 23

Additional information ................................................................................................................................... 31


2

Organisation

Registered Office 2, Rue d’Alsace L-1122 LUXEMBOURG Board of Directors Chairman Daniel VAN HOVE

Managing Director ORIONIS MANAGEMENT S.A. 370, Route de Longwy L-1940 LUXEMBOURG

Members Elisa BIANCHI Financial Controller and Head of Accounting METHOD INVESTMENTS & ADVISORY LTD 40 New Bond Street W1S 2RX LONDON

Paolo ZUOLO FASANARA CAPITAL LTD 40 New Bond Street

W1S 2RX LONDON UNITED KINGDOM (until 30th June 2017)

Carlo MONTAGNA THE DIRECTORS’ OFFICE

21st Century Building 19, Rue de Bitbourg L-1273 LUXEMBOURG (since 1st July 2017)

Conducting persons Eric GRENOUILLET Managing Director ORIONIS MANAGEMENT S.A. 370, Route de Longwy L-1940 LUXEMBOURG Carlo MONTAGNA THE DIRECTORS’ OFFICE

21st Century Building 19, Rue de Bitbourg L-1273 LUXEMBOURG

Francesco ROCCO VINCENTI Independent Conducting Officer

370, Route de Longwy L-1940 LUXEMBOURG (since 21st April 2017)


Organisation (continued)

3

Investment Managers METHOD INVESTMENTS & ADVISORY LTD 40 New Bond Street W1S 2RX LONDON UNITED KINGDOM

FASANARA CAPITAL LTD 40 New Bond Street W1S 2RX LONDON UNITED KINGDOM Depositary and Paying Agent KBL EUROPEAN PRIVATE BANKERS S.A.

43, Boulevard Royal L-2955 LUXEMBOURG

Administrative Agent EUROPEAN FUND ADMINISTRATION S.A. and Domiciliary Agent 2, Rue d’Alsace L-1122 LUXEMBOURG Cabinet de révision agréé DELOITTE Audit Société à responsabilité limitée 560, Rue de Neudorf L-2220 LUXEMBOURG Promoter METHOD INVESTMENTS & ADVISORY LTD 40 New Bond Street W1S 2RX LONDON UNITED KINGDOM Legal adviser DECHERT (LUXEMBOURG) LLP

Avocats à la Cour 1, Allée Scheffer B.P. 709 L-2520 LUXEMBOURG

Representative agent in Switzerland ARM SWISS REPRESENTATIVES S.A. Route de Cité-Ouest 2 CH-1196 GLAND Paying agent in Switzerland BANQUE CANTONALE DE GENEVE 17, Quai de l'Ile CH-1204 GENEVA


4

General information

METHOD INVESTMENTS SICAV (the "Company") is an open-ended investment company organised under the laws of Luxembourg as a "Société d’Investissement à Capital Variable" (SICAV). The Company was incorporated under the form of a public limited liability company (Société Anonyme) on 14th December 2011 and is authorised under Part I of the amended law of 17th December 2010 (the "2010 Act") relating to Undertakings for Collective Investment under the Council Directive 2009/65/EC, as amended. The Company is a self-managed SICAV in accordance with article 27 of the 2010 Act. The Directive 2014/91/EU of the European Parliament and of the Council of 23rd July 2014 amending the Directive 2009/65/EC had been transposed by the law of 10th May 2016 coming into force on 1st June 2016 and amending the amended law of 17th December 2010. At the date of the present financial statements, the following Sub-Funds are open:

Method Investments SICAV - Attractive Global Opportunities in EUR

Method Investments SICAV - Attractive Global Opportunities Plus in EUR (launched on 17th January 2017)

Method Investments SICAV - Target Selection in EUR (re-activated since 21st April 2017)

Method Investments SICAV - Global Brands in EUR By circular resolution dated 30th March 2017, the Board of Directors has decided to re-activate the Sub-Fund Method Investments SICAV - Target Selection at a subscription price of EUR 1,000 on 21st April 2017. By circular resolution dated 12th May 2017, the Board of Directors has resolved to suspend any subscription and redemption of the following Sub-Fund with immediate effect until 8th June 2017.and decided to maintain the Sub-Fund under CSSF circular 12/540 during a maximum period of 18 months starting at 8th June 2017 with the view to be able to accept further subscription request.

Method Investments SICAV - Equity Rebalance in EUR (dormant since 8th June 2017)

The Board of Directors resolves on 28th December 2016 to close the following Sub-Fund temporarily on 28th December 2016 while awaiting reactivation.

Method Investments SICAV - Xingtai China Consumer in USD (dormant since 28th December 2016)

At the date of the financial statements, the remaining balance of the current bank account of the Sub-Fund Method Investments SICAV - Xingtai China Consumer amounts to EUR 9,518.55 which represents accrued unpaid fees.

The Company reserves the right to create new Sub-Funds. If such Sub-Funds are created, the prospectus shall be amended accordingly. The following classes of shares are open at the date of the financial statements:

class I EUR shares, class I USD shares, class I-Acc EUR shares, class I-Acc USD H shares and class P-Acc EUR shares: accumulation shares dedicated to institutional investors;

class A-Acc EUR shares, class Listing - Acc EUR shares and R USD shares: accumulation shares dedicated to retail investors.

The Net Asset Value of the Sub-Funds Method Investments SICAV - Equity Rebalance (dormant since 8th June 2017) was determined each Business Day (each a "Valuation Day") until it was dormant.


General information (continued)

5

The Net Asset Value of the Sub-Funds Method Investments SICAV - Attractive Global Opportunities, Method Investments SICAV - Attractive Global Opportunities Plus, Method Investments SICAV - Target Selection and Method Investments SICAV - Global Brands is determined daily (each a "Valuation Day"). If such a day is not a Business Day, then the Net Asset Value of the Sub-Funds is calculated as at the immediately preceding Business Day in Luxembourg. The combined accounts of the Company are held in Euro (EUR). The accounts of the Company are closed on 31st December each year. The complaint settlement procedure foreseen by the CSSF Regulation N° 13-02 relating to the out-of-court resolution of complaints is available at the registered office of the Company. The following documents are available for inspection by Shareholders during normal business hours on any Business Day at the Registered Office of the Company:

- the Articles of incorporation, - the Investment Management Agreement, - the General Agreement, and - the most recent annual and semi-annual financial statements of the Company.

A copy of the Prospectus, the key investor information document ("KIID"), the most recent financial statements and the Articles of incorporation may be obtained free of charge upon request at the Registered Office of the Company. Informations supplémentaires pour les investisseurs en Suisse The Prospectus, the Articles and annual financial statements can be obtained free of charge from the representative in Switzerland. The place of performance and jurisdiction is the registered office of the representative in Switzerland with regards to the Shares distributed in and from Switzerland.


Combined statement of net assets (in EUR) as at 30th June 2017

The accompanying notes are an integral part of these financial statements.

6

Assets Securities portfolio at market value 58,377,487.60 Option contracts at market value 216,826.37 Deposits on futures contracts 7,109,804.74 Cash at banks 11,623,671.23 Other liquid assets 7,182,297.25 Formation expenses, net 12,293.04 Receivable on sales of securities 3,650,882.15 Income receivable on portfolio 912,776.16 Interest receivable on bank accounts 35.29 Unrealised gain on futures contracts 299,821.13 Unrealised gain on forward foreign exchange contracts 550,138.45 Results receivable on contracts for difference (CFD) 18,324.68

Total assets 89,954,358.09

Liabilities Bank overdrafts 186,672.61 Other liquid liabilities 2,889,559.26 Short option contracts at market value 2,542.97 Payable on purchases of securities 434,871.50 Payable on treasury transactions 10,316.28 Payable on redemptions of shares 1,693,253.53 Interest payable on bank overdrafts 105.30 Unrealised loss on contracts for difference (CFD) 139,541.87 Expenses payable 248,777.48 Results payable on contracts for difference (CFD) 36,269.41

Total liabilities 5,641,910.21

Net assets at the end of the period 84,312,447.88

Method Investments SICAV - Attractive Global Opportunities

Statement of net assets (in EUR) as at 30th June 2017


7

Assets Securities portfolio at market value 36,252,995.13 Option contracts at market value 216,826.37 Deposits on futures contracts 7,109,804.74 Cash at banks 9,607,862.11 Other liquid assets 7,035,025.89 Formation expenses, net 3,283.37 Receivable on sales of securities 3,650,882.15 Income receivable on portfolio 574,398.24 Unrealised gain on futures contracts 299,821.13 Unrealised gain on forward foreign exchange contracts 237,346.80 Results receivable on contracts for difference (CFD) 18,324.68


Liabilities Other liquid liabilities 2,889,559.26 Short option contracts at market value 2,542.97 Payable on purchases of securities 377,056.77 Payable on treasury transactions 10,283.21 Payable on redemptions of shares 1,693,253.53 Unrealised loss on contracts for difference (CFD) 139,541.87 Expenses payable 144,121.62 Results payable on contracts for difference (CFD) 36,269.41

Total liabilities 5,292,628.64


Breakdown of net assets per share class

Share class Number of

shares

Currency of

share class

NAV per share in currency of

share class

Net assets per share class

(in EUR)

A-Acc EUR 17,793.3902 EUR 942.38158 16,768,163.34 I-Acc EUR 36,117.2683 EUR 1,028.42985 37,144,076.82 I-Acc USD H 5,949.3100 USD 974.84783 5,085,647.12 Listing-Acc EUR 760.0000 EUR 942.17722 716,054.69

59,713,941.97


Statement of investments and other net assets (in EUR) as at 30th June 2017


8

Currency Number / nominal value

Description Cost Market value % of total net assets

Investments in securities

Transferable securities admitted to an official stock exchange listing

Shares

USD 75,000 Yamana Gold Inc 181,798.00 159,812.35 0.27

Total shares 181,798.00 159,812.35 0.27

Bonds

EUR 400,000 Altice NV 7.25% Reg S 14/15.05.22 428,440.00 424,200.00 0.71 EUR 2,000,000 Banco Bilbao Vizcaya Argent SA VAR Sub 14/19.05.Perpetual 1,981,520.00 2,051,690.00 3.44 EUR 1,600,000 Banco Santander SA VAR Sub 14/12.03.Perpetual 1,562,320.00 1,648,664.00 2.76 EUR 1,000,000 Cooperatieve Rabobank UA VAR Sub 15/29.06.Perpetual 1,018,000.00 1,060,545.00 1.78 EUR 2,400,000 Cred Suisse Gr Fd (Guer) Ltd 1.25% EMTN Sen 15/14.04.22 2,303,400.00 2,452,368.00 4.11 EUR 400,000 Crédit Agricole SA VAR Sub 14/23.06.Perpetual 422,500.00 437,580.00 0.73 EUR 200,000 EasyJet Plc 1.75% EMTN Reg S Sen 16/09.02.23 205,800.00 207,348.00 0.35 EUR 100,000 HSBC Holdings Plc VAR Reg S Sub 14/16.03.Perpetual 98,250.00 107,213.00 0.18 EUR 1,500,000 Intesa Sanpaolo SpA VAR EMTN Reg S Sub

16/19.07.Perpetual 1,512,500.00 1,583,002.50 2.65

EUR 200,000 Leonardo SpA 4.5% EMTN Sen 13/19.01.21 222,200.00 226,275.00 0.38 EUR 400,000 Société Générale SA VAR Reg S Sub 07.10.Perpetual 422,200.00 439,108.00 0.74 EUR 1,700,000 Unicredit SpA VAR Reg S Sub 14/10.03.Perpetual 1,662,900.00 1,717,204.00 2.88 EUR 1,000,000 Vodafone Group Plc 4.65% 10/20.01.22 1,214,500.00 1,183,535.00 1.98

13,054,530.00 13,538,732.50 22.69

GBP 1,000,000 Assicurazioni Generali SpA FRN Reg S Sub 07/08.02.Perpetual 1,223,336.01 1,253,591.13 2.10 GBP 400,000 BAT Intl Finance Plc 1.75% EMTN Reg S Ser 55 16/05.07.21 448,668.70 461,608.37 0.77 GBP 800,000 BUPA Finance Plc 5% Reg S Sub 13/25.04.23 976,424.41 1,018,212.77 1.71 GBP 200,000 Imperial Brands Fin Plc VAR EMTN Reg S Ser 23 09/17.02.22 316,143.14 301,253.91 0.50 GBP 600,000 Tesco Plc 6.125% EMTN Reg S Ser 68 09/24.02.22 787,544.39 783,758.13 1.31

3,752,116.65 3,818,424.31 6.39

IDR 6,000,000,000 EIB 7.2% EMTN Reg S Sen 14/09.07.19 427,719.13 402,237.03 0.67 INR 105,000,000 EIB 6.6% EMTN Reg S Sen 16/04.03.19 1,540,756.44 1,449,597.06 2.43 INR 35,000,000 IBRD 6.375% Dual Currency Ser 11268 Sen 15/07.08.18 509,264.94 479,029.64 0.80 INR 20,000,000 Intl Finance Corp 6.3% EMTN 14/25.11.24 289,888.39 277,143.52 0.46

2,339,909.77 2,205,770.22 3.69

MXN 22,000,000 EIB 4% EMTN Reg S Ser 2161/0100 15/25.02.20 956,848.50 1,000,095.48 1.67 RUB 35,000,000 Russia 7.85% Reg S Sen 11/10.03.18 549,569.03 517,683.64 0.87 RUB 70,000,000 VimpelCom Hgs BV 9% Reg S Sen 13/13.02.18 1,115,232.57 1,036,258.68 1.74

1,664,801.60 1,553,942.32 2.61

TRY 1,800,000 EIB 9.25% EMTN Reg S Sen 11/20.07.18 483,065.44 445,047.95 0.75 USD 1,600,000 EA Partners I BV 6.875% Reg S Sen 15/28.09.20 1,476,373.06 1,304,370.40 2.18 USD 800,000 Ford Motor Cred Co LLC 2.943% Ser MTN 16/08.01.19 733,069.56 710,343.74 1.19 USD 1,500,000 General Electric Co 3.45% 14/15.05.24 1,419,487.69 1,381,265.35 2.31 USD 2,000,000 Goldman Sachs Group Inc 5.75% Sen 12/24.01.22 2,034,421.89 1,973,395.30 3.30 USD 1,300,000 Meccanica Holdings USA Inc 7.375% Reg S 09/15.07.39 1,294,881.68 1,364,184.93 2.28

6,958,233.88 6,733,559.72 11.26

ZAR 20,000,000 EIB 6% EMTN Sen Reg S 12/21.10.19 1,387,760.64 1,297,351.50 2.17

Total bonds 31,024,985.61 30,995,161.03 51.90

Money market instruments


EUR 482,971.5 easyJet Airline Co Ltd 0% FA 0ecf358f-aad3-479f 17/11.08.17 478,428.00 478,428.00 0.80 EUR 62,526 easyJet Airline Co Ltd 0% FA 34948eb7-8bfb-4ab0 17/11.08.17 61,832.00 61,832.00 0.10 EUR 180,967 easyJet Airline Co Ltd 0% FA 688d2bcb-308e-477f 17/14.07.17 178,961.00 178,961.00 0.30


Statement of investments and other net assets (in EUR) (continued) as at 30th June 2017


9



EUR 461,917.31 easyJet Airline Co Ltd 0% FA 8034ae88-aa0b 17/10.07.17 456,718.00 456,718.00 0.77 EUR 50,402 easyJet Airline Co Ltd 0% FA 9594822e-a3e3-4653 17/10.07.17 49,826.00 49,826.00 0.08 EUR 286,202 Ryanair DAC 0% FA d825a5e3-5fdf-4a22-895c-b2ab41

17/10.07.17 282,932.00 282,932.00 0.47

EUR 76,819.51 Volotea SA 0% FA 52b386d4-a8f6-46a8 17/11.08.17 75,967.77 75,967.77 0.13

Total money market instruments 1,584,664.77 1,584,664.77 2.65

Open-ended investment funds

Investment funds (UCITS)

EUR 1,242.1029 Method Investments Scv Attractive Global Opp Plus I EUR Cap 1,299,999.93 1,360,668.98 2.28

Total investment funds (UCITS) 1,299,999.93 1,360,668.98 2.28

Tracker funds (UCITS)

EUR 16,600 iShares III Plc Core EUR Corporate Bond UCITS ETF Dist 2,151,415.33 2,152,688.00 3.61

Total tracker funds (UCITS) 2,151,415.33 2,152,688.00 3.61

Total investments in securities 36,242,863.64 36,252,995.13 60.71

Options

Listed financial instruments

Options on transferable securities

EUR 1,200 Intesa Sanpaolo SpA CALL 09/17 MIL 3 31,200.00 46,440.00 0.08 EUR 1,000 Unicredit SpA Reg CALL 09/17 MIL 18 230,000.00 149,400.00 0.24

Total options on transferable securities 261,200.00 195,840.00 0.32

Index options

EUR 571 DAX Germany Index CALL 07/17 EUX 12800 9,992.50 6,281.00 0.01 USD 38 S&P 500 Index PUT 07/17 OPRA 2350 8,677.74 3,831.99 0.01 USD 10 S&P 500 Index PUT 07/17 OPRA 2400 13,479.36 10,873.38 0.02

22,157.10 14,705.37 0.03

Total index options 32,149.60 20,986.37 0.04

Total options 293,349.60 216,826.37 0.36

Short options

Listed financial instruments

Index options

USD -10 S&P 500 Index PUT 07/17 OPRA 2300 -4,877.40 -2,542.97 0.00

Total short options -4,877.40 -2,542.97 0.00

Cash at banks 9,607,862.11 16.09

Other net assets/(liabilities) 13,638,801.33 22.84

Total 59,713,941.97 100.00


Industrial and geographical classification of investments as at 30th June 2017

10

Industrial classification

(in percentage of net assets)

Banks 15.16 %

Diversified financial services 14.33 %

International institutions 8.95 %

Investment funds 5.89 %

Telecommunication services 4.43 %

Transportation 3.00 %

Capital goods 2.69 %

Insurance 2.10 %

Health care equipment and services 1.71 %

Retailing 1.31 %

Countries and governments 0.87 %

Raw materials 0.27 %

Total 60.71 %

Geographical classification

(by domicile of the issuer) (in percentage of net assets)

United States of America 10.34 %

Luxembourg 9.97 %

United Kingdom 8.85 %

Italy 8.01 %

The Netherlands 6.41 %

Spain 6.33 %

Guernsey 4.11 %

Ireland 4.08 %

France 1.47 %

Russia 0.87 %

Canada 0.27 %

Total 60.71 %

Method Investments SICAV - Attractive Global Opportunities Plus



11

Assets Securities portfolio at market value 592,046.73 Cash at banks 623,454.37 Other liquid assets 147,271.36 Formation expenses, net 7,808.61 Income receivable on portfolio 12,937.90


Liabilities Expenses payable 22,850.00

Total liabilities 22,850.00




shares

Currency of

share class


share class


(in EUR)

I-Acc EUR 1,242 EUR 1,095.45592 1,360,668.97

1,360,668.97




12





Bonds

EUR 100,000 Banco Santander SA VAR Sub 14/12.03.Perpetual 95,230.00 103,041.50 7.57 EUR 100,000 Telefonica Europe BV VAR Sub 14/31.03.Perpetual 107,850.00 114,890.50 8.44

203,080.00 217,932.00 16.01

GBP 100,000 Assicurazioni Generali SpA FRN Reg S Sub 07/08.02.Perpetual 120,916.93 125,359.11 9.21 MXN 1,100,000 EIB 4% EMTN Reg S Ser 2161/0100 15/25.02.20 46,545.79 50,004.77 3.68 RUB 2,500,000 IBRD 8% Ser 11486 16/22.08.18 41,207.90 37,138.99 2.73 TRY 115,000 EIB 9.25% EMTN Reg S Sen 11/20.07.18 30,071.79 28,433.62 2.09 USD 110,000 US 2.125% T-Notes Sen 11-2020 15/30.06.22 105,184.73 97,501.08 7.17 ZAR 550,000 EIB 6% EMTN Sen Reg S 12/21.10.19 37,738.76 35,677.16 2.62

Total investments in securities 584,745.90 592,046.73 43.51

Cash at banks 623,454.37 45.82

Other net assets/(liabilities) 145,167.87 10.67

Total 1,360,668.97 100.00



13



International institutions 11.12 %

Insurance 9.21 %


Banks 7.57 %


Total 43.51 %




Italy 9.21 %


Luxembourg 8.39 %

Spain 7.57 %

Total 43.51 %

Method Investments SICAV - Target Selection



14

Assets Securities portfolio at market value 6,678,178.03 Cash at banks 94,419.00 Income receivable on portfolio 1,829.18 Unrealised gain on forward foreign exchange contracts 47,825.73


Liabilities Interest payable on bank overdrafts 65.87 Expenses payable 17,848.64





shares

Currency of

share class


share class


(in EUR)

A-Acc EUR 670 EUR 982.13562 658,380.02 I-Acc EUR 6,251 EUR 983.12657 6,145,957.41

6,804,337.43




15





Shares

GBP 300,000 Coats Group Plc 263,782.18 266,522.80 3.92 JPY 6,800 Showa Denko KK 135,763.42 138,303.66 2.03 JPY 26,000 Tokai Carbon Co Ltd 137,807.36 126,012.99 1.85

273,570.78 264,316.65 3.88

USD 1,000 Activision Blizzard Inc 51,104.36 50,482.29 0.74 USD 2,000 Align Technology Inc 266,459.79 263,276.04 3.87 USD 600 Autodesk Inc 60,467.58 53,044.55 0.78 USD 1,100 Best Buy Co Inc 58,733.62 55,299.02 0.81 USD 800 FMC Corp 54,167.73 51,245.18 0.75 USD 600 Regeneron Pharmaceuticals Inc 284,280.18 258,404.07 3.80 USD 1,500 Seagate Technology Plc 69,024.57 50,968.96 0.75 USD 2,250 Vertex Pharmaceuticals Inc 274,195.70 254,259.47 3.74

1,118,433.53 1,036,979.58 15.24

Total shares 1,655,786.49 1,567,819.03 23.04



EUR 500,000 Italia 0% BOT 17/29.09.17 500,697.00 500,475.00 7.36 EUR 600,000 Italia 0% BOT Sen 16/13.10.17 601,110.00 600,741.00 8.83 EUR 600,000 Italia 0% BOT Sen Ser 12M 16/14.12.17 601,296.00 601,050.00 8.83 EUR 600,000 Italia 0% BOT Ser 12M 16/14.11.17 601,182.00 600,909.00 8.83 EUR 1,000,000 Italia 0% BOT Ser 12M 17/13.04.18 1,002,950.00 1,002,915.00 14.74 EUR 600,000 Italia 0% BOT Ser 12M 17/14.03.18 601,644.00 601,581.00 8.84 EUR 600,000 Italia 0% BOT Ser 12M Sen 17/12.01.18 601,434.00 601,269.00 8.84 EUR 600,000 Italia 0% BOT T-Bills Ser12M 17/14.02.18 601,560.00 601,419.00 8.84

Total money market instruments 5,111,873.00 5,110,359.00 75.11


Cash at banks 94,419.00 1.39


Total 6,804,337.43 100.00



16




Pharmaceuticals and biotechnology 7.54 %




Software and services 1.52 %

Retailing 0.81 %

Technology hardware and equipment 0.75 %

Total 98.15 %



Italy 75.11 %



Japan 3.88 %

Ireland 0.75 %

Total 98.15 %

Method Investments SICAV - Global Brands



17

Assets Securities portfolio at market value 14,854,267.71 Cash at banks 1,254,699.27 Formation expenses, net 1,201.06 Income receivable on portfolio 323,610.84 Interest receivable on bank accounts 35.29 Unrealised gain on forward foreign exchange contracts 264,965.92


Liabilities Bank overdrafts 186,672.61 Payable on purchases of securities 57,814.73 Payable on treasury transactions 33.07 Interest payable on bank overdrafts 39.43 Expenses payable 20,720.74





shares

Currency of

share class


share class


(in EUR)

P-Acc EUR 17,561.0256 EUR 935.79383 16,433,499.51

16,433,499.51




18





Bonds

AUD 250,000 Anglo American Capital Plc 5.75% Sen 13/27.11.18 177,688.70 172,739.42 1.05 EUR 250,000 Alitalia Soci Aerea Italia SpA 5.25% Reg S Sen 15/30.07.20 247,500.00 56,250.00 0.34 EUR 300,000 Assicurazioni Generali SpA VAR EMTN Sub 12/10.07.42 398,325.00 404,329.50 2.46 EUR 500,000 Casino Guichard Perrachon VAR EMTN Sub

13/31.01.Perpetual 493,000.00 507,572.50 3.09

EUR 500,000 ENEL SpA VAR Sub Sen 13/10.01.74 542,750.00 541,867.50 3.30 EUR 500,000 Intesa Sanpaolo SpA VAR EMTN Reg S Sub

16/19.07.Perpetual 512,112.50 527,667.50 3.21

EUR 350,000 Intesa Sanpaolo SpA VAR Reg S Sub 17/11.07.Perpetual 348,687.50 388,633.00 2.36 EUR 800,000 Italia ILB Ser ICPI 13/12.11.17 826,859.71 809,456.49 4.93 EUR 750,000 OMV AG VAR EMTN Perpetual 795,795.00 786,701.25 4.79 EUR 250,000 Orange VAR Reg S Sub 14/01.10.Perpetual 279,662.50 280,522.50 1.71 EUR 100,000 SFR Group SA 5.625% Reg S 14/15.05.24 108,750.00 107,998.50 0.66 EUR 200,000 Talanx Finanz (Luxembourg) SA VAR EMTN Reg S Sub

12/15.06.42 260,700.00 262,983.00 1.60

EUR 300,000 Telefonica Europe BV VAR Sen Sub 13/18.09.Perpetual 349,845.00 359,683.50 2.19 EUR 200,000 Telefonica Europe BV VAR Sub 14/31.03.Perpetual 228,600.00 229,781.00 1.40 EUR 200,000 Trevi Finanziaria SpA Step-up Sen 14/28.07.19 193,800.00 192,318.00 1.17 EUR 250,000 UnipolSai SpA VAR EMTN Sub 14/18.06.Perpetual 249,625.00 249,915.00 1.52 EUR 250,000 Voestalpine VAR EMTN Sub Ser 2 13/31.10.Perpetual 274,500.00 274,523.75 1.67 EUR 300,000 Volkswagen Intl Finance NV VAR Sub Sen 13/04.09.Perpetual 336,187.50 334,753.50 2.04 EUR 350,000 Wind Acquisition Finance SA 4% Reg S 14/15.07.20 351,750.00 354,259.50 2.16

6,798,449.71 6,669,215.99 40.60

GBP 300,000 America Movil SAB de CV VAR Reg S Sub Ser C 13/06.09.73 391,375.45 372,264.01 2.26 GBP 250,000 Aston Martin Capital Ltd 5.75% Sen Reg S 17/15.04.22 298,303.01 299,569.06 1.82 GBP 200,000 ENEL SpA VAR Sen Sub Reg S 13/10.09.75 260,328.17 259,365.41 1.58

950,006.63 931,198.48 5.66

USD 500,000 Aquarius + Invs Plc VAR Conv EMTN 12/01.09.Perpetual 501,285.15 465,816.82 2.83 USD 250,000 Axa SA VAR Reg S Sub Ser A 06/14.06.Perpetual 237,322.42 226,184.89 1.38 USD 200,000 Dow Chemical Co 7.375% Sen 99/01.11.29 239,165.82 236,011.05 1.44 USD 450,000 EA Partners I BV 6.875% Reg S Sen 15/28.09.20 420,007.87 366,854.17 2.23 USD 200,000 Fiat Chrysler Automobiles NV 5.25% Sen 15/15.04.23 181,606.73 178,573.30 1.09 USD 250,000 Freeport McMoRan Inc 6.875% Sen 12/15.02.23 229,201.28 226,846.94 1.38 USD 500,000 Gaz Capital SA 9.25% Ser REGS 09/23.04.19 516,976.28 487,664.42 2.97 USD 500,000 Goldman Sachs Group Inc 5.95% Sub 06/15.01.27 529,639.35 511,388.55 3.11 USD 250,000 JBS Investments GmbH 7.75% Reg S Sen 13/28.10.20 247,905.69 208,272.32 1.27 USD 100,000 JPMorgan Chase & Co 8% Sen Sub 97/29.04.27 119,292.62 115,948.75 0.71 USD 250,000 Levi Strauss & Co 5% Sen 15/01.05.25 234,084.41 229,268.24 1.39 USD 100,000 Ooredoo International Fin Ltd 7.875% Reg S Ser 2 09/10.06.19 97,642.92 95,661.61 0.58 USD 250,000 Petrobras Global Finance BV 7.875% Sen 09/15.03.19 245,826.94 236,276.75 1.44 USD 250,000 Reliance Industries Ltd 5.875% Reg S Sen 13/01.08.Perpetual 227,300.13 223,013.85 1.36 USD 250,000 Turkiye Garanti Bankasi AS 6.25% Sen Reg S 11/20.04.21 245,575.64 232,728.65 1.42 USD 250,000 UBS Group Inc VAR Reg S Sub 15/19.02.Perpetual 231,450.35 232,764.82 1.42 USD 250,000 US 6.125% T-Bonds 97/15.11.27 306,546.14 296,085.80 1.80 USD 250,000 Verizon Communications Inc 5.15% Sen 13/15.09.23 254,950.27 243,739.04 1.48 USD 250,000 Ziggo Bond Finance BV 6% Sen Reg S 16/15.01.27 229,589.44 222,344.13 1.35

5,295,369.45 5,035,444.10 30.65

Total bonds 13,221,514.49 12,808,597.99 77.96

Transferable securities dealt in on another regulated market

Bonds

EUR 250,000 Astaldi SpA 7.125% Reg S Sen 13/01.12.20 262,937.50 259,242.50 1.58 EUR 250,000 Banco BPM SpA FRN Sub 08/20.10.18 245,390.00 248,525.00 1.51 EUR 300,000 Marcolin SpA FRN Reg S Sen 17/15.02.23 306,570.00 306,103.50 1.86


Statement of investments and other net assets (in EUR) (continued) as at 30th June 2017


19



EUR 250,000 Snaitech SpA 6.375% Reg S Sen 16/07.11.21 253,250.00 268,496.25 1.63 EUR 100,000 Unicredit SpA FRN MTN Ser 02/12 Sen Sub 15/03.05.25 96,798.00 99,085.00 0.60 EUR 250,000 Unicredit SpA VAR Jun Sub Reg S 16/03.06.Perpetual 271,250.00 281,877.50 1.71

1,436,195.50 1,463,329.75 8.89

USD 600,000 Allianz SE 3.875% EMTN Reg S Sub Sen 16/07.03.Perpetual 509,352.02 474,154.68 2.88 USD 100,000 Siemens Financieringsmaatsc NV 6.125% Reg S Sen

06/17.08.26 110,354.14 108,185.29 0.66

619,706.16 582,339.97 3.54

Total bonds 2,055,901.66 2,045,669.72 12.43


Cash at banks 1,254,699.27 7.64

Bank overdrafts -186,672.61 -1.14


Total 16,433,499.51 100.00



20




Banks 11.52 %

Insurance 8.24 %



Energy 6.23 %

Telecommunication services 6.03 %

Utilities 4.88 %

Special Purpose Vehicle (SPV) 4.18 %

Food retailing, drugstores and pharmacies 3.09 %

Capital goods 2.75 %


Hotels, restaurants and leisure 1.63 %

Consumer durables and apparel 1.39 %

Automobiles and components 1.09 %

Media 0.66 %

Transportation 0.34 %

Total 90.39 %


Industrial and geographical classification of investments (continued) as at 30th June 2017

21



Italy 29.76 %



Austria 7.73 %

France 6.84 %

Luxembourg 6.73 %

Germany 2.88 %

Ireland 2.83 %

Mexico 2.26 %

Jersey 1.82 %

Turkey 1.42 %

Switzerland 1.42 %

India 1.36 %


Bermuda 0.58 %

Total 90.39 %

Method Investments SICAV - Equity Rebalance (dormant since 8th June 2017)



22

Assets Cash at banks 43,236.48

Total assets 43,236.48

Liabilities Expenses payable 43,236.48


Net assets at the end of the period 0.00


Notes to the financial statements as at 30th June 2017

23

Note 1 - Significant accounting policies a) Presentation of the financial statements

The financial statements of the Company are prepared in accordance with Luxembourg legal and regulatory requirements concerning Undertakings for Collective Investment and with generally accepted accounting principles in Luxembourg.

b) Valuation of assets

The value of any cash in hand or on deposit, notes and bills payable on demand and accounts receivable (including reimbursements of fees and expenses payable by any UCI in which the Company may invest), prepaid expenses and cash dividends declared and interest accrued but not yet collected, is deemed the nominal value of these assets unless it is improbable that it can be paid and collected in full; in which case, the value will be arrived at after deducting such amounts as the Board may consider appropriate to reflect the true value of these assets. Securities and Money Market Instruments listed on an official stock exchange or dealt on any other Regulated Market are valued at their last available price on the Valuation Day and, if the security or Money Market Instrument is traded on several markets, on the basis of the last known price on the main market of this security. If the last known price is not representative, valuation is based on the fair value at which it is expected it can be sold, as determined with prudence and in good faith by the Board. Unlisted securities and securities or Money Market Instruments not traded on a stock exchange or any other Regulated Market as well as listed securities and securities or Money Market Instruments listed on a Regulated Market for which no price is available, or securities or Money Market Instruments whose quoted price is, in the opinion of the Board, not representative of actual market value, are valued at their last known price in Luxembourg or, in the absence of such price, on the basis of their probable realisation value, as determined with prudence and in good faith by the Board. The valuation of investments reaching maturity within a maximum period of 90 days may include straight-line daily amortisation of the difference between the principal 91 days before maturity and the value at maturity. The liquidation value of futures, spot, forward or option contracts that are not traded on stock exchanges or other Regulated Markets is equal to their net liquidation value determined in accordance with the policies established by the Board on a basis consistently applied to each type of contract. The liquidation value of futures, spot, forward or option contracts traded on stock exchanges or other Regulated Markets is based on the latest available price for these contracts on the stock exchanges and Regulated Markets on which these option, spot, forward or futures contracts are traded, provided that if an option or futures contract cannot be liquidated on the date on which the net assets are valued, the basis for determining the liquidation value of said contract shall be determined by the Board in a fair and reasonable manner. Liquid assets and money market instruments are valued at their nominal value plus accrued interest, or on the basis of amortised costs. The money market instruments are shown at cost and the difference between the cost and the cost of redemption on maturity is shown as interest.

Any other securities and assets are valued in accordance with the procedures put in place by the Board and with the help of specialist valuers, as the case may be, who are instructed by the Board to carry out the said valuations.


Notes to the financial statements (continued) as at 30th June 2017

24

Shares or Units in underlying open-ended investment funds are valued at their last available Net Asset Value.

c) Acquisition cost of securities in the portfolio

The acquisition cost of the securities held by each Sub-Fund that are denominated in currencies other than the reference currency of the Sub-Fund is converted into this currency at the exchange rate prevailing on the date of purchase.

d) Net realised gain/(loss) on securities portfolio

The realised gains and losses on securities portfolio are calculated on the basis of the average acquisition cost.

e) Investment portfolio income

Dividend income is recorded at the ex-date, net of any withholding tax.

Interest income accrued and payable are recorded, net of any withholding tax. f) Valuation of forward foreign exchange contracts

Forward foreign exchange contracts are valued at forward market rates for the remaining period from valuation date to the maturity of the contracts. Net unrealised gains or losses are recorded in the statement of net assets.

g) Valuation of futures contracts

Open futures contracts are valued at the last settlement or close price on the stock exchanges or regulated markets. Unrealised gains or losses of open contracts are recorded in the statement of net assets.

h) Valuation of option contracts

Premiums paid on the purchase of options are recorded under the item ʺOption contracts at market valueʺ in the statement of net assets and are presented at cost in the statement of investments and other net assets. Premiums received on issued options are recorded under the item ʺShort option contracts at market valueʺ in the statement of net assets and are presented at cost received in the statement of investments and other net assets. Option contracts outstanding at the date of the financial statements are valued at the last settlement or closing price on the stock exchanges or regulated markets.

i) Valuation of Contracts For Differences (CFD)

Contracts For Differences (CFD) are registered in the off-balance sheet and valued on the basis of the last available price of their underlying. Net unrealised gains or losses are recorded in the statement of net assets.

j) Formation expenses

Formation expenses are amortised on a straight line basis over a period of five years.

If the launch of a Sub-Fund occurs after the launch date of the Company, the formation expenses related to the launch of the new Sub-Fund is charged to such Sub-Fund alone and may be amortised over a maximum of five years with effect from the Sub-Fund’s launch date.



25

k) Conversion of foreign currencies

Cash at banks, other net assets and liabilities and the market value of the securities in portfolio expressed in currencies other than the reference currency of the Sub-Fund are converted into this currency at the exchange rate prevailing on the date of the financial statements. Income and expenses expressed in currencies other than the reference currency of the Sub-Fund are converted into this currency at the exchange rate prevailing on the date of the transaction. At the date of the financial statements, the exchange rates were as follows:

1 EUR = 18.9477461 ARS Argetin Peso 1.4864442 AUD Australian Dollar 7.7329384 CNY Chinese Yuan Renminbi 0.8779737 GBP Pound Sterling 15,218.1165513 IDR Indonesian Rupiah 73.7040506 INR Indian Rupee 128.1296487 JPY Japanese Yen 20.6395293 MXN Mexican Peso 9.5524465 NOK Norwegian Krona 67.5344884 RUB Russian Rouble 4.0128395 TRY New Turkish Lira

(1 TRY=1,000,000 TRL) 1.1404000 USD US Dollar 14.9334240 ZAR South African Rand 1 USD = 0.8768853 EUR Euro 7.8065000 HKD Hong Kong Dollar l) Other liquid assets

The caption "Other liquid assets" disclosed in the statement of net assets is mainly composed of treasury accounts at brokers.

m) Combined financial statements

The combined financial statements of the Company are expressed in EUR and are equal to the sum of the corresponding items in the financial statements of each Sub-Fund converted into this currency at the exchange rate prevailing at the date of the financial statements.

At the date of the financial statements, the exchange rate used for the combined financial statements is the following:

1 EUR = 1.1404000 USD US Dollar

n) Receivable / Payable on treasury transactions

The item "Receivable on treasury transactions" comprises maturities of time deposits, new loans or foreign exchange transactions not yet recorded under the item "Cash at banks". The item "Payable on treasury transactions" comprises new time deposits, maturities of loans or foreign exchange transactions not yet recorded under the item "Cash at banks".



26

Note 2 - Investment Management Fee The Investment Manager is entitled to receive out of the assets of each share Class an Investment Management Fee accrued on each Valuation Day and payable monthly in arrears at the following rates p.a.:

Sub-Funds Effective rate

- Method Investments SICAV - Attractive Global Opportunities

- for class A-Acc EUR 2.25%

- for class I-Acc EUR , class I-Acc USD H and class Listing-

Acc EUR

1.75%

- Method Investments SICAV - Attractive Global Opportunities Plus

- for class I-Acc EUR 1.75%

- Method Investments SICAV - Target Selection



- Method Investments SICAV - Global Brands*

- for class P-Acc EUR 0.10%

- Method Investment SICAV - Equity Rebalance



- for class P-Acc EUR 0%

*referring to the circular resolution dated 3rd March 2017 Note 3 - Performance Fee In addition to the Investment Management Fee, the Investment Manager is entitled to receive a Performance Fee out of the appreciation of the Net Asset Value per share and which is due as of each Valuation Day and is payable monthly in arrears. The Performance Fee is calculated with the following rates:

Sub-Funds Rates


- for class A-Acc EUR 20% above Bofa* 1M EUR LIBID

- for class I-Acc EUR shares 20% above Bofa* 1M EUR LIBID

- for class I-Acc USD H shares 20% above Bofa* 1M USD LIBID

- for class Listing-Acc EUR 20% above Bofa* 1M EUR LIBID



27

Sub-Funds Rates


Plus

- for class I-Acc EUR 20% above Bofa* 1M EUR LIBID

- Method Investments SICAV - Target Selection

- for class H-Acc EUR shares 15%.

- for class Listing-Acc EUR 15%

- Method Investments SICAV - Global Brands

- for class P-Acc EUR shares 0%

- Method Investments SICAV - Equity Rebalance

- for class A-Acc EUR shares 20% above Bofa* 1M EUR LIBID

- for class I-Acc EUR shares 20% above Bofa* 1M EUR LIBID

- for class P-Acc EUR shares 15% above Bofa* 1M EUR LIBID

*Bofa=Bank of America The Performance Fee accrues only on the Valuation Day on which the Net Asset Value per share exceeds the "High Water Mark", which is equal to the highest Net Asset Value per share on any previous Valuation Day. As of each Valuation Day, the Performance Fee (if any) which shall accrue is the amount equal to:

(i) the positive difference between:

(A) the Net Asset Value per Share of the relevant class as of such Valuation Day; and (B) the highest Net Asset Value per Share of the relevant class on any previous Valuation Day plus the prorated benchmark;

(ii) multiplied by the number of shares, which are in issue on the Valuation Day; and

(iii) multiplied by the percentage rate applicable to the calculation of the Performance Fee.

At the date of the financial statements, the performance fee was recorded for the following Sub-Fund and amounted to:

Method Investments SICAV - Attractive Global Opportunities Plus EUR 7,391.64

No performance fees were recorded for the other Sub-Funds. Note 4 - Commission on shares issued, redeemed and converted The following sales charges out of the Net Asset Value per class I-Acc EUR shares, class I-Acc USD H shares, class A-Acc EUR shares, class H-Acc EUR shares, class P-Acc EUR shares, class P-Acc EUR, class R EUR. Class R USD shares may be added to the subscription price to be paid to distributors, sub-distributors or intermediaries:



28

Method Investments SICAV - Attractive Global Opportunities: up to 5% Method Investments SICAV - Attractive Global Opportunities Plus: up to 5% Method Investments SICAV - Target Selection: up to 5% Method Investments SICAV - Global Brands: up to 5% Method Investments SICAV - Equity Rebalance (dormant since 8th June 2017): up to 5% Method Investments SICAV - Xingtai China Consumer (dormant since 28th December 2016):

up to 5% No sales charge is added for the subscription of class I EUR, Listing-Acc EUR and class I USD shares. Shares are redeemed at an amount which equals the Net Asset Value per Share as of the applicable Valuation Day. No conversion fee and no redemption fee are levied. Note 5 - Subscription duty ("taxe d’abonnement") The Company is governed by Luxembourg law. Pursuant to the legislation and regulations in force, the Company is subject to an annual subscription duty ("taxe d’abonnement") of 0.05% of its net assets, calculated and payable quarterly and calculated on the basis of the net assets of each Sub-Fund on the last day of each quarter. A lower rate of 0.01% is applied to the classes reserved to institutional investors according to Article 174 (2) of the amended law of 17th December 2010. Pursuant to Article 175 (a) of the amended law of 17th December 2010 the net assets invested in undertakings for collective investment already subject to the "taxe d’abonnement" are exempt from this tax. Note 6 - Forward foreign exchange contracts As at 30th June 2017, the Sub-Funds are committed in the following forward foreign exchange contracts with the following counterparties:

Method Investments SICAV - Attractive Global Opportunities Currency Purchases Currency Sales Maturity Unrealised result

(in EUR)

Forward foreign exchange contracts (GOLDMAN SACHS LTD LONDON, UNITED KINGDOM) NOK 9,485,409.00 EUR 1,000,000.00 03.07.2017 -7,017.84 RUB 118,089,000.00 USD 2,000,000.00 03.07.2017 -5,197.36 RUB 118,091,400.00 USD 2,000,000.00 03.07.2017 -5,161.82 RUB 59,038,900.00 USD 1,000,000.00 03.07.2017 -2,681.59 RUB 119,074,200.00 USD 2,000,000.00 03.07.2017 9,390.74 TRY 2,000,000.00 ZAR 7,312,008.00 03.07.2017 8,759.78 USD 5,000,000.00 RUB 289,647,000.00 03.07.2017 95,551.21 USD 2,000,000.00 RUB 119,471,600.00 03.07.2017 -15,275.14 USD 5,000,000.00 CNY 34,010,100.00 10.07.2017 -12,210.75 EUR 1,000,000.00 NOK 9,561,033.00 17.07.2017 -487.98 NOK 9,570,040.00 EUR 1,000,000.00 17.07.2017 1,430.88 TRY 2,000,000.00 ZAR 7,359,982.00 17.07.2017 4,827.93 ZAR 7,430,126.00 TRY 2,000,000.00 17.07.2017 -130.82 ARS 8,075,000.00 USD 500,000.00 25.07.2017 -16,739.59 ARS 8,301,150.00 USD 500,000.00 21.09.2017 -17,611.29 TRY 2,840,786.90 EUR 700,000.00 21.09.2017 -10,856.38 ARS 8,975,000.00 USD 500,000.00 23.02.2018 -15,321.24

11,268.74



29

Currency Purchases Currency Sales Maturity Unrealised result (in EUR)

Forward foreign exchange contracts (BANK OF AMERICA CORP, UNITED STATES OF AMERICA) EUR 6,715,387.27 GBP 5,835,000.00 07.07.2017 69,527.53 EUR 12,663,173.79 USD 14,260,000.00 07.07.2017 159,425.63 EUR 230,357.94 USD 256,780.00 07.07.2017 5,202.90 GBP 2,484,800.00 EUR 2,816,914.18 07.07.2017 13,186.41 USD 1,292,000.00 EUR 1,144,882.59 07.07.2017 -12,004.31

235,338.16 Forward foreign exchange contracts (MORGAN STANLEY & CO INTL PLC, UNITED KINGDOM) EUR 3,000,000.00 USD 3,380,532.00 10.07.2017 36,501.86 EUR 2,000,000.00 USD 2,260,571.00 10.07.2017 18,298.97

54,800.83 Forward foreign exchange contracts linked to class I-Acc USD H (BANK OF AMERICA CORP, UNITED STATES OF AMERICA)

USD 5,730,000.00 EUR 5,088,358.05 07.07.2017 -64,060.93

-64,060.93

Method Investments SICAV - Target Selection Currency Purchases Currency Sales Maturity Unrealised result

(in EUR)

Forward foreign exchange contracts (KBL EUROP. PRIVATE BANKERS SA, LUXEMBOURG) EUR 227,712.63 GBP 200,000.00 25.07.2017 7.25 EUR 50,000.00 GBP 42,190.00 25.07.2017 1,966.34 EUR 150,000.00 JPY 18,571,500.00 25.07.2017 5,084.14 EUR 765,000.00 USD 836,221.50 25.07.2017 32,545.04 EUR 358,150.15 USD 400,000.00 25.07.2017 7,777.77 USD 110,000.00 JPY 12,293,600.00 25.07.2017 425.57 USD 55,000.00 JPY 6,171,550.00 25.07.2017 19.62

47,825.73

Method Investments SICAV - Global Brands Currency Purchases Currency Sales Maturity Unrealised result

(in EUR)

Forward foreign exchange contracts (KBL EUROPEAN PRIVATE BANKERS SA, LUXEMBOURG) EUR 177,407.19 USD 200,000.00 27.10.2017 3,124.09 EUR 250,000.00 USD 268,625.00 27.10.2017 15,988.28 EUR 5,000,000.00 USD 5,384,000.00 27.10.2017 309,681.37 USD 283,575.00 EUR 250,000.00 27.10.2017 -2,878.84 USD 280,625.00 EUR 250,000.00 27.10.2017 -5,465.65 USD 278,650.00 EUR 250,000.00 27.10.2017 -7,197.50 USD 1,102,550.00 EUR 1,000,000.00 27.10.2017 -39,356.48 USD 276,675.00 EUR 250,000.00 27.10.2017 -8,929.35

264,965.92

Note 7 - Futures contracts As at 30th June 2017, Method Investments SICAV - Attractive Global Opportunities is committed in the following futures contracts with MORGAN STANLEY & CO INTL PLC, UNITED KINGDOM: Number of

contracts Denomination Currency Exposure

(in EUR) Unrealised

result (in EUR)

Sale 9 DAX Germany Index FUT

09/17 EUX EUR -2,772,000.00 93,012.51

Sale 93 Euro Stoxx 50 EUR (Price) Index FUT 09/17 EUX

EUR -3,190,830.00 96,720.00

Sale 64 Euro-BOBL 5 Years FUT 09/17 EUX

EUR -8,428,800.00 46,400.00

Purchase 500 Repsol SA VMOB Tech Dividende FUT 12/17 EUX

EUR 391,000.00 -14,000.00

Sale 65 Long Gilt Fut 10 Years FUT 09/17 ICE

GBP -9,296,463.30 87,485.08



30

Number of contracts

Denomination Currency Exposure (in EUR)

Unrealised result

(in EUR)

Sale 70 S&P 500 Index FUT 09/17 CME

USD -7,430,287.62 22,250.96

Sale 24 US Treasury Bond Ultra Long FUT 09/17 CBOT

USD -3,490,880.39 9,344.31

Purchase 57 US Treasury Note 10 Years FUT 09/17 CBOT

USD 6,274,360.97 -41,391.73

299,821.13

At the date of the financial statements, the Sub-Fund has pledged assets, recorded in the item "Deposits on futures contracts" disclosed in the statement of net assets in favour of MORGAN STANLEY & CO INTL PLC, UNITED KINGDOM as well as with GOLDMAN SACHS GROUP INC, NEW-YORK, GOLDMAN SACHS & CO NEW-YORK, NEW-YORK and MERRILL LYNCH INTL BANK LTD, UNITED KINGDOM. Note 8 - Contracts For Differences (CFD) As at 30th June 2017, the Sub-Fund Method Investments SICAV - Attractive Global Opportunities is committed in the following Contracts For Differences with the following counterparties:

- GOLDMAN SACHS & CO NEW YORK Number of

contracts Denomination Currency Market value

(in EUR) Unrealised

result (in EUR)

Sale -3,000,000 Telecom Italia SpA CFD EUR -2,424,000.00 51,000.00 Purchase 3,700,000 Telecom Italia SpA Risp CFD EUR 2,386,500.00 -146,150.00

-914,008.56 -95,150.00

- MORGAN STANLEY & CO INTL PLC, UNITED KINGDOM

Number of contracts

Denomination Currency Market value (in EUR)

Unrealised result

(in EUR)

Sale -31,500 Deutsche Bank AG Reg CFD EUR -489,037.50 7,742.70 Purchase 110,200 Goldcorp Inc CFD USD 1,247,528.94 -72,474.57 Sale -100,000 Unicredit SpA Reg CFD EUR -1,635,000.00 20,340.00

-914,008.56 -44,391.87

Note 9 - Short Options As at 30th June 2017, the Sub-Fund Method Investments SICAV - Attractive Global Opportunities is committed in the following short option contract with MORGAN STANLEY & CO INTL PLC, UNITED KINGDOM: Currency Number Denomination Commitment

(in EUR)

Index options USD 10 S&P 500 Index PUT 07/17 OPRA 2300 138,128.42

138,128.42

Note 10 - Changes in investments The statement of changes in investments for the reporting period is available free of charge at the registered office of the Company.


Additional information as at 30th June 2017

31

1 - Information concerning the transparency of securities financing transactions and of reuse of cash collateral (regulation EU 2015/2365, hereafter "SFTR") At the date of the financial statements, the Company is not in the scope of the publication requirements of SFTR. No transactions were carried out during the reporting period.

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