# Swisscanto (LU) Bond Fund Responsible COCO
Swisscanto (LU) Bond Fund Responsible COCO
| Investment portfolio (cont.) as at 31 January 2021 |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- |
| (information in USD) ISIN Number	Name | Quantity / face value | Currency | Cost price | Fair Value | % of net assets |
| Netherlands |  |  |  |  |  |
| XS1693822634	Abn Amro 4.75% 17-Perp Regs | 5,000,000 | EUR | 6,393,726 | 6,572,427 | 1.00 |
| XS2131567138	Abn Amro Ba 4.375% 20-Perp | 3,000,000 | EUR | 3,451,148 | 3,865,058 | 0.59 |
| XS2056490423	Achmea Bv 4.625% 19-Perp Regs | 3,000,000 | EUR | 3,437,282 | 3,865,459 | 0.59 |
| XS1886478806	Aegon 5.625% 19-Perp | 6,000,000 | EUR | 8,438,221 | 8,628,390 | 1.31 |
| BE6317598850	Ageas Fin 3.875% 19-Perp Regs | 2,000,000 | EUR | 2,082,871 | 2,556,320 | 0.39 |
| XS1700709683	Asr 4.625% 17-Perp | 2,600,000 | EUR | 3,041,627 | 3,381,684 | 0.51 |
| US456837AF06	Ing Groep 6.5%Frn 15-Perp | 5,000,000 | USD | 5,000,467 | 5,499,600 | 0.83 |
| XS1497755360	Ing Groep 6.875% 16-Perp | 3,200,000 | USD | 3,122,402 | 3,341,120 | 0.51 |
| XS2122174415	Ing Group 4.875% 20-Perp | 1,200,000 | USD | 1,163,650 | 1,221,132 | 0.18 |
| US456837AR44	Ing Group 5.75% 19-Perp | 3,000,000 | USD | 3,094,903 | 3,263,730 | 0.49 |
| XS1956051145	Ing Group 6.75% 19-Perp Regs | 4,100,000 | USD | 4,176,517 | 4,452,846 | 0.68 |
| XS1028950290	Nn Group 4.5% 14-Perp | 100,000 | EUR | 126,358 | 138,145 | 0.02 |
| XS1877860533	Rabobk 4.625% 18-Perp | 8,000,000 | EUR | 9,436,318 | 10,642,621 | 1.61 |
| XS1400626690	Rabobk 6.625% 16-Perp | 200,000 | EUR | 223,238 | 249,543 | 0.04 |
|  |  |  | 53,188,728 | 57,678,075 | 8.75 |
| Norway |  |  |  |  |  |
| XS2075280995	Dnb Bank As 4.875% 19-Perp | 7,000,000 | USD | 6,963,642 | 7,284,480 | 1.11 |
| XS1506066676	Dnb Bank As 6.5% 16-Perp | 200,000 | USD | 209,576 | 209,026 | 0.03 |
|  |  |  | 7,173,218 | 7,493,506 | 1.14 |
| Spain |  |  |  |  |  |
| US05946KAF84	Banco 6.125% 17-Perp | 1,200,000 | USD | 1,127,403 | 1,255,236 | 0.19 |
| XS1619422865	Banco Bilba 5.875% 17-Perp | 2,000,000 | EUR | 2,157,621 | 2,503,642 | 0.38 |
| ES0813211002	Banco Bilba 5.875% 18-Perp | 4,000,000 | EUR | 4,807,307 | 5,130,717 | 0.78 |
| ES0813211010	Banco Bilba 6% 19-Perp | 3,000,000 | EUR | 3,476,334 | 3,888,275 | 0.59 |
| XS1394911496	Banco Bilba 8.875% 16-Perp | 200,000 | EUR | 225,408 | 246,967 | 0.04 |
| XS1645651909	Bankia 6% 17-Perp | 3,200,000 | EUR | 3,723,285 | 4,035,606 | 0.61 |
| XS1880365975	Bankia 6.375% 18-Perp | 1,000,000 | EUR | 1,167,715 | 1,296,298 | 0.20 |
| ES0813211028	Bbva 6.0% 20-Perp | 2,000,000 | EUR | 2,360,536 | 2,680,847 | 0.41 |
| US05946KAG67	Bbva 6.5% 19-Perp | 2,200,000 | USD | 2,256,313 | 2,336,004 | 0.35 |
| ES0840609012	Caixabank 5.25% 18-Perp | 7,400,000 | EUR | 8,664,092 | 9,204,678 | 1.40 |
| ES0840609020	Caixabank 5.875% 20-Perp | 6,200,000 | EUR | 7,688,946 | 8,301,285 | 1.26 |
| ES0840609004	Caixabank 6.75% 17-Perp | 8,000,000 | EUR | 10,564,911 | 10,699,479 | 1.62 |
| XS2102912966	Santander 4.375% 20-Perp Regs | 6,800,000 | EUR | 7,813,461 | 8,264,790 | 1.25 |
| XS1793250041	Santander 4.75% 18-Perp Regs | 7,000,000 | EUR | 7,848,901 | 8,519,183 | 1.29 |
| XS1692931121	Santander 5.25% 17-Perp Regs | 1,000,000 | EUR | 1,128,698 | 1,269,619 | 0.19 |
| XS1107291541	Santander 6.25% 14-Perp | 5,900,000 | EUR | 6,749,342 | 7,305,247 | 1.11 |
| XS1602466424	Santander 6.75% 17-Perp | 200,000 | EUR | 208,385 | 255,418 | 0.04 |
| XS1951093894	Santander 7.5% 19-Perp | 1,000,000 | USD | 1,030,908 | 1,099,910 | 0.17 |
|  |  |  | 72,999,566 | 78,293,201 | 11.88 |
| Sweden |  |  |  |  |  |
| US65557DAL55	Nordea 6.125% 14-Perp | 2,700,000 | USD | 2,813,940 | 2,950,020 | 0.45 |
| XS1725580465	Nordea Bank 3.5% 17-Perp | 200,000 | EUR | 205,326 | 252,425 | 0.04 |
| XS1202090947	Nordea Bank 5.25% 15-Perp. | 200,000 | USD | 201,037 | 204,132 | 0.03 |
| XS2076169668	Seb 5.125% 19-Perp | 8,000,000 | USD | 7,967,936 | 8,404,800 | 1.28 |
| XS1584880352	Seb 5.625%(Frn) 17-Perp | 200,000 | USD | 190,291 | 206,304 | 0.03 |
| XS2233263404	Shb 4.375% 20-Perp | 200,000 | USD | 200,000 | 209,790 | 0.03 |
| XS2233263586	Shb 4.75% 20-Perp | 200,000 | USD | 200,000 | 211,538 | 0.03 |
| XS1194054166	Shb 5.25% 15-Perp | 200,000 | USD | 197,826 | 200,502 | 0.03 |

Swisscanto (LU) Bond Fund Responsible COCO

Translation (ENDE, 2021-01-31):
# Swisscanto (LU) Bond Fund Responsible COCO
Swisscanto (LU) Bond Fund Responsible COCO

### Wertpapierbestand zum 31. Januar 2021
(Angaben in USD)
ISIN Nummer	Bezeichnung
Stückzahl / Nennwert
Währung	Einstands- wert
Marktwert		% des Netto- vermögens
Amtlich notierte sowie an anderen geregelten Märkten gehandelte Wertpapiere und Geldmarktinstrumente
| Anleihen |  |
| --- | --- |
| XS2050933972 | Australien Rabobk Nl A 3.25% 19-Perp | 8.400.000 | EUR | 9.868.432 | 10.354.053 | 1,57 |
| US96122UAA25 | Westpac Bk 5%(Frn) 17-Perp | 200.000 | USD | 200.000 | 212.790 | 0,03 |
|  |  |  |  | 10.068.432 | 10.566.843 | 1,60 |
| BE0002582600 | Belgien Belfius Bk 3.625% 18-Perp | 1.400.000 | EUR | 1.444.496 | 1.656.807 | 0,25 |
| BE0002592708 | Kbc 4.25% 18-Perp | 6.400.000 | EUR | 6.874.345 | 8.127.584 | 1,23 |
| BE0002638196 | Kbc 4.75% 19-Perp | 200.000 | EUR | 222.986 | 258.662 | 0,04 |
|  |  |  |  | 8.541.827 | 10.043.053 | 1,52 |
| USP59699AB77 | Brasilien Itauun H Bz 4.625% 20-Perp | 2.000.000 | USD | 1.975.000 | 1.915.260 | 0,29 |
|  |  |  |  | 1.975.000 | 1.915.260 | 0,29 |
| USG07402DP58 | Cayman Inseln Banbra 6.25% 13-Perp | 1.200.000 | USD | 1.045.853 | 1.205.364 | 0,18 |
| USP3772WAC66 | Banbra 9.25% 12 Perp | 1.200.000 | USD | 1.299.254 | 1.315.668 | 0,20 |
| USP14008AD19 | Banort 6.875% 17-Perp | 200.000 | USD | 186.516 | 206.870 | 0,03 |
| USP14008AE91 | Banort 7.625% 17-Perp | 200.000 | USD | 215.120 | 220.294 | 0,03 |
| USP3772WAF97 | Bco Brasil Cy 9% 14-Perp Regs | 9.263.000 | USD | 9.955.285 | 10.377.432 | 1,58 |
| USP5R6DPAA84 | Itau Uni 6.125% 17-31.12.99 Regs | 7.300.000 | USD | 7.199.250 | 7.439.065 | 1,13 |
| USP5R6DPAB67 | Itau Uni 6.5% 18-Perp | 6.200.000 | USD | 6.277.950 | 6.375.026 | 0,97 |
|  |  |  |  | 26.179.228 | 27.139.719 | 4,12 |
| DE000A289FK7 | Deutschland Allianz 2.625% 20-Perp | 4.000.000 | EUR | 4.708.053 | 4.918.061 | 0,75 |
| USX10001AA78 | Allianz 3.50% 20-Perp Regs | 10.000.000 | USD | 10.205.150 | 10.096.500 | 1,53 |
| XS2189784288 | Comzbk 6.125% 20-Perp | 9.000.000 | EUR | 11.211.102 | 11.538.974 | 1,75 |
| DE000CB94MF6 | Comzbk 6.50% 20-Perp | 5.000.000 | EUR | 6.296.169 | 6.882.166 | 1,04 |
| XS2024502960 | Comzbk 7% 19-Perp Regs | 3.000.000 | USD | 3.192.563 | 3.200.550 | 0,49 |
| XS1071551474 | Deut Bk 6.25% 14-Perp | 5.000.000 | USD | 4.734.600 | 4.594.750 | 0,70 |
| US251525AN16 | Deut Bk 7.5% 14-Perp | 8.000.000 | USD | 8.453.100 | 8.274.480 | 1,25 |
| DE000LB2CPE5 | Ldkr B-W 4.0% 19-Perp | 1.400.000 | EUR | 1.421.121 | 1.688.614 | 0,26 |
|  |  |  |  | 50.221.858 | 51.194.095 | 7,77 |
| US65559D2A65 | Finnland Nordea Bk 6.625% 19-Perp | 3.500.000 | USD | 3.796.500 | 4.005.190 | 0,61 |
|  |  |  |  | 3.796.500 | 4.005.190 | 0,61 |
| USF1R15XL274 | Frankreich Bnp Par 4.50% 20-Perp | 3.000.000 | USD | 2.635.410 | 2.957.880 | 0,45 |
| USF1R15XK771 | Bnpp 5.125% 17-Perp Regs | 1.400.000 | USD | 1.417.155 | 1.442.392 | 0,22 |
| XS1247508903 | Bnpp 6.125% 15-Perp | 200.000 | EUR | 245.816 | 257.221 | 0,04 |
| USF1R15XK938 | Bnpp 6.625% 19-Perp | 3.000.000 | USD | 3.219.553 | 3.262.890 | 0,50 |
| USF1R15XK698 | Bnpp 6.75% 16-Perp Regs | 1.000.000 | USD | 1.035.000 | 1.047.060 | 0,16 |
| USF1R15XK854 | Bnpp 7% 18-Perp Regs | 7.000.000 | USD | 8.172.328 | 8.249.640 | 1,25 |
| USF1058YHX97 | Bnpp 7.195% 07-Perp Regs | 2.000.000 | USD | 2.170.000 | 2.193.180 | 0,33 |
| USF1R15XK367 | Bnpp 7.375%15-Perp Regs | 11.000.000 | USD | 12.492.885 | 12.771.220 | 1,94 |
| USF1R15XK441 | Bnpp 7.625% 16-Perp | 700.000 | USD | 625.308 | 707.105 | 0,11 |
| XS1055037177 | Cr Agr 6.5% 14-Perp | 100.000 | EUR | 122.625 | 124.144 | 0,02 |