# DWS Invest ESG Floating Rate Notes
DWS INVEST ESG FLOATING RATE NOTES

### Performance of share classes (in EUR)
| Share class | ISIN | 6 months |
| --- | --- | --- |
| Class LC | LU1965927921 | -1.4% |
| Class FC | LU1965927681 | -1.3% |
| Class IC | LU1965927848 | -1.3% |
| Class LD | LU2183924666 | -1.4% |
| Class TFC | LU1965928069 | -1.3% |
| Class CHF ICH 1 | LU2096458232 | -1.4% |
| Class CHF RCH 1 | LU2059790340 | -1.4% |
| Class CHF TFCH 1 | LU2011205866 | -1.4% |
| Class GBP CH RD 2 | LU2066748810 | -0.5% |
| Class GBP ICH 2 | LU1965927764 | -0.7% |
| Class GBP LCH 2 | LU2066748901 | -0.8% |
| Class USD ICH 3 | LU1965928143 | -0.7% |
| Class USD LCH 3 | LU2066749032 | -0.8% |
| Class USD TFCH 3 | LU1965928226 | -0.8% |

1 
in CHF
2 
in GBP
3 
in USD
“BVI method” performance, i.e., excluding the initial sales charge.
Past performance is no guide to future results.	As of: June 30, 2022
The format used for complete dates
in security names in the investment
portfolio is “day/month/year”.
DWS Invest ESG Floating Rate Notes
| Statement of net assets as of June 30, 2022 |  |
| --- | --- |
|  | Amount in EUR | % of net assets |
| I. Assets |  |  |
| 1. Bonds (issuers) Companies | 363 176 655.36 | 89.35 |
| Central governments | 5 589 906.00 | 1.38 |
| Regional governments | 2 518 543.00 | 0.61 |
| Total bonds | 371 285 104.36 | 91.34 |
| 2. Derivatives | -4 377 279.41 | -1.08 |
| 3. Cash at bank | 58 597 865.43 | 14.41 |
| 4. Other assets | 4 045 338.99 | 1.00 |
| 5. Receivables from share certificate transactions | 1 978 498.55 | 0.49 |
| II. Liabilities |  |  |
| 1. Other liabilities | -129 738.49 | -0.04 |
| 2. Liabilities from share certificate transactions | -24 896 171.27 | -6.12 |
| III. Net assets | 406 503 618.16 | 100.00 |

Negligible rounding errors may have arisen due to the rounding of calculated percentages.
| Investment portfolio – June 30, 2022 |  |
| --- | --- |
|  | Count/ | Quantity/ | Purchases/ | Sales/ | Market price | Total market | % of |
| Security name | units/ | principal | additions | disposals |  | value in | net assets |
| currency | amount	in the reporting period	EUR |
| Securities traded on an exchange |  |  |  |  |  |  | 361 157 580.53 | 88.85 |
| Interest-bearing securities 0.489 % ABB Finance BV (MTN) 2022/2024 * ...........  | EUR | 690 000 | 690 000 |  | % | 100.663 | 694 574.70 | 0.17 |
| 7.125 % ABN AMRO Bank NV (MTN) 2012/2022 ........  | EUR | 500 000 | 500 000 |  | % | 100.009 | 500 045.00 | 0.12 |
| 0.50  % ABN AMRO Bank NV (MTN) 2018/2023 ........  | EUR | 2 000 000 |  |  | % | 99.233 | 1 984 660.00 | 0.49 |
| 0.00  % ACEA SpA (MTN) 2018/2023 * ...............  | EUR | 1 600 000 |  |  | % | 99.968 | 1 599 488.00 | 0.39 |
| 6.00  % Achmea BV (MTN) 2013/2043 * ..............  | EUR | 1 500 000 |  |  | % | 101.111 | 1 516 665.00 | 0.37 |
| 4.00  % Aegon NV (MTN) 2014/2044 * ................  | EUR | 100 000 | 100 000 |  | % | 99.225 | 99 225.00 | 0.02 |
| 0.25  % Allianz Finance II BV (MTN) 2017/2023 .........  | EUR | 2 000 000 |  |  | % | 99.357 | 1 987 140.00 | 0.49 |
| 0.652 % Allianz Finance II BV 2021/2024 * .............  | EUR | 600 000 |  |  | % | 101.428 | 608 568.00 | 0.15 |
| 5.625 % Allianz SE 2012/2042 * .....................  | EUR | 1 800 000 |  |  | % | 101.286 | 1 823 148.00 | 0.45 |
| 10.125 % Assicurazioni Generali SpA (MTN) 2012/2042 * ..  | EUR | 1 000 000 |  |  | % | 100.171 | 1 001 710.00 | 0.25 |
| 7.75  % Assicurazioni Generali SpA (MTN) 2012/2042 * ..  | EUR | 400 000 | 400 000 |  | % | 102.295 | 409 180.00 | 0.10 |
| 0.52  % AT&T, Inc. (MTN) 2018/2023 * ...............  | EUR | 2 000 000 |  |  | % | 100.509 | 2 010 180.00 | 0.49 |
| 3.75  % ATF Netherlands BV 2016/perpetual * ..........  | EUR | 600 000 | 600 000 |  | % | 88.008 | 528 048.00 | 0.13 |
| 6.125 % Aviva PLC (MTN) 2013/2043 * ................  | EUR | 500 000 |  |  | % | 103.444 | 517 220.00 | 0.13 |
| 0.302 % Balder Finland Oyj (MTN) 2021/2023 * .........  0.302 % Banco Bilbao Vizcaya Argentaria SA (MTN) 2018/2023 * ..............................  | EUR EUR | 1 600 000 1 800 000 | 1 600 000 | 400 000 | % % | 98.405 100.225 | 1 574 480.00 1 804 050.00 | 0.39 0.44 |
| 0.702 % Banco Bilbao Vizcaya Argentaria SA (MTN) 2021/2023 * ..............................  | EUR | 600 000 |  |  | % | 100.885 | 605 310.00 | 0.15 |
| 0.644 % Banco Bilbao Vizcaya Argentaria SA 2022/2025 * . | EUR | 1 600 000 | 1 600 000 |  | % | 100.879 | 1 614 064.00 | 0.40 |
| 0.818 % Banco Santander SA (MTN) 2017/2024 * .......  | EUR | 1 000 000 |  |  | % | 100.773 | 1 007 730.00 | 0.25 |
| 0.532 % Banco Santander SA (MTN) 2017/2023 * .......  | EUR | 1 200 000 |  |  | % | 100.371 | 1 204 452.00 | 0.30 |
| 0.402 % Banco Santander SA (MTN) 2017/2024 * .......  | EUR | 500 000 |  |  | % | 100.221 | 501 105.00 | 0.12 |
| 0.118 % Banco Santander SA (MTN) 2020/2025 * .......  | EUR | 1 800 000 | 1 000 000 |  | % | 99.739 | 1 795 302.00 | 0.44 |
| 0.235 % Banco Santander SA (MTN) 2021/2026 * .......  | EUR | 1 200 000 |  |  | % | 99.127 | 1 189 524.00 | 0.29 |
| 0.575 % Banco Santander SA (MTN) 2022/2024 * .......  | EUR | 1 300 000 | 1 300 000 |  | % | 101.08 | 1 314 040.00 | 0.32 |
| 0.237 % Bank of America Corp. (MTN) 2018/2024 * ......  | EUR | 2 500 000 |  |  | % | 99.956 | 2 498 900.00 | 0.61 |
| 0.652 % Bank of America Corp. (MTN) 2021/2025 * ......  | EUR | 2 000 000 |  |  | % | 99.17 | 1 983 400.00 | 0.49 |
| 0.822 % Bank of America Corp. (MTN) 2021/2026 * ......  | EUR | 2 050 000 |  |  | % | 98.655 | 2 022 427.50 | 0.50 |
| 0.139 % Bank of Nova Scotia (MTN) 2017/2022 * ........  | EUR | 1 200 000 |  | 600 000 | % | 100.101 | 1 201 212.00 | 0.30 |
| 0.321 % Bank of Nova Scotia (MTN) 2022/2024 * ........  | EUR | 1 000 000 | 1 000 000 |  | % | 100.88 | 1 008 800.00 | 0.25 |
| 0.583 % Barclays PLC (MTN) 2021/2026 * .............  | EUR | 1 120 000 |  |  | % | 98.861 | 1 107 243.20 | 0.27 |
| 0.003 % Bayerische Landesbank (MTN) 2013/2023 * .....  | EUR | 800 000 |  |  | % | 99.946 | 799 564.00 | 0.20 |
| 0.405 % BMW Finance NV (MTN) 2020/2023 * .........  | EUR | 1 500 000 |  |  | % | 100.385 | 1 505 775.00 | 0.37 |
| 0.672 % BNP Paribas SA (MTN) 2017/2022 * ...........  | EUR | 1 200 000 |  | 1 300 000 | % | 100.161 | 1 201 932.00 | 0.30 |
| 0.422 % BNP Paribas SA (MTN) 2017/2024 * ...........  | EUR | 2 000 000 |  |  | % | 100.62 | 2 012 400.00 | 0.49 |
| 0.00  % BNP Paribas SA (MTN) 2018/2023 * ...........  | EUR | 1 500 000 |  | 500 000 | % | 100.048 | 1 500 720.00 | 0.37 |
| 0.272 % BNP Paribas SA (MTN) 2018/2023 * ...........  | EUR | 2 000 000 |  | 1 000 000 | % | 100.317 | 2 006 340.00 | 0.49 |
| 4.625 % BPCE SA (MTN) 2013/2023  .................  | EUR | 200 000 |  |  | % | 102.295 | 204 590.00 | 0.05 |
| 2.75  % BPCE SA (MTN) 2015/2027 * ................  | EUR | 300 000 |  |  | % | 100.283 | 300 849.00 | 0.07 |
| 0.035 % BPCE SA (MTN) 2018/2023 * ................  | EUR | 1 800 000 |  | 800 000 | % | 100.149 | 1 802 682.00 | 0.44 |
| 0.337 % BPCE SA (MTN) 2018/2023 * ................  0.323 % Canadian Imperial Bank of Commerce (MTN) 2022/2024 * ..............................  | EUR EUR | 1 700 000 1 400 000 | 1 400 000 |  | % % | 100.2 100.819 | 1 703 400.00 1 411 466.00 | 0.42 0.35 |
| 0.299 % Carrefour Banque SA 2019/2023 * ............  | EUR | 2 200 000 |  | 200 000 | % | 100.28 | 2 206 160.00 | 0.54 |
| 0.697 % Cassa Depositi e Prestiti SpA (MTN) 2017/2023 * | EUR | 600 000 |  |  | % | 100.655 | 603 930.00 | 0.15 |
| 1.722 % Cassa Depositi e Prestiti SpA (MTN) 2019/2026 * | EUR | 1 000 000 |  |  | % | 100.285 | 1 002 850.00 | 0.25 |
| 0.331 % Citigroup, Inc. (MTN) 2018/2023 * .............  | EUR | 1 400 000 |  | 100 000 | % | 100.14 | 1 401 960.00 | 0.34 |
| 1.875 % CNP Assurances (MTN) 2016/2022  ...........  | EUR | 1 000 000 | 1 000 000 |  | % | 100.27 | 1 002 700.00 | 0.25 |
| 0.652 % Commerzbank AG (MTN) 2021/2023 * .........  | EUR | 1 800 000 |  |  | % | 101.002 | 1 818 036.00 | 0.45 |
| 4.125 % Cooperatieve Rabobank UA (MTN) 2012/2022 ...  | EUR | 1 000 000 | 1 000 000 |  | % | 100.608 | 1 006 080.00 | 0.25 |
| 0.273 % Credit Agricole SA (MTN) 2018/2023 * .........  | EUR | 1 800 000 |  | 200 000 | % | 100.263 | 1 804 734.00 | 0.44 |
| 0.646 % Credit Suisse AG/London (MTN) 2021/2023 * ....  | EUR | 1 400 000 |  | 200 000 | % | 100.281 | 1 403 934.00 | 0.35 |
| 0.862 % Credit Suisse AG/London (MTN) 2022/2024 * ....  | EUR | 1 270 000 | 1 270 000 |  | % | 100.357 | 1 274 533.90 | 0.31 |
| 0.552 % Credit Suisse Group AG (MTN) 2021/2026 * .....  1.358 % Credit Suisse Group Funding Guernsey Ltd (MTN) 2015/2022 * ..............................  | EUR EUR | 1 640 000 700 000 |  |  | % % | 96.297 100.65 | 1 579 270.80 704 550.00 | 0.39 0.17 |
| 1.75  % Danone SA (MTN) 2017/perpetual * ...........  | EUR | 1 500 000 | 700 000 |  | % | 97.005 | 1 455 075.00 | 0.36 |
| 0.018 % Deutsche Bahn Finance GmbH (MTN) 2017/2024 * | EUR | 1 200 000 |  |  | % | 100.096 | 1 201 152.00 | 0.30 |
| 0.47  % Deutsche Pfandbriefbank AG 2020/2023 *	EUR | 1 700 000 | 300 000 | % | 100.491 | 1 708 347.00 | 0.42 |
| 2018/2022 *	EUR | 1 800 000 | 1 200 000 | % | 100.036 | 1 800 648.00 | 0.44 |
| 0.287 % DNB Bank ASA (MTN) 2019/2022 * ...........  | EUR | 1 200 000 | 2 800 000 | % | 100.037 | 1 200 444.00 | 0.29 |
| 0.05  % DNB Bank ASA (MTN) 2019/2023  ............  0.583 % DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main (MTN) 2020/2022 * .........  | EUR EUR | 500 000 1 000 000 |  | % % | 98.106 100.088 | 490 530.00 1 000 880.00 | 0.12 0.25 |
| 1.451 % European Investment Bank (MTN) 2019/2022 * ..  | EUR | 1 000 000 | 500 000 | % | 100.538 | 1 005 380.00 | 0.25 |
| 2.124 % Ferrovial Netherlands BV 2017/perpetual * ......  | EUR | 600 000 |  | % | 83.54 | 501 240.00 | 0.12 |
| 0.346 % Ford Motor Credit Co., LLC (MTN) 2017/2024 * ..  | EUR | 200 000 |  | % | 93.313 | 186 626.00 | 0.05 |
| 0.092 % Ford Motor Credit Co., LLC (MTN) 2018/2022 * ..  | EUR | 1 500 000 |  | % | 99.295 | 1 489 425.00 | 0.37 |
| 0.434 % Goldman Sachs Group, Inc. (MTN) 2017/2023 * ..  | EUR | 1 000 000 |  | % | 100.023 | 1 000 230.00 | 0.25 |
| 0.828 % Goldman Sachs Group, Inc. (MTN) 2021/2026 * ..  | EUR | 1 280 000 |  | % | 99.059 | 1 267 955.20 | 0.31 |
| 0.555 % Goldman Sachs Group, Inc. (MTN) 2021/2024 * ..  | EUR | 2 000 000 |  | % | 100.06 | 2 001 200.00 | 0.49 |
| 0.837 % Goldman Sachs Group, Inc. (MTN) 2021/2027 * ..  0.553 % Hamburg Commercial Bank AG (MTN) 2021/2023 * ..............................  | EUR EUR | 1 400 000 1 500 000 |  | % % | 98.183 100.691 | 1 374 562.00 1 510 365.00 | 0.34 0.37 |

0.00  % Deutsche Telekom International Finance BV (MTN)
0.102 % Heimstaden Bostad Treasury BV (MTN)
| 2022/2024 * ..............................  | EUR | 1 290 000 | 1 290 000 |  | % | 99.806 | 1 287 497.40 | 0.32 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1.202 % HSBC Bank PLC (MTN) 2020/2022 * ...........  | EUR | 600 000 |  |  | % | 100.286 | 601 716.00 | 0.15 |
| 0.686 % HSBC Bank PLC (MTN) 2021/2023 * ...........  | EUR | 1 800 000 |  | 1 200 000 | % | 100.569 | 1 810 242.00 | 0.44 |
| 0.644 % HSBC Continental Europe SA (MTN) 2021/2023 * | EUR | 2 400 000 |  | 600 000 | % | 100.949 | 2 422 776.00 | 0.60 |
| 0.039 % HSBC Holdings PLC (MTN) 2017/2023 * ........  | EUR | 2 000 000 |  |  | % | 100.011 | 2 000 220.00 | 0.49 |
| 0.828 % HSBC Holdings PLC (MTN) 2021/2026 * ........  | EUR | 1 500 000 |  |  | % | 99.221 | 1 488 315.00 | 0.37 |
| 1.875 % Iberdrola International BV 2017/perpetual * ......  | EUR | 500 000 | 500 000 |  | % | 98.171 | 490 855.00 | 0.12 |
| 0.678 % ING Groep NV (MTN) 2018/2023 * ............  | EUR | 2 200 000 |  | 800 000 | % | 100.685 | 2 215 070.00 | 0.54 |
| 1.275 % Intesa Sanpaolo SpA (MTN) 2016/2023 * .......  | EUR | 1 000 000 |  |  | % | 100.713 | 1 007 130.00 | 0.25 |
| 0.827 % Intesa Sanpaolo SpA (MTN) 2017/2023 * .......  | EUR | 1 700 000 |  |  | % | 100.62 | 1 710 540.00 | 0.42 |
| 0.267 % Intesa Sanpaolo SpA (MTN) 2019/2022 * .......  | EUR | 1 900 000 |  | 100 000 | % | 100.12 | 1 902 280.00 | 0.47 |
| 0.292 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2016/2024 * ........................  | EUR | 1 000 000 |  | 400 000 | % | 101.09 | 1 010 900.00 | 0.25 |
| 0.772 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2017/2024 * ........................  | EUR | 800 000 | 200 000 | % | 102 | 816 000.00 | 0.20 |
| 1.316 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2019/2025 * ........................  | EUR | 1 500 000 | % | 103.854 | 1 557 810.00 | 0.38 |
| 0.172 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2020/2026 * ........................  | EUR | 600 000 |  |  | % | 99.736 | 598 416.00 | 0.15 |
| 0.00  % John Deere Bank SA (MTN) 2017/2022 * .......  | EUR | 1 400 000 |  | 300 000 | % | 100.025 | 1 400 350.00 | 0.34 |
| 0.202 % KBC Group NV (MTN) 2017/2022 * ............  | EUR | 1 600 000 |  | 2 400 000 | % | 100.108 | 1 601 728.00 | 0.39 |
| 0.487 % KBC Group NV (MTN) 2021/2024 * ............  | EUR | 2 000 000 |  |  | % | 99.93 | 1 998 600.00 | 0.49 |
| 0.302 % KBC Group NV (MTN) 2022/2025 * ............  | EUR | 800 000 | 800 000 |  | % | 99.911 | 799 288.00 | 0.20 |
| 1.42  % Kreditanstalt fuer Wiederaufbau 2019/2022 * ....  | EUR | 300 000 |  | 200 000 | % | 100.767 | 302 301.00 | 0.07 |
| 0.277 % Land Baden-Wuerttemberg 2020/2022 * .......  | EUR | 500 000 |  | 2 000 000 | % | 100.037 | 500 185.00 | 0.12 |
| 0.379 % Land Baden-Wuerttemberg (MTN) 2020/2025 * ..  | EUR | 600 000 |  |  | % | 102.978 | 617 868.00 | 0.15 |
| 0.00  % Landesbank Hessen-Thueringen Girozentrale (MTN) |  |  |  |  |  |  |  |  |
| 2013/2023 * ..............................  | EUR | 500 000 |  |  | % | 100.108 | 500 540.00 | 0.12 |
| 1.419 % Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |  |  |  |  |  |  |
| (MTN) 2020/2023 * ........................  | EUR | 1 000 000 |  |  | % | 101.61 | 1 016 100.00 | 0.25 |
| 4.50  % LANXESS AG 2016/2076 * ..................  | EUR | 300 000 | 300 000 |  | % | 97.472 | 292 416.00 | 0.07 |
| 3.875 % Lincoln Financing SARL -Reg- (MTN) 2019/2024 * | EUR | 500 000 | 400 000 |  | % | 97.605 | 488 025.00 | 0.12 |
| 0.611 % Lloyds Banking Group PLC (MTN) 2017/2024 * ..  | EUR | 2 100 000 |  | 300 000 | % | 100.783 | 2 116 443.00 | 0.52 |
| 1.75  % Lloyds Banking Group PLC (MTN) 2018/2028 * ..  | EUR | 500 000 | 500 000 |  | % | 97.339 | 486 695.00 | 0.12 |
| 0.482 % L‘Oreal SA 2022/2024 * .....................  | EUR | 1 300 000 | 1 300 000 |  | % | 101.078 | 1 314 014.00 | 0.32 |
| 0.448 % Macquarie Group Ltd 2021/2023 * ............  | EUR | 1 000 000 |  | 220 000 | % | 100.672 | 1 006 720.00 | 0.25 |
| 0.255 % Mercedes-Benz International Finance BV (MTN) |  |  |  |  |  |  |  |  |
| 2017/2024 * ..............................  | EUR | 2 000 000 |  |  | % | 100.107 | 2 002 140.00 | 0.49 |
| 0.00  % Mercedes-Benz International Finance BV (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * ..............................  | EUR | 700 000 |  | 300 000 | % | 99.974 | 699 818.00 | 0.17 |
| 0.035 % Mizuho Financial Group, Inc. (MTN) 2018/2023 * . | EUR | 1 500 000 |  | 100 000 | % | 100.171 | 1 502 565.00 | 0.37 |
| 0.312 % National Bank of Canada (MTN) 2022/2024 * ....  | EUR | 1 900 000 | 2 000 000 | 100 000 | % | 100.75 | 1 914 250.00 | 0.47 |
| 9.00  % Nationale-Nederlanden Levensverzekering |  |  |  |  |  |  |  |  |
| Maatschappij NV 2012/2042 * ................  | EUR | 1 200 000 |  |  | % | 100.81 | 1 209 720.00 | 0.30 |
| 0.394 % NatWest Markets PLC (MTN) 2021/2023 * ......  | EUR | 1 200 000 |  |  | % | 100.483 | 1 205 796.00 | 0.30 |
| 0.309 % Nykredit Realkredit AS (MTN) 2017/2022 * ......  | EUR | 400 000 |  | 200 000 | % | 100.108 | 400 432.00 | 0.10 |
| 0.814 % Nykredit Realkredit AS (MTN) 2021/2024 * ......  | EUR | 2 000 000 |  |  | % | 100.927 | 2 018 540.00 | 0.50 |
| 0.535 % Nykredit Realkredit AS (MTN) 2021/2023 * ......  | EUR | 1 700 000 |  | 300 000 | % | 100.81 | 1 713 770.00 | 0.42 |
| 0.624 % OP Corporate Bank Plc (MTN) 2020/2022 * .....  | EUR | 1 800 000 |  | 200 000 | % | 100.094 | 1 801 692.00 | 0.44 |
| 0.552 % OP Corporate Bank Plc (MTN) 2021/2024 * .....  | EUR | 2 200 000 |  | 810 000 | % | 101.134 | 2 224 948.00 | 0.55 |
| 0.597 % OP Corporate Bank Plc (MTN) 2022/2024 * .....  | EUR | 800 000 | 800 000 |  | % | 101.253 | 810 024.00 | 0.20 |
| 5.25  % Orange SA 2014/perpetual * .................  | EUR | 600 000 | 600 000 |  | % | 100.899 | 605 394.00 | 0.15 |
| 0.00  % Prologis Euro Finance LLC 2022/2024 * ........  | EUR | 440 000 | 440 000 |  | % | 99.97 | 439 868.00 | 0.11 |
| 6.00  % Raiffeisen Bank International AG (MTN) 2013/2023 | EUR | 200 000 | 200 000 |  | % | 102.053 | 204 106.00 | 0.05 |
| 0.154 % RCI Banque SA (MTN) 2017/2024 * ...........  | EUR | 1 600 000 |  |  | % | 97.959 | 1 567 344.00 | 0.39 |
| 0.00  % RCI Banque SA (MTN) 2018/2023 * ...........  | EUR | 1 700 000 |  | 300 000 | % | 99.798 | 1 696 566.00 | 0.42 |
| 0.298 % RCI Banque SA (MTN) 2018/2025 * ...........  | EUR | 1 200 000 |  |  | % | 97.943 | 1 175 316.00 | 0.29 |
| 0.305 % Royal Bank of Canada/Toronto (MTN) 2022/2024 * | EUR | 1 600 000 | 1 600 000 |  | % | 100.896 | 1 614 336.00 | 0.40 |
| 0.664 % Santander UK Group Holdings PLC (MTN) |  |  |  |  |  |  |  |  |
| 2018/2024 * ..............................  | EUR | 2 000 000 |  |  | % | 100.139 | 2 002 780.00 | 0.49 |
| 0.129 % SBB Treasury Oyj (MTN) 2022/2024 * ..........  | EUR | 2 620 000 | 2 620 000 |  | % | 80.465 | 2 108 183.00 | 0.52 |
| 0.00  % Snam SpA (MTN) 2017/2024 * ...............  | EUR | 1 000 000 |  |  | % | 100.018 | 1 000 180.00 | 0.25 |
| 0.452 % Societe Generale SA (MTN) 2017/2024 * .......  | EUR | 1 800 000 |  |  | % | 100.626 | 1 811 268.00 | 0.45 |
| 0.123 % Societe Generale SA (MTN) 2018/2023 * .......  | EUR | 2 200 000 | 1 000 000 | 800 000 | % | 100.146 | 2 203 212.00 | 0.54 |
| 3.625 % Standard Chartered PLC (MTN) 2012/2022 .....  | EUR | 1 200 000 | 1 200 000 |  | % | 100.946 | 1 211 352.00 | 0.30 |
| 0.552 % State of Rhineland-Palatinate 2020/2022 * ......  | EUR | 1 400 000 |  | 600 000 | % | 100.035 | 1 400 490.00 | 0.34 |
| 0.08  % Stedin Holding NV (MTN) 2017/2022 * .........  | EUR | 1 200 000 |  | 100 000 | % | 100.041 | 1 200 492.00 | 0.29 |
| 1.00  % Swedbank AB (MTN) 2017/2027 * ............  | EUR | 1 000 000 |  |  | % | 99.533 | 995 330.00 | 0.24 |
| 0.752 % Takeda Pharmaceutical Co., Ltd -Reg- 2018/2022 * | EUR | 2 300 000 | 2 500 000 | 3 200 000 | % | 100.249 | 2 305 727.00 | 0.57 |
| 2.625 % Telefonica Europe BV 2017/perpetual * .........  | EUR | 500 000 | 500 000 |  | % | 98.184 | 490 920.00 | 0.12 |
| 3.00 % Telia Co., AB 2017/2078 * ...................  | EUR | 271 000 |  | 129 000 | % | 98.733 | 267 566.43 | 0.07 |
| 0.00  % Thermo Fisher Scientific Finance I BV 2021/2023 * | EUR | 800 000 | 1 000 000 | 200 000 | % | 99.661 | 797 288.00 | 0.20 |
| 0.652 % Toyota Motor Finance Netherlands BV (MTN) |  |  |  |  |  |  |  |  |
| 2021/2024 * ..............................  | EUR | 1 000 000 |  |  | % | 100.975 | 1 009 750.00 | 0.25 |
| 0.782 % Toyota Motor Finance Netherlands BV (MTN) |  |  |  |  |  |  |  |  |
| 2021/2024 * ..............................  | EUR | 1 000 000 | % | 101.118 | 1 011 180.00 | 0.25 |
| 0.402 % Toyota Motor Finance Netherlands BV (MTN) |  |  |  |  |  |  |  |  |
| 2021/2023 * ..............................  | EUR | 1 500 000 |  | 500 000 | % | 100.53 | 1 507 950.00 | 0.37 |
| 0.232 % Traton Finance Luxembourg SA (MTN) 2022/2023 * | EUR | 800 000 | 800 000 |  | % | 100.332 | 802 656.00 | 0.20 |
| 0.447 % Traton Finance Luxembourg SA (MTN) 2022/2024 * | EUR | 1 000 000 | 1 000 000 |  | % | 99.998 | 999 980.00 | 0.25 |
| 0.489 % UniCredit SpA (MTN) 2016/2023 * ............  | EUR | 1 800 000 |  |  | % | 99.973 | 1 799 514.00 | 0.44 |
| 0.332 % UniCredit SpA (MTN) 2016/2024 * ............  | EUR | 1 000 000 | 1 000 000 |  | % | 99.281 | 992 810.00 | 0.24 |

| Security | name | Count/ units/ currency | Quantity/ principal amount | Purchases/ additions in the | Sales/ disposals reporting period |  | Market price | Total market value in EUR | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 5.50 | % Vienna Insurance Group AG Wiener Versicherung |  |  |  |  |  |  |  |  |
|  | Gruppe 2013/2043 * .......................  | EUR | 400 000 |  |  | % | 102.09 | 408 360.00 | 0.10 |
| 2.70 | % Volkswagen International Finance NV |  |  |  |  |  |  |  |  |
|  | 2017/perpetual * ..........................  | EUR | 700 000 | 700 000 |  | % | 98.675 | 690 725.00 | 0.17 |
| 4.85 | % Volvo Treasury AB 2014/2078 * ...............  | EUR | 200 000 |  |  | % | 100.631 | 201 262.00 | 0.05 |
| 0.468 | % Volvo Treasury AB (MTN) 2021/2023 * .........  | EUR | 1 100 000 |  | 300 000 | % | 100.435 | 1 104 785.00 | 0.27 |
| 0.285 | % Volvo Treasury AB (MTN) 2022/2024 * .........  | EUR | 1 400 000 | 1 400 000 |  | % | 100.599 | 1 408 386.00 | 0.35 |
| 0.272 | % Vonovia Finance BV (MTN) 2018/2022 * ........  | EUR | 2 400 000 |  | 600 000 | % | 100.048 | 2 401 152.00 | 0.59 |
| 2.155 | % AbbVie, Inc. 2020/2022 * ....................  | USD | 1 800 000 |  | 549 000 | % | 99.867 | 1 725 895.90 | 0.42 |
| 1.844 | % ABN AMRO Bank NV (MTN) 2017/2022 * .......  | USD | 1 100 000 |  | 400 000 | % | 100.003 | 1 056 150.48 | 0.26 |
| 2.862 | % Allstate Corp. (MTN) 2018/2023 * .............  | USD | 1 200 000 |  |  | % | 99.911 | 1 151 104.21 | 0.28 |
| 2.036 | % American Express Co. (MTN) 2018/2023 * ......  | USD | 400 000 |  |  | % | 100.061 | 384 277.47 | 0.09 |
| 1.779 | % American Express Co. (MTN) 2021/2026 * ......  | USD | 1 600 000 |  | 1 000 000 | % | 96.477 | 1 482 053.43 | 0.36 |
| 2.319 | % American Express Co. 2022/2025 * ............  | USD | 400 000 | 400 000 |  | % | 99.386 | 381 685.17 | 0.09 |
| 1.818 | % American Express Co. 2022/2024 * ............  | USD | 540 000 | 540 000 |  | % | 99.351 | 515 093.53 | 0.13 |
| 2.085 | % American Honda Finance Corp. (MTN) 2020/2023 * | USD | 400 000 |  |  | % | 99.61 | 382 545.43 | 0.09 |
| 1.861 | % ANZ New Zealand Int‘l Ltd/London -Reg- 2022/2025 * | USD | 550 000 | 750 000 | 200 000 | % | 98.644 | 520 898.91 | 0.13 |
| 2.715 | % ASB Bank Ltd -Reg- (MTN) 2018/2023 * ........  | USD | 1 800 000 |  | 1 000 000 | % | 100.484 | 1 736 558.86 | 0.43 |
| 2.109 | % AstraZeneca PLC (MTN) 2018/2023 * ..........  | USD | 1 800 000 |  | 1 176 000 | % | 100.762 | 1 741 363.24 | 0.43 |
| 2.901 | % AT&T, Inc. (MTN) 2018/2024 * ...............  | USD | 1 600 000 |  | 600 000 | % | 99.972 | 1 535 742.67 | 0.38 |
| 2.301 | % AT&T, Inc. (MTN) 2018/2023 * ...............  | USD | 300 000 |  | 300 000 | % | 99.716 | 287 214.91 | 0.07 |
| 2.141 | % AT&T, Inc. 2021/2024 * .....................  | USD | 1 600 000 |  | 400 000 | % | 99.141 | 1 522 977.08 | 0.37 |
| 2.133 | % Bank of America Corp. (MTN) 2018/2026 * ......  | USD | 600 000 |  |  | % | 97.623 | 562 371.74 | 0.14 |
| 1.76 | % Bank of America Corp. (MTN) 2020/2024 * ......  | USD | 600 000 |  |  | % | 98.954 | 570 039.16 | 0.14 |
| 1.679 | % Bank of America Corp. 2021/2025 * ...........  | USD | 1 000 000 |  |  | % | 98.433 | 945 063.11 | 0.23 |
| 1.959 | % Bank of America Corp. (MTN) 2021/2027 * ......  | USD | 1 500 000 |  | 500 000 | % | 95.451 | 1 374 649.03 | 0.34 |
| 1.812 | % Bank of America Corp. 2022/2025 * ...........  | USD | 600 000 | 800 000 | 200 000 | % | 98.298 | 566 260.18 | 0.14 |
| 2.206 | % Bank of America Corp. (MTN) 2022/2028 * ......  | USD | 800 000 | 800 000 |  | % | 97.073 | 745 607.97 | 0.18 |
| 1.772 | % Bank of Montreal 2020/2023 * ...............  | USD | 1 000 000 |  | 200 000 | % | 98.98 | 950 314.90 | 0.23 |
| 1.107 | % Bank of Montreal (MTN) 2021/2024 * ..........  | USD | 1 000 000 |  |  | % | 98.417 | 944 909.49 | 0.23 |
| 2.10 | % Bank of Montreal (MTN) 2021/2026 * ..........  | USD | 2 000 000 |  | 1 000 000 | % | 96.018 | 1 843 753.00 | 0.45 |
| 1.252 | % Bank of Montreal (MTN) 2022/2025 * ..........  | USD | 1 800 000 | 2 200 000 | 400 000 | % | 98.229 | 1 697 588.08 | 0.42 |
| 2.132 | % Bank of Montreal (MTN) 2022/2024 * ..........  | USD | 1 200 000 | 1 200 000 |  | % | 99.34 | 1 144 525.55 | 0.28 |
| 2.716 | % Bank of Nova Scotia (MTN) 2017/2022 * ........  | USD | 400 000 |  |  | % | 99.993 | 384 016.32 | 0.09 |
| 2.03 | % Bank of Nova Scotia 2020/2023 * .............  | USD | 1 600 000 |  | 400 000 | % | 99.468 | 1 528 000.36 | 0.38 |
| 1.92 | % Bank of Nova Scotia (MTN) 2021/2026 * ........  | USD | 1 900 000 |  | 680 000 | % | 97.054 | 1 770 464.12 | 0.44 |
| 1.313 | % Bank of Nova Scotia 2021/2024 * .............  | USD | 1 400 000 |  | 247 000 | % | 98.923 | 1 329 674.69 | 0.33 |
| 2.09 | % Bank of Nova Scotia (MTN) 2021/2026 * ........  | USD | 1 600 000 |  | 380 000 | % | 96.671 | 1 485 033.61 | 0.36 |
| 1.242 | % Bank of Nova Scotia 2022/2025 * .............  | USD | 1 240 000 | 1 240 000 |  | % | 98.508 | 1 172 771.15 | 0.29 |
| 1.693 | % Bank of Nova Scotia 2022/2025 * .............  | USD | 1 400 000 | 1 400 000 |  | % | 99.145 | 1 332 658.71 | 0.33 |
| 2.023 | % Banque Federative du Credit Mutuel SA -Reg- |  |  |  |  |  |  |  |  |
|  | (MTN) 2018/2023 * ........................  | USD | 1 600 000 |  | 200 000 | % | 100.503 | 1 543 899.75 | 0.38 |
| 1.54 | % Banque Federative du Credit Mutuel SA |  |  |  |  |  |  |  |  |
| 2021/2025 * ..............................  | USD | 1 600 000 |  | 1 400 000 | % | 98.161 | 1 507 922.58 | 0.37 |
| 2.791 % Barclays PLC (MTN) 2018/2024 * .............  | USD | 1 600 000 |  | 400 000 | % | 100.045 | 1 536 864.08 | 0.38 |
| 1.608 % Baxter International, Inc. 2022/2023 * ..........  | USD | 1 860 000 | 1 860 000 |  | % | 98.995 | 1 767 853.58 | 0.43 |
| 1.767 % Baxter International, Inc. 2022/2024 * ..........  | USD | 660 000 | 660 000 |  | % | 98.277 | 622 753.12 | 0.15 |
| 2.043 % BMW US Capital LLC -Reg- 2021/2024 * .......  | USD | 490 000 |  |  | % | 99.408 | 467 667.84 | 0.11 |
| 2.353 % BMW US Capital LLC -Reg- 2022/2025 * .......  | USD | 530 000 | 530 000 |  | % | 99.708 | 507 371.38 | 0.12 |
| 2.381 % Canadian Imperial Bank of Commerce (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * ..............................  | USD | 400 000 |  |  | % | 99.833 | 383 401.85 | 0.09 |
| 2.307 % Canadian Imperial Bank of Commerce 2019/2023 * | USD | 1 000 000 |  |  | % | 99.986 | 959 973.59 | 0.24 |
| 1.838 % Canadian Imperial Bank of Commerce 2021/2023 * | USD | 1 040 000 |  |  | % | 99.364 | 992 161.78 | 0.24 |
| 1.302 % Canadian Imperial Bank of Commerce 2021/2024 * | USD | 1 400 000 |  | 260 000 | % | 98.268 | 1 320 870.50 | 0.32 |
| 1.702 % Canadian Imperial Bank of Commerce 2022/2025 * | USD | 1 500 000 | 1 800 000 | 300 000 | % | 99.039 | 1 426 322.04 | 0.35 |
| 2.519 % Capital One Financial Corp. 2022/2025 * ........  | USD | 1 050 000 | 1 050 000 |  | % | 98.689 | 994 897.03 | 0.24 |
| 1.716 % Caterpillar Financial Services Corp. (MTN) |  |  |  |  |  |  |  |  |
| 2021/2024 *...............................  | USD | 1 020 000 |  |  | % | 98.297 | 962 632.51 | 0.24 |
| 2.433 % Charles Schwab Corp. (MTN) 2022/2027 * ......  | USD | 1 300 000 | 1 300 000 |  | % | 98.638 | 1 231 140.73 | 0.30 |
| 2.109 % Cigna Corp. 2019/2023 * ....................  | USD | 1 000 000 |  |  | % | 100.641 | 966 262.29 | 0.24 |
| 2.544 % Citigroup, Inc. (MTN) 2017/2024 * .............  | USD | 800 000 |  |  | % | 99.407 | 763 531.65 | 0.19 |
| 2.134 % Citigroup, Inc. (MTN) 2017/2023 * .............  | USD | 2 000 000 |  | 500 000 | % | 99.801 | 1 916 394.77 | 0.47 |
| 1.794 % Citigroup, Inc. 2021/2025 * ..................  | USD | 2 000 000 |  | 1 000 000 | % | 97.709 | 1 876 223.85 | 0.46 |
| 2.208 % Citigroup, Inc. (MTN) 2021/2027 * .............  | USD | 1 600 000 |  | 400 000 | % | 94.79 | 1 456 138.20 | 0.36 |
| 1.669 % Citigroup, Inc. 2022/2026 * ..................  | USD | 900 000 | 900 000 |  | % | 96.633 | 835 003.05 | 0.21 |
| 2.599 % Citigroup, Inc. (MTN) 2022/2028 * .............  | USD | 900 000 | 900 000 |  | % | 96.626 | 834 942.56 | 0.21 |
| 2.204 % Commonwealth Bank of Australia -Reg- |  |  |  |  |  |  |  |  |
| 2022/2025 * ..............................  | USD | 1 400 000 | 1 400 000 |  | % | 99.383 | 1 335 857.79 | 0.33 |
| 2.434 | % Commonwealth Bank of Australia -Reg- (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * ..............................  | USD | 1 400 000 | 1 500 000 | 100 000 | % | 99.036 | 1 331 193.58 | 0.33 |
| 1.168 % Cooperatieve Rabobank UA 2022/2025 * .......  | USD | 1 880 000 | 1 880 000 |  | % | 98.887 | 1 784 913.36 | 0.44 |
| 1.101 % Cooperatieve Rabobank UA/NY 2021/2024 * ....  | USD | 750 000 |  | 250 000 | % | 99.165 | 714 068.32 | 0.18 |
| 1.549 % Credit Suisse AG/New York NY 2021/2023 * ....  | USD | 1 200 000 |  |  | % | 99.336 | 1 144 479.46 | 0.28 |
| 2.513 % Daimler Trucks Finance North America LLC -Reg- |  |  |  |  |  |  |  |  |
| 2022/2024 * ..............................  | USD | 1 200 000 | 1 500 000 | 300 000 | % | 99.487 | 1 146 219.18 | 0.28 |
| 2.601 | % Deutsche Bank AG/New York NY (MTN) |  |  |  |  |  |  |  |  |
| 2017/2022 * ..............................  | USD | 2 000 000 |  | % | 99.964 | 1 919 524.72 | 0.47 |
| 2.109 % eBay, Inc. (MTN) 2017/2023 * ................  | USD | 1 800 000 | 1 000 000 | % | 100.205 | 1 731 737.20 | 0.43 |
| 1.717 % Federation des Caisses Desjardins du Quebec -Reg- |  |  |  |  |  |  |  |
| 2021/2024 * ..............................  | USD | 600 000 |  | % | 98.404 | 566 870.81 | 0.14 |
| 1.177 % First Abu Dhabi Bank PJSC (MTN) 2019/2024 * ..  | USD | 1 000 000 | 800 000 | % | 100.272 | 962 719.49 | 0.24 |
| 2.221 % First Abu Dhabi Bank PJSC (MTN) 2019/2023 * ..  | USD | 500 000 |  | % | 100.052 | 480 303.63 | 0.12 |
| 2.054 % General Mills, Inc. (MTN) 2018/2023 * .........  | USD | 1 200 000 | 800 000 | % | 100.666 | 1 159 802.78 | 0.28 |

| Security name | Count/ units/ currency | Quantity/ principal amount | Purchases/ additions in the | Sales/ disposals reporting period | Market price | Total market value in EUR | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1.486 % General Motors Financial Co., Inc. 2021/2024 * ..  | USD | 1 320 000 |  |  | % | 96.709 | 1 225 634.32 | 0.30 |
| 2.359 % General Motors Financial Co., Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * ..............................  | USD | 1 000 000 | 1 000 000 |  | % | 94.823 | 910 403.21 | 0.22 |
| 2.061 % General Motors Financial Co., Inc. 2022/2025 * ..  | USD | 1 700 000 | 1 800 000 | 100 000 | % | 99.248 | 1 619 909.58 | 0.40 |
| 2.002 % Goldman Sachs Group, Inc. 2021/2024 * .......  | USD | 1 000 000 |  | 200 000 | % | 98.552 | 946 205.64 | 0.23 |
| 2.24  % Goldman Sachs Group, Inc. (MTN) 2021/2027 * ..  | USD | 1 600 000 |  | 200 000 | % | 95.205 | 1 462 513.31 | 0.36 |
| 2.412 % Goldman Sachs Group, Inc. (MTN) 2022/2028 * ..  | USD | 1 000 000 | 1 000 000 |  | % | 96.74 | 928 808.48 | 0.23 |
| 2.40  % GSK Consumer Healthcare Capital US LLC -Reg- |  |  |  |  |  |  |  |  |
| 2022/2024 * ..............................  | USD | 800 000 | 800 000 |  | % | 99.945 | 767 663.95 | 0.19 |
| 2.455 % HSBC Holdings PLC (MTN) 2018/2024 * ........  | USD | 500 000 |  |  | % | 99.605 | 478 157.79 | 0.12 |
| 1.849 % HSBC Holdings PLC 2021/2024 * .............  | USD | 1 200 000 |  | 1 070 000 | % | 97.716 | 1 125 814.96 | 0.28 |
| 2.827 % HSBC Holdings PLC 2022/2026 * .............  | USD | 1 500 000 | 1 500 000 |  | % | 99.118 | 1 427 459.77 | 0.35 |
| 3.285 % ING Groep NV (MTN) 2018/2023 * ............  | USD | 1 600 000 |  | 400 000 | % | 100.007 | 1 536 280.33 | 0.38 |
| 2.521 % ING Groep NV (MTN) 2021/2027 * ............  | USD | 1 600 000 |  | 200 000 | % | 96.117 | 1 476 523.21 | 0.36 |
| 3.151 % ING Groep NV 2022/2026 * ..................  | USD | 1 410 000 | 1 410 000 |  | % | 99.697 | 1 349 650.41 | 0.33 |
| 0.842 % John Deere Capital Corp. (MTN) 2021/2023 * ....  | USD | 800 000 |  | 220 000 | % | 99.438 | 763 769.75 | 0.19 |
| 0.922 % John Deere Capital Corp. (MTN) 2021/2024 * ....  | USD | 870 000 |  |  | % | 98.185 | 820 133.37 | 0.20 |
| 2.414 % JPMorgan Chase & Co. (MTN) 2016/2023 * .....  | USD | 800 000 |  | 200 000 | % | 100.031 | 768 324.51 | 0.19 |
| 1.847 % JPMorgan Chase & Co. (MTN) 2021/2027 * .....  | USD | 1 500 000 |  |  | % | 96.19 | 1 385 291.83 | 0.34 |
| 2.089 % JPMorgan Chase & Co. 2021/2025 * ..........  | USD | 1 600 000 |  | 200 000 | % | 97.614 | 1 499 519.72 | 0.37 |
| 2.038 % JPMorgan Chase & Co. 2021/2025 * ..........  | USD | 1 600 000 |  | 600 000 | % | 97.145 | 1 492 315.07 | 0.37 |
| 2.212 % JPMorgan Chase & Co. 2022/2026 * ..........  | USD | 1 200 000 | 1 200 000 |  | % | 98.268 | 1 132 174.72 | 0.28 |
| 2.472 % JPMorgan Chase & Co. (MTN) 2022/2028 * .....  | USD | 1 400 000 | 1 500 000 | 100 000 | % | 95.791 | 1 287 575.88 | 0.32 |
| 2.309 % JPMorgan Chase & Co. 2022/2026 * ..........  | USD | 1 000 000 | 1 000 000 |  | % | 98.843 | 948 999.55 | 0.23 |
| 2.618 % Macquarie Group Ltd -Reg- (MTN) 2017/2023 * ..  | USD | 600 000 |  |  | % | 99.953 | 575 794.05 | 0.14 |
| 2.42  % Macquarie Group Ltd -Reg- (MTN) 2021/2027 * ..  | USD | 1 400 000 |  | 100 000 | % | 96.94 | 1 303 020.17 | 0.32 |
| 1.566 % Macquarie Group Ltd -Reg- 2021/2025 * ........  | USD | 1 450 000 |  |  | % | 98.691 | 1 373 933.27 | 0.34 |
| 1.974 % Mitsubishi UFJ Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2017/2022 * ..............................  | USD | 400 000 |  | 400 000 | % | 99.98 | 383 966.39 | 0.09 |
| 2.351 % Mitsubishi UFJ Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * ..............................  | USD | 1 000 000 | % | 100.057 | 960 655.26 | 0.24 |
| 2.074 % Mitsubishi UFJ Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * ..............................  | USD | 1 400 000 |  | 100 000 | % | 100.318 | 1 348 425.60 | 0.33 |
| 2.601 % Mizuho Financial Group, Inc. (MTN) 2017/2022 * . | USD | 300 000 |  | 200 000 | % | 99.995 | 288 018.00 | 0.07 |
| 2.401 % Mizuho Financial Group, Inc. (MTN) 2018/2023 * . | USD | 1 000 000 |  |  | % | 100.002 | 960 127.20 | 0.24 |
| 1.884 % Mizuho Financial Group, Inc. 2019/2023 * .......  | USD | 500 000 |  |  | % | 99.849 | 479 329.12 | 0.12 |
| 2.154 % Mizuho Financial Group, Inc. 2020/2024 * .......  | USD | 1 400 000 |  | 400 000 | % | 99.535 | 1 337 900.90 | 0.33 |
| 1.979 % Mizuho Financial Group, Inc. 2020/2024 * .......  | USD | 1 400 000 |  | 600 000 | % | 100.149 | 1 346 153.99 | 0.33 |
| 2.218 % Mizuho Financial Group, Inc. 2022/2026 * .......  | USD | 1 200 000 | 1 200 000 |  | % | 97.945 | 1 128 453.34 | 0.28 |
| 2.584 % Morgan Stanley (MTN) 2016/2023 * ...........  | USD | 1 400 000 |  | 200 000 | % | 100.221 | 1 347 121.77 | 0.33 |
| 1.668 % Morgan Stanley (MTN) 2017/2024 * ...........  | USD | 700 000 |  |  | % | 100.156 | 673 124.04 | 0.17 |
| 1.655 % Morgan Stanley 2022/2025 * .................  | USD | 1 270 000 | 1 270 000 |  | % | 97.692 | 1 191 194.86 | 0.29 |
| 1.182 % National Australia Bank Ltd -Reg- 2022/2025 * ...  | USD | 1 500 000 | 2 000 000 | 500 000 | % | 98.6 | 1 419 999.73 | 0.35 |
| 1.452 % National Australia Bank Ltd -Reg- (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * ..............................  | USD | 1 500 000 | 2 000 000 | 500 000 | % | 97.748 | 1 407 729.55 | 0.35 |
| 1.646 % National Bank of Canada 2021/2024 * ..........  | USD | 840 000 |  |  | % | 98.88 | 797 458.02 | 0.20 |
| 2.515 % Nationwide Building Society (MTN) 2022/2028 * . | USD | 870 000 | 870 000 |  | % | 96.146 | 803 101.73 | 0.20 |
| 3.747 % NatWest Group PLC (MTN) 2018/2024 * .......  | USD | 1 000 000 |  |  | % | 100.298 | 962 969.12 | 0.24 |
| 1.739 % NatWest Markets PLC -Reg- 2021/2024 * . . . . . . . | USD | 310 000 |  |  | % | 98.773 | 293 981.52 | 0.07 |
| 2.273 % NatWest Markets PLC -Reg- (MTN) 2021/2026 * . | USD | 1 300 000 |  | 1 050 000 | % | 97.111 | 1 212 081.62 | 0.30 |
| 2.957 % NatWest Markets PLC -Reg- 2022/2025 * . . . . . . . | USD | 830 000 | 830 000 |  | % | 100.13 | 797 925.60 | 0.20 |
| 2.538 % Nordea Bank Abp -Reg- (MTN) 2018/2023 * .....  | USD | 1 400 000 |  | 300 000 | % | 100.243 | 1 347 417.49 | 0.33 |
| 1.691 % Principal Life Global Funding II -Reg- 2021/2024 * | USD | 190 000 |  |  | % | 98.225 | 179 182.56 | 0.04 |
| 1.776 % Roche Holdings, Inc. -Reg- 2022/2023 * ........  | USD | 1 800 000 | 2 500 000 | 700 000 | % | 99.621 | 1 721 644.54 | 0.42 |
| 1.997 % Roche Holdings, Inc. -Reg- 2022/2025 * ........  | USD | 1 300 000 | 1 500 000 | 200 000 | % | 99.63 | 1 243 522.28 | 0.31 |
| 2.945 % Royal Bank of Canada (MTN) 2018/2023 * ......  | USD | 500 000 |  |  | % | 99.91 | 479 621.95 | 0.12 |
| 1.404 % Royal Bank of Canada (MTN) 2020/2023 * ......  | USD | 1 200 000 |  | 400 000 | % | 99.785 | 1 149 652.52 | 0.28 |
| 1.188 % Royal Bank of Canada (MTN) 2021/2024 * ......  | USD | 1 800 000 |  | 200 000 | % | 98.873 | 1 708 717.65 | 0.42 |
| 1.46  % Royal Bank of Canada (MTN) 2021/2026 * ......  | USD | 2 000 000 |  | 800 000 | % | 97.244 | 1 867 294.85 | 0.46 |
| 1.60  % Royal Bank of Canada (MTN) 2021/2026 * ......  | USD | 2 000 000 |  | 1 000 000 | % | 97.117 | 1 864 856.17 | 0.46 |
| 1.418 % Royal Bank of Canada 2021/2024 * ............  | USD | 800 000 |  | 200 000 | % | 98.636 | 757 609.70 | 0.19 |
| 1.101 % Royal Bank of Canada (MTN) 2021/2024 * ......  | USD | 2 000 000 |  |  | % | 98.167 | 1 885 018.44 | 0.46 |
| 1.666 % Royal Bank of Canada (MTN) 2021/2026 * ......  | USD | 1 900 000 |  | 100 000 | % | 96.289 | 1 756 508.95 | 0.43 |
| 1.388 % Royal Bank of Canada (MTN) 2022/2025 * ......  | USD | 2 000 000 | 2 000 000 |  | % | 98.104 | 1 883 808.71 | 0.46 |
| 1.658 % Royal Bank of Canada (MTN) 2022/2027 * ......  | USD | 1 800 000 | 2 000 000 | 200 000 | % | 96.815 | 1 673 151.41 | 0.41 |
| 1.876 % Siemens Financieringsmaatschappij NV -Reg- |  |  |  |  |  |  |  |  |
| 2021/2024 * ..............................  | USD | 1 500 000 |  | 500 000 | % | 99.324 | 1 430 426.51 | 0.35 |
| 1.216 % Simon Property Group LP 2022/2024 * .........  | USD | 500 000 | 600 000 | 100 000 | % | 99.164 | 476 040.75 | 0.12 |
| 1.90  % Skandinaviska Enskilda Banken AB -Reg- |  |  |  |  |  |  |  |  |
| 2020/2023 * ..............................  | USD | 1 500 000 |  | 280 000 | % | 99.469 | 1 432 507.54 | 0.35 |
| 1.998 % Société Générale 2022/2026 * ................  | USD | 1 600 000 | 2 200 000 | 600 000 | % | 96.867 | 1 488 044.51 | 0.37 |
| 2.104 % Standard Chartered PLC -Reg- 2020/2023 * .....  | USD | 1 500 000 |  | 400 000 | % | 100.171 | 1 442 624.68 | 0.35 |
| 2.209 % Standard Chartered PLC 2021/2025 * ..........  | USD | 700 000 |  | 260 000 | % | 98.307 | 660 697.36 | 0.16 |
| 3.253 % Standard Chartered PLC -Reg- 2022/2026 * .....  | USD | 940 000 | 940 000 |  | % | 100.101 | 903 413.05 | 0.22 |
| 1.641 % Starbucks Corp. 2022/2024 * .................  | USD | 460 000 | 460 000 |  | % | 99.863 | 441 044.62 | 0.11 |
| 1.784 % Sumitomo Mitsui Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * ..............................  | USD | 800 000 |  | 200 000 | % | 100.013 | 768 186.25 | 0.19 |
| 1.844 % Sumitomo Mitsui Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * ..............................  | USD | 1 000 000 | % | 100.062 | 960 703.27 | 0.24 |
| 1.668 % Sumitomo Mitsui Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * ..............................  | USD | 1 400 000 | 2 200 000 | 800 000 | % | 97.425 | 1 309 539.31 | 0.32 |
| 1.904 % Sumitomo Mitsui Trust Bank Ltd -Reg- 2021/2024 * | USD | 800 000 |  |  | % | 99.307 | 762 763.56 | 0.19 |
| 2.423 % SWEDBANK AB 2022/2025 * ................  | USD | 680 000 | 680 000 |  | % | 99.12 | 647 128.15 | 0.16 |

| Security name | Count/ units/ currency | Quantity/ principal amount | Purchases/ additions in the | Sales/ disposals reporting period |  | Market price | Total market value in EUR | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1.649 % Tencent Holdings Ltd -Reg- (MTN) 2018/2023 * ..  | USD | 500 000 |  |  | % | 99.816 | 479 170.70 | 0.12 |
| 1.899 % Tencent Holdings Ltd -Reg- (MTN) 2019/2024 * ..  | USD | 400 000 |  | 400 000 | % | 99.84 | 383 428.73 | 0.09 |
| 1.225 % Thermo Fisher Scientific, Inc. 2021/2023 * ......  | USD | 1 000 000 |  |  | % | 99.881 | 958 965.47 | 0.24 |
| 1.265 % Thermo Fisher Scientific, Inc. 2021/2023 * ......  | USD | 1 000 000 |  |  | % | 99.675 | 956 987.65 | 0.24 |
| 1.405 % Thermo Fisher Scientific, Inc. 2021/2024 * ......  | USD | 380 000 |  |  | % | 98.146 | 358 076.89 | 0.09 |
| 1.684 % Toronto-Dominion Bank (MTN) 2018/2023 * .....  | USD | 800 000 |  |  | % | 99.997 | 768 059.52 | 0.19 |
| 1.961 % Toronto-Dominion Bank (MTN) 2020/2023 * .....  | USD | 625 000 |  |  | % | 99.315 | 595 957.04 | 0.15 |
| 1.744 % Toronto-Dominion Bank 2021/2024 * ..........  | USD | 1 800 000 |  | 200 000 | % | 98.828 | 1 707 939.96 | 0.42 |
| 1.788 % Toronto-Dominion Bank (MTN) 2021/2024 * .....  | USD | 1 600 000 |  | 1 400 000 | % | 98.185 | 1 508 291.26 | 0.37 |
| 2.028 % Toronto-Dominion Bank (MTN) 2021/2026 * .....  | USD | 1 500 000 |  | 100 000 | % | 96.564 | 1 390 678.03 | 0.34 |
| 1.192 % Toronto-Dominion Bank (MTN) 2022/2025 * .....  | USD | 1 800 000 | 2 000 000 | 200 000 | % | 98.171 | 1 696 585.72 | 0.42 |
| 1.118 % Toyota Motor Credit Corp. (MTN) 2021/2024 * ...  | USD | 1 700 000 |  | 1 300 000 | % | 99.205 | 1 619 207.74 | 0.40 |
| 1.736 % Toyota Motor Credit Corp. 2021/2024 * ........  | USD | 1 050 000 |  |  | % | 98.864 | 996 661.23 | 0.24 |
| 1.529 % UBS AG/London -144A- 2021/2024 * ..........  | USD | 585 000 |  |  | % | 99.29 | 557 675.37 | 0.14 |
| 1.619 % UBS AG/London 2021/2024 * ................  | USD | 600 000 |  |  | % | 99.227 | 571 611.82 | 0.14 |
| 1.311 % UBS AG/London -Reg- 2022/2025 * ...........  | USD | 930 000 | 1 330 000 | 400 000 | % | 98.163 | 876 497.86 | 0.22 |
| 2.361 % UBS Group AG -Reg- (MTN) 2017/2023 * .......  | USD | 1 600 000 |  | 400 000 | % | 99.972 | 1 535 742.67 | 0.38 |
| 2.789 % UBS Group AG 2022/2026 * .................  | USD | 890 000 | 890 000 |  | % | 99.837 | 853 103.29 | 0.21 |
| 2.511 % Verizon Communications, Inc. (MTN) 2018/2025 * | USD | 1 000 000 |  |  | % | 99.626 | 956 517.20 | 0.23 |
| 2.007 % Verizon Communications, Inc. 2021/2024 * .....  | USD | 1 600 000 |  | 800 000 | % | 98.786 | 1 517 523.66 | 0.37 |
| 2.296 % Verizon Communications, Inc. (MTN) 2021/2026 * | USD | 1 200 000 |  |  | % | 98.056 | 1 129 732.20 | 0.28 |
| 2.034 % Vodafone Group PLC (MTN) 2018/2024 * .......  | USD | 1 000 000 |  |  | % | 100.226 | 962 277.84 | 0.24 |
| 2.131 % Westpac Banking Corp. (MTN) 2018/2023 * .....  | USD | 1 000 000 |  | 200 000 | % | 100.054 | 960 626.46 | 0.24 |
| 2.301 % Westpac Banking Corp. (MTN) 2019/2024 * .....  | USD | 1 400 000 |  | 1 100 000 | % | 100.043 | 1 344 729.19 | 0.33 |
| 1.896 % Westpac Banking Corp. (MTN) 2021/2026 * .....  | USD | 1 200 000 |  | 1 200 000 | % | 97.944 | 1 128 441.82 | 0.28 |
| 1.561 % Westpac Banking Corp. 2021/2024 * ..........  | USD | 1 060 000 |  |  | % | 98.949 | 1 007 018.30 | 0.25 |
| 2.325 % Westpac Banking Corp. 2022/2025 * ..........  | USD | 1 000 000 | 1 000 000 |  | % | 100.072 | 960 799.28 | 0.24 |
| Securities admitted to or included in organized markets |  |  |  |  |  |  | 10 127 523.83 | 2.49 |
| Interest-bearing securities 1.951 % Australia & New Zealand Banking Group Ltd -144A- |  |  |  |  |  |  |  |  |
| (MTN) 2017/2022 *	USD | 300 000 |  | 500 000 | % | 100 | 288 032.40 | 0.07 |
| 2019/2022 *	USD | 750 000 |  |  | % | 99.853 | 719 022.48 | 0.18 |
| 1.793 % Banque Federative du Credit Mutuel SA -144A- (MTN) 2017/2022 * ........................  | USD | 200 000 |  | 200 000 | % | 99.977 | 191 977.44 | 0.05 |
| 1.224 % BMW Finance NV -144A- 2019/2022 * .........  | USD | 300 000 |  | 200 000 | % | 99.997 | 288 023.76 | 0.07 |
| 1.589 % BMW US Capital LLC -144A- 2021/2024 * ......  | USD | 1 040 000 |  |  | % | 98.852 | 987 049.40 | 0.24 |
| 2.961 % BPCE SA -144A- (MTN) 2018/2023 * ...........  | USD | 800 000 |  |  | % | 100.32 | 770 544.28 | 0.19 |
| 1.451 % BPCE SA 2022/2025 * ......................  2.008 % Commonwealth Bank of Australia -144A- (MTN) 2021/2026 * ........................  | USD USD | 800 000 1 200 000 | 1 070 000 | 270 000 | % % | 98.383 98.167 | 755 666.44 1 131 011.06 | 0.19 0.28 |
| 2.945 % Credit Suisse Group AG -144A- (MTN) 2017/2023 * | USD | 500 000 |  |  | % | 99.984 | 479 977.19 | 0.12 |
| 2.231 % DNB Bank ASA -144A- 2019/2022 * ...........  1.321 % Jackson National Life Global Funding -144A- 2020/2023 * ..............................  | USD USD | 300 000 1 800 000 |  | 200 000 400 000 | % % | 99.987 100.056 | 287 994.96 1 729 162.19 | 0.07 0.42 |
| 2.618 % Macquarie Group Ltd -144A- (MTN) 2017/2023 * . | USD | 800 000 |  | 200 000 | % | 99.953 | 767 725.40 | 0.19 |
| 2.131 % National Australia Bank Ltd -144A- 2020/2022 * ..  | USD | 300 000 |  | 300 000 | % | 99.876 | 287 675.24 | 0.07 |
| 2.538 % Nordea Bank Abp -144A- (MTN) 2018/2023 * ....  | USD | 1 500 000 |  | 440 000 | % | 100.243 | 1 443 661.59 | 0.35 |
| Total securities portfolio |  |  |  |  |  |  | 371 285 104.36 | 91.34 |
| Derivatives (Minus signs denote short positions) |  |  |  |  |  |  |  |  |
| Currency derivatives Receivables/payables |  |  |  |  |  |  | -4 385 461.02 | -1.08 |
| Forward currency transactions |  |  |  |  |  |  |  |  |
| Forward currency transactions (long) |  |  |  |  |  |  |  |  |
| Open positions CHF/EUR 28.3 million ...............................  |  |  |  |  |  |  | 521 459.51 | 0.13 |
| GBP/EUR 0.1 million ................................  |  |  |  |  |  |  | 606.88 | 0.00 |
| USD/EUR 1.8 million ................................  |  |  |  |  |  |  | 27 327.35 | 0.00 |
| Closed positions CHF/EUR 24.9 million ...............................  |  |  |  |  |  |  | 363 429.63 | 0.09 |
| Forward currency transactions (short) |  |  |  |  |  |  |  |  |
| Open positions EUR/USD 201.0 million ..............................  |  |  |  |  |  |  | -5 305 251.99 | -1.30 |
| Closed positions EUR/USD 3.2 million ................................  |  |  |  |  |  |  | 6 967.60 | 0.00 |
| Swaps Receivables/payables |  |  |  |  |  |  | 8 181.61 | 0.00 |

1.995 % Australia & New Zealand Banking Group Ltd -144A-
| Security name | Count/ units/ currency | Quantity/ principal amount | Purchases/ additions in the | Sales/ disposals reporting period | Market price | Total market value in EUR | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Credit default swaps |  |  |  |  |  |  |  |
| Protection seller Barclays Bank Plc / 1% / 20/06/2023 (OTC) (CIT) ..........   | Count | 1 500 000 | 1 500 000 |  |  | 4 211.21 | 0.00 |
| Barclays Bank Plc / 1% / 20/12/2022 (OTC) (CIT) ..........   | Count | 1 000 000 |  |  |  | 1 810.65 | 0.00 |
| iTraxx Europe / 1% / 20/12/2025 (OTC) (DB) ..............    | Count | 1 500 000 |  |  |  | 1 224.99 | 0.00 |
| Markit iTraxx Europe / 1% / 20/06/2024 (OTC) (DB) ........  | Count | 250 000 |  |  |  | 934.76 | 0.00 |
| Cash at bank |  |  |  |  |  | 58 597 865.43 | 14.41 |
| Demand deposits at Depositary EUR deposits......................................  | EUR |  |  |  |  | 58 019 370.61 | 14.27 |
| Deposits in non-EU/EEA currencies |  |  |  |  |  |  |  |
| British pound .....................................  | GBP | 68 538 |  |  |  | 80 027.83 | 0.02 |
| Swiss franc .......................................  | CHF | 45 253 |  |  |  | 45 459.43 | 0.01 |
| U.S. dollar ........................................  | USD | 471 830 |  |  |  | 453 007.56 | 0.11 |
| Other assets |  |  |  |  |  | 4 045 338.99 | 1.00 |
| Interest receivable .................................  |  |  |  |  |  | 1 170 644.86 | 0.29 |
| Receivables from exceeding the expense cap ............  |  |  |  |  |  | 130 218.65 | 0.03 |
| Other receivables ..................................  |  |  |  |  |  | 2 744 475.48 | 0.68 |
| Receivables from share certificate transactions |  |  |  |  |  | 1 978 498.55 | 0.49 |
| Total assets ** |  |  |  |  |  | 436 834 779.91 | 107.46 |
| Other liabilities |  |  |  |  |  | -129 738.49 | -0.04 |
| Additional other liabilities.............................  |  |  |  |  |  | -129 738.49 | -0.04 |
| Liabilities from share certificate transactions |  |  |  |  |  | -24 896 171.27 | -6.12 |
| Total liabilities |  |  |  |  |  | -30 331 161.75 | -7.46 |
| Net assets |  |  |  |  |  | 406 503 618.16 | 100.00 |

Negligible rounding errors may have arisen due to the rounding of calculated percentages.
A list of the transactions completed during the reporting period that no longer appear in the investment portfolio is available free of charge from the Management Company upon request.
| Net asset value per share and number of shares outstanding | Count/ currency | Net asset value per share in the respective currency |
| --- | --- | --- |
| Net asset value per share Class CHF ICH.....................................  | CHF | 97.90 |
| Class CHF RCH ....................................  | CHF | 97.81 |
| Class CHF TFCH ...................................  | CHF | 98.68 |
| Class FC .........................................  | EUR | 98.52 |
| Class IC ..........................................  | EUR | 98.75 |
| Class LC .........................................  | EUR | 98.27 |
| Class LD .........................................  | EUR | 98.49 |
| Class TFC ........................................  | EUR | 98.54 |
| Class GBP CH RD ..................................  | GBP | 100.88 |
| Class GBP ICH.....................................  | GBP | 101.73 |
| Class GBP LCH ....................................  | GBP | 100.45 |
| Class USD ICH ....................................  | USD | 103.86 |
| Class USD LCH ....................................  | USD | 101.40 |
| Class USD TFCH ...................................  | USD | 103.54 |
| Number of shares outstanding Class CHF ICH.....................................  | Count | 251 201.000 |
| Class CHF RCH ....................................  | Count | 7 480.000 |
| Class CHF TFCH ...................................  | Count | 30 177.076 |
| Class FC .........................................  | Count | 24 983.000 |
| Class IC ..........................................  | Count | 2 069 047.000 |
| Class LC .........................................  | Count | 203 176.269 |
| Class LD .........................................  | Count | 35 694.000 |
| Class TFC ........................................  | Count | 1 450 435.568 |
| Class GBP CH RD ..................................  | Count | 195.000 |
| Class GBP ICH.....................................  | Count | 86.000 |
| Class GBP LCH ....................................  | Count | 436.488 |
| Class USD ICH ....................................  | Count | 96.000 |
| Class USD LCH ....................................  | Count | 7 126.000 |
| Class USD TFCH ...................................  | Count | 41 081.000 |

Presentation of the maximum limit (according to CSSF circular 11/512) 14.14% of portfolio value
Market risk exposure (value-at-risk) (according to CSSF circular 11/512)
| Lowest market risk exposure .........................  | % | 0.077 |
| --- | --- | --- |
| Highest market risk exposure .........................  | % | 0.563 |
| Average market risk exposure ........................  | % | 0.298 |

The values-at-risk were calculated for the period from January 1, 2022, through June 30, 2022, using historical simulation with a 99% confidence level, a 10-day holding period and an effective historical observation period of one year. The risk in a reference portfolio that does not contain derivatives is used as the measurement benchmark. Market risk is the risk to the fund’s assets arising from an unfavorable change in market prices. The Company determines the potential market risk by means of the absolute value-at-risk approachas defined in CSSF circular 11/512.
In the reporting period, the average leverage effect from the use of derivatives was 0.5, whereby the total of the nominal amounts of the derivatives in relation to the fund’s assets was used for the calculation (sum-of-notional approach).
The gross exposure generated via derivatives pursuant to point 40 a) of the “Guidelines on ETFs and other UCITS issues” of the European Securities and Markets Authority (ESMA) totaled EUR 199 157 992.72 as of the reporting date. Does not include any forward currency transactions entered into for currency hedging purposes at the level of the share classes.
 Market abbreviations	 Contracting parties for derivatives (with the exception of forward currency transactions)
CIT = Citibank AG
DB = Deutsche Bank AG Frankfurt
Contracting parties for forward currency transactions
Barclays Bank Ireland PLC, Bofa Securities Europe S.A., Deutsche Bank AG, HSBC France, Morgan Stanley Europe SE, Royal Bank of Canada (UK), State Street Bank International GmbH, Toronto Dominion Bank and UBS AG.
 Exchange rates (indirect quotes)	
As of June 30, 2022
| Swiss franc .....................  CHF 0.995461 | = EUR | 1 |
| --- | --- | --- |
| British pound ................... GBP 0.856432 | = EUR | 1 |
| U.S. dollar	USD 1.041549 | = EUR | 1 |

 Notes on valuation	
Under the responsibility of the Board of Directors of the SICAV, the Management Company determines the net asset values per share and performs the valuation of the assets of the fund. The basic provision of price data and price validation are performed in accordance with the method introduced by the Board of Directors of the SICAV on the basis of the legal and regulatory requirements or the principles for valuation methods defined in the SICAV’s prospectus.
If no trading prices are available, prices are determined with the aid of valuation models (derived market values) which are agreed between State Street Bank International GmbH, Luxembourg Branch, as external price service provider and the Management Company and which are based as far as possible on market parameters. This procedure is subject to an ongoing monitoring process. The plausibility of price information from third parties is checked through other pricing sources, model calculations or other suitable procedure.
Assets reported in this report are not valued at derived market values.
 Footnotes	
* Floating interest rate.
** Does not include positions with a negative balance, if such exist.

Translation (ENDE, 2022-06-30):
# DWS Invest ESG Floating Rate Notes
DWS INVEST ESG FLOATING RATE NOTES

### Wertentwicklung der Anteilklassen (in EUR)
| Anteilklasse | ISIN | 6 Monate |
| --- | --- | --- |
| Klasse LC | LU1965927921 | -1,4% |
| Klasse FC | LU1965927681 | -1,3% |
| Klasse IC | LU1965927848 | -1,3% |
| Klasse LD | LU2183924666 | -1,4% |
| Klasse TFC | LU1965928069 | -1,3% |
| Klasse CHF ICH 1) | LU2096458232 | -1,4% |
| Klasse CHF RCH 1) | LU2059790340 | -1,4% |
| Klasse CHF TFCH 1) | LU2011205866 | -1,4% |
| Klasse GBP CH RD 2) | LU2066748810 | -0,5% |
| Klasse GBP ICH 2) | LU1965927764 | -0,7% |
| Klasse GBP LCH 2) | LU2066748901 | -0,8% |
| Klasse USD ICH 3) | LU1965928143 | -0,7% |
| Klasse USD LCH 3) | LU2066749032 | -0,8% |
| Klasse USD TFCH 3) | LU1965928226 | -0,8% |

1) 
in CHF
2) 
in GBP
3) 
in USD
Wertentwicklung nach BVI-Methode, d. h. ohne Berücksichtigung des Ausgabeaufschlages.
Wertentwicklungen der Vergangenheit ermöglichen keine Prognose für die Zukunft.	Stand: 30.6.2022
DWS Invest ESG Floating Rate Notes
| Vermögensübersicht zum 30.6.2022 |  |
| --- | --- |
|  | Bestand in EUR | %-Anteil am Fondsvermögen |
| I. Vermögensgegenstände |  |  |
| 1. Anleihen (Emittenten) Unternehmen | 363 176 655,36 | 89,35 |
| Zentralregierungen | 5 589 906,00 | 1,38 |
| Regionalregierungen | 2 518 543,00 | 0,61 |
| Summe Anleihen | 371 285 104,36 | 91,34 |
| 2. Derivate | -4 377 279,41 | -1,08 |
| 3. Bankguthaben | 58 597 865,43 | 14,41 |
| 4. Sonstige Vermögensgegenstände | 4 045 338,99 | 1,00 |
| 5. Forderungen aus Anteilscheingeschäften | 1 978 498,55 | 0,49 |
| II. Verbindlichkeiten |  |  |
| 1. Sonstige Verbindlichkeiten | -129 738,49 | -0,04 |
| 2. Verbindlichkeiten aus Anteilscheingeschäften | -24 896 171,27 | -6,12 |
| III. Fondsvermögen | 406 503 618,16 | 100,00 |
| Durch Rundung der Prozentanteile bei der Berechnung können geringfügige Rundungsdifferenzen entstanden sein. |  |  |

| Vermögensaufstellung zum 30.6.2022 |  |
| --- | --- |
| Wertpapierbezeichnung | Stück bzw. Anteile bzw. | Nominalbetrag bzw. | Käufe/ Zugänge | Verkäufe/ Abgänge | Kurs | Kurswert in | %-Anteil am Fonds- |
|  | Währung | Bestand | im Berichtszeitraum |  |  | EUR | vermögen |
| Börsengehandelte Wertpapiere |  |  |  |  |  | 361 157 580,53 | 88,85 |
| Verzinsliche Wertpapiere 0,489 % ABB Finance BV (MTN) 2022/2024 * ..........  | EUR | 690 000 | 690 000 | % | 100,663 | 694 574,70 | 0,17 |
| 7,125 % ABN AMRO Bank NV (MTN) 2012/2022  .......  | EUR | 500 000 | 500 000 | % | 100,009 | 500 045,00 | 0,12 |
| 0,50  % ABN AMRO Bank NV (MTN) 2018/2023  .......  | EUR | 2 000 000 |  | % | 99,233 | 1 984 660,00 | 0,49 |
| 0,00  % ACEA SpA (MTN) 2018/2023 * ...............  | EUR | 1 600 000 |  | % | 99,968 | 1 599 488,00 | 0,39 |
| 6,00  % Achmea BV (MTN) 2013/2043 * ..............  | EUR | 1 500 000 |  | % | 101,111 | 1 516 665,00 | 0,37 |
| 4,00  % Aegon NV (MTN) 2014/2044 * ...............  | EUR | 100 000 | 100 000 | % | 99,225 | 99 225,00 | 0,02 |
| 0,25  % Allianz Finance II BV (MTN) 2017/2023  ........  | EUR | 2 000 000 |  | % | 99,357 | 1 987 140,00 | 0,49 |
| 0,652 % Allianz Finance II BV 2021/2024 * .............  | EUR | 600 000 |  | % | 101,428 | 608 568,00 | 0,15 |
| 5,625 % Allianz SE 2012/2042 * .....................  | EUR | 1 800 000 |  | % | 101,286 | 1 823 148,00 | 0,45 |
| 10,125 % Assicurazioni Generali SpA (MTN) 2012/2042 * ..  | EUR | 1 000 000 |  | % | 100,171 | 1 001 710,00 | 0,25 |
| 7,75  % Assicurazioni Generali SpA (MTN) 2012/2042 * ..  | EUR | 400 000 | 400 000 | % | 102,295 | 409 180,00 | 0,10 |
| 0,52  % AT&T, Inc. (MTN) 2018/2023 * ...............  | EUR | 2 000 000 |  | % | 100,509 | 2 010 180,00 | 0,49 |
| 3,75  % ATF Netherlands BV 2016/perpetual * .........  | EUR | 600 000 | 600 000 | % | 88,008 | 528 048,00 | 0,13 |
| 6,125 % Aviva PLC (MTN) 2013/2043 * ...............  | EUR | 500 000 |  | % | 103,444 | 517 220,00 | 0,13 |
| 0,302 % Balder Finland Oyj (MTN) 2021/2023 * ......... 0,302 % Banco Bilbao Vizcaya Argentaria SA (MTN) 2018/2023 * .............................  | EUR EUR | 1 600 000 1 800 000 | 1 600 000 400 000 | % % | 98,405 100,225 | 1 574 480,00 1 804 050,00 | 0,39 0,44 |
| 0,702 % Banco Bilbao Vizcaya Argentaria SA (MTN) 2021/2023 * .............................  | EUR | 600 000 |  |  | % | 100,885 | 605 310,00 | 0,15 |
| 0,644 % Banco Bilbao Vizcaya Argentaria SA 2022/2025 * | EUR | 1 600 000 | 1 600 000 |  | % | 100,879 | 1 614 064,00 | 0,40 |
| 0,818 % Banco Santander SA (MTN) 2017/2024 * .......  | EUR | 1 000 000 |  |  | % | 100,773 | 1 007 730,00 | 0,25 |
| 0,532 % Banco Santander SA (MTN) 2017/2023 * .......  | EUR | 1 200 000 |  |  | % | 100,371 | 1 204 452,00 | 0,30 |
| 0,402 % Banco Santander SA (MTN) 2017/2024 * .......  | EUR | 500 000 |  |  | % | 100,221 | 501 105,00 | 0,12 |
| 0,118 % Banco Santander SA (MTN) 2020/2025 * .......  | EUR | 1 800 000 | 1 000 000 |  | % | 99,739 | 1 795 302,00 | 0,44 |
| 0,235 % Banco Santander SA (MTN) 2021/2026 * .......  | EUR | 1 200 000 |  |  | % | 99,127 | 1 189 524,00 | 0,29 |
| 0,575 % Banco Santander SA (MTN) 2022/2024 * .......  | EUR | 1 300 000 | 1 300 000 |  | % | 101,08 | 1 314 040,00 | 0,32 |
| 0,237 % Bank of America Corp. (MTN) 2018/2024 * .....  | EUR | 2 500 000 |  |  | % | 99,956 | 2 498 900,00 | 0,61 |
| 0,652 % Bank of America Corp. (MTN) 2021/2025 * .....  | EUR | 2 000 000 |  |  | % | 99,17 | 1 983 400,00 | 0,49 |
| 0,822 % Bank of America Corp. (MTN) 2021/2026 * .....  | EUR | 2 050 000 |  |  | % | 98,655 | 2 022 427,50 | 0,50 |
| 0,139 % Bank of Nova Scotia (MTN) 2017/2022 * .......  | EUR | 1 200 000 |  | 600 000 | % | 100,101 | 1 201 212,00 | 0,30 |
| 0,321 % Bank of Nova Scotia (MTN) 2022/2024 * .......  | EUR | 1 000 000 | 1 000 000 |  | % | 100,88 | 1 008 800,00 | 0,25 |
| 0,583 % Barclays PLC (MTN) 2021/2026 * .............  | EUR | 1 120 000 |  |  | % | 98,861 | 1 107 243,20 | 0,27 |
| 0,003 % Bayerische Landesbank (MTN) 2013/2023 * ....  | EUR | 800 000 |  |  | % | 99,946 | 799 564,00 | 0,20 |
| 0,405 % BMW Finance NV (MTN) 2020/2023 * .........  | EUR | 1 500 000 |  |  | % | 100,385 | 1 505 775,00 | 0,37 |
| 0,672 % BNP Paribas SA (MTN) 2017/2022 *  ..........  | EUR | 1 200 000 |  | 1 300 000 | % | 100,161 | 1 201 932,00 | 0,30 |
| 0,422 % BNP Paribas SA (MTN) 2017/2024 *  ..........  | EUR | 2 000 000 |  |  | % | 100,62 | 2 012 400,00 | 0,49 |
| 0,00  % BNP Paribas SA (MTN) 2018/2023 *  ..........  | EUR | 1 500 000 |  | 500 000 | % | 100,048 | 1 500 720,00 | 0,37 |
| 0,272 % BNP Paribas SA (MTN) 2018/2023 *  ..........  | EUR | 2 000 000 |  | 1 000 000 | % | 100,317 | 2 006 340,00 | 0,49 |
| 4,625 % BPCE SA (MTN) 2013/2023  .................  | EUR | 200 000 |  |  | % | 102,295 | 204 590,00 | 0,05 |
| 2,75  % BPCE SA (MTN) 2015/2027 * ................  | EUR | 300 000 |  |  | % | 100,283 | 300 849,00 | 0,07 |
| 0,035 % BPCE SA (MTN) 2018/2023 * ................  | EUR | 1 800 000 |  | 800 000 | % | 100,149 | 1 802 682,00 | 0,44 |
| 0,337 % BPCE SA (MTN) 2018/2023 * ................  0,323 % Canadian Imperial Bank of Commerce (MTN) 2022/2024 * .............................  | EUR EUR | 1 700 000 1 400 000 | 1 400 000 |  | % % | 100,2 100,819 | 1 703 400,00 1 411 466,00 | 0,42 0,35 |
| 0,299 % Carrefour Banque SA 2019/2023 * ............  | EUR | 2 200 000 |  | 200 000 | % | 100,28 | 2 206 160,00 | 0,54 |
| 0,697 % Cassa Depositi e Prestiti SpA (MTN) 2017/2023 * | EUR | 600 000 |  |  | % | 100,655 | 603 930,00 | 0,15 |
| 1,722 % Cassa Depositi e Prestiti SpA (MTN) 2019/2026 * | EUR | 1 000 000 |  |  | % | 100,285 | 1 002 850,00 | 0,25 |
| 0,331 % Citigroup, Inc. (MTN) 2018/2023 * ............  | EUR | 1 400 000 |  | 100 000 | % | 100,14 | 1 401 960,00 | 0,34 |
| 1,875 % CNP Assurances (MTN) 2016/2022  ...........  | EUR | 1 000 000 | 1 000 000 |  | % | 100,27 | 1 002 700,00 | 0,25 |
| 0,652 % Commerzbank AG (MTN) 2021/2023 * .........  | EUR | 1 800 000 |  |  | % | 101,002 | 1 818 036,00 | 0,45 |
| 4,125 % Cooperatieve Rabobank UA (MTN) 2012/2022  ..  | EUR | 1 000 000 | 1 000 000 |  | % | 100,608 | 1 006 080,00 | 0,25 |
| 0,273 % Credit Agricole SA (MTN) 2018/2023 * .........  | EUR | 1 800 000 |  | 200 000 | % | 100,263 | 1 804 734,00 | 0,44 |
| 0,646 % Credit Suisse AG/London (MTN) 2021/2023 * ...  | EUR | 1 400 000 |  | 200 000 | % | 100,281 | 1 403 934,00 | 0,35 |
| 0,862 % Credit Suisse AG/London (MTN) 2022/2024 * ...  | EUR | 1 270 000 | 1 270 000 |  | % | 100,357 | 1 274 533,90 | 0,31 |
| 0,552 % Credit Suisse Group AG (MTN) 2021/2026 * .... 1,358 % Credit Suisse Group Funding Guernsey Ltd (MTN) 2015/2022 * .............................  | EUR EUR | 1 640 000 700 000 |  |  | % % | 96,297 100,65 | 1 579 270,80 704 550,00 | 0,39 0,17 |
| 1,75  % Danone SA (MTN) 2017/perpetual * ...........  | EUR | 1 500 000 | 700 000 |  | % | 97,005 | 1 455 075,00 | 0,36 |
| 0,018 % Deutsche Bahn Finance GmbH (MTN) 2017/2024 * | EUR | 1 200 000 |  |  | % | 100,096 | 1 201 152,00 | 0,30 |
| 0,47  % Deutsche Pfandbriefbank AG 2020/2023 *	EUR | 1 700 000 | 300 000 | % | 100,491 | 1 708 347,00 | 0,42 |
| 2018/2022 *	EUR | 1 800 000 | 1 200 000 | % | 100,036 | 1 800 648,00 | 0,44 |
| 0,287 % DNB Bank ASA (MTN) 2019/2022 * ...........  | EUR | 1 200 000 | 2 800 000 | % | 100,037 | 1 200 444,00 | 0,29 |
| 0,05  % DNB Bank ASA (MTN) 2019/2023  ............  0,583 % DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main (MTN) 2020/2022 * ........  | EUR EUR | 500 000 1 000 000 |  | % % | 98,106 100,088 | 490 530,00 1 000 880,00 | 0,12 0,25 |
| 1,451 % European Investment Bank (MTN) 2019/2022 * . | EUR | 1 000 000 | 500 000 | % | 100,538 | 1 005 380,00 | 0,25 |
| 2,124 % Ferrovial Netherlands BV 2017/perpetual * .....  | EUR | 600 000 |  | % | 83,54 | 501 240,00 | 0,12 |
| 0,346 % Ford Motor Credit Co., LLC (MTN) 2017/2024 *  . | EUR | 200 000 |  | % | 93,313 | 186 626,00 | 0,05 |
| 0,092 % Ford Motor Credit Co., LLC (MTN) 2018/2022 *  . | EUR | 1 500 000 |  | % | 99,295 | 1 489 425,00 | 0,37 |
| 0,434 % Goldman Sachs Group, Inc. (MTN) 2017/2023 * . | EUR | 1 000 000 |  | % | 100,023 | 1 000 230,00 | 0,25 |
| 0,828 % Goldman Sachs Group, Inc. (MTN) 2021/2026 * . | EUR | 1 280 000 |  | % | 99,059 | 1 267 955,20 | 0,31 |
| 0,555 % Goldman Sachs Group, Inc. (MTN) 2021/2024 * . | EUR | 2 000 000 |  | % | 100,06 | 2 001 200,00 | 0,49 |
| 0,837 % Goldman Sachs Group, Inc. (MTN) 2021/2027 * . 0,553 % Hamburg Commercial Bank AG (MTN) 2021/2023 * ..............................  | EUR EUR | 1 400 000 1 500 000 |  | % % | 98,183 100,691 | 1 374 562,00 1 510 365,00 | 0,34 0,37 |

0,00  % Deutsche Telekom International Finance BV (MTN)
0,102 % Heimstaden Bostad Treasury BV (MTN)
| 2022/2024 * ..............................  | EUR | 1 290 000 | 1 290 000 |  | % | 99,806 | 1 287 497,40 | 0,32 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1,202 % HSBC Bank PLC (MTN) 2020/2022 * ..........  | EUR | 600 000 |  |  | % | 100,286 | 601 716,00 | 0,15 |
| 0,686 % HSBC Bank PLC (MTN) 2021/2023 * ..........  | EUR | 1 800 000 |  | 1 200 000 | % | 100,569 | 1 810 242,00 | 0,44 |
| 0,644 % HSBC Continental Europe SA (MTN) 2021/2023 * | EUR | 2 400 000 |  | 600 000 | % | 100,949 | 2 422 776,00 | 0,60 |
| 0,039 % HSBC Holdings PLC (MTN) 2017/2023 * .......  | EUR | 2 000 000 |  |  | % | 100,011 | 2 000 220,00 | 0,49 |
| 0,828 % HSBC Holdings PLC (MTN) 2021/2026 * .......  | EUR | 1 500 000 |  |  | % | 99,221 | 1 488 315,00 | 0,37 |
| 1,875 % Iberdrola International BV 2017/perpetual * .....  | EUR | 500 000 | 500 000 |  | % | 98,171 | 490 855,00 | 0,12 |
| 0,678 % ING Groep NV (MTN) 2018/2023 * ............  | EUR | 2 200 000 |  | 800 000 | % | 100,685 | 2 215 070,00 | 0,54 |
| 1,275 % Intesa Sanpaolo SpA (MTN) 2016/2023 * .......  | EUR | 1 000 000 |  |  | % | 100,713 | 1 007 130,00 | 0,25 |
| 0,827 % Intesa Sanpaolo SpA (MTN) 2017/2023 * .......  | EUR | 1 700 000 |  |  | % | 100,62 | 1 710 540,00 | 0,42 |
| 0,267 % Intesa Sanpaolo SpA (MTN) 2019/2022 * .......  | EUR | 1 900 000 |  | 100 000 | % | 100,12 | 1 902 280,00 | 0,47 |
| 0,292 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2016/2024 * ........................  | EUR | 1 000 000 |  | 400 000 | % | 101,09 | 1 010 900,00 | 0,25 |
| 0,772 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2017/2024 * ........................  | EUR | 800 000 | 200 000 | % | 102 | 816 000,00 | 0,20 |
| 1,316 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2019/2025 * ........................  | EUR | 1 500 000 | % | 103,854 | 1 557 810,00 | 0,38 |
| 0,172 % Italy Certificati di Credito del Tesoro/ CCTS-eu |  |  |  |  |  |  |  |  |
| (MTN) 2020/2026 * ........................  | EUR | 600 000 |  |  | % | 99,736 | 598 416,00 | 0,15 |
| 0,00  % John Deere Bank SA (MTN) 2017/2022 *  ......  | EUR | 1 400 000 |  | 300 000 | % | 100,025 | 1 400 350,00 | 0,34 |
| 0,202 % KBC Group NV (MTN) 2017/2022 * ...........  | EUR | 1 600 000 |  | 2 400 000 | % | 100,108 | 1 601 728,00 | 0,39 |
| 0,487 % KBC Group NV (MTN) 2021/2024 * ...........  | EUR | 2 000 000 |  |  | % | 99,93 | 1 998 600,00 | 0,49 |
| 0,302 % KBC Group NV (MTN) 2022/2025 * ...........  | EUR | 800 000 | 800 000 |  | % | 99,911 | 799 288,00 | 0,20 |
| 1,42  % Kreditanstalt fuer Wiederaufbau 2019/2022 * ...  | EUR | 300 000 |  | 200 000 | % | 100,767 | 302 301,00 | 0,07 |
| 0,277 % Land Baden-Wuerttemberg 2020/2022 * .......  | EUR | 500 000 |  | 2 000 000 | % | 100,037 | 500 185,00 | 0,12 |
| 0,379 % Land Baden-Wuerttemberg (MTN) 2020/2025 * . | EUR | 600 000 |  |  | % | 102,978 | 617 868,00 | 0,15 |
| 0,00  % Landesbank Hessen-Thueringen Girozentrale (MTN) |  |  |  |  |  |  |  |  |
| 2013/2023 * .............................  | EUR | 500 000 |  |  | % | 100,108 | 500 540,00 | 0,12 |
| 1,419 % Landeskreditbank Baden-Wuerttemberg Foerderbank |  |  |  |  |  |  |  |  |
| (MTN) 2020/2023 * ........................  | EUR | 1 000 000 |  |  | % | 101,61 | 1 016 100,00 | 0,25 |
| 4,50  % LANXESS AG 2016/2076 * ..................  | EUR | 300 000 | 300 000 |  | % | 97,472 | 292 416,00 | 0,07 |
| 3,875 % Lincoln Financing SARL -Reg- (MTN) 2019/2024 * | EUR | 500 000 | 400 000 |  | % | 97,605 | 488 025,00 | 0,12 |
| 0,611 % Lloyds Banking Group PLC (MTN) 2017/2024 * ..  | EUR | 2 100 000 |  | 300 000 | % | 100,783 | 2 116 443,00 | 0,52 |
| 1,75  % Lloyds Banking Group PLC (MTN) 2018/2028 * ..  | EUR | 500 000 | 500 000 |  | % | 97,339 | 486 695,00 | 0,12 |
| 0,482 % L‘Oreal SA 2022/2024 * ....................  | EUR | 1 300 000 | 1 300 000 |  | % | 101,078 | 1 314 014,00 | 0,32 |
| 0,448 % Macquarie Group Ltd 2021/2023 * ............  | EUR | 1 000 000 |  | 220 000 | % | 100,672 | 1 006 720,00 | 0,25 |
| 0,255 % Mercedes-Benz International Finance BV (MTN) |  |  |  |  |  |  |  |  |
| 2017/2024 * .............................  | EUR | 2 000 000 |  |  | % | 100,107 | 2 002 140,00 | 0,49 |
| 0,00  % Mercedes-Benz International Finance BV (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * .............................  | EUR | 700 000 |  | 300 000 | % | 99,974 | 699 818,00 | 0,17 |
| 0,035 % Mizuho Financial Group, Inc. (MTN) 2018/2023 * | EUR | 1 500 000 |  | 100 000 | % | 100,171 | 1 502 565,00 | 0,37 |
| 0,312 % National Bank of Canada (MTN) 2022/2024 * ....  | EUR | 1 900 000 | 2 000 000 | 100 000 | % | 100,75 | 1 914 250,00 | 0,47 |
| 9,00  % Nationale-Nederlanden Levensverzekering |  |  |  |  |  |  |  |  |
| Maatschappij NV 2012/2042 * ...............  | EUR | 1 200 000 |  |  | % | 100,81 | 1 209 720,00 | 0,30 |
| 0,394 % NatWest Markets PLC (MTN) 2021/2023 * .....  | EUR | 1 200 000 |  |  | % | 100,483 | 1 205 796,00 | 0,30 |
| 0,309 % Nykredit Realkredit AS (MTN) 2017/2022 * .....  | EUR | 400 000 |  | 200 000 | % | 100,108 | 400 432,00 | 0,10 |
| 0,814 % Nykredit Realkredit AS (MTN) 2021/2024 * .....  | EUR | 2 000 000 |  |  | % | 100,927 | 2 018 540,00 | 0,50 |
| 0,535 % Nykredit Realkredit AS (MTN) 2021/2023 * .....  | EUR | 1 700 000 |  | 300 000 | % | 100,81 | 1 713 770,00 | 0,42 |
| 0,624 % OP Corporate Bank Plc (MTN) 2020/2022 * .....  | EUR | 1 800 000 |  | 200 000 | % | 100,094 | 1 801 692,00 | 0,44 |
| 0,552 % OP Corporate Bank Plc (MTN) 2021/2024 * .....  | EUR | 2 200 000 |  | 810 000 | % | 101,134 | 2 224 948,00 | 0,55 |
| 0,597 % OP Corporate Bank Plc (MTN) 2022/2024 * .....  | EUR | 800 000 | 800 000 |  | % | 101,253 | 810 024,00 | 0,20 |
| 5,25  % Orange SA 2014/perpetual * .................  | EUR | 600 000 | 600 000 |  | % | 100,899 | 605 394,00 | 0,15 |
| 0,00  % Prologis Euro Finance LLC 2022/2024 * ........  | EUR | 440 000 | 440 000 |  | % | 99,97 | 439 868,00 | 0,11 |
| 6,00  % Raiffeisen Bank International AG (MTN) 2013/2023 | EUR | 200 000 | 200 000 |  | % | 102,053 | 204 106,00 | 0,05 |
| 0,154 % RCI Banque SA (MTN) 2017/2024 * ...........  | EUR | 1 600 000 |  |  | % | 97,959 | 1 567 344,00 | 0,39 |
| 0,00  % RCI Banque SA (MTN) 2018/2023 * ...........  | EUR | 1 700 000 |  | 300 000 | % | 99,798 | 1 696 566,00 | 0,42 |
| 0,298 % RCI Banque SA (MTN) 2018/2025 * ...........  | EUR | 1 200 000 |  |  | % | 97,943 | 1 175 316,00 | 0,29 |
| 0,305 % Royal Bank of Canada/Toronto (MTN) 2022/2024 * | EUR | 1 600 000 | 1 600 000 |  | % | 100,896 | 1 614 336,00 | 0,40 |
| 0,664 % Santander UK Group Holdings PLC (MTN) |  |  |  |  |  |  |  |  |
| 2018/2024 * .............................  | EUR | 2 000 000 |  |  | % | 100,139 | 2 002 780,00 | 0,49 |
| 0,129 % SBB Treasury Oyj (MTN) 2022/2024 * .........  | EUR | 2 620 000 | 2 620 000 |  | % | 80,465 | 2 108 183,00 | 0,52 |
| 0,00  % Snam SpA (MTN) 2017/2024 * ...............  | EUR | 1 000 000 |  |  | % | 100,018 | 1 000 180,00 | 0,25 |
| 0,452 % Societe Generale SA (MTN) 2017/2024 * .......  | EUR | 1 800 000 |  |  | % | 100,626 | 1 811 268,00 | 0,45 |
| 0,123 % Societe Generale SA (MTN) 2018/2023 * .......  | EUR | 2 200 000 | 1 000 000 | 800 000 | % | 100,146 | 2 203 212,00 | 0,54 |
| 3,625 % Standard Chartered PLC (MTN) 2012/2022 .....  | EUR | 1 200 000 | 1 200 000 |  | % | 100,946 | 1 211 352,00 | 0,30 |
| 0,552 % State of Rhineland-Palatinate 2020/2022 * ......  | EUR | 1 400 000 |  | 600 000 | % | 100,035 | 1 400 490,00 | 0,34 |
| 0,08  % Stedin Holding NV (MTN) 2017/2022 * .........  | EUR | 1 200 000 |  | 100 000 | % | 100,041 | 1 200 492,00 | 0,29 |
| 1,00  % Swedbank AB (MTN) 2017/2027 * ............  | EUR | 1 000 000 |  |  | % | 99,533 | 995 330,00 | 0,24 |
| 0,752 % Takeda Pharmaceutical Co., Ltd -Reg- 2018/2022 * | EUR | 2 300 000 | 2 500 000 | 3 200 000 | % | 100,249 | 2 305 727,00 | 0,57 |
| 2,625 % Telefonica Europe BV 2017/perpetual * ........  | EUR | 500 000 | 500 000 |  | % | 98,184 | 490 920,00 | 0,12 |
| 3,00  % Telia Co., AB 2017/2078 * ..................  | EUR | 271 000 |  | 129 000 | % | 98,733 | 267 566,43 | 0,07 |
| 0,00  % Thermo Fisher Scientific Finance I BV 2021/2023 * | EUR | 800 000 | 1 000 000 | 200 000 | % | 99,661 | 797 288,00 | 0,20 |
| 0,652 % Toyota Motor Finance Netherlands BV (MTN) |  |  |  |  |  |  |  |  |
| 2021/2024 * .............................  | EUR | 1 000 000 |  |  | % | 100,975 | 1 009 750,00 | 0,25 |
| 0,782 % Toyota Motor Finance Netherlands BV (MTN) |  |  |  |  |  |  |  |  |
| 2021/2024 * .............................  | EUR | 1 000 000 | % | 101,118 | 1 011 180,00 | 0,25 |
| 0,402 % Toyota Motor Finance Netherlands BV (MTN) |  |  |  |  |  |  |  |  |
| 2021/2023 * .............................  | EUR | 1 500 000 |  | 500 000 | % | 100,53 | 1 507 950,00 | 0,37 |
| 0,232 % Traton Finance Luxembourg SA (MTN) 2022/2023 * | EUR | 800 000 | 800 000 |  | % | 100,332 | 802 656,00 | 0,20 |
| 0,447 % Traton Finance Luxembourg SA (MTN) 2022/2024 * | EUR | 1 000 000 | 1 000 000 |  | % | 99,998 | 999 980,00 | 0,25 |
| 0,489 % UniCredit SpA (MTN) 2016/2023 * ............  | EUR | 1 800 000 |  |  | % | 99,973 | 1 799 514,00 | 0,44 |
| 0,332 % UniCredit SpA (MTN) 2016/2024 * ............  | EUR | 1 000 000 | 1 000 000 |  | % | 99,281 | 992 810,00 | 0,24 |

| Wertpapierbezeichnung | Stück bzw. Anteile bzw. | Nominalbetrag bzw. | Käufe/ Zugänge | Verkäufe/ Abgänge | Kurs | Kurswert in | %-Anteil am Fonds- |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Währung | Bestand | im Berichtszeitraum |  |  | EUR |  | vermögen |
| 5,50 | % Vienna Insurance Group AG Wiener Versicherung Gruppe 2013/2043 * .......................  | EUR | 400 000 |  | % | 102,09 |  | 408 360,00 | 0,10 |
| 2,70 | % Volkswagen International Finance NV 2017/perpetual * ..........................  | EUR | 700 000 | 700 000 | % | 98,675 |  | 690 725,00 | 0,17 |
| 4,85 | % Volvo Treasury AB 2014/2078 * ..............  | EUR | 200 000 |  | % | 100,631 |  | 201 262,00 | 0,05 |
| 0,468 % Volvo Treasury AB (MTN) 2021/2023 *  ........  | EUR | 1 100 000 |  | 300 000 | % | 100,435 | 1 104 785,00 | 0,27 |
| 0,285 % Volvo Treasury AB (MTN) 2022/2024 *  ........  | EUR | 1 400 000 | 1 400 000 |  | % | 100,599 | 1 408 386,00 | 0,35 |
| 0,272 % Vonovia Finance BV (MTN) 2018/2022 * .......  | EUR | 2 400 000 |  | 600 000 | % | 100,048 | 2 401 152,00 | 0,59 |
| 2,155 % AbbVie, Inc. 2020/2022 * ...................  | USD | 1 800 000 |  | 549 000 | % | 99,867 | 1 725 895,90 | 0,42 |
| 1,844 % ABN AMRO Bank NV (MTN) 2017/2022 * ......  | USD | 1 100 000 |  | 400 000 | % | 100,003 | 1 056 150,48 | 0,26 |
| 2,862 % Allstate Corp. (MTN) 2018/2023 * ............  | USD | 1 200 000 |  |  | % | 99,911 | 1 151 104,21 | 0,28 |
| 2,036 % American Express Co. (MTN) 2018/2023 *  .....  | USD | 400 000 |  |  | % | 100,061 | 384 277,47 | 0,09 |
| 1,779 % American Express Co. (MTN) 2021/2026 *  .....  | USD | 1 600 000 |  | 1 000 000 | % | 96,477 | 1 482 053,43 | 0,36 |
| 2,319 % American Express Co. 2022/2025 * ...........  | USD | 400 000 | 400 000 |  | % | 99,386 | 381 685,17 | 0,09 |
| 1,818 % American Express Co. 2022/2024 * ...........  | USD | 540 000 | 540 000 |  | % | 99,351 | 515 093,53 | 0,13 |
| 2,085 % American Honda Finance Corp. (MTN) 2020/2023 * | USD | 400 000 |  |  | % | 99,61 | 382 545,43 | 0,09 |
| 1,861 % ANZ New Zealand Int‘l Ltd/London -Reg- 2022/2025 * | USD | 550 000 | 750 000 | 200 000 | % | 98,644 | 520 898,91 | 0,13 |
| 2,715 % ASB Bank Ltd -Reg- (MTN) 2018/2023 * .......  | USD | 1 800 000 |  | 1 000 000 | % | 100,484 | 1 736 558,86 | 0,43 |
| 2,109 % AstraZeneca PLC (MTN) 2018/2023 *  .........  | USD | 1 800 000 |  | 1 176 000 | % | 100,762 | 1 741 363,24 | 0,43 |
| 2,901 % AT&T, Inc. (MTN) 2018/2024 * ...............  | USD | 1 600 000 |  | 600 000 | % | 99,972 | 1 535 742,67 | 0,38 |
| 2,301 % AT&T, Inc. (MTN) 2018/2023 * ...............  | USD | 300 000 |  | 300 000 | % | 99,716 | 287 214,91 | 0,07 |
| 2,141 % AT&T, Inc. 2021/2024 * ....................  | USD | 1 600 000 |  | 400 000 | % | 99,141 | 1 522 977,08 | 0,37 |
| 2,133 % Bank of America Corp. (MTN) 2018/2026 * .....  | USD | 600 000 |  |  | % | 97,623 | 562 371,74 | 0,14 |
| 1,76  % Bank of America Corp. (MTN) 2020/2024 * .....  | USD | 600 000 |  |  | % | 98,954 | 570 039,16 | 0,14 |
| 1,679 % Bank of America Corp. 2021/2025 * ...........  | USD | 1 000 000 |  |  | % | 98,433 | 945 063,11 | 0,23 |
| 1,959 % Bank of America Corp. (MTN) 2021/2027 * .....  | USD | 1 500 000 |  | 500 000 | % | 95,451 | 1 374 649,03 | 0,34 |
| 1,812 % Bank of America Corp. 2022/2025 * ...........  | USD | 600 000 | 800 000 | 200 000 | % | 98,298 | 566 260,18 | 0,14 |
| 2,206 % Bank of America Corp. (MTN) 2022/2028 * .....  | USD | 800 000 | 800 000 |  | % | 97,073 | 745 607,97 | 0,18 |
| 1,772 % Bank of Montreal 2020/2023 * ...............  | USD | 1 000 000 |  | 200 000 | % | 98,98 | 950 314,90 | 0,23 |
| 1,107 % Bank of Montreal (MTN) 2021/2024 * .........  | USD | 1 000 000 |  |  | % | 98,417 | 944 909,49 | 0,23 |
| 2,10  % Bank of Montreal (MTN) 2021/2026 * .........  | USD | 2 000 000 |  | 1 000 000 | % | 96,018 | 1 843 753,00 | 0,45 |
| 1,252 % Bank of Montreal (MTN) 2022/2025 * .........  | USD | 1 800 000 | 2 200 000 | 400 000 | % | 98,229 | 1 697 588,08 | 0,42 |
| 2,132 % Bank of Montreal (MTN) 2022/2024 * .........  | USD | 1 200 000 | 1 200 000 |  | % | 99,34 | 1 144 525,55 | 0,28 |
| 2,716 % Bank of Nova Scotia (MTN) 2017/2022 * .......  | USD | 400 000 |  |  | % | 99,993 | 384 016,32 | 0,09 |
| 2,03  % Bank of Nova Scotia 2020/2023 * .............  | USD | 1 600 000 |  | 400 000 | % | 99,468 | 1 528 000,36 | 0,38 |
| 1,92  % Bank of Nova Scotia (MTN) 2021/2026 * .......  | USD | 1 900 000 |  | 680 000 | % | 97,054 | 1 770 464,12 | 0,44 |
| 1,313 % Bank of Nova Scotia 2021/2024 * .............  | USD | 1 400 000 |  | 247 000 | % | 98,923 | 1 329 674,69 | 0,33 |
| 2,09  % Bank of Nova Scotia (MTN) 2021/2026 * .......  | USD | 1 600 000 |  | 380 000 | % | 96,671 | 1 485 033,61 | 0,36 |
| 1,242 % Bank of Nova Scotia 2022/2025 * .............  | USD | 1 240 000 | 1 240 000 |  | % | 98,508 | 1 172 771,15 | 0,29 |
| 1,693 % Bank of Nova Scotia 2022/2025 * ............. 2,023 % Banque Federative du Credit Mutuel SA -Reg- (MTN) 2018/2023 * ........................  | USD USD | 1 400 000 1 600 000 | 1 400 000 | 200 000 | % % | 99,145 100,503 | 1 332 658,71 1 543 899,75 | 0,33 0,38 |
| 1,54 | % Banque Federative du Credit Mutuel SA |  |  |  |  |  |  |  |  |  |
| 2021/2025 * ..............................  | USD | 1 600 000 |  | 1 400 000 | % | 98,161 | 1 507 922,58 | 0,37 |
| 2,791 % Barclays PLC (MTN) 2018/2024 * .............  | USD | 1 600 000 |  | 400 000 | % | 100,045 | 1 536 864,08 | 0,38 |
| 1,608 % Baxter International, Inc. 2022/2023 * .........  | USD | 1 860 000 | 1 860 000 |  | % | 98,995 | 1 767 853,58 | 0,43 |
| 1,767 % Baxter International, Inc. 2022/2024 * .........  | USD | 660 000 | 660 000 |  | % | 98,277 | 622 753,12 | 0,15 |
| 2,043 % BMW US Capital LLC -Reg- 2021/2024 * .......  | USD | 490 000 |  |  | % | 99,408 | 467 667,84 | 0,11 |
| 2,353 % BMW US Capital LLC -Reg- 2022/2025 * .......  2,381 % Canadian Imperial Bank of Commerce (MTN) 2018/2023 * .............................  | USD USD | 530 000 400 000 | 530 000 |  | % % | 99,708 99,833 | 507 371,38 383 401,85 | 0,12 0,09 |
| 2,307 % Canadian Imperial Bank of Commerce 2019/2023 * | USD | 1 000 000 |  |  | % | 99,986 | 959 973,59 | 0,24 |
| 1,838 % Canadian Imperial Bank of Commerce 2021/2023 * | USD | 1 040 000 |  |  | % | 99,364 | 992 161,78 | 0,24 |
| 1,302 % Canadian Imperial Bank of Commerce 2021/2024 * | USD | 1 400 000 |  | 260 000 | % | 98,268 | 1 320 870,50 | 0,32 |
| 1,702 % Canadian Imperial Bank of Commerce 2022/2025 * | USD | 1 500 000 | 1 800 000 | 300 000 | % | 99,039 | 1 426 322,04 | 0,35 |
| 2,519 % Capital One Financial Corp. 2022/2025 * ....... 1,716 % Caterpillar Financial Services Corp. (MTN) 2021/2024 *...............................  | USD USD | 1 050 000 1 020 000 | 1 050 000 |  | % % | 98,689 98,297 | 994 897,03 962 632,51 | 0,24 0,24 |
| 2,433 % Charles Schwab Corp. (MTN) 2022/2027 *  .....  | USD | 1 300 000 | 1 300 000 |  | % | 98,638 | 1 231 140,73 | 0,30 |
| 2,109 % Cigna Corp. 2019/2023 * ...................  | USD | 1 000 000 |  |  | % | 100,641 | 966 262,29 | 0,24 |
| 2,544 % Citigroup, Inc. (MTN) 2017/2024 * ............  | USD | 800 000 |  |  | % | 99,407 | 763 531,65 | 0,19 |
| 2,134 % Citigroup, Inc. (MTN) 2017/2023 * ............  | USD | 2 000 000 |  | 500 000 | % | 99,801 | 1 916 394,77 | 0,47 |
| 1,794 % Citigroup, Inc. 2021/2025 * ..................  | USD | 2 000 000 |  | 1 000 000 | % | 97,709 | 1 876 223,85 | 0,46 |
| 2,208 % Citigroup, Inc. (MTN) 2021/2027 * ............  | USD | 1 600 000 |  | 400 000 | % | 94,79 | 1 456 138,20 | 0,36 |
| 1,669 % Citigroup, Inc. 2022/2026 * ..................  | USD | 900 000 | 900 000 |  | % | 96,633 | 835 003,05 | 0,21 |
| 2,599 % Citigroup, Inc. (MTN) 2022/2028 * ............  2,204 % Commonwealth Bank of Australia -Reg- 2022/2025 * ..............................  | USD USD | 900 000 1 400 000 | 900 000 1 400 000 |  | % % | 96,626 99,383 | 834 942,56 1 335 857,79 | 0,21 0,33 |
| 2,434 | % Commonwealth Bank of Australia -Reg- (MTN) |  |  |  |  |  |  |  |  |  |
| 2022/2027 * .............................  | USD | 1 400 000 | 1 500 000 | 100 000 | % | 99,036 | 1 331 193,58 | 0,33 |
| 1,168 % Cooperatieve Rabobank UA 2022/2025 * .......  | USD | 1 880 000 | 1 880 000 |  | % | 98,887 | 1 784 913,36 | 0,44 |
| 1,101 % Cooperatieve Rabobank UA/NY 2021/2024 * ....  | USD | 750 000 |  | 250 000 | % | 99,165 | 714 068,32 | 0,18 |
| 1,549 % Credit Suisse AG/New York NY 2021/2023 * .... 2,513 % Daimler Trucks Finance North America LLC -Reg- 2022/2024 * .............................  | USD USD | 1 200 000 1 200 000 | 1 500 000 | 300 000 | % % | 99,336 99,487 | 1 144 479,46 1 146 219,18 | 0,28 0,28 |
| 2,601 | % Deutsche Bank AG/New York NY (MTN) |  |  |  |  |  |  |  |  |  |
| 2017/2022 *	USD | 2 000 000 |  |  | % | 99,964 | 1 919 524,72 | 0,47 |
| 2,109 % eBay, Inc. (MTN) 2017/2023 *	USD | 1 800 000 |  | 1 000 000 | % | 100,205 | 1 731 737,20 | 0,43 |
| 1,717 % Federation des Caisses Desjardins du Quebec -Reg- 2021/2024 * .............................  | USD | 600 000 |  | % | 98,404 | 566 870,81 | 0,14 |
| 1,177 % First Abu Dhabi Bank PJSC (MTN) 2019/2024 *  . | USD | 1 000 000 | 800 000 | % | 100,272 | 962 719,49 | 0,24 |
| 2,221 % First Abu Dhabi Bank PJSC (MTN) 2019/2023 *  . | USD | 500 000 |  | % | 100,052 | 480 303,63 | 0,12 |
| 2,054 % General Mills, Inc. (MTN) 2018/2023 * .........  | USD | 1 200 000 | 800 000 | % | 100,666 | 1 159 802,78 | 0,28 |

| Wertpapierbezeichnung | Stück bzw. Anteile bzw. | Nominalbetrag bzw. | Käufe/ Zugänge | Verkäufe/ Abgänge | Kurs | Kurswert in | %-Anteil am Fonds- |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Währung	Bestand	im Berichtszeitraum	EUR	vermögen |
| 1,486 % General Motors Financial Co., Inc. 2021/2024 * ..  | USD | 1 320 000 |  |  | % | 96,709 | 1 225 634,32 | 0,30 |
| 2,359 % General Motors Financial Co., Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * .............................  | USD | 1 000 000 | 1 000 000 |  | % | 94,823 | 910 403,21 | 0,22 |
| 2,061 % General Motors Financial Co., Inc. 2022/2025 * ..  | USD | 1 700 000 | 1 800 000 | 100 000 | % | 99,248 | 1 619 909,58 | 0,40 |
| 2,002 % Goldman Sachs Group, Inc. 2021/2024 * .......  | USD | 1 000 000 |  | 200 000 | % | 98,552 | 946 205,64 | 0,23 |
| 2,24  % Goldman Sachs Group, Inc. (MTN) 2021/2027 * . | USD | 1 600 000 |  | 200 000 | % | 95,205 | 1 462 513,31 | 0,36 |
| 2,412 % Goldman Sachs Group, Inc. (MTN) 2022/2028 * . | USD | 1 000 000 | 1 000 000 |  | % | 96,74 | 928 808,48 | 0,23 |
| 2,40  % GSK Consumer Healthcare Capital US LLC -Reg- |  |  |  |  |  |  |  |  |
| 2022/2024 * .............................  | USD | 800 000 | 800 000 |  | % | 99,945 | 767 663,95 | 0,19 |
| 2,455 % HSBC Holdings PLC (MTN) 2018/2024 * .......  | USD | 500 000 |  |  | % | 99,605 | 478 157,79 | 0,12 |
| 1,849 % HSBC Holdings PLC 2021/2024 * .............  | USD | 1 200 000 |  | 1 070 000 | % | 97,716 | 1 125 814,96 | 0,28 |
| 2,827 % HSBC Holdings PLC 2022/2026 * .............  | USD | 1 500 000 | 1 500 000 |  | % | 99,118 | 1 427 459,77 | 0,35 |
| 3,285 % ING Groep NV (MTN) 2018/2023 * ............  | USD | 1 600 000 |  | 400 000 | % | 100,007 | 1 536 280,33 | 0,38 |
| 2,521 % ING Groep NV (MTN) 2021/2027 * ............  | USD | 1 600 000 |  | 200 000 | % | 96,117 | 1 476 523,21 | 0,36 |
| 3,151 % ING Groep NV 2022/2026 * .................  | USD | 1 410 000 | 1 410 000 |  | % | 99,697 | 1 349 650,41 | 0,33 |
| 0,842 % John Deere Capital Corp. (MTN) 2021/2023 * ...  | USD | 800 000 |  | 220 000 | % | 99,438 | 763 769,75 | 0,19 |
| 0,922 % John Deere Capital Corp. (MTN) 2021/2024 * ...  | USD | 870 000 |  |  | % | 98,185 | 820 133,37 | 0,20 |
| 2,414 % JPMorgan Chase & Co. (MTN) 2016/2023 *  ....  | USD | 800 000 |  | 200 000 | % | 100,031 | 768 324,51 | 0,19 |
| 1,847 % JPMorgan Chase & Co. (MTN) 2021/2027 *  ....  | USD | 1 500 000 |  |  | % | 96,19 | 1 385 291,83 | 0,34 |
| 2,089 % JPMorgan Chase & Co. 2021/2025 * ..........  | USD | 1 600 000 |  | 200 000 | % | 97,614 | 1 499 519,72 | 0,37 |
| 2,038 % JPMorgan Chase & Co. 2021/2025 * ..........  | USD | 1 600 000 |  | 600 000 | % | 97,145 | 1 492 315,07 | 0,37 |
| 2,212 % JPMorgan Chase & Co. 2022/2026 * ..........  | USD | 1 200 000 | 1 200 000 |  | % | 98,268 | 1 132 174,72 | 0,28 |
| 2,472 % JPMorgan Chase & Co. (MTN) 2022/2028 *  ....  | USD | 1 400 000 | 1 500 000 | 100 000 | % | 95,791 | 1 287 575,88 | 0,32 |
| 2,309 % JPMorgan Chase & Co. 2022/2026 * ..........  | USD | 1 000 000 | 1 000 000 |  | % | 98,843 | 948 999,55 | 0,23 |
| 2,618 % Macquarie Group Ltd -Reg- (MTN) 2017/2023 *  . | USD | 600 000 |  |  | % | 99,953 | 575 794,05 | 0,14 |
| 2,42  % Macquarie Group Ltd -Reg- (MTN) 2021/2027 *  . | USD | 1 400 000 |  | 100 000 | % | 96,94 | 1 303 020,17 | 0,32 |
| 1,566 % Macquarie Group Ltd -Reg- 2021/2025 * .......  | USD | 1 450 000 |  |  | % | 98,691 | 1 373 933,27 | 0,34 |
| 1,974 % Mitsubishi UFJ Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2017/2022 * .............................  | USD | 400 000 |  | 400 000 | % | 99,98 | 383 966,39 | 0,09 |
| 2,351 % Mitsubishi UFJ Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * .............................  | USD | 1 000 000 | % | 100,057 | 960 655,26 | 0,24 |
| 2,074 % Mitsubishi UFJ Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * .............................  | USD | 1 400 000 |  | 100 000 | % | 100,318 | 1 348 425,60 | 0,33 |
| 2,601 % Mizuho Financial Group, Inc. (MTN) 2017/2022 * | USD | 300 000 |  | 200 000 | % | 99,995 | 288 018,00 | 0,07 |
| 2,401 % Mizuho Financial Group, Inc. (MTN) 2018/2023 * | USD | 1 000 000 |  |  | % | 100,002 | 960 127,20 | 0,24 |
| 1,884 % Mizuho Financial Group, Inc. 2019/2023 * ......  | USD | 500 000 |  |  | % | 99,849 | 479 329,12 | 0,12 |
| 2,154 % Mizuho Financial Group, Inc. 2020/2024 * ......  | USD | 1 400 000 |  | 400 000 | % | 99,535 | 1 337 900,90 | 0,33 |
| 1,979 % Mizuho Financial Group, Inc. 2020/2024 * ......  | USD | 1 400 000 |  | 600 000 | % | 100,149 | 1 346 153,99 | 0,33 |
| 2,218 % Mizuho Financial Group, Inc. 2022/2026 * ......  | USD | 1 200 000 | 1 200 000 |  | % | 97,945 | 1 128 453,34 | 0,28 |
| 2,584 % Morgan Stanley (MTN) 2016/2023 * ...........  | USD | 1 400 000 |  | 200 000 | % | 100,221 | 1 347 121,77 | 0,33 |
| 1,668 % Morgan Stanley (MTN) 2017/2024 * ...........  | USD | 700 000 |  |  | % | 100,156 | 673 124,04 | 0,17 |
| 1,655 % Morgan Stanley 2022/2025 * ................  | USD | 1 270 000 | 1 270 000 |  | % | 97,692 | 1 191 194,86 | 0,29 |
| 1,182 % National Australia Bank Ltd -Reg- 2022/2025 * ..  | USD | 1 500 000 | 2 000 000 | 500 000 | % | 98,6 | 1 419 999,73 | 0,35 |
| 1,452 % National Australia Bank Ltd -Reg- (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * ..............................  | USD | 1 500 000 | 2 000 000 | 500 000 | % | 97,748 | 1 407 729,55 | 0,35 |
| 1,646 % National Bank of Canada 2021/2024 * .........  | USD | 840 000 |  |  | % | 98,88 | 797 458,02 | 0,20 |
| 2,515 % Nationwide Building Society (MTN) 2022/2028 * . | USD | 870 000 | 870 000 |  | % | 96,146 | 803 101,73 | 0,20 |
| 3,747 % NatWest Group PLC (MTN) 2018/2024 * .......  | USD | 1 000 000 |  |  | % | 100,298 | 962 969,12 | 0,24 |
| 1,739 % NatWest Markets PLC -Reg- 2021/2024 * ......  | USD | 310 000 |  |  | % | 98,773 | 293 981,52 | 0,07 |
| 2,273 % NatWest Markets PLC -Reg- (MTN) 2021/2026 * | USD | 1 300 000 |  | 1 050 000 | % | 97,111 | 1 212 081,62 | 0,30 |
| 2,957 % NatWest Markets PLC -Reg- 2022/2025 * ......  | USD | 830 000 | 830 000 |  | % | 100,13 | 797 925,60 | 0,20 |
| 2,538 % Nordea Bank Abp -Reg- (MTN) 2018/2023 * ....  | USD | 1 400 000 |  | 300 000 | % | 100,243 | 1 347 417,49 | 0,33 |
| 1,691 % Principal Life Global Funding II -Reg- 2021/2024 * | USD | 190 000 |  |  | % | 98,225 | 179 182,56 | 0,04 |
| 1,776 % Roche Holdings, Inc. -Reg- 2022/2023 * .......  | USD | 1 800 000 | 2 500 000 | 700 000 | % | 99,621 | 1 721 644,54 | 0,42 |
| 1,997 % Roche Holdings, Inc. -Reg- 2022/2025 * .......  | USD | 1 300 000 | 1 500 000 | 200 000 | % | 99,63 | 1 243 522,28 | 0,31 |
| 2,945 % Royal Bank of Canada (MTN) 2018/2023 * ......  | USD | 500 000 |  |  | % | 99,91 | 479 621,95 | 0,12 |
| 1,404 % Royal Bank of Canada (MTN) 2020/2023 * ......  | USD | 1 200 000 |  | 400 000 | % | 99,785 | 1 149 652,52 | 0,28 |
| 1,188 % Royal Bank of Canada (MTN) 2021/2024 * ......  | USD | 1 800 000 |  | 200 000 | % | 98,873 | 1 708 717,65 | 0,42 |
| 1,46  % Royal Bank of Canada (MTN) 2021/2026 * ......  | USD | 2 000 000 |  | 800 000 | % | 97,244 | 1 867 294,85 | 0,46 |
| 1,60  % Royal Bank of Canada (MTN) 2021/2026 * ......  | USD | 2 000 000 |  | 1 000 000 | % | 97,117 | 1 864 856,17 | 0,46 |
| 1,418 % Royal Bank of Canada 2021/2024 * ...........  | USD | 800 000 |  | 200 000 | % | 98,636 | 757 609,70 | 0,19 |
| 1,101 % Royal Bank of Canada (MTN) 2021/2024 * ......  | USD | 2 000 000 |  |  | % | 98,167 | 1 885 018,44 | 0,46 |
| 1,666 % Royal Bank of Canada (MTN) 2021/2026 * ......  | USD | 1 900 000 |  | 100 000 | % | 96,289 | 1 756 508,95 | 0,43 |
| 1,388 % Royal Bank of Canada (MTN) 2022/2025 * ......  | USD | 2 000 000 | 2 000 000 |  | % | 98,104 | 1 883 808,71 | 0,46 |
| 1,658 % Royal Bank of Canada (MTN) 2022/2027 * ......  | USD | 1 800 000 | 2 000 000 | 200 000 | % | 96,815 | 1 673 151,41 | 0,41 |
| 1,876 % Siemens Financieringsmaatschappij NV -Reg- |  |  |  |  |  |  |  |  |
| 2021/2024 * .............................  | USD | 1 500 000 |  | 500 000 | % | 99,324 | 1 430 426,51 | 0,35 |
| 1,216 % Simon Property Group LP 2022/2024 * ........  | USD | 500 000 | 600 000 | 100 000 | % | 99,164 | 476 040,75 | 0,12 |
| 1,90  % Skandinaviska Enskilda Banken AB -Reg- |  |  |  |  |  |  |  |  |
| 2020/2023 * .............................  | USD | 1 500 000 |  | 280 000 | % | 99,469 | 1 432 507,54 | 0,35 |
| 1,998 % Société Générale 2022/2026 * ...............  | USD | 1 600 000 | 2 200 000 | 600 000 | % | 96,867 | 1 488 044,51 | 0,37 |
| 2,104 % Standard Chartered PLC -Reg- 2020/2023 * .....  | USD | 1 500 000 |  | 400 000 | % | 100,171 | 1 442 624,68 | 0,35 |
| 2,209 % Standard Chartered PLC 2021/2025 *  .........  | USD | 700 000 |  | 260 000 | % | 98,307 | 660 697,36 | 0,16 |
| 3,253 % Standard Chartered PLC -Reg- 2022/2026 * .....  | USD | 940 000 | 940 000 |  | % | 100,101 | 903 413,05 | 0,22 |
| 1,641 % Starbucks Corp. 2022/2024 * ................  | USD | 460 000 | 460 000 |  | % | 99,863 | 441 044,62 | 0,11 |
| 1,784 % Sumitomo Mitsui Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * .............................  | USD | 800 000 |  | 200 000 | % | 100,013 | 768 186,25 | 0,19 |
| 1,844 % Sumitomo Mitsui Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2018/2023 * .............................  | USD | 1 000 000 | % | 100,062 | 960 703,27 | 0,24 |
| 1,668 % Sumitomo Mitsui Financial Group, Inc. (MTN) |  |  |  |  |  |  |  |  |
| 2022/2027 * .............................  | USD | 1 400 000 | 2 200 000 | 800 000 | % | 97,425 | 1 309 539,31 | 0,32 |
| 1,904 % Sumitomo Mitsui Trust Bank Ltd -Reg- 2021/2024 * | USD | 800 000 |  |  | % | 99,307 | 762 763,56 | 0,19 |
| 2,423 % SWEDBANK AB 2022/2025 * ................  | USD | 680 000 | 680 000 |  | % | 99,12 | 647 128,15 | 0,16 |

| Wertpapierbezeichnung | Stück bzw. Anteile bzw. | Nominalbetrag bzw. | Käufe/ Zugänge | Verkäufe/ Abgänge | Kurs | Kurswert in | %-Anteil am Fonds- |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Währung	Bestand	im Berichtszeitraum	EUR	vermögen |
| 1,649 % Tencent Holdings Ltd -Reg- (MTN) 2018/2023 * . | USD | 500 000 |  |  | % | 99,816 | 479 170,70 | 0,12 |
| 1,899 % Tencent Holdings Ltd -Reg- (MTN) 2019/2024 * . | USD | 400 000 |  | 400 000 | % | 99,84 | 383 428,73 | 0,09 |
| 1,225 % Thermo Fisher Scientific, Inc. 2021/2023 * .....  | USD | 1 000 000 |  |  | % | 99,881 | 958 965,47 | 0,24 |
| 1,265 % Thermo Fisher Scientific, Inc. 2021/2023 * .....  | USD | 1 000 000 |  |  | % | 99,675 | 956 987,65 | 0,24 |
| 1,405 % Thermo Fisher Scientific, Inc. 2021/2024 * .....  | USD | 380 000 |  |  | % | 98,146 | 358 076,89 | 0,09 |
| 1,684 % Toronto-Dominion Bank (MTN) 2018/2023 * ....  | USD | 800 000 |  |  | % | 99,997 | 768 059,52 | 0,19 |
| 1,961 % Toronto-Dominion Bank (MTN) 2020/2023 * ....  | USD | 625 000 |  |  | % | 99,315 | 595 957,04 | 0,15 |
| 1,744 % Toronto-Dominion Bank 2021/2024 * ..........  | USD | 1 800 000 |  | 200 000 | % | 98,828 | 1 707 939,96 | 0,42 |
| 1,788 % Toronto-Dominion Bank (MTN) 2021/2024 * ....  | USD | 1 600 000 |  | 1 400 000 | % | 98,185 | 1 508 291,26 | 0,37 |
| 2,028 % Toronto-Dominion Bank (MTN) 2021/2026 * ....  | USD | 1 500 000 |  | 100 000 | % | 96,564 | 1 390 678,03 | 0,34 |
| 1,192 % Toronto-Dominion Bank (MTN) 2022/2025 * ....  | USD | 1 800 000 | 2 000 000 | 200 000 | % | 98,171 | 1 696 585,72 | 0,42 |
| 1,118 % Toyota Motor Credit Corp. (MTN) 2021/2024 * ..  | USD | 1 700 000 |  | 1 300 000 | % | 99,205 | 1 619 207,74 | 0,40 |
| 1,736 % Toyota Motor Credit Corp. 2021/2024 * ........  | USD | 1 050 000 |  |  | % | 98,864 | 996 661,23 | 0,24 |
| 1,529 % UBS AG/London -144A- 2021/2024 * ..........  | USD | 585 000 |  |  | % | 99,29 | 557 675,37 | 0,14 |
| 1,619 % UBS AG/London 2021/2024 * ................  | USD | 600 000 |  |  | % | 99,227 | 571 611,82 | 0,14 |
| 1,311 % UBS AG/London -Reg- 2022/2025 * ...........  | USD | 930 000 | 1 330 000 | 400 000 | % | 98,163 | 876 497,86 | 0,22 |
| 2,361 % UBS Group AG -Reg- (MTN) 2017/2023 *  ......  | USD | 1 600 000 |  | 400 000 | % | 99,972 | 1 535 742,67 | 0,38 |
| 2,789 % UBS Group AG 2022/2026 * .................  | USD | 890 000 | 890 000 |  | % | 99,837 | 853 103,29 | 0,21 |
| 2,511 % Verizon Communications, Inc. (MTN) 2018/2025 * | USD | 1 000 000 |  |  | % | 99,626 | 956 517,20 | 0,23 |
| 2,007 % Verizon Communications, Inc. 2021/2024 * .....  | USD | 1 600 000 |  | 800 000 | % | 98,786 | 1 517 523,66 | 0,37 |
| 2,296 % Verizon Communications, Inc. (MTN) 2021/2026 * | USD | 1 200 000 |  |  | % | 98,056 | 1 129 732,20 | 0,28 |
| 2,034 % Vodafone Group PLC (MTN) 2018/2024 * ......  | USD | 1 000 000 |  |  | % | 100,226 | 962 277,84 | 0,24 |
| 2,131 % Westpac Banking Corp. (MTN) 2018/2023 * ....  | USD | 1 000 000 |  | 200 000 | % | 100,054 | 960 626,46 | 0,24 |
| 2,301 % Westpac Banking Corp. (MTN) 2019/2024 * ....  | USD | 1 400 000 |  | 1 100 000 | % | 100,043 | 1 344 729,19 | 0,33 |
| 1,896 % Westpac Banking Corp. (MTN) 2021/2026 * ....  | USD | 1 200 000 |  | 1 200 000 | % | 97,944 | 1 128 441,82 | 0,28 |
| 1,561 % Westpac Banking Corp. 2021/2024 * ..........  | USD | 1 060 000 |  |  | % | 98,949 | 1 007 018,30 | 0,25 |
| 2,325 % Westpac Banking Corp. 2022/2025 * ..........  | USD | 1 000 000 | 1 000 000 |  | % | 100,072 | 960 799,28 | 0,24 |

| 1,951 % Australia & New Zealand Banking Group Ltd -144A- (MTN) 2017/2022 * ........................  | USD | 300 000 | 500 000 | % | 100 | 288 032,40 | 0,07 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1,995 % Australia & New Zealand Banking Group Ltd -144A- 2019/2022 * .............................  | USD | 750 000 |  | % | 99,853 | 719 022,48 | 0,18 |
| 1,793 % Banque Federative du Credit Mutuel SA -144A- |  |  |  |  |  |  |  |
| (MTN) 2017/2022 * ........................  | USD | 200 000 |  | 200 000 | % | 99,977 | 191 977,44 | 0,05 |
| 1,224 % BMW Finance NV -144A- 2019/2022 * .........  | USD | 300 000 |  | 200 000 | % | 99,997 | 288 023,76 | 0,07 |
| 1,589 % BMW US Capital LLC -144A- 2021/2024 * ......  | USD | 1 040 000 |  |  | % | 98,852 | 987 049,40 | 0,24 |
| 2,961 % BPCE SA -144A- (MTN) 2018/2023 * ..........  | USD | 800 000 |  |  | % | 100,32 | 770 544,28 | 0,19 |
| 1,451 % BPCE SA 2022/2025 *  .....................  2,008 % Commonwealth Bank of Australia -144A- (MTN) 2021/2026 * ........................  | USD USD | 800 000 1 200 000 | 1 070 000 | 270 000 | % % | 98,383 98,167 | 755 666,44 1 131 011,06 | 0,19 0,28 |
| 2,945 % Credit Suisse Group AG -144A- (MTN) 2017/2023 * | USD | 500 000 |  |  | % | 99,984 | 479 977,19 | 0,12 |
| 2,231 % DNB Bank ASA -144A- 2019/2022 * ...........  1,321 % Jackson National Life Global Funding -144A- 2020/2023 * .............................  | USD USD | 300 000 1 800 000 |  | 200 000 400 000 | % % | 99,987 100,056 | 287 994,96 1 729 162,19 | 0,07 0,42 |
| 2,618 % Macquarie Group Ltd -144A- (MTN) 2017/2023 * | USD | 800 000 |  | 200 000 | % | 99,953 | 767 725,40 | 0,19 |
| 2,131 % National Australia Bank Ltd -144A- 2020/2022 * . | USD | 300 000 |  | 300 000 | % | 99,876 | 287 675,24 | 0,07 |
| 2,538 % Nordea Bank Abp -144A- (MTN) 2018/2023 * ...  | USD | 1 500 000 |  | 440 000 | % | 100,243 | 1 443 661,59 | 0,35 |
| Summe Wertpapiervermögen |  |  |  |  |  |  | 371 285 104,36 | 91,34 |
| Derivate (Bei den mit Minus gekennzeichneten Beständen handelt es sich um verkaufte Positionen) |  |  |
| Devisen-Derivate Forderungen/Verbindlichkeiten | -4 385 461,02 | -1,08 |
| Devisentermingeschäfte |  |  |
| Devisentermingeschäfte (Kauf) |  |  |
| Offene Positionen CHF/EUR 28,3 Mio. ................................  | 521 459,51 | 0,13 |
| GBP/EUR 0,1 Mio. .................................  | 606,88 | 0,00 |
| USD/EUR 1,8 Mio. .................................  | 27 327,35 | 0,00 |
| Geschlossene Positionen CHF/EUR 24,9 Mio. ................................  | 363 429,63 | 0,09 |
| Devisentermingeschäfte (Verkauf) |  |  |
| Offene Positionen EUR/USD 201,0 Mio. ...............................  | -5 305 251,99 | -1,30 |
| Geschlossene Positionen EUR/USD 3,2 Mio. .................................  | 6 967,60 | 0,00 |
| Swaps Forderungen/Verbindlichkeiten | 8 181,61 | 0,00 |

An organisierten Märkten zugelassene oder in diese einbezogene Wertpapiere	10 127 523,83	2,49 Verzinsliche Wertpapiere
| Wertpapierbezeichnung | Stück bzw. Anteile bzw. | Nominalbetrag bzw. | Käufe/ Zugänge | Verkäufe/ Abgänge | Kurs | Kurswert in | %-Anteil am Fonds- |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  | Währung | Bestand | im Berichtszeitraum | EUR | vermögen |
| Credit Default Swaps |  |  |  |  |  |
| Protection Seller Barclays Bank Plc / 1% / 20/06/2023 (OTC) (CIT) .........  | Stück | 1 500 000 | 1 500 000 | 4 211,21 | 0,00 |
| Barclays Bank Plc / 1% / 20/12/2022 (OTC) (CIT) .........  | Stück | 1 000 000 |  | 1 810,65 | 0,00 |
| iTraxx Europe / 1% / 20/12/2025 (OTC) (DB) .............  | Stück | 1 500 000 |  | 1 224,99 | 0,00 |
| Markit iTraxx Europe / 1% / 20/06/2024 (OTC) (DB) .......  | Stück | 250 000 |  | 934,76 | 0,00 |
| Bankguthaben |  |  |  | 58 597 865,43 | 14,41 |
| Verwahrstelle (täglich fällig) EUR-Guthaben ....................................  | EUR |  |  | 58 019 370,61 | 14,27 |
| Guthaben in Nicht-EU/EWR-Währungen |  |  |  |  |  |
| Britisches Pfund ...................................  | GBP | 68 538 |  | 80 027,83 | 0,02 |
| Schweizer Franken .................................  | CHF | 45 253 |  | 45 459,43 | 0,01 |
| US-Dollar ........................................  | USD | 471 830 |  | 453 007,56 | 0,11 |
| Sonstige Vermögensgegenstände |  |  |  | 4 045 338,99 | 1,00 |
| Zinsansprüche .....................................  |  |  |  | 1 170 644,86 | 0,29 |
| Forderungen aus der Überschreitung des „Expense Cap“ ..  |  |  |  | 130 218,65 | 0,03 |
| Sonstige Ansprüche ................................  |  |  |  | 2 744 475,48 | 0,68 |
| Forderungen aus Anteilscheingeschäften |  |  |  | 1 978 498,55 | 0,49 |
| Summe der Vermögensgegenstände ** |  |  |  | 436 834 779,91 | 107,46 |
| Sonstige Verbindlichkeiten |  |  |  | -129 738,49 | -0,04 |
| Andere sonstige Verbindlichkeiten .....................  |  |  |  | -129 738,49 | -0,04 |
| Verbindlichkeiten aus Anteilscheingeschäften |  |  |  | -24 896 171,27 | -6,12 |
| Summe der Verbindlichkeiten |  |  |  | -30 331 161,75 | -7,46 |
| Fondsvermögen |  |  |  | 406 503 618,16 | 100,00 |

Durch Rundung der Prozentanteile bei der Berechnung können geringfügige Rundungsdifferenzen entstanden sein.
Eine Aufstellung über die während des Berichtszeitraums abgeschlossenen Geschäfte, soweit sie nicht mehr in der Vermögensaufstellung erscheinen, ist auf Anforderung kostenlos bei der Verwaltungsgesellschaft erhältlich.
| Anteilwert bzw. umlaufende Anteile | Stück bzw. Währung | Anteilwert in der jeweiligen Währung |
| --- | --- | --- |
| Anteilwert Klasse CHF ICH ...................................  | CHF | 97,90 |
| Klasse CHF RCH ..................................  | CHF | 97,81 |
| Klasse CHF TFCH ..................................  | CHF | 98,68 |
| Klasse FC ........................................  | EUR | 98,52 |
| Klasse IC .........................................  | EUR | 98,75 |
| Klasse LC ........................................  | EUR | 98,27 |
| Klasse LD ........................................  | EUR | 98,49 |
| Klasse TFC .......................................  | EUR | 98,54 |
| Klasse GBP CH RD .................................  | GBP | 100,88 |
| Klasse GBP ICH ...................................  | GBP | 101,73 |
| Klasse GBP LCH ...................................  | GBP | 100,45 |
| Klasse USD ICH ...................................  | USD | 103,86 |
| Klasse USD LCH ..................................  | USD | 101,40 |
| Klasse USD TFCH .................................  | USD | 103,54 |
| Umlaufende Anteile Klasse CHF ICH ...................................  | Stück | 251 201,000 |
| Klasse CHF RCH ..................................  | Stück | 7 480,000 |
| Klasse CHF TFCH ..................................  | Stück | 30 177,076 |
| Klasse FC ........................................  | Stück | 24 983,000 |
| Klasse IC .........................................  | Stück | 2 069 047,000 |
| Klasse LC ........................................  | Stück | 203 176,269 |
| Klasse LD ........................................  | Stück | 35 694,000 |
| Klasse TFC .......................................  | Stück | 1 450 435,568 |
| Klasse GBP CH RD .................................  | Stück | 195,000 |
| Klasse GBP ICH ...................................  | Stück | 86,000 |
| Klasse GBP LCH ...................................  | Stück | 436,488 |
| Klasse USD ICH ...................................  | Stück | 96,000 |
| Klasse USD LCH ..................................  | Stück | 7 126,000 |
| Klasse USD TFCH .................................  | Stück | 41 081,000 |

Darstellung der Maximalgrenze (gem. CSSF-Rundschreiben 11/512) 14,14% vom Portfoliowert
Potenzieller Risikobetrag für das Marktrisiko (gem. CSSF-Rundschreiben 11/512)
| kleinster potenzieller Risikobetrag .....................  | % | 0,077 |
| --- | --- | --- |
| größter potenzieller Risikobetrag ......................  | % | 0,563 |
| durchschnittlicher potenzieller Risikobetrag ..............  | % | 0,298 |

Die Risikokennzahlen wurden für den Zeitraum vom 1.1.2022 bis 30.6.2022 auf Basis der Methode der historischen Simulation mit den Parametern 99% Konfidenzniveau, 10 Tage Haltedauer unter Verwendung eines effektiven, historischen Beobachtungszeitraumes von einem Jahr berechnet. Als Bewertungsmaßstab wird das Risiko eines derivatefreien Vergleichsvermögens herangezogen. Unter dem Marktrisiko versteht man das Risiko, das sich aus der ungünstigsten Entwicklung von Marktpreisen für das Fondsvermögen ergibt. Bei der Ermittlung des Marktrisikopotenzials wendet die Gesellschaft den absoluten Value at Risk-Ansatzim Sinne des CSSF-Rundschreibens 11/512 an.
Die durchschnittliche Hebelwirkung aus der Nutzung von Derivaten betrug im Berichtszeitraum 0,5, wobei zur Berechnung die Summe der Nominalbeträge der Derivate in Relation zum Fondsvermögen gesetzt wurde (Nominalwertmethode).
Das durch Derivate erzielte zugrundeliegende Exposure gem. Punkt 40 a) der „Leitlinien zu börsengehandelten Indexfonds und anderen OGAW-Themen“ der European Securities and Markets Authority (ESMA) belief sich zum Berichtsstichtag unter Zugrundelegung einer Bruttobetrachtung auf EUR 199 157 992,72. Ohne Berücksichtigung gegebenenfalls auf Ebene von Anteilklassen zum Zwecke der Währungsabsicherung abgeschlossener Devisentermingeschäfte.
 Marktschlüssel	 Vertragspartner der Derivate (mit Ausnahme von Devisentermingeschäften)
CIT = Citibank AG
DB = Deutsche Bank AG Frankfurt
Vertragspartner der Devisentermingeschäfte
Barclays Bank Ireland PLC, Bofa Securities Europe S.A., Deutsche Bank AG, HSBC France, Morgan Stanley Europe SE, Royal Bank of Canada (UK), State Street Bank International GmbH, Toronto Dominion Bank und UBS AG.
 Devisenkurse (in Mengennotiz)	
per 30.6.2022
| Schweizer Franken	CHF | 0,995461 | = EUR | 1 |
| --- | --- | --- | --- |
| Britisches Pfund	GBP | 0,856432 | = EUR | 1 |
| US-Dollar	USD | 1,041549 | = EUR | 1 |

 Erläuterungen zur Bewertung	
Die Anteilwerte werden in Verantwortung des Verwaltungsrats der SICAV durch die Verwaltungsgesellschaft ermittelt sowie die Bewertung der Vermögenswerte des Fondsvermögens durchgeführt. Die grundsätzliche Kursversorgung sowie die Preisvalidierung erfolgen nach den vom Verwaltungsrat der SICAV auf der Grundlage der in den gesetzlichen Bestimmungen/ Verordnungen bzw. im Prospekt der SICAV definierten Grundsätze für Bewertungsmethoden eingeführten Verfahren.
Sofern keine handelbaren Kurse vorliegen, werden Bewertungsmodelle zur Preisermittlung (abgeleitete Verkehrswerte) genutzt, die zwischen State Street Bank International GmbH, Luxembourg Branch, als externem Price Service Provider und der Verwaltungsgesellschaft abgestimmt sind und sich so weit als möglich auf Marktparameter stützen. Diese Vorgehensweise unterliegt einem permanenten Kontrollprozess. Preisauskünfte Dritter werden durch andere Preisquellen, modellhafte Rechnungen oder durch andere geeignete Verfahren auf Plausibilität geprüft.
Die in diesem Bericht ausgewiesenen Vermögenswerte werden nicht zu abgeleiteten Verkehrswerten bewertet.
 Fußnoten	
* Variabler Zinssatz.
** Beinhaltet, sofern vorhanden, keine Positionen mit negativem Bestand.