# Unaudited Information
## Maturity tenor of collateral
|  | Focused SICAV – Corporate Bond | Focused SICAV – Global Bond | Focused SICAV – High Grade Bond | Focused SICAV – High Grade Bond | Focused SICAV – High Grade Bond |
| --- | --- | --- | --- | --- | --- |
|  | EUR | (USD) | CHF | EUR | GBP |
| Up to 1 day | - | - | - | - | - |
| 1 day to 1 week | 41 830.03 | 39 254.33 | 7 501.05 | 29 305.62 | 4 316.71 |
| 1 week to 1 month | 705 195.55 | 661 772.89 | 126 457.18 | 494 051.50 | 72 773.70 |
| 1 month to 3 months | 737 961.00 | 692 520.79 | 132 332.75 | 517 006.58 | 76 154.98 |
| 3 months to 1 year | 5 992 539.64 | 5 623 546.92 | 1 074 595.06 | 4 198 301.04 | 618 409.04 |
| Above 1 year | 105 999 633.09 | 99 472 668.76 | 19 008 081.62 | 74 262 065.26 | 10 938 789.82 |
| Unlimited | 42 697 496.10 | 40 068 382.91 | 7 656 606.61 | 29 913 351.10 | 4 406 231.63 |
|  | Focused SICAV | Focused SICAV – High Grade Long | Focused SICAV – High Grade Long | Focused SICAV – High Grade Long | Focused SICAV – High Grade Long |
|  | – High Grade Bond USD | Term Bond CHF | Term Bond EUR | Term Bond GBP | Term Bond USD |
| Up to 1 day | - | - | - | - | - |
| 1 day to 1 week | 460 529.19 | 5 475.72 | 55 318.96 | 36 464.20 | 470 382.39 |
| 1 week to 1 month | 7 763 874.68 | 92 313.02 | 932 599.85 | 614 735.11 | 7 929 985.80 |
| 1 month to 3 months | 8 124 606.97 | 96 602.15 | 975 931.16 | 643 297.50 | 8 298 436.10 |
| 3 months to 1 year | 65 975 071.15 | 784 448.27 | 7 924 952.92 | 5 223 834.01 | 67 386 633.47 |
| Above 1 year | 1 167 006 604.61 | 13 875 791.25 | 140 181 317.57 | 92 402 307.24 | 1 191 975 165.10 |
| Unlimited | 470 079 551.12 | 5 589 279.19 | 56 466 150.73 | 37 220 384.99 | 480 137 086.07 |
|  | Focused SICAV – US Corporate Bond Sustainable USD |  |  |  |  |
| Up to 1 day | - |  |  |  |  |
| 1 day to 1 week | 4 384.62 |  |  |  |  |
| 1 week to 1 month | 73 918.44 |  |  |  |  |
| 1 month to 3 months | 77 352.91 |  |  |  |  |
| 3 months to 1 year | 628 136.71 |  |  |  |  |
| Above 1 year | 11 110 858.56 |  |  |  |  |
| Unlimited | 4 475 542.28 |  |  |  |  |
| Currency of collateral |  |  |  |  |  |
| Currency of collateral | Percentage |  |  |  |  |
| EUR | 31.53% |  |  |  |  |
| USD | 29.60% |  |  |  |  |
| GBP | 14.81% |  |  |  |  |
| JPY | 10.95% |  |  |  |  |
| CHF | 8.80% |  |  |  |  |
| CAD | 1.18% |  |  |  |  |
| HKD | 0.81% |  |  |  |  |
| SEK | 0.74% |  |  |  |  |
| AUD | 0.65% |  |  |  |  |
| DKK | 0.42% |  |  |  |  |
| NOK | 0.34% |  |  |  |  |
| SGD | 0.10% |  |  |  |  |
| TRY | 0.03% |  |  |  |  |
| NZD | 0.02% |  |  |  |  |
| ZAR | 0.01% |  |  |  |  |
| RUB | 0.01% |  |  |  |  |
| CNH | 0.00% |  |  |  |  |
| BRL | 0.00% |  |  |  |  |
| PLN | 0.00% |  |  |  |  |

Total	100.00%
Focused SICAV Annual Report as of 31 October 2019

Translation (ENDE, 2019-10-31):
# Ungeprüfle Informationen
- 
## Gesamtengagement

Risikomanagement
Das Risikomanagement gemäss dem Commitment-Ansatz und dem Value-at-Risk-Ansatz erfolgt gemäss den anwendbaren Gesetzen und regulatorischen Vorschriften.
Hebelwirkung
Die Hebelwirkung wird gemäss den geltenden ESMA-Richtlinien als Gesamtbetrag der Nominalwerte der Derivative definiert, die vom jeweiligen Subfonds verwendet werden. Gemäss dieser Definition kann die Hebelwirkung zu einer künstlich erhöhten Fremdkapitalquote führen, da bestimmte Derivate, die zu Absicherungszwecken eingesetzt werden können, unter Umständen in die Berechnung einfliessen. Daher spiegeln diese Informationen nicht notwen- digerweise das genaue tatsächliche Risiko der Hebelwirkung wider, dem der Anleger ausgesetzt ist.
Subfonds		Berechnungs- Verwendetes		Min		Max		Avg Durchschmitt-			Bezugs- methode für das	Modell		VaR (%)	VaR (%)	VaR (%)	licher Hebel		portfolio globale Risiko		Auslastung Auslastung Auslastung		(%)	(Benchmark)
- Corporate Bond EUR	Commitment-AnsatzDas Referenzportfolio reflektiert die Eigenschaften eines breit gefächerten Portfolios bestehend aus weltweiten Schuldverschrei-
- Global Bond	Relativer VaR-Ansatz Historical VaR	18.6%	71.5%	55.9%	74.6%	bungen.
- High Grade Bond CHF	Commitment-Ansatz
- High Grade Bond EUR	Commitment-Ansatz
- High Grade Bond GBP	Commitment-Ansatz
- High Grade Bond USD	Commitment-Ansatz
- High Grade Long Term Bond CHF	Commitment-Ansatz
- High Grade Long Term Bond EUR	Commitment-Ansatz
- High Grade Long Term Bond GBP	Commitment-Ansatz
- High Grade Long Term Bond USD	Commitment-Ansatz
- US Corporate Bond Sustainable USD  Commitment-Ansatz
- US Treasury Bond USD	Commitment-Ansatz
- World Bank Bond USD	Commitment-Ansatz
- World Bank Long Term Bond USD	Commitment-AnsatzFocused SICAV Jahresbericht per 31. Oktober 2019