# Allianz Strategy 15
Assets involved in each type of Securities Financing Transactions and Total Return Swaps
in EUR		in % of the funds entire
assets
Assets involved in Total Return Swaps	-	-
Assets involved in Securities Lending	211,731,148.21	29.87
Assets involved in Repurchase Agreements	-	-
Top 10 counterparties of each types of Securities Financing Transactions and Total Return Swaps
Gross volume outstanding transactions in EUR  Country where
the counterparty is established
for Total Return Swaps	-	-
for Securities Lending
BNP Paribas S.A.	96,113,989.16	FR
Barclays Bank Plc	53,277,893.50	GB
JP Morgan Securities Plc	21,341,024.34	GB
Société Générale S.A.	20,806,092.42	FR
Banco Santander SA	12,180,850.00	ES
RBC Europe Ltd	4,675,533.29	GB
Goldman Sachs International	1,901,905.50	GB
BNP Paribas Arbitrage SNC	1,433,860.00	FR
for Repurchase Agreements / Reverse Repurchase Agreements	-	-
Settlement and clearing information
Total Return Swaps: bilateral Securities Lending: trilateral
Repurchase Agreements / Reverse Repurchase Agreements: bilateral
Maturity tenor of Securities Financing Transactions and Total Return Swaps broken down in maturity buckets
for Total Return Swaps
Gross volume outstanding transactions in EUR
- less than one day	-
- one day to one week (= 7 days)	-
- one week to one month (= 30 days)	-
- one to three months	-
- three months to one year (= 365 days)	-
- above 1 year	-
- open maturity	-for Securities Lending- open maturity	211,731,148.21for Repurchase Agreements / Reverse Repurchase Agreements
- open maturity	-Type of collateral received	Market Value in EURfor Total Return Swaps
- Cash	-
- Shares	-
- Debt	-

| for Securities Lending |  |
| --- | --- |
| - Cash | - |
| - Shares | 27,201,018.15 |
| - Debt | 201,190,649.63 |
| for Repurchase Agreements / Reverse Repurchase Agreements |  |
| - Cash | - |
| - Shares | - |
| - Debt | - |
| Quality of collateral received | Market Value in EUR |
| for Total Return Swaps |  |
| - AAA (Aaa) | - |
| - AA+ (Aa1) | - |
| - AA (Aa2) | - |
| - AA- (Aa3) | - |
| - A+ (A1) | - |
| - A (A2) | - |
| - A- (A3) | - |
| - BBB+ (Baa1) | - |
| - BBB (Baa2) | - |
| - BBB- (Baa3) | - |
| for Securities Lending |  |
| - AAA (Aaa) | 55,360,940.34 |
| - AA+ (Aa1) | 4,582,019.00 |
| - AA (Aa2) | 36,288,106.40 |
| - AA- (Aa3) | 18,958,188.76 |
| - A+ (A1) | - |
| - A (A2) | 5,036,966.73 |
| - A- (A3) | 4,802,210.78 |
| - BBB+ (Baa1) | 787,652.75 |
| - BBB (Baa2) | 27,427,036.35 |
| - BBB- (Baa3) | 47,947,528.52 |
| for Repurchase Agreements / Reverse Repurchase Agreements |  |
| - AAA (Aaa) | - |
| - AA+ (Aa1) | - |
| - AA (Aa2) | - |
| - AA- (Aa3) | - |
| - A+ (A1) | - |
| - A (A2) | - |
| - A- (A3) | - |
| - BBB+ (Baa1) | - |
| - BBB (Baa2) | - |
| - BBB- (Baa3) | - |

Currency of collateral received	Market Value in EUR
for Total Return Swaps
- EUR	-
- USD	-
- GBP	-
- JPY	-for Securities Lending- EUR	191,320,121.21- USD	15,809,542.28- GBP	6,685,487.37- JPY	3,364,627.46- CAD	1,969,298.65- CHF	299,620.11- HKD	8,942,970.70for Repurchase Agreements / Reverse Repurchase Agreements
- EUR	-
- USD	-
- GBP	-
- JPY	-Maturity tenor of collateral received broken down in maturity buckets	Market Value in EUR for Total Return Swaps
- less than one day	-
- one day to one week (= 7 days)	-
- one week to one month (= 30 days)	-
- one to three months	-
- three months to one year (= 365 days)	-
- above 1 year	-
- open maturity	-for Securities Lending- open maturity	228,391,667.78for Repurchase Agreements / Reverse Repurchase Agreements
- open maturity	-

| Data on return and cost | Return/Costs in EUR | in % of overall returns |
| --- | --- | --- |
| for Total Return Swaps |  |  |
| - Returns for collective investment undertaking |  | 100 |
| - Costs for collective investment undertaking | - |  |
| - Returns for manager of the collective investment undertaking | 0 | 0 |
| - Costs for manager of the collective investment undertaking | - |  |
| - Returns for third parties (e.g. agent lender) | 0 | 0 |
| - Costs for third parties | - |  |

| for Securities Lending |  |
| --- | --- |
| - Returns for collective investment undertaking | 94,171.00 | 70 |
| - Costs for collective investment undertaking | - |  |
| - Returns for manager of the collective investment undertaking | 40,359.03 | 30 |
| - Costs for manager of the collective investment undertaking | - |  |
| - Returns for third parties (e.g. agent lender) | 0 | 0 |
| - Costs for third parties | - |  |
| for Repurchase Agreements / Reverse Repurchase Agreements |  |  |
| - Returns for collective investment undertaking |  | 100 |
| - Costs for collective investment undertaking | - |  |
| - Returns for manager of the collective investment undertaking | 0 | 0 |
| - Costs for manager of the collective investment undertaking | - |  |
| - Returns for third parties (e.g. agent lender) | 0 | 0 |
| - Costs for third parties | - |  |

Income for the fund from reinvestment of cash collateral, based on all securities financing transactions and total return swaps	n.a.
Amount of securities and commodities on loan as proportion of total lendable assets defined as excluding cash and cash equivalents	31.03
| Ten largest collateral issuers | Market Value in EUR |
| --- | --- |
| for Total Return Swaps | - |
| for Securities Lending |  |
| Italy, Republic of (Territory) | 73,550,603.81 |
| Germany, Republic of (Territory) | 53,370,518.84 |
| France, Republic of (Territory) | 32,706,522.00 |
| Export-Import Bank of Korea | 11,197,012.98 |
| Intesa Sanpaolo SpA | 3,576,420.00 |
| Spain, Kingdom of (Territory) | 3,566,500.00 |
| Ireland, Republic of (Territory) | 3,362,631.18 |
| Great Britain and Northern Ireland, Kingdom of (Territory) | 2,863,413.65 |
| Banco Bilbao Vizcaya Argentaria SA | 2,706,816.26 |
| Chile, Republic of (Territory) | 2,697,942.71 |
| for Repurchase Agreements / Reverse Repurchase Agreements | - |
| Reinvested collateral as a % of the collateral received, based on all securities financing transactions and total return swaps | n.a. |

Safekeeping of collateral received by the collective investment undertaking as part of Securities Financing Transactions and Total Return Swaps
Number of custodians	1
State Street Bank International GmbH – Luxembourg Branch	228,391,667.78
Safekeeping of collateral granted by the collective investment undertaking as part of Securities Financing Transactions and Total Return Swaps
Proportion of granted collateral in %
Safekeeping chosen by collateral receiver	100

Translation (ENDE, 2020-09-30):
# Allianz Strategy 15
Vermögenswerte im Zusammenhang mit jeder Art von Wertpapierfi- nanzierungsgeschäften und Total Return Swaps
in EUR  in % des Fonds-
vermögens
Das durch Total Return Swaps erzielte zugrunde liegende Exposure	-	-
Das durch Wertpapierdarlehen erzielte zugrunde liegende Exposure	211.731.148,21	29,87
Das durch Pensionsgeschäfte erzielte zugrunde liegende Exposure	-	-
Die 10 größten Gegenparteien jeder Art von Wertpapierfinanzierungs- geschäften und Total Return Swaps
Bruttovolumen offene Geschäfte in EUR	1. Sitzstaat
für Total Return Swaps	-	-
für Wertpapierdarlehen
BNP Paribas S.A.	96.113.989,16	FR
Barclays Bank Plc	53.277.893,50	GB
JP Morgan Securities Plc	21.341.024,34	GB
Société Générale S.A.	20.806.092,42	FR
Banco Santander SA	12.180.850,00	ES
RBC Europe Ltd	4.675.533,29	GB
Goldman Sachs International	1.901.905,50	GB
BNP Paribas Arbitrage SNC	1.433.860,00	FR
für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte	-	-
Art(en) von Abwicklung und Clearing
Total Return Swaps: bilateral Wertpapierdarlehen: trilateral Pensionsgeschäfte/umgekehrte Pensionsgeschäfte: bilateral
Laufzeit von Wertpapierfinanzierungsgeschäften und Total Return Swaps
für Total Return Swaps
Bruttovolumen offene Geschäfte in EUR
- unter 1 Tag	-
- 1 Tag bis 1 Woche (= 7 Tage)	-
- 1 Woche bis 1 Monat (= 30 Tage)	-
- 1 bis 3 Monate	-
- 3 Monate bis 1 Jahr (= 365 Tage)	-
- über 1 Jahr	-
- unbefristet	-für Wertpapierdarlehen- unbefristet	211.731.148,21für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte
- unbefristet	-Art(en) der erhaltenen Sicherheiten	Marktwert der Sicherheiten in EURfür Total Return Swaps
- Bankguthaben	-
- Aktien	-
- Schuldverschreibungen	-

| für Wertpapierdarlehen |  |
| --- | --- |
| - Bankguthaben | - |
| - Aktien | 27.201.018,15 |
| - Schuldverschreibungen | 201.190.649,63 |
| für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte |  |
| - Bankguthaben | - |
| - Aktien | - |
| - Schuldverschreibungen | - |
| Qualität(en) der erhaltenen Sicherheiten | Marktwert der Sicherheiten in EUR |
| für Total Return Swaps |  |
| - AAA (Aaa) | - |
| - AA+ (Aa1) | - |
| - AA (Aa2) | - |
| - AA- (Aa3) | - |
| - A+ (A1) | - |
| - A (A2) | - |
| - A- (A3) | - |
| - BBB+ (Baa1) | - |
| - BBB (Baa2) | - |
| - BBB- (Baa3) | - |
| für Wertpapierdarlehen |  |
| - AAA (Aaa) | 55.360.940,34 |
| - AA+ (Aa1) | 4.582.019,00 |
| - AA (Aa2) | 36.288.106,40 |
| - AA- (Aa3) | 18.958.188,76 |
| - A+ (A1) | - |
| - A (A2) | 5.036.966,73 |
| - A- (A3) | 4.802.210,78 |
| - BBB+ (Baa1) | 787.652,75 |
| - BBB (Baa2) | 27.427.036,35 |
| - BBB- (Baa3) | 47.947.528,52 |
| für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte |  |
| - AAA (Aaa) | - |
| - AA+ (Aa1) | - |
| - AA (Aa2) | - |
| - AA- (Aa3) | - |
| - A+ (A1) | - |
| - A (A2) | - |
| - A- (A3) | - |
| - BBB+ (Baa1) | - |
| - BBB (Baa2) | - |
| - BBB- (Baa3) | - |

Währung(en) der erhaltenen Sicherheiten	Marktwert der Sicherheiten in EUR für Total Return Swaps
- EUR	-
- USD	-
- GBP	-
- JPY	-für Wertpapierdarlehen- EUR	191.320.121,21- USD	15.809.542,28- GBP	6.685.487,37- JPY	3.364.627,46- CAD	1.969.298,65- CHF	299.620,11
- DKK	0- HKD	8. 942.970,70
- ITL	0
- NOK	0
- SEK	0für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte
- EUR	-
- USD	-
- GBP	-
- JPY	-Sicherheiten gegliedert nach Restlaufzeiten	Marktwert der Sicherheiten in EUR für Total Return Swaps
- unter 1 Tag	-
- 1 Tag bis 1 Woche (= 7 Tage)	-
- 1 Woche bis 1 Monat (= 30 Tage)	-
- 1 bis 3 Monate	-
- 3 Monate bis 1 Jahr (= 365 Tage)	-
- über 1 Jahr	-
- unbefristet	-für Wertpapierdarlehen- unbefristet	228. 391.667,78für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte
- unbefristet	-

| Ertrags- und Kostenanteile | Ertrag/Kosten in EUR | in % der Brutto- erträge |
| --- | --- | --- |
| für Total Return Swaps |  |  |
| - Ertragsanteil des Fonds | - | 100 |
| - Kostenanteil des Fonds | - | - |
| - Ertragsanteil der KVG | 0 | 0 |
| - Kostenanteil der KVG | - |  |

| - Ertragsanteil Dritter (z.B. Leiheagent) | 0 | 0 |
| --- | --- | --- |
| - Kostenanteil Dritter | - |  |
| für Wertpapierdarlehen |  |  |
| - Ertragsanteil des Fonds | 27.204,13 | 100 |
| - Kostenanteil des Fonds | - | 100 |
| - Ertragsanteil der KVG | 0 | 0 |
| - Kostenanteil der KVG | 0 | 0 |
| - Ertragsanteil Dritter (z.B. Leiheagent) | 0 | 0 |
| - Kostenanteil Dritter | - |  |
| für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte |  |  |
| - Ertragsanteil des Fonds |  | 100 |
| - Kostenanteil des Fonds | - |  |
| - Ertragsanteil der KVG | 0 | 0 |
| - Kostenanteil der KVG | - |  |
| - Ertragsanteil Dritter (z.B. Leiheagent) | 0 | 0 |
| - Kostenanteil Dritter | - |  |
| Erträge für den Fonds aus Wiederanlage von Barsicherheiten, bezogen auf alle WpFinGesch. und Total Return Swaps |  | n.a. |
| Verliehene Wertpapiere in % aller verleihbaren Vermögensggst. des Fonds |  | 31,03 |
| Zehn größte Sicherheitenaussteller, bezogen auf alle Wertpapierfi-	Marktwert der nanzierungsgeschäfte und Total Return Swaps | Sicherheiten in EUR |
| für Total Return Swaps | - |
| für Wertpapierdarlehen |  |
| Italy, Republic of (Territory) | 73.550.603,81 |
| Germany, Republic of (Territory) | 53.370.518,84 |
| France, Republic of (Territory) | 32.706.522,00 |
| Export-Import Bank of Korea | 11.197.012,98 |
| Intesa Sanpaolo SpA | 3.576.420,00 |
| Spain, Kingdom of (Territory) | 3.566.500,00 |
| Ireland, Republic of (Territory) | 3.362.631,18 |
| Great Britain and Northern Ireland, Kingdom of (Territory) | 2.863.413,65 |
| Banco Bilbao Vizcaya Argentaria SA | 2.706.816,26 |
| Chile, Republic of (Territory) | 2.697.942,71 |
| für Pensionsgeschäfte/umgekehrte Pensionsgeschäfte | - |
| Wiederangelegte Sicherheiten in % der empfangenen Sicherheiten, bezogen auf alle WpFinGesch. und Total Return Swaps | n.a. |

Verwahrer/Kontoführer von empfangenen Sicherheiten aus WpFin- Gesch. und Total Return Swaps
Gesamtzahl Verwahrer/ Kontoführer	1
State Street Bank International GmbH – Luxembourg Branch	228.391.667,78
Verwahrart begebener Sicherheiten aus WpFinGesch. und Total Re- turn Swaps
In % aller begebenen Sicherheiten aus WpFinGesch. und Total Return Swaps
Verwahrart bestimmt Empfänger	100