# 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 |
| 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 |
| XS1055037920	Cr Agr 7.5% 14-Perp | 100,000 | GBP | 145,177 | 162,713 | 0.02 |
| USF22797RT78	Cr Agr 7.875% 14-Perp | 200,000 | USD | 214,223 | 225,914 | 0.03 |
| USF2R125CD54	Cr Agr 8.125% 16-Perp Regs | 200,000 | USD | 243,000 | 242,280 | 0.04 |
| USF2R125CF03	Cred Agric 6.875% 19-Perp | 200,000 | USD | 206,757 | 221,896 | 0.03 |
| FR0013455854	La Mondiale 4.375% 19-Perp | 100,000 | EUR | 111,160 | 130,039 | 0.02 |
| FR0013322823	Scor Se 5.25% 18-Perp | 1,800,000 | USD | 1,534,564 | 1,898,352 | 0.29 |
| USF8500RAA08	Socgen 5.375% 20-Perp | 3,500,000 | USD | 3,623,250 | 3,650,885 | 0.55 |
| XS0867620725	Socgen 6.75% 14-Perp | 100,000 | EUR | 117,504 | 122,616 | 0.02 |
| USF8586CBQ45	Socgen 6.75% 18-Perp Regs | 3,000,000 | USD | 3,275,656 | 3,322,830 | 0.50 |
| USF43628C734	Socgen 7.375% 16-Perp | 200,000 | USD | 188,548 | 205,712 | 0.03 |
| USF84914CU62	Socgen 7.375% 18-Perp Regs | 7,300,000 | USD | 7,711,010 | 7,875,532 | 1.20 |
| USF8586CRW49 Socgen 7.875% 13-Perp | 8,500,000 | USD | 9,092,017 | 9,363,685 | 1.42 |
| USF43628B413	Socgen 8% 15-Perp | 4,000,000 | USD | 4,677,317 | 4,696,280 | 0.71 |
|  |  |  | 63,276,263 | 65,131,466 | 9.88 |
| Germany |  |  |  |  |  |
| DE000A289FK7	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 |
| Great Britain |  |  |  |  |  |
| USQ08328AA64	Anz Bk 6.75% 16-Perp | 8,500,000 | USD | 9,994,147 | 9,971,860 | 1.51 |
| XS1658012023	Barclays 5.875% 17-Perp | 6,000,000 | GBP | 8,045,770 | 8,487,117 | 1.29 |
| US06738EBN40	Barclays 6.125% 20-Perp | 200,000 | USD | 200,000 | 217,166 | 0.03 |
| XS2049810356	Barclays 6.375% 19-Perp Regs | 2,000,000 | GBP | 2,520,796 | 2,972,484 | 0.45 |
| XS1998799792	Barclays 7.125% 19-Perp | 2,000,000 | GBP | 2,600,138 | 3,069,706 | 0.47 |
| XS1571333811	Barclays 7.25%(Frn) 17-Perp | 500,000 | GBP | 686,791 | 731,277 | 0.11 |
| US06738EBA29	Barclays 7.75% 18-Perp | 2,200,000 | USD | 2,266,900 | 2,384,822 | 0.36 |
| XS1481041587	Barclays 7.875% (Frn) 16-Perp | 200,000 | USD | 206,742 | 210,486 | 0.03 |
| XS1274156097	Barclays 7.875% 15-Perp | 200,000 | GBP | 264,909 | 292,373 | 0.04 |
| US06738EBG98	Barclays 8% 19-Perp | 200,000 | USD | 212,608 | 223,950 | 0.03 |
| XS1728036366	Direct Line 4.75% 17-Perp Regs | 4,200,000 | GBP | 5,074,375 | 5,643,901 | 0.86 |
| US404280CN71	Hsbc Hldg 4.60% 20-Perp Cv | 200,000 | USD | 202,250 | 202,786 | 0.03 |
| XS1640903701	Hsbc Hldg 4.75% 17-Perp | 2,000,000 | EUR | 2,253,773 | 2,719,942 | 0.41 |
| XS1111123987	Hsbc Hldg 5.25% 14-Perp | 200,000 | EUR | 188,128 | 253,601 | 0.04 |
| XS1884698256	Hsbc Hldg 5.875% 18-Perp | 4,200,000 | GBP | 5,748,598 | 6,326,824 | 0.96 |
| XS1298431104	Hsbc Hldg 6% 15-Perp | 200,000 | EUR | 199,739 | 264,902 | 0.04 |
| US404280BL25	Hsbc Hldg 6% 17-Perp | 2,600,000 | USD | 2,332,243 | 2,826,018 | 0.43 |
| US404280BN80	Hsbc Hldg 6.25% 18-Perp Conv | 6,700,000 | USD | 6,478,400 | 7,027,094 | 1.07 |
| US404280AS86	Hsbc Hldg 6.375% 14-Perp | 5,400,000 | USD | 5,675,301 | 5,830,218 | 0.88 |
| US404280AT69	Hsbc Hldg 6.375% 15-Perp | 2,400,000 | USD | 2,443,053 | 2,629,992 | 0.40 |
| US404280BP39	Hsbc Hldg 6.5% 18-Perp | 3,000,000 | USD | 3,073,050 | 3,377,100 | 0.51 |

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 |