# 55
## FORWARD FOREIGN EXCHANGE CONTRACTS
As at 30 June 2021, the following forward foreign exchange contracts were outstanding:
| Currency | Counterparty | Currency amount | Market value EUR | % of net sub-fund assets  1 |
| --- | --- | --- | --- | --- |
| USD/EUR | DZ PRIVATBANK S.A.	Currency purchases | 700,000.00 | 584,688.84 | 0.49 |
| EUR/USD | DZ PRIVATBANK S.A.	Currency sales | 700,000.00 | 584,688.84 | 0.49 |
| FORWARD CONTRACTS |  |  |  |
|  | Holding | Obligations in | % of net |
|  |  | EUR | sub-fund |
|  |  |  | assets  1 |
| Short positions |  |  |  |
| USD |  |  |  |
| CBT 10YR US T-Bond Future September 2021 | -216 | -23,999,810.99 | -19.99 |
| CBT 30YR US Ultra Bond Future September 2021 | -27 | -4,344,915.57 | -3.62 |
|  |  | -28,344,726.56 | -23.61 |
| Short positions |  | -28,344,726.56 | -23.61 |
| Forward contracts |  | -28,344,726.56 | -23.61 |
| -  Net sub-fund assets. Totals may differ from the actual value due to rounding differences in the individual positions.
-  See Notes to the Financial Statements.
 |  |  |  |


## PURCHASES AND SALES FROM 1 JANUARY 2021 TO 30 JUNE 2021
Purchases and sales of securities, promissory note loans and derivatives carried out during the reporting period, including changes without inflows/outflows, if they are not included in the statement of investments.
ISIN	Securities	Purchases during
Sales during
the reporting period	the reporting period
| BONDS |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| Listed securities |  |  |  |  |
| EUR |  |  |  |  |
| XS1508392625 | 3.750% | ATF Netherlands BV Reg.S. Fix-to-Float Perp. | 0 | 1,000,000 |
| XS2178585423 | 2.125% | Conti-Gummi Finance EMTN v.20(2023) | 0 | 300,000 |
| XS2265369657 | 3.000% | Dte. Lufthansa AG EMTN Reg.S. v.20(2026) | 0 | 1,200,000 |
| PTGGDAOE0001 | 1.375% | Galp Gás Natural Distribuiçao, S.A. EMTN Reg.S. v.16(2023) | 0 | 400,000 |
| GR0124036709 | 1.500% | Greece Reg.S. v.20(2030) | 0 | 1,900,000 |
| XS2194283672 | 1.125% | Infineon Technologies AG EMTN Reg.S. v.20(2026) | 0 | 700,000 |
| IT0005127086 | 2.000% | Italy Reg.S. v.15(2025) | 0 | 1,000,000 |
| IT0005210650 | 1.250% | Italy Reg.S. v.16(2026) | 0 | 550,000 |  | 56 |
| DE000BRL8958 | 2.875% | Norddeutsche Landesbank -Girozentrale- EMTN Reg.S. v.12(2022) | 0 | 1,100,000 |  |  |
| XS0976223452 | 3.500% | Origin Energy Finance Ltd. Reg.S. v.13(2021) | 0 | 300,000 |  |  |
| XS2211183244 | 1.539% | Prosus NV Reg.S. v.20(2028) | 0 | 300,000 |  |  |
| FR0013250685 | 0.100% | RCI Banque S.A. EMTN Reg.S. FRN v.17(2021) | 0 | 500,000 |  |  |
| AT0000A1C741 GBP | 1.625% | Strabag SE v.15(2022) | 0 | 300,000 |  |  |
| XS0620022128 USD | 8.250% | Friends Life Holdings Plc. Reg.S. v.11(2022) | 0 | 1,000,000 |  |  |
| XS1382378690 | 3.161% | BP Capital Markets Plc. EMTN Reg.S. v.16(2021) | 0 | 440,000 |  |  |
| US9128285J52 | 3.000% | United States of America v.18(2025) | 0 | 4,400,000 |  |  |

Securities admitted to or included in organised markets
| EUR |  |
| --- | --- |
| XS1731858392 | 1.500% | ADLER Real Estate AG Reg.S. v.17(2021) | 0 | 900,000 |
| XS1148074518 | 1.875% | Albemarle Corporation Reg.S. v.14(2021) | 0 | 500,000 |
| DE000DB7XJC7 | 0.114% | Dte. Bank AG EMTN Reg.S. FRN v.14(2021) | 0 | 500,000 |
| XS2289587789 | 1.450% | Mexico v.21(2033) | 250,000 | 250,000 |
| FR0013448669 | 0.250% | RCI Banque S.A. EMTN Reg.S. v.19(2023) | 0 | 1,000,000 |
| USD |  |  |  |  |
| US87264AAP03 | 6.500% | T-Mobile USA Inc. v.15(2026) | 0 | 900,000 |
| CONVERTIBLE BONDS Listed securities |  |  |  |
| EUR |  |  |  |
| DE000A3H2UK7 2.000% | Dte. Lufthansa AG/Dte. Lufthansa AG Reg.S. CV v.20(2025) | 0 | 400,000 |

| Continued – Purchases and sales from 1 January 2021 to 30 June 2021 |  |
| --- | --- |
| Derivatives | Purchases during the reporting period | Sales during the reporting period |
| OPTIONS |  |  |
| USD |  |  |
| Put on CBT 10YR US T-Bond Future February 2021/137.00 | 38 | 38 |
| FORWARD CONTRACTS |  |  |
| EUR |  |  |
| EUX 10YR Euro-BTP Future June 2021 | 464 | 464 |
| EUX 10YR Euro-BTP Future March 2021 | 386 | 386 |
| EUX 10YR Euro-BTP Future March 2021 | 39 | 39 |
| EUX 10YR Euro-Bund Future March 2021 | 242 | 242 |
| EUX 10YR Euro-OAT Future June 2021 | 403 | 403 |
| EUX 10YR Euro-OAT Future March 2021 | 130 | 130 |
| EUX 10YR Euro-OAT Future September 2021 | 125 | 125 |
| USD |  |  |
| CBT 10YR US T-Bond Future June 2021 | 915 | 915 |
| CBT 10YR US T-Bond Future March 2021 | 456 | 208 |
| CBT 30YR US Ultra Bond Future June 2021 | 175 | 175 |
| CBT 30YR US Ultra Bond Future March 2021 | 100 | 54 |
| EUR/USD Future June 2021 | 737 | 737 |
| EUR/USD Future March 2021 | 172 | 607 |
| EUR/USD Future September 2021 | 170 | 170 |

Translation (ENDE, 2021-06-30):
# 55
## DEVISENTERMINGESCHÄFTE
Zum 30. Juni 2021 standen folgende offene Devisentermingeschäfte aus:
| Währung | Kontrahent |  | Währungsbetrag | Kurswert EUR | %-Anteil vom NTFV  1 |
| --- | --- | --- | --- | --- | --- |
| USD/EUR | DZ PRIVATBANK S.A. | Währungskäufe | 700.000,00 | 584.688,84 | 0,49 |
| EUR/USD | DZ PRIVATBANK S.A. | Währungsverkäufe | 700.000,00 | 584.688,84 | 0,49 |
| TERMINKONTRAKTE |  |  |  |
|  | Bestand | Verpflichtungen | %-Anteil |
|  |  | EUR | vom NTFV  1 |
| Short-Positionen |  |  |  |
| USD |  |  |  |
| CBT 10YR US T-Bond Future September 2021 | -216 | -23.999.810,99 | -19,99 |
| CBT 30YR US Ultra Bond Future September 2021 | -27 | -4.344.915,57 | -3,62 |
|  |  | -28.344.726,56 | -23,61 |
| Short-Positionen |  | -28.344.726,56 | -23,61 |
| Terminkontrakte |  | -28.344.726,56 | -23,61 |
| -  NTFV = Netto-Teilfondsvermögen. Aufgrund von Rundungsdifferenzen in den Einzelpositionen können die Summen vom tatsächlichen Wert abweichen.
-  Siehe Erläuterungen zum Bericht.
 |  |  |  |


## ZU- UND ABGÄNGE VOM 1. JANUAR 2021 BIS 30. JUNI 2021
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
ISIN	Wertpapiere	Zugänge
Abgänge
im Berichtszeitraum	im Berichtszeitraum

## ANLEIHEN
Börsengehandelte Wertpapiere
| EUR |  |
| --- | --- |
| XS1508392625 | 3,750 % | ATF Netherlands BV Reg.S. Fix-to-Float Perp. | 0 | 1.000.000 |  |  |
| XS2178585423 | 2,125 % | Conti-Gummi Finance EMTN v.20(2023) | 0 | 300.000 |  |  |
| XS2265369657 | 3,000 % | Dte. Lufthansa AG EMTN Reg.S. v.20(2026) | 0 | 1.200.000 |  |  |
| PTGGDAOE0001 | 1,375 % | Galp Gás Natural Distribuiçao, S.A. EMTN Reg.S. v.16(2023) | 0 | 400.000 |  |  |
| GR0124036709 | 1,500 % | Griechenland Reg.S. v.20(2030) | 0 | 1.900.000 |  |  |
| XS2194283672 | 1,125 % | Infineon Technologies AG EMTN Reg.S. v.20(2026) | 0 | 700.000 |  |  |
| IT0005127086 | 2,000 % | Italien Reg.S. v.15(2025) | 0 | 1.000.000 |  |  |
| IT0005210650 | 1,250 % | Italien Reg.S. v.16(2026) | 0 | 550.000 |  | 56 |
| DE000BRL8958 | 2,875 % | Norddeutsche Landesbank -Girozentrale- EMTN Reg.S. v.12(2022) | 0 | 1.100.000 |  |  |
| XS0976223452 | 3,500 % | Origin Energy Finance Ltd. Reg.S. v.13(2021) | 0 | 300.000 |  |  |
| XS2211183244 | 1,539 % | Prosus NV Reg.S. v.20(2028) | 0 | 300.000 |  |  |
| FR0013250685 | 0,100 % | RCI Banque S.A. EMTN Reg.S. FRN v.17(2021) | 0 | 500.000 |  |  |
| AT0000A1C741 GBP | 1,625 % | Strabag SE v.15(2022) | 0 | 300.000 |  |  |
| XS0620022128 USD | 8,250 % | Friends Life Holdings Plc. Reg.S. v.11(2022) | 0 | 1.000.000 |  |  |
| XS1382378690 | 3,161 % | BP Capital Markets Plc. EMTN Reg.S. v.16(2021) | 0 | 440.000 |  |  |
| US9128285J52 | 3,000 % | Vereinigte Staaten von Amerika v.18(2025) | 0 | 4.400.000 |  |  |

An organisierten Märkten zugelassene oder in diese einbezogene Wertpapiere
| EUR |  |
| --- | --- |
| XS1731858392 | 1,500 % | ADLER Real Estate AG Reg.S. v.17(2021) | 0 | 900.000 |
| XS1148074518 | 1,875 % | Albemarle Corporation Reg.S. v.14(2021) | 0 | 500.000 |
| DE000DB7XJC7 | 0,114 % | Dte. Bank AG EMTN Reg.S. FRN v.14(2021) | 0 | 500.000 |
| XS2289587789 | 1,450 % | Mexiko v.21(2033) | 250.000 | 250.000 |
| FR0013448669 | 0,250 % | RCI Banque S.A. EMTN Reg.S. v.19(2023) | 0 | 1.000.000 |
| USD |  |  |  |  |
| US87264AAP03 | 6,500 % | T-Mobile USA Inc. v.15(2026) | 0 | 900.000 |
| WANDELANLEIHEN Börsengehandelte Wertpapiere |  |  |
| EUR |  |  |
| DE000A3H2UK7 2,000 % Dte. Lufthansa AG/Dte. Lufthansa AG Reg.S. CV v.20(2025) | 0 | 400.000 |

| Fortsetzung – Zu- und Abgänge vom 1. Januar 2021 bis 30. Juni 2021 |  |
| --- | --- |
| Derivate | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| OPTIONEN |  |  |
| USD |  |  |
| Put on CBT 10YR US T-Bond Future Februar 2021/137,00 | 38 | 38 |
| TERMINKONTRAKTE |  |  |
| EUR |  |  |
| EUX 10YR Euro-BTP Future Juni 2021 | 464 | 464 |
| EUX 10YR Euro-BTP Future März 2021 | 386 | 386 |
| EUX 10YR Euro-BTP Future März 2021 | 39 | 39 |
| EUX 10YR Euro-Bund Future März 2021 | 242 | 242 |
| EUX 10YR Euro-OAT Future Juni 2021 | 403 | 403 |
| EUX 10YR Euro-OAT Future März 2021 | 130 | 130 |
| EUX 10YR Euro-OAT Future September 2021 | 125 | 125 |
| USD |  |  |
| CBT 10YR US T-Bond Future Juni 2021 | 915 | 915 |
| CBT 10YR US T-Bond Future März 2021 | 456 | 208 |
| CBT 30YR US Ultra Bond Future Juni 2021 | 175 | 175 |
| CBT 30YR US Ultra Bond Future März 2021 | 100 | 54 |
| EUR/USD Future Juni 2021 | 737 | 737 |
| EUR/USD Future März 2021 | 172 | 607 |
| EUR/USD Future September 2021 | 170 | 170 |