| Name of securities | Currency | Quantity or nominal amount | Current value | % of net assets |
| --- | --- | --- | --- | --- |
| Forward financial instruments |  |  |  |  |
| Options |  |  |  |  |
| Options on OTC markets |  |  |  |  |
| ITRX XOVER CDSI S33 08/2020 CALL 300 | EUR | -195,000,000 | -506,831.05 | -0.01 |
| ITRX XOVER CDSI S33 08/2020 CALL 300 | EUR | -195,000,000 | -506,831.05 | -0.01 |
| ITRX XOVER CDSI S33 08/2020 PUT 500 | EUR | 195,000,000 | 1,526,172.18 | 0.02 |
| ITRX XOVER CDSI S33 08/2020 PUT 500 | EUR | 195,000,000 | 1,526,172.18 | 0.03 |
| TOTAL Options on OTC markets |  |  | 2,038,682.26 | 0.03 |
| TOTAL Options |  |  | 2,038,682.26 | 0.03 |
| Other forward financial instruments |  |  |  |  |
| Credit Default Swaps |  |  |  |  |
| EASYJET 1.75 02-23_2 | EUR | 2,925,000 | -579,484.33 | -0.01 |
| EASYJET 1.75 02-23_2 | EUR | 11,700,000 | -2,317,937.31 | -0.03 |
| TOTAL Credit Default Swaps |  |  | -2,897,421.64 | -0.04 |
| Currency swaps |  |  |  |  |
| FIX/0.542/FIX/3.001 | EUR | 14,344,030 | 14,552,473.30 | 0.20 |
| FIX/0.542/FIX/3.001 | EUR | 14,344,030 | 14,552,473.30 | 0.20 |
| TOTAL Currency swaps |  |  | -89,858.91 | - |
| TOTAL Other forward financial instruments |  |  | -2,987,280.55 | -0.04 |
| TOTAL Forward financial instruments |  |  | -948,598.29 | -0.01 |
| Receivables |  |  | 375,537,435.58 | 5.05 |
| Payables |  |  | -381,168,045.56 | -5.13 |
| Financial accounts |  |  | 93,629,810.19 | 1.26 |
| Net assets |  |  | 7,429,708,897.95 | 100.00 |

Translation (ENDE, 2020-06-30):
| Wertpapierbezeichnung | Währung | Anzahl/Nennwert | Aktueller Wert | % des Netto- vermögens |
| --- | --- | --- | --- | --- |
| Terminfinanzinstrumente |  |  |  |  |
| Verpflichtungen aus bedingten Termingeschäften |  |  |  |  |
| Verpflichtungen aus OTC (over the counter) abgeschlossenen bedingten Termingeschäften |  |  |  |  |
| ITRX XOVER CDSI S33 08/2020 CALL 300 | EUR | -195.000.000 | -506.831,05 | -0,01 |
| ITRX XOVER CDSI S33 08/2020 CALL 300 | EUR | -195.000.000 | -506.831,05 | -0,01 |
| ITRX XOVER CDSI S33 08/2020 PUT 500 | EUR | 195.000.000 | 1.526.172,18 | 0,02 |
| ITRX XOVER CDSI S33 08/2020 PUT 500 | EUR | 195.000.000 | 1.526.172,18 | 0,03 |
| Verpflichtungen aus OTC (over the counter) abgeschlossenen bedingten Termingeschäften INSGESAMT |  |  | 2.038.682,26 | 0,03 |
| Verpflichtungen aus bedingten Termingeschäften INSGESAMT |  |  | 2.038.682,26 | 0,03 |
| Sonstige Terminfinanzinstrumente |  |  |  |  |
| Credit Default Swap |  |  |  |  |
| EASYJET 1,75 02-23_2 | EUR | 2.925.000 | -579.484,33 | -0,01 |
| EASYJET 1,75 02-23_2 | EUR | 11.700.000 | -2.317.937,31 | -0,03 |
| Credit Default Swap INSGESAMT |  |  | -2.897.421,64 | -0,04 |
| Devisen-Swaps |  |  |  |  |
| FIX/0,542/FIX/3,001 | EUR | 14.344.030 | 14.552.473,30 | 0,20 |
| FIX/0,542/FIX/3,001 | EUR | 14.344.030 | 14.552.473,30 | 0,20 |
| Devisen-Swaps INSGESAMT |  |  | -89.858,91 | - |
| Sonstige Terminfinanzinstrumente INSGESAMT |  |  | -2.987.280,55 | -0,04 |
| Terminfinanzinstrumente INSGESAMT |  |  | -948.598,29 | -0,01 |
| Forderungen |  |  | 375.537.435,58 | 5,05 |
| Verbindlichkeiten |  |  | -381.168.045,56 | -5,13 |
| Finanzkonten |  |  | 93.629.810,19 | 1,26 |
| Nettovermögen |  |  | 7.429.708.897,95 | 100,00 |