# Allianz Rentenfonds
Asset overview at 30/11/2020
| Breakdown by asset category – country | Market value in EUR | % of net assets  *) |
| --- | --- | --- |
| I. Assets |
| 1. Bonds | 1,484,881,967.06 | 97.36 |
| Germany | 232,311,130.23 | 15.24 |
| France | 322,854,132.21 | 21.17 |
| The Netherlands | 54,128,196.64 | 3.54 |
| Italy | 294,999,094.88 | 19.38 |
| Ireland | 24,889,979.93 | 1.63 |
| Denmark | 3,047,883.90 | 0.20 |
| Portugal | 67,235,083.08 | 4.42 |
| Spain | 144,228,372.96 | 9.45 |
| Belgium | 58,106,099.30 | 3.81 |
| Luxembourg | 21,454,790.02 | 1.40 |
| Norway | 1,411,522.20 | 0.09 |
| Sweden | 6,264,560.98 | 0.40 |
| Finland | 16,563,641.34 | 1.08 |
| Austria | 11,870,501.42 | 0.78 |
| Switzerland | 3,707,020.29 | 0.24 |
| Lithuania | 1,030,326.70 | 0.07 |
| Poland | 2,992,997.76 | 0.20 |
| Slovakia | 4,205,669.45 | 0.28 |
| Hungary | 9,830,464.98 | 0.65 |
| Romania | 10,844,673.24 | 0.71 |
| Croatia | 3,844,934.89 | 0.25 |
| UK | 21,816,324.05 | 1.43 |
| USA | 44,188,368.26 | 2.89 |
| Canada | 23,719,533.05 | 1.55 |
| Mexico | 11,024,339.95 | 0.72 |
| Peru | 7,515,853.40 | 0.49 |
| Chile | 1,068,250.00 | 0.07 |
| Indonesia | 1,312,176.25 | 0.09 |
| Philippines | 1,001,676.30 | 0.07 |
| Republic of Korea | 460,544.72 | 0.03 |
| Australia | 22,841,076.62 | 1.51 |
| Others | 54,112,748.06 | 3.52 |
| 2. Investment units | 11,720,957.80 | 0.77 |
| Luxembourg | 11,720,957.80 | 0.77 |
| 3. Derivatives | -1,352,446.72 | -0.10 |
| 4. Bank deposits, money market instruments, money market funds and money market-related funds | 33,839,054.48 | 2.23 |
| 5. Other assets | 14,973,224.47 | 0.97 |
| II. Liabilities | -18,738,346.17 | -1.23 |
| III. Fund assets | 1,525,324,410.92 | 100.00 |
| *)  Minor rounding differences may be the result of percentage rounding during the |

| Breakdown by asset category – currency | Market value in EUR | % of net assets  *) |
| --- | --- | --- |
| I. Assets |
| 1. Bonds | 1,484,881,967.06 | 97.36 |
| AUD | 18,467,923.17 | 1.22 |
| EUR | 1,415,659,810.90 | 92.82 |
| USD | 50,754,232.99 | 3.32 |
| 2. Investment units | 11,720,957.80 | 0.77 |
| EUR | 11,720,957.80 | 0.77 |
| 3. Derivatives | -1,352,446.72 | -0.10 |
| 4. Bank deposits, money market instruments, money market funds and money market-related funds | 33,839,054.48 | 2.23 |
| 5. Other assets | 14,973,224.47 | 0.97 |
| II. Liabilities | -18,738,346.17 | -1.23 |
| III. Fund assets | 1,525,324,410.92 | 100.00 |

calculation.
| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| Exchange-traded securities |  |  |  |  |  |  | 1,343,696,663.00 | 88.11 |
| Interest-bearing securities |  |  |  |  |  |  | 1,343,696,663.00 | 88.11 |
| EUR bonds |  |  |  |  |  |  |  | 1,307,682,520.83 | 85.74 |
| XS2055646918 | 0.7500 % AbbVie Inc. Notes 19/27 |  | EUR | 1,000,000 | 0 | 1,150,000 | % | 104.398 | 1,043,980.10 | 0.07 |
| XS2113911387 | 1.2500 % Abertis Infraestructuras S.A. MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,900,000 | 1,900,000 | 0 | % | 103.201 | 1,960,821.09 | 0.13 |
| XS2113700921 | 0.5000 % ACEA S.p.A. MTN 20/29 |  | EUR | 2,400,000 | 2,400,000 | 0 | % | 100.891 | 2,421,386.16 | 0.16 |
| XS2175967343 | 1.5000 % Achmea B.V. MTN 20/27 |  | EUR | 2,000,000 | 3,450,000 | 1,450,000 | % | 107.835 | 2,156,697.60 | 0.14 |
| BE6317598850 | 3.8750 % AGEAS SA/NV FLR Notes 19/Und. | EUR | 3,000,000 | 3,000,000 | 0 | % | 103.552 | 3,106,562.40 | 0.20 |
| BE6325355822 | 1.8750 % AGEAS SA/NV FLR Notes 20/51 |  | EUR | 1,800,000 | 1,800,000 | 0 | % | 99.983 | 1,799,694.00 | 0.12 |
| FR0013312774 | 1.0000 % Agence Française Développement MTN 18/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,800,000 | 0 | 0 | % | 109.266 | 3,059,448.00 | 0.20 |
| FR0013461688 | 0.5000 % Agence Française Développement MTN 19/35 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 105.357 | 3,160,721.10 | 0.21 |
| FR0013483526 | 0.0000 % Agence Française Développement MTN 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,500,000 | 1,500,000 | 0 | % | 101.816 | 1,527,234.75 | 0.10 |
| XS2080767010 | 1.8750 % AIB Group PLC FLR MTN 19/29 |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 101.287 | 3,038,601.90 | 0.20 |
| XS2230399441 | 2.8750 % AIB Group PLC FLR MTN 20/31 |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 105.951 | 3,178,539.60 | 0.21 |
| XS2228897158 | 1.0000 % Akelius Resid.Ppty Fincng B.V. MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 600,000 | 600,000 | 0 | % | 102.809 | 616,852.80 | 0.04 |
| XS2082323630 | 1.0000 % ArcelorMittal S.A. MTN 19/23 |  | EUR | 800,000 | 0 | 700,000 | % | 100.666 | 805,329.76 | 0.05 |
| XS1936308391 | 2.2500 % ArcelorMittal S.A. MTN 19/24 |  | EUR | 1,450,000 | 1,000,000 | 1,000,000 | % | 104.257 | 1,511,726.79 | 0.10 |
| XS1115800655 | 5.0000 % ASR Nederland N.V. FLR Securities 14/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,785,000 | 0 | 0 | % | 112.638 | 2,010,593.66 | 0.13 |
| XS2056491587 | 2.1240 % Assicurazioni Generali S.p.A. MTN 19/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 950,000 | 0 | 0 | % | 105.040 | 997,880.00 | 0.07 |
| XS1701458017 | 0.2500 % Autobahnen-Schnellstr.- Fin.-AG MTN 17/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,750,000 | 0 | 0 | % | 103.048 | 1,803,340.70 | 0.12 |
| XS2203969246 | 0.0000 % Autobahnen-Schnellstr.- Fin.-AG MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 950,000 | 950,000 | 0 | % | 103.015 | 978,642.03 | 0.06 |
| XS1533922263 | 1.2500 % Avery Dennison Corp. Notes 17/25 | EUR | 2,000,000 | 0 | 300,000 | % | 104.892 | 2,097,847.00 | 0.14 |
| FR0013406154 | 0.7500 % AXA Bank Europe SCF MT Obl.Fonc. 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,600,000 | 0 | 0 | % | 108.782 | 1,740,508.80 | 0.11 |
| XS1956973967 | 1.1250 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,100,000 | 0 | 0 | % | 103.372 | 1,137,096.84 | 0.07 |
| XS2058729653 | 0.3750 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,600,000 | 0 | 0 | % | 101.151 | 1,618,414.72 | 0.11 |
| XS2013745703 | 1.0000 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,000,000 | 0 | 0 | % | 105.071 | 1,050,705.20 | 0.07 |
| PTBPIAOM0026 | 0.2500 % Banco BPI S.A. Covered MTN 19/24 | EUR | 1,000,000 | 0 | 0 | % | 102.314 | 1,023,139.90 | 0.07 |
| IT0005321663 | 1.0000 % Banco BPM S.p.A. MT Mortg. Cov. Bds 18/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 0 | 0 | % | 105.738 | 2,114,762.60 | 0.14 |
| PTBCPIOM0057 | 0.7500 % Banco Com. Português SA (BCP) Obr. Hipotec. 17/22 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,900,000 | 0 | 0 | % | 101.691 | 2,949,028.56 | 0.19 |
| XS2076079594 | 0.6250 % Banco de Sabadell S.A. FLR Preferred MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900,000 | 0 | 0 | % | 100.851 | 907,661.16 | 0.06 |
| XS2228245838 | 1.1250 % Banco de Sabadell S.A. FLR Preferred MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900,000 | 900,000 | 0 | % | 103.362 | 930,253.68 | 0.06 |
| XS1876076040 | 1.6250 % Banco de Sabadell S.A. MTN 18/24 | EUR | 1,700,000 | 0 | 0 | % | 104.435 | 1,775,387.52 | 0.12 |
| XS1991397545 | 1.7500 % Banco de Sabadell S.A. Non-Preferred MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 0 | 0 | % | 103.139 | 3,094,176.30 | 0.20 |
| XS2247936342 | 1.6250 % Banco Santander S.A. MTN 20/30 | EUR | 3,000,000 | 3,000,000 | 0 | % | 103.612 | 3,108,359.70 | 0.20 |
| XS1751004232 | 1.1250 % Banco Santander S.A. Non-Pref. MTN 18/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,100,000 | 0 | 0 | % | 104.020 | 2,184,427.14 | 0.14 |
| XS1991265395 | 1.3810 % Bank of America Corp. FLR MTN 19/30 | EUR | 1,000,000 | 0 | 1,500,000 | % | 108.871 | 1,088,712.90 | 0.07 |
| XS2082969655 | 1.0000 % Bank of Ireland Group PLC FLR MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 102.348 | 3,070,435.80 | 0.20 |
| XS1678970291 | 2.0000 % Barclays PLC FLR MTN 17/28 |  | EUR | 3,500,000 | 3,500,000 | 0 | % | 102.256 | 3,578,972.60 | 0.23 |
| XS2082324364 | 0.7500 % Barclays PLC FLR MTN 19/25 |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 101.523 | 2,030,469.60 | 0.13 |
| DE000BLB6JH4 | 0.7500 % Bayerische Landesbank Öff.-Pfe. 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,950,000 | 0 | 0 | % | 108.940 | 3,213,720.27 | 0.21 |
| IT0005386922 | 0.8750 % Bca Monte dei Paschi di Siena Mortg.Cov. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 600,000 | 0 | 0 | % | 105.240 | 631,442.28 | 0.04 |
| XS2002532724 | 1.2080 % Becton Dickinson Euro Fin.Sarl Notes 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,300,000 | 0 | 0 | % | 104.824 | 1,362,713.17 | 0.09 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| BE6324012978 | 0.3750 % Belfius Bank S.A. Non- Preferred MTN 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,800,000 | 1,800,000 | 0 | % | 100.864 | 1,815,557.04 | 0.12 |
| XS1508377584 | 0.8750 % BNG Bank N.V. MTN 16/36 |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 113.388 | 2,267,754.80 | 0.15 |
| XS1807469199 | 0.5000 % BNG Bank N.V. MTN 18/25 |  | EUR | 2,550,000 | 0 | 0 | % | 104.451 | 2,663,488.77 | 0.17 |
| FR0013476611 | 1.1250 % BNP Paribas S.A. FLR MTN 20/32 | EUR | 2,700,000 | 2,700,000 | 0 | % | 101.800 | 2,748,597.84 | 0.18 |
| FR00140005J1 | 0.3750 % BNP Paribas S.A. FLR Non-Pref. MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,700,000 | 1,700,000 | 0 | % | 101.140 | 1,719,387.99 | 0.11 |
| XS1325645825 | 2.7500 % BNP Paribas S.A. MTN 15/26 |  | EUR | 1,000,000 | 0 | 0 | % | 111.596 | 1,115,959.00 | 0.07 |
| FR0013431277 | 1.6250 % BNP Paribas S.A. MTN 19/31 |  | EUR | 1,400,000 | 0 | 0 | % | 106.509 | 1,491,129.36 | 0.10 |
| FR0013063385 | 2.7500 % BPCE S.A. FLR MTN 15/27 |  | EUR | 1,500,000 | 0 | 0 | % | 105.171 | 1,577,563.95 | 0.10 |
| XS1587911451 | 2.6250 % Bque Fédérative du Cr. Mutuel MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,000,000 | 0 | 0 | % | 113.543 | 1,135,432.80 | 0.07 |
| FR0013515749 | 1.2500 % Bque Fédérative du Cr. Mutuel Non-Pref. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900,000 | 900,000 | 0 | % | 108.114 | 973,021.59 | 0.06 |
| DE0001135473 | 1.7500 % Bundesrep.Deutschland Anl. 12/22 | EUR | 16,000,000 | 0 | 0 | % | 104.026 | 16,644,160.00 | 1.09 |
| DE0001135481 | 2.5000 % Bundesrep.Deutschland Anl. 12/44 | EUR | 3,000,000 | 0 | 0 | % | 168.575 | 5,057,249.70 | 0.33 |
| DE0001102358 | 1.5000 % Bundesrep.Deutschland Anl. 14/24 | EUR | 14,000,000 | 11,450,000 | 0 | % | 108.050 | 15,127,000.00 | 0.99 |
| DE0001102341 | 2.5000 % Bundesrep.Deutschland Anl. 14/46 | EUR | 5,800,000 | 7,000,000 | 7,200,000 | % | 173.289 | 10,050,762.00 | 0.66 |
| DE0001102390 | 0.5000 % Bundesrep.Deutschland Anl. 16/26 | EUR | 8,000,000 | 2,000,000 | 0 | % | 106.786 | 8,542,880.00 | 0.56 |
| DE0001102408 | 0.0000 % Bundesrep.Deutschland Anl. 16/26 | EUR | 5,000,000 | 5,000,000 | 0 | % | 104.474 | 5,223,700.00 | 0.34 |
| DE0001102416 | 0.2500 % Bundesrep.Deutschland Anl. 17/27 | EUR | 4,035,000 | 0 | 0 | % | 106.403 | 4,293,361.05 | 0.28 |
| DE0001102424 | 0.5000 % Bundesrep.Deutschland Anl. 17/27 | EUR | 3,000,000 | 2,400,000 | 0 | % | 108.534 | 3,256,020.00 | 0.21 |
| DE0001102440 | 0.5000 % Bundesrep.Deutschland Anl. 18/28 | EUR | 12,000,000 | 10,000,000 | 5,000,000 | % | 109.030 | 13,083,600.00 | 0.86 |
| DE0001102465 | 0.2500 % Bundesrep.Deutschland Anl. 19/29 | EUR | 26,000,000 | 41,000,000 | 21,000,000 | % | 107.847 | 28,040,217.40 | 1.85 |
| DE0001102481 | 0.0000 % Bundesrep.Deutschland Anl. 19/50 | EUR | 6,250,000 | 7,000,000 | 750,000 | % | 105.738 | 6,608,624.38 | 0.43 |
| DE0001102499 | 0.0000 % Bundesrep.Deutschland Anl. 20/30 | EUR | 20,750,000 | 23,000,000 | 2,250,000 | % | 105.898 | 21,973,832.93 | 1.45 |
| DE0001102515 | 0.0000 % Bundesrep.Deutschland Anl. 20/35 | EUR | 7,500,000 | 15,600,000 | 8,100,000 | % | 105.840 | 7,937,962.50 | 0.52 |
| DE0001141786 | 0.0000 % Bundesrep.Deutschland Bundesobl. S.178 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 10,000,000 | 0 | 0 | % | 102.322 | 10,232,200.00 | 0.67 |
| DE0001104784 | 0.0000 % Bundesrep.Deutschland Bundesschatzanw. 19/21 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 10,000,000 | 15,000,000 | 5,000,000 | % | 100.752 | 10,075,176.00 | 0.66 |
| FR0013460607 | 1.1250 % Bureau Veritas SA Notes 19/27 |  | EUR | 1,200,000 | 0 | 0 | % | 102.206 | 1,226,473.32 | 0.08 |
| FR0013534559 | 0.0000 % Cais. d’Amort.de la Dette Soc. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 102.117 | 3,063,495.90 | 0.20 |
| FR0013463551 | 0.0100 % Caisse Refinancement l’Habitat Covered Bonds 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 0 | 0 | % | 102.541 | 2,050,816.80 | 0.13 |
| FR0013480522 | 0.0100 % Caisse Refinancement l’Habitat Covered Bonds 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,400,000 | 1,400,000 | 0 | % | 102.715 | 1,438,008.46 | 0.09 |
| PTCMGTOM0029 | 0.8750 % Caixa Económica Montepio Geral MT Obr. Hip. 17/22 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,100,000 | 0 | 0 | % | 101.939 | 2,140,710.60 | 0.14 |
| XS1565131213 | 3.5000 % Caixabank S.A. FLR MTN 17/27 |  | EUR | 500,000 | 0 | 0 | % | 103.187 | 515,937.20 | 0.03 |
| XS2055758804 | 0.6250 % Caixabank S.A. Non- Preferred MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 101.778 | 3,053,344.20 | 0.20 |
| XS2013574038 | 1.3750 % Caixabank S.A. Non- Preferred MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,300,000 | 0 | 0 | % | 105.621 | 1,373,067.93 | 0.09 |
| XS2025468542 | 0.0400 % Canadian Imperial Bk of Comm. MT Cov. Bonds 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,900,000 | 0 | 0 | % | 102.337 | 2,967,769.23 | 0.19 |
| FR0013321536 | 2.1250 % Carmila S.A.S. Obl. 18/28 |  | EUR | 2,000,000 | 0 | 0 | % | 103.340 | 2,066,799.20 | 0.14 |
| IT0005346579 | 2.1250 % Cassa Depositi e Prestiti SpA MTN 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 0 | 0 | % | 106.491 | 3,194,720.10 | 0.21 |
| IT0005366460 | 2.1250 % Cassa Depositi e Prestiti SpA MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 0 | 0 | % | 109.987 | 2,199,734.00 | 0.14 |
| IT0005422032 | 1.0000 % Cassa Depositi e Prestiti SpA MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,800,000 | 1,800,000 | 0 | % | 103.424 | 1,861,630.38 | 0.12 |
| IT0005399586 | 1.0000 % Cassa Depositi e Prestiti SpA MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,200,000 | 1,200,000 | 0 | % | 102.941 | 1,235,292.96 | 0.08 |
| XS2102934697 | 1.0000 % Cellnex Telecom S.A. MTN 20/27 | EUR | 900,000 | 900,000 | 0 | % | 98.953 | 890,580.51 | 0.06 |
| XS2193658619 | 1.8750 % Cellnex Telecom S.A. MTN 20/29 | EUR | 1,900,000 | 1,900,000 | 0 | % | 102.687 | 1,951,051.29 | 0.13 |
| FR0012447696 | 0.7500 % Cie de Financement Foncier MT Obl. Fonc. 15/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 0 | 0 | % | 105.161 | 3,154,828.80 | 0.21 |
| FR0013162302 | 0.5000 % Cie de Financement Foncier MT Obl. Fonc. 16/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,500,000 | 2,000,000 | 0 | % | 103.737 | 2,593,422.00 | 0.17 |
| XS1859010685 | 1.5000 % Citigroup Inc. FLR MTN 18/26 |  | EUR | 500,000 | 0 | 700,000 | % | 106.445 | 532,223.10 | 0.03 |
| XS1823623878 | 1.8750 % CNH Industrial Finance Euro.SA MTN 18/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 106.955 | 3,208,638.30 | 0.21 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities	Ma | rket | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| XS2022084367 | 1.6250 % CNH Industrial Finance Euro.SA MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,650,000 | 0 | 0 | % | 104.306 | 1,721,047.68 | 0.11 |
| FR0013463775 | 2.0000 % CNP Assurances S.A. FLR MTN 19/50 | EUR | 1,100,000 | 0 | 0 | % | 103.996 | 1,143,956.99 | 0.07 |
| FR0013521630 | 2.5000 % CNP Assurances S.A. FLR Notes 20/51 | EUR | 1,800,000 | 1,800,000 | 0 | % | 106.773 | 1,921,914.36 | 0.13 |
| DE000CZ40NS9 | 1.0000 % Commerzbank AG MTN IHS S.923 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,800,000 | 0 | 0 | % | 104.768 | 1,885,820.04 | 0.12 |
| BE0002750314 | 0.0000 % Communauté française Belgique MTN 20/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4,000,000 | 4,000,000 | 0 | % | 101.727 | 4,069,080.00 | 0.27 |
| XS2056430874 | 0.3750 % Continental AG MTN 19/25 |  | EUR | 2,550,000 | 0 | 0 | % | 100.885 | 2,572,560.36 | 0.17 |
| XS1944327631 | 0.8750 % Coöperatieve Rabobank U.A. MT Cov. Bds 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,500,000 | 0 | 0 | % | 109.985 | 2,749,616.75 | 0.18 |
| FR0013312154 | 2.6250 % Crédit Agricole Assurances SA FLR Notes 18/48 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 700,000 | 0 | 0 | % | 106.934 | 748,535.76 | 0.05 |
| IT0005366288 | 1.0000 % Credit Agricole Italia S.p.A. MT Mtg.Cov.Bds 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,000,000 | 0 | 0 | % | 108.502 | 1,085,022.30 | 0.07 |
| XS1204154410 | 2.6250 % Crédit Agricole S.A. Bonds 15/27 |  | EUR | 1,000,000 | 0 | 0 | % | 112.310 | 1,123,103.20 | 0.07 |
| FR0013516184 | 1.6250 % Crédit Agricole S.A. FLR MTN 20/30 | EUR | 1,700,000 | 1,700,000 | 0 | % | 104.235 | 1,771,995.51 | 0.12 |
| CH0483180946 | 1.0000 % Credit Suisse Group AG FLR MTN 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,050,000 | 0 | 1,500,000 | % | 104.217 | 1,094,274.83 | 0.07 |
| DE000A2YNZW8 | 0.3750 % Daimler AG MTN 19/26 |  | EUR | 2,000,000 | 0 | 0 | % | 101.471 | 2,029,427.40 | 0.13 |
| DE000A289QR9 | 0.7500 % Daimler AG MTN 20/30 |  | EUR | 1,300,000 | 1,300,000 | 0 | % | 103.632 | 1,347,214.83 | 0.09 |
| DE000A2TSDV6 | 0.0500 % DZ HYP AG MTN Hyp.-Pfe. R.1215 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 0 | 0 | % | 103.138 | 3,094,150.80 | 0.20 |
| XS2035564629 | 1.6250 % EnBW Energie Baden- Württem. AG FLR Anl. 19/79 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 700,000 | 0 | 0 | % | 100.931 | 706,520.29 | 0.05 |
| XS2035564975 | 1.1250 % EnBW Energie Baden- Württem. AG FLR Anl. 19/79 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,200,000 | 0 | 0 | % | 100.148 | 1,201,776.00 | 0.08 |
| XS1713463559 | 3.3750 % ENEL S.p.A. FLR Cap. Secs 18/81  2) | EUR | 1,050,000 | 0 | 0 | % | 110.738 | 1,162,746.69 | 0.08 |
| FR0014000RR2 | 1.5000 % Engie S.A. FLR Notes 20/Und. |  | EUR | 1,500,000 | 1,500,000 | 0 | % | 100.243 | 1,503,648.15 | 0.10 |
| XS2242931603 | 3.3750 % ENI S.p.A. FLR Notes 20/Und. |  | EUR | 1,400,000 | 1,400,000 | 0 | % | 106.538 | 1,491,537.74 | 0.10 |
| XS2242929532 | 2.6250 % ENI S.p.A. FLR Notes 20/Und. |  | EUR | 1,700,000 | 1,700,000 | 0 | % | 104.455 | 1,775,726.84 | 0.12 |
| XS2107315470 | 0.6250 % ENI S.p.A. MTN 20/30 |  | EUR | 1,350,000 | 1,350,000 | 0 | % | 103.654 | 1,399,322.79 | 0.09 |
| AT0000A2L583 | 4.2500 % Erste Group Bank AG FLR MTN 20/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,800,000 | 3,800,000 | 0 | % | 101.202 | 3,845,662.70 | 0.25 |
| EU000A1G0DD4 | 1.2000 % Europ.Fin.Stab.Facility (EFSF) MTN 15/45 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4,000,000 | 4,000,000 | 0 | % | 126.004 | 5,040,172.80 | 0.33 |
| EU000A1G0DR4 | 0.7500 % Europ.Fin.Stab.Facility (EFSF) MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 108.291 | 3,248,736.00 | 0.21 |
| EU000A1G0DL7 | 1.7000 % Europ.Fin.Stab.Facility (EFSF) MTN 17/43 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 0 | 0 | % | 135.405 | 2,708,100.00 | 0.18 |
| EU000A1G0EE0 | 0.0500 % Europ.Fin.Stab.Facility (EFSF) MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4,000,000 | 0 | 8,000,000 | % | 104.198 | 4,167,910.80 | 0.27 |
| EU000A284451 | 0.0000 % Europaeische Union MTN 20/25 |  | EUR | 1,250,000 | 1,250,000 | 0 | % | 103.074 | 1,288,430.88 | 0.08 |
| EU000A283859 | 0.0000 % Europaeische Union MTN 20/30 |  | EUR | 1,500,000 | 1,500,000 | 0 | % | 104.418 | 1,566,273.30 | 0.10 |
| EU000A1GVVF8 | 3.0000 % Europäische Union MTN 11/26 |  | EUR | 1,000,000 | 0 | 0 | % | 121.076 | 1,210,762.30 | 0.08 |
| EU000A1U9894 | 1.0000 % Europäischer Stabilitäts. (ESM) MTN 15/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 7,000,000 | 0 | 0 | % | 107.706 | 7,539,422.10 | 0.49 |
| EU000A1Z99B9 | 0.7500 % Europäischer Stabilitäts. (ESM) MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5,000,000 | 0 | 0 | % | 108.185 | 5,409,248.00 | 0.35 |
| EU000A1Z99H6 | 0.5000 % Europäischer Stabilitäts. (ESM) MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,100,000 | 0 | 0 | % | 107.818 | 3,342,358.93 | 0.22 |
| XS1422953932 | 1.0000 % European Investment Bank MTN 16/32 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,500,000 | 0 | 0 | % | 115.244 | 4,033,542.45 | 0.26 |
| XS1555331617 | 0.5000 % European Investment Bank MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,500,000 | 0 | 0 | % | 106.685 | 2,667,132.25 | 0.17 |
| XS1612977717 | 1.1250 % European Investment Bank MTN 17/33 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,500,000 | 0 | 2,000,000 | % | 116.970 | 1,754,543.40 | 0.12 |
| DE000A2GSFF1 | 2.1250 % Evonik Industries AG FLR Nachr. Anl. 17/77 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,400,000 | 0 | 0 | % | 102.513 | 1,435,187.60 | 0.09 |
| XS2196322312 | 0.5240 % Exxon Mobil Corp. Notes 20/28 Reg.S | EUR | 4,050,000 | 4,050,000 | 0 | % | 102.816 | 4,164,050.43 | 0.27 |
| XS2231792586 | 0.5000 % FCA Bank S.p.A. (Irish Branch) MTN 20/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,500,000 | 1,500,000 | 0 | % | 100.999 | 1,514,990.25 | 0.10 |
| XS2258558464 | 0.1250 % FCA Bank S.p.A. (Irish Branch) MTN 20/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,400,000 | 1,400,000 | 0 | % | 99.991 | 1,399,874.14 | 0.09 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| XS1843436228 | 1.5000 % Fidelity Natl Inform. Svcs Inc. Notes 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,500,000 | 0 | 0 | % | 108.344 | 2,708,603.75 | 0.18 |
| DE000A2G8W40 | 1.2000 % Freie Hansestadt Bremen Landessch. Ausg.215 19/34 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,000,000 | 1,000,000 | 0 | % | 116.557 | 1,165,569.30 | 0.08 |
| DE000A2G8W65 | 1.0000 % Freie Hansestadt Bremen Landessch. Ausg.217 19/39 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,350,000 | 0 | 0 | % | 116.891 | 1,578,028.77 | 0.10 |
| XS2101357072 | 0.7500 % Fresenius SE & Co. KGaA MTN 20/28 | EUR | 1,900,000 | 1,900,000 | 0 | % | 103.520 | 1,966,887.22 | 0.13 |
| FR0013205069 | 1.0000 % Gecina S.A. MTN 16/29 |  | EUR | 1,000,000 | 0 | 0 | % | 106.981 | 1,069,806.90 | 0.07 |
| XS1612542826 | 0.8750 % General Electric Co. Notes 17/25 | EUR | 1,000,000 | 0 | 0 | % | 102.935 | 1,029,345.40 | 0.07 |
| XS1811181566 | 2.5000 % Grand City Properties S.A. FLR Notes 18/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,200,000 | 0 | 0 | % | 103.181 | 1,238,172.48 | 0.08 |
| FR0013447125 | 2.1250 % Groupama Assurances Mutuelles Notes 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,100,000 | 0 | 0 | % | 102.993 | 1,132,922.01 | 0.07 |
| XS2261215011 | 0.5000 % Holcim Finance (Luxembg) S.A. MTN 20/31 Reg.S |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,100,000 | 2,100,000 | 0 | % | 100.347 | 2,107,282.80 | 0.14 |
| FR0013444304 | 0.1000 % HSBC France S.A. MTN 19/27 |  | EUR | 1,100,000 | 0 | 1,100,000 | % | 100.852 | 1,109,367.82 | 0.07 |
| XS2251736646 | 0.3090 % HSBC Holdings PLC FLR MTN 20/26 | EUR | 2,000,000 | 2,000,000 | 0 | % | 101.359 | 2,027,181.40 | 0.13 |
| XS2251736992 | 0.7700 % HSBC Holdings PLC FLR MTN 20/31 | EUR | 1,600,000 | 1,600,000 | 0 | % | 102.504 | 1,640,059.36 | 0.11 |
| FR0013535150 | 1.3750 % Icade Sante SAS Obl. 20/30 |  | EUR | 600,000 | 600,000 | 0 | % | 107.148 | 642,889.74 | 0.04 |
| FR0013414158 | 1.0000 % Ile-de-France Mobilités MTN 19/34 | EUR | 800,000 | 0 | 0 | % | 112.109 | 896,869.84 | 0.06 |
| FR0014000KN6 | 0.2000 % Ile-de-France Mobilités MTN 20/35 | EUR | 2,600,000 | 2,600,000 | 0 | % | 100.636 | 2,616,545.88 | 0.17 |
| FR0013231768 | 1.5000 % IMERYS S.A. MTN 17/27 |  | EUR | 800,000 | 0 | 0 | % | 103.612 | 828,893.68 | 0.05 |
| XS1935128956 | 2.6250 % Immofinanz AG Notes 19/23 |  | EUR | 1,000,000 | 0 | 0 | % | 103.029 | 1,030,287.00 | 0.07 |
| XS2243564478 | 2.5000 % Immofinanz AG Notes 20/27 |  | EUR | 2,300,000 | 2,300,000 | 0 | % | 103.006 | 2,369,140.99 | 0.16 |
| XS2194283672 | 1.1250 % Infineon Technologies AG MTN 20/26 | EUR | 1,600,000 | 1,600,000 | 0 | % | 105.857 | 1,693,708.64 | 0.11 |
| XS2244936659 | 1.6250 % Infrastrutt. Wireless Italiane MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,800,000 | 1,800,000 | 0 | % | 102.757 | 1,849,618.44 | 0.12 |
| XS1952576475 | 0.7500 % ING Bank N.V. MT Mortg.Cov. Bds 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 1,800,000 | 2,000,000 | % | 109.083 | 3,272,477.70 | 0.21 |
| XS1590823859 | 3.0000 % ING Groep N.V. FLR MTN 17/28 |  | EUR | 1,700,000 | 0 | 0 | % | 106.090 | 1,803,536.29 | 0.12 |
| XS1998930926 | 0.2500 % International Bank Rec. Dev. MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4,000,000 | 4,000,000 | 0 | % | 104.716 | 4,188,623.20 | 0.27 |
| XS2122894855 | 0.0000 % International Bank Rec. Dev. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 102.523 | 2,050,464.60 | 0.13 |
| XS2081018629 | 1.0000 % Intesa Sanpaolo S.p.A. Pref. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4,500,000 | 4,500,000 | 0 | % | 103.805 | 4,671,235.80 | 0.31 |
| XS2022424993 | 1.7500 % Intesa Sanpaolo S.p.A. Pref. MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,300,000 | 0 | 0 | % | 109.297 | 1,420,856.58 | 0.09 |
| XS2115091808 | 0.6500 % Intl Business Machines Corp. Notes 20/32 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,700,000 | 2,700,000 | 0 | % | 103.276 | 2,788,438.50 | 0.18 |
| XS2066003901 | 0.0000 % Intl Development Association MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,300,000 | 0 | 0 | % | 102.408 | 1,331,302.05 | 0.09 |
| FR0013509627 | 2.0000 % JCDecaux S.A. Bonds 20/24 |  | EUR | 2,400,000 | 2,400,000 | 0 | % | 106.075 | 2,545,805.52 | 0.17 |
| FR0013509643 | 2.6250 % JCDecaux S.A. Bonds 20/28 |  | EUR | 3,000,000 | 3,800,000 | 800,000 | % | 109.053 | 3,271,603.80 | 0.21 |
| XS2243666125 | 0.3750 % Jyske Bank A/S Non- Pref. FLR MTN 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,000,000 | 1,000,000 | 0 | % | 100.260 | 1,002,603.10 | 0.07 |
| FR0014000KT3 | 0.8750 % Klépierre S.A. MTN 20/31 |  | EUR | 2,400,000 | 2,400,000 | 0 | % | 101.837 | 2,444,079.60 | 0.16 |
| XS2229470146 | 0.8750 % Kon. KPN N.V. MTN 20/32 |  | EUR | 1,400,000 | 1,400,000 | 0 | % | 101.359 | 1,419,025.86 | 0.09 |
| BE0000351602 | 0.0000 % Königreich Belgien Bons d’Etat 20/27 | EUR | 6,500,000 | 6,500,000 | 0 | % | 103.893 | 6,753,035.90 | 0.44 |
| BE0000347568 | 0.9000 % Königreich Belgien Obl. Lin. 19/29 | EUR | 1,500,000 | 0 | 3,500,000 | % | 111.912 | 1,678,680.00 | 0.11 |
| BE0000348574 | 1.7000 % Königreich Belgien Obl. Lin. 19/50 | EUR | 1,800,000 | 0 | 4,000,000 | % | 139.404 | 2,509,271.82 | 0.16 |
| BE0000350596 | 0.4000 % Königreich Belgien Obl. Lin. 20/40 | EUR | 9,000,000 | 10,850,000 | 1,850,000 | % | 106.007 | 9,540,603.00 | 0.63 |
| BE0000320292 | 4.2500 % Königreich Belgien Obl. Lin. S.60 10/41 | EUR | 3,000,000 | 2,000,000 | 0 | % | 183.208 | 5,496,239.70 | 0.36 |
| BE0000324336 | 4.5000 % Königreich Belgien Obl. Lin. S.64 11/26 | EUR | 5,500,000 | 0 | 0 | % | 127.868 | 7,032,740.00 | 0.46 |
| BE0000339482 | 0.2000 % Königreich Belgien Obl. Lin. S.79 16/23 | EUR | 9,000,000 | 0 | 0 | % | 102.684 | 9,241,560.00 | 0.61 |
| BE0000345547 | 0.8000 % Königreich Belgien Obl. Lin. S.85 18/28 | EUR | 2,000,000 | 2,000,000 | 0 | % | 110.261 | 2,205,220.00 | 0.14 |
| NL0010733424 | 2.0000 % Königreich Niederlande Anl. 14/24 | EUR | 10,000,000 | 0 | 0 | % | 110.075 | 11,007,500.00 | 0.72 |
| ES00000124H4 | 5.1500 % Königreich Spanien Bonos 13/44 | EUR | 1,500,000 | 0 | 0 | % | 197.482 | 2,962,230.00 | 0.19 |
| ES0000012B88 | 1.4000 % Königreich Spanien Bonos 18/28 | EUR | 10,000,000 | 0 | 0 | % | 112.113 | 11,211,300.00 | 0.74 |
| ES0000012B47 | 2.7000 % Königreich Spanien Bonos 18/48 | EUR | 7,000,000 | 8,000,000 | 5,000,000 | % | 146.966 | 10,287,620.00 | 0.67 |
| ES0000012E85 | 0.2500 % Königreich Spanien Bonos 19/24 | EUR | 17,000,000 | 22,000,000 | 15,000,000 | % | 102.940 | 17,499,800.00 | 1.15 |
| ES0000012E69 | 1.8500 % Königreich Spanien Bonos 19/35 | EUR | 3,500,000 | 7,000,000 | 6,500,000 | % | 121.053 | 4,236,855.00 | 0.28 |
| ES00000127A2 | 1.9500 % Königreich Spanien Obligaciones 15/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5,000,000 | 1,000,000 | 0 | % | 118.689 | 5,934,450.00 | 0.39 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| ES00000127Z9 | 1.9500 % Königreich Spanien Obligaciones 16/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 15,000,000 | 5,000,000 | 0 | % | 112.826 | 16,923,900.00 | 1.11 |
| ES0000012A89 | 1.4500 % Königreich Spanien Obligaciones 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4,000,000 | 8,000,000 | 4,000,000 | % | 111.670 | 4,466,800.00 | 0.29 |
| ES00000128Q6 | 2.3500 % Königreich Spanien Obligaciones 17/33 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,500,000 | 0 | 1,500,000 | % | 126.199 | 1,892,985.00 | 0.12 |
| ES0000012F76 | 0.5000 % Königreich Spanien Obligaciones 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5,000,000 | 9,150,000 | 4,150,000 | % | 104.736 | 5,236,800.00 | 0.34 |
| ES0000012G34 | 1.2500 % Königreich Spanien Obligaciones 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5,200,000 | 5,200,000 | 0 | % | 111.733 | 5,810,116.00 | 0.38 |
| ES0000012G42 | 1.2000 % Königreich Spanien Obligaciones 20/40 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,500,000 | 6,500,000 | 4,000,000 | % | 110.704 | 2,767,600.00 | 0.18 |
| DE000A11QTD2 | 0.6250 % Kreditanst.f.Wiederaufbau Anl. 15/25 | EUR | 3,700,000 | 0 | 0 | % | 105.220 | 3,893,132.97 | 0.26 |
| DE000A168Y55 | 0.3750 % Kreditanst.f.Wiederaufbau Anl. 16/26 | EUR | 5,000,000 | 0 | 0 | % | 105.241 | 5,262,045.00 | 0.34 |
| DE000A2DAR65 | 0.6250 % Kreditanst.f.Wiederaufbau Anl. 17/27 | EUR | 2,500,000 | 0 | 4,500,000 | % | 107.507 | 2,687,664.75 | 0.18 |
| DE000A2GSNR0 | 0.6250 % Kreditanst.f.Wiederaufbau Anl. 18/28 | EUR | 1,000,000 | 0 | 0 | % | 108.262 | 1,082,616.60 | 0.07 |
| DE000A168Y48 | 1.2500 % Kreditanst.f.Wiederaufbau MTN 16/36 | EUR | 1,300,000 | 3,000,000 | 1,700,000 | % | 120.713 | 1,569,263.28 | 0.10 |
| DE000A2LQSN2 | 0.7500 % Kreditanst.f.Wiederaufbau MTN 19/29 | EUR | 1,550,000 | 0 | 8,450,000 | % | 110.014 | 1,705,221.96 | 0.11 |
| FR0013399169 | 0.5000 % La Banq. Postale Home Loan SFH MT Obl.FinHab 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,900,000 | 0 | 0 | % | 104.936 | 1,993,788.75 | 0.13 |
| FR0013518024 | 0.5000 % La Banque Postale FLR Non-Pref. MTN 20/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,100,000 | 2,100,000 | 0 | % | 101.496 | 2,131,418.52 | 0.14 |
| FR0014000774 | 0.7500 % La Mondiale Notes 20/26 |  | EUR | 900,000 | 900,000 | 0 | % | 100.955 | 908,597.07 | 0.06 |
| DE000A2TR6J9 | 0.3750 % Land Brandenburg Schatzanw. 20/35 | EUR | 2,000,000 | 2,000,000 | 0 | % | 106.239 | 2,124,780.40 | 0.14 |
| DE000A1RQC02 | 0.7500 % Land Hessen Schatzanw. S.1607 16/36 | EUR | 1,000,000 | 1,000,000 | 0 | % | 111.908 | 1,119,078.40 | 0.07 |
| DE000NRW0JJ8 | 1.2500 % Land Nordrhein-Westfalen MT Landessch.R.1410 16/36 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 119.860 | 2,397,207.80 | 0.16 |
| DE000NRW0J22 | 1.0000 % Land Nordrhein-Westfalen MT Landessch.R.1427 16/46 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 121.248 | 2,424,969.20 | 0.16 |
| XS1957349332 | 0.5000 % Landwirtschaftliche Rentenbank MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,350,000 | 0 | 0 | % | 107.874 | 2,535,032.19 | 0.17 |
| XS1793273092 | 0.8750 % Lb.Hessen-Thüringen GZ MTN Öff.-Pfe. S.H320 18/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,900,000 | 0 | 0 | % | 109.241 | 3,167,984.94 | 0.21 |
| XS2199716304 | 2.3750 % Leonardo S.p.A. MTN 20/26 |  | EUR | 3,500,000 | 3,500,000 | 0 | % | 103.707 | 3,629,735.20 | 0.24 |
| XS1749378342 | 0.6250 % Lloyds Banking Group PLC FLR MTN 18/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 0 | 500,000 | % | 101.173 | 2,023,453.00 | 0.13 |
| IT0005378036 | 0.5000 % Mediobanca - Bca Cred. Fin. SpA Mortg.Cov.MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,100,000 | 0 | 0 | % | 104.648 | 1,151,122.83 | 0.08 |
| XS2027957815 | 1.1250 % Mediobanca - Bca Cred. Fin. SpA Preferred MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,550,000 | 0 | 0 | % | 103.942 | 1,611,102.24 | 0.11 |
| XS2218405772 | 1.6250 % Merck KGaA FLR Sub.Anl. 20/80 |  | EUR | 2,200,000 | 2,200,000 | 0 | % | 101.726 | 2,237,972.66 | 0.15 |
| XS2151059206 | 2.3750 % Mondi Finance Europe GmbH MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,600,000 | 1,600,000 | 0 | % | 115.214 | 1,843,428.00 | 0.12 |
| XS1511787589 | 1.3750 % Morgan Stanley MTN S.G 16/26 |  | EUR | 1,650,000 | 0 | 0 | % | 107.712 | 1,777,244.04 | 0.12 |
| XS2221845683 | 1.2500 % Muenchener Rueckvers.-Gs. AG FLR Nachr. Anl. 20/41 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,800,000 | 1,800,000 | 0 | % | 101.827 | 1,832,886.90 | 0.12 |
| XS1788515606 | 1.7500 % NatWest Group PLC FLR MTN 18/26 | EUR | 2,000,000 | 0 | 0 | % | 105.752 | 2,115,043.80 | 0.14 |
| XS2080205367 | 0.7500 % NatWest Group PLC FLR MTN 19/25 | EUR | 2,000,000 | 2,000,000 | 1,600,000 | % | 101.656 | 2,033,117.40 | 0.13 |
| XS1499594916 | 0.7500 % Nederlandse Waterschapsbank NV MTN 16/41 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 111.704 | 2,234,079.80 | 0.15 |
| XS1076781589 | 4.3750 % NN Group N.V. FLR MTN 14/Und. | EUR | 1,200,000 | 0 | 0 | % | 110.385 | 1,324,614.96 | 0.09 |
| XS2079316753 | 0.0500 % Nord/LB Lux.S.A. Cov. Bond Bk. MT L.d.G.Publ. 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 600,000 | 600,000 | 0 | % | 101.323 | 607,940.10 | 0.04 |
| XS2258389415 | 0.1000 % OP Yrityspankki Oyj Preferred MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,450,000 | 2,450,000 | 0 | % | 100.317 | 2,457,766.50 | 0.16 |
| FR0013447877 | 1.7500 % Orange S.A. FLR MTN 19/Und. |  | EUR | 1,600,000 | 2,000,000 | 2,000,000 | % | 102.555 | 1,640,877.60 | 0.11 |
| FR00140005L7 | 1.7500 % Orange S.A. FLR MTN 20/Und. |  | EUR | 1,500,000 | 1,500,000 | 0 | % | 102.442 | 1,536,630.60 | 0.10 |
| XS2051788219 | 1.0000 % Origin Energy Finance Ltd. MTN 19/29 | EUR | 1,500,000 | 0 | 0 | % | 100.026 | 1,500,385.35 | 0.10 |
| XS2010036874 | 1.7500 % Orsted A/S FLR Notes 19/Und. |  | EUR | 2,000,000 | 2,850,000 | 850,000 | % | 102.264 | 2,045,280.80 | 0.13 |
| XS1489391109 | 1.2500 % PartnerRe Ireland Finance DAC Notes 16/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,400,000 | 0 | 0 | % | 105.645 | 1,479,034.48 | 0.10 |
| XS1303312034 | 0.8750 % Provinz British Columbia MTN 15/25 | EUR | 3,000,000 | 0 | 0 | % | 105.966 | 3,178,990.80 | 0.21 |
| FR0013476090 | 1.1250 % RCI Banque S.A. MTN 20/27 |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 101.574 | 3,047,224.80 | 0.20 |
| XS2178957077 | 1.8750 % Redexis Gas Finance B.V. MTN 20/25 | EUR | 1,400,000 | 1,400,000 | 0 | % | 106.784 | 1,494,980.48 | 0.10 |
| BE6313645127 | 0.2500 % Région Wallonne MTN 19/26 |  | EUR | 1,200,000 | 0 | 0 | % | 103.166 | 1,237,994.16 | 0.08 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| FR0011486067 | 1.7500 % Rep. Frankreich OAT 13/23 |  | EUR | 15,000,000 | 10,000,000 | 0 | % | 106.207 | 15,931,050.00 | 1.04 |
| FR0011619436 | 2.2500 % Rep. Frankreich OAT 13/24 |  | EUR | 17,000,000 | 0 | 0 | % | 110.455 | 18,777,350.00 | 1.24 |
| FR0011461037 | 3.2500 % Rep. Frankreich OAT 13/45 |  | EUR | 8,500,000 | 0 | 0 | % | 173.767 | 14,770,194.15 | 0.97 |
| FR0011883966 | 2.5000 % Rep. Frankreich OAT 14/30 |  | EUR | 840,000 | 0 | 11,160,000 | % | 128.105 | 1,076,081.92 | 0.07 |
| FR0012517027 | 0.5000 % Rep. Frankreich OAT 15/25 |  | EUR | 28,000,000 | 10,000,000 | 0 | % | 105.344 | 29,496,320.00 | 1.94 |
| FR0013250560 | 1.0000 % Rep. Frankreich OAT 16/27  6) |  | EUR | 24,000,000 | 5,000,000 | 0 | % | 110.401 | 26,496,240.00 | 1.75 |
| FR0013154044 | 1.2500 % Rep. Frankreich OAT 16/36 |  | EUR | 16,000,000 | 12,000,000 | 12,500,000 | % | 120.857 | 19,337,118.40 | 1.28 |
| FR0013341682 | 0.7500 % Rep. Frankreich OAT 17/28 |  | EUR | 19,000,000 | 0 | 0 | % | 110.179 | 20,934,008.10 | 1.38 |
| FR0013257524 | 2.0000 % Rep. Frankreich OAT 17/48 |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 146.827 | 2,936,539.80 | 0.19 |
| FR0013407236 | 0.5000 % Rep. Frankreich OAT 18/29 |  | EUR | 8,000,000 | 8,000,000 | 0 | % | 108.328 | 8,666,239.20 | 0.57 |
| FR0013404969 | 1.5000 % Rep. Frankreich OAT 18/50 |  | EUR | 9,000,000 | 4,500,000 | 2,500,000 | % | 134.337 | 12,090,329.10 | 0.79 |
| FR0013515806 | 0.5000 % Rep. Frankreich OAT 20/40 |  | EUR | 5,000,000 | 5,000,000 | 0 | % | 108.274 | 5,413,719.00 | 0.35 |
| FR0013480613 | 0.7500 % Rep. Frankreich OAT 20/52 |  | EUR | 5,500,000 | 5,500,000 | 0 | % | 112.389 | 6,181,394.45 | 0.41 |
| FI4000148630 | 0.7500 % Republik Finnland Bonds 15/31 |  | EUR | 3,000,000 | 2,000,000 | 1,000,000 | % | 112.190 | 3,365,688.90 | 0.22 |
| FI4000369467 | 0.5000 % Republik Finnland Bonds 19/29 |  | EUR | 4,200,000 | 0 | 0 | % | 108.898 | 4,573,721.88 | 0.30 |
| XS1810775145 | 1.7500 % Republik Indonesien Notes 18/25 | EUR | 1,250,000 | 1,250,000 | 0 | % | 104.974 | 1,312,176.25 | 0.09 |
| IE00BDHDPQ37 | 0.0000 % Republik Irland Treasury Bonds 17/22 | EUR | 5,000,000 | 10,000,000 | 5,000,000 | % | 101.304 | 5,065,200.00 | 0.33 |
| IE00BKFVC899 | 0.2000 % Republik Irland Treasury Bonds 20/30 | EUR | 5,500,000 | 5,500,000 | 0 | % | 104.897 | 5,769,335.00 | 0.38 |
| IT0004356843 | 4.7500 % Republik Italien B.T.P. 08/23 |  | EUR | 6,000,000 | 0 | 0 | % | 113.776 | 6,826,560.00 | 0.45 |
| IT0004532559 | 5.0000 % Republik Italien B.T.P. 09/40 |  | EUR | 5,500,000 | 0 | 0 | % | 167.053 | 9,187,914.45 | 0.60 |
| IT0005045270 | 2.5000 % Republik Italien B.T.P. 14/24 |  | EUR | 10,000,000 | 0 | 0 | % | 110.744 | 11,074,400.00 | 0.73 |
| IT0005024234 | 3.5000 % Republik Italien B.T.P. 14/30 |  | EUR | 4,000,000 | 0 | 6,000,000 | % | 127.450 | 5,097,999.60 | 0.33 |
| IT0005086886 | 1.3500 % Republik Italien B.T.P. 15/22 |  | EUR | 24,000,000 | 0 | 0 | % | 102.488 | 24,597,120.00 | 1.62 |
| IT0005090318 | 1.5000 % Republik Italien B.T.P. 15/25 |  | EUR | 10,000,000 | 7,000,000 | 11,000,000 | % | 107.254 | 10,725,400.00 | 0.70 |
| IT0005215246 | 0.6500 % Republik Italien B.T.P. 16/23 |  | EUR | 6,000,000 | 7,000,000 | 11,000,000 | % | 102.856 | 6,171,360.00 | 0.40 |
| IT0005210650 | 1.2500 % Republik Italien B.T.P. 16/26 |  | EUR | 15,000,000 | 10,000,000 | 4,000,000 | % | 106.892 | 16,033,798.50 | 1.05 |
| IT0005217390 | 2.8000 % Republik Italien B.T.P. 16/67 |  | EUR | 1,000,000 | 2,000,000 | 1,000,000 | % | 133.636 | 1,336,359.90 | 0.09 |
| IT0005240350 | 2.4500 % Republik Italien B.T.P. 17/33 |  | EUR | 7,000,000 | 7,000,000 | 0 | % | 119.984 | 8,398,879.30 | 0.55 |
| IT0005273013 | 3.4500 % Republik Italien B.T.P. 17/48 |  | EUR | 6,000,000 | 3,500,000 | 2,000,000 | % | 146.765 | 8,805,899.40 | 0.58 |
| IT0005340929 | 2.8000 % Republik Italien B.T.P. 18/28 |  | EUR | 8,000,000 | 3,000,000 | 5,000,000 | % | 119.359 | 9,548,719.20 | 0.63 |
| IT0005358806 | 3.3500 % Republik Italien B.T.P. 18/35 |  | EUR | 9,000,000 | 0 | 5,900,000 | % | 132.740 | 11,946,599.10 | 0.78 |
| IT0005321325 | 2.9500 % Republik Italien B.T.P. 18/38 |  | EUR | 9,000,000 | 5,000,000 | 0 | % | 129.964 | 11,696,759.10 | 0.77 |
| IT0005363111 | 3.8500 % Republik Italien B.T.P. 18/49 |  | EUR | 7,500,000 | 7,900,000 | 5,000,000 | % | 157.708 | 11,828,100.00 | 0.78 |
| IT0005366007 | 1.0000 % Republik Italien B.T.P. 19/22 |  | EUR | 20,000,000 | 20,000,000 | 0 | % | 102.408 | 20,481,600.00 | 1.35 |
| IT0005365165 | 3.0000 % Republik Italien B.T.P. 19/29 |  | EUR | 5,000,000 | 15,000,000 | 15,000,000 | % | 122.068 | 6,103,399.50 | 0.40 |
| IT0005377152 | 3.1000 % Republik Italien B.T.P. 19/40 |  | EUR | 5,000,000 | 5,000,000 | 0 | % | 133.081 | 6,654,049.50 | 0.44 |
| IT0005398406 | 2.4500 % Republik Italien B.T.P. 19/50 |  | EUR | 7,000,000 | 7,000,000 | 0 | % | 124.489 | 8,714,230.00 | 0.57 |
| IT0005405318 | 0.6000 % Republik Italien B.T.P. 20/23 |  | EUR | 5,000,000 | 5,000,000 | 0 | % | 102.517 | 5,125,850.00 | 0.34 |
| IT0005413171 | 1.6500 % Republik Italien B.T.P. 20/30 |  | EUR | 14,000,000 | 14,000,000 | 0 | % | 110.650 | 15,490,998.60 | 1.02 |
| IT0005402117 | 1.4500 % Republik Italien B.T.P. 20/36 |  | EUR | 7,000,000 | 7,000,000 | 0 | % | 107.023 | 7,491,627.50 | 0.49 |
| IT0005329344 | 0.1000 % Republik Italien Inflation- Ind. Lkd B.T.P. 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5,000,000 | 0 | 5,000,000 | % | 102.132 | 5,245,976.06 | 0.34 |
| IT0005410912 | 1.4000 % Republik Italien Inflation- Ind. Lkd B.T.P. 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 8,475,000 | 8,475,000 | 0 | % | 105.822 | 8,961,376.79 | 0.59 |
| XS2226969686 | 0.0000 % Republik Korea Bonds 20/25 |  | EUR | 450,000 | 450,000 | 0 | % | 102.343 | 460,544.72 | 0.03 |
| XS2168038417 | 0.2500 % Republik Litauen MTN 20/25 |  | EUR | 1,000,000 | 1,000,000 | 0 | % | 103.033 | 1,030,326.70 | 0.07 |
| XS1958534528 | 1.0000 % Republik Polen MTN 19/29 |  | EUR | 1,350,000 | 0 | 0 | % | 109.355 | 1,476,290.61 | 0.10 |
| XS2114767457 | 0.0000 % Republik Polen MTN 20/25 |  | EUR | 1,500,000 | 1,500,000 | 0 | % | 101.114 | 1,516,707.15 | 0.10 |
| PTOTE5OE0007 | 4.1000 % Republik Portugal Obl. 06/37 |  | EUR | 2,500,000 | 2,500,000 | 5,000,000 | % | 158.553 | 3,963,825.00 | 0.26 |
| PTOTEROE0014 | 3.8750 % Republik Portugal Obr. 14/30 |  | EUR | 7,000,000 | 5,000,000 | 0 | % | 136.316 | 9,542,120.00 | 0.63 |
| PTOTESOE0013 | 2.2000 % Republik Portugal Obr. 15/22 |  | EUR | 3,000,000 | 0 | 0 | % | 105.497 | 3,164,910.00 | 0.21 |
| PTOTETOE0012 | 2.8750 % Republik Portugal Obr. 16/26 |  | EUR | 5,000,000 | 2,000,000 | 0 | % | 118.625 | 5,931,250.00 | 0.39 |
| PTOTEUOE0019 | 4.1250 % Republik Portugal Obr. 17/27 |  | EUR | 2,000,000 | 0 | 5,000,000 | % | 128.672 | 2,573,440.00 | 0.17 |
| PTOTEVOE0018 | 2.1250 % Republik Portugal Obr. 18/28 |  | EUR | 5,000,000 | 5,000,000 | 0 | % | 118.497 | 5,924,850.00 | 0.39 |
| PTOTEWOE0017 | 2.2500 % Republik Portugal Obr. 18/34 |  | EUR | 7,000,000 | 7,000,000 | 5,000,000 | % | 126.302 | 8,841,140.00 | 0.58 |
| PTOTEXOE0024 | 1.9500 % Republik Portugal Obr. 19/29 |  | EUR | 4,000,000 | 6,000,000 | 6,000,000 | % | 117.874 | 4,714,960.00 | 0.31 |
| PTOTEMOE0035 | 0.7000 % Republik Portugal Obr. 20/27 |  | EUR | 4,000,000 | 12,000,000 | 8,000,000 | % | 106.691 | 4,267,640.00 | 0.28 |
| PTOTELOE0028 | 0.4750 % Republik Portugal Obr. 20/30 |  | EUR | 7,000,000 | 7,000,000 | 0 | % | 104.563 | 7,319,410.00 | 0.48 |
| XS1129788524 | 2.8750 % Republik Rumänien MTN 14/24 |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 109.579 | 2,191,585.00 | 0.14 |
| XS2178857285 | 2.7500 % Republik Rumänien MTN 20/26 Reg.S | EUR | 2,850,000 | 2,850,000 | 0 | % | 110.014 | 3,135,403.28 | 0.21 |
| XS2178857954 | 3.6240 % Republik Rumänien MTN 20/30 Reg.S | EUR | 1,400,000 | 1,400,000 | 0 | % | 118.346 | 1,656,846.10 | 0.11 |
| XS2063268754 | 1.2500 % Royal Mail PLC Notes 19/26 |  | EUR | 850,000 | 0 | 0 | % | 103.063 | 876,034.57 | 0.06 |
| XS2010045198 | 0.2500 % Schlumberger Finance B.V. Notes 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 4,400,000 | 2,400,000 | % | 101.820 | 2,036,401.20 | 0.13 |
| FR0013067196 | 3.0000 % SCOR SE FLR Notes 15/46 |  | EUR | 1,600,000 | 0 | 0 | % | 112.837 | 1,805,388.80 | 0.12 |
| FR0013535101 | 1.3750 % SCOR SE FLR Notes 20/51 |  | EUR | 1,300,000 | 1,300,000 | 0 | % | 101.215 | 1,315,792.92 | 0.09 |

Investment portfolio at 30/11/2020
| ISIN | Securities | Market | Shares/ Units/ Currency | Balance Purchases 30/11/2020	additions in the period und | Redemptions disposals er review | Price | Market value EUR | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| XS2075811781 XS2078735276 | 0.8750 % SES S.A. MTN 19/27 0.5000 % Shell International | EUR | 600,000 | 0 | 0 | % | 101.331 | 607,988.64 | 0.04 |
| XS1948598997 | Finance BV MTN 19/31 0.3750 % Skandinaviska Enskilda | EUR | 1,650,000 | 0 | 0 | % | 102.835 | 1,696,770.74 | 0.11 |
|  | Banken MT Cov. Bds 19/26 | EUR | 2,250,000 | 0 | 0 | % | 104.188 | 2,344,240.35 | 0.15 |
| SK4000017158 | 0.2500 % Slowakei Anl. 20/25 | EUR | 4,050,000 | 4,050,000 | 0 | % | 103.844 | 4,205,669.45 | 0.28 |
| XS1615680151 FR0013515871 | 1.1250 % SNCF Réseau S.A. MTN 17/27 1.5000 % Société Foncière | EUR | 4,000,000 | 0 | 0 | % | 109.370 | 4,374,800.00 | 0.29 |
|  | Lyonnaise SA Obl. 20/27 | EUR | 1,200,000 | 1,200,000 | 0 | % | 106.376 | 1,276,511.88 | 0.08 |
| FR0014000OZ2 FR0013311503 | 1.0000 % Société Générale S.A. FLR MTN 20/30 1.1250 % Société Générale S.A. | EUR | 2,200,000 | 2,200,000 | 0 | % | 100.155 | 2,203,410.00 | 0.14 |
| FR0013398831 | Non-Preferred MTN 18/25 0.7500 % Société Générale SFH | EUR | 2,600,000 | 2,000,000 | 0 | % | 104.246 | 2,710,401.98 | 0.18 |
| FR0013481207 | S.A. MT Obl.Fin.Hab. 19/27 0.0100 % Société Générale SFH | EUR | 3,900,000 | 0 | 0 | % | 107.351 | 4,186,686.27 | 0.27 |
|  | S.A. MT Obl.Fin.Hab. 20/30 | EUR | 5,000,000 | 5,000,000 | 0 | % | 102.696 | 5,134,794.50 | 0.34 |
| XS2163333656 XS1947550403 | 1.0000 % Sodexo S.A. Notes 20/29 0.5000 % Sparebank. Sør Boligkreditt | EUR | 3,100,000 | 3,100,000 | 0 | % | 106.276 | 3,294,540.50 | 0.22 |
| XS2183818637 | AS Mrtg.Cov. MTN 19/26 2.5000 % Standard Chartered | EUR | 1,350,000 | 0 | 0 | % | 104.557 | 1,411,522.20 | 0.09 |
|  | PLC FLR MTN 20/30 | EUR | 950,000 | 950,000 | 0 | % | 106.796 | 1,014,562.67 | 0.07 |
| XS2087639626 | 0.7500 % Stryker Corp. Notes 19/29 | EUR | 1,500,000 | 0 | 0 | % | 104.138 | 1,562,076.60 | 0.10 |
| FR0013445335 | 1.6250 % Suez S.A. FLR Notes 19/Und. | EUR | 1,200,000 | 0 | 0 | % | 98.613 | 1,183,359.96 | 0.08 |
| XS1617859464 XS1946788194 | 1.0000 % Swedbank AB FLR MTN 17/27 0.5000 % Swedbank Hypotek | EUR | 1,200,000 | 0 | 0 | % | 100.941 | 1,211,292.00 | 0.08 |
|  | AB MT Cov. Bds 19/26 | EUR | 1,950,000 | 0 | 0 | % | 104.761 | 2,042,848.28 | 0.13 |
| XS2195096420 | 1.3750 % Symrise AG Anl. 20/27 | EUR | 950,000 | 950,000 | 0 | % | 105.521 | 1,002,449.50 | 0.07 |
| XS1729882024 | 2.2500 % Talanx AG FLR Nachr. Anl. 17/47 | EUR | 2,000,000 | 0 | 0 | % | 106.517 | 2,130,338.60 | 0.14 |
| XS1756296965 | 1.4470 % Telefonica Emisiones S.A.U. MTN 18/27 | EUR | 1,100,000 | 0 | 0 | % | 108.220 | 1,190,416.37 | 0.08 |
| XS1953240261 | 2.1250 % Telia Company AB MTN 19/34 | EUR | 550,000 | 0 | 0 | % | 121.124 | 666,180.35 | 0.04 |
| XS2262065159 | 0.1250 % TenneT Holding B.V. MTN 20/32 | EUR | 2,100,000 | 2,100,000 | 0 | % | 100.002 | 2,100,043.05 | 0.14 |
| XS2262065233 XS2086868010 | 0.5000 % TenneT Holding B.V. MTN 20/40 0.8750 % Tesco Corp. Treas. | EUR | 2,300,000 | 2,300,000 | 0 | % | 99.924 | 2,298,251.77 | 0.15 |
|  | Serv. PLC MTN 19/26 | EUR | 2,160,000 | 2,160,000 | 0 | % | 103.557 | 2,236,822.34 | 0.15 |
| FR0013537305 | 0.0000 % THALES S.A. MTN 20/26 | EUR | 3,400,000 | 3,400,000 | 0 | % | 100.040 | 3,401,360.00 | 0.22 |
| XS2233154538 | 0.1250 % The Coca-Cola Co. Notes 20/29 | EUR | 3,500,000 | 3,500,000 | 0 | % | 100.986 | 3,534,519.45 | 0.23 |
| XS2153409029 | 1.9940 % Total Capital Intl S.A. MTN 20/32 | EUR | 1,400,000 | 1,400,000 | 0 | % | 120.089 | 1,681,247.26 | 0.11 |
| XS1195202822 | 2.6250 % Total S.E. FLR MTN 15/Und. | EUR | 2,000,000 | 2,000,000 | 0 | % | 105.667 | 2,113,346.40 | 0.14 |
| CH0576402181 | 0.2500 % UBS Group AG FLR MTN 20/28 | EUR | 2,600,000 | 2,600,000 | 0 | % | 100.490 | 2,612,745.46 | 0.17 |
| XS1696445516 | 1.7500 % Ungarn Bonds 17/27 | EUR | 1,350,000 | 0 | 0 | % | 110.295 | 1,488,977.78 | 0.10 |
| XS1887498282 | 1.2500 % Ungarn Bonds 18/25 | EUR | 5,000,000 | 4,000,000 | 0 | % | 105.589 | 5,279,425.00 | 0.35 |
| XS2259191273 | 0.5000 % Ungarn Bonds 20/30 | EUR | 2,350,000 | 2,350,000 | 0 | % | 98.674 | 2,318,843.47 | 0.15 |
| XS2259191430 FR0013330529 | 1.5000 % Ungarn Bonds 20/50 2.1250 % Unibail-Rodamco-Westfield | EUR | 750,000 | 750,000 | 0 | % | 99.096 | 743,218.73 | 0.05 |
|  | SE FLR Bonds 18/Und. | EUR | 2,000,000 | 0 | 0 | % | 93.581 | 1,871,627.60 | 0.12 |
| XS1953271225 XS2017471553 | 4.8750 % UniCredit S.p.A. FLR MTN 19/29 1.2500 % UniCredit S.p.A. FLR | EUR | 2,000,000 | 0 | 0 | % | 109.137 | 2,182,736.60 | 0.14 |
| XS1754213947 | Preferred MTN 19/25 1.0000 % UniCredit S.p.A. Non- | EUR | 900,000 | 0 | 0 | % | 103.260 | 929,338.92 | 0.06 |
|  | Preferred MTN 18/23 | EUR | 1,300,000 | 0 | 0 | % | 102.170 | 1,328,208.70 | 0.09 |
| XS2063547041 XS1979446843 | 0.5000 % UniCredit S.p.A. Preferred MTN 19/25 1.5000 % Unio.di Banche Italiane | EUR | 1,400,000 | 0 | 0 | % | 101.455 | 1,420,367.76 | 0.09 |
| FR0124665995 | S.p.A. Preferred MTN 19/24 0.1250 % Union Natle Interp. | EUR | 700,000 | 0 | 0 | % | 105.227 | 736,587.67 | 0.05 |
| FR0013369758 | Em.Com.Ind. MTN 17/24 0.8750 % Union Natle Interp. | EUR | 5,000,000 | 5,000,000 | 0 | % | 102.158 | 5,107,924.00 | 0.33 |
| FR0013410008 | Em.Com.Ind. MTN 18/28 0.5000 % Union Natle Interp. | EUR | 2,000,000 | 0 | 0 | % | 109.150 | 2,182,990.00 | 0.14 |
| FR0013518487 | Em.Com.Ind. MTN 19/29 0.2500 % Union Natle Interp. | EUR | 1,200,000 | 0 | 0 | % | 106.537 | 1,278,444.12 | 0.08 |
| FR0013524410 | Em.Com.Ind. MTN 20/29 0.2500 % Union Natle Interp. | EUR | 3,300,000 | 3,300,000 | 0 | % | 104.599 | 3,451,781.19 | 0.23 |
|  | Em.Com.Ind. MTN 20/35 | EUR | 1,600,000 | 1,600,000 | 0 | % | 103.437 | 1,654,997.60 | 0.11 |
| XS2257961818 | 0.1250 % UPM Kymmene Corp. MTN 20/28 | EUR | 2,500,000 | 2,500,000 | 0 | % | 99.630 | 2,490,753.00 | 0.16 |

Investment portfolio at 30/11/2020
| ISIN | Securities | Market | Shares/ Units/ | Balance 30/11/2020 | Purchases additions | Redemptions disposals | Price | Market value EUR | % of net assets |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Currency |  | in the period | under review |  |  |  |  |
| FR00140007L3 | 2.5000 % Veolia Environnement |  |  |  |  |  |  |  |  |
| FR00140007K5 | S.A. FLR Notes 20/Und. 2.2500 % Veolia Environnement | EUR | 5,000,000 | 5,000,000 | 0 | % | 101.308 | 5,065,397.50 | 0.33 |
| XS2234567233 | S.A. FLR Notes 20/Und. 0.8750 % Volkswagen Intl | EUR | 1,000,000 | 3,100,000 | 2,100,000 | % | 102.032 | 1,020,322.20 | 0.07 |
|  | Finance N.V. MTN 20/28 | EUR | 1,500,000 | 1,500,000 | 0 | % | 103.721 | 1,555,808.25 | 0.10 |
| DE000A2R8ND3 | 0.6250 % Vonovia Finance B.V. MTN 19/27 | EUR | 2,000,000 | 2,000,000 | 0 | % | 103.872 | 2,077,440.20 | 0.14 |
| XS1987097430 | 0.5000 % Wells Fargo & Co. MTN 19/24 | EUR | 2,450,000 | 0 | 0 | % | 101.606 | 2,489,355.58 | 0.16 |
| FR0013521564 | 0.8750 % Worldline S.A. Obl. 20/27 | EUR | 1,200,000 | 3,200,000 | 2,000,000 | % | 104.259 | 1,251,111.72 | 0.08 |
| USD bonds |  |  |  |  |  |  |  | 17,546,219.00 | 1.15 |
| US465410CA47 | 1.2500 % Republik Italien Notes 20/26 | USD | 10,600,000 | 10,600,000 | 0 | % | 99.712 | 8,822,625.09 | 0.58 |
| XS0997000251 | 6.0000 % Republik Kroatien Notes 13/24 Reg.S | USD | 4,000,000 | 4,000,000 | 0 | % | 115.156 | 3,844,934.89 | 0.25 |
| XS1085735899 | 5.1250 % Republik Portugal MTN 14/24 Reg.S | USD | 5,000,000 | 5,000,000 | 0 | % | 116.893 | 4,878,659.02 | 0.32 |
| AUD bonds |  |  |  |  |  |  |  | 18,467,923.17 | 1.22 |
| AU0000097495 | 1.7500 % Commonwealth of Australia |  |  |  |  |  |  |  |  |
|  | Treas. Bds S.TB162 20/51 | AUD | 31,000,000 | 31,000,000 | 0 | % | 96.766 | 18,467,923.17 | 1.22 |
| Securities admitted to or included in regulated markets |  |  |  |  |  |  | 140,732,172.06 | 9.22 |
| Interest-bearing securities |  |  |  |  |  |  | 140,732,172.06 | 9.22 |
| EUR bonds |  |  |  |  |  |  | 107,524,158.07 | 7.05 |
| XS2131567138	4.3750 % ABN AMRO Bank N.V. |  |  |  |  |  |  |  |  |
| FLR Cap. Notes 20/Und. FR0013457058	0.5000 % Action Logement | EUR | 600,000 | 600,000 | 0 | % | 105.230 | 631,379.88 | 0.04 |
| Services SAS MTN 19/34 | EUR | 5,000,000 | 5,000,000 | 1,600,000 | % | 105.233 | 5,261,659.00 | 0.34 |
| DE000A289FK7	2.6250 % Allianz SE FLR Sub.Ter.Nts 20/Und. XS2006277508	0.7500 % América Móvil S.A.B. | EUR | 2,000,000 | 2,000,000 | 0 | % | 100.482 | 2,009,647.80 | 0.13 |
| de C.V. Notes 19/27 XS2082818951	1.1250 % Australia & N. Z. Bkg | EUR | 1,850,000 | 0 | 0 | % | 103.372 | 1,912,378.30 | 0.13 |
| Grp Ltd. FLR MTN 19/29 ES0312298021	3.7500 % AYT Cedulas Ca.Gl.- | EUR | 1,250,000 | 0 | 0 | % | 101.532 | 1,269,153.38 | 0.08 |
| FTA-S.III AB Notes 05/22 ES0413860398	0.8750 % Banco de Sabadell S.A. | EUR | 5,000,000 | 0 | 0 | % | 108.457 | 5,422,841.00 | 0.36 |
| Cédulas Hipotec. 14/21 ES0413900566	0.2500 % Banco Santander S.A. | EUR | 3,000,000 | 0 | 0 | % | 101.260 | 3,037,809.90 | 0.20 |
| Mortg.Cov. MTN 19/29 ES0413900558	0.8750 % Banco Santander S.A. | EUR | 3,000,000 | 0 | 0 | % | 104.797 | 3,143,922.90 | 0.21 |
| Mortg.Cov. MTN 19/31 | EUR | 1,500,000 | 0 | 0 | % | 111.595 | 1,673,929.50 | 0.11 |
| ES0413307119	0.8750 % BANKIA S.A. Cédulas Hipotec. 16/21 ES0213307061	1.1250 % Bankia S.A. Non- | EUR | 1,000,000 | 0 | 2,300,000 | % | 100.196 | 1,001,961.60 | 0.07 |
| Preferred Bonos 19/26 | EUR | 1,500,000 | 0 | 0 | % | 103.724 | 1,555,867.05 | 0.10 |
| ES0213307053	0.7500 % Bankia S.A. Preferred Bonos 19/26 | EUR | 1,300,000 | 0 | 0 | % | 103.263 | 1,342,414.84 | 0.09 |
| ES0213679HN2	0.8750 % Bankinter S.A. Non-Pref. Obl. 19/26 ES0440609248	2.6250 % Caixabank S.A. | EUR | 2,100,000 | 0 | 0 | % | 103.241 | 2,168,059.53 | 0.14 |
| Cédulas Hipotec. 14/24 XS1907122656	1.5000 % Coca-Cola European | EUR | 3,200,000 | 0 | 0 | % | 110.273 | 3,528,734.08 | 0.23 |
| Partn. PLC Notes 18/27 | EUR | 1,350,000 | 0 | 0 | % | 108.940 | 1,470,688.79 | 0.10 |
| XS2114852564	0.7500 % Comcast Corp. Notes 20/32 XS2050933972	3.2500 % Coöperatieve Rabobank | EUR | 1,800,000 | 1,800,000 | 0 | % | 103.954 | 1,871,180.46 | 0.12 |
| U.A. FLR Cap.Sec. 19/Und. XS2193734733	1.6250 % Dell Bank International | EUR | 1,800,000 | 0 | 0 | % | 100.377 | 1,806,784.74 | 0.12 |
| DAC Notes 20/24 | EUR | 1,200,000 | 1,200,000 | 0 | % | 103.339 | 1,240,065.84 | 0.08 |
| XS2232115423	1.0000 % Digital Dutch Finco B.V. Notes 20/32 XS2063495811	1.1250 % Digital Euro Finco | EUR | 1,500,000 | 1,500,000 | 0 | % | 103.263 | 1,548,950.40 | 0.10 |
| LLC Notes 19/28 Reg.S | EUR | 1,550,000 | 0 | 0 | % | 105.543 | 1,635,913.71 | 0.11 |
| FR0013431244	1.6250 % Engie S.A. FLR Notes 19/Und. | EUR | 2,200,000 | 0 | 0 | % | 101.566 | 2,234,458.82 | 0.15 |
| EU000A285VM2	0.0000 % Europaeische Union MTN 20/35 ES0378641346	0.0500 % Fdo de Tit.D.Def.Sist. | EUR | 2,500,000 | 2,500,000 | 0 | % | 102.629 | 2,565,725.00 | 0.17 |
| Elec.FTA MT Bonos 19/24 | EUR | 1,200,000 | 0 | 0 | % | 101.810 | 1,221,720.00 | 0.08 |
| ES0205032032	1.3820 % Ferrovial Emisiones S.A. Notes 20/26 BE0002755362	0.2500 % Fluvius System Operator | EUR | 3,900,000 | 3,900,000 | 0 | % | 106.640 | 4,158,955.71 | 0.27 |
| CVBA MTN 20/30 XS1721244371	1.8750 % Iberdrola International | EUR | 1,600,000 | 1,600,000 | 0 | % | 101.241 | 1,619,861.28 | 0.11 |
| B.V. FLR Notes 17/Und. XS1890845875	3.2500 % Iberdrola International | EUR | 2,100,000 | 0 | 0 | % | 102.534 | 2,153,220.72 | 0.14 |
| B.V. FLR Securit. 19/Und. | EUR | 1,100,000 | 0 | 0 | % | 109.266 | 1,201,926.22 | 0.08 |
| XS2027364244	0.7500 % Logicor Financing S.à.r.l. MTN 19/24 | EUR | 1,600,000 | 1,600,000 | 0 | % | 102.120 | 1,633,923.20 | 0.11 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |  |
| XS2265371042 | 0.3500 % Macquarie Group Ltd. MTN 20/28 | EUR | 1,600,000 | 1,600,000 | 0 | % | 100.226 | 1,603,614.72 | 0.11 |
| XS2053053273 | 1.8750 % Mandatum Life Insurance Co.Ltd FLR Notes 19/49 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 102.385 | 3,071,547.90 | 0.20 |
| XS2135361686 | 1.3500 % Mexiko MTN 20/27 |  | EUR | 3,750,000 | 3,750,000 | 0 | % | 101.936 | 3,822,582.75 | 0.25 |
| XS2104886341 | 1.1250 % Mexiko MTN 20/30 |  | EUR | 1,000,000 | 1,000,000 | 0 | % | 97.092 | 970,921.30 | 0.06 |
| XS1315181708 | 2.7500 % Peru Bonds 15/26 |  | EUR | 4,000,000 | 4,000,000 | 0 | % | 112.050 | 4,481,993.20 | 0.29 |
| XS1172951508 | 2.7500 % Petróleos Mexicanos (PEMEX) MTN 15/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 90.167 | 1,803,345.00 | 0.12 |
| XS2104985598 | 0.7000 % Philippinen Bonds 20/29 |  | EUR | 1,000,000 | 3,000,000 | 2,000,000 | % | 100.168 | 1,001,676.30 | 0.07 |
| XS1807430811 | 0.6250 % Provinz Ontario MTN 18/25 |  | EUR | 3,000,000 | 0 | 0 | % | 104.484 | 3,134,526.00 | 0.21 |
| XS2153608141 | 0.3750 % Provinz Ontario MTN 20/27 |  | EUR | 2,000,000 | 2,000,000 | 0 | % | 104.096 | 2,081,919.00 | 0.14 |
| XS2262263622 | 0.0100 % Provinz Ontario MTN 20/30 |  | EUR | 4,450,000 | 4,450,000 | 0 | % | 100.404 | 4,467,963.32 | 0.29 |
| XS1606720131 | 0.8750 % Provinz Quebec MTN 17/27 |  | EUR | 4,000,000 | 0 | 0 | % | 107.615 | 4,304,590.00 | 0.28 |
| XS2065939469 | 0.0000 % Provinz Quebec MTN 19/29 |  | EUR | 3,550,000 | 0 | 0 | % | 100.951 | 3,583,774.70 | 0.23 |
| XS1151586945 | 1.6250 % Republik Chile Bonds 14/25 |  | EUR | 1,000,000 | 1,000,000 | 0 | % | 106.825 | 1,068,250.00 | 0.07 |
| XS2262211076 | 1.3750 % Republik Rumaenien MTN 20/29 Reg.S |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,450,000 | 1,450,000 | 0 | % | 99.442 | 1,441,908.86 | 0.09 |
| XS2114143758 | 0.0500 % Santander Consumer Bank AG Pfe. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3,000,000 | 3,000,000 | 0 | % | 103.051 | 3,091,519.80 | 0.20 |
| XS2265360359 | 0.6250 % Stora Enso Oyj MTN 20/30 |  | EUR | 600,000 | 600,000 | 0 | % | 100.694 | 604,163.16 | 0.04 |
| XS2181959110 | 2.7140 % Swiss Re Finance [UK] PLC FLR MTN 20/52 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 700,000 | 700,000 | 0 | % | 109.988 | 769,918.52 | 0.05 |
| XS2066749461 | 0.5020 % UniCredit Leasing Corp. IFN SA Bonds 19/22 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2,400,000 | 0 | 0 | % | 100.789 | 2,418,930.00 | 0.16 |
| XS2115092954 | 0.5000 % Whirlpool EMEA Finance S.à r.l Notes 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,400,000 | 1,400,000 | 0 | % | 102.079 | 1,429,112.58 | 0.09 |
| XS2189970317 | 1.8750 % Zurich Finance (Ireland) DAC FLR MTN 20/50 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1,950,000 | 1,950,000 | 0 | % | 105.065 | 2,048,767.31 | 0.13 |
| USD bonds |  |  |  |  |  |  |  |  | 33,208,013.99 | 2.17 |
| US09247XAR26 | 1.9000 % Blackrock Inc. Notes 20/31 |  | USD | 2,600,000 | 2,600,000 | 0 | % | 104.151 | 2,260,362.95 | 0.15 |
| US05584KAH14 | 1.6520 % BPCE S.A. FLR Non-Pref. MTN 20/26 | USD | 4,500,000 | 4,500,000 | 0 | % | 101.480 | 3,811,868.11 | 0.25 |
| US37045XCX21 | 2.7500 % General Motors Financial Co. Notes 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | USD | 4,000,000 | 6,000,000 | 2,000,000 | % | 105.812 | 3,532,940.23 | 0.23 |
| US37045XCY04 | 3.6000 % General Motors Financial Co. Notes 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | USD | 6,000,000 | 6,000,000 | 0 | % | 111.571 | 5,587,858.60 | 0.37 |
| US59217HCS40 | 2.9500 % Metropolitan Life Global Fdg I MTN 20/30 Reg.S |  |  |  |  |  |  |  |  |  |
|  |  | USD | 2,800,000 | 2,800,000 | 0 | % | 112.734 | 2,634,851.19 | 0.17 |
| US91087BAM28 | 2.6590 % Mexiko Notes 20/31 |  | USD | 3,000,000 | 3,000,000 | 0 | % | 100.437 | 2,515,112.60 | 0.16 |
| US715638DP43 | 1.8620 % Peru Bonds 20/32 |  | USD | 3,650,000 | 3,650,000 | 0 | % | 99.577 | 3,033,860.20 | 0.20 |
| US806854AJ48 | 2.6500 % Schlumberger Investment S.A. Notes 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | USD | 6,000,000 | 6,000,000 | 0 | % | 104.244 | 5,220,914.52 | 0.34 |
| US29736RAQ39 | 2.6000 % The Estée Lauder Compan. Inc. Notes 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | USD | 2,000,000 | 2,000,000 | 0 | % | 110.747 | 1,848,864.27 | 0.12 |
| XS1917910884 | 7.8300 % UniCredit S.p.A. Non- Pref. MTN 18/23 Reg.S |  |  |  |  |  |  |  |  |  |
|  |  | USD | 2,000,000 | 0 | 0 | % | 117.832 | 1,967,142.74 | 0.13 |
| XS1935310166 | 6.5720 % UniCredit S.p.A. Non- Pref. MTN 19/22 Reg.S |  |  |  |  |  |  |  |  |  |
|  |  | USD | 900,000 | 0 | 0 | % | 105.722 | 794,238.58 | 0.05 |
| New issues |  |  |  |  |  |  |  |  | 453,132.00 | 0.03 |
| Admission to stock exchange trading planned |  |  |  |  |  |  |  | 453,132.00 | 0.03 |
| Interest-bearing securities |  |  |  |  |  |  |  | 453,132.00 | 0.03 |
| EUR bonds |  |  |  |  |  |  |  |  | 453,132.00 | 0.03 |
| XS2265521620 | 1.6250 % Aeroporti di Roma S.p.A. MTN 20/29 | EUR | 450,000 | 450,000 | 0 | % | 100.696 | 453,132.00 | 0.03 |
| Securities fund units |  |  |  |  |  |  |  |  | 11,720,957.80 | 0.77 |
| Group investment fund units |  |  |  |  |  |  |  | 11,720,957.80 | 0.77 |
| Luxembourg |  |  |  |  |  |  |  |  | 11,720,957.80 | 0.77 |
| LU1633810442 | AGIF-Allianz Gl.Inf-Linked Bd Inhaber Ant. WH Dis. |  |  |  |  |  |  |  |  |  |
|  |  | UNT | 8,000 | 0 | 0 | EUR | 1,069.090 | 8,552,720.00 | 0.56 |
| LU1297616101 | Allianz GIF-Allianz Green Bond Inhaber-Anteile W |  |  |  |  |  |  |  |  |  |
|  |  | UNT | 2,860.169 | 0 | 0 | EUR | 1,107.710 | 3,168,237.80 | 0.21 |
| Total securities  3) |  |  |  | EUR | 1,496,602,924.86 | 98.13 |
| Derivatives |  |  |  |  |  |  |  |
|  | (The positions marked with a minus sign have been sold) |  |  |  |  |  |  |  |
| Interest rate derivatives |  |  |  |  |  |  |  |
|  | Receivables/payables |  |  |  |  |  |  |  |
| Interest rate futures contracts |  |  |  |  |  | -903,534.43 | -0.07 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ |  | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ |  | 30/11/2020 | additions | disposals |  | EUR | assets |
|  |  |  | Currency |  | in the period under review |  |  |  |
|  | EURO Bobl Future (FGBM) Dez. 20 | XEUR | EUR |  | -42,000,000 |  |  |  | -142,800.00 | -0.01 |
|  | EURO Bund Future (FGBL) Dez. 20 | XEUR | EUR |  | -50,600,000 |  |  |  | -749,360.00 | -0.05 |
|  | EURO Schatz Future (FGBS) Dez. 20 | XEUR | EUR |  | 49,700,000 |  |  |  | 20,140.00 | 0.00 |
|  | Five-Year US Treasury Note Future (FV) März 21 | XCBT | USD |  | 66,100,000 |  |  |  | 68,949.55 | 0.00 |
|  | Long Term EURO OAT Future (FOAT) Dez. 20 | XEUR | EUR |  | -10,000,000 |  |  |  | -20,200.00 | 0.00 |
|  | US Treasury Long Bond Future (US) März 21 | XCBT | USD |  | -17,100,000 |  |  |  | -80,263.98 | -0.01 |
| Options |  |  |  |  |  |  |  |  |  |  |
| Options on interest rate futures contracts |  |  |  |  |  |  |  | -39,600.00 | -0.01 |
|  | EURO Bund Future (FGBL) Put Jan. 21 170,50 | XEUR | EUR | Quantity | -740 |  | EUR | -0.040 | 29,600.00 | 0.00 |
|  | EURO Bund Future (FGBL) Put Jan. 21 173,50 | XEUR | EUR | Quantity | -740 |  | EUR | -0.045 | 33,300.00 | 0.00 |
|  | EURO Bund Future (FGBL) Put Jan. 21 175 | XEUR | EUR | Quantity | 1,480 |  | EUR | -0.095 | -140,600.00 | -0.01 |
|  | EURO Schatz Future (FGBS) Put Jan. 21 112,2 | XEUR | EUR | Quantity | 7,620 |  | EUR | 0.005 | 38,100.00 | 0.00 |
| Total interest rate derivatives |  |  |  |  |  | EUR |  | -943,134.43 | -0.08 |
| Foreign exchange derivatives |
|  | Receivables/payables |  |  |  |  |  |  |  |  |  |
| Options |  |  |  |  |  |  |  |  |  |  |
| Options on foreign exchange futures |  |  |  |  |  |  |  | -271.29 | 0.00 |
|  | Cross Rate EUR/USD 2PM Fut. (EUU) Put Dez. 20 1,1 | XCME | USD | Quantity | -81,250,000 |  | USD | 0.000 | -3,391.07 | 0.00 |
|  | Cross Rate EUR/USD 2PM Fut. (EUU) Put Dez. 20 1,135 | XCME | USD | Quantity | 81,250,000 |  | USD | 0.000 | 3,119.78 | 0.00 |
| Foreign exchange futures (sale) |  |  |  |  |  |  |  | 260,976.30 | 0.02 |
| Open positions |  |  |  |  |  |  |  |  |  |  |
|  | AUD/EUR 30.600.000,00 | OTC |  |  |  |  |  |  | -183,435.13 | -0.01 |
|  | USD/EUR 60.050.000,00 | OTC |  |  |  |  |  |  | 444,411.43 | 0.03 |
| Total foreign exchange derivatives |  |  |  |  |  | EUR |  | 260,705.01 | 0.02 |
| Swaptions |  |  |  |  |  |  |  |  |  |  |
| Option rights on interest rate swaps |  |  |  |  |  |  |  | 106,725.00 | 0.01 |
| Payer swap |  |  |  |  |  |  |  |  | 106,725.00 | 0.01 |
|  | SWP Long Pay -0,1% BNP_PAR 20.01.21 / BNP_PAR / 20.01.2021 OTC |  | EUR |  | 125,000,000 |  | 0,085 |  | 106,725.00 | 0.01 |
| Option rights on credit default swaps |  |  |  |  |  |  |  | 7,697.70 | 0.00 |
| Payer swap |  |  |  |  |  |  |  |  | 7,697.70 | 0.00 |
|  | SWP Long Pay ITRAXX SER34 V1 DBK_ FRA 16.12.20 / DBK_FRA / 16.12.2020 | OTC | EUR |  | 90,000,000 |  |  |  | 14,212.98 | 0.00 |
|  | SWP Short Pay ITRAXX SER34 V1 DBK_FRA 16.12.20 / DBK_FRA / 16.12.2020 | OTC | EUR |  | -90,000,000 |  |  |  | -6,515.28 | 0.00 |
| Total swaptions |  |  |  |  |  |  | EUR |  | 114,422.70 | 0.01 |
| Credit derivatives |  |  |  |  |  |  |  |  |  |  |
| Credit Default Swaps (CDS) CCP |  |  |  |  |  |  |  | -784,440.00 | -0.05 |
| Protection buyer |  |  |  |  |  |  |  |  | -784,440.00 | -0.05 |
|  | CDS ITRAXX EUROPE S34 V1 5Y / WMEM802743 / 20.12.2025 | IFEU | EUR |  | 30,000,000 |  |  |  | -784,440.00 | -0.05 |
| Total credit derivatives |  |  |  |  |  | EUR |  | -784,440.00 | -0.05 |
| Bank deposits, money market instruments, money market funds and money market-related funds |
| Bank deposits |  |  |  |  |  |  |  |  |  |  |
| EUR deposits with custodial office |
|  | State Street Bank International GmbH |  | EUR | 33,132,972.11 |  | % | 100.000 | 33,132,972.11 | 2.18 |
| Deposits in other EU/EEA currencies |
|  | State Street Bank International GmbH |  | DKK |  | 391,899.63 |  | % | 100.000 | 52,664.77 | 0.00 |
|  | State Street Bank International GmbH |  | GBP |  | 251,655.07 |  | % | 100.000 | 280,099.14 | 0.02 |
|  | State Street Bank International GmbH |  | NOK |  | 153,564.43 |  | % | 100.000 | 14,511.17 | 0.00 |
|  | State Street Bank International GmbH |  | PLN |  | 95,330.00 |  | % | 100.000 | 21,308.98 | 0.00 |
|  | State Street Bank International GmbH |  | SEK |  | 53,475.97 |  | % | 100.000 | 5,266.88 | 0.00 |
| Deposits in non EU/EEA currencies |
|  | State Street Bank International GmbH |  | AUD |  | 129,246.64 |  | % | 100.000 | 79,570.67 | 0.01 |

| Investment portfolio at 30/11/2020 |
| --- |
| ISIN | Securities | Market | Shares/ | Balance | Purchases | Redemptions | Price | Market value | % of net |
|  |  |  | Units/ | 30/11/2020 | additions | disposals |  | EUR | assets |
|  |  |  | Currency | in the period under review |  |  |  |
|  | State Street Bank International GmbH |  | CAD | 10,500.82 |  | % | 100.000 | 6,752.29 | 0.00 |
|  | State Street Bank International GmbH |  | CHF | 7,714.34 |  | % | 100.000 | 7,137.95 | 0.00 |
|  | State Street Bank International GmbH |  | JPY | 1,990,265.00 |  | % | 100.000 | 15,939.77 | 0.00 |
|  | State Street Bank International GmbH |  | MXN | 2,010,205.89 |  | % | 100.000 | 83,566.20 | 0.01 |
|  | State Street Bank International GmbH |  | USD | 150,580.35 |  | % | 100.000 | 125,693.11 | 0.01 |
|  | State Street Bank International GmbH |  | ZAR | 248,268.40 |  | % | 100.000 | 13,571.44 | 0.00 |
| Total bank deposits  12) |  |  |  |  | EUR |  | 33,839,054.48 | 2.23 |
| Total of bank deposits, money market instruments, money market funds and money market-related funds  30) |  | EUR |  | 33,839,054.48 | 2.23 |
| Other assets |  |  |  |  |  |  |  |  |  |
|  | Accrued interest |  | EUR | 7,588,866.31 |  |  |  | 7,588,866.31 | 0.50 |
|  | Receivables from securities lending |  | EUR | 44,749.04 |  |  |  | 44,749.04 | 0.00 |
|  | Receivables from unit transactions |  | EUR | 318,069.08 |  |  |  | 318,069.08 | 0.02 |
|  | Receivables from securities transactions |  | EUR | 2,639,775.00 |  |  |  | 2,639,775.00 | 0.17 |
|  | Receivables from FX spots |  | EUR | 3,046,744.57 |  |  |  | 3,046,744.57 | 0.20 |
|  | Receivables from withholding tax refunds | EUR | 3,675.00 |  |  |  | 3,675.00 | 0.00 |
|  | Receivables from securities loans Interest/dividends |  | EUR | 181,235.47 |  |  |  | 181,235.47 | 0.01 |
|  | Receivables from initial margin CCP |  | EUR | 365,670.00 |  |  |  | 365,670.00 | 0.02 |
|  | Receivables from variation margin CCP |  | EUR | 784,440.00 |  |  |  | 784,440.00 | 0.05 |
| Total other assets |  |  |  |  |  | EUR |  | 14,973,224.47 | 0.97 |
| Other payables |  |  |  |  |  |  |  |  |  |
|  | Liabilities from securities loans |  | EUR | -13,424.64 |  |  |  | -13,424.64 | 0.00 |
|  | Liabilities from unit transactions |  | EUR | -218,341.29 |  |  |  | -218,341.29 | -0.01 |
|  | Liabilities from securities transactions |  | EUR | -14,581,775.07 |  |  |  | -14,581,775.07 | -0.96 |
|  | Liabilities from FX spots |  | EUR | -3,060,309.05 |  |  |  | -3,060,309.05 | -0.20 |
|  | Accruals |  | EUR | -864,496.12 |  |  |  | -864,496.12 | -0.06 |
| Total other payables |  |  |  |  |  | EUR |  | -18,738,346.17 | -1.23 |
| Fund assets |  |  |  |  |  | EUR | 1,525,324,410.92 | 100.00 |
|  | Total units in circulation of all unit classes |  |  |  |  | Units |  | 16,122,581 |  |

2) 
These securities are partially or fully transferred as securities loans.
3) 
The Fund’s securities are partially hedged by transactions in financial instruments.
6) 
These securities have been transferred in whole or in part to a third party as collateral for other derivatives.
12) 
These bank balances have been transferred in whole or in part to a third party as collateral for centrally cleared derivatives.
30) 
Cash Initial Margin can be included in the bank balance.
| Securities |  | Units or | Securities loans |  |  |
| --- | --- | --- | --- | --- | --- |
|  |  | Nominal | value in EUR |  |  |
|  |  | in currency | Limited | Unlimited | Total |
| Notes on securities loans |  |  |  |  |  |
| The following securities are transferred under securities loans at the reporting date: |
| 3,3750 % ENEL S.p.A. FLR Cap. Secs 18/81 | EUR | 700.000 |  | 775,164.46 |  |
| Total amount of repayment claims arising from securities loans: | EUR |  |  | 775,164.46 | 775,164.46 |
| Total collateral for securities loans granted by third parties: | EUR |  |  |  | 837,475.87 |
| of which: |  |  |  |  |  |
| Debentures | EUR |  | 837,475.87 |  |  |

| Securities |  | Total |
| --- | --- | --- |
| Total current value of securities that have been pledged to third parties as collateral for other derivatives (Collateral Management): | EUR | 153,457.39 |
| Total nominal value of the bank deposits used as collateral to third parties for centrally cleared derivatives | EUR | 1,150,110.00 |
| Total current value of securities that have been pledged to third parties as margin collateral for futures: | EUR | 18.383.020,00 |

| Allianz Rentenfonds A (EUR) |
| --- |
| ISIN | DE0008471400 |
| Fund assets | 1,418,973,650.08 |
| Units in circulation | 15,743,709.971 |
| Unit value | 90.13 |

| Allianz Rentenfonds IT2 (EUR) |
| --- |
| ISIN | DE000A2AMPP5 |
| Fund assets | 418,395.09 |
| Units in circulation | 392.206 |
| Unit value | 1,066.77 |

| Allianz Rentenfonds P (EUR) |
| --- |
| ISIN | DE0009797415 |
| Fund assets | 73,313,191.33 |
| Units in circulation | 58,216.137 |
| Unit value | 1,259.33 |

| Allianz Rentenfonds P2 (EUR) |
| --- |
| ISIN | DE0009797654 |
| Fund assets | 32,604,933.69 |
| Units in circulation | 320,128.196 |
| Unit value | 101.85 |

| Allianz Rentenfonds R (EUR) |
| --- |
| ISIN | DE000A2DU1G9 |
| Fund assets | 14,240.77 |
| Units in circulation | 134.380 |
| Unit value | 105.97 |

Securities prices/market rates
| Fund assets were valued on the basis of the following prices/market rates: |
| --- |
| International bonds: prices as at 27/11/2020 or last known |
| All other assets: prices/market rates as at 30/11/2020 or last known |

| Exchange rate(s) and/or conversion factor(s) (indirect quotation) as at 30/11/2020 |
| --- |
| UK, Pound Sterling | (GBP) | 1 Euro = GBP | 0.89845 |
| Denmark, Krone | (DKK) | 1 Euro = DKK | 7.44140 |
| Norway, Krone | (NOK) | 1 Euro = NOK | 10.58250 |
| Sweden, Krona | (SEK) | 1 Euro = SEK | 10.15325 |
| Switzerland, Franc | (CHF) | 1 Euro = CHF | 1.08075 |
| Poland, Zloty | (PLN) | 1 Euro = PLN | 4.47370 |
| South Africa, Rand | (ZAR) | 1 Euro = ZAR | 18.29345 |
| USA, Dollar | (USD) | 1 Euro = USD | 1.19800 |
| Canada, Dollar | (CAD) | 1 Euro = CAD | 1.55515 |
| Mexico, Peso | (MXN) | 1 Euro = MXN | 24.05525 |
| Japan, Yen | (JPY) | 1 Euro = JPY | 124.86155 |
| Australia, Dollar | (AUD) | 1 Euro = AUD | 1.62430 |

| Market key |
| --- |
| Financial futures exchanges |
| IFEU | = | London - ICE Futures Europe |
| XCBT | = | Chicago - Chicago Board of Trade (CBOT) |
| XCME | Chicago - Chicago Mercantile Exchange (CME) |
| XEUR | = | Eurex (Eurex Frankfurt/Eurex Zürich) |
| OTC-dealt derivatives |
| OTC | = | Over-the-Counter |

Capital measures
All sales revenues resulting from capital measures (technical revenues) are reported as additions or disposals.
Transactions carried out during the reporting period no longer listed in the investment portfolio:
– purchases and redemptions of securities, fund units and borrower’s note loans (market allocations as per reporting date):
| ISIN | Securities | Shares/ | Purchases | Redemptions |
| --- | --- | --- | --- | --- |
|  |  | Units/ |  |  |
|  |  | Currency |  |  |
| Exchange-traded securities |
| Interest-bearing securities |
| EUR bonds |  |  |  |  |
| XS2025466413 | 0.6250 % Abertis Infraestructuras S.A. MTN 19/25 | EUR | 0 | 600,000 |
| XS2025480596 | 1.6250 % Abertis Infraestructuras S.A. MTN 19/29 | EUR | 0 | 900,000 |
| FR0013399029 | 1.7500 % ACCOR S.A. Bonds 19/26 | EUR | 0 | 1,500,000 |
| XS1508912646 | 1.0000 % ACEA S.p.A. MTN 26/26 2 | EUR | 0 | 950,000 |
| XS2240505268 | 0.0000 % adidas AG Anl. 20/28 | EUR | 1,100,000 | 1,100,000 |
| XS2018636600 | 0.2500 % Ahold Delhaize N.V., Konkinkl. Notes 19/25 | EUR | 0 | 650,000 |
| XS2166122304 | 0.5000 % Air Products & Chemicals Inc. Notes 20/28 | EUR | 800,000 | 800,000 |
| XS2156598281 | 1.6250 % Akzo Nobel N.V. MTN 20/30 | EUR | 950,000 | 950,000 |
| XS2206380573 | 1.5000 % AMCO - Asset Management Co.SpA MTN 20/23 | EUR | 1,800,000 | 1,800,000 |
| XS2193669657 | 1.1250 % Amcor UK Finance PLC Notes 20/27 | EUR | 800,000 | 800,000 |
| XS2159791990 | 1.9500 % American Honda Finance Corp. MTN S.A 20/24 | EUR | 1,000,000 | 1,000,000 |
| XS1686846061 | 1.6250 % Anglo American Capital PLC MTN 17/25 | EUR | 3,000,000 | 3,400,000 |
| BE6312821612 | 1.1250 % Anheuser-Busch InBev S.A./N.V. MTN 19/27 | EUR | 0 | 1,800,000 |
| BE6320934266 | 2.1250 % Anheuser-Busch InBev S.A./N.V. MTN 20/27 | EUR | 1,450,000 | 1,450,000 |
| FR0013464815 | 0.7500 % Arkema S.A. MTN 19/29 | EUR | 0 | 1,100,000 |
| XS2051361264 | 0.2500 % AT & T Inc. Notes 19/26 | EUR | 3,000,000 | 3,000,000 |
| FR0013416146 | 2.3750 % Auchan Holding S.A. MTN 19/25 | EUR | 0 | 1,700,000 |
| XS1820037270 | 1.3750 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 18/25 | EUR | 0 | 1,100,000 |
| XS2079713322 | 0.3750 % Banco Bilbao Vizcaya Argent. Preferred MTN 19/26 | EUR | 0 | 1,500,000 |
| XS2193960668 | 1.7500 % Banco de Sabadell S.A. FLR Pref. MTN 20/23 | EUR | 600,000 | 600,000 |
| XS2063247915 | 0.3000 % Banco Santander S.A. Preferred MTN 19/26 | EUR | 0 | 1,200,000 |
| XS1228148158 | 0.3750 % Bank of Irel.Mortgage Bank PLC MTN 15/22 | EUR | 0 | 4,500,000 |
| XS2065555562 | 2.3750 % Bank of Ireland Group PLC FLR MTN 19/29 | EUR | 0 | 1,000,000 |
| XS1757394322 | 1.3750 % Barclays PLC FLR MTN 18/26 | EUR | 0 | 1,100,000 |
| XS1577962084 | 1.3000 % Baxter International Inc. Notes 17/25 | EUR | 0 | 1,000,000 |
| XS1998215559 | 1.3000 % Baxter International Inc. Notes 19/29 | EUR | 0 | 1,050,000 |
| XS2002532567 | 0.6320 % Becton Dickinson Euro Fin.Sarl Notes 19/23 | EUR | 0 | 750,000 |
| XS1910245676 | 1.0000 % BMW Finance N.V. MTN 18/24 | EUR | 0 | 1,000,000 |
| XS2010447238 | 0.7500 % BMW Finance N.V. MTN 19/26 | EUR | 0 | 1,500,000 |
| FR0013484458 | 0.5000 % BNP Paribas S.A. FLR Non-Pref. MTN 20/28 | EUR | 1,300,000 | 1,300,000 |
| FR0013507654 | 1.1250 % Bouygues S.A. Bonds 20/28 | EUR | 1,000,000 | 1,000,000 |
| XS2193661324 | 3.2500 % BP Capital Markets PLC FLR Notes 20/Und. | EUR | 2,150,000 | 2,150,000 |
| FR0013412343 | 1.0000 % BPCE S.A. Non-Preferred MTN 19/25 | EUR | 0 | 1,000,000 |
| FR0013412947 | 0.7500 % Bque Fédérative du Cr. Mutuel Preferred MTN 19/26 | EUR | 0 | 1,700,000 |
| XS1637333748 | 1.5000 % British Telecommunications PLC MTN 17/27 | EUR | 0 | 1,550,000 |
| DE0001135499 | 1.5000 % Bundesrep.Deutschland Anl. 12/22 | EUR | 0 | 10,000,000 |
| FR0012159812 | 1.3750 % Cais. d’Amort.de la Dette Soc. MTN 14/24 | EUR | 2,000,000 | 2,000,000 |
| XS1645495349 | 2.7500 % Caixabank S.A. FLR MTN 17/28 | EUR | 0 | 2,500,000 |
| XS1614722806 | 1.1250 % Caixabank S.A. MTN 17/24 | EUR | 0 | 1,800,000 |
| XS1897489578 | 1.7500 % Caixabank S.A. Non-Preferred MTN 18/23 | EUR | 0 | 1,100,000 |
| FR0013507860 | 2.0000 % Capgemini SE Notes 20/29 | EUR | 2,000,000 | 2,000,000 |
| FR0013507878 | 2.3750 % Capgemini SE Notes 20/32 | EUR | 1,400,000 | 1,400,000 |
| XS2016228087 | 0.8750 % Carlsberg Breweries A/S MTN 19/29 | EUR | 0 | 1,350,000 |
| FR0013142536 | 2.3750 % Carmila S.A.S. Notes 16/24 | EUR | 0 | 1,000,000 |
| FR0013419736 | 1.0000 % Carrefour S.A. MTN 19/27 | EUR | 0 | 1,500,000 |
| XS2247549731 | 1.7500 % Cellnex Telecom S.A. MTN 20/30 | EUR | 2,700,000 | 2,700,000 |
| FR0013256427 | 0.2000 % Cie de Financement Foncier MT Obl. Fonc. 17/22 | EUR | 0 | 3,600,000 |
| FR0014000D31 | 0.0000 % Cie Génle Éts Michelin SCpA Obl. 20/28 | EUR | 2,300,000 | 2,300,000 |
| DE000CZ45V25 | 4.0000 % Commerzbank AG Sub.Fix to Reset MTN 20/30 | EUR | 900,000 | 900,000 |
| XS2178585423 | 2.1250 % Conti-Gummi Finance B.V. MTN 20/23 | EUR | 950,000 | 950,000 |
| XS2168285000 | 0.8750 % Coöperatieve Rabobank U.A. FLR Non-Pref. MTN 20/28 | EUR | 2,900,000 | 2,900,000 |
| XS2188805688 | 0.8750 % Covestro AG MTN 20/26 | EUR | 850,000 | 850,000 |
| XS1605365193 | 1.3750 % Credit Agricole S.A. (Ldn Br.) MTN 17/27 | EUR | 0 | 1,300,000 |
| XS2168478068 | 1.2500 % CRH SMW Finance DAC MTN 20/26 | EUR | 1,100,000 | 1,100,000 |
| DE000A2YNZV0 | 0.0000 % Daimler AG MTN 19/24 | EUR | 0 | 2,050,000 |
| XS2147994995 | 1.7000 % Danaher Corp. Notes 20/24 | EUR | 950,000 | 950,000 |
| XS2147995299 | 2.1000 % Danaher Corp. Notes 20/26 | EUR | 650,000 | 650,000 |
| FR0013495181 | 0.5710 % Danone S.A. MTN 20/27 | EUR | 600,000 | 600,000 |

| ISIN | Securities | Shares/ | Purchases | Redemptions |
| --- | --- | --- | --- | --- |
|  |  | Units/ |  |  |
|  |  | Currency |  |  |
| XS2171316859 | 0.6250 % Danske Bank AS MTN 20/25 | EUR | 3,500,000 | 3,500,000 |
| XS2225893630 | 1.5000 % Danske Bank AS MTN 20/30 | EUR | 700,000 | 700,000 |
| XS2152932542 | 0.5000 % Deutsche Bahn Finance GmbH MTN 20/27 | EUR | 550,000 | 550,000 |
| DE000DL19VD6 | 1.3750 % Deutsche Bank AG FLR MTN 20/26 | EUR | 500,000 | 500,000 |
| XS1917358621 | 1.6250 % Deutsche Post AG MTN 18/28 | EUR | 0 | 1,650,000 |
| XS2047500769 | 0.0000 % E.ON SE MTN 19/24 | EUR | 0 | 2,150,000 |
| XS2152899584 | 1.0000 % E.ON SE MTN 20/25 | EUR | 850,000 | 850,000 |
| XS1222590488 | 2.0000 % EDP Finance B.V. MTN 15/25 | EUR | 0 | 1,500,000 |
| XS1721051495 | 1.5000 % EDP Finance B.V. MTN 17/27 | EUR | 3,300,000 | 3,300,000 |
| XS1945130620 | 0.8750 % Eika BoligKreditt A.S. MT Cov. MTN 19/29 | EUR | 0 | 2,450,000 |
| FR0013367612 | 4.0000 % Electricité de France (E.D.F.) FLR Notes 18/Und. | EUR | 0 | 500,000 |
| FR0013464922 | 3.0000 % Electricité de France (E.D.F.) FLR Notes 19/Und. | EUR | 0 | 600,000 |
| XS2113885011 | 0.3750 % Elenia Verkko Oyj MTN 20/27 | EUR | 1,250,000 | 1,250,000 |
| XS1953833750 | 1.1250 % Elisa Oyj MTN 19/26 | EUR | 0 | 550,000 |
| XS2251626896 | 0.3750 % Enagás Financiaciones S.A.U. MTN 20/32 | EUR | 2,900,000 | 2,900,000 |
| XS1937665955 | 1.5000 % ENEL Finance Intl N.V. MTN 19/25 | EUR | 0 | 1,350,000 |
| XS2066706909 | 0.3750 % ENEL Finance Intl N.V. MTN 19/27 | EUR | 0 | 1,150,000 |
| XS2066706735 | 1.1250 % ENEL Finance Intl N.V. MTN 19/34 | EUR | 0 | 700,000 |
| XS2176783319 | 1.2500 % ENI S.p.A. MTN 20/26 | EUR | 3,000,000 | 3,000,000 |
| XS2176785447 | 2.0000 % ENI S.p.A. MTN 20/31 | EUR | 3,050,000 | 3,050,000 |
| XS1679781424 | 2.8750 % Equinix Inc. Notes 17/25 | EUR | 0 | 2,100,000 |
| XS2178833427 | 0.7500 % Equinor ASA MTN 20/26 | EUR | 1,400,000 | 1,400,000 |
| XS2009943379 | 1.1250 % Euronext N.V. Notes 19/29 | EUR | 0 | 800,000 |
| EU000A1G0BJ5 | 3.0000 % Europ.Fin.Stab.Facility (EFSF) MTN 13/34 | EUR | 0 | 2,000,000 |
| EU000A1G0ED2 | 0.8750 % Europ.Fin.Stab.Facility (EFSF) MTN 19/35 | EUR | 0 | 4,000,000 |
| XS1361554584 | 1.1250 % European Investment Bank MTN 16/36 | EUR | 0 | 10,000,000 |
| XS1791485011 | 0.8750 % European Investment Bank MTN 18/28 | EUR | 0 | 3,000,000 |
| XS1753042743 | 1.5000 % European Investment Bank MTN 18/48 | EUR | 0 | 2,000,000 |
| XS2154339860 | 0.0000 % European Investment Bank MTN 20/28 | EUR | 1,350,000 | 1,350,000 |
| XS2102495673 | 0.0500 % European Investment Bank MTN 20/30 | EUR | 3,000,000 | 3,000,000 |
| XS2196322155 | 0.1420 % Exxon Mobil Corp. Notes 20/24 Reg.S | EUR | 5,650,000 | 5,650,000 |
| XS2001270995 | 0.6250 % FCA Bank S.p.A. (Irish Branch) MTN 19/22 | EUR | 0 | 1,200,000 |
| XS2178833773 | 3.8750 % Fiat Chrysler Automobiles N.V. MTN 20/26 | EUR | 3,600,000 | 3,600,000 |
| XS1843435923 | 2.0000 % Fidelity Natl Inform.Svcs Inc. Notes 19/30 | EUR | 0 | 900,000 |
| XS1956028168 | 0.8750 % Fortum Oyj MTN 19/23 | EUR | 0 | 1,250,000 |
| XS2084510069 | 0.2500 % Fresenius Medical Care KGaA MTN 19/23 | EUR | 0 | 1,450,000 |
| XS2084497705 | 0.6250 % Fresenius Medical Care KGaA MTN 19/26 | EUR | 0 | 1,650,000 |
| XS1795409082 | 2.5000 % Gaz Capital S.A. MT LPN GAZPROM 18/26 | EUR | 0 | 2,000,000 |
| FR0014000C73 | 1.3750 % Gecina S.A. MTN Tr.2 20/27 | EUR | 3,100,000 | 3,100,000 |
| XS2100788780 | 0.4500 % General Mills Inc. Notes 20/26 | EUR | 1,550,000 | 1,550,000 |
| XS1939356645 | 2.2000 % General Motors Financial Co. MTN 19/24 | EUR | 0 | 1,150,000 |
| XS2126170161 | 1.6250 % Givaudan Finance Europe B.V. Notes 20/32 | EUR | 350,000 | 350,000 |
| XS2208868914 | 2.9500 % Glo.Wr.Real Estate Invest.Ltd. MTN 20/26 | EUR | 2,800,000 | 2,800,000 |
| GR0118020685 | 2.0000 % Griechenland Notes 20/27 | EUR | 5,400,000 | 5,400,000 |
| XS2020608548 | 0.8750 % Hera S.p.A. MTN 19/27 | EUR | 0 | 500,000 |
| XS1853999313 | 1.8750 % Ignitis Group UAB MTN 18/28 | EUR | 0 | 1,050,000 |
| XS2194282948 | 0.7500 % Infineon Technologies AG MTN 20/23 | EUR | 1,600,000 | 1,600,000 |
| XS2200215213 | 1.8750 % Infrastrutt. Wireless Italiane MTN 20/26 | EUR | 2,900,000 | 2,900,000 |
| XS2176621170 | 2.1250 % ING Groep N.V. FLR MTN 20/31 | EUR | 1,600,000 | 1,600,000 |
| XS1590041478 | 0.0500 % Instituto de Credito Oficial MTN 17/20 | EUR | 0 | 3,400,000 |
| XS1979491559 | 0.2000 % Instituto de Credito Oficial MTN 19/24 | EUR | 0 | 700,000 |
| XS1908370171 | 2.1250 % InterContinental Hotels Group MTN 18/27 | EUR | 0 | 1,650,000 |
| XS1551306951 | 1.3750 % Intesa Sanpaolo S.p.A. MTN 17/24 | EUR | 0 | 1,450,000 |
| XS2115091717 | 0.3000 % Intl Business Machines Corp. Notes 20/28 | EUR | 2,600,000 | 2,600,000 |
| XS2065601937 | 0.8750 % Iren S.p.A. MTN 19/29 | EUR | 0 | 1,100,000 |
| XS1960248919 | 1.0900 % JPMorgan Chase & Co. FLR MTN 19/27 | EUR | 0 | 2,150,000 |
| FR0013512407 | 0.7500 % Kering S.A. MTN 20/28 | EUR | 1,000,000 | 1,000,000 |
| BE0000321308 | 4.2500 % Königreich Belgien Obl. Lin. S.61 11/21 | EUR | 3,000,000 | 3,000,000 |
| BE0000335449 | 1.0000 % Königreich Belgien Obl. Lin. S.75 15/31 | EUR | 1,000,000 | 6,000,000 |
| NL0009712470 | 3.2500 % Königreich Niederlande Anl. 11/21 | EUR | 0 | 9,000,000 |
| NL0010071189 | 2.5000 % Königreich Niederlande Anl. 12/33 | EUR | 0 | 4,000,000 |
| NL0012171458 | 0.7500 % Königreich Niederlande Anl. 17/27 | EUR | 0 | 8,000,000 |
| NL0013552060 | 0.5000 % Königreich Niederlande Anl. 19/40 | EUR | 4,000,000 | 8,000,000 |
| ES00000121G2 | 4.8000 % Königreich Spanien Bonos 08/24 | EUR | 570,000 | 570,000 |
| ES00000128H5 | 1.3000 % Königreich Spanien Obligaciones 16/26 | EUR | 11,000,000 | 11,000,000 |
| ES00000128P8 | 1.5000 % Königreich Spanien Obligaciones 17/27 | EUR | 0 | 8,500,000 |

| ISIN | Securities | Shares/ | Purchases | Redemptions |
| --- | --- | --- | --- | --- |
|  |  | Units/ |  |  |
|  |  | Currency |  |  |
| ES0000012G26 | 0.8000 % Königreich Spanien Obligaciones 20/27 | EUR | 10,000,000 | 10,000,000 |
| XS2149368529 | 1.3750 % Koninklijke Philips N.V. MTN 20/25 | EUR | 500,000 | 500,000 |
| XS2149379211 | 2.0000 % Koninklijke Philips N.V. MTN 20/30 | EUR | 250,000 | 250,000 |
| XS2001175657 | 0.5000 % Koninklijke Philips N.V. Notes 19/26 | EUR | 0 | 1,400,000 |
| DE000A2GSNV2 | 0.1250 % Kreditanst.f.Wiederaufbau Anl. 18/23 | EUR | 5,000,000 | 5,000,000 |
| DE000A2GSNW0 | 0.3750 % Kreditanst.f.Wiederaufbau Anl. 18/25 | EUR | 0 | 10,000,000 |
| DE000A2TSTS8 | 0.0000 % Kreditanst.f.Wiederaufbau MTN 19/24 | EUR | 5,000,000 | 5,000,000 |
| FR0013415692 | 1.3750 % La Banque Postale Non-Pref. MTN 19/29 | EUR | 0 | 1,300,000 |
| FR0013433596 | 0.2500 % La Banque Postale Preferred MTN 19/26 | EUR | 0 | 1,200,000 |
| XS2078918781 | 0.5000 % Lloyds Banking Group PLC FLR MTN 19/25 | EUR | 0 | 1,050,000 |
| FR0013506508 | 0.7500 % LVMH Moët Henn. L. Vuitton SE MTN 20/25 | EUR | 1,500,000 | 1,500,000 |
| FR0013482833 | 0.1250 % LVMH Moët Henn. L. Vuitton SE MTN 20/28 | EUR | 1,800,000 | 1,800,000 |
| FR0013482841 | 0.3750 % LVMH Moët Henn. L. Vuitton SE MTN 20/31 | EUR | 1,700,000 | 1,700,000 |
| XS2023644540 | 0.8750 % Merck Financial Services GmbH MTN 19/31 | EUR | 0 | 1,200,000 |
| XS2011260531 | 1.6250 % Merck KGaA FLR Sub.Anl. 19/79 | EUR | 0 | 600,000 |
| FR0013425139 | 0.6250 % MMS USA Investments Inc. Notes 19/25 | EUR | 0 | 1,900,000 |
| XS1989375503 | 0.6370 % Morgan Stanley FLR MTN 19/24 | EUR | 0 | 2,150,000 |
| XS2148372696 | 1.1250 % Nestlé Finance Intl Ltd. MTN 20/26 | EUR | 900,000 | 900,000 |
| XS2170362672 | 0.1250 % Nestlé Finance Intl Ltd. MTN 20/27 | EUR | 3,850,000 | 3,850,000 |
| XS2148390755 | 1.5000 % Nestlé Finance Intl Ltd. MTN 20/30 | EUR | 550,000 | 550,000 |
| XS2170362912 | 0.3750 % Nestlé Finance Intl Ltd. MTN 20/32 | EUR | 4,300,000 | 4,300,000 |
| XS2107435617 | 0.2500 % New York Life Global Funding MTN 20/27 | EUR | 1,000,000 | 1,000,000 |
| XS2235996217 | 0.0000 % Novartis Finance S.A. Notes 20/28 | EUR | 4,600,000 | 4,600,000 |
| DK0009522062 | 0.6250 % Nykredit Realkredit A/S Non-Preferred MTN 19/25 | EUR | 0 | 1,000,000 |
| FR0013506300 | 1.6250 % Orange S.A. MTN 20/32 | EUR | 700,000 | 700,000 |
| FR0013456431 | 0.5000 % Pernod-Ricard S.A. Bonds 19/27 | EUR | 0 | 900,000 |
| FR0013456449 | 0.8750 % Pernod-Ricard S.A. Bonds 19/31 | EUR | 0 | 600,000 |
| FR0013506524 | 1.1250 % Pernod-Ricard S.A. Bonds 20/25 | EUR | 1,600,000 | 1,600,000 |
| XS2189786226 | 2.8750 % Raiffeisen Bank Intl AG FLR MTN 20/32 | EUR | 1,200,000 | 1,200,000 |
| XS2089322098 | 1.3750 % RAI-Radiotele. Italiana S.p.A. Notes 19/24 | EUR | 600,000 | 600,000 |
| XS2103013210 | 0.3750 % Red Eléctrica Financ. S.A.U. MTN 20/28 | EUR | 800,000 | 800,000 |
| FR0013329315 | 1.0000 % Renault S.A. MTN 18/24 | EUR | 0 | 1,100,000 |
| FI4000415153 | 0.1250 % Republik Finnland Bonds 20/36 | EUR | 3,000,000 | 3,000,000 |
| XS2100404396 | 0.9000 % Republik Indonesien Notes 20/27 | EUR | 2,800,000 | 2,800,000 |
| IE00BH3SQ895 | 1.1000 % Republik Irland Treasury Bonds 19/29 | EUR | 0 | 4,000,000 |
| IT0004634132 | 3.7500 % Republik Italien B.T.P. 10/21 | EUR | 5,000,000 | 10,000,000 |
| IT0005175598 | 0.4500 % Republik Italien B.T.P. 16/21 | EUR | 0 | 10,000,000 |
| IT0005408502 | 1.8500 % Republik Italien B.T.P. 20/25 | EUR | 7,650,000 | 7,650,000 |
| AT0000A10683 | 2.4000 % Republik Österreich Bundesanl. 13/34 | EUR | 0 | 3,500,000 |
| AT0000A1K9F1 | 1.5000 % Republik Österreich Bundesanl. 16/47 | EUR | 6,000,000 | 7,000,000 |
| AT0000A269M8 | 0.5000 % Republik Österreich MTN 19/29 | EUR | 8,000,000 | 10,500,000 |
| PTOTEKOE0011 | 2.8750 % Republik Portugal Obr. 15/25 | EUR | 0 | 11,000,000 |
| XS2027596530 | 2.1240 % Republik Rumänien MTN 19/31 Reg.S | EUR | 0 | 1,000,000 |
| XS2109812508 | 2.0000 % Republik Rumänien MTN 20/32 Reg.S | EUR | 750,000 | 750,000 |
| SI0002104048 | 0.4875 % Republik Slowenien Bonds 20/50 | EUR | 2,800,000 | 2,800,000 |
| FR0013505104 | 1.0000 % Sanofi S.A. MTN 20/25 | EUR | 600,000 | 600,000 |
| FR0013505112 | 1.5000 % Sanofi S.A. MTN 20/30 | EUR | 500,000 | 500,000 |
| XS2176715584 | 0.1250 % SAP SE IHS 20/26 | EUR | 3,500,000 | 3,500,000 |
| XS2176715667 | 0.3750 % SAP SE IHS 20/29 | EUR | 4,600,000 | 4,600,000 |
| XS2166754957 | 1.3750 % Schlumberger Finance B.V. Notes 20/26 | EUR | 1,700,000 | 1,700,000 |
| FR0013506862 | 1.0000 % Schneider Electric SE MTN 20/27 | EUR | 400,000 | 400,000 |
| XS2078734626 | 0.1250 % Shell International Finance BV MTN 19/27 | EUR | 0 | 850,000 |
| XS2154418730 | 1.5000 % Shell International Finance BV MTN 20/28 | EUR | 2,000,000 | 2,000,000 |
| XS2154419118 | 1.8750 % Shell International Finance BV MTN 20/32 | EUR | 1,200,000 | 1,200,000 |
| XS2118276026 | 0.2500 % Siemens Finan.maatschappij NV MTN 20/26 | EUR | 2,000,000 | 2,000,000 |
| SK4120010430 | 1.3750 % Slowakei Anl. 15/27 | EUR | 0 | 2,000,000 |
| XS1505573482 | 0.8750 % Snam S.p.A. MTN 16/26 | EUR | 0 | 3,150,000 |
| FR0013372299 | 1.1250 % Société du Grand Paris MTN 18/28 | EUR | 0 | 1,300,000 |
| FR0013409612 | 1.1250 % Société du Grand Paris MTN 19/34 | EUR | 0 | 1,300,000 |
| FR0013403441 | 1.2500 % Société Générale S.A. Non-Preferred MTN 19/24 | EUR | 0 | 900,000 |
| XS2087622069 | 0.2500 % Stryker Corp. Notes 19/24 | EUR | 0 | 1,500,000 |
| XS2049582542 | 0.0500 % Svenska Handelsbanken AB Non-Pref. MTN 19/26 | EUR | 0 | 1,850,000 |
| XS2169243479 | 0.3750 % Swisscom Finance B.V. Notes 20/28 | EUR | 1,000,000 | 1,000,000 |
| XS1907150350 | 1.1250 % Tele2 AB MTN 18/24 | EUR | 0 | 1,000,000 |
| FR0013534500 | 0.8750 % Teréga S.A. Obl. 20/30 | EUR | 1,000,000 | 1,000,000 |
| XS1987142673 | 0.5000 % The Bank of Nova Scotia MTN 19/24 | EUR | 0 | 2,350,000 |

| ISIN | Securities | Shares/ | Purchases | Redemptions |
| --- | --- | --- | --- | --- |
|  |  | Units/ |  |  |
|  |  | Currency |  |  |
| XS2233155261 | 0.3750 % The Coca-Cola Co. Notes 20/33 | EUR | 2,800,000 | 2,800,000 |
| XS1967003747 | 0.3750 % The Export-Import Bk of Korea MTN 19/24 | EUR | 0 | 1,250,000 |
| XS1861206636 | 2.0000 % The Goldman Sachs Group Inc. MTN 18/28 | EUR | 0 | 1,000,000 |
| XS1651071877 | 1.4000 % Thermo Fisher Scientific Inc. Notes 17/26 | EUR | 0 | 1,450,000 |
| XS2058556296 | 0.1250 % Thermo Fisher Scientific Inc. Notes 19/25 | EUR | 0 | 850,000 |
| XS2058556536 | 0.5000 % Thermo Fisher Scientific Inc. Notes 19/28 | EUR | 0 | 850,000 |
| XS1693818525 | 1.3750 % Total Capital Intl S.A. MTN 17/29 | EUR | 0 | 1,500,000 |
| XS2153406868 | 1.4910 % Total Capital Intl S.A. MTN 20/27 | EUR | 1,100,000 | 1,100,000 |
| XS2156236452 | 2.2800 % Toyota Finance Australia Ltd. MTN 20/27 | EUR | 850,000 | 850,000 |
| CH0409606354 | 1.2500 % UBS Group AG FLR Notes 18/25 | EUR | 0 | 1,150,000 |
| CH0336602930 | 1.2500 % UBS Group AG MTN 16/26 | EUR | 0 | 700,000 |
| XS2181689659 | 1.7500 % Ungarn Bonds 20/35 | EUR | 600,000 | 600,000 |
| FR0013405032 | 1.0000 % Unibail-Rodamco-Westfield SE MTN 19/27 | EUR | 0 | 1,200,000 |
| XS2067213913 | 1.6250 % Unio.di Banche Italiane S.p.A. Non-Pref. MTN 19/25 | EUR | 0 | 2,200,000 |
| XS2009891479 | 0.5000 % Vattenfall AB MTN 19/26 | EUR | 0 | 500,000 |
| FR0013210416 | 0.9270 % Veolia Environnement S.A. MTN 16/29 | EUR | 0 | 2,000,000 |
| FR0013424876 | 1.1250 % Vivendi S.A. MTN 19/28 | EUR | 0 | 2,000,000 |
| XS2152058868 | 2.5000 % VOLKSW. FINANCIAL SERVICES AG MTN 20/23 | EUR | 2,650,000 | 2,650,000 |
| XS2152062209 | 3.0000 % VOLKSW. FINANCIAL SERVICES AG MTN 20/25 | EUR | 2,350,000 | 2,350,000 |
| XS1629658755 | 2.7000 % Volkswagen Intl Finance N.V. FLR Notes 17/Und. | EUR | 0 | 1,400,000 |
| FR0013448032 | 0.2500 % Worldline S.A. Obl. 19/24 | EUR | 0 | 1,800,000 |
| FR0013521549 | 0.5000 % Worldline S.A. Obl. 20/23 | EUR | 2,600,000 | 2,600,000 |
| XS2010040124 | 1.2500 % ZF Europe Finance B.V. Notes 19/23 | EUR | 0 | 800,000 |
| USD bonds |  |  |  |  |
| USG82016AF62 | 2.5000 % Sinopec Grp Ov.Dev.(2018) Ltd. Notes 19/24 Reg.S | USD | 0 | 2,000,000 |
| Securities admitted to or included in regulated markets |
| Interest-bearing securities |
| EUR bonds |  |  |  |  |
| XS1953929608 | 2.8000 % Acquirente Unico S.p.A. Notes 19/26 | EUR | 1,000,000 | 1,000,000 |
| ES0200002006 | 1.8750 % Adif - Alta Velocidad MTN 15/25 | EUR | 0 | 2,000,000 |
| ES0200002048 | 0.9500 % Adif - Alta Velocidad MTN 19/27 | EUR | 0 | 900,000 |
| XS2166219720 | 0.6250 % ASML Holding N.V. Notes 20/29 | EUR | 1,100,000 | 1,100,000 |
| ES0413790413 | 0.7500 % Banco Santander S.A. Cédulas Hipotec. 15/20 | EUR | 0 | 2,000,000 |
| ES0422714123 | 0.8750 % Cajamar Caja Rural, S.C.Créd. Cédulas Hipot. 18/23 | EUR | 0 | 1,300,000 |
| XS2051655095 | 0.7000 % Coca-Cola European Partn. PLC Notes 19/31 | EUR | 0 | 1,300,000 |
| XS2134245138 | 1.7500 % Coca-Cola European Partn. PLC Notes 20/26 | EUR | 750,000 | 750,000 |
| XS2114852218 | 0.2500 % Comcast Corp. Notes 20/27 | EUR | 1,100,000 | 1,100,000 |
| CH0494734418 | 0.6500 % Credit Suisse Group AG MTN 19/29 | EUR | 0 | 1,850,000 |
| XS2193666042 | 0.3750 % Deutsche Bahn Finance GmbH MTN 20/29 | EUR | 700,000 | 700,000 |
| BE6321529396 | 0.8750 % Elia Transm. Belgium N.V. MTN 20/30 | EUR | 1,300,000 | 1,300,000 |
| XS2108494837 | 3.3750 % Erste Group Bank AG FLR MTN 20/Und. | EUR | 600,000 | 600,000 |
| XS2075185228 | 0.9000 % Harley Davidson Finl Serv.Inc. Notes 19/24 | EUR | 0 | 850,000 |
| FR0013519261 | 2.1250 % La Mondiale Notes 20/31 | EUR | 600,000 | 600,000 |
| ES0224244071 | 1.6250 % Mapfre S.A. Obl. 16/26 | EUR | 0 | 1,300,000 |
| XS1963744260 | 0.9000 % McDonald’s Corp. MTN 19/26 | EUR | 0 | 1,200,000 |
| XS2004880832 | 0.5230 % Mizuho Financial Group Inc. MTN 19/24 | EUR | 0 | 1,750,000 |
| XS2235986929 | 0.0000 % Mondelez Intl Hldgs Nether. BV Notes 20/26 | EUR | 3,350,000 | 3,350,000 |
| XS2168625544 | 0.5000 % PepsiCo Inc. Notes 20/28 | EUR | 4,600,000 | 4,600,000 |
| XS2242633258 | 0.4000 % PepsiCo Inc. Notes 20/32 | EUR | 2,200,000 | 2,200,000 |
| XS1806368897 | 1.7500 % Scentre Mgmt Ltd./RE1 a.Tr.1/2 MTN 18/28 | EUR | 0 | 900,000 |
| XS2010032709 | 0.2500 % Schlumberger Finance B.V. Notes Tr.2 19/27 | EUR | 7,400,000 | 7,400,000 |
| XS2054209320 | 0.4520 % Wintershall Dea Finance B.V. Notes 19/23 | EUR | 0 | 1,700,000 |
| USD bonds |  |  |  |  |
| US31428XBY13 | 3.8000 % Fedex Corp. Notes 20/25 | USD | 2,500,000 | 2,500,000 |
| US571903BD44 | 5.7500 % Marriott International Inc. Notes S.EE 20/25 | USD | 450,000 | 450,000 |
| Unlisted securities |  |  |  |  |
| Interest-bearing securities |
| EUR bonds |  |  |  |  |
| FR0013521614 | 0.5000 % Agence Française Développement MTN Tr.2 20/35 | EUR | 3,000,000 | 3,000,000 |
| Commercial paper |
| EUR |  |  |  |  |
| IT0005365454 | 0.0000 % Republik Italien Zero B.O.T. 19/20 | EUR | 15,000,000 | 15,000,000 |
| IT0005389587 | 0.0000 % Republik Italien Zero B.O.T. 19/20 | EUR | 4,000,000 | 4,000,000 |
| IT0005399578 | 0.0000 % Republik Italien Zero B.O.T. 20/20 | EUR | 25,000,000 | 25,000,000 |
| IT0005406738 | 0.0000 % Republik Italien Zero B.O.T. 20/20 | EUR | 20,000,000 | 20,000,000 |

| Securities | Shares/ | Volume |
| --- | --- | --- |
|  | Units/ | in ’000 |
|  | Currency |  |
| Derivatives |  |  |
| (Option premiums and/or contract volumes pertaining to opening transactions; in the case of warrants, purchases and redemptions are indicated.) |
| Futures contracts |  |  |
| Interest rate futures contracts |  |  |
| Contracts purchased: | EUR | 3,679,687 |
| (Underlying(s): 3M Eurodollar (ED) IRF Juni 20. 3M Eurodollar (ED) IRF Juni 21. 3M Eurodollar (ED) IRF März 20. 3M Eurodollar (ED) IRF März 21. EURO Bund Future (FGBL) März 20, EURO Schatz Future (FGBS) Dez. 20, EURO Schatz Future (FGBS) Sep. 20, EURO-BTP Future (FBTP) März 20, Five-Year US Treasury Note Future (FV) Dez. 20, Long Gilt Future (FLG) Sep. 20. Ten-Year US Treasury Note Future (TY) Dez. 20. Ten- Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) März 20, US Treasury Long Bond Future (US) Sep. 20) |
| Contracts sold: | EUR | 709,128 |
| (Underlying(s): EURO Bobl Future (FGBM) Juni 20, EURO Bobl Future (FGBM) März 20, EURO Bobl Future (FGBM) Sep. 20, EURO Bund Future (FGBL) Dez. 19, EURO Bund Future (FGBL) Dez. 20, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, EURO-BTP Future (FBTP) Dez. 20, EURO-BTP Future (FBTP) Juni 20, EURO-BTP Future (FBTP) März 20, EURO-BTP Future (FBTP) Sep. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Dez. 20) |
| Options |  |  |
| Swaptions |  |  |
| Long put options purchased: | EUR | 487 |
| (Underlying(s): SWP Long Pay 0,8% GOLDMANS_FRA 21.10.20, SWP Long Pay ITraxx ES32 V1 GOLDMANS_FRA 15.01.20) |
| Short put options sold: | EUR | 185 |
| (Underlying(s): SWP Short Pay 1% GOLDMANS_FRA 21.10.20, SWP Short Pay ITraxx ES32 V1 GOLDMANS_FRA 15.01.20) |
| Options on interest rate derivatives |  |  |
| Options on interest rate futures contracts |  |  |
| Long call options purchased: | EUR | 15,009,244 |
| (Underlying(s): 3M Eurodollar (ED) IRF Juni 21. 3M Eurodollar (ED) IRF März 20. 3M Eurodollar (ED) IRF März 21. EURO Bund Future (FGBL) Juni 20. EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten- Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Dez. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) März 20, US Treasury Long Bond Future (US) Sep. 20) |
| Long put options purchased: | EUR | 7,084,698 |
| (Underlying(s): EURO Bund Future (FGBL) Dez. 20, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) März 21, EURO Bund Future (FGBL) Sep. 20, EURO-BTP Future (FBTP) Dez. 20, EURO-BTP Future (FBTP) Juni 20, EURO-BTP Future (FBTP) März 20, EURO-BTP Future (FBTP) Sep. 20, Five-Year US Treasury Note Future (FV) Juni 20, Ten-Year US Treasury Note Future (TY) Dez. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) Sep. 20) |
| Short call options sold: | EUR | 22,516,255 |
| (Underlying(s): 3M Eurodollar (ED) IRF Juni 21. 3M Eurodollar (ED) IRF März 20. 3M Eurodollar (ED) IRF März 21. EURO Bund Future (FGBL) Juni 20. EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten- Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Dez. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) März 20, US Treasury Long Bond Future (US) Sep. 20) |
| Short put options sold: | EUR | 7,375,752 |
| (Underlying(s): EURO Bund Future (FGBL) Dez. 20, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, EURO-BTP Future (FBTP) Dez. 20, EURO-BTP Future (FBTP) Juni 20, EURO-BTP Future (FBTP) März 20, EURO-BTP Future (FBTP) Sep. 20, Five-Year US Treasury Note Future (FV) Juni 20, Ten-Year US Treasury Note Future (TY) Dez. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) Sep. 20) |
| Forward exchange deals |  |  |
| Foreign exchange futures (sale) |  |  |
| Forward sale of currencies: |  |  |
| JPY/USD | EUR | 13,954 |
| USD/EUR | EUR | 111,357 |
| Foreign exchange futures (purchase) |  |  |
| Forward purchase of currencies: |  |  |
| JPY/USD | EUR | 13,962 |
| USD/EUR | EUR | 53,927 |
| Securities loans (volume of transactions, valued at the price agreed when the lending agreement was concluded): |
| unlimited | EUR | 1,225,631 |

(Basiswert(e): 0,0000 % Agence Française Développement MTN 20/25, 0,0000 % Bundesrep.Deutschland Anl. 16/26, 0,0000 % Bundesrep.Deutschland Anl. 19/50, 0,0000 % Bundesrep.Deutschland Anl. 20/30, 0,0000 % Bundesrep.Deutschland Bundesobl. S.178 18/23, 0,0000 % International Bank Rec. Dev. MTN 20/30, 0,0000 % Königreich Belgien Bons d‘Etat 20/27, 0,0000 % Kreditanst.f.Wiederaufbau MTN 19/24, 0,0000 % Mondelez Intl Hldgs Nether. BV Notes 20/26, 0,0000 % Republik Polen MTN 20/25, 0,0100 % Caisse Refinancement l‘Habitat Covered Bonds 19/26, 0,0100 % Caisse Refinancement l‘Habitat Covered Bonds 20/28, 0,0100 % Société Générale SFH S.A. MT Obl.Fin.Hab. 20/30, 0,0400 % Canadian Imperial Bk of Comm. MT Cov. Bonds 19/27, 0,0500
% DZ HYP AG MTN Hyp.-Pfe. R.1215 19/29, 0,0500 % Europ.Fin.Stab.Facility (EFSF) MTN 19/29, 0,0500 % European Investment Bank MTN 20/30, 0,0500 % Santander Consumer Bank AG Pfe. MTN 20/30, 0,0500 % Svenska Handelsbanken AB Non-Pref. MTN
19/26, 0,1000 % HSBC France S.A. MTN 19/27, 0,1250 % Kreditanst.f.Wiederaufbau Anl. 18/23, 0,1250 % LVMH Moët Henn. L. Vuitton SE MTN 20/28, 0,1250 % SAP SE IHS 20/26, 0,1420 % Exxon Mobil Corp. Notes 20/24 Reg.S, 0,2000 % Königreich Belgien Obl. Lin.
S.79 16/23, 0,2000 % Republik Irland Treasury Bonds 20/30, 0,2500 % AT & T Inc. Notes 19/26, 0,2500 % Banco Santander S.A. Mortg.Cov. MTN 19/29, 0,2500 % Bundesrep.Deutschland Anl. 17/27, 0,2500 % Bundesrep.Deutschland Anl. 19/29, 0,2500 % Comcast Corp. Notes 20/27, 0,2500 % Königreich Spanien Bonos 19/24, 0,2500 % Slowakei Anl. 20/25, 0,2500 % Stryker Corp. Notes 19/24, 0,2500 % Union Natle Interp.Em.Com.Ind. MTN 20/35, 0,3000 % Banco Santander S.A. Preferred MTN 19/26, 0,3000 % Intl Business Machines Corp. Notes 20/28, 0,3750 % Banco Bilbao Vizcaya Argent. Preferred MTN 19/26, 0,3750 % Continental AG MTN 19/25, 0,3750 % Daimler AG MTN 19/26, 0,3750 % Deutsche Bahn Finance GmbH MTN 20/29, 0,3750 % ENEL Finance Intl N.V. MTN 19/27, 0,3750 % Kreditanst.f.Wiederaufbau Anl. 18/25, 0,3750 % LVMH Moët Henn. L. Vuitton SE MTN 20/31, 0,3750 % Provinz Ontario MTN 20/27, 0,3750 % Red Eléctrica Financ. S.A.U. MTN 20/28, 0,3750 % Skandinaviska Enskilda Banken MT Cov. Bds 19/26, 0,4000 % Königreich Belgien Obl. Lin. 20/40, 0,5000 % ACEA S.p.A. MTN 20/29, 0,5000 % Bundesrep.Deutschland Anl. 16/26, 0,5000 % Bundesrep.Deutschland Anl. 17/27, 0,5000 % Bundesrep.Deutschland Anl. 18/28, 0,5000 % Europäischer Stabilitäts.(ESM) MTN 19/29, 0,5000 % European Investment Bank MTN 17/27, 0,5000 % La Banq. Postale Home Loan SFH MT Obl.FinHab 19/26, 0,5000 % La Banque Postale FLR Non-Pref. MTN 20/26, 0,5000 % Mediobanca - Bca Cred.Fin. SpA Mortg.Cov.MTN 19/26, 0,5000 % PepsiCo Inc. Notes 20/28, 0,5000 % Pernod-Ricard S.A. Bonds 19/27, 0,5000 % Rep. Frankreich OAT 15/25, 0,5000 % Republik Österreich MTN 19/29, 0,5000 % Shell International Finance BV MTN 19/31, 0,5000 % Swedbank Hypotek AB MT Cov. Bds 19/26, 0,5000 % Thermo Fisher Scientific Inc. Notes 19/28, 0,5000 % UniCredit S.p.A. Preferred MTN 19/25, 0,5000 % Union Natle Interp.Em.Com.Ind. MTN 19/29, 0,5000 % Whirlpool EMEA Finance S.à r.l Notes 20/28, 0,6000 % Republik Italien B.T.P. 20/23, 0,6250 % ASML Holding N.V. Notes 20/29, 0,6250 % Caixabank S.A. Non-Preferred MTN 19/24, 0,6250 % ENI S.p.A. MTN 20/30, 0,6250 % Fresenius Medical Care KGaA MTN 19/26, 0,6250 % Kreditanst.f.Wiederaufbau Anl. 17/27, 0,6250 % Kreditanst.f.Wiederaufbau Anl. 18/28, 0,6250 % Lloyds Banking Group PLC FLR MTN 18/24, 0,6250 % MMS USA Investments Inc. Notes 19/25, 0,6250 % Nykredit Realkredit A/S
Non-Preferred MTN 19/25, 0,6250 % Provinz Ontario MTN 18/25, 0,6250 % Vonovia Finance B.V. MTN 19/27, 0,6500 % Credit Suisse Group AG MTN 19/29, 0,6500 % Intl Business Machines Corp. Notes 20/32, 0,6500 % Republik Italien B.T.P. 16/23, 0,7000 %
Coca-Cola European Partn. PLC Notes 19/31, 0,7500 % AbbVie Inc. Notes 19/27, 0,7500 % América Móvil S.A.B. de C.V. Notes 19/27, 0,7500 % AXA Bank Europe SCF MT Obl.Fonc. 19/29, 0,7500 % Bankia S.A. Preferred Bonos 19/26, 0,7500 % Barclays PLC FLR MTN 19/25, 0,7500 % Bque Fédérative du Cr. Mutuel Preferred MTN 19/26, 0,7500 % Comcast Corp. Notes 20/32, 0,7500 % Daimler AG MTN 20/30, 0,7500 % Europ.Fin.Stab.Facility (EFSF) MTN 17/27, 0,7500 % Fresenius SE & Co. KGaA MTN 20/28, 0,7500 % Königreich Niederlande Anl. 17/27, 0,7500 % Kreditanst.f.Wiederaufbau MTN 19/29, 0,7500 % LVMH Moët Henn. L. Vuitton SE MTN 20/25, 0,7500
% NatWest Group PLC FLR MTN 19/25, 0,7500 % Nederlandse Waterschapsbank NV MTN 16/41, 0,7500 % Rep. Frankreich OAT 17/28, 0,7500 % Société Générale SFH S.A. MT Obl.Fin.Hab. 19/27, 0,7500 % Stryker Corp. Notes 19/29, 0,8000 % Königreich Belgien Obl. Lin. S.85 18/28, 0,8750 % Banco Santander S.A. Mortg.Cov. MTN 19/31, 0,8750 % Bca Monte dei Paschi di Siena Mortg.Cov. MTN 19/26, 0,8750 % BNG Bank N.V. MTN 16/36, 0,8750 % Coöperatieve Rabobank U.A. MT Cov. Bds 19/29, 0,8750 % Covestro AG MTN 20/26, 0,8750 % Eika BoligKreditt A.S. MT Cov. MTN 19/29, 0,8750 % Europ.Fin.Stab.Facility (EFSF) MTN 19/35, 0,8750 % General Electric Co. Notes 17/25, 0,8750 % Hera S.p.A. MTN 19/27, 0,8750 % Iren S.p.A. MTN 19/29, 0,8750 % Pernod-Ricard S.A. Bonds
19/31, 0,8750 % Provinz Quebec MTN 17/27, 0,8750 % Snam S.p.A. MTN 16/26, 0,8750 % Tesco Corp. Treas. Serv. PLC MTN 19/26, 0,8750 % Union Natle Interp.Em.Com.Ind. MTN 18/28, 0,8750 % Worldline S.A. Obl. 20/27, 0,9000 % Königreich Belgien Obl. Lin. 19/29, 0,9270 % Veolia Environnement S.A. MTN 16/29, 1,0000 % ACEA S.p.A. MTN 26/26 2, 1,0000 % Agence Française Développement MTN 18/28, 1,0000 % ArcelorMittal S.A. MTN 19/23, 1,0000 % Banco BPM S.p.A. MT Mortg. Cov. Bds 18/25, 1,0000 % Bank of Ireland Group PLC FLR MTN 19/25, 1,0000 % Carrefour S.A. MTN 19/27, 1,0000 % Cassa Depositi e Prestiti SpA MTN 20/30, 1,0000 % Cellnex Telecom S.A. MTN 20/27, 1,0000 % Europäischer Stabilitäts.(ESM) MTN 15/25, 1,0000 % Freie Hansestadt Bremen Landessch. Ausg.217 19/39, 1,0000 % Gecina S.A. MTN 16/29, 1,0000 % Intesa Sanpaolo S.p.A. Pref. MTN 19/26, 1,0000 %
Königreich Belgien Obl. Lin. S.75 15/31, 1,0000 % Land Nordrhein-Westfalen MT Landessch.R.1427 16/46, 1,0000 % Origin Energy Finance Ltd. MTN 19/29, 1,0000 % Rep. Frankreich OAT 16/27, 1,0000 % Republik Polen MTN 19/29, 1,0000 % Sodexo S.A. Notes 20/29, 1,0000 % UniCredit S.p.A. Non-Preferred MTN 18/23, 1,1250 % Anheuser-Busch InBev S.A./N.V. MTN 19/27, 1,1250 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 19/24, 1,1250 % Banco Santander S.A. Non-Pref. MTN 18/25, 1,1250 % Bankia S.A.
Non-Preferred Bonos 19/26, 1,1250 % BNP Paribas S.A. FLR MTN 20/32, 1,1250 % Bouygues S.A. Bonds 20/28, 1,1250 % Bureau
| Veritas SA Notes 19/27, 1,1250 % Elisa Oyj MTN 19/26, 1,1250 % ENEL Finance Intl N.V. MTN 19/34, 1,1250 % European Investment Bank MTN 16/36, 1,1250 % European Investment Bank MTN 17/33, 1,1250 % Infineon Technologies AG MTN 20/26, 1,1250 % Mediobanca - Bca Cred.Fin. SpA Preferred MTN 19/25, 1,1250 % Mexiko MTN 20/30, 1,1250 % Pernod-Ricard S.A. Bonds 20/25, 1,1250 % Société Générale S.A. Non-Preferred MTN 18/25, 1,2000 % Königreich Spanien Obligaciones 20/40, 1,2500 % Abertis Infraestructuras S.A. MTN 20/28, 1,2500 % Avery Dennison Corp. Notes 17/25, 1,2500 % Kreditanst.f.Wiederaufbau MTN 16/36, 1,2500 % PartnerRe Ireland Finance DAC Notes 16/26, 1,2500 % Rep. Frankreich OAT 16/36, 1,2500 % Royal Mail PLC Notes 19/26, 1,2500 % UBS Group AG FLR Notes 18/25, 1,2500 % Ungarn Bonds 18/25, 1,2500 % UniCredit S.p.A. FLR Preferred MTN 19/25, 1,3000 % Baxter International Inc. Notes 19/29, 1,3000 % Königreich Spanien Obligaciones 16/26, 1,3750 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 18/25, 1,3750 % Cais. d‘Amort.de la Dette Soc. MTN 14/24, 1,3750 % Caixabank S.A. Non-Preferred MTN 19/26, 1,3750 % La Banque Postale Non-Pref. MTN 19/29, 1,3750 % RAI-Radiotele. Italiana S.p.A. Notes 19/24, 1,3750 % Total Capital Intl S.A. MTN 17/29, 1,3820 % Ferrovial Emisiones S.A. Notes 20/26, 1,4000 % Königreich Spanien Bonos 18/28, 1,5000 % AMCO - Asset Management Co.SpA MTN 20/23, 1,5000 % Bundesrep.Deutschland Anl. 14/24, 1,5000 % Citigroup Inc. FLR MTN 18/26, 1,5000 % EDP Finance B.V. MTN 17/27, 1,5000 % Rep. Frankreich OAT 18/50, 1,5000 % Republik Österreich Bundesanl. 16/47, 1,5000 % Unio.di Banche Italiane S.p.A. Preferred MTN 19/24, 1,6250 % Anglo American Capital PLC MTN 17/25, 1,6250 % CNH Industrial Finance Euro.SA MTN 19/29, 1,6250 % Crédit Agricole S.A. FLR MTN 20/30, 1,6250 % EnBW Energie Baden-Württem. AG FLR Anl. 19/79, 1,6250 % Engie S.A. FLR Notes 19/Und., 1,6250 % Unio.di Banche Italiane S.p.A. Non-Pref. MTN 19/25, 1,6500 % Republik Italien B.T.P. 20/30, 1,7000 % Danaher Corp. Notes 20/24, 1,7000 % Königreich Belgien Obl. Lin. 19/50, 1,7500 % Banco de Sabadell S.A. Non-Preferred MTN 19/24, 1,7500 % Bundesrep.Deutschland Anl. 12/22, 1,7500 % Caixabank S.A. Non-Preferred MTN 18/23, 1,7500 % Intesa Sanpaolo S.p.A. Pref. MTN 19/29, 1,7500 % Orange S.A. FLR MTN 19/Und., 1,7500 % Orange S.A. FLR MTN 20/Und., 1,7500 % Orsted A/S FLR Notes 19/Und., 1,7500 % Rep. Frankreich OAT 13/23, 1,7500 % Scentre Mgmt Ltd./RE1 a.Tr.1/2 MTN 18/28, 1,8500 % Republik Italien B.T.P. 20/25, 1,8750 % CNH Industrial Finance Euro.SA MTN 18/26, 1,8750 % Infrastrutt. Wireless Italiane MTN 20/26, 1,8750 % Mandatum Life Insurance Co.Ltd FLR Notes 19/49, 1,8750 % Redexis Gas Finance B.V. MTN 20/25, 1,9500 % Königreich Spanien Obligaciones 16/26, 1,9940 % Total Capital Intl S.A. MTN 20/32, 2,0000 % Capgemini SE Notes 20/29, 2,0000 % CNP Assurances S.A. FLR MTN 19/50, 2,0000 % Fidelity Natl Inform.Svcs Inc. Notes 19/30, 2,0000 % JCDecaux S.A. Bonds 20/24, 2,0000 % The Goldman Sachs Group Inc. MTN 18/28, 2,1240 % Assicurazioni Generali S.p.A. MTN 19/30, 2,1250 % Anheuser-Busch InBev S.A./N.V. MTN 20/27, 2,1250 % Carmila S.A.S. Obl. 18/28, 2,1250 % Cassa Depositi e Prestiti SpA MTN 18/23, 2,1250 % Groupama Assurances Mutuelles Notes 19/29, 2,1250 % InterContinental Hotels Group MTN 18/27, 2,1250 % Republik Portugal Obr. 18/28, 2,1250 % Unibail-Rodamco-Westfield SE FLR Bonds 18/Und., 2,2500 % ArcelorMittal S.A. MTN 19/24, 2,2500 % Rep. Frankreich OAT 13/24, 2,3500 % Königreich Spanien Obligaciones 17/33, 2,3750 % Bank of Ireland Group PLC FLR MTN 19/29, 2,3750 % Carmila S.A.S. Notes 16/24, 2,4000 % Republik Österreich Bundesanl. 13/34, 2,5000 % Bundesrep.Deutschland Anl. 12/44, 2,5000 % Bundesrep.Deutschland Anl. 14/46, 2,5000 % CNP Assurances S.A. FLR Notes 20/51, 2,5000 % Rep. Frankreich OAT 14/30, 2,5000 % Standard Chartered PLC FLR MTN 20/30, 2,5000 % VOLKSW. FINANCIAL SERVICES AG MTN 20/23, 2,6250 % Caixabank S.A. Cédulas Hipotec. 14/24, 2,6250 % Crédit Agricole S.A. Bonds 15/27, 2,6250 % ENI S.p.A. FLR Notes 20/Und., 2,6250 % Immofinanz AG Notes 19/23, 2,6250 % Total S.E. FLR MTN 15/Und., 2,7000 % Königreich Spanien Bonos 18/48, 2,7500 % BPCE S.A. FLR MTN 15/27, 2,7500 % Petróleos Mexicanos (PEMEX) MTN 15/27, 2,7500 % Republik Rumänien MTN 20/26 Reg.S, 2,8000 % Republik Italien B.T.P. 18/28, 2,8750 % Equinix Inc. Notes 17/25, 2,8750 % Republik Portugal Obr. 16/26, 3,0000 % Europ.Fin.Stab.Facility (EFSF) MTN 13/34, 3,0000 % Europäische Union MTN 11/26, 3,0000 % Republik Italien B.T.P. 19/29, 3,0000 % SCOR SE FLR Notes 15/46, 3,2500 % Coöperatieve Rabobank U.A. FLR Cap.Sec. 19/Und., 3,3750 % ENEL S.p.A. FLR Cap. Secs 18/81, 3,4500 % Republik Italien B.T.P. 17/48, 3,5000 % Caixabank S.A. FLR MTN 17/27, 3,5000 % Republik Italien B.T.P. 14/30, 3,6240 % Republik Rumänien MTN 20/30 Reg.S, 3,8750 % AGEAS SA/NV FLR Notes 19/Und., 3,8750 % Republik Portugal Obr. 14/30, 4,0000 % Commerzbank AG Sub.Fix to Reset MTN 20/30, 4,2500 % Königreich Belgien Obl. Lin. S.60 10/41, 4,7500 % Republik Italien B.T.P. 08/23, 4,8000 % Königreich Spanien Bonos 08/24, 4,8750 % UniCredit S.p.A. FLR MTN 19/29, 5,1500 % Königreich Spanien Bonos 13/44, 7,8300 % UniCredit S.p.A. Non-Pref. MTN 18/23 Reg.S) |
| --- |
| Credit derivatives |  |  |
| Credit Default Swaps (CDS) |  |  |
| Protection Buyer: | EUR | 120,000 |
| (Basiswert(e): CDS ITRAXX EUROPE S34 V1 5Y, CDS ITRAXX EUROPE SEN FINANCIALS S32 V1 5Y |  |

Statement of Operations
Unit class: Allianz Rentenfonds A (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Income |  |  |
| 1. Dividends from German issuers (gross of corporation tax) |  | 0.00 |
| 2. Dividends from foreign issuers (gross of withholding tax) |  | 0.00 |
| 3. Interest from German securities |  | 728,699.45 |
| 4. Interest from foreign securities (gross of withholding tax) | 12,970,342.88 |
| 5. Interest from liquid investments in Germany |  | -108,514.48 |
| a) Negative interest on deposits | -110,460.74 |  |
| b) Positive interest on deposits | 1,946.26 |  |
| 6. Interest from liquid investments abroad (gross of withholding tax) |  | 123.03 |
| a) Positive interest on deposits | 123.03 |  |
| 7. Income from fund units |  | 125,354.62 |
| 8. Income from securities lending and repurchase agreements |  | 382,533.60 |
| a) Income from securities lending | 382,533.60 |  |
| 9a. Deduction of domestic corporate income tax |  | 0.00 |
| 9b. Deduction of foreign withholding tax |  | -13.42 |
| a) interest from foreign securities / liquid assets | -13.42 |  |
| 10. Other income | 3,009,318.37 |
| Total income | 17,107,844.05 |
| II. Expenses |  |  |
| 1. Interest from loans |  | -874.40 |
| 2. All-in fee 1) | -9,693,627.75 |
| 3. Custodians’ fee |  | 0.00 |
| 4. Auditing and publication costs |  | 0.00 |
| 5. Other expenses |  | -117,375.04 |
| Total expenses | -9,811,877.19 |
| III. Ordinary net income | 7,295,966.86 |
| IV. Sales transactions |  |  |
| 1. Realised gains | 71,786,109.18 |
| 2. Realised losses | -57,220,514.91 |
| Result from sales transactions | 14,565,594.27 |
| V. Realised result for the financial year | 21,861,561.13 |
| 1. Net change in unrealised gains | 14,337,828.11 |
| 2. Net change in unrealised losses | -1,598,175.58 |
| VI. Unrealised result for the financial year | 12,739,652.53 |
| VII. Result for the financial year | 34,601,213.66 |
| 1)  Under the Terms and Conditions, an all-in fee of | up to 1.00% p.a. (in the financial |

for the period from 01/12/2019 to 30/11/2020 (including income equalisation)
year 0.70% p.a.) is payable to the investment management company on behalf of the fund. The expenses met by the investment management company from this fee included the expenses for portfolio management and the custodian charges (in the financial year 0.000% p.a.) as well as other third party payments (e.g. printing and publication expenses, audit fees, etc.).
Unit class: Allianz Rentenfonds IT2 (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Income |  |  |
| 1. Dividends from German issuers (gross of corporation tax) |  | 0.00 |
| 2. Dividends from foreign issuers (gross of withholding tax) |  | 0.00 |
| 3. Interest from German securities |  | 213.53 |
| 4. Interest from foreign securities (gross of withholding tax) |  | 3,811.46 |
| 5. Interest from liquid investments in Germany |  | -31.82 |
| a) Negative interest on deposits | -32.39 |  |
| b) Positive interest on deposits | 0.57 |  |
| 6. Interest from liquid investments abroad (gross of withholding tax) |  | 0.00 |
| 7. Income from fund units |  | 36.55 |
| 8. Income from securities lending and repurchase agreements |  | 112.55 |
| a) Income from securities lending | 112.55 |  |
| 9a. Deduction of domestic corporate income tax |  | 0.00 |
| 9b. Deduction of foreign withholding tax |  | 0.00 |
| 10. Other income |  | 885.46 |
| Total income |  | 5,027.73 |
| II. Expenses |  |  |
| 1. Interest from loans |  | -0.14 |
| 2. All-in fee 1) |  | -1,497.48 |
| 3. Custodians’ fee |  | 0.00 |
| 4. Auditing and publication costs |  | 0.00 |
| 5. Other expenses |  | -34.56 |
| Total expenses |  | -1,532.18 |
| III. Ordinary net income |  | 3,495.55 |
| IV. Sales transactions |  |  |
| 1. Realised gains |  | 21,084.97 |
| 2. Realised losses |  | -16,802.49 |
| Result from sales transactions |  | 4,282.48 |
| V. Realised result for the financial year |  | 7,778.03 |
| 1. Net change in unrealised gains |  | 5,456.59 |
| 2. Net change in unrealised losses |  | 1,929.76 |
| VI. Unrealised result for the financial year |  | 7,386.35 |
| VII. Result for the financial year |  | 15,164.38 |
| 1)  Under the Terms and Conditions, an all-in fee of up | to 0.61% p.a. (in the | financial |

for the period from 01/12/2019 to 30/11/2020 (including income equalisation)
year 0.37% p.a.) is payable to the investment management company on behalf of the fund. The expenses met by the investment management company from this fee included the expenses for portfolio management and the custodian charges (in the financial year 0.000% p.a.) as well as other third party payments (e.g. printing and publication expenses, audit fees, etc.).
Unit class: Allianz Rentenfonds P (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Income |  |  |
| 1. Dividends from German issuers (gross of corporation tax) |  | 0.00 |
| 2. Dividends from foreign issuers (gross of withholding tax) |  | 0.00 |
| 3. Interest from German securities |  | 37,608.63 |
| 4. Interest from foreign securities (gross of withholding tax) |  | 669,372.50 |
| 5. Interest from liquid investments in Germany |  | -5,597.65 |
| a) Negative interest on deposits | -5,697.44 |  |
| b) Positive interest on deposits | 99.79 |  |
| 6. Interest from liquid investments abroad (gross of withholding tax) |  | 6.24 |
| a) Positive interest on deposits | 6.24 |  |
| 7. Income from fund units |  | 6,477.16 |
| 8. Income from securities lending and repurchase agreements |  | 19,735.80 |
| a) Income from securities lending | 19,735.80 |  |
| 9a. Deduction of domestic corporate income tax |  | 0.00 |
| 9b. Deduction of foreign withholding tax |  | -0.64 |
| a) interest from foreign securities / liquid assets | -0.64 |  |
| 10. Other income |  | 155,256.69 |
| Total income |  | 882,858.73 |
| II. Expenses |  |  |
| 1. Interest from loans |  | -45.08 |
| 2. All-in fee 1) |  | -241,374.76 |
| 3. Custodians’ fee |  | 0.00 |
| 4. Auditing and publication costs |  | 0.00 |
| 5. Other expenses |  | -6,055.59 |
| Total expenses |  | -247,475.43 |
| III. Ordinary net income |  | 635,383.30 |
| IV. Sales transactions |  |  |
| 1. Realised gains | 3,700,075.38 |
| 2. Realised losses | -2,948,689.16 |
| Result from sales transactions |  | 751,386.22 |
| V. Realised result for the financial year | 1,386,769.52 |
| 1. Net change in unrealised gains |  | 857,368.18 |
| 2. Net change in unrealised losses |  | 142,716.45 |
| VI. Unrealised result for the financial year | 1,000,084.63 |
| VII. Result for the financial year | 2,386,854.15 |
| 1)  Under the Terms and Conditions, an all-in fee of up | to 0.61% p.a. (in the financial |

for the period from 01/12/2019 to 30/11/2020 (including income equalisation)
year 0.34% p.a.) is payable to the investment management company on behalf of the fund. The expenses met by the investment management company from this fee included the expenses for portfolio management and the custodian charges (in the financial year 0.000% p.a.) as well as other third party payments (e.g. printing and publication expenses, audit fees, etc.).
Unit class: Allianz Rentenfonds P2 (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Income |  |  |
| 1. Dividends from German issuers (gross of corporation tax) |  | 0.00 |
| 2. Dividends from foreign issuers (gross of withholding tax) |  | 0.00 |
| 3. Interest from German securities |  | 16,725.41 |
| 4. Interest from foreign securities (gross of withholding tax) |  | 297,690.00 |
| 5. Interest from liquid investments in Germany |  | -2,489.32 |
| a) Negative interest on deposits | -2,533.82 |  |
| b) Positive interest on deposits | 44.50 |  |
| 6. Interest from liquid investments abroad (gross of withholding tax) |  | 2.75 |
| a) Positive interest on deposits | 2.75 |  |
| 7. Income from fund units |  | 2,880.48 |
| 8. Income from securities lending and repurchase agreements |  | 8,777.16 |
| a) Income from securities lending | 8,777.16 |  |
| 9a. Deduction of domestic corporate income tax |  | 0.00 |
| 9b. Deduction of foreign withholding tax |  | -0.28 |
| a) Interest from foreign securities / liquid assets | -0.28 |  |
| 10. Other income |  | 69,047.88 |
| Total income |  | 392,634.08 |
| II. Expenses |  |  |
| 1. Interest from loans |  | -20.06 |
| 2. All-in fee 1) |  | -107,759.19 |
| 3. Custodians’ fee |  | 0.00 |
| 4. Auditing and publication costs |  | 0.00 |
| 5. Other expenses |  | -2,693.12 |
| Total expenses |  | -110,472.37 |
| III. Ordinary net income |  | 282,161.71 |
| IV. Sales transactions |  |  |
| 1. Realised gains | 1,646,317.31 |
| 2. Realised losses | -1,312,148.14 |
| Result from sales transactions |  | 334,169.17 |
| V. Realised result for the financial year |  | 616,330.88 |
| 1. Net change in unrealised gains |  | 372,751.94 |
| 2. Net change in unrealised losses |  | 16,791.16 |
| VI. Unrealised result for the financial year |  | 389,543.10 |
| VII. Result for the financial year | 1,005,873.98 |
| 1)  Under the Terms and Conditions, an all-in fee of up | to 0.61% p.a. (in the financial |

for the period from 01/12/2019 to 30/11/2020 (including income equalisation)
year 0.34% p.a.) is payable to the investment management company on behalf of the fund. The expenses met by the investment management company from this fee included the expenses for portfolio management and the custodian charges (in the financial year 0.000% p.a.) as well as other third party payments (e.g. printing and publication expenses, audit fees, etc.).
Unit class: Allianz Rentenfonds R (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Income |  |  |
| 1. Dividends from German issuers (gross of corporation tax) |  | 0.00 |
| 2. Dividends from foreign issuers (gross of withholding tax) |  | 0.00 |
| 3. Interest from German securities |  | 7.82 |
| 4. Interest from foreign securities (gross of withholding tax) |  | 129.21 |
| 5. Interest from liquid investments in Germany |  | -1.11 |
| a) Negative interest on deposits | -1.11 |  |
| 6. Interest from liquid investments abroad (gross of withholding tax) |  | 0.00 |
| 7. Income from fund units |  | 1.24 |
| 8. Income from securities lending and repurchase agreements |  | 3.83 |
| a) Income from securities lending | 3.83 |  |
| 9a. Deduction of domestic corporate income tax |  | 0.00 |
| 9b. Deduction of foreign withholding tax |  | 0.00 |
| 10. Other income |  | 30.17 |
| Total income |  | 171.16 |
| II. Expenses |  |  |
| 1. Interest from loans |  | 0.00 |
| 2. All-in fee 1) |  | -56.74 |
| 3. Custodians’ fee |  | 0.00 |
| 4. Auditing and publication costs |  | 0.00 |
| 5. Other expenses |  | -0.67 |
| Total expenses |  | -57.41 |
| III. Ordinary net income |  | 113.75 |
| IV. Sales transactions |  |  |
| 1. Realised gains |  | 719.21 |
| 2. Realised losses |  | -573.35 |
| Result from sales transactions |  | 145.86 |
| V. Realised result for the financial year |  | 259.61 |
| 1. Net change in unrealised gains |  | 177.64 |
| 2. Net change in unrealised losses |  | 42.01 |
| VI. Unrealised result for the financial year |  | 219.65 |
| VII. Result for the financial year |  | 479.26 |
| 1)  Under the Terms and Conditions, an all-in fee of up | to 1.00% p.a. (in the | financial |

for the period from 01/12/2019 to 30/11/2020 (including income equalisation)
year 0.41% p.a.) is payable to the investment management company on behalf of the fund. The expenses met by the investment management company from this fee included the expenses for portfolio management and the custodian charges (in the financial year 0.000% p.a.) as well as other third party payments (e.g. printing and publication expenses, audit fees, etc.).
Statement of Changes in Net Assets 2019/2020
|  | EUR | EUR |
| --- | --- | --- |
| I. Value of the fund at beginning of financial year | 1,088,166,871.54 |
| 1. Distribution or tax allowance for the previous year | -10,307,249.32 |
| 2. Interim distributions |  | 0.00 |
| 3. Inflows (net) | 307,669,578.34 |
| a) Subscriptions | 503,331,561.48 |  |
| of which from unit certificate sales | 503,331,561.48 |  |
| of which from merger | 0.00 |  |
| b) Redemptions | -195,661,983.14 |  |
| 4. Income equalisation/Expense equalisation | -1,156,764.16 |
| 5. Result for the financial year | 34,601,213.66 |
| of which net change in unrealised gains | 14,337,828.11 |  |
| of which net change in unrealised losses | -1,598,175.58 |  |
| II. Value of the fund at end of financial year | 1,418,973,650.06 |
| Unit class: Allianz Rentenfonds IT2 (EUR) EUR	EUR I. Value of the fund at beginning of financial	155,963.01 year - Distribution or tax allowance for the previousyear	0.00
- Interim distributions	0.00
- Inflows (net)	250,000.55
	- Subscriptions	250,000.55of which from unit certificate sales	250,000.55 of which from merger		0.00

- Redemptions	0.00
- Income equalisation/Expense equalisation	-2,732.85
- Result for the financial year	15,164.38of which net change in unrealised gains	5,456.59of which net change in unrealised losses	1,929.76II. Value of the fund at end of financial year	418,395.09
 |

| Unit class: Allianz Rentenfonds P (EUR) |
| --- |
|  | EUR | EUR |
| I. Value of the fund at beginning of financial year | 21,532,980.15 |
| 1. Distribution or tax allowance for the previous year | -445,481.82 |
| 2. Interim distributions |  | 0.00 |
| 3. Inflows (net) | 50,149,706.19 |
| a) Subscriptions | 55,694,142.49 |  |
| of which from unit certificate sales | 55,694,142.49 |  |
| of which from merger | 0.00 |  |
| b) Redemptions | -5,544,436.30 |  |
| 4. Income equalisation/Expense equalisation | -310,867.34 |
| 5. Result for the financial year | 2,386,854.15 |
| of which net change in unrealised gains | 857,368.18 |  |
| of which net change in unrealised losses | 142,716.45 |  |
| II. Value of the fund at end of financial year | 73,313,191.33 |

Unit class: Allianz Rentenfonds A (EUR)
Unit class: Allianz Rentenfonds P2 (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Value of the fund at beginning of financial year | 28,093,530.14 |
| 1. Distribution or tax allowance for the previous year | -341,173.85 |
| 2. Interim distributions |  | 0.00 |
| 3. Inflows (net) | 3,889,719.25 |
| a) Subscriptions | 4,934,797.65 |  |
| of which from unit certificate sales | 4,934,797.65 |  |
| of which from merger | 0.00 |  |
| b) Redemptions | -1,045,078.40 |  |
| 4. Income equalisation/Expense equalisation |  | -43,015.83 |
| 5. Result for the financial year | 1,005,873.98 |
| of which net change in unrealised gains | 372,751.94 |  |
| of which net change in unrealised losses | 16,791.16 |  |
| II. Value of the fund at end of financial year | 32,604,933.69 |

Unit class: Allianz Rentenfonds R (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Value of the fund at beginning of financial year |  | 3,636.44 |
| 1. Distribution or tax allowance for the previous year |  | -119.29 |
| 2. Interim distributions |  | 0.00 |
| 3. Inflows (net) |  | 10,269.17 |
| a) Subscriptions | 13,058.29 |  |
| of which from unit certificate sales | 13,058.29 |  |
| of which from merger | 0.00 |  |
| b) Redemptions | -2,789.12 |  |
| 4. Income equalisation/Expense equalisation |  | -24.81 |
| 5. Result for the financial year |  | 479.26 |
| of which net change in unrealised gains | 177.64 |  |
| of which net change in unrealised losses | 42.01 |  |
| II. Value of the fund at end of financial year |  | 14,240.77 |

Allocation of the fund’s income
Unit class: Allianz Rentenfonds A (EUR)
| Calculation of distribution | total EUR | per unit EUR *) |
| --- | --- | --- |
| I. Available for distribution |
| 1. Balance carried forward from previous year | 204,561,689.01 | 12.99 |
| 2. Realised result for the financial year | 21,861,561.13 | 1.39 |
| 3. Transfers from the fund | 0.00 | 0.00 |
| II. Not used for distribution |
| 1. Retained for reinvestment | -6,281,252.57 | -0.40 |
| 2. Balance carried forward | -212,846,047.50 | -13.52 |
| III. Gross distribution | 7,295,950.07 | 0.46 |
| 1. Interim distribution | 0.00 | 0.00 |
| 2. Final distribution | 7,295,950.07 | 0.46 |
| Units in circulation as at 30/11/2020: 15,743,710 units |
| *) Unit values may be subject to rounding differences. |

Unit class: Allianz Rentenfonds IT2 (EUR)
| Reinvestment calculation | total EUR | per unit EUR *) |
| --- | --- | --- |
| I. Available for reinvestment |
| 1. Realised result for the financial year | 7,778.03 | 19.83 |
| 2. Transfers from the fund | 0.00 | 0.00 |
| 3. Available tax deduction | 0.00 | 0.00 |
| II. Reinvestment | 7,778.03 | 19.83 |
| Units in circulation: 392 units |
| *) Unit values may be subject to rounding differences. |

Unit class: Allianz Rentenfonds P (EUR)
Unit class: Allianz Rentenfonds P2 (EUR)
| Calculation of distribution | total EUR | per unit EUR *) |
| --- | --- | --- |
| I. Available for distribution |
| 1. Balance carried forward from previous year | 839,431.68 | 2.62 |
| 2. Realised result for the financial year | 616,330.88 | 1.93 |
| 3. Transfers from the fund | 0.00 | 0.00 |
| II. Not used for distribution |
| 1. Retained for reinvestment | 0.00 | 0.00 |
| 2. Balance carried forward | -1,173,601.57 | -3.67 |
| III. Gross distribution | 282,160.99 | 0.88 |
| 1. Interim distribution | 0.00 | 0.00 |
| 2. Final distribution | 282,160.99 | 0.88 |
| Units in circulation as at 30/11/2020: 320,128 units |
| *) Unit values may be subject to rounding differences. |

| Calculation of distribution | total EUR | per unit EUR *) |
| --- | --- | --- |
| I. Available for distribution |
| 1. Balance carried forward from previous year | 155.41 | 1.16 |
| 2. Realised result for the financial year | 259.61 | 1.93 |
| 3. Transfers from the fund | 0.00 | 0.00 |
| II. Not used for distribution |
| 1. Retained for reinvestment | 0.00 | 0.00 |
| 2. Balance carried forward | -301.27 | -2.24 |
| III. Gross distribution | 113.75 | 0.85 |
| 1. Interim distribution | 0.00 | 0.00 |
| 2. Final distribution | 113.75 | 0.85 |
| Units in circulation as at 30/11/2020: 134 units |
| *) Unit values may be subject to rounding differences. |

Unit class: Allianz Rentenfonds R (EUR)
| Calculation of distribution | total EUR | per unit EUR *) |
| --- | --- | --- |
| I. Available for distribution |
| 1. Balance carried forward from previous year | 9,906,258.80 | 170.16 |
| 2. Realised result for the financial year | 1,386,769.52 | 23.82 |
| 3. Transfers from the fund | 0.00 | 0.00 |
| II. Not used for distribution |
| 1. Retained for reinvestment | 0.00 | 0.00 |
| 2. Balance carried forward | -10,657,645.18 | -183.07 |
| III. Gross distribution | 635,383.14 | 10.91 |
| 1. Interim distribution | 0.00 | 0.00 |
| 2. Final distribution | 635,383.14 | 10.91 |
| Units in circulation as at 30/11/2020: 58,216 units |
| *) Unit values may be subject to rounding differences. |

Translation (ENDE, 2020-11-30):
# Allianz Rentenfonds
Vermögensübersicht zum 30.11.2020
| Gliederung nach Anlagenart - Land | Kurswert in EUR | % des Fonds- vermögens  *) |
| --- | --- | --- |
| I. Vermögensgegenstände |
| 1. Anleihen | 1.484.881.967,06 | 97,36 |
| Deutschland | 232.311.130,23 | 15,24 |
| Frankreich | 322.854.132,21 | 21,17 |
| Niederlande | 54.128.196,64 | 3,54 |
| Italien | 294.999.094,88 | 19,38 |
| Irland | 24.889.979,93 | 1,63 |
| Dänemark | 3.047.883,90 | 0,20 |
| Portugal | 67.235.083,08 | 4,42 |
| Spanien | 144.228.372,96 | 9,45 |
| Belgien | 58.106.099,30 | 3,81 |
| Luxemburg | 21.454.790,02 | 1,40 |
| Norwegen | 1.411.522,20 | 0,09 |
| Schweden | 6.264.560,98 | 0,40 |
| Finnland | 16.563.641,34 | 1,08 |
| Österreich | 11.870.501,42 | 0,78 |
| Schweiz | 3.707.020,29 | 0,24 |
| Litauen | 1.030.326,70 | 0,07 |
| Polen | 2.992.997,76 | 0,20 |
| Slowakei | 4.205.669,45 | 0,28 |
| Ungarn | 9.830.464,98 | 0,65 |
| Rumänien | 10.844.673,24 | 0,71 |
| Kroatien | 3.844.934,89 | 0,25 |
| Großbritannien | 21.816.324,05 | 1,43 |
| USA | 44.188.368,26 | 2,89 |
| Kanada | 23.719.533,05 | 1,55 |
| Mexiko | 11.024.339,95 | 0,72 |
| Peru | 7.515.853,40 | 0,49 |
| Chile | 1.068.250,00 | 0,07 |
| Indonesien | 1.312.176,25 | 0,09 |
| Philippinen | 1.001.676,30 | 0,07 |
| Korea, Republik | 460.544,72 | 0,03 |
| Australien | 22.841.076,62 | 1,51 |
| Sonstige | 54.112.748,06 | 3,52 |
| 2. Investmentanteile | 11.720.957,80 | 0,77 |
| Luxemburg | 11.720.957,80 | 0,77 |
| 3. Derivate | -1.352.446,72 | -0,10 |
| 4. Bankguthaben, Geldmarktpapiere, Geldmarkt- und geldmarktnahe Fonds | 33.839.054,48 | 2,23 |
| 5. Sonstige Vermögensgegenstände | 14.973.224,47 | 0,97 |
| II. Verbindlichkeiten | -18.738.346,17 | -1,23 |
| III. Fondsvermögen | 1.525.324.410,92 | 100,00 |
| *)  Durch Rundung der Prozentanteile bei der Berechnung können geringfügige Run- |

| Gliederung nach Anlagenart - Währung | Kurswert in EUR | % des Fonds- vermögens  *) |
| --- | --- | --- |
| I. Vermögensgegenstände |
| 1. Anleihen | 1.484.881.967,06 | 97,36 |
| AUD | 18.467.923,17 | 1,22 |
| EUR | 1.415.659.810,90 | 92,82 |
| USD | 50.754.232,99 | 3,32 |
| 2. Investmentanteile | 11.720.957,80 | 0,77 |
| EUR | 11.720.957,80 | 0,77 |
| 3. Derivate | -1.352.446,72 | -0,10 |
| 4. Bankguthaben, Geldmarktpapiere, Geldmarkt- und geldmarktnahe Fonds | 33.839.054,48 | 2,23 |
| 5. Sonstige Vermögensgegenstände | 14.973.224,47 | 0,97 |
| II. Verbindlichkeiten | -18.738.346,17 | -1,23 |
| III. Fondsvermögen | 1.525.324.410,92 | 100,00 |

dungsdifferenzen entstanden sein.
| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| Börsengehandelte Wertpapiere |  |  |  |  |  |  | 1.343.696.663,00 | 88,11 |
| Verzinsliche Wertpapiere |  |  |  |  |  |  | 1.343.696.663,00 | 88,11 |
| EUR-Anleihen |  |  |  |  |  |  |  | 1.307.682.520,83 | 85,74 |
| XS2055646918 | 0,7500 % AbbVie Inc. Notes 19/27 |  | EUR | 1.000.000 | 0 | 1.150.000 | % | 104,398 | 1.043.980,10 | 0,07 |
| XS2113911387 | 1,2500 % Abertis Infraestruc- turas S.A. MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.900.000 | 1.900.000 | 0 | % | 103,201 | 1.960.821,09 | 0,13 |
| XS2113700921 | 0,5000 % ACEA S.p.A. MTN 20/29 |  | EUR | 2.400.000 | 2.400.000 | 0 | % | 100,891 | 2.421.386,16 | 0,16 |
| XS2175967343 | 1,5000 % Achmea B.V. MTN 20/27 |  | EUR | 2.000.000 | 3.450.000 | 1.450.000 | % | 107,835 | 2.156.697,60 | 0,14 |
| BE6317598850 | 3,8750 % AGEAS SA/NV FLR Notes 19/Und. | EUR | 3.000.000 | 3.000.000 | 0 | % | 103,552 | 3.106.562,40 | 0,20 |
| BE6325355822 | 1,8750 % AGEAS SA/NV FLR Notes 20/51 |  | EUR | 1.800.000 | 1.800.000 | 0 | % | 99,983 | 1.799.694,00 | 0,12 |
| FR0013312774 | 1,0000 % Agence Française Dé- veloppement MTN 18/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.800.000 | 0 | 0 | % | 109,266 | 3.059.448,00 | 0,20 |
| FR0013461688 | 0,5000 % Agence Française Dé- veloppement MTN 19/35 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 105,357 | 3.160.721,10 | 0,21 |
| FR0013483526 | 0,0000 % Agence Française Dé- veloppement MTN 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.500.000 | 1.500.000 | 0 | % | 101,816 | 1.527.234,75 | 0,10 |
| XS2080767010 | 1,8750 % AIB Group PLC FLR MTN 19/29 |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 101,287 | 3.038.601,90 | 0,20 |
| XS2230399441 | 2,8750 % AIB Group PLC FLR MTN 20/31 |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 105,951 | 3.178.539,60 | 0,21 |
| XS2228897158 | 1,0000 % Akelius Resid.Ppty Fin- cng B.V. MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 600.000 | 600.000 | 0 | % | 102,809 | 616.852,80 | 0,04 |
| XS2082323630 | 1,0000 % ArcelorMittal S.A. MTN 19/23 |  | EUR | 800.000 | 0 | 700.000 | % | 100,666 | 805.329,76 | 0,05 |
| XS1936308391 | 2,2500 % ArcelorMittal S.A. MTN 19/24 |  | EUR | 1.450.000 | 1.000.000 | 1.000.000 | % | 104,257 | 1.511.726,79 | 0,10 |
| XS1115800655 | 5,0000 % ASR Nederland N.V. FLR Securities 14/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.785.000 | 0 | 0 | % | 112,638 | 2.010.593,66 | 0,13 |
| XS2056491587 | 2,1240 % Assicurazioni Gene- rali S.p.A. MTN 19/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 950.000 | 0 | 0 | % | 105,040 | 997.880,00 | 0,07 |
| XS1701458017 | 0,2500 % Autobahnen-Schnellstr.- Fin.-AG MTN 17/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.750.000 | 0 | 0 | % | 103,048 | 1.803.340,70 | 0,12 |
| XS2203969246 | 0,0000 % Autobahnen-Schnellstr.- Fin.-AG MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 950.000 | 950.000 | 0 | % | 103,015 | 978.642,03 | 0,06 |
| XS1533922263 | 1,2500 % Avery Dennison Corp. Notes 17/25 | EUR | 2.000.000 | 0 | 300.000 | % | 104,892 | 2.097.847,00 | 0,14 |
| FR0013406154 | 0,7500 % AXA Bank Europe SCF MT Obl.Fonc. 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.600.000 | 0 | 0 | % | 108,782 | 1.740.508,80 | 0,11 |
| XS1956973967 | 1,1250 % Banco Bilbao Vizcaya Ar- gent. Non-Pref. MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.100.000 | 0 | 0 | % | 103,372 | 1.137.096,84 | 0,07 |
| XS2058729653 | 0,3750 % Banco Bilbao Vizcaya Ar- gent. Non-Pref. MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.600.000 | 0 | 0 | % | 101,151 | 1.618.414,72 | 0,11 |
| XS2013745703 | 1,0000 % Banco Bilbao Vizcaya Ar- gent. Non-Pref. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.000.000 | 0 | 0 | % | 105,071 | 1.050.705,20 | 0,07 |
| PTBPIAOM0026 | 0,2500 % Banco BPI S.A. Covered MTN 19/24 | EUR | 1.000.000 | 0 | 0 | % | 102,314 | 1.023.139,90 | 0,07 |
| IT0005321663 | 1,0000 % Banco BPM S.p.A. MT Mortg. Cov. Bds 18/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 0 | % | 105,738 | 2.114.762,60 | 0,14 |
| PTBCPIOM0057 | 0,7500 % Banco Com. Português SA (BCP) Obr. Hipotec. 17/22 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.900.000 | 0 | 0 | % | 101,691 | 2.949.028,56 | 0,19 |
| XS2076079594 | 0,6250 % Banco de Sabadell S.A. FLR Preferred MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900.000 | 0 | 0 | % | 100,851 | 907.661,16 | 0,06 |
| XS2228245838 | 1,1250 % Banco de Sabadell S.A. FLR Preferred MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900.000 | 900.000 | 0 | % | 103,362 | 930.253,68 | 0,06 |
| XS1876076040 | 1,6250 % Banco de Sabadell S.A. MTN 18/24 | EUR | 1.700.000 | 0 | 0 | % | 104,435 | 1.775.387,52 | 0,12 |
| XS1991397545 | 1,7500 % Banco de Sabadell S.A. Non-Preferred MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 0 | 0 | % | 103,139 | 3.094.176,30 | 0,20 |
| XS2247936342 | 1,6250 % Banco Santander S.A. MTN 20/30 | EUR | 3.000.000 | 3.000.000 | 0 | % | 103,612 | 3.108.359,70 | 0,20 |
| XS1751004232 | 1,1250 % Banco Santander S.A. Non-Pref. MTN 18/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.100.000 | 0 | 0 | % | 104,020 | 2.184.427,14 | 0,14 |
| XS1991265395 | 1,3810 % Bank of America Corp. FLR MTN 19/30 | EUR | 1.000.000 | 0 | 1.500.000 | % | 108,871 | 1.088.712,90 | 0,07 |
| XS2082969655 | 1,0000 % Bank of Ireland Group PLC FLR MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 102,348 | 3.070.435,80 | 0,20 |
| XS1678970291 | 2,0000 % Barclays PLC FLR MTN 17/28 |  | EUR | 3.500.000 | 3.500.000 | 0 | % | 102,256 | 3.578.972,60 | 0,23 |
| XS2082324364 | 0,7500 % Barclays PLC FLR MTN 19/25 |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 101,523 | 2.030.469,60 | 0,13 |
| DE000BLB6JH4 | 0,7500 % Bayerische Landes- bank Öff.-Pfe. 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.950.000 | 0 | 0 | % | 108,940 | 3.213.720,27 | 0,21 |
| IT0005386922 | 0,8750 % Bca Monte dei Paschi di Si- ena Mortg.Cov. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 600.000 | 0 | 0 | % | 105,240 | 631.442,28 | 0,04 |
| XS2002532724 | 1,2080 % Becton Dickinson Euro Fin.Sarl Notes 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.300.000 | 0 | 0 | % | 104,824 | 1.362.713,17 | 0,09 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| BE6324012978 | 0,3750 % Belfius Bank S.A. Non- Preferred MTN 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.800.000 | 1.800.000 | 0 | % | 100,864 | 1.815.557,04 | 0,12 |
| XS1508377584 | 0,8750 % BNG Bank N.V. MTN 16/36 |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 113,388 | 2.267.754,80 | 0,15 |
| XS1807469199 | 0,5000 % BNG Bank N.V. MTN 18/25 |  | EUR | 2.550.000 | 0 | 0 | % | 104,451 | 2.663.488,77 | 0,17 |
| FR0013476611 | 1,1250 % BNP Paribas S.A. FLR MTN 20/32 |  | EUR | 2.700.000 | 2.700.000 | 0 | % | 101,800 | 2.748.597,84 | 0,18 |
| FR00140005J1 | 0,3750 % BNP Paribas S.A. FLR Non-Pref. MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.700.000 | 1.700.000 | 0 | % | 101,140 | 1.719.387,99 | 0,11 |
| XS1325645825 | 2,7500 % BNP Paribas S.A. MTN 15/26 |  | EUR | 1.000.000 | 0 | 0 | % | 111,596 | 1.115.959,00 | 0,07 |
| FR0013431277 | 1,6250 % BNP Paribas S.A. MTN 19/31 |  | EUR | 1.400.000 | 0 | 0 | % | 106,509 | 1.491.129,36 | 0,10 |
| FR0013063385 | 2,7500 % BPCE S.A. FLR MTN 15/27 |  | EUR | 1.500.000 | 0 | 0 | % | 105,171 | 1.577.563,95 | 0,10 |
| XS1587911451 | 2,6250 % Bque Fédérative du Cr. Mutuel MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.000.000 | 0 | 0 | % | 113,543 | 1.135.432,80 | 0,07 |
| FR0013515749 | 1,2500 % Bque Fédérative du Cr. Mu- tuel Non-Pref. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900.000 | 900.000 | 0 | % | 108,114 | 973.021,59 | 0,06 |
| DE0001135473 | 1,7500 % Bundesrep.Deutschland Anl. 12/22 | EUR | 16.000.000 | 0 | 0 | % | 104,026 | 16.644.160,00 | 1,09 |
| DE0001135481 | 2,5000 % Bundesrep.Deutschland Anl. 12/44 | EUR | 3.000.000 | 0 | 0 | % | 168,575 | 5.057.249,70 | 0,33 |
| DE0001102358 | 1,5000 % Bundesrep.Deutschland Anl. 14/24 | EUR | 14.000.000 | 11.450.000 | 0 | % | 108,050 | 15.127.000,00 | 0,99 |
| DE0001102341 | 2,5000 % Bundesrep.Deutschland Anl. 14/46 | EUR | 5.800.000 | 7.000.000 | 7.200.000 | % | 173,289 | 10.050.762,00 | 0,66 |
| DE0001102390 | 0,5000 % Bundesrep.Deutschland Anl. 16/26 | EUR | 8.000.000 | 2.000.000 | 0 | % | 106,786 | 8.542.880,00 | 0,56 |
| DE0001102408 | 0,0000 % Bundesrep.Deutschland Anl. 16/26 | EUR | 5.000.000 | 5.000.000 | 0 | % | 104,474 | 5.223.700,00 | 0,34 |
| DE0001102416 | 0,2500 % Bundesrep.Deutschland Anl. 17/27 | EUR | 4.035.000 | 0 | 0 | % | 106,403 | 4.293.361,05 | 0,28 |
| DE0001102424 | 0,5000 % Bundesrep.Deutschland Anl. 17/27 | EUR | 3.000.000 | 2.400.000 | 0 | % | 108,534 | 3.256.020,00 | 0,21 |
| DE0001102440 | 0,5000 % Bundesrep.Deutschland Anl. 18/28 | EUR | 12.000.000 | 10.000.000 | 5.000.000 | % | 109,030 | 13.083.600,00 | 0,86 |
| DE0001102465 | 0,2500 % Bundesrep.Deutschland Anl. 19/29 | EUR | 26.000.000 | 41.000.000 | 21.000.000 | % | 107,847 | 28.040.217,40 | 1,85 |
| DE0001102481 | 0,0000 % Bundesrep.Deutschland Anl. 19/50 | EUR | 6.250.000 | 7.000.000 | 750.000 | % | 105,738 | 6.608.624,38 | 0,43 |
| DE0001102499 | 0,0000 % Bundesrep.Deutschland Anl. 20/30 | EUR | 20.750.000 | 23.000.000 | 2.250.000 | % | 105,898 | 21.973.832,93 | 1,45 |
| DE0001102515 | 0,0000 % Bundesrep.Deutschland Anl. 20/35 | EUR | 7.500.000 | 15.600.000 | 8.100.000 | % | 105,840 | 7.937.962,50 | 0,52 |
| DE0001141786 | 0,0000 % Bundesrep.Deutsch- land Bundesobl. S.178 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 10.000.000 | 0 | 0 | % | 102,322 | 10.232.200,00 | 0,67 |
| DE0001104784 | 0,0000 % Bundesrep.Deutschland Bundesschatzanw. 19/21 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 10.000.000 | 15.000.000 | 5.000.000 | % | 100,752 | 10.075.176,00 | 0,66 |
| FR0013460607 | 1,1250 % Bureau Veritas SA Notes 19/27 |  | EUR | 1.200.000 | 0 | 0 | % | 102,206 | 1.226.473,32 | 0,08 |
| FR0013534559 | 0,0000 % Cais. d‘Amort.de la Dette Soc. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 102,117 | 3.063.495,90 | 0,20 |
| FR0013463551 | 0,0100 % Caisse Refinancement l‘Habitat Covered Bonds 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 0 | % | 102,541 | 2.050.816,80 | 0,13 |
| FR0013480522 | 0,0100 % Caisse Refinancement l‘Habitat Covered Bonds 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.400.000 | 1.400.000 | 0 | % | 102,715 | 1.438.008,46 | 0,09 |
| PTCMGTOM0029 | 0,8750 % Caixa Económica Monte- pio Geral MT Obr. Hip. 17/22 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.100.000 | 0 | 0 | % | 101,939 | 2.140.710,60 | 0,14 |
| XS1565131213 | 3,5000 % Caixabank S.A. FLR MTN 17/27 |  | EUR | 500.000 | 0 | 0 | % | 103,187 | 515.937,20 | 0,03 |
| XS2055758804 | 0,6250 % Caixabank S.A. Non- Preferred MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 101,778 | 3.053.344,20 | 0,20 |
| XS2013574038 | 1,3750 % Caixabank S.A. Non- Preferred MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.300.000 | 0 | 0 | % | 105,621 | 1.373.067,93 | 0,09 |
| XS2025468542 | 0,0400 % Canadian Imperial Bk of Comm. MT Cov. Bonds 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.900.000 | 0 | 0 | % | 102,337 | 2.967.769,23 | 0,19 |
| FR0013321536 | 2,1250 % Carmila S.A.S. Obl. 18/28 |  | EUR | 2.000.000 | 0 | 0 | % | 103,340 | 2.066.799,20 | 0,14 |
| IT0005346579 | 2,1250 % Cassa Depositi e Pres- titi SpA MTN 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 0 | 0 | % | 106,491 | 3.194.720,10 | 0,21 |
| IT0005366460 | 2,1250 % Cassa Depositi e Pres- titi SpA MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 0 | % | 109,987 | 2.199.734,00 | 0,14 |
| IT0005422032 | 1,0000 % Cassa Depositi e Pres- titi SpA MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.800.000 | 1.800.000 | 0 | % | 103,424 | 1.861.630,38 | 0,12 |
| IT0005399586 | 1,0000 % Cassa Depositi e Pres- titi SpA MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.200.000 | 1.200.000 | 0 | % | 102,941 | 1.235.292,96 | 0,08 |
| XS2102934697 | 1,0000 % Cellnex Telecom S.A. MTN 20/27 |  | EUR | 900.000 | 900.000 | 0 | % | 98,953 | 890.580,51 | 0,06 |
| XS2193658619 | 1,8750 % Cellnex Telecom S.A. MTN 20/29 |  | EUR | 1.900.000 | 1.900.000 | 0 | % | 102,687 | 1.951.051,29 | 0,13 |
| FR0012447696 | 0,7500 % Cie de Financement Fon- cier MT Obl. Fonc. 15/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 0 | 0 | % | 105,161 | 3.154.828,80 | 0,21 |
| FR0013162302 | 0,5000 % Cie de Financement Fon- cier MT Obl. Fonc. 16/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.500.000 | 2.000.000 | 0 | % | 103,737 | 2.593.422,00 | 0,17 |
| XS1859010685 | 1,5000 % Citigroup Inc. FLR MTN 18/26 |  | EUR | 500.000 | 0 | 700.000 | % | 106,445 | 532.223,10 | 0,03 |
| XS1823623878 | 1,8750 % CNH Industrial Fi- nance Euro.SA MTN 18/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 106,955 | 3.208.638,30 | 0,21 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| XS2022084367 | 1,6250 % CNH Industrial Fi- nance Euro.SA MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.650.000 | 0 | 0 | % | 104,306 | 1.721.047,68 | 0,11 |
| FR0013463775 | 2,0000 % CNP Assurances S.A. FLR MTN 19/50 | EUR | 1.100.000 | 0 | 0 | % | 103,996 | 1.143.956,99 | 0,07 |
| FR0013521630 | 2,5000 % CNP Assurances S.A. FLR Notes 20/51 | EUR | 1.800.000 | 1.800.000 | 0 | % | 106,773 | 1.921.914,36 | 0,13 |
| DE000CZ40NS9 | 1,0000 % Commerzbank AG MTN IHS S.923 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.800.000 | 0 | 0 | % | 104,768 | 1.885.820,04 | 0,12 |
| BE0002750314 | 0,0000 % Communauté fran- çaise Belgique MTN 20/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4.000.000 | 4.000.000 | 0 | % | 101,727 | 4.069.080,00 | 0,27 |
| XS2056430874 | 0,3750 % Continental AG MTN 19/25 |  | EUR | 2.550.000 | 0 | 0 | % | 100,885 | 2.572.560,36 | 0,17 |
| XS1944327631 | 0,8750 % Coöperatieve Rabo- bank U.A. MT Cov. Bds 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.500.000 | 0 | 0 | % | 109,985 | 2.749.616,75 | 0,18 |
| FR0013312154 | 2,6250 % Crédit Agricole Assu- rances SA FLR Notes 18/48 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 700.000 | 0 | 0 | % | 106,934 | 748.535,76 | 0,05 |
| IT0005366288 | 1,0000 % Credit Agricole Italia S.p.A. MT Mtg.Cov.Bds 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.000.000 | 0 | 0 | % | 108,502 | 1.085.022,30 | 0,07 |
| XS1204154410 | 2,6250 % Crédit Agricole S.A. Bonds 15/27 |  | EUR | 1.000.000 | 0 | 0 | % | 112,310 | 1.123.103,20 | 0,07 |
| FR0013516184 | 1,6250 % Crédit Agricole S.A. FLR MTN 20/30 | EUR | 1.700.000 | 1.700.000 | 0 | % | 104,235 | 1.771.995,51 | 0,12 |
| CH0483180946 | 1,0000 % Credit Suisse Group AG FLR MTN 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.050.000 | 0 | 1.500.000 | % | 104,217 | 1.094.274,83 | 0,07 |
| DE000A2YNZW8 | 0,3750 % Daimler AG MTN 19/26 |  | EUR | 2.000.000 | 0 | 0 | % | 101,471 | 2.029.427,40 | 0,13 |
| DE000A289QR9 | 0,7500 % Daimler AG MTN 20/30 |  | EUR | 1.300.000 | 1.300.000 | 0 | % | 103,632 | 1.347.214,83 | 0,09 |
| DE000A2TSDV6 | 0,0500 % DZ HYP AG MTN Hyp.-Pfe. R.1215 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 0 | 0 | % | 103,138 | 3.094.150,80 | 0,20 |
| XS2035564629 | 1,6250 % EnBW Energie Baden- Württem. AG FLR Anl. 19/79 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 700.000 | 0 | 0 | % | 100,931 | 706.520,29 | 0,05 |
| XS2035564975 | 1,1250 % EnBW Energie Baden- Württem. AG FLR Anl. 19/79 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.200.000 | 0 | 0 | % | 100,148 | 1.201.776,00 | 0,08 |
| XS1713463559 | 3,3750 % ENEL S.p.A. FLR Cap. Secs 18/81  2) | EUR | 1.050.000 | 0 | 0 | % | 110,738 | 1.162.746,69 | 0,08 |
| FR0014000RR2 | 1,5000 % Engie S.A. FLR Notes 20/Und. |  | EUR | 1.500.000 | 1.500.000 | 0 | % | 100,243 | 1.503.648,15 | 0,10 |
| XS2242931603 | 3,3750 % ENI S.p.A. FLR Notes 20/Und. |  | EUR | 1.400.000 | 1.400.000 | 0 | % | 106,538 | 1.491.537,74 | 0,10 |
| XS2242929532 | 2,6250 % ENI S.p.A. FLR Notes 20/Und. |  | EUR | 1.700.000 | 1.700.000 | 0 | % | 104,455 | 1.775.726,84 | 0,12 |
| XS2107315470 | 0,6250 % ENI S.p.A. MTN 20/30 |  | EUR | 1.350.000 | 1.350.000 | 0 | % | 103,654 | 1.399.322,79 | 0,09 |
| AT0000A2L583 | 4,2500 % Erste Group Bank AG FLR MTN 20/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.800.000 | 3.800.000 | 0 | % | 101,202 | 3.845.662,70 | 0,25 |
| EU000A1G0DD4 | 1,2000 % Europ.Fin.Stab.Faci- lity (EFSF) MTN 15/45 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4.000.000 | 4.000.000 | 0 | % | 126,004 | 5.040.172,80 | 0,33 |
| EU000A1G0DR4 | 0,7500 % Europ.Fin.Stab.Faci- lity (EFSF) MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 108,291 | 3.248.736,00 | 0,21 |
| EU000A1G0DL7 | 1,7000 % Europ.Fin.Stab.Faci- lity (EFSF) MTN 17/43 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 0 | % | 135,405 | 2.708.100,00 | 0,18 |
| EU000A1G0EE0 | 0,0500 % Europ.Fin.Stab.Faci- lity (EFSF) MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4.000.000 | 0 | 8.000.000 | % | 104,198 | 4.167.910,80 | 0,27 |
| EU000A284451 | 0,0000 % Europaeische Union MTN 20/25 |  | EUR | 1.250.000 | 1.250.000 | 0 | % | 103,074 | 1.288.430,88 | 0,08 |
| EU000A283859 | 0,0000 % Europaeische Union MTN 20/30 |  | EUR | 1.500.000 | 1.500.000 | 0 | % | 104,418 | 1.566.273,30 | 0,10 |
| EU000A1GVVF8 | 3,0000 % Europäische Union MTN 11/26 |  | EUR | 1.000.000 | 0 | 0 | % | 121,076 | 1.210.762,30 | 0,08 |
| EU000A1U9894 | 1,0000 % Europäischer Stabili- täts.(ESM) MTN 15/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 7.000.000 | 0 | 0 | % | 107,706 | 7.539.422,10 | 0,49 |
| EU000A1Z99B9 | 0,7500 % Europäischer Stabili- täts.(ESM) MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.000.000 | 0 | 0 | % | 108,185 | 5.409.248,00 | 0,35 |
| EU000A1Z99H6 | 0,5000 % Europäischer Stabili- täts.(ESM) MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.100.000 | 0 | 0 | % | 107,818 | 3.342.358,93 | 0,22 |
| XS1422953932 | 1,0000 % European Invest- ment Bank MTN 16/32 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.500.000 | 0 | 0 | % | 115,244 | 4.033.542,45 | 0,26 |
| XS1555331617 | 0,5000 % European Invest- ment Bank MTN 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.500.000 | 0 | 0 | % | 106,685 | 2.667.132,25 | 0,17 |
| XS1612977717 | 1,1250 % European Invest- ment Bank MTN 17/33 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.500.000 | 0 | 2.000.000 | % | 116,970 | 1.754.543,40 | 0,12 |
| DE000A2GSFF1 | 2,1250 % Evonik Industries AG FLR Nachr. Anl. 17/77 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.400.000 | 0 | 0 | % | 102,513 | 1.435.187,60 | 0,09 |
| XS2196322312 | 0,5240 % Exxon Mobil Corp. Notes 20/28 Reg.S | EUR | 4.050.000 | 4.050.000 | 0 | % | 102,816 | 4.164.050,43 | 0,27 |
| XS2231792586 | 0,5000 % FCA Bank S.p.A. (Irish Branch) MTN 20/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.500.000 | 1.500.000 | 0 | % | 100,999 | 1.514.990,25 | 0,10 |
| XS2258558464 | 0,1250 % FCA Bank S.p.A. (Irish Branch) MTN 20/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.400.000 | 1.400.000 | 0 | % | 99,991 | 1.399.874,14 | 0,09 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| XS1843436228 | 1,5000 % Fidelity Natl Inform. Svcs Inc. Notes 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.500.000 | 0 | 0 | % | 108,344 | 2.708.603,75 | 0,18 |
| DE000A2G8W40 | 1,2000 % Freie Hansestadt Bremen Landessch. Ausg.215 19/34 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.000.000 | 1.000.000 | 0 | % | 116,557 | 1.165.569,30 | 0,08 |
| DE000A2G8W65 | 1,0000 % Freie Hansestadt Bremen Landessch. Ausg.217 19/39 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.350.000 | 0 | 0 | % | 116,891 | 1.578.028,77 | 0,10 |
| XS2101357072 | 0,7500 % Fresenius SE & Co. KGaA MTN 20/28 | EUR | 1.900.000 | 1.900.000 | 0 | % | 103,520 | 1.966.887,22 | 0,13 |
| FR0013205069 | 1,0000 % Gecina S.A. MTN 16/29 |  | EUR | 1.000.000 | 0 | 0 | % | 106,981 | 1.069.806,90 | 0,07 |
| XS1612542826 | 0,8750 % General Electric Co. Notes 17/25 |  | EUR | 1.000.000 | 0 | 0 | % | 102,935 | 1.029.345,40 | 0,07 |
| XS1811181566 | 2,5000 % Grand City Proper- ties S.A. FLR Notes 18/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.200.000 | 0 | 0 | % | 103,181 | 1.238.172,48 | 0,08 |
| FR0013447125 | 2,1250 % Groupama Assuran- ces Mutuelles Notes 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.100.000 | 0 | 0 | % | 102,993 | 1.132.922,01 | 0,07 |
| XS2261215011 | 0,5000 % Holcim Finance (Lu- xembg) S.A. MTN 20/31 Reg.S |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.100.000 | 2.100.000 | 0 | % | 100,347 | 2.107.282,80 | 0,14 |
| FR0013444304 | 0,1000 % HSBC France S.A. MTN 19/27 |  | EUR | 1.100.000 | 0 | 1.100.000 | % | 100,852 | 1.109.367,82 | 0,07 |
| XS2251736646 | 0,3090 % HSBC Holdings PLC FLR MTN 20/26 | EUR | 2.000.000 | 2.000.000 | 0 | % | 101,359 | 2.027.181,40 | 0,13 |
| XS2251736992 | 0,7700 % HSBC Holdings PLC FLR MTN 20/31 | EUR | 1.600.000 | 1.600.000 | 0 | % | 102,504 | 1.640.059,36 | 0,11 |
| FR0013535150 | 1,3750 % Icade Sante SAS Obl. 20/30 |  | EUR | 600.000 | 600.000 | 0 | % | 107,148 | 642.889,74 | 0,04 |
| FR0013414158 | 1,0000 % Ile-de-France Mobilités MTN 19/34 | EUR | 800.000 | 0 | 0 | % | 112,109 | 896.869,84 | 0,06 |
| FR0014000KN6 | 0,2000 % Ile-de-France Mobilités MTN 20/35 | EUR | 2.600.000 | 2.600.000 | 0 | % | 100,636 | 2.616.545,88 | 0,17 |
| FR0013231768 | 1,5000 % IMERYS S.A. MTN 17/27 |  | EUR | 800.000 | 0 | 0 | % | 103,612 | 828.893,68 | 0,05 |
| XS1935128956 | 2,6250 % Immofinanz AG Notes 19/23 |  | EUR | 1.000.000 | 0 | 0 | % | 103,029 | 1.030.287,00 | 0,07 |
| XS2243564478 | 2,5000 % Immofinanz AG Notes 20/27 |  | EUR | 2.300.000 | 2.300.000 | 0 | % | 103,006 | 2.369.140,99 | 0,16 |
| XS2194283672 | 1,1250 % Infineon Technologies AG MTN 20/26 | EUR | 1.600.000 | 1.600.000 | 0 | % | 105,857 | 1.693.708,64 | 0,11 |
| XS2244936659 | 1,6250 % Infrastrutt. Wirel- ess Italiane MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.800.000 | 1.800.000 | 0 | % | 102,757 | 1.849.618,44 | 0,12 |
| XS1952576475 | 0,7500 % ING Bank N.V. MT Mortg.Cov. Bds 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.000.000 | 1.800.000 | 2.000.000 | % | 109,083 | 3.272.477,70 | 0,21 |
| XS1590823859 | 3,0000 % ING Groep N.V. FLR MTN 17/28 |  | EUR | 1.700.000 | 0 | 0 | % | 106,090 | 1.803.536,29 | 0,12 |
| XS1998930926 | 0,2500 % International Bank Rec. Dev. MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4.000.000 | 4.000.000 | 0 | % | 104,716 | 4.188.623,20 | 0,27 |
| XS2122894855 | 0,0000 % International Bank Rec. Dev. MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 102,523 | 2.050.464,60 | 0,13 |
| XS2081018629 | 1,0000 % Intesa Sanpaolo S.p.A. Pref. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4.500.000 | 4.500.000 | 0 | % | 103,805 | 4.671.235,80 | 0,31 |
| XS2022424993 | 1,7500 % Intesa Sanpaolo S.p.A. Pref. MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.300.000 | 0 | 0 | % | 109,297 | 1.420.856,58 | 0,09 |
| XS2115091808 | 0,6500 % Intl Business Machi- nes Corp. Notes 20/32 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.700.000 | 2.700.000 | 0 | % | 103,276 | 2.788.438,50 | 0,18 |
| XS2066003901 | 0,0000 % Intl Development As- sociation MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.300.000 | 0 | 0 | % | 102,408 | 1.331.302,05 | 0,09 |
| FR0013509627 | 2,0000 % JCDecaux S.A. Bonds 20/24 |  | EUR | 2.400.000 | 2.400.000 | 0 | % | 106,075 | 2.545.805,52 | 0,17 |
| FR0013509643 | 2,6250 % JCDecaux S.A. Bonds 20/28 |  | EUR | 3.000.000 | 3.800.000 | 800.000 | % | 109,053 | 3.271.603,80 | 0,21 |
| XS2243666125 | 0,3750 % Jyske Bank A/S Non- Pref. FLR MTN 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.000.000 | 1.000.000 | 0 | % | 100,260 | 1.002.603,10 | 0,07 |
| FR0014000KT3 | 0,8750 % Klépierre S.A. MTN 20/31 |  | EUR | 2.400.000 | 2.400.000 | 0 | % | 101,837 | 2.444.079,60 | 0,16 |
| XS2229470146 | 0,8750 % Kon. KPN N.V. MTN 20/32 |  | EUR | 1.400.000 | 1.400.000 | 0 | % | 101,359 | 1.419.025,86 | 0,09 |
| BE0000351602 | 0,0000 % Königreich Belgien Bons d‘Etat 20/27 | EUR | 6.500.000 | 6.500.000 | 0 | % | 103,893 | 6.753.035,90 | 0,44 |
| BE0000347568 | 0,9000 % Königreich Belgien Obl. Lin. 19/29 | EUR | 1.500.000 | 0 | 3.500.000 | % | 111,912 | 1.678.680,00 | 0,11 |
| BE0000348574 | 1,7000 % Königreich Belgien Obl. Lin. 19/50 | EUR | 1.800.000 | 0 | 4.000.000 | % | 139,404 | 2.509.271,82 | 0,16 |
| BE0000350596 | 0,4000 % Königreich Belgien Obl. Lin. 20/40 | EUR | 9.000.000 | 10.850.000 | 1.850.000 | % | 106,007 | 9.540.603,00 | 0,63 |
| BE0000320292 | 4,2500 % Königreich Belgien Obl. Lin. S.60 10/41 | EUR | 3.000.000 | 2.000.000 | 0 | % | 183,208 | 5.496.239,70 | 0,36 |
| BE0000324336 | 4,5000 % Königreich Belgien Obl. Lin. S.64 11/26 | EUR | 5.500.000 | 0 | 0 | % | 127,868 | 7.032.740,00 | 0,46 |
| BE0000339482 | 0,2000 % Königreich Belgien Obl. Lin. S.79 16/23 | EUR | 9.000.000 | 0 | 0 | % | 102,684 | 9.241.560,00 | 0,61 |
| BE0000345547 | 0,8000 % Königreich Belgien Obl. Lin. S.85 18/28 | EUR | 2.000.000 | 2.000.000 | 0 | % | 110,261 | 2.205.220,00 | 0,14 |
| NL0010733424 | 2,0000 % Königreich Niederlande Anl. 14/24 | EUR | 10.000.000 | 0 | 0 | % | 110,075 | 11.007.500,00 | 0,72 |
| ES00000124H4 | 5,1500 % Königreich Spanien Bonos 13/44 |  | EUR | 1.500.000 | 0 | 0 | % | 197,482 | 2.962.230,00 | 0,19 |
| ES0000012B88 | 1,4000 % Königreich Spanien Bonos 18/28 |  | EUR | 10.000.000 | 0 | 0 | % | 112,113 | 11.211.300,00 | 0,74 |
| ES0000012B47 | 2,7000 % Königreich Spanien Bonos 18/48 |  | EUR | 7.000.000 | 8.000.000 | 5.000.000 | % | 146,966 | 10.287.620,00 | 0,67 |
| ES0000012E85 | 0,2500 % Königreich Spanien Bonos 19/24 |  | EUR | 17.000.000 | 22.000.000 | 15.000.000 | % | 102,940 | 17.499.800,00 | 1,15 |
| ES0000012E69 | 1,8500 % Königreich Spanien Bonos 19/35 |  | EUR | 3.500.000 | 7.000.000 | 6.500.000 | % | 121,053 | 4.236.855,00 | 0,28 |
| ES00000127A2 | 1,9500 % Königreich Spa- nien Obligaciones 15/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.000.000 | 1.000.000 | 0 | % | 118,689 | 5.934.450,00 | 0,39 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| ES00000127Z9 | 1,9500 % Königreich Spa- nien Obligaciones 16/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 15.000.000 | 5.000.000 | 0 | % | 112,826 | 16.923.900,00 | 1,11 |
| ES0000012A89 | 1,4500 % Königreich Spa- nien Obligaciones 17/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 4.000.000 | 8.000.000 | 4.000.000 | % | 111,670 | 4.466.800,00 | 0,29 |
| ES00000128Q6 | 2,3500 % Königreich Spa- nien Obligaciones 17/33 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.500.000 | 0 | 1.500.000 | % | 126,199 | 1.892.985,00 | 0,12 |
| ES0000012F76 | 0,5000 % Königreich Spa- nien Obligaciones 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.000.000 | 9.150.000 | 4.150.000 | % | 104,736 | 5.236.800,00 | 0,34 |
| ES0000012G34 | 1,2500 % Königreich Spa- nien Obligaciones 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.200.000 | 5.200.000 | 0 | % | 111,733 | 5.810.116,00 | 0,38 |
| ES0000012G42 | 1,2000 % Königreich Spa- nien Obligaciones 20/40 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.500.000 | 6.500.000 | 4.000.000 | % | 110,704 | 2.767.600,00 | 0,18 |
| DE000A11QTD2 | 0,6250 % Kreditanst.f.Wiederaufbau Anl. 15/25 | EUR | 3.700.000 | 0 | 0 | % | 105,220 | 3.893.132,97 | 0,26 |
| DE000A168Y55 | 0,3750 % Kreditanst.f.Wiederaufbau Anl. 16/26 | EUR | 5.000.000 | 0 | 0 | % | 105,241 | 5.262.045,00 | 0,34 |
| DE000A2DAR65 | 0,6250 % Kreditanst.f.Wiederaufbau Anl. 17/27 | EUR | 2.500.000 | 0 | 4.500.000 | % | 107,507 | 2.687.664,75 | 0,18 |
| DE000A2GSNR0 | 0,6250 % Kreditanst.f.Wiederaufbau Anl. 18/28 | EUR | 1.000.000 | 0 | 0 | % | 108,262 | 1.082.616,60 | 0,07 |
| DE000A168Y48 | 1,2500 % Kreditanst.f.Wiederaufbau MTN 16/36 | EUR | 1.300.000 | 3.000.000 | 1.700.000 | % | 120,713 | 1.569.263,28 | 0,10 |
| DE000A2LQSN2 | 0,7500 % Kreditanst.f.Wiederaufbau MTN 19/29 | EUR | 1.550.000 | 0 | 8.450.000 | % | 110,014 | 1.705.221,96 | 0,11 |
| FR0013399169 | 0,5000 % La Banq. Postale Home Loan SFH MT Obl.FinHab 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.900.000 | 0 | 0 | % | 104,936 | 1.993.788,75 | 0,13 |
| FR0013518024 | 0,5000 % La Banque Postale FLR Non-Pref. MTN 20/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.100.000 | 2.100.000 | 0 | % | 101,496 | 2.131.418,52 | 0,14 |
| FR0014000774 | 0,7500 % La Mondiale Notes 20/26 |  | EUR | 900.000 | 900.000 | 0 | % | 100,955 | 908.597,07 | 0,06 |
| DE000A2TR6J9 | 0,3750 % Land Brandenburg Schatzanw. 20/35 | EUR | 2.000.000 | 2.000.000 | 0 | % | 106,239 | 2.124.780,40 | 0,14 |
| DE000A1RQC02 | 0,7500 % Land Hessen Schatzanw. S.1607 16/36 | EUR | 1.000.000 | 1.000.000 | 0 | % | 111,908 | 1.119.078,40 | 0,07 |
| DE000NRW0JJ8 | 1,2500 % Land Nordrhein-Westfalen MT Landessch.R.1410 16/36 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 119,860 | 2.397.207,80 | 0,16 |
| DE000NRW0J22 | 1,0000 % Land Nordrhein-Westfalen MT Landessch.R.1427 16/46 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 121,248 | 2.424.969,20 | 0,16 |
| XS1957349332 | 0,5000 % Landwirtschaftliche Ren- tenbank MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.350.000 | 0 | 0 | % | 107,874 | 2.535.032,19 | 0,17 |
| XS1793273092 | 0,8750 % Lb.Hessen-Thüringen GZ MTN Öff.-Pfe. S.H320 18/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.900.000 | 0 | 0 | % | 109,241 | 3.167.984,94 | 0,21 |
| XS2199716304 | 2,3750 % Leonardo S.p.A. MTN 20/26 |  | EUR | 3.500.000 | 3.500.000 | 0 | % | 103,707 | 3.629.735,20 | 0,24 |
| XS1749378342 | 0,6250 % Lloyds Banking Group PLC FLR MTN 18/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 500.000 | % | 101,173 | 2.023.453,00 | 0,13 |
| IT0005378036 | 0,5000 % Mediobanca - Bca Cred. Fin. SpA Mortg.Cov.MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.100.000 | 0 | 0 | % | 104,648 | 1.151.122,83 | 0,08 |
| XS2027957815 | 1,1250 % Mediobanca - Bca Cred. Fin. SpA Preferred MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.550.000 | 0 | 0 | % | 103,942 | 1.611.102,24 | 0,11 |
| XS2218405772 | 1,6250 % Merck KGaA FLR Sub.Anl. 20/80 |  | EUR | 2.200.000 | 2.200.000 | 0 | % | 101,726 | 2.237.972,66 | 0,15 |
| XS2151059206 | 2,3750 % Mondi Finance Eu- rope GmbH MTN 20/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.600.000 | 1.600.000 | 0 | % | 115,214 | 1.843.428,00 | 0,12 |
| XS1511787589 | 1,3750 % Morgan Stanley MTN S.G 16/26 |  | EUR | 1.650.000 | 0 | 0 | % | 107,712 | 1.777.244,04 | 0,12 |
| XS2221845683 | 1,2500 % Muenchener Rueckvers.- Gs. AG FLR Nachr. Anl. 20/41 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.800.000 | 1.800.000 | 0 | % | 101,827 | 1.832.886,90 | 0,12 |
| XS1788515606 | 1,7500 % NatWest Group PLC FLR MTN 18/26 | EUR | 2.000.000 | 0 | 0 | % | 105,752 | 2.115.043,80 | 0,14 |
| XS2080205367 | 0,7500 % NatWest Group PLC FLR MTN 19/25 | EUR | 2.000.000 | 2.000.000 | 1.600.000 | % | 101,656 | 2.033.117,40 | 0,13 |
| XS1499594916 | 0,7500 % Nederlandse Wa- terschapsbank NV MTN 16/41 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 111,704 | 2.234.079,80 | 0,15 |
| XS1076781589 | 4,3750 % NN Group N.V. FLR MTN 14/Und. |  | EUR | 1.200.000 | 0 | 0 | % | 110,385 | 1.324.614,96 | 0,09 |
| XS2079316753 | 0,0500 % Nord/LB Lux.S.A. Cov. Bond Bk. MT L.d.G.Publ. 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 600.000 | 600.000 | 0 | % | 101,323 | 607.940,10 | 0,04 |
| XS2258389415 | 0,1000 % OP Yrityspankki Oyj Preferred MTN 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.450.000 | 2.450.000 | 0 | % | 100,317 | 2.457.766,50 | 0,16 |
| FR0013447877 | 1,7500 % Orange S.A. FLR MTN 19/Und. |  | EUR | 1.600.000 | 2.000.000 | 2.000.000 | % | 102,555 | 1.640.877,60 | 0,11 |
| FR00140005L7 | 1,7500 % Orange S.A. FLR MTN 20/Und. |  | EUR | 1.500.000 | 1.500.000 | 0 | % | 102,442 | 1.536.630,60 | 0,10 |
| XS2051788219 | 1,0000 % Origin Energy Finance Ltd. MTN 19/29 | EUR | 1.500.000 | 0 | 0 | % | 100,026 | 1.500.385,35 | 0,10 |
| XS2010036874 | 1,7500 % Orsted A/S FLR Notes 19/Und. |  | EUR | 2.000.000 | 2.850.000 | 850.000 | % | 102,264 | 2.045.280,80 | 0,13 |
| XS1489391109 | 1,2500 % PartnerRe Ireland Fi- nance DAC Notes 16/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.400.000 | 0 | 0 | % | 105,645 | 1.479.034,48 | 0,10 |
| XS1303312034 | 0,8750 % Provinz British Columbia MTN 15/25 | EUR | 3.000.000 | 0 | 0 | % | 105,966 | 3.178.990,80 | 0,21 |
| FR0013476090 | 1,1250 % RCI Banque S.A. MTN 20/27 |  | EUR | 3.000.000 | 3.000.000 | 0 | % | 101,574 | 3.047.224,80 | 0,20 |
| XS2178957077 | 1,8750 % Redexis Gas Finance B.V. MTN 20/25 | EUR | 1.400.000 | 1.400.000 | 0 | % | 106,784 | 1.494.980,48 | 0,10 |
| BE6313645127 | 0,2500 % Région Wallonne MTN 19/26 |  | EUR | 1.200.000 | 0 | 0 | % | 103,166 | 1.237.994,16 | 0,08 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| FR0011486067 | 1,7500 % Rep. Frankreich OAT 13/23 |  | EUR | 15.000.000 | 10.000.000 | 0 | % | 106,207 | 15.931.050,00 | 1,04 |
| FR0011619436 | 2,2500 % Rep. Frankreich OAT 13/24 |  | EUR | 17.000.000 | 0 | 0 | % | 110,455 | 18.777.350,00 | 1,24 |
| FR0011461037 | 3,2500 % Rep. Frankreich OAT 13/45 |  | EUR | 8.500.000 | 0 | 0 | % | 173,767 | 14.770.194,15 | 0,97 |
| FR0011883966 | 2,5000 % Rep. Frankreich OAT 14/30 |  | EUR | 840.000 | 0 | 11.160.000 | % | 128,105 | 1.076.081,92 | 0,07 |
| FR0012517027 | 0,5000 % Rep. Frankreich OAT 15/25 |  | EUR | 28.000.000 | 10.000.000 | 0 | % | 105,344 | 29.496.320,00 | 1,94 |
| FR0013250560 | 1,0000 % Rep. Frankreich OAT 16/27  6) |  | EUR | 24.000.000 | 5.000.000 | 0 | % | 110,401 | 26.496.240,00 | 1,75 |
| FR0013154044 | 1,2500 % Rep. Frankreich OAT 16/36 |  | EUR | 16.000.000 | 12.000.000 | 12.500.000 | % | 120,857 | 19.337.118,40 | 1,28 |
| FR0013341682 | 0,7500 % Rep. Frankreich OAT 17/28 |  | EUR | 19.000.000 | 0 | 0 | % | 110,179 | 20.934.008,10 | 1,38 |
| FR0013257524 | 2,0000 % Rep. Frankreich OAT 17/48 |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 146,827 | 2.936.539,80 | 0,19 |
| FR0013407236 | 0,5000 % Rep. Frankreich OAT 18/29 |  | EUR | 8.000.000 | 8.000.000 | 0 | % | 108,328 | 8.666.239,20 | 0,57 |
| FR0013404969 | 1,5000 % Rep. Frankreich OAT 18/50 |  | EUR | 9.000.000 | 4.500.000 | 2.500.000 | % | 134,337 | 12.090.329,10 | 0,79 |
| FR0013515806 | 0,5000 % Rep. Frankreich OAT 20/40 |  | EUR | 5.000.000 | 5.000.000 | 0 | % | 108,274 | 5.413.719,00 | 0,35 |
| FR0013480613 | 0,7500 % Rep. Frankreich OAT 20/52 |  | EUR | 5.500.000 | 5.500.000 | 0 | % | 112,389 | 6.181.394,45 | 0,41 |
| FI4000148630 | 0,7500 % Republik Finnland Bonds 15/31 |  | EUR | 3.000.000 | 2.000.000 | 1.000.000 | % | 112,190 | 3.365.688,90 | 0,22 |
| FI4000369467 | 0,5000 % Republik Finnland Bonds 19/29 |  | EUR | 4.200.000 | 0 | 0 | % | 108,898 | 4.573.721,88 | 0,30 |
| XS1810775145 | 1,7500 % Republik Indonesien Notes 18/25 | EUR | 1.250.000 | 1.250.000 | 0 | % | 104,974 | 1.312.176,25 | 0,09 |
| IE00BDHDPQ37 | 0,0000 % Republik Irland Treasury Bonds 17/22 | EUR | 5.000.000 | 10.000.000 | 5.000.000 | % | 101,304 | 5.065.200,00 | 0,33 |
| IE00BKFVC899 | 0,2000 % Republik Irland Treasury Bonds 20/30 | EUR | 5.500.000 | 5.500.000 | 0 | % | 104,897 | 5.769.335,00 | 0,38 |
| IT0004356843 | 4,7500 % Republik Italien B.T.P. 08/23 |  | EUR | 6.000.000 | 0 | 0 | % | 113,776 | 6.826.560,00 | 0,45 |
| IT0004532559 | 5,0000 % Republik Italien B.T.P. 09/40 |  | EUR | 5.500.000 | 0 | 0 | % | 167,053 | 9.187.914,45 | 0,60 |
| IT0005045270 | 2,5000 % Republik Italien B.T.P. 14/24 |  | EUR | 10.000.000 | 0 | 0 | % | 110,744 | 11.074.400,00 | 0,73 |
| IT0005024234 | 3,5000 % Republik Italien B.T.P. 14/30 |  | EUR | 4.000.000 | 0 | 6.000.000 | % | 127,450 | 5.097.999,60 | 0,33 |
| IT0005086886 | 1,3500 % Republik Italien B.T.P. 15/22 |  | EUR | 24.000.000 | 0 | 0 | % | 102,488 | 24.597.120,00 | 1,62 |
| IT0005090318 | 1,5000 % Republik Italien B.T.P. 15/25 |  | EUR | 10.000.000 | 7.000.000 | 11.000.000 | % | 107,254 | 10.725.400,00 | 0,70 |
| IT0005215246 | 0,6500 % Republik Italien B.T.P. 16/23 |  | EUR | 6.000.000 | 7.000.000 | 11.000.000 | % | 102,856 | 6.171.360,00 | 0,40 |
| IT0005210650 | 1,2500 % Republik Italien B.T.P. 16/26 |  | EUR | 15.000.000 | 10.000.000 | 4.000.000 | % | 106,892 | 16.033.798,50 | 1,05 |
| IT0005217390 | 2,8000 % Republik Italien B.T.P. 16/67 |  | EUR | 1.000.000 | 2.000.000 | 1.000.000 | % | 133,636 | 1.336.359,90 | 0,09 |
| IT0005240350 | 2,4500 % Republik Italien B.T.P. 17/33 |  | EUR | 7.000.000 | 7.000.000 | 0 | % | 119,984 | 8.398.879,30 | 0,55 |
| IT0005273013 | 3,4500 % Republik Italien B.T.P. 17/48 |  | EUR | 6.000.000 | 3.500.000 | 2.000.000 | % | 146,765 | 8.805.899,40 | 0,58 |
| IT0005340929 | 2,8000 % Republik Italien B.T.P. 18/28 |  | EUR | 8.000.000 | 3.000.000 | 5.000.000 | % | 119,359 | 9.548.719,20 | 0,63 |
| IT0005358806 | 3,3500 % Republik Italien B.T.P. 18/35 |  | EUR | 9.000.000 | 0 | 5.900.000 | % | 132,740 | 11.946.599,10 | 0,78 |
| IT0005321325 | 2,9500 % Republik Italien B.T.P. 18/38 |  | EUR | 9.000.000 | 5.000.000 | 0 | % | 129,964 | 11.696.759,10 | 0,77 |
| IT0005363111 | 3,8500 % Republik Italien B.T.P. 18/49 |  | EUR | 7.500.000 | 7.900.000 | 5.000.000 | % | 157,708 | 11.828.100,00 | 0,78 |
| IT0005366007 | 1,0000 % Republik Italien B.T.P. 19/22 |  | EUR | 20.000.000 | 20.000.000 | 0 | % | 102,408 | 20.481.600,00 | 1,35 |
| IT0005365165 | 3,0000 % Republik Italien B.T.P. 19/29 |  | EUR | 5.000.000 | 15.000.000 | 15.000.000 | % | 122,068 | 6.103.399,50 | 0,40 |
| IT0005377152 | 3,1000 % Republik Italien B.T.P. 19/40 |  | EUR | 5.000.000 | 5.000.000 | 0 | % | 133,081 | 6.654.049,50 | 0,44 |
| IT0005398406 | 2,4500 % Republik Italien B.T.P. 19/50 |  | EUR | 7.000.000 | 7.000.000 | 0 | % | 124,489 | 8.714.230,00 | 0,57 |
| IT0005405318 | 0,6000 % Republik Italien B.T.P. 20/23 |  | EUR | 5.000.000 | 5.000.000 | 0 | % | 102,517 | 5.125.850,00 | 0,34 |
| IT0005413171 | 1,6500 % Republik Italien B.T.P. 20/30 |  | EUR | 14.000.000 | 14.000.000 | 0 | % | 110,650 | 15.490.998,60 | 1,02 |
| IT0005402117 | 1,4500 % Republik Italien B.T.P. 20/36 |  | EUR | 7.000.000 | 7.000.000 | 0 | % | 107,023 | 7.491.627,50 | 0,49 |
| IT0005329344 | 0,1000 % Republik Italien Infla- tion-Ind. Lkd B.T.P. 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.000.000 | 0 | 5.000.000 | % | 102,132 | 5.245.976,06 | 0,34 |
| IT0005410912 | 1,4000 % Republik Italien Infla- tion-Ind. Lkd B.T.P. 20/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 8.475.000 | 8.475.000 | 0 | % | 105,822 | 8.961.376,79 | 0,59 |
| XS2226969686 | 0,0000 % Republik Korea Bonds 20/25 |  | EUR | 450.000 | 450.000 | 0 | % | 102,343 | 460.544,72 | 0,03 |
| XS2168038417 | 0,2500 % Republik Litauen MTN 20/25 |  | EUR | 1.000.000 | 1.000.000 | 0 | % | 103,033 | 1.030.326,70 | 0,07 |
| XS1958534528 | 1,0000 % Republik Polen MTN 19/29 |  | EUR | 1.350.000 | 0 | 0 | % | 109,355 | 1.476.290,61 | 0,10 |
| XS2114767457 | 0,0000 % Republik Polen MTN 20/25 |  | EUR | 1.500.000 | 1.500.000 | 0 | % | 101,114 | 1.516.707,15 | 0,10 |
| PTOTE5OE0007 | 4,1000 % Republik Portugal Obl. 06/37 |  | EUR | 2.500.000 | 2.500.000 | 5.000.000 | % | 158,553 | 3.963.825,00 | 0,26 |
| PTOTEROE0014 | 3,8750 % Republik Portugal Obr. 14/30 |  | EUR | 7.000.000 | 5.000.000 | 0 | % | 136,316 | 9.542.120,00 | 0,63 |
| PTOTESOE0013 | 2,2000 % Republik Portugal Obr. 15/22 |  | EUR | 3.000.000 | 0 | 0 | % | 105,497 | 3.164.910,00 | 0,21 |
| PTOTETOE0012 | 2,8750 % Republik Portugal Obr. 16/26 |  | EUR | 5.000.000 | 2.000.000 | 0 | % | 118,625 | 5.931.250,00 | 0,39 |
| PTOTEUOE0019 | 4,1250 % Republik Portugal Obr. 17/27 |  | EUR | 2.000.000 | 0 | 5.000.000 | % | 128,672 | 2.573.440,00 | 0,17 |
| PTOTEVOE0018 | 2,1250 % Republik Portugal Obr. 18/28 |  | EUR | 5.000.000 | 5.000.000 | 0 | % | 118,497 | 5.924.850,00 | 0,39 |
| PTOTEWOE0017 | 2,2500 % Republik Portugal Obr. 18/34 |  | EUR | 7.000.000 | 7.000.000 | 5.000.000 | % | 126,302 | 8.841.140,00 | 0,58 |
| PTOTEXOE0024 | 1,9500 % Republik Portugal Obr. 19/29 |  | EUR | 4.000.000 | 6.000.000 | 6.000.000 | % | 117,874 | 4.714.960,00 | 0,31 |
| PTOTEMOE0035 | 0,7000 % Republik Portugal Obr. 20/27 |  | EUR | 4.000.000 | 12.000.000 | 8.000.000 | % | 106,691 | 4.267.640,00 | 0,28 |
| PTOTELOE0028 | 0,4750 % Republik Portugal Obr. 20/30 |  | EUR | 7.000.000 | 7.000.000 | 0 | % | 104,563 | 7.319.410,00 | 0,48 |
| XS1129788524 | 2,8750 % Republik Rumänien MTN 14/24 |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 109,579 | 2.191.585,00 | 0,14 |
| XS2178857285 | 2,7500 % Republik Rumänien MTN 20/26 Reg.S | EUR | 2.850.000 | 2.850.000 | 0 | % | 110,014 | 3.135.403,28 | 0,21 |
| XS2178857954 | 3,6240 % Republik Rumänien MTN 20/30 Reg.S | EUR | 1.400.000 | 1.400.000 | 0 | % | 118,346 | 1.656.846,10 | 0,11 |
| XS2063268754 | 1,2500 % Royal Mail PLC Notes 19/26 |  | EUR | 850.000 | 0 | 0 | % | 103,063 | 876.034,57 | 0,06 |
| XS2010045198 | 0,2500 % Schlumberger Fi- nance B.V. Notes 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 4.400.000 | 2.400.000 | % | 101,820 | 2.036.401,20 | 0,13 |
| FR0013067196 | 3,0000 % SCOR SE FLR Notes 15/46 |  | EUR | 1.600.000 | 0 | 0 | % | 112,837 | 1.805.388,80 | 0,12 |
| FR0013535101 | 1,3750 % SCOR SE FLR Notes 20/51 |  | EUR | 1.300.000 | 1.300.000 | 0 | % | 101,215 | 1.315.792,92 | 0,09 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ |  | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  |  | mögens |
| XS2075811781 | 0,8750 % SES S.A. MTN 19/27 |  | EUR | 600.000 | 0 | 0 | % | 101,331 | 607.988,64 | 0,04 |
| XS2078735276 | 0,5000 % Shell International Fi- nance BV MTN 19/31 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.650.000 | 0 | 0 | % | 102,835 | 1.696.770,74 | 0,11 |
| XS1948598997 | 0,3750 % Skandinaviska Enskilda Banken MT Cov. Bds 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.250.000 | 0 | 0 | % | 104,188 | 2.344.240,35 | 0,15 |
| SK4000017158 | 0,2500 % Slowakei Anl. 20/25 |  | EUR | 4.050.000 | 4.050.000 | 0 | % | 103,844 | 4.205.669,45 | 0,28 |
| XS1615680151 | 1,1250 % SNCF Réseau S.A. MTN 17/27 |  | EUR | 4.000.000 | 0 | 0 | % | 109,370 | 4.374.800,00 | 0,29 |
| FR0013515871 | 1,5000 % Société Foncière Ly- onnaise SA Obl. 20/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.200.000 | 1.200.000 | 0 | % | 106,376 | 1.276.511,88 | 0,08 |
| FR0014000OZ2 | 1,0000 % Société Générale S.A. FLR MTN 20/30 | EUR | 2.200.000 | 2.200.000 | 0 | % | 100,155 | 2.203.410,00 | 0,14 |
| FR0013311503 | 1,1250 % Société Générale S.A. Non-Preferred MTN 18/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.600.000 | 2.000.000 | 0 | % | 104,246 | 2.710.401,98 | 0,18 |
| FR0013398831 | 0,7500 % Société Générale SFH S.A. MT Obl.Fin.Hab. 19/27 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.900.000 | 0 | 0 | % | 107,351 | 4.186.686,27 | 0,27 |
| FR0013481207 | 0,0100 % Société Générale SFH S.A. MT Obl.Fin.Hab. 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.000.000 | 5.000.000 | 0 | % | 102,696 | 5.134.794,50 | 0,34 |
| XS2163333656 | 1,0000 % Sodexo S.A. Notes 20/29 |  | EUR | 3.100.000 | 3.100.000 | 0 | % | 106,276 | 3.294.540,50 | 0,22 |
| XS1947550403 | 0,5000 % Sparebank. Sør Boligkre- ditt AS Mrtg.Cov. MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.350.000 | 0 | 0 | % | 104,557 | 1.411.522,20 | 0,09 |
| XS2183818637 | 2,5000 % Standard Charte- red PLC FLR MTN 20/30 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 950.000 | 950.000 | 0 | % | 106,796 | 1.014.562,67 | 0,07 |
| XS2087639626 | 0,7500 % Stryker Corp. Notes 19/29 |  | EUR | 1.500.000 | 0 | 0 | % | 104,138 | 1.562.076,60 | 0,10 |
| FR0013445335 | 1,6250 % Suez S.A. FLR Notes 19/Und. |  | EUR | 1.200.000 | 0 | 0 | % | 98,613 | 1.183.359,96 | 0,08 |
| XS1617859464 | 1,0000 % Swedbank AB FLR MTN 17/27 |  | EUR | 1.200.000 | 0 | 0 | % | 100,941 | 1.211.292,00 | 0,08 |
| XS1946788194 | 0,5000 % Swedbank Hypo- tek AB MT Cov. Bds 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.950.000 | 0 | 0 | % | 104,761 | 2.042.848,28 | 0,13 |
| XS2195096420 | 1,3750 % Symrise AG Anl. 20/27 |  | EUR | 950.000 | 950.000 | 0 | % | 105,521 | 1.002.449,50 | 0,07 |
| XS1729882024 | 2,2500 % Talanx AG FLR Nachr. Anl. 17/47 |  | EUR | 2.000.000 | 0 | 0 | % | 106,517 | 2.130.338,60 | 0,14 |
| XS1756296965 | 1,4470 % Telefonica Emisiones S.A.U. MTN 18/27 | EUR | 1.100.000 | 0 | 0 | % | 108,220 | 1.190.416,37 | 0,08 |
| XS1953240261 | 2,1250 % Telia Company AB MTN 19/34 |  | EUR | 550.000 | 0 | 0 | % | 121,124 | 666.180,35 | 0,04 |
| XS2262065159 | 0,1250 % TenneT Holding B.V. MTN 20/32 |  | EUR | 2.100.000 | 2.100.000 | 0 | % | 100,002 | 2.100.043,05 | 0,14 |
| XS2262065233 | 0,5000 % TenneT Holding B.V. MTN 20/40 |  | EUR | 2.300.000 | 2.300.000 | 0 | % | 99,924 | 2.298.251,77 | 0,15 |
| XS2086868010 | 0,8750 % Tesco Corp. Treas. Serv. PLC MTN 19/26 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.160.000 | 2.160.000 | 0 | % | 103,557 | 2.236.822,34 | 0,15 |
| FR0013537305 | 0,0000 % THALES S.A. MTN 20/26 |  | EUR | 3.400.000 | 3.400.000 | 0 | % | 100,040 | 3.401.360,00 | 0,22 |
| XS2233154538 | 0,1250 % The Coca-Cola Co. Notes 20/29 |  | EUR | 3.500.000 | 3.500.000 | 0 | % | 100,986 | 3.534.519,45 | 0,23 |
| XS2153409029 | 1,9940 % Total Capital Intl S.A. MTN 20/32 |  | EUR | 1.400.000 | 1.400.000 | 0 | % | 120,089 | 1.681.247,26 | 0,11 |
| XS1195202822 | 2,6250 % Total S.E. FLR MTN 15/Und. |  | EUR | 2.000.000 | 2.000.000 | 0 | % | 105,667 | 2.113.346,40 | 0,14 |
| CH0576402181 | 0,2500 % UBS Group AG FLR MTN 20/28 |  | EUR | 2.600.000 | 2.600.000 | 0 | % | 100,490 | 2.612.745,46 | 0,17 |
| XS1696445516 | 1,7500 % Ungarn Bonds 17/27 |  | EUR | 1.350.000 | 0 | 0 | % | 110,295 | 1.488.977,78 | 0,10 |
| XS1887498282 | 1,2500 % Ungarn Bonds 18/25 |  | EUR | 5.000.000 | 4.000.000 | 0 | % | 105,589 | 5.279.425,00 | 0,35 |
| XS2259191273 | 0,5000 % Ungarn Bonds 20/30 |  | EUR | 2.350.000 | 2.350.000 | 0 | % | 98,674 | 2.318.843,47 | 0,15 |
| XS2259191430 | 1,5000 % Ungarn Bonds 20/50 |  | EUR | 750.000 | 750.000 | 0 | % | 99,096 | 743.218,73 | 0,05 |
| FR0013330529 | 2,1250 % Unibail-Rodamco-West- field SE FLR Bonds 18/Und. |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 0 | % | 93,581 | 1.871.627,60 | 0,12 |
| XS1953271225 | 4,8750 % UniCredit S.p.A. FLR MTN 19/29 |  | EUR | 2.000.000 | 0 | 0 | % | 109,137 | 2.182.736,60 | 0,14 |
| XS2017471553 | 1,2500 % UniCredit S.p.A. FLR Preferred MTN 19/25 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 900.000 | 0 | 0 | % | 103,260 | 929.338,92 | 0,06 |
| XS1754213947 | 1,0000 % UniCredit S.p.A. Non- Preferred MTN 18/23 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.300.000 | 0 | 0 | % | 102,170 | 1.328.208,70 | 0,09 |
| XS2063547041 | 0,5000 % UniCredit S.p.A. Preferred MTN 19/25 | EUR | 1.400.000 | 0 | 0 | % | 101,455 | 1.420.367,76 | 0,09 |
| XS1979446843 | 1,5000 % Unio.di Banche Italiane S.p.A. Preferred MTN 19/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 700.000 | 0 | 0 | % | 105,227 | 736.587,67 | 0,05 |
| FR0124665995 | 0,1250 % Union Natle Interp. Em.Com.Ind. MTN 17/24 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 5.000.000 | 5.000.000 | 0 | % | 102,158 | 5.107.924,00 | 0,33 |
| FR0013369758 | 0,8750 % Union Natle Interp. Em.Com.Ind. MTN 18/28 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 2.000.000 | 0 | 0 | % | 109,150 | 2.182.990,00 | 0,14 |
| FR0013410008 | 0,5000 % Union Natle Interp. Em.Com.Ind. MTN 19/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.200.000 | 0 | 0 | % | 106,537 | 1.278.444,12 | 0,08 |
| FR0013518487 | 0,2500 % Union Natle Interp. Em.Com.Ind. MTN 20/29 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 3.300.000 | 3.300.000 | 0 | % | 104,599 | 3.451.781,19 | 0,23 |
| FR0013524410 | 0,2500 % Union Natle Interp. Em.Com.Ind. MTN 20/35 |  |  |  |  |  |  |  |  |  |
|  |  | EUR | 1.600.000 | 1.600.000 | 0 | % | 103,437 | 1.654.997,60 | 0,11 |
| XS2257961818 | 0,1250 % UPM Kymmene Corp. MTN 20/28 |  | EUR | 2.500.000 | 2.500.000 | 0 | % | 99,630 | 2.490.753,00 | 0,16 |

Vermögensaufstellung zum 30.11.2020
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. Anteile bzw. Währung | Bestand 30.11.2020 | Käufe/	Verkäufe/ Zugänge	Abgänge im Berichtszeitraum | Kurs | Kurswert in EUR | % des Fondsver- mögens |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| FR00140007L3 | 2,5000 % Veolia Environnement |  |  |  |  |  |  |  |  |
| FR00140007K5 | S.A. FLR Notes 20/Und. 2,2500 % Veolia Environnement | EUR | 5.000.000 | 5.000.000 | 0 | % | 101,308 | 5.065.397,50 | 0,33 |
| XS2234567233 | S.A. FLR Notes 20/Und. 0,8750 % Volkswagen Intl Fi- | EUR | 1.000.000 | 3.100.000 | 2.100.000 | % | 102,032 | 1.020.322,20 | 0,07 |
|  | nance N.V. MTN 20/28 | EUR | 1.500.000 | 1.500.000 | 0 | % | 103,721 | 1.555.808,25 | 0,10 |
| DE000A2R8ND3 | 0,6250 % Vonovia Finance B.V. MTN 19/27 | EUR | 2.000.000 | 2.000.000 | 0 | % | 103,872 | 2.077.440,20 | 0,14 |
| XS1987097430 | 0,5000 % Wells Fargo & Co. MTN 19/24 | EUR | 2.450.000 | 0 | 0 | % | 101,606 | 2.489.355,58 | 0,16 |
| FR0013521564 | 0,8750 % Worldline S.A. Obl. 20/27 | EUR | 1.200.000 | 3.200.000 | 2.000.000 | % | 104,259 | 1.251.111,72 | 0,08 |
| USD-Anleihen |  |  |  |  |  |  |  | 17.546.219,00 | 1,15 |
| US465410CA47 | 1,2500 % Republik Italien Notes 20/26 | USD | 10.600.000 | 10.600.000 | 0 | % | 99,712 | 8.822.625,09 | 0,58 |
| XS0997000251 | 6,0000 % Republik Kroatien Notes 13/24 Reg.S | USD | 4.000.000 | 4.000.000 | 0 | % | 115,156 | 3.844.934,89 | 0,25 |
| XS1085735899 | 5,1250 % Republik Portugal MTN 14/24 Reg.S | USD | 5.000.000 | 5.000.000 | 0 | % | 116,893 | 4.878.659,02 | 0,32 |
| AUD-Anleihen |  |  |  |  |  |  |  | 18.467.923,17 | 1,22 |
| AU0000097495 | 1,7500 % Commonwealth of Aust- |  |  |  |  |  |  |  |  |
|  | ralia Treas. Bds S.TB162 20/51 | AUD | 31.000.000 | 31.000.000 | 0 | % | 96,766 | 18.467.923,17 | 1,22 |
| An organisierten Mä | rkten zugelassene oder in diese einbezogene Wer | tpapiere |  |  |  |  |  | 140.732.172,06 | 9,22 |
| Verzinsliche Wertpapiere |  |  |  |  |  | 140.732.172,06 | 9,22 |
| EUR-Anleihen |  |  |  |  |  | 107.524.158,07 | 7,05 |
| XS2131567138	4,3750 % ABN AMRO Bank N.V. |  |  |  |  |  |  |  |
| FLR Cap. Notes 20/Und.	EUR FR0013457058	0,5000 % Action Logement Ser- | 600.000 | 600.000 | 0 | % | 105,230 | 631.379,88 | 0,04 |
| vices SAS MTN 19/34	EUR | 5.000.000 | 5.000.000 | 1.600.000 | % | 105,233 | 5.261.659,00 | 0,34 |
| DE000A289FK7	2,6250 % Allianz SE FLR Sub.Ter.Nts 20/Und.	EUR XS2006277508	0,7500 % América Móvil S.A.B. | 2.000.000 | 2.000.000 | 0 | % | 100,482 | 2.009.647,80 | 0,13 |
| de C.V. Notes 19/27	EUR XS2082818951	1,1250 % Australia & N. Z. Bkg | 1.850.000 | 0 | 0 | % | 103,372 | 1.912.378,30 | 0,13 |
| Grp Ltd. FLR MTN 19/29	EUR ES0312298021	3,7500 % AYT Cedulas Ca.Gl.- | 1.250.000 | 0 | 0 | % | 101,532 | 1.269.153,38 | 0,08 |
| FTA-S.III AB Notes 05/22	EUR ES0413860398	0,8750 % Banco de Sabadell S.A. | 5.000.000 | 0 | 0 | % | 108,457 | 5.422.841,00 | 0,36 |
| Cédulas Hipotec. 14/21	EUR ES0413900566	0,2500 % Banco Santander S.A. | 3.000.000 | 0 | 0 | % | 101,260 | 3.037.809,90 | 0,20 |
| Mortg.Cov. MTN 19/29	EUR ES0413900558	0,8750 % Banco Santander S.A. | 3.000.000 | 0 | 0 | % | 104,797 | 3.143.922,90 | 0,21 |
| Mortg.Cov. MTN 19/31	EUR | 1.500.000 | 0 | 0 | % | 111,595 | 1.673.929,50 | 0,11 |
| ES0413307119	0,8750 % BANKIA S.A. Cédulas Hipotec. 16/21	EUR ES0213307061	1,1250 % Bankia S.A. Non- | 1.000.000 | 0 | 2.300.000 | % | 100,196 | 1.001.961,60 | 0,07 |
| Preferred Bonos 19/26	EUR | 1.500.000 | 0 | 0 | % | 103,724 | 1.555.867,05 | 0,10 |
| ES0213307053	0,7500 % Bankia S.A. Preferred Bonos 19/26	EUR | 1.300.000 | 0 | 0 | % | 103,263 | 1.342.414,84 | 0,09 |
| ES0213679HN2	0,8750 % Bankinter S.A. Non-Pref. Obl. 19/26	EUR ES0440609248	2,6250 % Caixabank S.A. Cé- | 2.100.000 | 0 | 0 | % | 103,241 | 2.168.059,53 | 0,14 |
| dulas Hipotec. 14/24	EUR XS1907122656	1,5000 % Coca-Cola European | 3.200.000 | 0 | 0 | % | 110,273 | 3.528.734,08 | 0,23 |
| Partn. PLC Notes 18/27	EUR | 1.350.000 | 0 | 0 | % | 108,940 | 1.470.688,79 | 0,10 |
| XS2114852564	0,7500 % Comcast Corp. Notes 20/32	EUR XS2050933972	3,2500 % Coöperatieve Rabobank | 1.800.000 | 1.800.000 | 0 | % | 103,954 | 1.871.180,46 | 0,12 |
| U.A. FLR Cap.Sec. 19/Und.	EUR XS2193734733	1,6250 % Dell Bank Internati- | 1.800.000 | 0 | 0 | % | 100,377 | 1.806.784,74 | 0,12 |
| onal DAC Notes 20/24	EUR | 1.200.000 | 1.200.000 | 0 | % | 103,339 | 1.240.065,84 | 0,08 |
| XS2232115423	1,0000 % Digital Dutch Finco B.V. Notes 20/32	EUR XS2063495811	1,1250 % Digital Euro Finco | 1.500.000 | 1.500.000 | 0 | % | 103,263 | 1.548.950,40 | 0,10 |
| LLC Notes 19/28 Reg.S	EUR | 1.550.000 | 0 | 0 | % | 105,543 | 1.635.913,71 | 0,11 |
| FR0013431244	1,6250 % Engie S.A. FLR Notes 19/Und.	EUR | 2.200.000 | 0 | 0 | % | 101,566 | 2.234.458,82 | 0,15 |
| EU000A285VM2	0,0000 % Europaeische Union MTN 20/35	EUR ES0378641346	0,0500 % Fdo de Tit.D.Def.Sist. | 2.500.000 | 2.500.000 | 0 | % | 102,629 | 2.565.725,00 | 0,17 |
| Elec.FTA MT Bonos 19/24	EUR | 1.200.000 | 0 | 0 | % | 101,810 | 1.221.720,00 | 0,08 |
| ES0205032032	1,3820 % Ferrovial Emisiones S.A. Notes 20/26	EUR BE0002755362	0,2500 % Fluvius System Ope- | 3.900.000 | 3.900.000 | 0 | % | 106,640 | 4.158.955,71 | 0,27 |
| rator CVBA MTN 20/30	EUR XS1721244371	1,8750 % Iberdrola Internatio- | 1.600.000 | 1.600.000 | 0 | % | 101,241 | 1.619.861,28 | 0,11 |
| nal B.V. FLR Notes 17/Und.	EUR XS1890845875	3,2500 % Iberdrola Internatio- | 2.100.000 | 0 | 0 | % | 102,534 | 2.153.220,72 | 0,14 |
| nal B.V. FLR Securit. 19/Und.	EUR | 1.100.000 | 0 | 0 | % | 109,266 | 1.201.926,22 | 0,08 |
| XS2027364244	0,7500 % Logicor Financing S.à.r.l. MTN 19/24	EUR | 1.600.000 | 1.600.000 | 0 | % | 102,120 | 1.633.923,20 | 0,11 |

Vermögensaufstellung zum 30.11.2020
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. Anteile bzw. Währung | Bestand 30.11.2020 | Käufe/	Verkäufe/ Zugänge	Abgänge im Berichtszeitraum | Kurs | Kurswert in EUR | % des Fondsver- mögens |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| XS2265371042 XS2053053273 | 0,3500 % Macquarie Group Ltd. MTN 20/28 1,8750 % Mandatum Life Insu- | EUR | 1.600.000 | 1.600.000 | 0 | % | 100,226 | 1.603.614,72 | 0,11 |
|  | rance Co.Ltd FLR Notes 19/49 | EUR | 3.000.000 | 3.000.000 | 0 | % | 102,385 | 3.071.547,90 | 0,20 |
| XS2135361686 | 1,3500 % Mexiko MTN 20/27 | EUR | 3.750.000 | 3.750.000 | 0 | % | 101,936 | 3.822.582,75 | 0,25 |
| XS2104886341 | 1,1250 % Mexiko MTN 20/30 | EUR | 1.000.000 | 1.000.000 | 0 | % | 97,092 | 970.921,30 | 0,06 |
| XS1315181708 XS1172951508 | 2,7500 % Peru Bonds 15/26 2,7500 % Petróleos Mexica- | EUR | 4.000.000 | 4.000.000 | 0 | % | 112,050 | 4.481.993,20 | 0,29 |
|  | nos (PEMEX) MTN 15/27 | EUR | 2.000.000 | 2.000.000 | 0 | % | 90,167 | 1.803.345,00 | 0,12 |
| XS2104985598 | 0,7000 % Philippinen Bonds 20/29 | EUR | 1.000.000 | 3.000.000 | 2.000.000 | % | 100,168 | 1.001.676,30 | 0,07 |
| XS1807430811 | 0,6250 % Provinz Ontario MTN 18/25 | EUR | 3.000.000 | 0 | 0 | % | 104,484 | 3.134.526,00 | 0,21 |
| XS2153608141 | 0,3750 % Provinz Ontario MTN 20/27 | EUR | 2.000.000 | 2.000.000 | 0 | % | 104,096 | 2.081.919,00 | 0,14 |
| XS2262263622 | 0,0100 % Provinz Ontario MTN 20/30 | EUR | 4.450.000 | 4.450.000 | 0 | % | 100,404 | 4.467.963,32 | 0,29 |
| XS1606720131 | 0,8750 % Provinz Quebec MTN 17/27 | EUR | 4.000.000 | 0 | 0 | % | 107,615 | 4.304.590,00 | 0,28 |
| XS2065939469 | 0,0000 % Provinz Quebec MTN 19/29 | EUR | 3.550.000 | 0 | 0 | % | 100,951 | 3.583.774,70 | 0,23 |
| XS1151586945 XS2262211076 | 1,6250 % Republik Chile Bonds 14/25 1,3750 % Republik Ruma- | EUR | 1.000.000 | 1.000.000 | 0 | % | 106,825 | 1.068.250,00 | 0,07 |
| XS2114143758 | enien MTN 20/29 Reg.S 0,0500 % Santander Consumer | EUR | 1.450.000 | 1.450.000 | 0 | % | 99,442 | 1.441.908,86 | 0,09 |
|  | Bank AG Pfe. MTN 20/30 | EUR | 3.000.000 | 3.000.000 | 0 | % | 103,051 | 3.091.519,80 | 0,20 |
| XS2265360359 XS2181959110 | 0,6250 % Stora Enso Oyj MTN 20/30 2,7140 % Swiss Re Finance [UK] | EUR | 600.000 | 600.000 | 0 | % | 100,694 | 604.163,16 | 0,04 |
| XS2066749461 | PLC FLR MTN 20/52 0,5020 % UniCredit Leasing Corp. | EUR | 700.000 | 700.000 | 0 | % | 109,988 | 769.918,52 | 0,05 |
| XS2115092954 | IFN SA Bonds 19/22 0,5000 % Whirlpool EMEA Fi- | EUR | 2.400.000 | 0 | 0 | % | 100,789 | 2.418.930,00 | 0,16 |
| XS2189970317 | nance S.à r.l Notes 20/28 1,8750 % Zurich Finance (Ire- | EUR | 1.400.000 | 1.400.000 | 0 | % | 102,079 | 1.429.112,58 | 0,09 |
|  | land) DAC FLR MTN 20/50 | EUR | 1.950.000 | 1.950.000 | 0 | % | 105,065 | 2.048.767,31 | 0,13 |
| USD-Anleihen |  |  |  |  |  |  |  | 33.208.013,99 | 2,17 |
| US09247XAR26 | 1,9000 % Blackrock Inc. Notes 20/31 | USD | 2.600.000 | 2.600.000 | 0 | % | 104,151 | 2.260.362,95 | 0,15 |
| US05584KAH14 US37045XCX21 | 1,6520 % BPCE S.A. FLR Non-Pref. MTN 20/26 2,7500 % General Motors Fi- | USD | 4.500.000 | 4.500.000 | 0 | % | 101,480 | 3.811.868,11 | 0,25 |
| US37045XCY04 | nancial Co. Notes 20/25 3,6000 % General Motors Fi- | USD | 4.000.000 | 6.000.000 | 2.000.000 | % | 105,812 | 3.532.940,23 | 0,23 |
| US59217HCS40 | nancial Co. Notes 20/30 2,9500 % Metropolitan Life Glo- | USD | 6.000.000 | 6.000.000 | 0 | % | 111,571 | 5.587.858,60 | 0,37 |
|  | bal Fdg I MTN 20/30 Reg.S | USD | 2.800.000 | 2.800.000 | 0 | % | 112,734 | 2.634.851,19 | 0,17 |
| US91087BAM28 | 2,6590 % Mexiko Notes 20/31 | USD | 3.000.000 | 3.000.000 | 0 | % | 100,437 | 2.515.112,60 | 0,16 |
| US715638DP43 US806854AJ48 | 1,8620 % Peru Bonds 20/32 2,6500 % Schlumberger Invest- | USD | 3.650.000 | 3.650.000 | 0 | % | 99,577 | 3.033.860,20 | 0,20 |
| US29736RAQ39 | ment S.A. Notes 20/30 2,6000 % The Estée Lauder Com- | USD | 6.000.000 | 6.000.000 | 0 | % | 104,244 | 5.220.914,52 | 0,34 |
| XS1917910884 | pan. Inc. Notes 20/30 7,8300 % UniCredit S.p.A. Non- | USD | 2.000.000 | 2.000.000 | 0 | % | 110,747 | 1.848.864,27 | 0,12 |
| XS1935310166 | Pref. MTN 18/23 Reg.S 6,5720 % UniCredit S.p.A. Non- | USD | 2.000.000 | 0 | 0 | % | 117,832 | 1.967.142,74 | 0,13 |
|  | Pref. MTN 19/22 Reg.S | USD | 900.000 | 0 | 0 | % | 105,722 | 794.238,58 | 0,05 |
| Neuemissionen |  |  |  |  |  |  |  | 453.132,00 | 0,03 |
| Zulassung zum Börsenhandel vorgesehen |  |  |  |  |  |  | 453.132,00 | 0,03 |
| Verzinsliche Wertpapiere |  |  |  |  |  |  | 453.132,00 | 0,03 |
| EUR-Anleihen |  |  |  |  |  |  | 453.132,00 | 0,03 |
| XS2265521620	1,6250 % Aeroporti di Roma S.p.A. MTN 20/29 | EUR | 450.000 | 450.000 | 0 | % | 100,696 | 453.132,00 | 0,03 |
| Wertpapier-Investmentanteile |  |  |  |  |  |  | 11.720.957,80 | 0,77 |
| Gruppeneigene Wertpapier-Investmentanteile |  |  |  |  |  |  | 11.720.957,80 | 0,77 |
| Luxemburg |  |  |  |  |  |  | 11.720.957,80 | 0,77 |
| LU1633810442	AGIF-Allianz Gl.Inf-Linked Bd In- |  |  |  |  |  |  |  |  |
| haber Ant. WH Dis. LU1297616101	Allianz GIF-Allianz Green Bond | ANT | 8.000 | 0 | 0 | EUR | 1.069,090 | 8.552.720,00 | 0,56 |
| Inhaber-Anteile W | ANT | 2.860,169 | 0 | 0 | EUR | 1.107,710 | 3.168.237,80 | 0,21 |
| Summe Wertpapiervermögen  3) |  |  |  |  | EUR |  | 1.496.602.924,86 | 98,13 |
| Derivate (Bei den mit Minus gekennzeichneten Beständen | handelt es sich um | verkaufte Positionen) |  |  |  |  |  |

Zins-Derivate
Forderungen/ Verbindlichkeiten
Zinsterminkontrakte	-903.534,43	-0,07
| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. |  | Bestand | Käufe/ | Verkäufe/ | Kurs | Kurswert | % des |
|  |  |  | Anteile bzw. |  | 30.11.2020 | Zugänge | Abgänge |  | in EUR | Fondsver- |
|  |  |  | Währung |  |  | im Berichtszeitraum |  |  | mögens |
|  | EURO Bobl Future (FGBM) Dez. 20 | XEUR | EUR |  | -42.000.000 |  |  |  | -142.800,00 | -0,01 |
|  | EURO Bund Future (FGBL) Dez. 20 | XEUR | EUR |  | -50.600.000 |  |  |  | -749.360,00 | -0,05 |
|  | EURO Schatz Future (FGBS) Dez. 20 | XEUR | EUR |  | 49.700.000 |  |  |  | 20.140,00 | 0,00 |
|  | Five-Year US Treasury Note Future (FV) März 21 | XCBT | USD |  | 66.100.000 |  |  |  | 68.949,55 | 0,00 |
|  | Long Term EURO OAT Fu- ture (FOAT) Dez. 20 | XEUR | EUR |  | -10.000.000 |  |  |  | -20.200,00 | 0,00 |
|  | US Treasury Long Bond Fu- ture (US) März 21 | XCBT | USD |  | -17.100.000 |  |  |  | -80.263,98 | -0,01 |
| Optionsrechte |  |  |  |  |  |  |  |  |  |  |
| Optionsrechte auf Zinsterminkontrakte |  |  |  |  |  |  |  | -39.600,00 | -0,01 |
|  | EURO Bund Future (FGBL) Put Jan. 21 170,50 | XEUR | EUR | Anzahl | -740 |  | EUR | -0,040 | 29.600,00 | 0,00 |
|  | EURO Bund Future (FGBL) Put Jan. 21 173,50 | XEUR | EUR | Anzahl | -740 |  | EUR | -0,045 | 33.300,00 | 0,00 |
|  | EURO Bund Future (FGBL) Put Jan. 21 175 | XEUR | EUR | Anzahl | 1.480 |  | EUR | -0,095 | -140.600,00 | -0,01 |
|  | EURO Schatz Future (FGBS) Put Jan. 21 112,2 | XEUR | EUR | Anzahl | 7.620 |  | EUR | 0,005 | 38.100,00 | 0,00 |
| Summe Zins-Derivate |  |  |  |  |  | EUR |  | -943.134,43 | -0,08 |
| Devisen-Derivate |  |  |  |  |  |  |  |  |  |  |
|  | Forderungen/ Verbindlichkeiten |  |  |  |  |  |  |  |  |  |
| Optionsrechte |  |  |  |  |  |  |  |  |  |  |
| Optionsrechte auf Devisenterminkontrakte |  |  |  |  |  |  |  | -271,29 | 0,00 |
|  | Cross Rate EUR/USD 2PM Fut. (EUU) Put Dez. 20 1,1 | XCME | USD | Anzahl | -81.250.000 |  | USD | 0,000 | -3.391,07 | 0,00 |
|  | Cross Rate EUR/USD 2PM Fut. (EUU) Put Dez. 20 1,135 | XCME | USD | Anzahl | 81.250.000 |  | USD | 0,000 | 3.119,78 | 0,00 |
| Devisenterminkontrakte (Verkauf) |  |  |  |  |  |  | 260.976,30 | 0,02 |
| Offene Positionen |  |  |  |  |  |  |  |  |
|  | AUD/EUR 30.600.000,00 | OTC |  |  |  |  |  | -183.435,13 | -0,01 |
|  | USD/EUR 60.050.000,00 | OTC |  |  |  |  |  | 444.411,43 | 0,03 |
| Summe Devisen-Derivate |  |  |  |  |  | EUR |  | 260.705,01 | 0,02 |
| Swaptions |  |  |  |  |  |  |  |  |  |
| Optionrechte auf Zinsswaps |  |  |  |  |  |  |  | 106.725,00 | 0,01 |
| Payer Swap |  |  |  |  |  |  |  | 106.725,00 | 0,01 |
|  | SWP Long Pay -0,1% BNP_PAR 20.01.21 / BNP_PAR / 20.01.2021 OTC |  | EUR |  | 125.000.000 |  | 0,085 |  | 106.725,00 | 0,01 |
| Optionsrechte auf Credit Default Swaps |  |  |  |  |  |  |  | 7.697,70 | 0,00 |
| Payer Swap |  |  |  |  |  |  |  | 7.697,70 | 0,00 |
|  | SWP Long Pay ITRAXX SER34 V1 DBK_ FRA 16.12.20 / DBK_FRA / 16.12.2020 | OTC | EUR |  | 90.000.000 |  |  |  | 14.212,98 | 0,00 |
|  | SWP Short Pay ITRAXX SER34 V1 DBK_FRA 16.12.20 / DBK_FRA / 16.12.2020 | OTC | EUR |  | -90.000.000 |  |  |  | -6.515,28 | 0,00 |
| Summe Swaptions |  |  |  |  |  | EUR |  | 114.422,70 | 0,01 |
| Kreditderivate |  |  |  |  |  |  |  |  |  |
| Credit Default Swaps (CDS) CCP |  |  |  |  |  |  |  | -784.440,00 | -0,05 |
| Protection Buyer |  |  |  |  |  |  |  | -784.440,00 | -0,05 |
|  | CDS ITRAXX EUROPE S34 V1 5Y / WMEM802743 / 20.12.2025 | IFEU | EUR |  | 30.000.000 |  |  |  | -784.440,00 | -0,05 |
| Summe Kreditderivate |  |  |  | EUR |  | -784.440,00 | -0,05 |
| Bankguthaben, Geldmarktpapiere, Geldmarkt- und geldmarktnahe Fonds |  |  |  |  |  |  |  |
| Bankguthaben |  |  |  |  |  |  |  |  |  |
| EUR-Guthaben bei der Verwahrstelle |  |  |  |  |  |  |  |  |  |
|  | State Street Bank International GmbH |  | EUR |  | 33.132.972,11 |  | % | 100,000 | 33.132.972,11 | 2,18 |
| Guthaben in sonstigen EU/EWR-Währungen |  |  |  |  |  |  |  |  |  |
|  | State Street Bank International GmbH |  | DKK |  | 391.899,63 |  | % | 100,000 | 52.664,77 | 0,00 |
|  | State Street Bank International GmbH |  | GBP |  | 251.655,07 |  | % | 100,000 | 280.099,14 | 0,02 |
|  | State Street Bank International GmbH |  | NOK |  | 153.564,43 |  | % | 100,000 | 14.511,17 | 0,00 |
|  | State Street Bank International GmbH |  | PLN |  | 95.330,00 |  | % | 100,000 | 21.308,98 | 0,00 |
|  | State Street Bank International GmbH |  | SEK |  | 53.475,97 |  | % | 100,000 | 5.266,88 | 0,00 |
| Guthaben in Nicht-EU/EWR-Währungen |  |  |  |  |  |  |  |  |  |
|  | State Street Bank International GmbH |  | AUD |  | 129.246,64 |  | % | 100,000 | 79.570,67 | 0,01 |

| Vermögensaufstellung zum 30.11.2020 |
| --- |
| ISIN | Gattungsbezeichnung | Markt | Stück bzw. | Bestand | Käufe/ | Verkäufe/ | Kurs | Kurswert | % des |
|  |  | Anteile bzw. | 30.11.2020 | Zugänge | Abgänge |  | in EUR | Fondsver- |
|  |  |  | Währung |  | im Berichtszeitraum |  |  | mögens |
|  | State Street Bank International GmbH |  | CAD | 10.500,82 |  | % | 100,000 | 6.752,29 | 0,00 |
|  | State Street Bank International GmbH |  | CHF | 7.714,34 |  | % | 100,000 | 7.137,95 | 0,00 |
|  | State Street Bank International GmbH |  | JPY | 1.990.265,00 |  | % | 100,000 | 15.939,77 | 0,00 |
|  | State Street Bank International GmbH |  | MXN | 2.010.205,89 |  | % | 100,000 | 83.566,20 | 0,01 |
|  | State Street Bank International GmbH |  | USD | 150.580,35 |  | % | 100,000 | 125.693,11 | 0,01 |
|  | State Street Bank International GmbH |  | ZAR | 248.268,40 |  | % | 100,000 | 13.571,44 | 0,00 |
| Summe Bankguthaben  12) |  |  |  |  | EUR |  | 33.839.054,48 | 2,23 |
| Summe der Bankguthaben, Geldmarktpapiere, Geldmarkt- und geldmarktnahe Fonds  30) |  |  | EUR |  | 33.839.054,48 | 2,23 |
| Sonstige Vermögensgegenstände |
|  | Zinsansprüche |  | EUR | 7.588.866,31 |  |  |  | 7.588.866,31 | 0,50 |
|  | Forderungen aus Wertpapierdarlehen |  | EUR | 44.749,04 |  |  |  | 44.749,04 | 0,00 |
|  | Forderungen aus Anteilscheingeschäften |  | EUR | 318.069,08 |  |  |  | 318.069,08 | 0,02 |
|  | Forderungen aus Wertpapiergeschäften |  | EUR | 2.639.775,00 |  |  |  | 2.639.775,00 | 0,17 |
|  | Forderungen aus Devisenspots |  | EUR | 3.046.744,57 |  |  |  | 3.046.744,57 | 0,20 |
|  | Forderungen aus Quellensteuerrückerstattung | EUR | 3.675,00 |  |  |  | 3.675,00 | 0,00 |
|  | Forderungen aus Ersatzleis- tung Zinsen/Dividenden |  | EUR | 181.235,47 |  |  |  | 181.235,47 | 0,01 |
|  | Forderungen aus Initial Margin CCP |  | EUR | 365.670,00 |  |  |  | 365.670,00 | 0,02 |
|  | Forderungen aus Variation Margin CCP |  | EUR | 784.440,00 |  |  |  | 784.440,00 | 0,05 |
| Summe Sonstige Vermögensgegenstände |  |  |  |  | EUR |  | 14.973.224,47 | 0,97 |
| Sonstige Verbindlichkeiten |
|  | Verbindlichkeiten aus Wertpapierdarlehen | EUR | -13.424,64 |  |  |  | -13.424,64 | 0,00 |
|  | Verbindlichkeiten aus Anteilscheingeschäften | EUR | -218.341,29 |  |  |  | -218.341,29 | -0,01 |
|  | Verbindlichkeiten aus Wertpapiergeschäften | EUR | -14.581.775,07 |  |  |  | -14.581.775,07 | -0,96 |
|  | Verbindlichkeiten aus Devisenspots |  | EUR | -3.060.309,05 |  |  |  | -3.060.309,05 | -0,20 |
|  | Kostenabgrenzung |  | EUR | -864.496,12 |  |  |  | -864.496,12 | -0,06 |
| Summe Sonstige Verbindlichkeiten |  |  | EUR |  | -18.738.346,17 | -1,23 |
| Fondsvermögen |  |  |  | EUR | 1.525.324.410,92 | 100,00 |
|  | Summe der umlaufenden Anteile aller Anteilklassen |  |  | STK |  | 16.122.581 |  |

2) 
Diese Wertpapiere sind ganz oder teilweise als Wertpapier-Darlehen übertragen.
3) 
Die Wertpapiere des Sondervermögens sind teilweise durch Geschäfte mit Finanzinstrumenten abgesichert.
6) 
Diese Wertpapiere sind ganz oder teilweise als Sicherheit für sonstige Derivate an einen Dritten übertragen worden.
12) 
Diese Bankguthaben sind ganz oder teilweise als Sicherheiten für zentral geclearte Derivate an einen Dritten übertragen worden.
30) 
Im Bankguthaben können Cash Initial Margin enthalten sein.
| Gattungsbezeichnung |  | Stück bzw. | Wertpapier-Darle- hen |  |  |
| --- | --- | --- | --- | --- | --- |
|  |  | Nominal | Kurswert in EUR |  |  |
|  |  | in Währung | befristet | unbefristet | gesamt |
| Erläuterungen zu den Wertpapier-Darlehen |  |  |  |  |  |
| Folgende Wertpapiere sind zum Berichtsstichtag als Wertpapier-Darlehen übertragen: |
| 3,3750 % ENEL S.p.A. FLR Cap. Secs 18/81 | EUR | 700.000 |  | 775.164,46 |  |
| Gesamtbetrag der Rückerstattungsansprüche aus Wertpapier-Darlehen: | EUR |  |  | 775.164,46 | 775.164,46 |
| Gesamtbetrag der bei Wertpapier-Darlehen von Dritten gewährten Sicherheiten: | EUR |  |  |  | 837.475,87 |
| davon: |  |  |  |  |  |
| Schuldverschreibungen | EUR |  | 837.475,87 |  |  |

| Gattungsbezeichnung |  | gesamt |
| --- | --- | --- |
| Gesamtbetrag der Kurswerte der Wertpapiere, die Dritten als Sicherheiten für sonstige Derivate dienen (Collateral Management): | EUR | 153.457,39 |
| Gesamtbetrag der Nennwerte der Bankguthaben, die Dritten als Sicherheiten für zentral geclearte Derivate dienen: | EUR | 1.150.110,00 |
| Gesamtbetrag der Kurswerte der Wertpapiere, die Dritten als Marginsicherheiten für Termingeschäfte dienen: | EUR | 18.383.020,00 |

| Allianz Rentenfonds A (EUR) |
| --- |
| ISIN | DE0008471400 |
| Fondsvermögen | 1.418.973.650,06 |
| Umlaufende Anteile | 15.743.709,971 |
| Anteilwert | 90,13 |

| Allianz Rentenfonds IT2 (EUR) |
| --- |
| ISIN | DE000A2AMPP5 |
| Fondsvermögen | 418.395,09 |
| Umlaufende Anteile | 392,206 |
| Anteilwert | 1.066,77 |

| Allianz Rentenfonds P (EUR) |
| --- |
| ISIN | DE0009797415 |
| Fondsvermögen | 73.313.191,33 |
| Umlaufende Anteile | 58.216,137 |
| Anteilwert | 1.259,33 |

| Allianz Rentenfonds P2 (EUR) |
| --- |
| ISIN | DE0009797654 |
| Fondsvermögen | 32.604.933,69 |
| Umlaufende Anteile | 320.128,196 |
| Anteilwert | 101,85 |

| Allianz Rentenfonds R (EUR) |
| --- |
| ISIN | DE000A2DU1G9 |
| Fondsvermögen | 14.240,77 |
| Umlaufende Anteile | 134,380 |
| Anteilwert | 105,97 |

Wertpapierkurse bzw. Marktsätze
| Die Vermögensgegenstände des Sondervermögens sind auf der Grundlage nachstehender Kurse/Marktsätze bewertet: |
| --- |
| Internationale Obligationen: Kurse per 27.11.2020 oder letztbekannte |
| Alle anderen Vermögenswerte: Kurse bzw. Marktsätze per 30.11.2020 oder letztbekannte |

| Devisenkurs(e) bzw. Konversionsfaktor(en) (in Mengennotiz) per 30.11.2020 |
| --- |
| Großbritannien, Pfund | (GBP) | 1 Euro = GBP | 0,89845 |
| Dänemark, Kronen | (DKK) | 1 Euro = DKK | 7,44140 |
| Norwegen, Kronen | (NOK) | 1 Euro = NOK | 10,58250 |
| Schweden, Kronen | (SEK) | 1 Euro = SEK | 10,15325 |
| Schweiz, Franken | (CHF) | 1 Euro = CHF | 1,08075 |
| Polen, Zloty | (PLN) | 1 Euro = PLN | 4,47370 |
| Südafrika, Rand | (ZAR) | 1 Euro = ZAR | 18,29345 |
| USA, Dollar | (USD) | 1 Euro = USD | 1,19800 |
| Kanada, Dollar | (CAD) | 1 Euro = CAD | 1,55515 |
| Mexiko, Peso | (MXN) | 1 Euro = MXN | 24,05525 |
| Japan, Yen | (JPY) | 1 Euro = JPY | 124,86155 |
| Australien, Dollar | (AUD) | 1 Euro = AUD | 1,62430 |

| Marktschlüssel |
| --- |
| Terminbörsen |
| IFEU | = | London - ICE Futures Europe |
| XCBT | = | Chicago - Chicago Board of Trade (CBOT) |
| XCME | Chicago - Chicago Mercantile Exchange (CME) |
| XEUR | = | Eurex (Eurex Frankfurt/Eurex Zürich) |
| OTC |
| OTC | = | Over-the-Counter |

Kapitalmaßnahmen
Alle Umsätze, die aus Kapitalmaßnahmen hervorgehen (technische Umsätze), werden als Zu- oder Abgang ausgewiesen.
Während des Berichtszeitraumes abgeschlossene Geschäfte, soweit sie nicht mehr in der Vermögensaufstellung erscheinen:
- Käufe und Verkäufe in Wertpapieren, Investmentanteilen und Schuldscheindarlehen (Marktzuordnung zum Berichtsstichtag):
| ISIN | Gattungsbezeichnung | Stück bzw. | Käufe/ | Verkäufe/ |
| --- | --- | --- | --- | --- |
|  |  | Anteile bzw. | Zugänge | Abgänge |
|  |  | Währung |  |  |
| Börsengehandelte Wertpapiere |
| Verzinsliche Wertpapiere |
| EUR-Anleihen |  |  |  |  |
| XS2025466413 | 0,6250 % Abertis Infraestructuras S.A. MTN 19/25 | EUR | 0 | 600.000 |
| XS2025480596 | 1,6250 % Abertis Infraestructuras S.A. MTN 19/29 | EUR | 0 | 900.000 |
| FR0013399029 | 1,7500 % ACCOR S.A. Bonds 19/26 | EUR | 0 | 1.500.000 |
| XS1508912646 | 1,0000 % ACEA S.p.A. MTN 26/26 2 | EUR | 0 | 950.000 |
| XS2240505268 | 0,0000 % adidas AG Anl. 20/28 | EUR | 1.100.000 | 1.100.000 |
| XS2018636600 | 0,2500 % Ahold Delhaize N.V., Konkinkl. Notes 19/25 | EUR | 0 | 650.000 |
| XS2166122304 | 0,5000 % Air Products & Chemicals Inc. Notes 20/28 | EUR | 800.000 | 800.000 |
| XS2156598281 | 1,6250 % Akzo Nobel N.V. MTN 20/30 | EUR | 950.000 | 950.000 |
| XS2206380573 | 1,5000 % AMCO - Asset Management Co.SpA MTN 20/23 | EUR | 1.800.000 | 1.800.000 |
| XS2193669657 | 1,1250 % Amcor UK Finance PLC Notes 20/27 | EUR | 800.000 | 800.000 |
| XS2159791990 | 1,9500 % American Honda Finance Corp. MTN S.A 20/24 | EUR | 1.000.000 | 1.000.000 |
| XS1686846061 | 1,6250 % Anglo American Capital PLC MTN 17/25 | EUR | 3.000.000 | 3.400.000 |
| BE6312821612 | 1,1250 % Anheuser-Busch InBev S.A./N.V. MTN 19/27 | EUR | 0 | 1.800.000 |
| BE6320934266 | 2,1250 % Anheuser-Busch InBev S.A./N.V. MTN 20/27 | EUR | 1.450.000 | 1.450.000 |
| FR0013464815 | 0,7500 % Arkema S.A. MTN 19/29 | EUR | 0 | 1.100.000 |
| XS2051361264 | 0,2500 % AT & T Inc. Notes 19/26 | EUR | 3.000.000 | 3.000.000 |
| FR0013416146 | 2,3750 % Auchan Holding S.A. MTN 19/25 | EUR | 0 | 1.700.000 |
| XS1820037270 | 1,3750 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 18/25 | EUR | 0 | 1.100.000 |
| XS2079713322 | 0,3750 % Banco Bilbao Vizcaya Argent. Preferred MTN 19/26 | EUR | 0 | 1.500.000 |
| XS2193960668 | 1,7500 % Banco de Sabadell S.A. FLR Pref. MTN 20/23 | EUR | 600.000 | 600.000 |
| XS2063247915 | 0,3000 % Banco Santander S.A. Preferred MTN 19/26 | EUR | 0 | 1.200.000 |
| XS1228148158 | 0,3750 % Bank of Irel.Mortgage Bank PLC MTN 15/22 | EUR | 0 | 4.500.000 |
| XS2065555562 | 2,3750 % Bank of Ireland Group PLC FLR MTN 19/29 | EUR | 0 | 1.000.000 |
| XS1757394322 | 1,3750 % Barclays PLC FLR MTN 18/26 | EUR | 0 | 1.100.000 |
| XS1577962084 | 1,3000 % Baxter International Inc. Notes 17/25 | EUR | 0 | 1.000.000 |
| XS1998215559 | 1,3000 % Baxter International Inc. Notes 19/29 | EUR | 0 | 1.050.000 |
| XS2002532567 | 0,6320 % Becton Dickinson Euro Fin.Sarl Notes 19/23 | EUR | 0 | 750.000 |
| XS1910245676 | 1,0000 % BMW Finance N.V. MTN 18/24 | EUR | 0 | 1.000.000 |
| XS2010447238 | 0,7500 % BMW Finance N.V. MTN 19/26 | EUR | 0 | 1.500.000 |
| FR0013484458 | 0,5000 % BNP Paribas S.A. FLR Non-Pref. MTN 20/28 | EUR | 1.300.000 | 1.300.000 |
| FR0013507654 | 1,1250 % Bouygues S.A. Bonds 20/28 | EUR | 1.000.000 | 1.000.000 |
| XS2193661324 | 3,2500 % BP Capital Markets PLC FLR Notes 20/Und. | EUR | 2.150.000 | 2.150.000 |
| FR0013412343 | 1,0000 % BPCE S.A. Non-Preferred MTN 19/25 | EUR | 0 | 1.000.000 |
| FR0013412947 | 0,7500 % Bque Fédérative du Cr. Mutuel Preferred MTN 19/26 | EUR | 0 | 1.700.000 |
| XS1637333748 | 1,5000 % British Telecommunications PLC MTN 17/27 | EUR | 0 | 1.550.000 |
| DE0001135499 | 1,5000 % Bundesrep.Deutschland Anl. 12/22 | EUR | 0 | 10.000.000 |
| FR0012159812 | 1,3750 % Cais. d‘Amort.de la Dette Soc. MTN 14/24 | EUR | 2.000.000 | 2.000.000 |
| XS1645495349 | 2,7500 % Caixabank S.A. FLR MTN 17/28 | EUR | 0 | 2.500.000 |
| XS1614722806 | 1,1250 % Caixabank S.A. MTN 17/24 | EUR | 0 | 1.800.000 |
| XS1897489578 | 1,7500 % Caixabank S.A. Non-Preferred MTN 18/23 | EUR | 0 | 1.100.000 |
| FR0013507860 | 2,0000 % Capgemini SE Notes 20/29 | EUR | 2.000.000 | 2.000.000 |
| FR0013507878 | 2,3750 % Capgemini SE Notes 20/32 | EUR | 1.400.000 | 1.400.000 |
| XS2016228087 | 0,8750 % Carlsberg Breweries A/S MTN 19/29 | EUR | 0 | 1.350.000 |
| FR0013142536 | 2,3750 % Carmila S.A.S. Notes 16/24 | EUR | 0 | 1.000.000 |
| FR0013419736 | 1,0000 % Carrefour S.A. MTN 19/27 | EUR | 0 | 1.500.000 |
| XS2247549731 | 1,7500 % Cellnex Telecom S.A. MTN 20/30 | EUR | 2.700.000 | 2.700.000 |
| FR0013256427 | 0,2000 % Cie de Financement Foncier MT Obl. Fonc. 17/22 | EUR | 0 | 3.600.000 |
| FR0014000D31 | 0,0000 % Cie Génle Éts Michelin SCpA Obl. 20/28 | EUR | 2.300.000 | 2.300.000 |
| DE000CZ45V25 | 4,0000 % Commerzbank AG Sub.Fix to Reset MTN 20/30 | EUR | 900.000 | 900.000 |
| XS2178585423 | 2,1250 % Conti-Gummi Finance B.V. MTN 20/23 | EUR | 950.000 | 950.000 |
| XS2168285000 | 0,8750 % Coöperatieve Rabobank U.A. FLR Non-Pref. MTN 20/28 | EUR | 2.900.000 | 2.900.000 |
| XS2188805688 | 0,8750 % Covestro AG MTN 20/26 | EUR | 850.000 | 850.000 |
| XS1605365193 | 1,3750 % Credit Agricole S.A. (Ldn Br.) MTN 17/27 | EUR | 0 | 1.300.000 |
| XS2168478068 | 1,2500 % CRH SMW Finance DAC MTN 20/26 | EUR | 1.100.000 | 1.100.000 |
| DE000A2YNZV0 | 0,0000 % Daimler AG MTN 19/24 | EUR | 0 | 2.050.000 |
| XS2147994995 | 1,7000 % Danaher Corp. Notes 20/24 | EUR | 950.000 | 950.000 |
| XS2147995299 | 2,1000 % Danaher Corp. Notes 20/26 | EUR | 650.000 | 650.000 |
| FR0013495181 | 0,5710 % Danone S.A. MTN 20/27 | EUR | 600.000 | 600.000 |

| ISIN | Gattungsbezeichnung | Stück bzw. | Käufe/ | Verkäufe/ |
| --- | --- | --- | --- | --- |
|  |  | Anteile bzw. | Zugänge | Abgänge |
|  |  | Währung |  |  |
| XS2171316859 | 0,6250 % Danske Bank AS MTN 20/25 | EUR | 3.500.000 | 3.500.000 |
| XS2225893630 | 1,5000 % Danske Bank AS MTN 20/30 | EUR | 700.000 | 700.000 |
| XS2152932542 | 0,5000 % Deutsche Bahn Finance GmbH MTN 20/27 | EUR | 550.000 | 550.000 |
| DE000DL19VD6 | 1,3750 % Deutsche Bank AG FLR MTN 20/26 | EUR | 500.000 | 500.000 |
| XS1917358621 | 1,6250 % Deutsche Post AG MTN 18/28 | EUR | 0 | 1.650.000 |
| XS2047500769 | 0,0000 % E.ON SE MTN 19/24 | EUR | 0 | 2.150.000 |
| XS2152899584 | 1,0000 % E.ON SE MTN 20/25 | EUR | 850.000 | 850.000 |
| XS1222590488 | 2,0000 % EDP Finance B.V. MTN 15/25 | EUR | 0 | 1.500.000 |
| XS1721051495 | 1,5000 % EDP Finance B.V. MTN 17/27 | EUR | 3.300.000 | 3.300.000 |
| XS1945130620 | 0,8750 % Eika BoligKreditt A.S. MT Cov. MTN 19/29 | EUR | 0 | 2.450.000 |
| FR0013367612 | 4,0000 % Electricité de France (E.D.F.) FLR Notes 18/Und. | EUR | 0 | 500.000 |
| FR0013464922 | 3,0000 % Electricité de France (E.D.F.) FLR Notes 19/Und. | EUR | 0 | 600.000 |
| XS2113885011 | 0,3750 % Elenia Verkko Oyj MTN 20/27 | EUR | 1.250.000 | 1.250.000 |
| XS1953833750 | 1,1250 % Elisa Oyj MTN 19/26 | EUR | 0 | 550.000 |
| XS2251626896 | 0,3750 % Enagás Financiaciones S.A.U. MTN 20/32 | EUR | 2.900.000 | 2.900.000 |
| XS1937665955 | 1,5000 % ENEL Finance Intl N.V. MTN 19/25 | EUR | 0 | 1.350.000 |
| XS2066706909 | 0,3750 % ENEL Finance Intl N.V. MTN 19/27 | EUR | 0 | 1.150.000 |
| XS2066706735 | 1,1250 % ENEL Finance Intl N.V. MTN 19/34 | EUR | 0 | 700.000 |
| XS2176783319 | 1,2500 % ENI S.p.A. MTN 20/26 | EUR | 3.000.000 | 3.000.000 |
| XS2176785447 | 2,0000 % ENI S.p.A. MTN 20/31 | EUR | 3.050.000 | 3.050.000 |
| XS1679781424 | 2,8750 % Equinix Inc. Notes 17/25 | EUR | 0 | 2.100.000 |
| XS2178833427 | 0,7500 % Equinor ASA MTN 20/26 | EUR | 1.400.000 | 1.400.000 |
| XS2009943379 | 1,1250 % Euronext N.V. Notes 19/29 | EUR | 0 | 800.000 |
| EU000A1G0BJ5 | 3,0000 % Europ.Fin.Stab.Facility (EFSF) MTN 13/34 | EUR | 0 | 2.000.000 |
| EU000A1G0ED2 | 0,8750 % Europ.Fin.Stab.Facility (EFSF) MTN 19/35 | EUR | 0 | 4.000.000 |
| XS1361554584 | 1,1250 % European Investment Bank MTN 16/36 | EUR | 0 | 10.000.000 |
| XS1791485011 | 0,8750 % European Investment Bank MTN 18/28 | EUR | 0 | 3.000.000 |
| XS1753042743 | 1,5000 % European Investment Bank MTN 18/48 | EUR | 0 | 2.000.000 |
| XS2154339860 | 0,0000 % European Investment Bank MTN 20/28 | EUR | 1.350.000 | 1.350.000 |
| XS2102495673 | 0,0500 % European Investment Bank MTN 20/30 | EUR | 3.000.000 | 3.000.000 |
| XS2196322155 | 0,1420 % Exxon Mobil Corp. Notes 20/24 Reg.S | EUR | 5.650.000 | 5.650.000 |
| XS2001270995 | 0,6250 % FCA Bank S.p.A. (Irish Branch) MTN 19/22 | EUR | 0 | 1.200.000 |
| XS2178833773 | 3,8750 % Fiat Chrysler Automobiles N.V. MTN 20/26 | EUR | 3.600.000 | 3.600.000 |
| XS1843435923 | 2,0000 % Fidelity Natl Inform.Svcs Inc. Notes 19/30 | EUR | 0 | 900.000 |
| XS1956028168 | 0,8750 % Fortum Oyj MTN 19/23 | EUR | 0 | 1.250.000 |
| XS2084510069 | 0,2500 % Fresenius Medical Care KGaA MTN 19/23 | EUR | 0 | 1.450.000 |
| XS2084497705 | 0,6250 % Fresenius Medical Care KGaA MTN 19/26 | EUR | 0 | 1.650.000 |
| XS1795409082 | 2,5000 % Gaz Capital S.A. MT LPN GAZPROM 18/26 | EUR | 0 | 2.000.000 |
| FR0014000C73 | 1,3750 % Gecina S.A. MTN Tr.2 20/27 | EUR | 3.100.000 | 3.100.000 |
| XS2100788780 | 0,4500 % General Mills Inc. Notes 20/26 | EUR | 1.550.000 | 1.550.000 |
| XS1939356645 | 2,2000 % General Motors Financial Co. MTN 19/24 | EUR | 0 | 1.150.000 |
| XS2126170161 | 1,6250 % Givaudan Finance Europe B.V. Notes 20/32 | EUR | 350.000 | 350.000 |
| XS2208868914 | 2,9500 % Glo.Wr.Real Estate Invest.Ltd. MTN 20/26 | EUR | 2.800.000 | 2.800.000 |
| GR0118020685 | 2,0000 % Griechenland Notes 20/27 | EUR | 5.400.000 | 5.400.000 |
| XS2020608548 | 0,8750 % Hera S.p.A. MTN 19/27 | EUR | 0 | 500.000 |
| XS1853999313 | 1,8750 % Ignitis Group UAB MTN 18/28 | EUR | 0 | 1.050.000 |
| XS2194282948 | 0,7500 % Infineon Technologies AG MTN 20/23 | EUR | 1.600.000 | 1.600.000 |
| XS2200215213 | 1,8750 % Infrastrutt. Wireless Italiane MTN 20/26 | EUR | 2.900.000 | 2.900.000 |
| XS2176621170 | 2,1250 % ING Groep N.V. FLR MTN 20/31 | EUR | 1.600.000 | 1.600.000 |
| XS1590041478 | 0,0500 % Instituto de Credito Oficial MTN 17/20 | EUR | 0 | 3.400.000 |
| XS1979491559 | 0,2000 % Instituto de Credito Oficial MTN 19/24 | EUR | 0 | 700.000 |
| XS1908370171 | 2,1250 % InterContinental Hotels Group MTN 18/27 | EUR | 0 | 1.650.000 |
| XS1551306951 | 1,3750 % Intesa Sanpaolo S.p.A. MTN 17/24 | EUR | 0 | 1.450.000 |
| XS2115091717 | 0,3000 % Intl Business Machines Corp. Notes 20/28 | EUR | 2.600.000 | 2.600.000 |
| XS2065601937 | 0,8750 % Iren S.p.A. MTN 19/29 | EUR | 0 | 1.100.000 |
| XS1960248919 | 1,0900 % JPMorgan Chase & Co. FLR MTN 19/27 | EUR | 0 | 2.150.000 |
| FR0013512407 | 0,7500 % Kering S.A. MTN 20/28 | EUR | 1.000.000 | 1.000.000 |
| BE0000321308 | 4,2500 % Königreich Belgien Obl. Lin. S.61 11/21 | EUR | 3.000.000 | 3.000.000 |
| BE0000335449 | 1,0000 % Königreich Belgien Obl. Lin. S.75 15/31 | EUR | 1.000.000 | 6.000.000 |
| NL0009712470 | 3,2500 % Königreich Niederlande Anl. 11/21 | EUR | 0 | 9.000.000 |
| NL0010071189 | 2,5000 % Königreich Niederlande Anl. 12/33 | EUR | 0 | 4.000.000 |
| NL0012171458 | 0,7500 % Königreich Niederlande Anl. 17/27 | EUR | 0 | 8.000.000 |
| NL0013552060 | 0,5000 % Königreich Niederlande Anl. 19/40 | EUR | 4.000.000 | 8.000.000 |
| ES00000121G2 | 4,8000 % Königreich Spanien Bonos 08/24 | EUR | 570.000 | 570.000 |
| ES00000128H5 | 1,3000 % Königreich Spanien Obligaciones 16/26 | EUR | 11.000.000 | 11.000.000 |
| ES00000128P8 | 1,5000 % Königreich Spanien Obligaciones 17/27 | EUR | 0 | 8.500.000 |

| ISIN | Gattungsbezeichnung | Stück bzw. | Käufe/ | Verkäufe/ |
| --- | --- | --- | --- | --- |
|  |  | Anteile bzw. | Zugänge | Abgänge |
|  |  | Währung |  |  |
| ES0000012G26 | 0,8000 % Königreich Spanien Obligaciones 20/27 | EUR | 10.000.000 | 10.000.000 |
| XS2149368529 | 1,3750 % Koninklijke Philips N.V. MTN 20/25 | EUR | 500.000 | 500.000 |
| XS2149379211 | 2,0000 % Koninklijke Philips N.V. MTN 20/30 | EUR | 250.000 | 250.000 |
| XS2001175657 | 0,5000 % Koninklijke Philips N.V. Notes 19/26 | EUR | 0 | 1.400.000 |
| DE000A2GSNV2 | 0,1250 % Kreditanst.f.Wiederaufbau Anl. 18/23 | EUR | 5.000.000 | 5.000.000 |
| DE000A2GSNW0 | 0,3750 % Kreditanst.f.Wiederaufbau Anl. 18/25 | EUR | 0 | 10.000.000 |
| DE000A2TSTS8 | 0,0000 % Kreditanst.f.Wiederaufbau MTN 19/24 | EUR | 5.000.000 | 5.000.000 |
| FR0013415692 | 1,3750 % La Banque Postale Non-Pref. MTN 19/29 | EUR | 0 | 1.300.000 |
| FR0013433596 | 0,2500 % La Banque Postale Preferred MTN 19/26 | EUR | 0 | 1.200.000 |
| XS2078918781 | 0,5000 % Lloyds Banking Group PLC FLR MTN 19/25 | EUR | 0 | 1.050.000 |
| FR0013506508 | 0,7500 % LVMH Moët Henn. L. Vuitton SE MTN 20/25 | EUR | 1.500.000 | 1.500.000 |
| FR0013482833 | 0,1250 % LVMH Moët Henn. L. Vuitton SE MTN 20/28 | EUR | 1.800.000 | 1.800.000 |
| FR0013482841 | 0,3750 % LVMH Moët Henn. L. Vuitton SE MTN 20/31 | EUR | 1.700.000 | 1.700.000 |
| XS2023644540 | 0,8750 % Merck Financial Services GmbH MTN 19/31 | EUR | 0 | 1.200.000 |
| XS2011260531 | 1,6250 % Merck KGaA FLR Sub.Anl. 19/79 | EUR | 0 | 600.000 |
| FR0013425139 | 0,6250 % MMS USA Investments Inc. Notes 19/25 | EUR | 0 | 1.900.000 |
| XS1989375503 | 0,6370 % Morgan Stanley FLR MTN 19/24 | EUR | 0 | 2.150.000 |
| XS2148372696 | 1,1250 % Nestlé Finance Intl Ltd. MTN 20/26 | EUR | 900.000 | 900.000 |
| XS2170362672 | 0,1250 % Nestlé Finance Intl Ltd. MTN 20/27 | EUR | 3.850.000 | 3.850.000 |
| XS2148390755 | 1,5000 % Nestlé Finance Intl Ltd. MTN 20/30 | EUR | 550.000 | 550.000 |
| XS2170362912 | 0,3750 % Nestlé Finance Intl Ltd. MTN 20/32 | EUR | 4.300.000 | 4.300.000 |
| XS2107435617 | 0,2500 % New York Life Global Funding MTN 20/27 | EUR | 1.000.000 | 1.000.000 |
| XS2235996217 | 0,0000 % Novartis Finance S.A. Notes 20/28 | EUR | 4.600.000 | 4.600.000 |
| DK0009522062 | 0,6250 % Nykredit Realkredit A/S Non-Preferred MTN 19/25 | EUR | 0 | 1.000.000 |
| FR0013506300 | 1,6250 % Orange S.A. MTN 20/32 | EUR | 700.000 | 700.000 |
| FR0013456431 | 0,5000 % Pernod-Ricard S.A. Bonds 19/27 | EUR | 0 | 900.000 |
| FR0013456449 | 0,8750 % Pernod-Ricard S.A. Bonds 19/31 | EUR | 0 | 600.000 |
| FR0013506524 | 1,1250 % Pernod-Ricard S.A. Bonds 20/25 | EUR | 1.600.000 | 1.600.000 |
| XS2189786226 | 2,8750 % Raiffeisen Bank Intl AG FLR MTN 20/32 | EUR | 1.200.000 | 1.200.000 |
| XS2089322098 | 1,3750 % RAI-Radiotele. Italiana S.p.A. Notes 19/24 | EUR | 600.000 | 600.000 |
| XS2103013210 | 0,3750 % Red Eléctrica Financ. S.A.U. MTN 20/28 | EUR | 800.000 | 800.000 |
| FR0013329315 | 1,0000 % Renault S.A. MTN 18/24 | EUR | 0 | 1.100.000 |
| FI4000415153 | 0,1250 % Republik Finnland Bonds 20/36 | EUR | 3.000.000 | 3.000.000 |
| XS2100404396 | 0,9000 % Republik Indonesien Notes 20/27 | EUR | 2.800.000 | 2.800.000 |
| IE00BH3SQ895 | 1,1000 % Republik Irland Treasury Bonds 19/29 | EUR | 0 | 4.000.000 |
| IT0004634132 | 3,7500 % Republik Italien B.T.P. 10/21 | EUR | 5.000.000 | 10.000.000 |
| IT0005175598 | 0,4500 % Republik Italien B.T.P. 16/21 | EUR | 0 | 10.000.000 |
| IT0005408502 | 1,8500 % Republik Italien B.T.P. 20/25 | EUR | 7.650.000 | 7.650.000 |
| AT0000A10683 | 2,4000 % Republik Österreich Bundesanl. 13/34 | EUR | 0 | 3.500.000 |
| AT0000A1K9F1 | 1,5000 % Republik Österreich Bundesanl. 16/47 | EUR | 6.000.000 | 7.000.000 |
| AT0000A269M8 | 0,5000 % Republik Österreich MTN 19/29 | EUR | 8.000.000 | 10.500.000 |
| PTOTEKOE0011 | 2,8750 % Republik Portugal Obr. 15/25 | EUR | 0 | 11.000.000 |
| XS2027596530 | 2,1240 % Republik Rumänien MTN 19/31 Reg.S | EUR | 0 | 1.000.000 |
| XS2109812508 | 2,0000 % Republik Rumänien MTN 20/32 Reg.S | EUR | 750.000 | 750.000 |
| SI0002104048 | 0,4875 % Republik Slowenien Bonds 20/50 | EUR | 2.800.000 | 2.800.000 |
| FR0013505104 | 1,0000 % Sanofi S.A. MTN 20/25 | EUR | 600.000 | 600.000 |
| FR0013505112 | 1,5000 % Sanofi S.A. MTN 20/30 | EUR | 500.000 | 500.000 |
| XS2176715584 | 0,1250 % SAP SE IHS 20/26 | EUR | 3.500.000 | 3.500.000 |
| XS2176715667 | 0,3750 % SAP SE IHS 20/29 | EUR | 4.600.000 | 4.600.000 |
| XS2166754957 | 1,3750 % Schlumberger Finance B.V. Notes 20/26 | EUR | 1.700.000 | 1.700.000 |
| FR0013506862 | 1,0000 % Schneider Electric SE MTN 20/27 | EUR | 400.000 | 400.000 |
| XS2078734626 | 0,1250 % Shell International Finance BV MTN 19/27 | EUR | 0 | 850.000 |
| XS2154418730 | 1,5000 % Shell International Finance BV MTN 20/28 | EUR | 2.000.000 | 2.000.000 |
| XS2154419118 | 1,8750 % Shell International Finance BV MTN 20/32 | EUR | 1.200.000 | 1.200.000 |
| XS2118276026 | 0,2500 % Siemens Finan.maatschappij NV MTN 20/26 | EUR | 2.000.000 | 2.000.000 |
| SK4120010430 | 1,3750 % Slowakei Anl. 15/27 | EUR | 0 | 2.000.000 |
| XS1505573482 | 0,8750 % Snam S.p.A. MTN 16/26 | EUR | 0 | 3.150.000 |
| FR0013372299 | 1,1250 % Société du Grand Paris MTN 18/28 | EUR | 0 | 1.300.000 |
| FR0013409612 | 1,1250 % Société du Grand Paris MTN 19/34 | EUR | 0 | 1.300.000 |
| FR0013403441 | 1,2500 % Société Générale S.A. Non-Preferred MTN 19/24 | EUR | 0 | 900.000 |
| XS2087622069 | 0,2500 % Stryker Corp. Notes 19/24 | EUR | 0 | 1.500.000 |
| XS2049582542 | 0,0500 % Svenska Handelsbanken AB Non-Pref. MTN 19/26 | EUR | 0 | 1.850.000 |
| XS2169243479 | 0,3750 % Swisscom Finance B.V. Notes 20/28 | EUR | 1.000.000 | 1.000.000 |
| XS1907150350 | 1,1250 % Tele2 AB MTN 18/24 | EUR | 0 | 1.000.000 |
| FR0013534500 | 0,8750 % Teréga S.A. Obl. 20/30 | EUR | 1.000.000 | 1.000.000 |
| XS1987142673 | 0,5000 % The Bank of Nova Scotia MTN 19/24 | EUR | 0 | 2.350.000 |

| ISIN | Gattungsbezeichnung | Stück bzw. | Käufe/ | Verkäufe/ |
| --- | --- | --- | --- | --- |
|  |  | Anteile bzw. | Zugänge | Abgänge |
|  |  | Währung |  |  |
| XS2233155261 | 0,3750 % The Coca-Cola Co. Notes 20/33 | EUR | 2.800.000 | 2.800.000 |
| XS1967003747 | 0,3750 % The Export-Import Bk of Korea MTN 19/24 | EUR | 0 | 1.250.000 |
| XS1861206636 | 2,0000 % The Goldman Sachs Group Inc. MTN 18/28 | EUR | 0 | 1.000.000 |
| XS1651071877 | 1,4000 % Thermo Fisher Scientific Inc. Notes 17/26 | EUR | 0 | 1.450.000 |
| XS2058556296 | 0,1250 % Thermo Fisher Scientific Inc. Notes 19/25 | EUR | 0 | 850.000 |
| XS2058556536 | 0,5000 % Thermo Fisher Scientific Inc. Notes 19/28 | EUR | 0 | 850.000 |
| XS1693818525 | 1,3750 % Total Capital Intl S.A. MTN 17/29 | EUR | 0 | 1.500.000 |
| XS2153406868 | 1,4910 % Total Capital Intl S.A. MTN 20/27 | EUR | 1.100.000 | 1.100.000 |
| XS2156236452 | 2,2800 % Toyota Finance Australia Ltd. MTN 20/27 | EUR | 850.000 | 850.000 |
| CH0409606354 | 1,2500 % UBS Group AG FLR Notes 18/25 | EUR | 0 | 1.150.000 |
| CH0336602930 | 1,2500 % UBS Group AG MTN 16/26 | EUR | 0 | 700.000 |
| XS2181689659 | 1,7500 % Ungarn Bonds 20/35 | EUR | 600.000 | 600.000 |
| FR0013405032 | 1,0000 % Unibail-Rodamco-Westfield SE MTN 19/27 | EUR | 0 | 1.200.000 |
| XS2067213913 | 1,6250 % Unio.di Banche Italiane S.p.A. Non-Pref. MTN 19/25 | EUR | 0 | 2.200.000 |
| XS2009891479 | 0,5000 % Vattenfall AB MTN 19/26 | EUR | 0 | 500.000 |
| FR0013210416 | 0,9270 % Veolia Environnement S.A. MTN 16/29 | EUR | 0 | 2.000.000 |
| FR0013424876 | 1,1250 % Vivendi S.A. MTN 19/28 | EUR | 0 | 2.000.000 |
| XS2152058868 | 2,5000 % VOLKSW. FINANCIAL SERVICES AG MTN 20/23 | EUR | 2.650.000 | 2.650.000 |
| XS2152062209 | 3,0000 % VOLKSW. FINANCIAL SERVICES AG MTN 20/25 | EUR | 2.350.000 | 2.350.000 |
| XS1629658755 | 2,7000 % Volkswagen Intl Finance N.V. FLR Notes 17/Und. | EUR | 0 | 1.400.000 |
| FR0013448032 | 0,2500 % Worldline S.A. Obl. 19/24 | EUR | 0 | 1.800.000 |
| FR0013521549 | 0,5000 % Worldline S.A. Obl. 20/23 | EUR | 2.600.000 | 2.600.000 |
| XS2010040124 | 1,2500 % ZF Europe Finance B.V. Notes 19/23 | EUR | 0 | 800.000 |
| USD-Anleihen |  |  |  |  |
| USG82016AF62 | 2,5000 % Sinopec Grp Ov.Dev.(2018) Ltd. Notes 19/24 Reg.S | USD | 0 | 2.000.000 |
| An organisierten Märkten zugelassene oder in diese einbezogene Wertpapiere |
| Verzinsliche Wertpapiere |
| EUR-Anleihen |  |  |  |  |
| XS1953929608 | 2,8000 % Acquirente Unico S.p.A. Notes 19/26 | EUR | 1.000.000 | 1.000.000 |
| ES0200002006 | 1,8750 % Adif - Alta Velocidad MTN 15/25 | EUR | 0 | 2.000.000 |
| ES0200002048 | 0,9500 % Adif - Alta Velocidad MTN 19/27 | EUR | 0 | 900.000 |
| XS2166219720 | 0,6250 % ASML Holding N.V. Notes 20/29 | EUR | 1.100.000 | 1.100.000 |
| ES0413790413 | 0,7500 % Banco Santander S.A. Cédulas Hipotec. 15/20 | EUR | 0 | 2.000.000 |
| ES0422714123 | 0,8750 % Cajamar Caja Rural, S.C.Créd. Cédulas Hipot. 18/23 | EUR | 0 | 1.300.000 |
| XS2051655095 | 0,7000 % Coca-Cola European Partn. PLC Notes 19/31 | EUR | 0 | 1.300.000 |
| XS2134245138 | 1,7500 % Coca-Cola European Partn. PLC Notes 20/26 | EUR | 750.000 | 750.000 |
| XS2114852218 | 0,2500 % Comcast Corp. Notes 20/27 | EUR | 1.100.000 | 1.100.000 |
| CH0494734418 | 0,6500 % Credit Suisse Group AG MTN 19/29 | EUR | 0 | 1.850.000 |
| XS2193666042 | 0,3750 % Deutsche Bahn Finance GmbH MTN 20/29 | EUR | 700.000 | 700.000 |
| BE6321529396 | 0,8750 % Elia Transm. Belgium N.V. MTN 20/30 | EUR | 1.300.000 | 1.300.000 |
| XS2108494837 | 3,3750 % Erste Group Bank AG FLR MTN 20/Und. | EUR | 600.000 | 600.000 |
| XS2075185228 | 0,9000 % Harley Davidson Finl Serv.Inc. Notes 19/24 | EUR | 0 | 850.000 |
| FR0013519261 | 2,1250 % La Mondiale Notes 20/31 | EUR | 600.000 | 600.000 |
| ES0224244071 | 1,6250 % Mapfre S.A. Obl. 16/26 | EUR | 0 | 1.300.000 |
| XS1963744260 | 0,9000 % McDonald‘s Corp. MTN 19/26 | EUR | 0 | 1.200.000 |
| XS2004880832 | 0,5230 % Mizuho Financial Group Inc. MTN 19/24 | EUR | 0 | 1.750.000 |
| XS2235986929 | 0,0000 % Mondelez Intl Hldgs Nether. BV Notes 20/26 | EUR | 3.350.000 | 3.350.000 |
| XS2168625544 | 0,5000 % PepsiCo Inc. Notes 20/28 | EUR | 4.600.000 | 4.600.000 |
| XS2242633258 | 0,4000 % PepsiCo Inc. Notes 20/32 | EUR | 2.200.000 | 2.200.000 |
| XS1806368897 | 1,7500 % Scentre Mgmt Ltd./RE1 a.Tr.1/2 MTN 18/28 | EUR | 0 | 900.000 |
| XS2010032709 | 0,2500 % Schlumberger Finance B.V. Notes Tr.2 19/27 | EUR | 7.400.000 | 7.400.000 |
| XS2054209320 | 0,4520 % Wintershall Dea Finance B.V. Notes 19/23 | EUR | 0 | 1.700.000 |
| USD-Anleihen |  |  |  |  |
| US31428XBY13 | 3,8000 % Fedex Corp. Notes 20/25 | USD | 2.500.000 | 2.500.000 |
| US571903BD44 | 5,7500 % Marriott International Inc. Notes S.EE 20/25 | USD | 450.000 | 450.000 |
| Nichtnotierte Wertpapiere |
| Verzinsliche Wertpapiere |
| EUR-Anleihen |  |  |  |  |
| FR0013521614 | 0,5000 % Agence Française Développement MTN Tr.2 20/35 | EUR | 3.000.000 | 3.000.000 |
| Geldmarktpapiere |  |  |  |  |
| EUR |  |  |  |  |
| IT0005365454 | 0,0000 % Republik Italien Zero B.O.T. 19/20 | EUR | 15.000.000 | 15.000.000 |
| IT0005389587 | 0,0000 % Republik Italien Zero B.O.T. 19/20 | EUR | 4.000.000 | 4.000.000 |
| IT0005399578 | 0,0000 % Republik Italien Zero B.O.T. 20/20 | EUR | 25.000.000 | 25.000.000 |
| IT0005406738 | 0,0000 % Republik Italien Zero B.O.T. 20/20 | EUR | 20.000.000 | 20.000.000 |

| Gattungsbezeichnung | Stück bzw. | Volumen |
| --- | --- | --- |
|  | Anteile bzw. | in 1.000 |
|  | Währung |  |
| Derivate |  |  |
| (In Opening-Transaktionen umgesetzte Optionsprämien bzw. Volumen der Optionsgeschäfte, bei Optionsscheinen Angabe der Käufe und Verkäufe.) |
| Terminkontrakte |  |  |
| Zinsterminkontrakte |  |  |
| Gekaufte Kontrakte: | EUR | 3.679.687 |
| (Basiswert(e): 3M Eurodollar (ED) IRF Juni 20, 3M Eurodollar (ED) IRF Juni 21, 3M Eurodollar (ED) IRF März 20, 3M Eurodollar (ED) IRF März 21, EURO Bund Future (FGBL) März 20, EURO Schatz Future (FGBS) Dez. 20, EURO Schatz Future (FGBS) Sep. 20, EURO-BTP Future (FBTP) März 20, Five-Year US Treasury Note Future (FV) Dez. 20, Long Gilt Future (FLG) Sep. 20, Ten-Year US Treasury Note Future (TY) Dez. 20, Ten- Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) März 20, US Treasury Long Bond Future (US) Sep. 20) |
| Verkaufte Kontrakte: | EUR | 709.128 |
| (Basiswert(e): EURO Bobl Future (FGBM) Juni 20, EURO Bobl Future (FGBM) März 20, EURO Bobl Future (FGBM) Sep. 20, EURO Bund Future (FGBL) Dez. 19, EURO Bund Future (FGBL) Dez. 20, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, EURO-BTP Fu- ture (FBTP) Dez. 20, EURO-BTP Future (FBTP) Juni 20, EURO-BTP Future (FBTP) März 20, EURO-BTP Future (FBTP) Sep. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Dez. 20) |
| Optionsrechte |  |  |
| Optionsrechte auf Swaps (Swaptions) |  |  |
| Gekaufte Verkaufoptionen (Put): | EUR | 487 |
| (Basiswert(e): SWP Long Pay 0,8% GOLDMANS_FRA 21.10.20, SWP Long Pay ITraxx ES32 V1 GOLDMANS_FRA 15.01.20) |
| Verkaufte Verkaufoptionen (Put): | EUR | 185 |
| (Basiswert(e): SWP Short Pay 1% GOLDMANS_FRA 21.10.20, SWP Short Pay ITraxx ES32 V1 GOLDMANS_FRA 15.01.20) |
| Optionsrechte auf Zins-Derivate |  |  |
| Optionsrechte auf Zinsterminkontrakte |  |  |
| Gekaufte Kaufoptionen (Call): | EUR | 15.009.244 |
| (Basiswert(e): 3M Eurodollar (ED) IRF Juni 21, 3M Eurodollar (ED) IRF März 20, 3M Eurodollar (ED) IRF März 21, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Dez. 20, US Tre- asury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) März 20, US Treasury Long Bond Future (US) Sep. 20) |
| Gekaufte Verkaufoptionen (Put): | EUR | 7.084.698 |
| (Basiswert(e): EURO Bund Future (FGBL) Dez. 20, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) März 21, EURO Bund Future (FGBL) Sep. 20, EURO-BTP Future (FBTP) Dez. 20, EURO-BTP Future (FBTP) Juni 20, EURO-BTP Future (FBTP) März 20, EURO-BTP Future (FBTP) Sep. 20, Five-Year US Treasury Note Future (FV) Juni 20, Ten-Year US Treasury Note Future (TY) Dez. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) Sep. 20) |
| Verkaufte Kaufoptionen (Call): | EUR | 22.516.255 |
| (Basiswert(e): 3M Eurodollar (ED) IRF Juni 21, 3M Eurodollar (ED) IRF März 20, 3M Eurodollar (ED) IRF März 21, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) März 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Dez. 20, US Tre- asury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) März 20, US Treasury Long Bond Future (US) Sep. 20) |
| Verkaufte Verkaufoptionen (Put): | EUR | 7.375.752 |
| (Basiswert(e): EURO Bund Future (FGBL) Dez. 20, EURO Bund Future (FGBL) Juni 20, EURO Bund Future (FGBL) März 20, EURO Bund Future (FGBL) Sep. 20, EURO-BTP Future (FBTP) Dez. 20, EURO-BTP Future (FBTP) Juni 20, EURO-BTP Future (FBTP) März 20, EURO-BTP Future (FBTP) Sep. 20, Five-Year US Treasury Note Future (FV) Juni 20, Ten-Year US Treasury Note Future (TY) Dez. 20, Ten-Year US Treasury Note Future (TY) Juni 20, Ten-Year US Treasury Note Future (TY) Sep. 20, US Treasury Long Bond Future (US) Juni 20, US Treasury Long Bond Future (US) Sep. 20) |
| Devisentermingeschäfte |  |  |
| Devisenterminkontrakte (Verkauf) |  |  |
| Verkauf von Devisen auf Termin: |  |  |
| JPY/USD | EUR | 13.954 |
| USD/EUR | EUR | 111.357 |
| Devisenterminkontrakte (Kauf) |  |  |
| Kauf von Devisen auf Termin: |  |  |
| JPY/USD | EUR | 13.962 |
| USD/EUR | EUR | 53.927 |
| Wertpapierdarlehen (Geschäftsvolumen, bewertet auf Basis des bei Abschluss des Darlehensgeschäftes vereinbarten Wertes): |
| unbefristet | EUR | 1.225.631 |

(Basiswert(e): 0,0000 % Agence Française Développement MTN 20/25, 0,0000 % Bundesrep.Deutschland Anl. 16/26, 0,0000 % Bundesrep.Deutschland Anl. 19/50, 0,0000 % Bundesrep.Deutschland Anl. 20/30, 0,0000 % Bundesrep.Deutschland Bundesobl. S.178 18/23, 0,0000 % International Bank Rec. Dev. MTN 20/30, 0,0000 % Königreich Belgien Bons d‘Etat 20/27, 0,0000 % Kreditanst.f.Wiederaufbau MTN 19/24, 0,0000 % Mondelez Intl Hldgs Nether. BV Notes 20/26, 0,0000 % Republik Polen MTN 20/25, 0,0100 % Caisse Refinancement l‘Habitat Covered Bonds 19/26, 0,0100 % Caisse Refinancement l‘Habitat Covered Bonds 20/28, 0,0100 % Société Générale SFH S.A. MT Obl.Fin.Hab. 20/30, 0,0400 % Canadian Imperial Bk of Comm. MT Cov. Bonds 19/27, 0,0500
% DZ HYP AG MTN Hyp.-Pfe. R.1215 19/29, 0,0500 % Europ.Fin.Stab.Facility (EFSF) MTN 19/29, 0,0500 % European Investment Bank MTN 20/30, 0,0500 % Santander Consumer Bank AG Pfe. MTN 20/30, 0,0500 % Svenska Handelsbanken AB Non-Pref. MTN
19/26, 0,1000 % HSBC France S.A. MTN 19/27, 0,1250 % Kreditanst.f.Wiederaufbau Anl. 18/23, 0,1250 % LVMH Moët Henn. L. Vuitton SE MTN 20/28, 0,1250 % SAP SE IHS 20/26, 0,1420 % Exxon Mobil Corp. Notes 20/24 Reg.S, 0,2000 % Königreich Belgien Obl. Lin.
S.79 16/23, 0,2000 % Republik Irland Treasury Bonds 20/30, 0,2500 % AT & T Inc. Notes 19/26, 0,2500 % Banco Santander S.A. Mortg.Cov. MTN 19/29, 0,2500 % Bundesrep.Deutschland Anl. 17/27, 0,2500 % Bundesrep.Deutschland Anl. 19/29, 0,2500 % Comcast Corp. Notes 20/27, 0,2500 % Königreich Spanien Bonos 19/24, 0,2500 % Slowakei Anl. 20/25, 0,2500 % Stryker Corp. Notes 19/24, 0,2500 % Union Natle Interp.Em.Com.Ind. MTN 20/35, 0,3000 % Banco Santander S.A. Preferred MTN 19/26, 0,3000 % Intl Business Machines Corp. Notes 20/28, 0,3750 % Banco Bilbao Vizcaya Argent. Preferred MTN 19/26, 0,3750 % Continental AG MTN 19/25, 0,3750 % Daimler AG MTN 19/26, 0,3750 % Deutsche Bahn Finance GmbH MTN 20/29, 0,3750 % ENEL Finance Intl N.V. MTN 19/27, 0,3750 % Kreditanst.f.Wiederaufbau Anl. 18/25, 0,3750 % LVMH Moët Henn. L. Vuitton SE MTN 20/31, 0,3750 % Provinz Ontario MTN 20/27, 0,3750 % Red Eléctrica Financ. S.A.U. MTN 20/28, 0,3750 % Skandinaviska Enskilda Banken MT Cov. Bds 19/26, 0,4000 % Königreich Belgien Obl. Lin. 20/40, 0,5000 % ACEA S.p.A. MTN 20/29, 0,5000 % Bundesrep.Deutschland Anl. 16/26, 0,5000 % Bundesrep.Deutschland Anl. 17/27, 0,5000 % Bundesrep.Deutschland Anl. 18/28, 0,5000 % Europäischer Stabilitäts.(ESM) MTN 19/29, 0,5000 % European Investment Bank MTN 17/27, 0,5000 % La Banq. Postale Home Loan SFH MT Obl.FinHab 19/26, 0,5000 % La Banque Postale FLR Non-Pref. MTN 20/26, 0,5000 % Mediobanca - Bca Cred.Fin. SpA Mortg.Cov.MTN 19/26, 0,5000 % PepsiCo Inc. Notes 20/28, 0,5000 % Pernod-Ricard S.A. Bonds 19/27, 0,5000 % Rep. Frankreich OAT 15/25, 0,5000 % Republik Österreich MTN 19/29, 0,5000 % Shell International Finance BV MTN 19/31, 0,5000 % Swedbank Hypotek AB MT Cov. Bds 19/26, 0,5000 % Thermo Fisher Scientific Inc. Notes 19/28, 0,5000 % UniCredit S.p.A. Preferred MTN 19/25, 0,5000 % Union Natle Interp.Em.Com.Ind. MTN 19/29, 0,5000 % Whirlpool EMEA Finance S.à r.l Notes 20/28, 0,6000 % Republik Italien B.T.P. 20/23, 0,6250 % ASML Holding N.V. Notes 20/29, 0,6250 % Caixabank S.A. Non-Preferred MTN 19/24, 0,6250 % ENI S.p.A. MTN 20/30, 0,6250 % Fresenius Medical Care KGaA MTN 19/26, 0,6250 % Kreditanst.f.Wiederaufbau Anl. 17/27, 0,6250 % Kreditanst.f.Wiederaufbau Anl. 18/28, 0,6250 % Lloyds Banking Group PLC FLR MTN 18/24, 0,6250 % MMS USA Investments Inc. Notes 19/25, 0,6250 % Nykredit Realkredit A/S
Non-Preferred MTN 19/25, 0,6250 % Provinz Ontario MTN 18/25, 0,6250 % Vonovia Finance B.V. MTN 19/27, 0,6500 % Credit Suisse Group AG MTN 19/29, 0,6500 % Intl Business Machines Corp. Notes 20/32, 0,6500 % Republik Italien B.T.P. 16/23, 0,7000 %
Coca-Cola European Partn. PLC Notes 19/31, 0,7500 % AbbVie Inc. Notes 19/27, 0,7500 % América Móvil S.A.B. de C.V. Notes 19/27, 0,7500 % AXA Bank Europe SCF MT Obl.Fonc. 19/29, 0,7500 % Bankia S.A. Preferred Bonos 19/26, 0,7500 % Barclays PLC FLR MTN 19/25, 0,7500 % Bque Fédérative du Cr. Mutuel Preferred MTN 19/26, 0,7500 % Comcast Corp. Notes 20/32, 0,7500 % Daimler AG MTN 20/30, 0,7500 % Europ.Fin.Stab.Facility (EFSF) MTN 17/27, 0,7500 % Fresenius SE & Co. KGaA MTN 20/28, 0,7500 % Königreich Niederlande Anl. 17/27, 0,7500 % Kreditanst.f.Wiederaufbau MTN 19/29, 0,7500 % LVMH Moët Henn. L. Vuitton SE MTN 20/25, 0,7500
% NatWest Group PLC FLR MTN 19/25, 0,7500 % Nederlandse Waterschapsbank NV MTN 16/41, 0,7500 % Rep. Frankreich OAT 17/28, 0,7500 % Société Générale SFH S.A. MT Obl.Fin.Hab. 19/27, 0,7500 % Stryker Corp. Notes 19/29, 0,8000 % Königreich Belgien Obl. Lin. S.85 18/28, 0,8750 % Banco Santander S.A. Mortg.Cov. MTN 19/31, 0,8750 % Bca Monte dei Paschi di Siena Mortg.Cov. MTN 19/26, 0,8750 % BNG Bank N.V. MTN 16/36, 0,8750 % Coöperatieve Rabobank U.A. MT Cov. Bds 19/29, 0,8750 % Covestro AG MTN 20/26, 0,8750 % Eika BoligKreditt A.S. MT Cov. MTN 19/29, 0,8750 % Europ.Fin.Stab.Facility (EFSF) MTN 19/35, 0,8750 % General Electric Co. Notes 17/25, 0,8750 % Hera S.p.A. MTN 19/27, 0,8750 % Iren S.p.A. MTN 19/29, 0,8750 % Pernod-Ricard S.A. Bonds
19/31, 0,8750 % Provinz Quebec MTN 17/27, 0,8750 % Snam S.p.A. MTN 16/26, 0,8750 % Tesco Corp. Treas. Serv. PLC MTN 19/26, 0,8750 % Union Natle Interp.Em.Com.Ind. MTN 18/28, 0,8750 % Worldline S.A. Obl. 20/27, 0,9000 % Königreich Belgien Obl. Lin. 19/29, 0,9270 % Veolia Environnement S.A. MTN 16/29, 1,0000 % ACEA S.p.A. MTN 26/26 2, 1,0000 % Agence Française Développement MTN 18/28, 1,0000 % ArcelorMittal S.A. MTN 19/23, 1,0000 % Banco BPM S.p.A. MT Mortg. Cov. Bds 18/25, 1,0000 % Bank of Ireland Group PLC FLR MTN 19/25, 1,0000 % Carrefour S.A. MTN 19/27, 1,0000 % Cassa Depositi e Prestiti SpA MTN 20/30, 1,0000 % Cellnex Telecom S.A. MTN 20/27, 1,0000 % Europäischer Stabilitäts.(ESM) MTN 15/25, 1,0000 % Freie Hansestadt Bremen Landessch. Ausg.217 19/39, 1,0000 % Gecina S.A. MTN 16/29, 1,0000 % Intesa Sanpaolo S.p.A. Pref. MTN 19/26, 1,0000 %
Königreich Belgien Obl. Lin. S.75 15/31, 1,0000 % Land Nordrhein-Westfalen MT Landessch.R.1427 16/46, 1,0000 % Origin Energy Finance Ltd. MTN 19/29, 1,0000 % Rep. Frankreich OAT 16/27, 1,0000 % Republik Polen MTN 19/29, 1,0000 % Sodexo S.A. Notes 20/29, 1,0000 % UniCredit S.p.A. Non-Preferred MTN 18/23, 1,1250 % Anheuser-Busch InBev S.A./N.V. MTN 19/27, 1,1250 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 19/24, 1,1250 % Banco Santander S.A. Non-Pref. MTN 18/25, 1,1250 % Bankia S.A.
Non-Preferred Bonos 19/26, 1,1250 % BNP Paribas S.A. FLR MTN 20/32, 1,1250 % Bouygues S.A. Bonds 20/28, 1,1250 % Bureau
| Veritas SA Notes 19/27, 1,1250 % Elisa Oyj MTN 19/26, 1,1250 % ENEL Finance Intl N.V. MTN 19/34, 1,1250 % European Investment Bank MTN 16/36, 1,1250 % European Investment Bank MTN 17/33, 1,1250 % Infineon Technologies AG MTN 20/26, 1,1250 % Mediobanca - Bca Cred.Fin. SpA Preferred MTN 19/25, 1,1250 % Mexiko MTN 20/30, 1,1250 % Pernod-Ricard S.A. Bonds 20/25, 1,1250 % Société Générale S.A. Non-Preferred MTN 18/25, 1,2000 % Königreich Spanien Obligaciones 20/40, 1,2500 % Abertis Infraestructuras S.A. MTN 20/28, 1,2500 % Avery Dennison Corp. Notes 17/25, 1,2500 % Kreditanst.f.Wiederaufbau MTN 16/36, 1,2500 % PartnerRe Ireland Finance DAC Notes 16/26, 1,2500 % Rep. Frankreich OAT 16/36, 1,2500 % Royal Mail PLC Notes 19/26, 1,2500 % UBS Group AG FLR Notes 18/25, 1,2500 % Ungarn Bonds 18/25, 1,2500 % UniCredit S.p.A. FLR Preferred MTN 19/25, 1,3000 % Baxter International Inc. Notes 19/29, 1,3000 % Königreich Spanien Obligaciones 16/26, 1,3750 % Banco Bilbao Vizcaya Argent. Non-Pref. MTN 18/25, 1,3750 % Cais. d‘Amort.de la Dette Soc. MTN 14/24, 1,3750 % Caixabank S.A. Non-Preferred MTN 19/26, 1,3750 % La Banque Postale Non-Pref. MTN 19/29, 1,3750 % RAI-Radiotele. Italiana S.p.A. Notes 19/24, 1,3750 % Total Capital Intl S.A. MTN 17/29, 1,3820 % Ferrovial Emisiones S.A. Notes 20/26, 1,4000 % Königreich Spanien Bonos 18/28, 1,5000 % AMCO - Asset Management Co.SpA MTN 20/23, 1,5000 % Bundesrep.Deutschland Anl. 14/24, 1,5000 % Citigroup Inc. FLR MTN 18/26, 1,5000 % EDP Finance B.V. MTN 17/27, 1,5000 % Rep. Frankreich OAT 18/50, 1,5000 % Republik Österreich Bundesanl. 16/47, 1,5000 % Unio.di Banche Italiane S.p.A. Preferred MTN 19/24, 1,6250 % Anglo American Capital PLC MTN 17/25, 1,6250 % CNH Industrial Finance Euro.SA MTN 19/29, 1,6250 % Crédit Agricole S.A. FLR MTN 20/30, 1,6250 % EnBW Energie Baden-Württem. AG FLR Anl. 19/79, 1,6250 % Engie S.A. FLR Notes 19/Und., 1,6250 % Unio.di Banche Italiane S.p.A. Non-Pref. MTN 19/25, 1,6500 % Republik Italien B.T.P. 20/30, 1,7000 % Danaher Corp. Notes 20/24, 1,7000 % Königreich Belgien Obl. Lin. 19/50, 1,7500 % Banco de Sabadell S.A. Non-Preferred MTN 19/24, 1,7500 % Bundesrep.Deutschland Anl. 12/22, 1,7500 % Caixabank S.A. Non-Preferred MTN 18/23, 1,7500 % Intesa Sanpaolo S.p.A. Pref. MTN 19/29, 1,7500 % Orange S.A. FLR MTN 19/Und., 1,7500 % Orange S.A. FLR MTN 20/Und., 1,7500 % Orsted A/S FLR Notes 19/Und., 1,7500 % Rep. Frankreich OAT 13/23, 1,7500 % Scentre Mgmt Ltd./RE1 a.Tr.1/2 MTN 18/28, 1,8500 % Republik Italien B.T.P. 20/25, 1,8750 % CNH Industrial Finance Euro.SA MTN 18/26, 1,8750 % Infrastrutt. Wireless Italiane MTN 20/26, 1,8750 % Mandatum Life Insurance Co.Ltd FLR Notes 19/49, 1,8750 % Redexis Gas Finance B.V. MTN 20/25, 1,9500 % Königreich Spanien Obligaciones 16/26, 1,9940 % Total Capital Intl S.A. MTN 20/32, 2,0000 % Capgemini SE Notes 20/29, 2,0000 % CNP Assurances S.A. FLR MTN 19/50, 2,0000 % Fidelity Natl Inform.Svcs Inc. Notes 19/30, 2,0000 % JCDecaux S.A. Bonds 20/24, 2,0000 % The Goldman Sachs Group Inc. MTN 18/28, 2,1240 % Assicurazioni Generali S.p.A. MTN 19/30, 2,1250 % Anheuser-Busch InBev S.A./N.V. MTN 20/27, 2,1250 % Carmila S.A.S. Obl. 18/28, 2,1250 % Cassa Depositi e Prestiti SpA MTN 18/23, 2,1250 % Groupama Assurances Mutuelles Notes 19/29, 2,1250 % InterContinental Hotels Group MTN 18/27, 2,1250 % Republik Portugal Obr. 18/28, 2,1250 % Unibail-Rodamco-Westfield SE FLR Bonds 18/Und., 2,2500 % ArcelorMittal S.A. MTN 19/24, 2,2500 % Rep. Frankreich OAT 13/24, 2,3500 % Königreich Spanien Obligaciones 17/33, 2,3750 % Bank of Ireland Group PLC FLR MTN 19/29, 2,3750 % Carmila S.A.S. Notes 16/24, 2,4000 % Republik Österreich Bundesanl. 13/34, 2,5000 % Bundesrep.Deutschland Anl. 12/44, 2,5000 % Bundesrep.Deutschland Anl. 14/46, 2,5000 % CNP Assurances S.A. FLR Notes 20/51, 2,5000 % Rep. Frankreich OAT 14/30, 2,5000 % Standard Chartered PLC FLR MTN 20/30, 2,5000 % VOLKSW. FINANCIAL SERVICES AG MTN 20/23, 2,6250 % Caixabank S.A. Cédulas Hipotec. 14/24, 2,6250 % Crédit Agricole S.A. Bonds 15/27, 2,6250 % ENI S.p.A. FLR Notes 20/Und., 2,6250 % Immofinanz AG Notes 19/23, 2,6250 % Total S.E. FLR MTN 15/Und., 2,7000 % Königreich Spanien Bonos 18/48, 2,7500 % BPCE S.A. FLR MTN 15/27, 2,7500 % Petróleos Mexicanos (PEMEX) MTN 15/27, 2,7500 % Republik Rumänien MTN 20/26 Reg.S, 2,8000 % Republik Italien B.T.P. 18/28, 2,8750 % Equinix Inc. Notes 17/25, 2,8750 % Republik Portugal Obr. 16/26, 3,0000 % Europ.Fin.Stab.Facility (EFSF) MTN 13/34, 3,0000 % Europäische Union MTN 11/26, 3,0000 % Republik Italien B.T.P. 19/29, 3,0000 % SCOR SE FLR Notes 15/46, 3,2500 % Coöperatieve Rabobank U.A. FLR Cap.Sec. 19/Und., 3,3750 % ENEL S.p.A. FLR Cap. Secs 18/81, 3,4500 % Republik Italien B.T.P. 17/48, 3,5000 % Caixabank S.A. FLR MTN 17/27, 3,5000 % Republik Italien B.T.P. 14/30, 3,6240 % Republik Rumänien MTN 20/30 Reg.S, 3,8750 % AGEAS SA/NV FLR Notes 19/Und., 3,8750 % Republik Portugal Obr. 14/30, 4,0000 % Commerzbank AG Sub.Fix to Reset MTN 20/30, 4,2500 % Königreich Belgien Obl. Lin. S.60 10/41, 4,7500 % Republik Italien B.T.P. 08/23, 4,8000 % Königreich Spanien Bonos 08/24, 4,8750 % UniCredit S.p.A. FLR MTN 19/29, 5,1500 % Königreich Spanien Bonos 13/44, 7,8300 % UniCredit S.p.A. Non-Pref. MTN 18/23 Reg.S) |
| --- |
| Kreditderivate |  |  |
| Credit Default Swaps (CDS) |  |  |
| Protection Buyer: | EUR | 120.000 |
| (Basiswert(e): CDS ITRAXX EUROPE S34 V1 5Y, CDS ITRAXX EUROPE SEN FINANCIALS S32 V1 5Y |  |

Ertrags- und Aufwandsrechnung
Anteilklasse: Allianz Rentenfonds A (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Erträge |  |  |
| 1. Dividenden inländischer Aussteller (vor Körperschaftsteuer) |  | 0,00 |
| 2. Dividenden ausländischer Aussteller (vor Quellensteuer) |  | 0,00 |
| 3. Zinsen aus inländischen Wertpapieren |  | 728.699,45 |
| 4. Zinsen aus ausländischen Wertpapieren (vor Quellensteuer) | 12.970.342,88 |
| 5. Zinsen aus Liquiditätsanlagen im Inland |  | -108.514,48 |
| a) Negative Einlagezinsen | -110.460,74 |  |
| b) Positive Einlagezinsen | 1.946,26 |  |
| 6. Zinsen aus Liquiditätsanlagen im Ausland (vor Quellensteuer) |  | 123,03 |
| a) Positive Einlagezinsen | 123,03 |  |
| 7. Erträge aus Investmentanteilen |  | 125.354,62 |
| 8. Erträge aus Wertpapier-Darlehen- und -Pensionsgeschäften |  | 382.533,60 |
| a) Erträge aus Wertpapier-Darlehen | 382.533,60 |  |
| 9a. Abzug inländischer Körperschaftsteuer |  | 0,00 |
| 9b. Abzug ausländischer Quellensteuer |  | -13,42 |
| a) aus Zinsen aus ausländischen Wertpapieren/ Liquiditätsanlagen | -13,42 |  |
| 10. Sonstige Erträge | 3.009.318,37 |
| Summe der Erträge | 17.107.844,05 |
| II. Aufwendungen |  |  |
| 1. Zinsen aus Kreditaufnahmen |  | -874,40 |
| 2. Pauschalvergütung 1) | -9.693.627,75 |
| 3. Verwahrstellenvergütung |  | 0,00 |
| 4. Prüfungs- und Veröffentlichungskosten |  | 0,00 |
| 5. Sonstige Aufwendungen |  | -117.375,04 |
| Summe der Aufwendungen | -9.811.877,19 |
| III. Ordentlicher Nettoertrag | 7.295.966,86 |
| IV. Veräußerungsgeschäfte |  |  |
| 1. Realisierte Gewinne | 71.786.109,18 |
| 2. Realisierte Verluste | -57.220.514,91 |
| Ergebnis aus Veräußerungsgeschäften | 14.565.594,27 |
| V. Realisiertes Ergebnis des Geschäftsjahres | 21.861.561,13 |
| 1. Nettoveränderung der nicht realisierten Gewinne | 14.337.828,11 |
| 2. Nettoveränderung der nicht realisierten Verluste | -1.598.175,58 |
| VI. Nicht realisiertes Ergebnis des Geschäfts- jahres | 12.739.652,53 |
| VII. Ergebnis des Geschäftsjahres | 34.601.213,66 |
| 1)  Gemäß den Vertragsbedingungen ist für das Sondervermögen eine an die Kapi- talverwaltungsgesellschaft abzuführende Pauschalvergütung („All-In-Fee“) in der Höhe von 1,00 % p.a. (im Geschäftsjahr 0,70 % p.a.) vereinbart. Hieraus bestritt die Kapitalverwaltungsgesellschaft die Kosten für das Portfoliomanagement sowie un- ter anderem die Aufwendungen für die Verwahrstelle (im Geschäftsjahr 0,008 % p.a.) und für Sonstige Dritte (z.B. Druck- und Veröffentlichungskosten, Abschlussprü- |

für den Zeitraum vom 01.12.2019 - 30.11.2020 (einschließlich Ertragsausgleich)
fung, etc.).
Anteilklasse: Allianz Rentenfonds IT2 (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Erträge |  |  |
| 1. Dividenden inländischer Aussteller (vor Körperschaftsteuer) |  | 0,00 |
| 2. Dividenden ausländischer Aussteller (vor Quellensteuer) |  | 0,00 |
| 3. Zinsen aus inländischen Wertpapieren |  | 213,53 |
| 4. Zinsen aus ausländischen Wertpapieren (vor Quellensteuer) |  | 3.811,46 |
| 5. Zinsen aus Liquiditätsanlagen im Inland |  | -31,82 |
| a) Negative Einlagezinsen | -32,39 |  |
| b) Positive Einlagezinsen | 0,57 |  |
| 6. Zinsen aus Liquiditätsanlagen im Ausland (vor Quellensteuer) |  | 0,00 |
| 7. Erträge aus Investmentanteilen |  | 36,55 |
| 8. Erträge aus Wertpapier-Darlehen- und -Pensionsgeschäften |  | 112,55 |
| a) Erträge aus Wertpapier-Darlehen | 112,55 |  |
| 9a. Abzug inländischer Körperschaftsteuer |  | 0,00 |
| 9b. Abzug ausländischer Quellensteuer |  | 0,00 |
| 10. Sonstige Erträge |  | 885,46 |
| Summe der Erträge |  | 5.027,73 |
| II. Aufwendungen |  |  |
| 1. Zinsen aus Kreditaufnahmen |  | -0,14 |
| 2. Pauschalvergütung 1) |  | -1.497,48 |
| 3. Verwahrstellenvergütung |  | 0,00 |
| 4. Prüfungs- und Veröffentlichungskosten |  | 0,00 |
| 5. Sonstige Aufwendungen |  | -34,56 |
| Summe der Aufwendungen |  | -1.532,18 |
| III. Ordentlicher Nettoertrag |  | 3.495,55 |
| IV. Veräußerungsgeschäfte |  |  |
| 1. Realisierte Gewinne |  | 21.084,97 |
| 2. Realisierte Verluste |  | -16.802,49 |
| Ergebnis aus Veräußerungsgeschäften |  | 4.282,48 |
| V. Realisiertes Ergebnis des Geschäftsjahres |  | 7.778,03 |
| 1. Nettoveränderung der nicht realisierten Gewinne |  | 5.456,59 |
| 2. Nettoveränderung der nicht realisierten Verluste |  | 1.929,76 |
| VI. Nicht realisiertes Ergebnis des Geschäfts- jahres |  | 7.386,35 |
| VII. Ergebnis des Geschäftsjahres |  | 15.164,38 |
| 1)  Gemäß den Vertragsbedingungen ist für das Sondervermögen eine an die Kapi- talverwaltungsgesellschaft abzuführende Pauschalvergütung („All-In-Fee“) in der Höhe von 0,61 % p.a. (im Geschäftsjahr 0,37 % p.a.) vereinbart. Hieraus bestritt die Kapitalverwaltungsgesellschaft die Kosten für das Portfoliomanagement sowie un- ter anderem die Aufwendungen für die Verwahrstelle (im Geschäftsjahr 0,008 % p.a.) und für Sonstige Dritte (z.B. Druck- und Veröffentlichungskosten, Abschlussprü- |

für den Zeitraum vom 01.12.2019 - 30.11.2020 (einschließlich Ertragsausgleich)
fung, etc.).
Anteilklasse: Allianz Rentenfonds P (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Erträge |  |  |
| 1. Dividenden inländischer Aussteller (vor Körperschaftsteuer) |  | 0,00 |
| 2. Dividenden ausländischer Aussteller (vor Quellensteuer) |  | 0,00 |
| 3. Zinsen aus inländischen Wertpapieren |  | 37.608,63 |
| 4. Zinsen aus ausländischen Wertpapieren (vor Quellensteuer) |  | 669.372,50 |
| 5. Zinsen aus Liquiditätsanlagen im Inland |  | -5.597,65 |
| a) Negative Einlagezinsen | -5.697,44 |  |
| b) Positive Einlagezinsen | 99,79 |  |
| 6. Zinsen aus Liquiditätsanlagen im Ausland (vor Quellensteuer) |  | 6,24 |
| a) Positive Einlagezinsen | 6,24 |  |
| 7. Erträge aus Investmentanteilen |  | 6.477,16 |
| 8. Erträge aus Wertpapier-Darlehen- und -Pensionsgeschäften |  | 19.735,80 |
| a) Erträge aus Wertpapier-Darlehen | 19.735,80 |  |
| 9a. Abzug inländischer Körperschaftsteuer |  | 0,00 |
| 9b. Abzug ausländischer Quellensteuer |  | -0,64 |
| a) aus Zinsen aus ausländischen Wertpapieren/ Liquiditätsanlagen | -0,64 |  |
| 10. Sonstige Erträge |  | 155.256,69 |
| Summe der Erträge |  | 882.858,73 |
| II. Aufwendungen |  |  |
| 1. Zinsen aus Kreditaufnahmen |  | -45,08 |
| 2. Pauschalvergütung 1) |  | -241.374,76 |
| 3. Verwahrstellenvergütung |  | 0,00 |
| 4. Prüfungs- und Veröffentlichungskosten |  | 0,00 |
| 5. Sonstige Aufwendungen |  | -6.055,59 |
| Summe der Aufwendungen |  | -247.475,43 |
| III. Ordentlicher Nettoertrag |  | 635.383,30 |
| IV. Veräußerungsgeschäfte |  |  |
| 1. Realisierte Gewinne | 3.700.075,38 |
| 2. Realisierte Verluste | -2.948.689,16 |
| Ergebnis aus Veräußerungsgeschäften |  | 751.386,22 |
| V. Realisiertes Ergebnis des Geschäftsjahres | 1.386.769,52 |
| 1. Nettoveränderung der nicht realisierten Gewinne |  | 857.368,18 |
| 2. Nettoveränderung der nicht realisierten Verluste |  | 142.716,45 |
| VI. Nicht realisiertes Ergebnis des Geschäfts- jahres | 1.000.084,63 |
| VII. Ergebnis des Geschäftsjahres | 2.386.854,15 |
| 1)  Gemäß den Vertragsbedingungen ist für das Sondervermögen eine an die Kapi- talverwaltungsgesellschaft abzuführende Pauschalvergütung („All-In-Fee“) in der Höhe von 0,61 % p.a. (im Geschäftsjahr 0,34 % p.a.) vereinbart. Hieraus bestritt die Kapitalverwaltungsgesellschaft die Kosten für das Portfoliomanagement sowie un- ter anderem die Aufwendungen für die Verwahrstelle (im Geschäftsjahr 0,008 % p.a.) und für Sonstige Dritte (z.B. Druck- und Veröffentlichungskosten, Abschlussprü- |

für den Zeitraum vom 01.12.2019 - 30.11.2020 (einschließlich Ertragsausgleich)
fung, etc.).
Anteilklasse: Allianz Rentenfonds P2 (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Erträge |  |  |
| 1. Dividenden inländischer Aussteller (vor Körperschaftsteuer) |  | 0,00 |
| 2. Dividenden ausländischer Aussteller (vor Quellensteuer) |  | 0,00 |
| 3. Zinsen aus inländischen Wertpapieren |  | 16.725,41 |
| 4. Zinsen aus ausländischen Wertpapieren (vor Quellensteuer) |  | 297.690,00 |
| 5. Zinsen aus Liquiditätsanlagen im Inland |  | -2.489,32 |
| a) Negative Einlagezinsen | -2.533,82 |  |
| b) Positive Einlagezinsen | 44,50 |  |
| 6. Zinsen aus Liquiditätsanlagen im Ausland (vor Quellensteuer) |  | 2,75 |
| a) Positive Einlagezinsen | 2,75 |  |
| 7. Erträge aus Investmentanteilen |  | 2.880,48 |
| 8. Erträge aus Wertpapier-Darlehen- und -Pensionsgeschäften |  | 8.777,16 |
| a) Erträge aus Wertpapier-Darlehen | 8.777,16 |  |
| 9a. Abzug inländischer Körperschaftsteuer |  | 0,00 |
| 9b. Abzug ausländischer Quellensteuer |  | -0,28 |
| a) aus Zinsen aus ausländischen Wertpapieren/ Liquiditätsanlagen | -0,28 |  |
| 10. Sonstige Erträge |  | 69.047,88 |
| Summe der Erträge |  | 392.634,08 |
| II. Aufwendungen |  |  |
| 1. Zinsen aus Kreditaufnahmen |  | -20,06 |
| 2. Pauschalvergütung 1) |  | -107.759,19 |
| 3. Verwahrstellenvergütung |  | 0,00 |
| 4. Prüfungs- und Veröffentlichungskosten |  | 0,00 |
| 5. Sonstige Aufwendungen |  | -2.693,12 |
| Summe der Aufwendungen |  | -110.472,37 |
| III. Ordentlicher Nettoertrag |  | 282.161,71 |
| IV. Veräußerungsgeschäfte |  |  |
| 1. Realisierte Gewinne | 1.646.317,31 |
| 2. Realisierte Verluste | -1.312.148,14 |
| Ergebnis aus Veräußerungsgeschäften |  | 334.169,17 |
| V. Realisiertes Ergebnis des Geschäftsjahres |  | 616.330,88 |
| 1. Nettoveränderung der nicht realisierten Gewinne |  | 372.751,94 |
| 2. Nettoveränderung der nicht realisierten Verluste |  | 16.791,16 |
| VI. Nicht realisiertes Ergebnis des Geschäfts- jahres |  | 389.543,10 |
| VII. Ergebnis des Geschäftsjahres | 1.005.873,98 |
| 1)  Gemäß den Vertragsbedingungen ist für das Sondervermögen eine an die Kapi- talverwaltungsgesellschaft abzuführende Pauschalvergütung („All-In-Fee“) in der Höhe von 0,61 % p.a. (im Geschäftsjahr 0,34 % p.a.) vereinbart. Hieraus bestritt die Kapitalverwaltungsgesellschaft die Kosten für das Portfoliomanagement sowie un- ter anderem die Aufwendungen für die Verwahrstelle (im Geschäftsjahr 0,008 % p.a.) und für Sonstige Dritte (z.B. Druck- und Veröffentlichungskosten, Abschlussprü- |

für den Zeitraum vom 01.12.2019 - 30.11.2020 (einschließlich Ertragsausgleich)
fung, etc.).
Anteilklasse: Allianz Rentenfonds R (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Erträge |  |  |
| 1. Dividenden inländischer Aussteller (vor Körperschaftsteuer) |  | 0,00 |
| 2. Dividenden ausländischer Aussteller (vor Quellensteuer) |  | 0,00 |
| 3. Zinsen aus inländischen Wertpapieren |  | 7,82 |
| 4. Zinsen aus ausländischen Wertpapieren (vor Quellensteuer) |  | 129,21 |
| 5. Zinsen aus Liquiditätsanlagen im Inland |  | -1,11 |
| a) Negative Einlagezinsen | -1,11 |  |
| 6. Zinsen aus Liquiditätsanlagen im Ausland (vor Quellensteuer) |  | 0,00 |
| 7. Erträge aus Investmentanteilen |  | 1,24 |
| 8. Erträge aus Wertpapier-Darlehen- und -Pensionsgeschäften |  | 3,83 |
| a) Erträge aus Wertpapier-Darlehen | 3,83 |  |
| 9a. Abzug inländischer Körperschaftsteuer |  | 0,00 |
| 9b. Abzug ausländischer Quellensteuer |  | 0,00 |
| 10. Sonstige Erträge |  | 30,17 |
| Summe der Erträge |  | 171,16 |
| II. Aufwendungen |  |  |
| 1. Zinsen aus Kreditaufnahmen |  | 0,00 |
| 2. Pauschalvergütung 1) |  | -56,74 |
| 3. Verwahrstellenvergütung |  | 0,00 |
| 4. Prüfungs- und Veröffentlichungskosten |  | 0,00 |
| 5. Sonstige Aufwendungen |  | -0,67 |
| Summe der Aufwendungen |  | -57,41 |
| III. Ordentlicher Nettoertrag |  | 113,75 |
| IV. Veräußerungsgeschäfte |  |  |
| 1. Realisierte Gewinne |  | 719,21 |
| 2. Realisierte Verluste |  | -573,35 |
| Ergebnis aus Veräußerungsgeschäften |  | 145,86 |
| V. Realisiertes Ergebnis des Geschäftsjahres |  | 259,61 |
| 1. Nettoveränderung der nicht realisierten Gewinne |  | 177,64 |
| 2. Nettoveränderung der nicht realisierten Verluste |  | 42,01 |
| VI. Nicht realisiertes Ergebnis des Geschäfts- jahres |  | 219,65 |
| VII. Ergebnis des Geschäftsjahres |  | 479,26 |
| 1)  Gemäß den Vertragsbedingungen ist für das Sondervermögen eine an die Kapi- talverwaltungsgesellschaft abzuführende Pauschalvergütung („All-In-Fee“) in der Höhe von 1,00 % p.a. (im Geschäftsjahr 0,41 % p.a.) vereinbart. Hieraus bestritt die Kapitalverwaltungsgesellschaft die Kosten für das Portfoliomanagement sowie un- ter anderem die Aufwendungen für die Verwahrstelle (im Geschäftsjahr 0,008 % p.a.) und für Sonstige Dritte (z.B. Druck- und Veröffentlichungskosten, Abschlussprü- |

für den Zeitraum vom 01.12.2019 - 30.11.2020 (einschließlich Ertragsausgleich)
fung, etc.).
Entwicklung des Sondervermögens 2019/2020
| Anteilklasse: Allianz Rentenfonds P (EUR) |
| --- |
|  | EUR | EUR |
| I. Wert des Sondervermögens am Beginn des Geschäftsjahres | 21.532.980,15 |
| 1. Ausschüttung bzw. Steuerabschlag für das Vorjahr | -445.481,82 |
| 2. Zwischenausschüttung(en) |  | 0,00 |
| 3. Mittelzufluss (netto) | 50.149.706,19 |
| a) Mittelzuflüsse aus Anteilschein-Verkäufen | 55.694.142,49 |  |
| davon aus Anteilschein-Verkäufen | 55.694.142,49 |  |
| davon aus Verschmelzung | 0,00 |  |
| b) Mittelabflüsse aus Anteilschein-Rücknahmen | -5.544.436,30 |  |
| 4. Ertragsausgleich/Aufwandsausgleich | -310.867,34 |
| 5. Ergebnis des Geschäftsjahres | 2.386.854,15 |
| davon Nettoveränderung der nicht realisierten Gewinne | 857.368,18 |  |
| davon Nettoveränderung der nicht realisierten Verluste | 142.716,45 |  |
| II. Wert des Sondervermögens am Ende des Geschäftsjahres | 73.313.191,33 |
| Anteilklasse: Allianz Rentenfonds P2 (EUR) EUR	EUR I. Wert des Sondervermögens am Beginn des	28.093.530,14 Geschäftsjahres		 - Ausschüttung bzw. Steuerabschlag für dasVorjahr	-341.173,85
- Zwischenausschüttung(en)	0,00
- Mittelzufluss (netto)	3.889.719,25
	- Mittelzuflüsse aus Anteilschein-Verkäufen	4.934.797,65 davon aus Anteilschein-Verkäufen	4.934.797,65 davon aus Verschmelzung		0,00
	- Mittelabflüsse aus Anteilschein-Rücknahmen	-1.045.078,40

- Ertragsausgleich/Aufwandsausgleich	-43.015,83
- Ergebnis des Geschäftsjahres	1.005.873,98 davon Nettoveränderung der nicht realisiertenGewinne	372.751,94davon Nettoveränderung der nicht realisiertenVerluste	16.791,16II. Wert des Sondervermögens am Ende des	32.604.933,69 Geschäftsjahres
 |

Anteilklasse: Allianz Rentenfonds A (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Wert des Sondervermögens am Beginn des Geschäftsjahres | 1.088.166.871,54 |
| 1. Ausschüttung bzw. Steuerabschlag für das Vorjahr | -10.307.249,32 |
| 2. Zwischenausschüttung(en) |  | 0,00 |
| 3. Mittelzufluss (netto) | 307.669.578,34 |
| a) Mittelzuflüsse aus Anteilschein-Verkäufen | 503.331.561,48 |  |
| davon aus Anteilschein-Verkäufen | 503.331.561,48 |  |
| davon aus Verschmelzung | 0,00 |  |
| b) Mittelabflüsse aus Anteilschein-Rücknahmen | -195.661.983,14 |  |
| 4. Ertragsausgleich/Aufwandsausgleich | -1.156.764,16 |
| 5. Ergebnis des Geschäftsjahres | 34.601.213,66 |
| davon Nettoveränderung der nicht realisierten Gewinne | 14.337.828,11 |  |
| davon Nettoveränderung der nicht realisierten Verluste | -1.598.175,58 |  |
| II. Wert des Sondervermögens am Ende des Geschäftsjahres | 1.418.973.650,06 |

Anteilklasse: Allianz Rentenfonds IT2 (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Wert des Sondervermögens am Beginn des Geschäftsjahres | 155.963,01 |
| 1. Ausschüttung bzw. Steuerabschlag für das Vorjahr |  | 0,00 |
| 2. Zwischenausschüttung(en) |  | 0,00 |
| 3. Mittelzufluss (netto) |  | 250.000,55 |
| a) Mittelzuflüsse aus Anteilschein-Verkäufen | 250.000,55 |  |
| davon aus Anteilschein-Verkäufen | 250.000,55 |  |
| davon aus Verschmelzung | 0,00 |  |
| b) Mittelabflüsse aus Anteilschein-Rücknahmen | 0,00 |  |
| 4. Ertragsausgleich/Aufwandsausgleich |  | -2.732,85 |
| 5. Ergebnis des Geschäftsjahres |  | 15.164,38 |
| davon Nettoveränderung der nicht realisierten Gewinne | 5.456,59 |  |
| davon Nettoveränderung der nicht realisierten Verluste | 1.929,76 |  |
| II. Wert des Sondervermögens am Ende des Geschäftsjahres | 418.395,09 |

Anteilklasse: Allianz Rentenfonds R (EUR)
|  | EUR | EUR |
| --- | --- | --- |
| I. Wert des Sondervermögens am Beginn des Geschäftsjahres |  | 3.636,44 |
| 1. Ausschüttung bzw. Steuerabschlag für das Vorjahr |  | -119,29 |
| 2. Zwischenausschüttung(en) |  | 0,00 |
| 3. Mittelzufluss (netto) |  | 10.269,17 |
| a) Mittelzuflüsse aus Anteilschein-Verkäufen | 13.058,29 |  |
| davon aus Anteilschein-Verkäufen | 13.058,29 |  |
| davon aus Verschmelzung | 0,00 |  |
| b) Mittelabflüsse aus Anteilschein-Rücknahmen | -2.789,12 |  |
| 4. Ertragsausgleich/Aufwandsausgleich |  | -24,81 |
| 5. Ergebnis des Geschäftsjahres |  | 479,26 |
| davon Nettoveränderung der nicht realisierten Gewinne | 177,64 |  |
| davon Nettoveränderung der nicht realisierten Verluste | 42,01 |  |
| II. Wert des Sondervermögens am Ende des Geschäftsjahres |  | 14.240,77 |

Verwendung der Erträge des Sondervermögens
Anteilklasse: Allianz Rentenfonds A (EUR)
| Berechnung der Ausschüttung | insgesamt EUR | je Anteil EUR *) |
| --- | --- | --- |
| I. Für die Ausschüttung verfügbar |
| 1. Vortrag aus dem Vorjahr | 204.561.689,01 | 12,99 |
| 2. Realisiertes Ergebnis des Geschäftsjahres | 21.861.561,13 | 1,39 |
| 3. Zuführung aus dem Sondervermögen | 0,00 | 0,00 |
| II. Nicht für die Ausschüttung verwendet |
| 1. Der Wiederanlage zugeführt | -6.281.252,57 | -0,40 |
| 2. Vortrag auf neue Rechnung | -212.846.047,50 | -13,52 |
| III. Gesamtausschüttung | 7.295.950,07 | 0,46 |
| 1. Zwischenausschüttung | 0,00 | 0,00 |
| 2. Endausschüttung | 7.295.950,07 | 0,46 |
| Umlaufende Anteile per 30.11.2020: Stück 15.743.710 |
| *) Rundungsbedingte Differenzen bei den je Anteil-Werten sind möglich. |

Anteilklasse: Allianz Rentenfonds IT2 (EUR)
| Berechnung der Wiederanlage | insgesamt EUR | je Anteil EUR *) |
| --- | --- | --- |
| I. Für die Wiederanlage verfügbar |
| 1. Realisiertes Ergebnis des Geschäftsjahres | 7.778,03 | 19,83 |
| 2. Zuführung aus dem Sondervermögen | 0,00 | 0,00 |
| 3. Zur Verfügung gestellter Steuerabzugsbetrag | 0,00 | 0,00 |
| II. Wiederanlage | 7.778,03 | 19,83 |
| Umlaufende Anteile: Stück 392 |
| *) Rundungsbedingte Differenzen bei den je Anteil-Werten sind möglich. |

Anteilklasse: Allianz Rentenfonds P (EUR)
Anteilklasse: Allianz Rentenfonds P2 (EUR)
| Berechnung der Ausschüttung | insgesamt EUR | je Anteil EUR *) |
| --- | --- | --- |
| I. Für die Ausschüttung verfügbar |
| 1. Vortrag aus dem Vorjahr | 839.431,68 | 2,62 |
| 2. Realisiertes Ergebnis des Geschäftsjahres | 616.330,88 | 1,93 |
| 3. Zuführung aus dem Sondervermögen | 0,00 | 0,00 |
| II. Nicht für die Ausschüttung verwendet |
| 1. Der Wiederanlage zugeführt | 0,00 | 0,00 |
| 2. Vortrag auf neue Rechnung | -1.173.601,57 | -3,67 |
| III. Gesamtausschüttung | 282.160,99 | 0,88 |
| 1. Zwischenausschüttung | 0,00 | 0,00 |
| 2. Endausschüttung | 282.160,99 | 0,88 |
| Umlaufende Anteile per 30.11.2020: Stück 320.128 |
| *) Rundungsbedingte Differenzen bei den je Anteil-Werten sind möglich. |

| Berechnung der Ausschüttung | insgesamt EUR | je Anteil EUR *) |
| --- | --- | --- |
| I. Für die Ausschüttung verfügbar |
| 1. Vortrag aus dem Vorjahr | 155,41 | 1,16 |
| 2. Realisiertes Ergebnis des Geschäftsjahres | 259,61 | 1,93 |
| 3. Zuführung aus dem Sondervermögen | 0,00 | 0,00 |
| II. Nicht für die Ausschüttung verwendet |
| 1. Der Wiederanlage zugeführt | 0,00 | 0,00 |
| 2. Vortrag auf neue Rechnung | -301,27 | -2,24 |
| III. Gesamtausschüttung | 113,75 | 0,85 |
| 1. Zwischenausschüttung | 0,00 | 0,00 |
| 2. Endausschüttung | 113,75 | 0,85 |
| Umlaufende Anteile per 30.11.2020: Stück 134 |
| *) Rundungsbedingte Differenzen bei den je Anteil-Werten sind möglich. |

Anteilklasse: Allianz Rentenfonds R (EUR)
| Berechnung der Ausschüttung | insgesamt EUR | je Anteil EUR *) |
| --- | --- | --- |
| I. Für die Ausschüttung verfügbar |
| 1. Vortrag aus dem Vorjahr | 9.906.258,80 | 170,16 |
| 2. Realisiertes Ergebnis des Geschäftsjahres | 1.386.769,52 | 23,82 |
| 3. Zuführung aus dem Sondervermögen | 0,00 | 0,00 |
| II. Nicht für die Ausschüttung verwendet |
| 1. Der Wiederanlage zugeführt | 0,00 | 0,00 |
| 2. Vortrag auf neue Rechnung | -10.657.645,18 | -183,07 |
| III. Gesamtausschüttung | 635.383,14 | 10,91 |
| 1. Zwischenausschüttung | 0,00 | 0,00 |
| 2. Endausschüttung | 635.383,14 | 10,91 |
| Umlaufende Anteile per 30.11.2020: Stück 58.216 |
| *) Rundungsbedingte Differenzen bei den je Anteil-Werten sind möglich. |