# JSS Sustainable Bond - Total Return Global (continued)
| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Usa 0.875% 20-15.11.30 /Tbo | 0.875 | 15.11.30 | USD | 12 000 000 | 13 000 000 | -5 000 000 | 20 000 000 | 16 180 468.80 | 3.75 |
| Usa 1.125% 20-15.05.40 /Tbo | 1.125 | 15.05.40 | USD | 28 100 000 | - | -8 100 000 | 20 000 000 | 12 956 250.00 | 3.01 |
| Usa 1.25% 21-30.06.28 /Tbo | 1.250 | 30.06.28 | USD | 10 000 000 | 15 000 000 | - | 25 000 000 | 21 758 789.00 | 5.05 |
| Usa 1.625% 19-30.11.26 /Tbo | 1.625 | 30.11.26 | USD | 12 500 000 | 1 000 000 | -2 000 000 | 11 500 000 | 10 498 916.03 | 2.44 |
| Usa 1.75% 19-15.11.29 /Tbo | 1.750 | 15.11.29 | USD | - | 17 500 000 | - | 17 500 000 | 15 343 945.40 | 3.56 |
| Usa 2.375% 22-15.02.42 /Tbo | 2.375 | 15.02.42 | USD | 3 200 000 | 9 800 000 | - | 13 000 000 | 10 109 023.47 | 2.35 |
| Usa 3.125% 22-15.08.25 /Tbo | 3.125 | 15.08.25 | USD | - | 8 000 000 | -3 000 000 | 5 000 000 | 4 829 394.55 | 1.12 |
| Vmware Inc 3.9% 17-21.08.27 | 3.900 | 21.08.27 | USD | 1 000 000 | - | - | 1 000 000 | 948 480.61 | 0.22 |
| Vmware Inc 4.70% 20-15.05.30 | 4.700 | 15.05.30 | USD | 1 000 000 | - | - | 1 000 000 | 955 839.26 | 0.22 |
| Western Dig 4.75% 18-15.02.26 | 4.750 | 15.02.26 | USD | 1 000 000 | - | - | 1 000 000 | 952 932.10 | 0.22 |
|  |  |  |  |  |  |  |  | 366 374 982.24 | 85.03 |
| Index options |  |  |  |  |  |  |  |  |  |
| 10Y Treasury Notes Usa |  | 24.02.23 | USD | - | 130 | -130 | - | - | 0.00 |
| 10Y Treasury Notes Usa |  | 24.02.23 | USD | - | 100 | -100 | - | - | 0.00 |
| 10Y Treasury Notes Usa |  | 24.03.23 | USD | - | 100 | -100 | - | - | 0.00 |
| 5Y Treasury Notes Usa |  | 23.09.22 | USD | - | 100 | -100 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |
| Treasury Bills |  |  |  |  |  |  |  |  |  |
| Usa 0% 22-29.06.23 Tb |  | 29.06.23 | USD | - | 10 000 000 | -10 000 000 | - | - | 0.00 |
| Usa 0% 23-20.06.23 Tb |  | 20.06.23 | USD | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Usa 0% 23-27.07.23 Tb |  | 27.07.23 | USD | - | 10 000 000 | - | 10 000 000 | 9 966 583.30 | 2.31 |
|  |  |  |  |  |  |  |  | 9 966 583.30 | 2.31 |

Transferable securities dealt on another regulated market
| Bonds |  |
| --- | --- |
| Allstate | 5.750 | 15.08.53 | USD | 3 000 000 | - | - | 3 000 000 | 2 955 958.02 | 0.69 |
| Amaggi Lux 5.25% 21-28.01.28 | 5.250 | 28.01.28 | USD | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Az 3.575% 21-19.08.26 /Pool | 3.575 | 19.08.26 | USD | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Bpcm 4.375% 20-Perp | 4.375 | 31.12.99 | USD | 1 000 000 | - | - | 1 000 000 | 961 750.00 | 0.22 |
| Chen Eng 4.50% 20-01.10.29 | 4.500 | 01.10.29 | USD | 3 500 000 | - | - | 3 500 000 | 3 214 668.80 | 0.75 |
| Clearway 4.75% 19-15.03.28 144A | 4.750 | 15.03.28 | USD | - | 1 000 000 | - | 1 000 000 | 923 616.80 | 0.21 |
| Cosan Lux 7% 16-20.01.27 | 7.000 | 20.01.27 | USD | 2 000 000 | - | - | 2 000 000 | 2 004 014.00 | 0.46 |
| Count Gard 3.125% 20-22.10.25 | 3.125 | 22.10.25 | USD | 3 000 000 | - | -2 000 000 | 1 000 000 | 315 150.00 | 0.07 |
| Dcp Mid Op 5.125% 19-15.05.29 | 5.125 | 15.05.29 | USD | 2 000 000 | - | - | 2 000 000 | 1 958 157.00 | 0.45 |
| Enlink Midst 6.50% 01.09.30 Regs | 6.500 | 01.09.30 | USD | - | 500 000 | - | 500 000 | 498 909.50 | 0.12 |
| Entel 3.05% 21-14.09.32 /Pool | 3.050 | 14.09.32 | USD | 2 000 000 | - | - | 2 000 000 | 1 585 700.00 | 0.37 |
| Eqt Mdstm 4.50% 21-15.01.29 | 4.500 | 15.01.29 | USD | 1 500 000 | - | - | 1 500 000 | 1 339 295.25 | 0.31 |
| Flex Ltd 3.75% 20-01.02.26 | 3.750 | 01.02.26 | USD | 1 000 000 | - | - | 1 000 000 | 950 604.54 | 0.22 |
| Hess Midstr 5.125% 19-15.06.28 | 5.125 | 15.06.28 | USD | - | 1 000 000 | - | 1 000 000 | 936 835.86 | 0.22 |
| Mexico Cete 7.50% 22-26.05.33 | 7.500 | 26.05.33 | MXN | - | 580 000 | - | 580 000 | 3 116 080.59 | 0.72 |
| Poland 0.25% 20-25.10.26 | 0.250 | 25.10.26 | PLN | 20 000 000 | - | -20 000 000 | - | - | 0.00 |
| Rural Elec 2.75% 21-13.01.27 | 2.750 | 13.01.27 | USD | 2 000 000 | - | - | 2 000 000 | 1 798 219.78 | 0.42 |
| Sd Hi-Sp Gr 2.437% 20-19.11.23 | 2.437 | 19.11.23 | USD | 3 000 000 | - | - | 3 000 000 | 2 956 875.00 | 0.69 |
| Seagate Hdd 3.125% 20-15.07.29 | 3.125 | 15.07.29 | USD | 4 000 000 | - | -4 000 000 | - | - | 0.00 |
| Seagate Hdd 9.625% 22-01.12.32 | 9.625 | 01.12.32 | USD | - | 3 120 000 | - | 3 120 000 | 3 444 919.92 | 0.80 |
| Shriram 4.15% 22-18.07.25 Regs | 4.150 | 18.07.25 | USD | 1 000 000 | - | - | 1 000 000 | 946 179.82 | 0.22 |
| Sino-Ocean 3.25% 21-05.05.26 | 3.250 | 05.05.26 | USD | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Targa Res Par 4% 22-15.01.32 | 4.000 | 15.01.32 | USD | 1 500 000 | - | - | 1 500 000 | 1 297 985.48 | 0.30 |
| Targa Res Par 6.5% 19-15.07.27 | 6.500 | 15.07.27 | USD | 1 500 000 | - | - | 1 500 000 | 1 490 567.85 | 0.35 |
| Temasek Fin 2.25% 20-06.04.51 | 2.250 | 06.04.51 | USD | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Transm 5.20% 11.04.38 /Pool | 5.200 | 11.04.38 | USD | 1 300 000 | - | - | 1 300 000 | 1 208 239.11 | 0.28 |
| Western Gas 3.10% 20-01.02.25 | 3.100 | 01.02.25 | USD | 1 000 000 | - | - | 1 000 000 | 956 775.30 | 0.22 |

| Description | % | Expiry/ | Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity |  | on 01.07.2022 |  |  | on 30.06.2023 | USD | net assets |
| Western Gas 4.05% 20-01.02.30 | 4.050 | 01.02.30 | USD | 1 000 000 | - | - | 1 000 000 | 899 959.00 | 0.21 |
| Xiaomi Best 3.375% 20-29.04.30 | 3.375 | 29.04.30 | USD | 1 000 000 | - | - | 1 000 000 | 813 029.12 | 0.19 |
|  |  |  |  |  |  |  |  | 36 573 490.74 | 8.49 |

| Total transferable securities dealt on another regulated market | 36 573 490.74 | 8.49 |
| --- | --- | --- |
|  |  |  |
| TOTAL SECURITIES PORTFOLIO INVESTMENTS | 412 915 056.28 | 95.83 |
| Liquidities and deposits | 12 349 644.42 | 2.87 |
| Other assets | 5 621 354.73 | 1.30 |
|  |  |  |
| TOTAL NET ASSETS | 430 886 055.43 | 100.00 |

* Purchases and sales (unaudited) include the following transactions:
Exercising of subscription/option rights/conversions/name changes/stock splits/transfers/switching between companies/free shares/purchases/splits/stock/elective dividends/exit following expiry/drawing of lots/reverse splits/redemptions/disposals.

Translation (ENDE, 2023-06-30):
# JSS Sustainable Bond - Total Return Global (Fortsetzung)
| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Uk T Bill 0.25% 20-31.07.31 | 0.250 | 31.07.31 | GBP | - | 12 000 000 | - | 12 000 000 | 11 017 264.83 | 2.56 |
| Usa 0.50% 20-30.06.27 /Tbo | 0.500 | 30.06.27 | USD | 16 000 000 | 5 000 000 | -6 000 000 | 15 000 000 | 12 932 519.55 | 3.00 |
| Usa 0.875% 20-15.11.30 /Tbo | 0.875 | 15.11.30 | USD | 12 000 000 | 13 000 000 | -5 000 000 | 20 000 000 | 16 180 468.80 | 3.75 |
| Usa 1.125% 20-15.05.40 /Tbo | 1.125 | 15.05.40 | USD | 28 100 000 | - | -8 100 000 | 20 000 000 | 12 956 250.00 | 3.01 |
| Usa 1.25% 21-30.06.28 /Tbo | 1.250 | 30.06.28 | USD | 10 000 000 | 15 000 000 | - | 25 000 000 | 21 758 789.00 | 5.05 |
| Usa 1.625% 19-30.11.26 /Tbo | 1.625 | 30.11.26 | USD | 12 500 000 | 1 000 000 | -2 000 000 | 11 500 000 | 10 498 916.03 | 2.44 |
| Usa 1.75% 19-15.11.29 /Tbo | 1.750 | 15.11.29 | USD | - | 17 500 000 | - | 17 500 000 | 15 343 945.40 | 3.56 |
| Usa 2.375% 22-15.02.42 /Tbo | 2.375 | 15.02.42 | USD | 3 200 000 | 9 800 000 | - | 13 000 000 | 10 109 023.47 | 2.35 |
| Usa 3.125% 22-15.08.25 /Tbo | 3.125 | 15.08.25 | USD | - | 8 000 000 | -3 000 000 | 5 000 000 | 4 829 394.55 | 1.12 |
| Vmware Inc 3.9% 17-21.08.27 | 3.900 | 21.08.27 | USD | 1 000 000 | - | - | 1 000 000 | 948 480.61 | 0.22 |
| Vmware Inc 4.70% 20-15.05.30 | 4.700 | 15.05.30 | USD | 1 000 000 | - | - | 1 000 000 | 955 839.26 | 0.22 |
| Western Dig 4.75% 18-15.02.26 | 4.750 | 15.02.26 | USD | 1 000 000 | - | - | 1 000 000 | 952 932.10 | 0.22 |
|  |  |  |  |  |  |  |  | 366 374 982.24 | 85.03 |
| Indexoptionen |  |  |  |  |  |  |  |  |  |
| 10Y Treasury Notes Usa |  | 24.02.23 | USD | - | 130 | -130 | - | - | 0.00 |
| 10Y Treasury Notes Usa |  | 24.02.23 | USD | - | 100 | -100 | - | - | 0.00 |
| 10Y Treasury Notes Usa |  | 24.03.23 | USD | - | 100 | -100 | - | - | 0.00 |
| 5Y Treasury Notes Usa |  | 23.09.22 | USD | - | 100 | -100 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |
| Schatzwechsel |  |  |  |  |  |  |  |  |  |
| Usa 0% 22-29.06.23 Tb |  | 29.06.23 | USD | - | 10 000 000 | -10 000 000 | - | - | 0.00 |
| Usa 0% 23-20.06.23 Tb |  | 20.06.23 | USD | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Usa 0% 23-27.07.23 Tb |  | 27.07.23 | USD | - | 10 000 000 | - | 10 000 000 | 9 966 583.30 | 2.31 |
|  |  |  |  |  |  |  |  | 9 966 583.30 | 2.31 |

Übertragbare Wertpapiere, die an einem anderen geregelten Markt gehandelt werden
| Anleihen |  |
| --- | --- |
| Allstate | 5.750 | 15.08.53 | USD | 3 000 000 | - | - | 3 000 000 | 2 955 958.02 | 0.69 |
| Amaggi Lux 5.25% 21-28.01.28 | 5.250 | 28.01.28 | USD | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Az 3.575% 21-19.08.26 /Pool | 3.575 | 19.08.26 | USD | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Bpcm 4.375% 20-Perp | 4.375 | 31.12.99 | USD | 1 000 000 | - | - | 1 000 000 | 961 750.00 | 0.22 |
| Chen Eng 4.50% 20-01.10.29 | 4.500 | 01.10.29 | USD | 3 500 000 | - | - | 3 500 000 | 3 214 668.80 | 0.75 |
| Clearway 4.75% 19-15.03.28 144A | 4.750 | 15.03.28 | USD | - | 1 000 000 | - | 1 000 000 | 923 616.80 | 0.21 |
| Cosan Lux 7% 16-20.01.27 | 7.000 | 20.01.27 | USD | 2 000 000 | - | - | 2 000 000 | 2 004 014.00 | 0.46 |
| Count Gard 3.125% 20-22.10.25 | 3.125 | 22.10.25 | USD | 3 000 000 | - | -2 000 000 | 1 000 000 | 315 150.00 | 0.07 |
| Dcp Mid Op 5.125% 19-15.05.29 | 5.125 | 15.05.29 | USD | 2 000 000 | - | - | 2 000 000 | 1 958 157.00 | 0.45 |
| Enlink Midst 6.50% 01.09.30 Regs | 6.500 | 01.09.30 | USD | - | 500 000 | - | 500 000 | 498 909.50 | 0.12 |
| Entel 3.05% 21-14.09.32 /Pool | 3.050 | 14.09.32 | USD | 2 000 000 | - | - | 2 000 000 | 1 585 700.00 | 0.37 |
| Eqt Mdstm 4.50% 21-15.01.29 | 4.500 | 15.01.29 | USD | 1 500 000 | - | - | 1 500 000 | 1 339 295.25 | 0.31 |
| Flex Ltd 3.75% 20-01.02.26 | 3.750 | 01.02.26 | USD | 1 000 000 | - | - | 1 000 000 | 950 604.54 | 0.22 |
| Hess Midstr 5.125% 19-15.06.28 | 5.125 | 15.06.28 | USD | - | 1 000 000 | - | 1 000 000 | 936 835.86 | 0.22 |
| Mexico Cete 7.50% 22-26.05.33 | 7.500 | 26.05.33 | MXN | - | 580 000 | - | 580 000 | 3 116 080.59 | 0.72 |
| Poland 0.25% 20-25.10.26 | 0.250 | 25.10.26 | PLN | 20 000 000 | - | -20 000 000 | - | - | 0.00 |
| Rural Elec 2.75% 21-13.01.27 | 2.750 | 13.01.27 | USD | 2 000 000 | - | - | 2 000 000 | 1 798 219.78 | 0.42 |
| Sd Hi-Sp Gr 2.437% 20-19.11.23 | 2.437 | 19.11.23 | USD | 3 000 000 | - | - | 3 000 000 | 2 956 875.00 | 0.69 |
| Seagate Hdd 3.125% 20-15.07.29 | 3.125 | 15.07.29 | USD | 4 000 000 | - | -4 000 000 | - | - | 0.00 |
| Seagate Hdd 9.625% 22-01.12.32 | 9.625 | 01.12.32 | USD | - | 3 120 000 | - | 3 120 000 | 3 444 919.92 | 0.80 |
| Shriram 4.15% 22-18.07.25 Regs | 4.150 | 18.07.25 | USD | 1 000 000 | - | - | 1 000 000 | 946 179.82 | 0.22 |
| Sino-Ocean 3.25% 21-05.05.26 | 3.250 | 05.05.26 | USD | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Targa Res Par 4% 22-15.01.32 | 4.000 | 15.01.32 | USD | 1 500 000 | - | - | 1 500 000 | 1 297 985.48 | 0.30 |
| Targa Res Par 6.5% 19-15.07.27 | 6.500 | 15.07.27 | USD | 1 500 000 | - | - | 1 500 000 | 1 490 567.85 | 0.35 |
| Temasek Fin 2.25% 20-06.04.51 | 2.250 | 06.04.51 | USD | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Transm 5.20% 11.04.38 /Pool | 5.200 | 11.04.38 | USD | 1 300 000 | - | - | 1 300 000 | 1 208 239.11 | 0.28 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | USD | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Western Gas 3.10% 20-01.02.25 | 3.100 | 01.02.25 | USD | 1 000 000 | - | - | 1 000 000 | 956 775.30 | 0.22 |
| Western Gas 4.05% 20-01.02.30 | 4.050 | 01.02.30 | USD | 1 000 000 | - | - | 1 000 000 | 899 959.00 | 0.21 |
| Xiaomi Best 3.375% 20-29.04.30 | 3.375 | 29.04.30 | USD | 1 000 000 | - | - | 1 000 000 | 813 029.12 | 0.19 |
|  |  |  |  |  |  |  |  | 36 573 490.74 | 8.49 |

| Summe der an einem anderen geregelten Markt gehandelten übertragbaren Wertpapiere | 36 573 490.74 | 8.49 |
| --- | --- | --- |
|  |  |  |
| SUMME WERTPAPIERBESTAND | 412 915 056.28 | 95.83 |
| Liquide Mittel inklusive Geldmarktanlagen | 12 349 644.42 | 2.87 |
| Sonstige Aktiven | 5 621 354.73 | 1.30 |
|  |  |  |
| GESAMTNETTOVERMÖGEN | 430 886 055.43 | 100.00 |

* Käufe und Verkäufe (ungeprüft) umfassen die folgenden Transaktionen:
Ausübung von Bezugs-/Optionsrechten/Umwandlungen/Namensänderungen/Titelaufteilungen/Übertragungen/Umtausch zwischen Gesellschaften/ Gratistiteln/Käufen/„Splits“/Stock/Wahldividenden/Exit infolge von Verfall/Auslosungen/„Reversesplits“/Rückzahlungen/Verkäufen