# 18
1)  NFA = net fund assets. Due to rounding differences in the individual items, the total amounts may deviate from the actual value.
| ISIN	Securities | Acquisitions in the period under review | Disposals in the period under review | Holdings | Price | Price EUR | % share of NFA 1) |
| --- | --- | --- | --- | --- | --- | --- |
| Convertible bonds Securities admitted to or included in organised markets USD DE000A2BPEU0 0.925 % BASF SE Optionsanleihe cum v.17(2023) Securities admitted to or included in organised markets Convertible bonds Certificates Securities traded on an exchange United States of America DE000A0S9GB0	Dte. Börse Commodities GmbH/	EUR Gold Unze 999 Zert. v.07(2199) | 5,000,000 | 0 | 5,000,000 | 96.6160 | 4,327,898.22 | 1.91 |
|  |  |  |  | 4,327,898.22 | 1.91 |
|  |  |  |  | 4,327,898.22 | 1.91 |
|  |  |  |  | 4,327,898.22 | 1.91 |
| 0 | 75,000 | 125,000 | 43.5820 | 5,447,750.00 | 2.40 |
|  |  |  |  | 5,447,750.00 | 2.40 |
| Securities traded on an exchange |  |  |  |  | 5,447,750.00 | 2.40 |
| Certificates |  |  |  |  | 5,447,750.00 | 2.40 |
| Securities holdings |  |  |  |  | 218,267,533.10 | 96.34 |
| Options |  |  |  |  |  |  |
| Long positions |  |  |  |  |  |  |
| EUR |  |  |  |  |  |  |
| Call on EURO STOXX Bank Index March 2020/100.00 | 1,000 | 0 | 1,000 |  | 132,500.00 | 0.06 |
| Call on EURO STOXX Bank Index March 2020/95.00 | 1,000 | 0 | 1,000 |  | 255,000.00 | 0.11 |
| Call on EURO STOXX Bank Index March 2020/97.50 | 1,000 | 0 | 1,000 |  | 187,500.00 | 0.08 |
| Put on EUR/NOK December 2020/9.8 | 10,000,000 | 0 | 10,000,000 |  | 139,060.00 | 0.06 |
| Put on Euro Stoxx 50 Price Index March 2020/3,450.00 | 400 | 0 | 400 |  | 85,200.00 | 0.04 |
| USD |  |  |  |  | 799,260.00 | 0.35 |
|  |  |
| Put on E-Mini S&P 500 Index Future March 2020/2,900.00 | 100 | 0 | 100 |  |  |  |
| 81,750.58 | 0.04 |
| Long positions |  |  |  |  | 881,010.58 | 0.39 |
| Short positions 2) |  |  |  |  |  |  |
| EUR |  |  |  |  |  |  |
| Put on Euro Stoxx 50 Price Index March 2020/3,100.00 | 0 | 400 | -400 |  | -22,000.00 | -0.01 |
| USD |  |  |  |  | -22,000.00 | -0.01 |
|  |  |
| Put on E-Mini S&P 500 Index Future March 2020/2,600.00 | 0 | 100 | -100 |  |  |  |
| -23,517.29 | -0.01 |
| Short positions 2) |  |  |  |  | -45,517.29 | -0.02 |
| Options |  |  |  |  | 835,493.29 | 0.37 |

Translation (ENDE, 2019-12-31):
# 18
1)  NFV = Netto-Fondsvermögen. Aufgrund von Rundungsdifferenzen in den Einzelpositionen können die Summen vom tatsächlichen Wert abweichen.
| ISIN	Wertpapiere | Zugänge im Berichts- zeitraum | Abgänge im Berichts- zeitraum | Bestand | Kurs | Kurswert EUR | %-Anteil vom NFV 1) |
| --- | --- | --- | --- | --- | --- | --- |
| Wandelanleihen An organisierten Märkten zugelassene oder in diese einbezogene Wertpapiere USD DE000A2BPEU0  0,925%	BASF SE Optionsanleihe cum	5.000.000 v.17(2023) An organisierten Märkten zugelassene oder in diese einbezogene Wertpapiere Wandelanleihen Zertifikate Börsengehandelte Wertpapiere Vereinigte Staaten von Amerika DE000A0S9GB0	Dte. Börse Commodities GmbH/	EUR	0 Gold Unze 999 Zert. v.07(2199) | 0 | 5.000.000 | 96,6160 | 4.327.898,22 | 1,91 |
|  |  |  | 4.327.898,22 | 1,91 |
|  |  |  | 4.327.898,22 | 1,91 |
|  |  |  | 4.327.898,22 | 1,91 |
| 75.000 | 125.000 | 43,5820 | 5.447.750,00 | 2,40 |
|  |  |  | 5.447.750,00 | 2,40 |
| Börsengehandelte Wertpapiere |  |  |  | 5.447.750,00 | 2,40 |
| Zertifikate |  |  |  | 5.447.750,00 | 2,40 |
| Wertpapiervermögen |  |  |  | 218.267.533,10 | 96,34 |
| Optionen |  |  |  |  |  |
| Long-Positionen |  |  |  |  |  |
| EUR |  |  |  |  |  |
| Call on EURO STOXX Bank Index März 2020/100,00 | 1.000 | 0 | 1.000 |  | 132.500,00 | 0,06 |
| Call on EURO STOXX Bank Index März 2020/95,00 | 1.000 | 0 | 1.000 |  | 255.000,00 | 0,11 |
| Call on EURO STOXX Bank Index März 2020/97,50 | 1.000 | 0 | 1.000 |  | 187.500,00 | 0,08 |
| Put on EUR/NOK Dezember 2020/9,8 | 10.000.000 | 0 | 10.000.000 |  | 139.060,00 | 0,06 |
| Put on Euro Stoxx 50 Price Index März 2020/3.450,00 | 400 | 0 | 400 |  | 85.200,00 | 0,04 |
| USD |  |  |  | 799.260,00 | 0,35 |
|  |  |
| Put on E-Mini S&P 500 Index Future März 2020/2.900,00 | 100 | 0 | 100 |  |  |  |
| 81.750,58 | 0,04 |
| Long-Positionen |  |  |  | 881.010,58 | 0,39 |
| Short-Positionen 2) |  |  |  |  |  |
| EUR |  |  |  |  |  |
| Put on Euro Stoxx 50 Price Index März 2020/3.100,00 | 0 | 400 | -400 |  | -22.000,00 | -0,01 |
| USD |  |  |  | -22.000,00 | -0,01 |
|  |  |
| Put on E-Mini S&P 500 Index Future März 2020/2.600,00 | 0 | 100 | -100 |  |  |  |
| -23.517,29 | -0,01 |
| Short-Positionen 2) |  |  |  | -45.517,29 | -0,02 |
| Optionen |  |  |  | 835.493,29 | 0,37 |