ABSOLUTE RETURN ALPHA FUND

Owns25

• AEMD HARD CURRENCY FUND

  Sub-fundCayman Islands

• AIM GLOBAL SOLVENCY EQUITY PORTFOLIO

  Sub-fundCayman Islands

• AIM MULTI ASSET FUND

  Sub-fundFrance

• AIM US SD HIGH YIELD FUND

  Sub-fundCayman Islands

• ALLIANZGI SHORT DURATION HIGH YIELD FUND

  Sub-fundCayman Islands

• APOLLO NL ABF US FUND

  Sub-fundCayman Islands

• BEMD HARD CURRENCY FUND

  Sub-fundCayman Islands

• BR MULTI SECTOR FIXED INCOME FUND

  Sub-fundCayman Islands

• DWS EURO SHORT DURATION HIGH YIELD FUND

  Sub-fundCayman Islands

• GEMD HARD CURRENCY FUND

  Sub-fundCayman Islands

• GLOBAL STRATEGY MULTI SECTOR FIXED INCOME FUND

  Sub-fundCayman Islands

• HORIZON PE FUND

  Sub-fundCayman Islands

• MIM US SHORT DURATION HIGH YIELD FUND

  Sub-fundCayman Islands

• NLGI PE CREDIT FUND I

  Sub-fundCayman Islands

• PANAGORA CONSERVATIVE DIVERSIFIED MULTI-ASSET FUND

  Sub-fundCayman Islands

• PUTNAM MULTI SECTOR FIXED INCOME FUND

  Sub-fundCayman Islands

• SCH MULTI ASSET FUND

  Sub-fundCayman Islands

• SVB GLOBAL CLIMATE CHANGE IMPACT FUND

  Sub-fundCayman Islands

• SYNTHETIC CREDIT FUND

  Sub-fundCayman Islands

• SYNTHETIC CREDIT FUND II

  Sub-fundCayman Islands

• SYNTHETIC CREDIT FUND III

  Sub-fundCayman Islands

• SYNTHETIC CREDIT FUND IV

  Sub-fundCayman Islands

• TCW MULTI SECTOR FIXED INCOME FUND

  Sub-fundCayman Islands

• TEMD HARD CURRENCY FUND

  Sub-fundCayman Islands

• US ADVANCED CMBS FUND

  Sub-fundCayman Islands

Why no parent is reported

No direct parent reportedNo ultimate parent reported

No parent prepares consolidated accounts including it