# Appendix 2 – Collateral – Securities Lending (unaudited)
|  | Focused SICAV – High Grade Long Term Bond CHF (in %) | Focused SICAV – High Grade Long Term Bond EUR (in %) | Focused SICAV – High Grade Long Term Bond GBP (in %) | Focused SICAV – High Grade Long Term Bond USD (in %) | Focused SICAV – US Corporate Bond Sustainable USD (in %) | Focused SICAV – US Treasury Bond USD (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| by Country: |  |  |  |  |  |  |
| – Australia | 0.32 | 0.32 | 0.32 | 0.32 | 0.32 | 0.32 |
| – Belgium | 0.68 | 0.68 | 0.68 | 0.68 | 0.68 | 0.68 |
| – Cayman Islands | 1.48 | 1.48 | 1.48 | 1.48 | 1.48 | 1.48 |
| – China | 0.21 | 0.21 | 0.21 | 0.21 | 0.21 | 0.21 |
| – Curacao | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| – Denmark | 0.18 | 0.18 | 0.18 | 0.18 | 0.18 | 0.18 |
| – Germany | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 |
| – Ivory Coast | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |
| – Finland | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 |
| – France | 13.75 | 13.75 | 13.75 | 13.75 | 13.75 | 13.75 |
| – United Kingdom | 18.27 | 18.27 | 18.27 | 18.27 | 18.27 | 18.27 |
| – Honduras | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 |
| – Hong Kong | 0.29 | 0.29 | 0.29 | 0.29 | 0.29 | 0.29 |
| – Japan | 2.30 | 2.30 | 2.30 | 2.30 | 2.30 | 2.30 |
| – Canada | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 |
| – Liechtenstein | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |
| – Luxembourg | 0.59 | 0.59 | 0.59 | 0.59 | 0.59 | 0.59 |
| – New Zealand | 0.13 | 0.13 | 0.13 | 0.13 | 0.13 | 0.13 |
| – The Netherlands | 1.20 | 1.20 | 1.20 | 1.20 | 1.20 | 1.20 |
| – Norway | 0.76 | 0.76 | 0.76 | 0.76 | 0.76 | 0.76 |
| – Austria | 0.09 | 0.09 | 0.09 | 0.09 | 0.09 | 0.09 |
| – Philippines | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 |
| – Saudi Arabia | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |
| – Sweden | 0.84 | 0.84 | 0.84 | 0.84 | 0.84 | 0.84 |
| – Switzerland | 9.72 | 9.72 | 9.72 | 9.72 | 9.72 | 9.72 |
| – Singapore | 0.40 | 0.40 | 0.40 | 0.40 | 0.40 | 0.40 |
| – South Korea | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |
| – Supranationals | 0.08 | 0.08 | 0.08 | 0.08 | 0.08 | 0.08 |
| – United Arab Emirates | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |
| – United States | 39.91 | 39.91 | 39.91 | 39.91 | 39.91 | 39.91 |
| Total | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |
| by Credit Rating (Bonds): |  |  |  |  |  |  |
| – Rating > AA- | 53.48 | 53.48 | 53.48 | 53.48 | 53.48 | 53.48 |
| – Rating <=AA- | 41.56 | 41.56 | 41.56 | 41.56 | 41.56 | 41.56 |
| – without Rating | 4.96 | 4.96 | 4.96 | 4.96 | 4.96 | 4.96 |
| Total | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |
| Securities Lending |  |  |  |  |  |  |
| Assets and Revenues / Ratios |  |  |  |  |  |  |
| Average Invested |  |  |  |  |  |  |
| Assets (1) | 204 213 092.94 CHF | 734 608 983.81 EUR | 142 499 299.23 GBP | 2 074 280 165.87 USD | 3 100 176 804.61 USD | 447 287 162.73 USD |
| Average Securities |  |  |  |  |  |  |
| Lent (2) | 5 676 215.38 CHF | 353 051 996.36 EUR | 74 163 828.43 GBP | 951 698 858.54 USD | 246 433 524.65 USD | 357 899 329.96 USD |
| Average Collateral |  |  |  |  |  |  |
| Ratio | 106.40% | 106.40% | 106.40% | 106.40% | 106.40% | 106.40% |
| Average Securities Lending |  |  |  |  |  |  |
| Ratio (2)/(1) | 2.78% | 48.06% | 52.05% | 45.88% | 7.95% | 80.02% |

Focused SICAV
Annual report and audited financial statements as of 31 October 2021

Translation (ENDE, 2021-10-31):
# Anhang 2 – Collateral – Securities Lending (ungeprüfl)
|  | Focused SICAV – Corporate Bond EUR (in %) | Focused SICAV – Global Bond (in %) | Focused SICAV – High Grade Bond CHF (in %) | Focused SICAV – High Grade Bond EUR (in %) | Focused SICAV – High Grade Bond GBP (in %) | Focused SICAV – High Grade Bond USD (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| nach Land: |  |  |  |  |  |  |
| – Australien | 0.32 | 0.32 | 0.32 | 0.32 | 0.32 | 0.32 |
| – Belgien | 0.68 | 0.68 | 0.68 | 0.68 | 0.68 | 0.68 |
| – Cayman-Inseln | 1.48 | 1.48 | 1.48 | 1.48 | 1.48 | 1.48 |
| – China | 0.21 | 0.21 | 0.21 | 0.21 | 0.21 | 0.21 |
| – Curaçao | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| – Dänemark | 0.18 | 0.18 | 0.18 | 0.18 | 0.18 | 0.18 |
| – Deutschland | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 | 6.25 |
| – Elfenbeinküste | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |
| – Finnland | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 | 0.89 |
| – Frankreich | 13.75 | 13.75 | 13.75 | 13.75 | 13.75 | 13.75 |
| – Grossbritannien | 18.27 | 18.27 | 18.27 | 18.27 | 18.27 | 18.27 |
| – Honduras | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 | 0.05 |
| – Hongkong | 0.29 | 0.29 | 0.29 | 0.29 | 0.29 | 0.29 |
| – Japan | 2.30 | 2.30 | 2.30 | 2.30 | 2.30 | 2.30 |
| – Kanada | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 | 1.47 |
| – Liechtenstein | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |
| – Luxemburg | 0.59 | 0.59 | 0.59 | 0.59 | 0.59 | 0.59 |
| – Neuseeland | 0.13 | 0.13 | 0.13 | 0.13 | 0.13 | 0.13 |
| – Niederlande | 1.20 | 1.20 | 1.20 | 1.20 | 1.20 | 1.20 |
| – Norwegen | 0.76 | 0.76 | 0.76 | 0.76 | 0.76 | 0.76 |
| – Österreich | 0.09 | 0.09 | 0.09 | 0.09 | 0.09 | 0.09 |
| – Philippinen | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 | 0.06 |
| – Saudi Arabien | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 |
| – Schweden | 0.84 | 0.84 | 0.84 | 0.84 | 0.84 | 0.84 |
| – Schweiz | 9.72 | 9.72 | 9.72 | 9.72 | 9.72 | 9.72 |
| – Singapur | 0.40 | 0.40 | 0.40 | 0.40 | 0.40 | 0.40 |
| – Südkorea | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |
| – Supranational | 0.08 | 0.08 | 0.08 | 0.08 | 0.08 | 0.08 |
| – Vereinigte Arabische Emirate | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 | 0.02 |
| – Vereinigte Staaten | 39.91 | 39.91 | 39.91 | 39.91 | 39.91 | 39.91 |
| Total | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |
| nach Kreditrating (Anleihen): |  |  |  |  |  |  |
| – Rating > AA- | 53.48 | 53.48 | 53.48 | 53.48 | 53.48 | 53.48 |
| – Rating <=AA- | 41.56 | 41.56 | 41.56 | 41.56 | 41.56 | 41.56 |
| – kein Investment-Grade: | 4.96 | 4.96 | 4.96 | 4.96 | 4.96 | 4.96 |
| Total | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |
| Wertpapierleihe |  |  |  |  |  |  |
| Vermögenswerte und |  |  |  |  |  |  |
| Erträge / Kennzahlen |  |  |  |  |  |  |
| Durchschnittlich verwaltetes |  |  |  |  |  |  |
| Vermögen (1) | 322 561 423.55 EUR | 630 245 242.29 USD | 196 710 002.93 CHF | 417 012 905.02 EUR | 69 888 239.72 GBP | 1 232 239 662.68 USD |
| Durchschnittlich verliehene |  |  |  |  |  |  |
| Wertpapiere (2) | 87 759 036.24 EUR | 145 302 149.83 USD | 6 332 137.74 CHF | 134 980 900.45 EUR | 31 288 333.60 GBP | 520 108 141.72 USD |
| Durchschnittliche |  |  |  |  |  |  |
| Sicherheitenquote | 106.40% | 106.40% | 106.40% | 106.40% | 106.40% | 106.40% |
| Durchschnittliche |  |  |  |  |  |  |
| Wertpapierleihequote (2)/(1) | 27.21% | 23.05% | 3.22% | 32.37% | 44.77% | 42.21% |

Focused SICAV
Jahresbericht und geprüfter Jahresabschluss per 31. Oktober 2021