# Acquisitions and disposals
from 1 January 2019 to 31 December 2019

### 30	Acquisitions and disposals from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.
| ISIN | Securities |  | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- | --- |
| Equities, rights and profit participation certificates |  |  |  |
| Securities traded on an exchange |  |  |  |
| Germany |  |  |  |
| DE0005659700 | Eckert & Ziegler Strahlen- und Medizintechnik AG | EUR | 30,000 | 30,000 |
| New Zealand |  |  |  |
| NZATME0002S8 | The a2 Milk Co. Ltd. | AUD | 800,000 | 800,000 |
| Switzerland |  |  |  |
| CH0190891181 | Leonteq AG | CHF | 0 | 250,000 |
| CH0496451508 | SoftwareONE Holding AG | CHF | 225,000 | 225,000 |
| United States of America |  |  |  |
| US0126531013 | Albemarle Corporation | USD | 100,000 | 100,000 |
| US20605P1012 | Concho Resources Inc. | USD | 62,500 | 275,000 |
| US42809H1077 | Hess Corporation | USD | 90,000 | 600,000 |
| US53814L1089 | Livent Corporation | USD | 300,000 | 300,000 |
| US5658491064 | Marathon Oil Corporation | USD | 330,000 | 1,920,000 |
| US8865471085 | Tiffany & Co. | USD | 250,000 | 250,000 |
| Unlisted securities |  |  |  |
| Luxembourg |  |  |  |
| LU1121644055 | JAB Consumer Fund SCA SICAR Class A2 | EUR | 0 | 11,677 |
| Switzerland |  |  |  |
| CH0033050961 | Sandpiper Digital Payments AG | CHF | 0 | 9,219,012 |
| Bonds |  |  |  |
| Securities traded on an exchange |  |  |  |
| EUR |  |  |  |
| XS1883354620 | 0.875 %	Abbott Ireland Financing DAC Reg.S. v.18(2023) |  | 5,000,000 | 25,000,000 |
| XS1520899532 | 1.375 %	AbbVie Inc. v.16(2024) |  | 30,000,000 | 30,000,000 |
| XS2055651918 | 1.125 %	Abertis Infraestructuras S.A. Reg.S. v.19(2028) |  | 14,000,000 | 14,000,000 |
| XS2008921947 | 0.625 %	Aegon Bank NV Reg.S. v.19(2024) |  | 10,000,000 | 10,000,000 |
| FR0013302197 | 1.000 %	Aéroports de Paris S.A. Reg.S. v.17(2027) |  | 0 | 15,000,000 |
| XS1622621222 | 2.125 %	Allergan Funding SCS Reg.S. v.17(2029) |  | 0 | 15,000,000 |
| XS1909193150 | 1.500 %	Allergan Funding SCS v.18(2023) |  | 7,000,000 | 7,000,000 |
| DE000A2RWAX4 | 0.875 %	Allianz Finance II BV EMTN Reg.S. v.19(2026) |  | 8,500,000 | 8,500,000 |

| ISIN | Securities |  | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- | --- |
| EUR (continued) |  |  |  |  |
| XS1686846061 | 1.625 % | Anglo American Capital Plc. EMTN Reg.S. v.17(2025) | 0 | 20,000,000 |
| XS1962513674 | 1.625 % | Anglo American Capital Plc. EMTN Reg.S. v.19(2026) | 20,000,000 | 20,000,000 |
| BE6276039425 | 0.800 % | Anheuser-Busch InBev S.A./NV EMTN Reg.S. v.15(2023) | 5,000,000 | 10,000,000 |
| XS1619312173 | 0.875 % | Apple Inc. v.17(2025) | 0 | 8,000,000 |
| XS1877836079 | 1.000 % | Archer Daniels Midland Co. v.18(2025) | 30,000,000 | 30,000,000 |
| XS1875331636 | 1.125 % | Argentum Netherlands BV Reg.S. v.18(2025) | 15,000,000 | 20,000,000 |
| XS1649193403 | 1.875 % | Aroundtown SA EMTN Reg.S. v.17(2026) | 0 | 10,000,000 |
| XS1761721262 | 1.625 % | Aroundtown SA EMTN Reg.S. v.18(2028) | 0 | 15,000,000 |
| XS1577953760 | 0.321 % | Asahi Group Holdings Ltd. Reg.S. v.17(2021) | 0 | 20,000,000 |
| XS1577951715 | 1.151 % | Asahi Group Holdings Ltd. Reg.S. v.17(2025) | 0 | 20,000,000 |
| XS1411404855 | 0.750 % | AstraZeneca Plc. EMTN Reg.S. v.16(2024) | 30,000,000 | 30,000,000 |
| FR0013378452 | 1.750 % | Atos SE Reg.S. v.18(2025) | 0 | 25,000,000 |
| XS1774629346 | 0.625 % | Australia and New Zealand Banking Group Ltd. EMTN | 0 | 30,000,000 |
|  |  | Reg.S. v.18(2023) |  |  |
| XS1908273219 | 1.875 % | Aviva Plc. EMTN Reg.S. v.18(2027) | 15,000,000 | 15,000,000 |
| XS1560862580 | 0.492 % | Bank of America Corporation EMTN Reg.S. FRN v.17(2022) | 5,000,000 | 5,000,000 |
| XS1602557495 | 0.403 % | Bank of America Corporation EMTN Reg.S. FRN v.17(2023) | 10,000,000 | 10,000,000 |
| XS1458405898 | 0.750 % | Bank of America Corporation EMTN Reg.S. v.16(2023) | 5,000,000 | 20,000,000 |
| XS0211568331 | 3.468 % | Bank of Scotland Plc. FRN v.05(2035) | 0 | 5,000,000 |
| XS1017833242 | 2.500 % | BASF SE EMTN Reg.S. v.14(2024) | 0 | 10,000,000 |
| XS1823502650 | 0.875 % | BASF SE Reg.S. v.18(2025) | 0 | 20,000,000 |
| XS1577962084 | 1.300 % | Baxter International Inc. v.17(2025) | 20,000,000 | 20,000,000 |
| XS2002496409 | 3.125 % | BayWa AG EMTN Reg.S. Green Bond v.19(2024) | 20,000,000 | 20,000,000 |
| XS1380334141 | 1.300 % | Berkshire Hathaway Inc. v.16(2024) | 0 | 15,000,000 |
| XS1888229249 | 1.250 % | Bertelsmann SE & Co. KGaA EMTN Reg.S. v.18(2025) | 0 | 20,000,000 |
| XS1823246712 | 0.500 % | BMW Fin EMTN Reg.S. v.18(2022) | 0 | 20,000,000 |
| XS1747444245 | 0.375 % | BMW Fin EMTN Reg.S. v.18(2023) | 0 | 10,000,000 |
| XS1715325665 | 0.200 % | BNG Bank NV EMTN Reg.S. Green Bond v.17(2024) | 0 | 15,000,000 |
| XS1227748214 | 0.250 % | BNG Bank NV EMTN Reg.S. v.15(2025) | 0 | 15,000,000 |
| XS1855427859 | 0.050 % | BNG Bank NV EMTN Reg.S. v.18(2023) | 0 | 20,000,000 |
| XS1375957294 | 1.953 % | BP Capital Markets Plc. EMTN Reg.S. v.16(2025) | 0 | 10,000,000 |
| XS1637863629 | 1.077 % | BP Capital Markets Plc. EMTN Reg.S. v.17(2025) | 10,000,000 | 20,000,000 |
| FR0013111903 | 0.375 % | BPCE SFH EMTN Reg.S. Pfe. v.16(2023) | 0 | 20,000,000 |
| FR0012518926 | 0.500 % | BPCE SFH Reg.S. Pfe. v.15(2022) | 0 | 20,000,000 |
| XS1441773550 | 1.200 % | Brown-Forman Corporation v.16(2026) | 5,000,000 | 10,000,000 |
| FR0013344181 | 0.125 % | Caisse d’Amortissement de la Dette Sociale EMTN Reg.S. | 0 | 10,000,000 |
|  |  | v.18(2023) |  |  |
| XS0230957424 | 1.461 % | Caixa Geral de Depositos Finance FRN Perp. | 0 | 3,400,000 |
| FR0013327962 | 1.000 % | Capgemini SE Reg.S. v.18(2024) | 5,000,000 | 5,000,000 |
| XS1713474671 | 1.250 % | Celanese US Holdings LLC v.17(2025) | 0 | 20,000,000 |
| XS1417876759 | 0.520 % | Citigroup Inc. EMTN Reg.S. FRN v.16(2021) | 5,000,000 | 5,000,000 |
| XS1795253134 | 0.164 % | Citigroup Inc. EMTN Reg.S. FRN v.18(2023) | 10,000,000 | 10,000,000 |
| XS1107727007 | 2.125 % | Citigroup Inc. EMTN Reg.S. v.14(2026) | 15,000,000 | 15,000,000 |
| XS1457608013 | 0.750 % | Citigroup Inc. EMTN Reg.S. v.16(2023) | 15,000,000 | 15,000,000 |
| XS1497312295 | 0.875 % | CK Hutchison Finance [16] II Ltd. Reg.S. v.16(2024) | 20,000,000 | 20,000,000 |
| XS1823623878 | 1.875 % | CNH Industrial Finance Europe S.A. EMTN Reg.S. | 0 | 15,000,000 |
|  |  | v.18(2026) |  |  |
| DE000CZ40MW3 | 0.250 % | Commerzbank AG EMTN Pfe. v.18(2023) | 0 | 15,000,000 |
| DE000CZ40LM6 | 0.050 % | Commerzbank AG Reg.S. Pfe. v.16(2024) | 0 | 20,000,000 |
| FR0013256427 | 0.200 % | Compagnie de Financement Foncier EMTN Reg.S. Pfe. | 0 | 20,000,000 |
|  |  | v.17(2022) |  |  |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 31
| ISIN | Securities |  | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- | --- |
| EUR (continued) |  |  |  |  |
| FR0013231081 | 0.325 % | Compagnie de Financement Foncier EMTN Reg.S. Pfe. | 0 | 30,000,000 |
|  |  | v.17(2023) |  |  |
| FR0013357845 | 0.875 % | Compagnie Générale des Établissements Michelin [Michelin | 0 | 20,000,000 |
|  |  | et Cie] S.C.p.A. Reg.S. v.18(2025) |  |  |
| XS1637093508 | 0.625 % | Compass Group Finance Netherlands BV EMTN Reg.S. | 7,500,000 | 10,000,000 |
|  |  | v.17(2024) |  |  |
| XS1801786275 | 4.000 % | Coty Inc. Reg.S. v.18(2023) | 10,000,000 | 10,000,000 |
| FR0013141066 | 0.375 % | Crédit Agricole Home Loan SFH EMTN Reg.S. Pfe. | 0 | 15,000,000 |
|  |  | v.16(2023) |  |  |
| FR0013263951 | 0.375 % | Crédit Agricole Home Loan SFH EMTN Reg.S. Pfe. | 0 | 25,000,000 |
|  |  | v.17(2024) |  |  |
| FR0013113453 | 0.375 % | Crédit Mutuel - CIC Home Loan SFH EMTN Reg.S. Pfe. | 0 | 15,000,000 |
|  |  | v.16(2022) |  |  |
| DE000A190ND6 | 0.250 % | Daimler International Finance BV EMTN Reg.S. v.18(2022) | 0 | 30,000,000 |
| DE000A2RYD91 | 1.375 % | Daimler International Finance BV EMTN Reg.S. v.19(2026) | 10,000,000 | 10,000,000 |
| FR0013216918 | 0.709 % | Danone S.A. EMTN Reg.S. v.16(2024) | 18,000,000 | 20,000,000 |
| XS1564320080 | 0.125 % | Danske Bank A/S EMTN Reg.S. Pfe. v.17(2022) | 0 | 15,000,000 |
| XS1828032513 | 0.625 % | Deutsche Telekom International Finance BV EMTN Reg.S. | 0 | 20,000,000 |
|  |  | v.18(2022) |  |  |
| XS1255436187 | 2.500 % | DH Europe Finance S.A. v.15(2025) | 0 | 10,000,000 |
| XS1896660989 | 1.000 % | Diageo Finance Plc. EMTN Reg.S. v.18(2025) | 0 | 20,000,000 |
| XS0856976682 | 1.875 % | DNB Boligkreditt A.S. EMTN Reg.S. Pfe. v.12(2022) | 0 | 15,000,000 |
| XS0759310930 | 2.750 % | DNB Boligkreditt A.S. EMTN Reg.S. Pfe. v.12(2022) | 0 | 15,000,000 |
| DE000DHY4648 | 0.250 % | Dte. Hypothekenbank [A.-G.] EMTN Pfe. v.16(2024) | 0 | 20,000,000 |
| DE000A2TSDD4 | 0.875 % | Dte. Telekom AG EMTN Reg.S. v.19(2026) | 20,000,000 | 20,000,000 |
| XS2024715794 | 0.500 % | Dte. Telekom AG EMTN Reg.S. v.19(2027) | 40,000,000 | 40,000,000 |
| BE0002629104 | 1.375 % | Elia System Operator S.A./NV EMTN Reg.S. v.19(2026) | 15,000,000 | 15,000,000 |
| XS1915689746 | 1.250 % | Emerson Electric Co. EMTN v.19(2025) | 15,700,000 | 15,700,000 |
| XS2047500926 | 0.350 % | E.ON SE EMTN Reg.S. Green Bond v.19(2030) | 10,000,000 | 10,000,000 |
| XS1346557637 | 0.625 % | Erste Group Bank AG EMTN Reg.S. Pfe. v.16(2023) | 0 | 25,000,000 |
| XS2009861480 | 1.125 % | ESB Finance DAC EMTN Reg.S. Green Bond v.19(2030) | 10,000,000 | 10,000,000 |
| XS1584122177 | 1.125 % | Essity AB EMTN Reg.S. v.17(2024) | 1,850,000 | 5,550,000 |
| BE6305977074 | 0.500 % | Euroclear Bank S.A./NV EMTN Reg.S. v.18(2023) | 0 | 17,000,000 |
| XS1651444140 | 2.125 % | Eurofins Scientific S.E. Reg.S. v.17(2024) | 3,000,000 | 3,000,000 |
| XS1789623029 | 1.000 % | Euronext NV Reg.S. v.18(2025) | 0 | 22,500,000 |
| EU000A1Z6630 | 0.625 % | European Union EMTN Reg.S. v.15(2023) | 0 | 20,000,000 |
| EU000A19VVY6 | 0.500 % | European Union EMTN Reg.S. v.18(2025) | 0 | 20,000,000 |
| EU000A1U9894 | 1.000 % | European Stability Mechanism [ESM] Reg.S. v.15(2025) | 0 | 25,000,000 |
| EU000A1U9951 | 0.125 % | European Stability Mechanism [ESM] Reg.S. v.16(2024) | 0 | 20,000,000 |
| EU000A1G0D39 | 0.125 % | European Financial Stability Facility [EFSF] EMTN Reg.S. | 0 | 20,000,000 |
|  |  | v.17(2023) |  |  |
| EU000A1G0DQ6 | 0.375 % | European Financial Stability Facility [EFSF] EMTN Reg.S. | 0 | 22,500,000 |
|  |  | v.17(2024) |  |  |
| XS1575991358 | 0.250 % | European Investment Bank (EIB) EMTN Reg.S. v.17(2024) | 0 | 30,000,000 |
| XS1686550960 | 0.050 % | European Investment Bank (EIB) v.17(2023) | 0 | 20,000,000 |
| FR0013369493 | 2.000 % | Eutelsat S.A. Reg.S. v.18(2025) | 0 | 20,000,000 |
| XS1753808929 | 1.750 % | Exor NV Reg.S. v.18(2028) | 0 | 20,000,000 |
| XS1843436574 | 0.750 % | Fidelity National Information Services Inc. v.19(2023) | 8,000,000 | 8,000,000 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 32
| ISIN | Securities |  | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- | --- |
| EUR (continued) |  |  |  |  |
| XS0825855751 | 2.250 % | Fortum Oyj EMTN Reg.S. v.12(2022) | 0 | 25,000,000 |
| XS1956037664 | 1.625 % | Fortum Oyj EMTN Reg.S. v.19(2026) | 25,000,000 | 25,000,000 |
| XS1612542826 | 0.875 % | General Electric Co. v.17(2025) | 5,000,000 | 25,000,000 |
| XS1612543121 | 1.500 % | General Electric Co. v.17(2029) | 0 | 5,000,000 |
| XS1822828122 | 1.250 % | GlaxoSmithKline Capital Plc. EMTN Reg.S. v.18(2026) | 0 | 20,000,000 |
| XS1515216650 | 1.500 % | G4S International Finance Plc. EMTN Reg.S. v.16(2023) | 0 | 9,000,000 |
| XS1330434389 | 1.500 % | Heineken NV EMTN Reg.S. v.15(2024) | 2,000,000 | 2,000,000 |
| XS1401174633 | 1.000 % | Heineken NV EMTN Reg.S. v.16(2026) | 10,000,000 | 12,000,000 |
| DE000A1RQCP0 | 0.250 % | Hessen Reg.S. v.15(2025) | 0 | 20,000,000 |
| XS1933820372 | 2.125 % | ING Groep NV EMTN Reg.S. v.19(2026) | 20,000,000 | 20,000,000 |
| XS1375955678 | 1.750 % | International Business Machines Corporation v.16(2028) | 10,000,000 | 10,000,000 |
| XS1945110606 | 1.250 % | International Business Machines Corporation v.19(2027) | 3,000,000 | 3,000,000 |
| XS1755108344 | 1.125 % | Islandsbanki HF Fix-to-Float v.18(2024) | 0 | 20,000,000 |
| XS1411535799 | 0.650 % | Johnson & Johnson v.16(2024) | 4,000,000 | 10,000,000 |
| XS1456422135 | 0.625 % | JPMorgan Chase & Co. EMTN Reg.S. v.16(2024) | 20,000,000 | 30,000,000 |
| XS1756367816 | 0.500 % | KommuneKredit EMTN Reg.S. v.18(2025) | 0 | 15,000,000 |
| XS1685798370 | 0.875 % | Koninklijke Ahold Delhaize NV v.17(2024) | 5,000,000 | 5,000,000 |
| XS1815116568 | 0.750 % | Koninklijke Philips NV Reg.S. v.18(2024) | 5,000,000 | 20,000,000 |
| DE000A2DAR24 | 0.125 % | Kreditanstalt für Wiederaubau v.17(2024) | 0 | 20,000,000 |
| DE000A2DAJ57 | 0.125 % | Kreditanstalt für Wiederaubau v.17(2024) | 0 | 22,500,000 |
| XS1725526765 | 1.000 % | Landsbankinn hf. EMTN Reg.S. v.17(2023) | 0 | 20,000,000 |
| XS1564325550 | 0.250 % | Landwirtschaftliche Rentenbank EMTN Reg.S. v.17(2024) | 0 | 20,000,000 |
| XS1673096829 | 0.250 % | Landwirtschaftliche Rentenbank EMTN Reg.S. v.17(2025) | 0 | 20,000,000 |
| FR0013257623 | 0.750 % | LVMH Moët Hennessy Louis Vuitton SE EMTN Reg.S. | 5,000,000 | 10,000,000 |
|  |  | v.17(2024) |  |  |
| XS1567174286 | 1.500 % | McKesson Corporation v.17(2025) | 5,000,000 | 20,000,000 |
| XS1960678255 | 1.125 % | Medtronic Global Holdings SCA v.19(2027) | 10,000,000 | 10,000,000 |
| XS1440976535 | 1.250 % | Molson Coors Brewing Co. v.16(2024) | 0 | 12,000,000 |
| DE000MHB13J7 | 0.500 % | Münchener Hypothekenbank eG Pfe. v.15(2025) | 0 | 20,000,000 |
| XS1626191107 | 0.250 % | Nederlandse Waterschapsbank NV EMTN Reg.S. Green | 0 | 35,000,000 |
|  |  | Bond v.17(2024) |  |  |
| XS1648298559 | 0.875 % | Nestlé Holdings Inc. Reg.S. v.17(2025) | 5,000,000 | 20,000,000 |
| XS1522968277 | 0.250 % | Nordea Mortgage Bank Plc. EMTN Reg.S. Pfe. v.16(2023) | 0 | 20,000,000 |
| XS1492825051 | 0.125 % | Novartis Finance S.A. Reg.S. v.16(2023) | 0 | 20,000,000 |
| XS1689595830 | 0.250 % | Oesterreichische Kontrollbank AG EMTN Reg.S. v.17(2024) | 0 | 15,000,000 |
| XS1709433509 | 1.000 % | PostNL NV Reg.S. v.17(2024) | 0 | 20,000,000 |
| XS1072516690 | 3.000 % | Prologis L.P. v.14(2026) | 0 | 8,000,000 |
| BE0002237064 | 1.875 % | Proximus S.A. Reg.S. EMTN v.15(2025) | 3,000,000 | 3,000,000 |
| XS1789751531 | 1.000 % | Richemont International Holding S.A. Reg.S. v.18(2026) | 0 | 25,000,000 |
| XS1246658501 | 0.875 % | Royal Bank of Canada Reg.S. Pfe. v.15(2022) | 0 | 20,000,000 |
| XS1847633119 | 0.250 % | Royal Bank of Canada Reg.S. Pfe. v.18(2023) | 0 | 24,000,000 |
| XS1622193750 | 1.250 % | Sampo OYJ EMTN Reg.S. v.17(2025) | 0 | 15,000,000 |
| FR0013324332 | 0.500 % | Sanofi S.A. Reg.S. v.18(2023) | 0 | 28,000,000 |
| FR0013324340 | 1.000 % | Sanofi S.A. Reg.S. v.18(2026) | 0 | 20,000,000 |
| DE000A2G8VT5 | 1.000 % | SAP SE Reg.S. v.18(2026) | 0 | 25,000,000 |
| XS1874127811 | 0.375 % | Siemens Financieringsmaatschappij NV EMTN Reg.S. | 0 | 10,000,000 |
|  |  | v.18(2023) |  |  |
| XS1684385161 | 3.125 % | SoftBank Group Corporation Reg.S. v.17(2025) | 5,000,000 | 5,000,000 |
| XS1368543135 | 0.375 % | Stadshypotek AB EMTN Reg.S. Pfe. v.16(2023) | 0 | 30,000,000 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 33
| ISIN | Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- |
| EUR (continued) |  |  |  |  |
| XS1693281534 | 0.750 % | Standard Chartered Plc. EMTN Reg.S. Fix-to-Float | 10,000,000 | 10,000,000 |
|  |  | v.17(2023) |  |  |
| XS1693281617 | 1.625 % | Standard Chartered Plc. EMTN Reg.S. Fix-to-Float | 5,000,000 | 20,000,000 |
|  |  | v.17(2027) |  |  |
| XS1002121454 | 6.500 % | Stichting AK Rabobank Certificaten Reg.S. FRN v.13(2199) | 0 | 25,000,000 |
| XS1914485534 | 1.125 % | Stryker Corporation v.18(2023) | 0 | 15,000,000 |
| XS1724873275 | 1.000 % | Südzucker Internat Finance Reg.S. v.17(2025) | 1,000,000 | 11,000,000 |
| XS1606633912 | 0.400 % | Swedbank Hypotek AB Reg.S. Pfe. v.17(2024) | 0 | 25,000,000 |
| XS1550143421 | 0.375 % | Swedish Covered Bond Corporation, The EMTN Reg.S. Pfe. | 0 | 25,000,000 |
|  |  | v.17(2024) |  |  |
| XS1843449049 | 1.125 % | Takeda Pharmaceutical Co. Ltd. Reg.S. v.18(2022) | 5,000,000 | 20,000,000 |
| XS1843449122 | 2.250 % | Takeda Pharmaceutical Co. Ltd. Reg.S. v.18(2026) | 5,000,000 | 5,000,000 |
| XS2001737324 | 0.750 % | Telenor ASA EMTN Reg.S. v.19(2026) | 5,000,000 | 5,000,000 |
| XS1574672397 | 0.500 % | The Coca-Cola Co. v.17(2024) | 0 | 30,000,000 |
| XS1577427526 | 0.307 % | The Goldman Sachs Group Inc. EMTN Reg.S. FRN | 10,000,000 | 10,000,000 |
|  |  | v.17(2022) |  |  |
| XS1691349523 | 0.277 % | The Goldman Sachs Group Inc. EMTN Reg.S. FRN | 10,000,000 | 10,000,000 |
|  |  | v.17(2023) |  |  |
| XS1861206636 | 2.000 % | The Goldman Sachs Group Inc. EMTN Reg.S. v.18(2028) | 10,000,000 | 10,000,000 |
| XS1900750107 | 0.625 % | The Procter & Gamble Co. v.18(2024) | 10,800,000 | 12,800,000 |
| XS1405775708 | 0.750 % | Thermo Fisher Scientific Inc. v.16(2024) | 30,000,000 | 30,000,000 |
| XS1578127778 | 1.450 % | Thermo Fisher Scientific Inc. v.17(2027) | 0 | 15,000,000 |
| XS2058556619 | 0.875 % | Thermo Fisher Scientific Inc. v.19(2031) | 10,000,000 | 10,000,000 |
| XS1693818285 | 0.625 % | Total Capital International S.A. EMTN Reg.S. v.17(2024) | 10,000,000 | 10,000,000 |
| XS1874122770 | 1.023 % | Total Capital International S.A. EMTN Reg.S. v.18(2027) | 0 | 10,000,000 |
| XS1801780583 | 0.500 % | Toyota Fin Australia Ltd. EMTN Reg.S. v.18(2023) | 0 | 32,000,000 |
| XS1681520786 | 1.750 % | Transurban Finance Co. Pty Ltd. EMTN Reg.S. v.17(2028) | 0 | 10,000,000 |
| XS1873208950 | 0.500 % | Unilever NV Reg.S. v.18(2025) | 0 | 26,450,000 |
| XS1718480327 | 0.375 % | United Parcel Service Inc. v.17(2023) | 0 | 2,000,000 |
| FR0013281888 | 0.375 % | Valéo S.A. EMTN Reg.S. v.17(2022) | 2,000,000 | 10,000,000 |
| XS1405766897 | 0.875 % | Verizon Communications Inc. v.16(2025) | 15,000,000 | 15,000,000 |
| XS1708161291 | 1.375 % | Verizon Communications Inc. v.17(2026) | 0 | 20,000,000 |
| XS2001183164 | 1.500 % | Vesteda Finance BV EMTN Reg.S. Green Bond v.19(2027) | 5,000,000 | 5,000,000 |
| XS1492446460 | 0.625 % | V.F. Corporation v.16(2023) | 11,000,000 | 11,000,000 |
| FR0013367620 | 1.000 % | VINCI S.A. EMTN Reg.S. v.18(2025) | 0 | 25,000,000 |
| FR0013424868 | 0.625 % | Vivendi S.A. EMTN Reg.S. v.19(2025) | 5,000,000 | 5,000,000 |
| XS1721423462 | 1.125 % | Vodafone Group Plc. EMTN Reg.S. v.17(2025) | 20,000,000 | 20,000,000 |
| XS1586555861 | 1.125 % | Volkswagen Internat Finance NV Reg.S. v.17(2023) | 30,000,000 | 40,000,000 |
| XS1400169428 | 0.308 % | Wells Fargo & Co. EMTN Reg.S. FRN v.16(2021) | 5,000,000 | 5,000,000 |
| XS1558022866 | 0.194 % | Wells Fargo & Co. EMTN Reg.S. FRN v.17(2022) | 20,000,000 | 20,000,000 |
| XS1400169931 | 1.375 % | Wells Fargo & Co. EMTN Reg.S. v.16(2026) | 20,000,000 | 20,000,000 |
| XS1463043973 | 1.000 % | Wells Fargo & Co. EMTN Reg.S. v.16(2027) | 20,000,000 | 20,000,000 |
| DE000A14J7G6 | 2.750 % | ZF North America Capital Inc. Reg.S. v.15(2023) | 0 | 15,000,000 |
| XS1136406342 | 1.500 % | 3M Co. EMTN v.14(2026) | 1,000,000 | 10,000,000 |
| USD |  |  |  |  |
| US03523TBX54 | 4.150 % | Anheuser-Busch InBev Worldwide Inc. v.19(2025) | 20,000,000 | 20,000,000 |
| US035240AQ30 | 4.750 % | Anheuser-Busch InBev Worldwide Inc. v.19(2029) | 20,000,000 | 20,000,000 |
| US046353AR96 | 3.500 % | AstraZeneca Plc. v.18(2023) | 0 | 20,000,000 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 34

## from 1 January 2019 to 31 December 2019
| ISIN | Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- |
| USD (continued) |  |  |
| US056752AJ76 | 3.625 % | Baidu Inc. v.17(2027) | 0 | 10,000,000 |
| GB0000777705 | 2.938 % | Barclays Bank Plc. FRN Perp. | 0 | 16,000,000 |
| US06738C8284 | 6.278 % | Barclays Bank Plc. Perp. | 0 | 20,300,000 |
| US06738EAU91 | 4.337 % | Barclays Plc. v.17(2028) | 30,000,000 | 30,000,000 |
| US07556QBP90 | 8.750 % | Beazer Homes USA Inc. v17(2022) | 0 | 5,000,000 |
| USG2179DAB13 | 3.625 % | CK Hutchison International Ltd. Reg.S. v.19(2029) | 10,000,000 | 10,000,000 |
| US12591DAC56 | 4.250 % | CNOOC Nexen Finance [2014] ULC v.14(2024) | 0 | 14,700,000 |
| US25466AAJ07 | 3.450 % | Discover Bank/Greenwood DE v.16(2026) | 0 | 20,000,000 |
| US37045XBQ88 | 4.000 % | General Motors Financial Co. Inc. v.16(2026) | 0 | 15,000,000 |
| US377373AH85 | 3.375 % | GlaxoSmithKline Capital Plc. v.19(2029) | 10,000,000 | 10,000,000 |
| US404280CC17 | 3.973 % | HSBC Holdings Plc. Fix-to-Float v.19(2030) | 10,000,000 | 10,000,000 |
| US44891CBB81 | 3.400 % | Hyundai Capital America Reg.S. v.19(2024) | 2,000,000 | 2,000,000 |
| US44965TAA51 | 4.090 % | ILFC E Capital Trust I FRN v.05(2065) | 0 | 24,000,000 |
| US456837AQ60 | 4.050 % | ING Groep NV v.19(2029) | 5,000,000 | 5,000,000 |
| US459200HU86 | 3.625 % | International Business Machines Corporation v.14(2024) | 0 | 15,000,000 |
| US52107QAH83 | 3.625 % | Lazard Group LCC v.16(2027) | 0 | 10,000,000 |
| US521865BA22 | 4.250 % | Lear Corporation v.19(2029) | 8,000,000 | 8,000,000 |
| US53944YAH62 | 3.900 % | Lloyds Banking Group Plc. v.19(2024) | 5,000,000 | 5,000,000 |
| US552676AQ11 | 6.000 % | MDC Holdings Inc. v.13(2043) | 0 | 7,000,000 |
| GB0006267073 | 3.125 % | National Westminster Bank Plc. Perp. | 0 | 10,000,000 |
| GB0006267180 | 2.813 % | National Westminster Bank PLC Serie B FRN Perp. | 0 | 10,000,000 |
| XS0215294512 | 2.627 % | NIBC Bank NV FRN Perp. | 0 | 13,100,000 |
| US67077MAT53 | 4.200 % | Nutrien Ltd.v.19(2029) | 1,000,000 | 1,000,000 |
| US680223AK06 | 3.875 % | Old Republic International Corporation v.16(2026) | 0 | 25,000,000 |
| US853254AC43 | 7.014 % | Standard Chartered Plc. FRN v.07(2037) | 0 | 10,000,000 |
| US88032XAE40 | 2.985 % | Tencent Holdings Ltd. Reg.S. v.18(2023) | 0 | 20,000,000 |
| US883556BX98 | 3.200 % | Thermo Fisher Scientific Inc. v.17(2027) | 10,000,000 | 10,000,000 |
| US91913YAU47 | 3.400 % | Valero Energy Corporation v.16(2026) | 0 | 20,000,000 |
| US912828W713 | 2.125 % | Unites States of America v.17(2024) | 80,000,000 | 80,000,000 |
| US9128285A44 | 2.750 % | United States of America v.18(2021) | 110,000,000 | 110,000,000 |
| US9128284V99 | 2.875 % | Unites States of America v.18(2028) | 0 | 210,000,000 |
| US912828Y958 | 1.875 % | United States of America v.19(2026) | 80,000,000 | 80,000,000 |
| US928563AC98 | 3.900 % | VMware Inc. v.17(2027) | 5,000,000 | 20,000,000 |
| US92857WBH25 | 3.750 % | Vodafone Group Plc. v.18(2024) | 20,000,000 | 20,000,000 |
| US94106LBF58 | 0.000 % | Waste Management Inc v.19(2024) | 3,000,000 | 3,000,000 |
| New issues intended for exchange trading |  |  |
| EUR |  |  |
| XS2002532724 | 1.208 % | Becton Dickinson Euro Finance S.à r.l. v.19(2026) | 2,000,000 | 2,000,000 |
| XS2034626460 | 0.450 % | Fedex Corporation v.19(2025) | 10,000,000 | 10,000,000 |
| USD |  |  |
| US056752AM06 | 4.375 % | Baidu Inc. v.18(2024) | 0 | 10,000,000 |
| XS2011969651 | 3.375 % | CNAC [HK] Finbridge Co. Ltd. Reg.S. v.19(2024) | 7,000,000 | 7,000,000 |
| US853254BN98 | 3.785 % | Standard Chartered Plc. 144A Fix-to-Float v.19(2025) | 19,000,000 | 19,000,000 |

Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 35
| ISIN | Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- |
| Securities admitted to or included in organised markets |  |  |
| EUR |  |  |
| DE000A19S4V6 | 0.875 % | Allianz Finance II BV EMTN Reg.S. v.17(2027) | 0 | 20,000,000 |
| XS1061642317 | 7.250 % | Altice Luxembourg S.A. Reg.S. v.14(2022) | 5,000,000 | 9,000,000 |
| XS1405781425 | 1.500 % | American International Group Inc. v.16(2023) | 0 | 5,000,000 |
| DE000A2YNQW7 | 4.500 % | Bilfinger SE Reg.S. v.19(2024) | 10,000,000 | 10,000,000 |
| XS1196503137 | 1.800 % | Booking Holdings Inc. v.15(2027) | 0 | 25,000,000 |
| XS1725553066 | 1.625 % | CGNPC International Ltd. EMTN Reg.S. Green Bond | 0 | 25,000,000 |
| v.17(2024) |  |  |
| XS1791704189 | 1.750 % | CNAC [HK] Finbridge Co. Ltd. Reg.S. v.18(2022) | 0 | 20,000,000 |
| XS1415535340 | 1.125 % | Coca-Cola European Partners Plc. Reg.S. v.16(2024) | 10,000,000 | 20,000,000 |
| XS1255433754 | 2.625 % | Ecolab Inc. v.15(2025) | 2,000,000 | 9,000,000 |
| XS1240751062 | 1.625 % | Eli Lilly and Company v.15(2026) | 5,300,000 | 5,300,000 |
| XS1983375871 | 4.000 % | Europcar Mobility Group S.A. Reg.S. v.19(2026) | 5,000,000 | 5,000,000 |
| XS1617845083 | 0.950 % | International Business Machines Corporation v.17(2025) | 5,000,000 | 10,000,000 |
| XS1881005976 | 4.500 % | Jaguar Land Rover Automotive Plc. Reg.S. v.18(2026) | 2,000,000 | 2,000,000 |
| XS1915596222 | 3.375 % | Juventus Football Club S.p.A. Reg.S. v.19(2024) | 3,000,000 | 3,000,000 |
| XS1199356954 | 1.250 % | Kellogg Co. v.15(2025) | 10,000,000 | 10,000,000 |
| XS1611042646 | 0.800 % | Kellogg Co. v.17(2022) | 0 | 10,000,000 |
| XS1405784015 | 2.250 % | Kraft Heinz Foods Co. Reg.S. v.16(2028) | 15,000,000 | 15,000,000 |
| XS1725630740 | 0.625 % | McDonald’s Corporation Reg.S. v.17(2024) | 15,000,000 | 20,000,000 |
| XS1117296381 | 2.000 % | Mohawk Industries Inc. v.15(2022) | 10,000,000 | 10,000,000 |
| XS1989375503 | 0.637 % | Morgan Stanley EMTN Fix-to-Float v.19(2024) | 5,000,000 | 5,000,000 |
| XS1568888777 | 4.875 % | Petróleos Mexicanos EMTN Reg.S. v.17(2028) | 20,000,000 | 20,000,000 |
| XS1574158082 | 1.000 % | Pfizer Inc. v.17(2027) | 5,000,000 | 10,000,000 |
| DE000A19WVN8 | 8.500 % | R-Logitech S.A.M. v.18(2023) | 825,000 | 825,000 |
| FR0124665995 | 0.125 % | Union Nationale Interprofessionnelle pour l‘Emploi dans | 0 | 30,000,000 |
| l‘Industrie et le Commer v.17(2024) |  |  |
| XS1146282634 | 1.625 % | Verizon Communications Inc. v.14(2024) | 1,000,000 | 1,000,000 |
| XS1138360166 | 2.125 % | Walgreens Boots Alliance Inc. v.14(2026) | 5,000,000 | 10,000,000 |
| USD |  |  |
| US01400EAA10 | 0.000 % | Alcon Finance Corporation 144A v.19(2026) | 2,500,000 | 2,500,000 |
| US02154VAA98 | 7.750 % | Altice Luxembourg S.A. 144A v.14(2022) | 0 | 5,000,000 |
| US025816BW85 | 3.700 % | American Express Co. v.18(2023) | 10,000,000 | 10,000,000 |
| US026874DN40 | 4.250 % | American International Group Inc. v.19(2029) | 10,000,000 | 10,000,000 |
| US03522AAD28 | 3.650 % | Anheuser-Busch Cos LLC / Anheuser-Busch InBev | 20,000,000 | 20,000,000 |
| Worldwide Inc. 144A v.18(2026) |  |  |
| US035242AL09 | 3.300 % | Anheuser-Busch InBev Finance Inc. v.16(2023) | 0 | 20,000,000 |
| USK0479SAF58 | 4.500 % | AP Moller-Maersk AS Reg.S. v.19(2029) | 20,000,000 | 20,000,000 |
| US037411BF15 | 4.250 % | Apache Corporation v.19(2030) | 5,000,000 | 5,000,000 |
| US037833DP29 | 2.200 % | Apple Inc. v.19(2029) | 30,000,000 | 30,000,000 |
| US00206RCE09 | 3.900 % | AT & T Inc. v.14(2024) | 0 | 5,000,000 |
| US00206RGQ92 | 4.300 % | AT & T Inc. v.17(2030) | 10,000,000 | 10,000,000 |
| US00206RHJ41 | 4.350 % | AT & T Inc. v.19(2029) | 20,000,000 | 20,000,000 |
| US06051GHM42 | 4.271 % | Bank of America Corporation Fix-to-Float v.18(2029) | 15,000,000 | 15,000,000 |
| US06051GFM69 | 4.000 % | Bank of America Corporation v.15(2025) | 10,000,000 | 10,000,000 |
| USN1453LAD03 | 2.965 % | BMW Finance NV Reg.S. FRN v.19(2022) | 5,000,000 | 5,000,000 |
| US110122BZ08 | 2.900 % | Bristol-Myers Squibb Co. 144A v.19(2024) | 10,000,000 | 10,000,000 |
| US138616AE73 | 4.875 % | Cantor Fitzgerald L.P. 144A v.19(2024) | 5,000,000 | 5,000,000 |
| US14149YBA55 | 3.500 % | Cardinal Health Inc. v.14(2024) | 20,000,000 | 20,000,000 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 36
| ISIN | Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- |
| USD (continued) |  |  |  |  |
| US124857AX11 | 3.700 % | CBS Corporation v.18(2028) | 0 | 25,000,000 |
| US17275RAV42 | 3.000 % | Cisco Systems Inc. v.15(2022) | 0 | 15,000,000 |
| US17275RBL50 | 2.500 % | Cisco Systems Inc. v.16(2026) | 5,000,000 | 5,000,000 |
| US20030NCT63 | 4.150 % | Comcast Corporation v.18(2028) | 20,000,000 | 20,000,000 |
| US126650CW89 | 4.100 % | CVS Health Corporation v.18 (2025) | 30,000,000 | 30,000,000 |
| US126650CV07 | 3.700 % | CVS Health Corporation v.18(2023) | 10,000,000 | 20,000,000 |
| US24703DAZ42 | 4.900 % | Dell International LLC/EMC Corporation 144A v.19(2026) | 30,000,000 | 30,000,000 |
| US26078JAB61 | 4.205 % | DuPont de Nemours Inc. v.18(2023) | 0 | 25,000,000 |
| US26078JAC45 | 4.493 % | DuPont de Nemours Inc. v.18(2025) | 25,000,000 | 25,000,000 |
| US30212PAP09 | 3.800 % | Expedia Group Inc. v.17(2028) | 10,000,000 | 10,000,000 |
| US31428XBP06 | 3.400 % | Fedex Corporation v.18(2028) | 10,000,000 | 10,000,000 |
| US345397ZW60 | 4.542 % | Ford Motor Credit Co. LLC v.19(2026) | 10,000,000 | 10,000,000 |
| US30283WAB00 | 6.250 % | FTS International Inc. v.14(2022) | 0 | 5,000,000 |
| US375558BJ18 | 4.000 % | Gilead Sciences Inc. v.16(2036) | 14,000,000 | 14,000,000 |
| US377372AN70 | 3.875 % | GlaxoSmithkline Capital v.18(2028) | 10,000,000 | 10,000,000 |
| US40573LAQ95 | 4.125 % | Halfmoon Parent Inc. 144A v.18(2025) | 25,000,000 | 25,000,000 |
| US437076BY77 | 2.950 % | Home Depot Inc. v.19(2029) | 10,000,000 | 10,000,000 |
| US445658CF29 | 3.875 % | Hunt [J.B.] Transport Services Inc. v.19(2026) | 10,000,000 | 10,000,000 |
| US44965UAA25 | 4.850 % | ILFC E-Capital Trust II  AER FRN v.05(2065) | 0 | 15,500,000 |
| USU0901CAJ90 | 5.750 % | JBS USA LLC/Finance Inc. Reg.S. v.15(2025) | 0 | 5,000,000 |
| US466112AP41 | 5.875 % | JBS USA LLC/JBS USA Finance Inc. 144A v.14(2024) | 0 | 5,000,000 |
| US46647PAF36 | 3.540 % | JPMorgan Chase & Co. Fix-to-Float v.17(2028) | 10,000,000 | 10,000,000 |
| US46625HJH49 | 3.200 % | JPMorgan Chase & Co. v.13(2023) | 0 | 10,000,000 |
| US565122AC27 | 4.057 % | Keurig Dr Pepper Inc. 144A v.18(2023) | 15,000,000 | 20,000,000 |
| US565122AD00 | 4.417 % | Keurig Dr Pepper Inc. 144A v.18(2025) | 30,000,000 | 30,000,000 |
| US565122AB44 | 4.597 % | Keurig Dr Pepper Inc. 144A v.18(2028) | 30,000,000 | 30,000,000 |
| US50077LAD82 | 3.000 % | Kraft Heinz Foods Co. v.16(2026) | 25,000,000 | 25,000,000 |
| US50077LAS51 | 4.000 % | Kraft Heinz Foods Co. v.18(2023) | 25,000,000 | 25,000,000 |
| US571676AA35 | 2.700 % | Mars Inc. 144A v.19(2025) | 1,000,000 | 1,000,000 |
| US58013MFE93 | 3.350 % | McDonald‘s Corporation v.18(2023) | 0 | 23,000,000 |
| US58013MFF68 | 3.800 % | McDonald’s Corporation v.18(2028) | 23,000,000 | 23,000,000 |
| US581557BN40 | 4.750 % | McKesson Corporation v.18(2029) | 10,000,000 | 10,000,000 |
| US58933YAX31 | 3.400 % | Merck & Co. Inc. v.19(2029) | 20,000,000 | 20,000,000 |
| US64072TAE55 | 10.125 % | Neptune Finco Corporation 144A v.15(2023) | 0 | 5,000,000 |
| US655844BL13 | 2.903 % | Norfolk Southern Corporation v.12(2023) | 0 | 15,000,000 |
| US66989HAG39 | 3.400 % | Novartis Capital Corporation v.14(2024) | 9,000,000 | 9,000,000 |
| US674599CQ64 | 3.637 % | Occidental Petroleum Corporation FRN v.19(2022) | 10,000,000 | 10,000,000 |
| US674599CX16 | 4.300 % | Occidental Petroleum Corporation v.19(2039) | 19,000,000 | 19,000,000 |
| US713448EL82 | 2.625 % | PepsiCo Inc. v.19(2029) | 40,000,000 | 40,000,000 |
| US717081EN91 | 3.200 % | Pfizer Inc. v.18(2023) | 0 | 31,000,000 |
| US717081ET61 | 3.450 % | Pfizer Inc. v.19(2029) | 35,000,000 | 35,000,000 |
| US747525AE30 | 3.000 % | QUALCOMM Inc. v.15(2022) | 0 | 10,000,000 |
| US74834LBA70 | 4.200 % | Quest Diagnostics Inc. v.19(2029) | 20,000,000 | 20,000,000 |
| US767754CH50 | 6.125 % | Rite Aid Corporation 144A v.15(2023) | 0 | 6,000,000 |
| US776743AF34 | 4.200 % | Roper Technologies Inc. v.18(2028) | 2,000,000 | 2,000,000 |
| US80414L2D64 | 3.500 % | Saudi Arabian Oil Co. 144A v.19(2029) | 5,000,000 | 5,000,000 |
| USU8066LAH79 | 3.900 % | Schlumberger Holdings Corporation Reg.S. v.19(2028) | 10,000,000 | 10,000,000 |
| US82873LAA35 | 5.750 % | Simmons Foods Inc. 144A v.17(2024) | 0 | 10,000,000 |
| US855244AG47 | 2.700 % | Starbucks Corporation v.15(2022) | 0 | 15,000,000 |
| US86188PAA57 | 10.000 % | Stoneway Capital Corporation 144A v.17(2027) | 0 | 2,890,851 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 37

## from 1 January 2019 to 31 December 2019
| ISIN | Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- |
| USD (continued) |  |  |
| US88167AAK79 | 6.750 %	Teva Pharmaceutical Finance Netherlands III BV v.18(2028) | 10,000,000 | 10,000,000 |
| US191216CM09 | 2.125 %	The Coca-Cola Co. v.19(2029) | 20,000,000 | 20,000,000 |
| US260543CW12 | 3.625 %	The Dow Chemical Co. 19/150526/3.625 | 2,000,000 | 2,000,000 |
| US884903BV64 | 3.350 %	Thomson Reuters Corporation v.16(2026) | 0 | 12,050,000 |
| US9128287F13 | 1.750 %	United States of America v.19(2021) | 40,000,000 | 40,000,000 |
| US92343VES97 | 3.875 %	Verizon Communications Inc. Green Bond v.19(2029) | 40,000,000 | 40,000,000 |
| US92343VCR33 | 3.500 %	Verizon Communications Inc. v.14(2024) | 0 | 5,000,000 |
| US931427AH10 | 3.800 %	Walgreens Boots Alliance Inc. v.14(2024) | 0 | 10,000,000 |
| US931427AQ19 | 3.450 %	Walgreens Boots Alliance Inc. v.16(2026) | 10,000,000 | 10,000,000 |
| US931142ED14 | 3.550 %	Walmart Inc. v.18(2025) | 30,000,000 | 30,000,000 |
| US94974BFJ44 | 3.450 %	Wells Fargo & Co. FRN v.13(2023) | 0 | 5,000,000 |
| US984121CL51 | 4.800 %	Xerox Corporation v.15(2035) | 0 | 86,500,000 |
| US98978VAN38 | 3.900 %	Zoetis Inc. 18/200828/3.9 | 10,000,000 | 10,000,000 |
| New issues intended for trading on an organised market |  |  |
| USD |  |  |
| US63861VAD91 | 3.622 %	Nationwide Building Society 144A Fix-to-Float v.19(2023) | 9,000,000 | 9,000,000 |
| Unlisted securities |  |  |
| EUR |  |  |
| DE000A2RW772 | 8.500 %	R-Logitech S.A.M. MAR. v.19(2023) | 1,025,000 | 1,025,000 |
| Convertible bonds |  |  |
| Securities traded on an exchange |  |  |
| CHF |  |  |
| CH0459297427 | 3.750 %	Sika AG CV v.19(2022) | 5,400,000 | 5,400,000 |
| Credit Linked Notes |  |  |
| Securities traded on an exchange |  |  |
| EUR |  |  |
| XS1288894691 | 1.750 %	Lunar Funding V Plc./Swisscom AG Reg.S. LPN v.15(2025) | 0 | 10,000,000 |
| XS1803247557 | 1.125 %	Lunar Funding V Plc./Swisscom AG Reg.S. LPN v.18(2026) | 0 | 20,000,000 |
| Investment fund units 1) |  |  |
| Luxembourg |  |  |
| LU1353125252 | Mellinckrodt 2 SICAV German Opportunities 1000-T	EUR | 0 | 320 |
| Certificates |  |  |
| Securities traded on an exchange |  |  |
| United States of America |  |  |
| JE00B78CGV99 | ETFS Commodity Securities Ltd./DJ-UBS Brent Crude Sub	USD | 350,000 | 350,000 |
| Index (Total Return) Zert. Perp. |  |  |
| GB00B15KXV33 | ETFS Commodity Securities Ltd./DJ-UBS Crude Oil Sub	USD | 25,200,000 | 25,200,000 |
| Total Return Index (USD) Zert. Perp. |  |  |

Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 38
1)	Information on subscription and redemption fees as well as the maximum amount of the management fee for target fund units may be obtained on application from the registered office of the management company and from the depositary and paying agents free of charge.
| ISIN	Securities |  | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- | --- |
| United Kingdom |  |  |  |
| GB00B0CTWC01  ETFS Oil Securities Ltd./Brent 1 mth Oil Index Zert.v.06 Perp. | USD | 670,000 | 670,000 |
| Options |  |  |  |
| EUR |  |  |  |
| Call on DAX Index April 2019/11,300.00 |  | 5,000 | 5,000 |
| Call on DAX Index April 2019/11,800.00 |  | 5,000 | 5,000 |
| Call on EUR/USD May 2019/1.1300 |  | 400,000,000 | 400,000,000 |
| Call on VSTOXX Volatilitätsindex Future April 2019 April 2019/30.00 |  | 25,000 | 25,000 |
| Put on DAX Index December 2019/12,800.00 |  | 3,200 | 3,200 |
| Put on Euro Stoxx 50 Price Index December 2019/3,600.00 |  | 3,000 | 3,000 |
| Put on Euro Stoxx 50 Price Index January 2020/3,500.00 |  | 4,000 | 4,000 |
| Put on Euro Stoxx 50 Price Index January 2020/3,650.00 |  | 4,000 | 4,000 |
| Put on EUR/USD May 2019/1.1100 |  | 400,000,000 | 400,000,000 |
| Put on VSTOXX Volatilitätsindex April 2019/14.00 |  | 10,000 | 10,000 |
| USD |  |  |  |
| Call on E-Mini S&P 500 Index Future December 2019/2,770.00 |  | 5,600 | 5,600 |
| Call on E-Mini S&P 500 Index Future December 2019/3,000.00 |  | 1,300 | 1,300 |
| Call on E-Mini S&P 500 Index Future June 2019 June 2019/2,945.00 |  | 1,300 | 1,300 |
| Call on E-Mini S&P 500 Index Future June 2019/2,820.00 |  | 5,600 | 5,600 |
| Call on E-Mini S&P 500 Index Future June 2019/2,910.00 |  | 1,075 | 1,075 |
| Call on E-Mini S&P 500 Index Future June 2019/2,980.00 |  | 2,500 | 2,500 |
| Call on E-Mini S&P 500 Index Future September 2019 September 2019/3,050.00 |  | 4,000 | 4,000 |
| Call on EUR/USD March 2019/1.1230 |  | 100,000,000 | 100,000,000 |
| Call on EUR/USD March 2019/1.1400 |  | 200,000,000 | 200,000,000 |
| Call on EUR/USD November 2019/1.115 |  | 200,000,000 | 200,000,000 |
| Call on EUR/USD October 2019/1.110 |  | 200,000,000 | 200,000,000 |
| Call on Nasdaq 100 Index April 2019/7,500.00 |  | 280 | 280 |
| Call on S&P 500 Index February 2019/2,550.00 |  | 150 | 150 |
| Call on S&P 500 Index February 2019/2,600.00 |  | 300 | 300 |
| Call on S&P 500 Index June 2019/2,750.00 |  | 600 | 600 |
| Call on S&P 500 Index May 2019/2,890.00 |  | 1,000 | 1,000 |
| Call on S&P 500 Index May 2019/2,950.00 |  | 1,000 | 1,000 |
| Call on S&P 500 Index March 2019/2,600.00 |  | 300 | 300 |
| Call on S&P 500 Index March 2019/2,650.00 |  | 300 | 300 |
| Put on E-Mini S&P 500 Index Future December 2019/2,800.00 |  | 1,300 | 1,300 |
| Put on E-Mini S&P 500 Index Future June 2019 June 2019/2,750.00 |  | 1,000 | 1,000 |
| Put on E-Mini S&P 500 Index Future June 2019 June 2019/2,775.00 |  | 1,000 | 1,000 |
| Put on E-Mini S&P 500 Index Future June 2019 June 2019/2,850.00 |  | 1,000 | 1,000 |
| Put on E-Mini S&P 500 Index Future June 2019/2,480.00 |  | 5,600 | 5,600 |
| Put on E-Mini S&P 500 Index Future September 2019/2,760.00 |  | 2,000 | 2,000 |
| Put on EUR/USD December 2019/1.0800 |  | 200,000,000 | 200,000,000 |
| Put on EUR/USD June 2019/1.100 |  | 550,000,000 | 550,000,000 |
| Put on EUR/USD June 2019/1.100 |  | 50,000,000 | 50,000,000 |
| Put on EUR/USD June 2019/1.100 |  | 50,000,000 | 50,000,000 |
| Put on EUR/USD March 2019/1.120 |  | 100,000,000 | 100,000,000 |
| Put on EUR/USD March 2019/1.1200 |  | 100,000,000 | 100,000,000 |
| Put on Nasdaq 100 Index April 2019/7,200.00 |  | 280 | 280 |
| Put on S&P 500 Index August 2019/2,950.00 |  | 2,150 | 2,150 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 39
| ISIN	Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- |
| USD (continued) |  |  |
| Put on S&P 500 Index December 2019/2,900.00 | 1,950 | 1,950 |
| Put on S&P 500 Index December 2019/3,030.00 | 1,300 | 1,300 |
| Put on S&P 500 Index February 2019/2,300.00 | 450 | 450 |
| Put on S&P 500 Index February 2019/2,350.00 | 150 | 150 |
| Put on S&P 500 Index February 2019/2,400.00 | 450 | 450 |
| Put on S&P 500 Index January 2019/2,450.00 | 400 | 400 |
| Put on S&P 500 Index January 2019/2,500.00 | 480 | 0 |
| Put on S&P 500 Index January 2019/2,500.00 | 200 | 200 |
| Put on S&P 500 Index January 2019/2,550.00 | 400 | 400 |
| Put on S&P 500 Index January 2019/2,580.00 | 600 | 600 |
| Put on S&P 500 Index January 2019/2,620.00 | 0 | 480 |
| Put on S&P 500 Index June 2019/2,350.00 | 600 | 600 |
| Put on S&P 500 Index May 2019/2,815.00 | 1,000 | 1,000 |
| Put on S&P 500 Index May 2019/2,870.00 | 1,000 | 1,000 |
| Put on S&P 500 Index March 2019/2,250.00 | 0 | 800 |
| Put on S&P 500 Index March 2019/2,500.00 | 850 | 850 |
| Put on S&P 500 Index March 2019/2,650.00 | 850 | 850 |
| Futures contracts |  |  |
| EUR |  |  |
| DAX Performance-Index Future December 2019 | 300 | 300 |
| DAX Performance-Index Future June 2019 | 1,575 | 1,575 |
| DAX Performance-Index Future June 2019 | 770 | 770 |
| DAX Performance-Index Future March 2019 | 1,650 | 1,650 |
| DAX Performance-Index Future March 2019 | 450 | 200 |
| DAX Performance-Index Future September 2019 | 350 | 350 |
| EUREX Dow Jones EURO STOXX 50 Index Future December 2019 | 19,950 | 19,950 |
| EUREX Dow Jones EURO STOXX 50 Index Future March 2020 | 6,600 | 6,600 |
| EUX 10 YR Euro-OAT Future June 2019 | 3,350 | 3,350 |
| EUX 10 YR Euro-OAT Future March 2019 | 2,000 | 2,000 |
| EUX 10YR Euro-Bund Future September 2019 | 2,100 | 2,100 |
| EUX 5YR Euro-Bobl Future March 2019 | 2,800 | 300 |
| 10YR Euro-BTP 6 % Future June 2019 | 400 | 400 |
| 10YR Euro-BTP 6 % Future March 2019 | 200 | 200 |
| GBP |  |  |
| LIF Long Gilt Future December 2019 | 2,375 | 2,375 |
| LIF Long Gilt Future September 2019 | 4,300 | 4,300 |
| JPY |  |  |
| Yen Denominated Nikkei 225 Index Future June 2019 | 2,400 | 2,400 |
| USD |  |  |
| CBT 10YR US T-Bond Note Future December 2019 | 9,900 | 9,900 |
| CBT 10YR US T-Bond Note Future December 2019 | 3,650 | 3,650 |
| CBT 10YR US T-Bond Note Future June 2019 | 11,050 | 11,050 |
| CBT 10YR US T-Bond Note Future March 2019 | 5,000 | 5,000 |
| CBT 10YR US T-Bond Note Future March 2019 | 0 | 10,000 |
| CBT 10YR US T-Bond Note Future September 2019 | 23,400 | 23,400 |
| CBT 10YR US T-Bond Note Future September 2019 | 325 | 325 |


## from 1 January 2019 to 31 December 2019
Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 40

## from 1 January 2019 to 31 December 2019
| ISIN	Securities | Acquisitions in the period under review | Disposals in the period under review |
| --- | --- | --- |
| USD (continued) |  |  |
| CBT 2YR US T-Bill 6 % Future December 2019 | 1,900 | 1,900 |
| CBT 2YR US T-Bill 6 % Future September 2019 | 3,850 | 3,850 |
| CBT 20YR US T-Bond 6 % Future September 2019 | 100 | 100 |
| CME Nasdaq 100 E-Mini Index Future December 2019 | 500 | 500 |
| CME Nasdaq 100 E-Mini Index Future December 2019 | 500 | 500 |
| CME Nasdaq 100 E-Mini Index Future June 2019 | 150 | 150 |
| CME Nasdaq 100 E-Mini Index Future March 2019 | 3,750 | 1,650 |
| CME Nasdaq 100 E-Mini Index Future March 2019 | 450 | 450 |
| CME 3MO Euro-Dollar Future December 2020 | 30,000 | 30,000 |
| E-Mini S&P 500 Index Future December 2019 | 5,450 | 5,450 |
| E-Mini S&P 500 Index Future June 2019 | 9,325 | 9,325 |
| E-Mini S&P 500 Index Future March 2019 | 900 | 900 |
| E-Mini S&P 500 Index Future September 2019 | 7,800 | 7,800 |
| FTSE China A 50 Index Future August 2019 | 5,700 | 5,700 |
| FTSE China A 50 Index Future July 2019 | 15,300 | 15,300 |
| UltraTreasury 6 % Future June 2019 | 7,700 | 7,700 |
| UltraTreasury 6 % Future March 2019 | 0 | 7,500 |

Purchases and sales of securities, promissory note loans and derivatives executed during the period under review, including changes excluding capital movements to the extent not reported in the statement of net assets.

### 41

### Exchange rates

### For the valuation of assets in a foreign currency, the following exchange rate for 31 December 2019 was used for conversion into euro.
| Australian dollar | EUR | 1 | = | AUD | 1.5982 |
| --- | --- | --- | --- | --- | --- |
| Sterling | EUR | 1 | = | GBP | 0.8526 |
| Japanese yen | EUR | 1 | = | JPY | 122.3020 |
| Swiss franc | EUR | 1 | = | CHF | 1.0891 |
| South African rand | EUR | 1 | = | ZAR | 15.6605 |
| US dollar | EUR | 1 | = | USD | 1.1162 |


### 42
Ethna-AKTIV

Translation (ENDE, 2019-12-31):
# Zu- und Abgänge
vom 1. Januar 2019 bis zum 31. Dezember 2019
30	Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
| ISIN | Wertpapiere |  | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- | --- |
| Aktien, Anrechte und Genussscheine |  |  |  |
| Börsengehandelte Wertpapiere |  |  |  |
| Deutschland |  |  |  |
| DE0005659700 | Eckert & Ziegler Strahlen- und Medizintechnik AG | EUR | 30.000 | 30.000 |
| Neuseeland |  |  |  |
| NZATME0002S8 | The a2 Milk Co. Ltd. | AUD | 800.000 | 800.000 |
| Schweiz |  |  |  |
| CH0190891181 | Leonteq AG | CHF | 0 | 250.000 |
| CH0496451508 | SoftwareONE Holding AG | CHF | 225.000 | 225.000 |
| Vereinigte Staaten von Amerika |  |  |  |
| US0126531013 | Albemarle Corporation | USD | 100.000 | 100.000 |
| US20605P1012 | Concho Resources Inc. | USD | 62.500 | 275.000 |
| US42809H1077 | Hess Corporation | USD | 90.000 | 600.000 |
| US53814L1089 | Livent Corporation | USD | 300.000 | 300.000 |
| US5658491064 | Marathon Oil Corporation | USD | 330.000 | 1.920.000 |
| US8865471085 | Tiffany & Co. | USD | 250.000 | 250.000 |
| Nicht notierte Wertpapiere |  |  |  |
| Luxemburg |  |  |  |
| LU1121644055 | JAB Consumer Fund SCA SICAR Class A2 | EUR | 0 | 11.677 |
| Schweiz |  |  |  |
| CH0033050961 | Sandpiper Digital Payments AG | CHF | 0 | 9.219.012 |
| Anleihen |  |  |  |
| Börsengehandelte Wertpapiere |  |  |  |
| EUR |  |  |  |
| XS1883354620 | 0,875 %	Abbott Ireland Financing DAC Reg.S. v.18(2023) |  | 5.000.000 | 25.000.000 |
| XS1520899532 | 1,375 %	AbbVie Inc. v.16(2024) |  | 30.000.000 | 30.000.000 |
| XS2055651918 | 1,125 %	Abertis Infraestructuras S.A. Reg.S. v.19(2028) |  | 14.000.000 | 14.000.000 |
| XS2008921947 | 0,625 %	Aegon Bank NV Reg.S. v.19(2024) |  | 10.000.000 | 10.000.000 |
| FR0013302197 | 1,000 %	Aéroports de Paris S.A. Reg.S. v.17(2027) |  | 0 | 15.000.000 |
| XS1622621222 | 2,125 %	Allergan Funding SCS Reg.S. v.17(2029) |  | 0 | 15.000.000 |
| XS1909193150 | 1,500 %	Allergan Funding SCS v.18(2023) |  | 7.000.000 | 7.000.000 |
| DE000A2RWAX4 | 0,875 %	Allianz Finance II BV EMTN Reg.S. v.19(2026) |  | 8.500.000 | 8.500.000 |

| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| EUR (Fortsetzung) |  |  |  |  |
| XS1686846061 | 1,625 % | Anglo American Capital Plc. EMTN Reg.S. v.17(2025) | 0 | 20.000.000 |
| XS1962513674 | 1,625 % | Anglo American Capital Plc. EMTN Reg.S. v.19(2026) | 20.000.000 | 20.000.000 |
| BE6276039425 | 0,800 % | Anheuser-Busch InBev S.A./NV EMTN Reg.S. v.15(2023) | 5.000.000 | 10.000.000 |
| XS1619312173 | 0,875 % | Apple Inc. v.17(2025) | 0 | 8.000.000 |
| XS1877836079 | 1,000 % | Archer Daniels Midland Co. v.18(2025) | 30.000.000 | 30.000.000 |
| XS1875331636 | 1,125 % | Argentum Netherlands BV Reg.S. v.18(2025) | 15.000.000 | 20.000.000 |
| XS1649193403 | 1,875 % | Aroundtown SA EMTN Reg.S. v.17(2026) | 0 | 10.000.000 |
| XS1761721262 | 1,625 % | Aroundtown SA EMTN Reg.S. v.18(2028) | 0 | 15.000.000 |
| XS1577953760 | 0,321 % | Asahi Group Holdings Ltd. Reg.S. v.17(2021) | 0 | 20.000.000 |
| XS1577951715 | 1,151 % | Asahi Group Holdings Ltd. Reg.S. v.17(2025) | 0 | 20.000.000 |
| XS1411404855 | 0,750 % | AstraZeneca Plc. EMTN Reg.S. v.16(2024) | 30.000.000 | 30.000.000 |
| FR0013378452 | 1,750 % | Atos SE Reg.S. v.18(2025) | 0 | 25.000.000 |
| XS1774629346 | 0,625 % | Australia and New Zealand Banking Group Ltd. EMTN | 0 | 30.000.000 |
|  |  | Reg.S. v.18(2023) |  |  |
| XS1908273219 | 1,875 % | Aviva Plc. EMTN Reg.S. v.18(2027) | 15.000.000 | 15.000.000 |
| XS1560862580 | 0,492 % | Bank of America Corporation EMTN Reg.S. FRN v.17(2022) | 5.000.000 | 5.000.000 |
| XS1602557495 | 0,403 % | Bank of America Corporation EMTN Reg.S. FRN v.17(2023) | 10.000.000 | 10.000.000 |
| XS1458405898 | 0,750 % | Bank of America Corporation EMTN Reg.S. v.16(2023) | 5.000.000 | 20.000.000 |
| XS0211568331 | 3,468 % | Bank of Scotland Plc. FRN v.05(2035) | 0 | 5.000.000 |
| XS1017833242 | 2,500 % | BASF SE EMTN Reg.S. v.14(2024) | 0 | 10.000.000 |
| XS1823502650 | 0,875 % | BASF SE Reg.S. v.18(2025) | 0 | 20.000.000 |
| XS1577962084 | 1,300 % | Baxter International Inc. v.17(2025) | 20.000.000 | 20.000.000 |
| XS2002496409 | 3,125 % | BayWa AG EMTN Reg.S. Green Bond v.19(2024) | 20.000.000 | 20.000.000 |
| XS1380334141 | 1,300 % | Berkshire Hathaway Inc. v.16(2024) | 0 | 15.000.000 |
| XS1888229249 | 1,250 % | Bertelsmann SE & Co. KGaA EMTN Reg.S. v.18(2025) | 0 | 20.000.000 |
| XS1823246712 | 0,500 % | BMW Fin EMTN Reg.S. v.18(2022) | 0 | 20.000.000 |
| XS1747444245 | 0,375 % | BMW Fin EMTN Reg.S. v.18(2023) | 0 | 10.000.000 |
| XS1715325665 | 0,200 % | BNG Bank NV EMTN Reg.S. Green Bond v.17(2024) | 0 | 15.000.000 |
| XS1227748214 | 0,250 % | BNG Bank NV EMTN Reg.S. v.15(2025) | 0 | 15.000.000 |
| XS1855427859 | 0,050 % | BNG Bank NV EMTN Reg.S. v.18(2023) | 0 | 20.000.000 |
| XS1375957294 | 1,953 % | BP Capital Markets Plc. EMTN Reg.S. v.16(2025) | 0 | 10.000.000 |
| XS1637863629 | 1,077 % | BP Capital Markets Plc. EMTN Reg.S. v.17(2025) | 10.000.000 | 20.000.000 |
| FR0013111903 | 0,375 % | BPCE SFH EMTN Reg.S. Pfe. v.16(2023) | 0 | 20.000.000 |
| FR0012518926 | 0,500 % | BPCE SFH Reg.S. Pfe. v.15(2022) | 0 | 20.000.000 |
| XS1441773550 | 1,200 % | Brown-Forman Corporation v.16(2026) | 5.000.000 | 10.000.000 |
| FR0013344181 | 0,125 % | Caisse d‘Amortissement de la Dette Sociale EMTN Reg.S. | 0 | 10.000.000 |
|  |  | v.18(2023) |  |  |
| XS0230957424 | 1,461 % | Caixa Geral de Depositos Finance FRN Perp. | 0 | 3.400.000 |
| FR0013327962 | 1,000 % | Capgemini SE Reg.S. v.18(2024) | 5.000.000 | 5.000.000 |
| XS1713474671 | 1,250 % | Celanese US Holdings LLC v.17(2025) | 0 | 20.000.000 |
| XS1417876759 | 0,520 % | Citigroup Inc. EMTN Reg.S. FRN v.16(2021) | 5.000.000 | 5.000.000 |
| XS1795253134 | 0,164 % | Citigroup Inc. EMTN Reg.S. FRN v.18(2023) | 10.000.000 | 10.000.000 |
| XS1107727007 | 2,125 % | Citigroup Inc. EMTN Reg.S. v.14(2026) | 15.000.000 | 15.000.000 |
| XS1457608013 | 0,750 % | Citigroup Inc. EMTN Reg.S. v.16(2023) | 15.000.000 | 15.000.000 |
| XS1497312295 | 0,875 % | CK Hutchison Finance [16] II Ltd. Reg.S. v.16(2024) | 20.000.000 | 20.000.000 |
| XS1823623878 | 1,875 % | CNH Industrial Finance Europe S.A. EMTN Reg.S. | 0 | 15.000.000 |
|  |  | v.18(2026) |  |  |
| DE000CZ40MW3 | 0,250 % | Commerzbank AG EMTN Pfe. v.18(2023) | 0 | 15.000.000 |
| DE000CZ40LM6 | 0,050 % | Commerzbank AG Reg.S. Pfe. v.16(2024) | 0 | 20.000.000 |
| FR0013256427 | 0,200 % | Compagnie de Financement Foncier EMTN Reg.S. Pfe. | 0 | 20.000.000 |
|  |  | v.17(2022) |  |  |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
31
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| EUR (Fortsetzung) |  |  |  |  |
| FR0013231081 | 0,325 % | Compagnie de Financement Foncier EMTN Reg.S. Pfe. | 0 | 30.000.000 |
|  |  | v.17(2023) |  |  |
| FR0013357845 | 0,875 % | Compagnie Générale des Établissements Michelin [Michelin | 0 | 20.000.000 |
|  |  | et Cie] S.C.p.A. Reg.S. v.18(2025) |  |  |
| XS1637093508 | 0,625 % | Compass Group Finance Netherlands BV EMTN Reg.S. | 7.500.000 | 10.000.000 |
|  |  | v.17(2024) |  |  |
| XS1801786275 | 4,000 % | Coty Inc. Reg.S. v.18(2023) | 10.000.000 | 10.000.000 |
| FR0013141066 | 0,375 % | Crédit Agricole Home Loan SFH EMTN Reg.S. Pfe. | 0 | 15.000.000 |
|  |  | v.16(2023) |  |  |
| FR0013263951 | 0,375 % | Crédit Agricole Home Loan SFH EMTN Reg.S. Pfe. | 0 | 25.000.000 |
|  |  | v.17(2024) |  |  |
| FR0013113453 | 0,375 % | Crédit Mutuel - CIC Home Loan SFH EMTN Reg.S. Pfe. | 0 | 15.000.000 |
|  |  | v.16(2022) |  |  |
| DE000A190ND6 | 0,250 % | Daimler International Finance BV EMTN Reg.S. v.18(2022) | 0 | 30.000.000 |
| DE000A2RYD91 | 1,375 % | Daimler International Finance BV EMTN Reg.S. v.19(2026) | 10.000.000 | 10.000.000 |
| FR0013216918 | 0,709 % | Danone S.A. EMTN Reg.S. v.16(2024) | 18.000.000 | 20.000.000 |
| XS1564320080 | 0,125 % | Danske Bank A/S EMTN Reg.S. Pfe. v.17(2022) | 0 | 15.000.000 |
| XS1828032513 | 0,625 % | Deutsche Telekom International Finance BV EMTN Reg.S. | 0 | 20.000.000 |
|  |  | v.18(2022) |  |  |
| XS1255436187 | 2,500 % | DH Europe Finace S.A. v.15(2025) | 0 | 10.000.000 |
| XS1896660989 | 1,000 % | Diageo Finance Plc. EMTN Reg.S. v.18(2025) | 0 | 20.000.000 |
| XS0856976682 | 1,875 % | DNB Boligkreditt A.S. EMTN Reg.S. Pfe. v.12(2022) | 0 | 15.000.000 |
| XS0759310930 | 2,750 % | DNB Boligkreditt A.S. EMTN Reg.S. Pfe. v.12(2022) | 0 | 15.000.000 |
| DE000DHY4648 | 0,250 % | Dte. Hypothekenbank [A.-G.] EMTN Pfe. v.16(2024) | 0 | 20.000.000 |
| DE000A2TSDD4 | 0,875 % | Dte. Telekom AG EMTN Reg.S. v.19(2026) | 20.000.000 | 20.000.000 |
| XS2024715794 | 0,500 % | Dte. Telekom AG EMTN Reg.S. v.19(2027) | 40.000.000 | 40.000.000 |
| BE0002629104 | 1,375 % | Elia System Operator S.A./NV EMTN Reg.S. v.19(2026) | 15.000.000 | 15.000.000 |
| XS1915689746 | 1,250 % | Emerson Electric Co. EMTN v.19(2025) | 15.700.000 | 15.700.000 |
| XS2047500926 | 0,350 % | E.ON SE EMTN Reg.S. Green Bond v.19(2030) | 10.000.000 | 10.000.000 |
| XS1346557637 | 0,625 % | Erste Group Bank AG EMTN Reg.S. Pfe. v.16(2023) | 0 | 25.000.000 |
| XS2009861480 | 1,125 % | ESB Finance DAC EMTN Reg.S. Green Bond v.19(2030) | 10.000.000 | 10.000.000 |
| XS1584122177 | 1,125 % | Essity AB EMTN Reg.S. v.17(2024) | 1.850.000 | 5.550.000 |
| BE6305977074 | 0,500 % | Euroclear Bank S.A./NV EMTN Reg.S. v.18(2023) | 0 | 17.000.000 |
| XS1651444140 | 2,125 % | Eurofins Scientific S.E. Reg.S. v.17(2024) | 3.000.000 | 3.000.000 |
| XS1789623029 | 1,000 % | Euronext NV Reg.S. v.18(2025) | 0 | 22.500.000 |
| EU000A1Z6630 | 0,625 % | Europäische Union EMTN Reg.S. v.15(2023) | 0 | 20.000.000 |
| EU000A19VVY6 | 0,500 % | Europäische Union EMTN Reg.S. v.18(2025) | 0 | 20.000.000 |
| EU000A1U9894 | 1,000 % | Europäischer Stabilitätsmechanismus [ESM] EMTN Reg.S. | 0 | 25.000.000 |
|  |  | v.15(2025) |  |  |
| EU000A1U9951 | 0,125 % | Europäischer Stabilitätsmechanismus [ESM] EMTN Reg.S. | 0 | 20.000.000 |
|  |  | v.16(2024) |  |  |
| EU000A1G0D39 | 0,125 % | European Financial Stability Facility [EFSF] EMTN Reg.S. | 0 | 20.000.000 |
|  |  | v.17(2023) |  |  |
| EU000A1G0DQ6 | 0,375 % | European Financial Stability Facility [EFSF] EMTN Reg.S. | 0 | 22.500.000 |
|  |  | v.17(2024) |  |  |
| XS1575991358 | 0,250 % | European Investment Bank (EIB) EMTN Reg.S. v.17(2024) | 0 | 30.000.000 |
| XS1686550960 | 0,050 % | European Investment Bank (EIB) v.17(2023) | 0 | 20.000.000 |
| FR0013369493 | 2,000 % | Eutelsat S.A. Reg.S. v.18(2025) | 0 | 20.000.000 |
| XS1753808929 | 1,750 % | Exor NV Reg.S. v.18(2028) | 0 | 20.000.000 |
| XS1843436574 | 0,750 % | Fidelity National Information Services Inc. v.19(2023) | 8.000.000 | 8.000.000 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
32
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| EUR (Fortsetzung) |  |  |  |  |
| XS0825855751 | 2,250 % | Fortum Oyj EMTN Reg.S. v.12(2022) | 0 | 25.000.000 |
| XS1956037664 | 1,625 % | Fortum Oyj EMTN Reg.S. v.19(2026) | 25.000.000 | 25.000.000 |
| XS1612542826 | 0,875 % | General Electric Co. v.17(2025) | 5.000.000 | 25.000.000 |
| XS1612543121 | 1,500 % | General Electric Co. v.17(2029) | 0 | 5.000.000 |
| XS1822828122 | 1,250 % | GlaxoSmithKline Capital Plc. EMTN Reg.S. v.18(2026) | 0 | 20.000.000 |
| XS1515216650 | 1,500 % | G4S International Finance Plc. EMTN Reg.S. v.16(2023) | 0 | 9.000.000 |
| XS1330434389 | 1,500 % | Heineken NV EMTN Reg.S. v.15(2024) | 2.000.000 | 2.000.000 |
| XS1401174633 | 1,000 % | Heineken NV EMTN Reg.S. v.16(2026) | 10.000.000 | 12.000.000 |
| DE000A1RQCP0 | 0,250 % | Hessen Reg.S. v.15(2025) | 0 | 20.000.000 |
| XS1933820372 | 2,125 % | ING Groep NV EMTN Reg.S. v.19(2026) | 20.000.000 | 20.000.000 |
| XS1375955678 | 1,750 % | International Business Machines Corporation v.16(2028) | 10.000.000 | 10.000.000 |
| XS1945110606 | 1,250 % | International Business Machines Corporation v.19(2027) | 3.000.000 | 3.000.000 |
| XS1755108344 | 1,125 % | Islandsbanki HF Fix-to-Float v.18(2024) | 0 | 20.000.000 |
| XS1411535799 | 0,650 % | Johnson & Johnson v.16(2024) | 4.000.000 | 10.000.000 |
| XS1456422135 | 0,625 % | JPMorgan Chase & Co. EMTN Reg.S. v.16(2024) | 20.000.000 | 30.000.000 |
| XS1756367816 | 0,500 % | KommuneKredit EMTN Reg.S. v.18(2025) | 0 | 15.000.000 |
| XS1685798370 | 0,875 % | Koninklijke Ahold Delhaize NV v.17(2024) | 5.000.000 | 5.000.000 |
| XS1815116568 | 0,750 % | Koninklijke Philips NV Reg.S. v.18(2024) | 5.000.000 | 20.000.000 |
| DE000A2DAR24 | 0,125 % | Kreditanstalt für Wiederaubau v.17(2024) | 0 | 20.000.000 |
| DE000A2DAJ57 | 0,125 % | Kreditanstalt für Wiederaubau v.17(2024) | 0 | 22.500.000 |
| XS1725526765 | 1,000 % | Landsbankinn hf. EMTN Reg.S. v.17(2023) | 0 | 20.000.000 |
| XS1564325550 | 0,250 % | Landwirtschaftliche Rentenbank EMTN Reg.S. v.17(2024) | 0 | 20.000.000 |
| XS1673096829 | 0,250 % | Landwirtschaftliche Rentenbank EMTN Reg.S. v.17(2025) | 0 | 20.000.000 |
| FR0013257623 | 0,750 % | LVMH Moët Hennessy Louis Vuitton SE EMTN Reg.S. | 5.000.000 | 10.000.000 |
|  |  | v.17(2024) |  |  |
| XS1567174286 | 1,500 % | McKesson Corporation v.17(2025) | 5.000.000 | 20.000.000 |
| XS1960678255 | 1,125 % | Medtronic Global Holdings SCA v.19(2027) | 10.000.000 | 10.000.000 |
| XS1440976535 | 1,250 % | Molson Coors Brewing Co. v.16(2024) | 0 | 12.000.000 |
| DE000MHB13J7 | 0,500 % | Münchener Hypothekenbank eG Pfe. v.15(2025) | 0 | 20.000.000 |
| XS1626191107 | 0,250 % | Nederlandse Waterschapsbank NV EMTN Reg.S. Green | 0 | 35.000.000 |
|  |  | Bond v.17(2024) |  |  |
| XS1648298559 | 0,875 % | Nestlé Holdings Inc. Reg.S. v.17(2025) | 5.000.000 | 20.000.000 |
| XS1522968277 | 0,250 % | Nordea Mortgage Bank Plc. EMTN Reg.S. Pfe. v.16(2023) | 0 | 20.000.000 |
| XS1492825051 | 0,125 % | Novartis Finance S.A. Reg.S. v.16(2023) | 0 | 20.000.000 |
| XS1689595830 | 0,250 % | Oesterreichische Kontrollbank AG EMTN Reg.S. v.17(2024) | 0 | 15.000.000 |
| XS1709433509 | 1,000 % | PostNL NV Reg.S. v.17(2024) | 0 | 20.000.000 |
| XS1072516690 | 3,000 % | Prologis L.P. v.14(2026) | 0 | 8.000.000 |
| BE0002237064 | 1,875 % | Proximus S.A. Reg.S. EMTN v.15(2025) | 3.000.000 | 3.000.000 |
| XS1789751531 | 1,000 % | Richemont International Holding S.A. Reg.S. v.18(2026) | 0 | 25.000.000 |
| XS1246658501 | 0,875 % | Royal Bank of Canada Reg.S. Pfe. v.15(2022) | 0 | 20.000.000 |
| XS1847633119 | 0,250 % | Royal Bank of Canada Reg.S. Pfe. v.18(2023) | 0 | 24.000.000 |
| XS1622193750 | 1,250 % | Sampo OYJ EMTN Reg.S. v.17(2025) | 0 | 15.000.000 |
| FR0013324332 | 0,500 % | Sanofi S.A. Reg.S. v.18(2023) | 0 | 28.000.000 |
| FR0013324340 | 1,000 % | Sanofi S.A. Reg.S. v.18(2026) | 0 | 20.000.000 |
| DE000A2G8VT5 | 1,000 % | SAP SE Reg.S. v.18(2026) | 0 | 25.000.000 |
| XS1874127811 | 0,375 % | Siemens Financieringsmaatschappij NV EMTN Reg.S. | 0 | 10.000.000 |
|  |  | v.18(2023) |  |  |
| XS1684385161 | 3,125 % | SoftBank Group Corporation Reg.S. v.17(2025) | 5.000.000 | 5.000.000 |
| XS1368543135 | 0,375 % | Stadshypotek AB EMTN Reg.S. Pfe. v.16(2023) | 0 | 30.000.000 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
33
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| EUR (Fortsetzung) |  |  |  |  |
| XS1693281534 | 0,750 % | Standard Chartered Plc. EMTN Reg.S. Fix-to-Float | 10.000.000 | 10.000.000 |
|  |  | v.17(2023) |  |  |
| XS1693281617 | 1,625 % | Standard Chartered Plc. EMTN Reg.S. Fix-to-Float | 5.000.000 | 20.000.000 |
|  |  | v.17(2027) |  |  |
| XS1002121454 | 6,500 % | Stichting AK Rabobank Certificaten Reg.S. FRN v.13(2199) | 0 | 25.000.000 |
| XS1914485534 | 1,125 % | Stryker Corporation v.18(2023) | 0 | 15.000.000 |
| XS1724873275 | 1,000 % | Südzucker Internat Finance Reg.S. v.17(2025) | 1.000.000 | 11.000.000 |
| XS1606633912 | 0,400 % | Swedbank Hypotek AB Reg.S. Pfe. v.17(2024) | 0 | 25.000.000 |
| XS1550143421 | 0,375 % | Swedish Covered Bond Corporation,The EMTN Reg.S. Pfe. | 0 | 25.000.000 |
|  |  | v.17(2024) |  |  |
| XS1843449049 | 1,125 % | Takeda Pharmaceutical Co. Ltd. Reg.S. v.18(2022) | 5.000.000 | 20.000.000 |
| XS1843449122 | 2,250 % | Takeda Pharmaceutical Co. Ltd. Reg.S. v.18(2026) | 5.000.000 | 5.000.000 |
| XS2001737324 | 0,750 % | Telenor ASA EMTN Reg.S. v.19(2026) | 5.000.000 | 5.000.000 |
| XS1574672397 | 0,500 % | The Coca-Cola Co. v.17(2024) | 0 | 30.000.000 |
| XS1577427526 | 0,307 % | The Goldman Sachs Group Inc. EMTN Reg.S. FRN | 10.000.000 | 10.000.000 |
|  |  | v.17(2022) |  |  |
| XS1691349523 | 0,277 % | The Goldman Sachs Group Inc. EMTN Reg.S. FRN | 10.000.000 | 10.000.000 |
|  |  | v.17(2023) |  |  |
| XS1861206636 | 2,000 % | The Goldman Sachs Group Inc. EMTN Reg.S. v.18(2028) | 10.000.000 | 10.000.000 |
| XS1900750107 | 0,625 % | The Procter & Gamble Co. v.18(2024) | 10.800.000 | 12.800.000 |
| XS1405775708 | 0,750 % | Thermo Fisher Scientific Inc. v.16(2024) | 30.000.000 | 30.000.000 |
| XS1578127778 | 1,450 % | Thermo Fisher Scientific Inc. v.17(2027) | 0 | 15.000.000 |
| XS2058556619 | 0,875 % | Thermo Fisher Scientific Inc. v.19(2031) | 10.000.000 | 10.000.000 |
| XS1693818285 | 0,625 % | Total Capital International S.A. EMTN Reg.S. v.17(2024) | 10.000.000 | 10.000.000 |
| XS1874122770 | 1,023 % | Total Capital International S.A. EMTN Reg.S. v.18(2027) | 0 | 10.000.000 |
| XS1801780583 | 0,500 % | Toyota Fin Australia Ltd. EMTN Reg.S. v.18(2023) | 0 | 32.000.000 |
| XS1681520786 | 1,750 % | Transurban Finance Co. Pty Ltd. EMTN Reg.S. v.17(2028) | 0 | 10.000.000 |
| XS1873208950 | 0,500 % | Unilever NV Reg.S. v.18(2025) | 0 | 26.450.000 |
| XS1718480327 | 0,375 % | United Parcel Service Inc. v.17(2023) | 0 | 2.000.000 |
| FR0013281888 | 0,375 % | Valéo S.A. EMTN Reg.S. v.17(2022) | 2.000.000 | 10.000.000 |
| XS1405766897 | 0,875 % | Verizon Communications Inc. v.16(2025) | 15.000.000 | 15.000.000 |
| XS1708161291 | 1,375 % | Verizon Communications Inc. v.17(2026) | 0 | 20.000.000 |
| XS2001183164 | 1,500 % | Vesteda Finance BV EMTN Reg.S. Green Bond v.19(2027) | 5.000.000 | 5.000.000 |
| XS1492446460 | 0,625 % | V.F. Corporation v.16(2023) | 11.000.000 | 11.000.000 |
| FR0013367620 | 1,000 % | VINCI S.A. EMTN Reg.S. v.18(2025) | 0 | 25.000.000 |
| FR0013424868 | 0,625 % | Vivendi S.A. EMTN Reg.S. v.19(2025) | 5.000.000 | 5.000.000 |
| XS1721423462 | 1,125 % | Vodafone Group Plc. EMTN Reg.S. v.17(2025) | 20.000.000 | 20.000.000 |
| XS1586555861 | 1,125 % | Volkswagen Internat Finance NV Reg.S. v.17(2023) | 30.000.000 | 40.000.000 |
| XS1400169428 | 0,308 % | Wells Fargo & Co. EMTN Reg.S. FRN v.16(2021) | 5.000.000 | 5.000.000 |
| XS1558022866 | 0,194 % | Wells Fargo & Co. EMTN Reg.S. FRN v.17(2022) | 20.000.000 | 20.000.000 |
| XS1400169931 | 1,375 % | Wells Fargo & Co. EMTN Reg.S. v.16(2026) | 20.000.000 | 20.000.000 |
| XS1463043973 | 1,000 % | Wells Fargo & Co. EMTN Reg.S. v.16(2027) | 20.000.000 | 20.000.000 |
| DE000A14J7G6 | 2,750 % | ZF North America Capital Inc. Reg.S. v.15(2023) | 0 | 15.000.000 |
| XS1136406342 | 1,500 % | 3M Co. EMTN v.14(2026) | 1.000.000 | 10.000.000 |
| USD |  |  |  |  |
| US03523TBX54 | 4,150 % | Anheuser-Busch InBev Worldwide Inc. v.19(2025) | 20.000.000 | 20.000.000 |
| US035240AQ30 | 4,750 % | Anheuser-Busch InBev Worldwide Inc. v.19(2029) | 20.000.000 | 20.000.000 |
| US046353AR96 | 3,500 % | AstraZeneca Plc. v.18(2023) | 0 | 20.000.000 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
34
Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| USD (Fortsetzung) |  |  |
| US056752AJ76 | 3,625 % | Baidu Inc. v.17(2027) | 0 | 10.000.000 |
| GB0000777705 | 2,938 % | Barclays Bank Plc. FRN Perp. | 0 | 16.000.000 |
| US06738C8284 | 6,278 % | Barclays Bank Plc. Perp. | 0 | 20.300.000 |
| US06738EAU91 | 4,337 % | Barclays Plc. v.17(2028) | 30.000.000 | 30.000.000 |
| US07556QBP90 | 8,750 % | Beazer Homes USA Inc. v17(2022) | 0 | 5.000.000 |
| USG2179DAB13 | 3,625 % | CK Hutchison International Ltd. Reg.S. v.19(2029) | 10.000.000 | 10.000.000 |
| US12591DAC56 | 4,250 % | CNOOC Nexen Finance [2014] ULC v.14(2024) | 0 | 14.700.000 |
| US25466AAJ07 | 3,450 % | Discover Bank/Greenwood DE v.16(2026) | 0 | 20.000.000 |
| US37045XBQ88 | 4,000 % | General Motors Financial Co. Inc. v.16(2026) | 0 | 15.000.000 |
| US377373AH85 | 3,375 % | GlaxoSmithKline Capital Plc. v.19(2029) | 10.000.000 | 10.000.000 |
| US404280CC17 | 3,973 % | HSBC Holdings Plc. Fix-to-Float v.19(2030) | 10.000.000 | 10.000.000 |
| US44891CBB81 | 3,400 % | Hyundai Capital America Reg.S. v.19(2024) | 2.000.000 | 2.000.000 |
| US44965TAA51 | 4,090 % | ILFC E Capital Trust I FRN v.05(2065) | 0 | 24.000.000 |
| US456837AQ60 | 4,050 % | ING Groep NV v.19(2029) | 5.000.000 | 5.000.000 |
| US459200HU86 | 3,625 % | International Business Machines Corporation v.14(2024) | 0 | 15.000.000 |
| US52107QAH83 | 3,625 % | Lazard Group LCC v.16(2027) | 0 | 10.000.000 |
| US521865BA22 | 4,250 % | Lear Corporation v.19(2029) | 8.000.000 | 8.000.000 |
| US53944YAH62 | 3,900 % | Lloyds Banking Group Plc. v.19(2024) | 5.000.000 | 5.000.000 |
| US552676AQ11 | 6,000 % | MDC Holdings Inc. v.13(2043) | 0 | 7.000.000 |
| GB0006267073 | 3,125 % | National Westminster Bank Plc. Perp. | 0 | 10.000.000 |
| GB0006267180 | 2,813 % | National Westminster Bank PLC Serie B FRN Perp. | 0 | 10.000.000 |
| XS0215294512 | 2,627 % | NIBC Bank NV FRN Perp. | 0 | 13.100.000 |
| US67077MAT53 | 4,200 % | Nutrien Ltd.v.19(2029) | 1.000.000 | 1.000.000 |
| US680223AK06 | 3,875 % | Old Republic International Corporation v.16(2026) | 0 | 25.000.000 |
| US853254AC43 | 7,014 % | Standard Chartered Plc. FRN v.07(2037) | 0 | 10.000.000 |
| US88032XAE40 | 2,985 % | Tencent Holdings Ltd. Reg.S. v.18(2023) | 0 | 20.000.000 |
| US883556BX98 | 3,200 % | Thermo Fisher Scientific Inc. v.17(2027) | 10.000.000 | 10.000.000 |
| US91913YAU47 | 3,400 % | Valero Energy Corporation v.16(2026) | 0 | 20.000.000 |
| US912828W713 | 2,125 % | Vereinigte Staaten von Amerika v.17(2024) | 80.000.000 | 80.000.000 |
| US9128285A44 | 2,750 % | Vereinigte Staaten von Amerika v.18(2021) | 110.000.000 | 110.000.000 |
| US9128284V99 | 2,875 % | Vereinigte Staaten von Amerika v.18(2028) | 0 | 210.000.000 |
| US912828Y958 | 1,875 % | Vereinigte Staaten von Amerika v.19(2026) | 80.000.000 | 80.000.000 |
| US928563AC98 | 3,900 % | VMware Inc. v.17(2027) | 5.000.000 | 20.000.000 |
| US92857WBH25 | 3,750 % | Vodafone Group Plc. v.18(2024) | 20.000.000 | 20.000.000 |
| US94106LBF58 | 0,000 % | Waste Management Inc v.19(2024) | 3.000.000 | 3.000.000 |
| Neuemissionen, die zum Börsenhandel vorgesehen sind |  |  |
| EUR |  |  |
| XS2002532724 | 1,208 % | Becton Dickinson Euro Finance S.à r.l. v.19(2026) | 2.000.000 | 2.000.000 |
| XS2034626460 | 0,450 % | Fedex Corporation v.19(2025) | 10.000.000 | 10.000.000 |
| USD |  |  |
| US056752AM06 | 4,375 % | Baidu Inc. v.18(2024) | 0 | 10.000.000 |
| XS2011969651 | 3,375 % | CNAC [HK] Finbridge Co. Ltd. Reg.S. v.19(2024) | 7.000.000 | 7.000.000 |
| US853254BN98 | 3,785 % | Standard Chartered Plc. 144A Fix-to-Float v.19(2025) | 19.000.000 | 19.000.000 |

Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
35
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| An organisierten Märkten zugelassene oder in diese einbezogene Wertpapiere |  |  |
| EUR |  |  |
| DE000A19S4V6 | 0,875 % | Allianz Finance II BV EMTN Reg.S. v.17(2027) | 0 | 20.000.000 |
| XS1061642317 | 7,250 % | Altice Luxembourg S.A. Reg.S. v.14(2022) | 5.000.000 | 9.000.000 |
| XS1405781425 | 1,500 % | American International Group Inc. v.16(2023) | 0 | 5.000.000 |
| DE000A2YNQW7 | 4,500 % | Bilfinger SE Reg.S. v.19(2024) | 10.000.000 | 10.000.000 |
| XS1196503137 | 1,800 % | Booking Holdings Inc. v.15(2027) | 0 | 25.000.000 |
| XS1725553066 | 1,625 % | CGNPC International Ltd. EMTN Reg.S. Green Bond | 0 | 25.000.000 |
| v.17(2024) |  |  |
| XS1791704189 | 1,750 % | CNAC [HK] Finbridge Co. Ltd. Reg.S. v.18(2022) | 0 | 20.000.000 |
| XS1415535340 | 1,125 % | Coca-Cola European Partners Plc. Reg.S. v.16(2024) | 10.000.000 | 20.000.000 |
| XS1255433754 | 2,625 % | Ecolab Inc. v.15(2025) | 2.000.000 | 9.000.000 |
| XS1240751062 | 1,625 % | Eli Lilly and Company v.15(2026) | 5.300.000 | 5.300.000 |
| XS1983375871 | 4,000 % | Europcar Mobility Group S.A. Reg.S. v.19(2026) | 5.000.000 | 5.000.000 |
| XS1617845083 | 0,950 % | International Business Machines Corporation v.17(2025) | 5.000.000 | 10.000.000 |
| XS1881005976 | 4,500 % | Jaguar Land Rover Automotive Plc. Reg.S. v.18(2026) | 2.000.000 | 2.000.000 |
| XS1915596222 | 3,375 % | Juventus Football Club S.p.A. Reg.S. v.19(2024) | 3.000.000 | 3.000.000 |
| XS1199356954 | 1,250 % | Kellogg Co. v.15(2025) | 10.000.000 | 10.000.000 |
| XS1611042646 | 0,800 % | Kellogg Co. v.17(2022) | 0 | 10.000.000 |
| XS1405784015 | 2,250 % | Kraft Heinz Foods Co. Reg.S. v.16(2028) | 15.000.000 | 15.000.000 |
| XS1725630740 | 0,625 % | McDonald‘s Corporation Reg.S. v.17(2024) | 15.000.000 | 20.000.000 |
| XS1117296381 | 2,000 % | Mohawk Industries Inc. v.15(2022) | 10.000.000 | 10.000.000 |
| XS1989375503 | 0,637 % | Morgan Stanley EMTN Fix-to-Float v.19(2024) | 5.000.000 | 5.000.000 |
| XS1568888777 | 4,875 % | Petróleos Mexicanos EMTN Reg.S. v.17(2028) | 20.000.000 | 20.000.000 |
| XS1574158082 | 1,000 % | Pfizer Inc. v.17(2027) | 5.000.000 | 10.000.000 |
| DE000A19WVN8 | 8,500 % | R-Logitech S.A.M. v.18(2023) | 825.000 | 825.000 |
| FR0124665995 | 0,125 % | Union Nationale Interprofessionnelle pour l‘Emploi dans | 0 | 30.000.000 |
| l‘Industrie et le Commer v.17(2024) |  |  |
| XS1146282634 | 1,625 % | Verizon Communications Inc. v.14(2024) | 1.000.000 | 1.000.000 |
| XS1138360166 | 2,125 % | Walgreens Boots Alliance Inc. v.14(2026) | 5.000.000 | 10.000.000 |
| USD |  |  |
| US01400EAA10 | 0,000 % | Alcon Finance Corporation 144A v.19(2026) | 2.500.000 | 2.500.000 |
| US02154VAA98 | 7,750 % | Altice Luxembourg S.A. 144A v.14(2022) | 0 | 5.000.000 |
| US025816BW85 | 3,700 % | American Express Co. v.18(2023) | 10.000.000 | 10.000.000 |
| US026874DN40 | 4,250 % | American International Group Inc. v.19(2029) | 10.000.000 | 10.000.000 |
| US03522AAD28 | 3,650 % | Anheuser-Busch Cos LLC / Anheuser-Busch InBev | 20.000.000 | 20.000.000 |
| Worldwide Inc. 144A v.18(2026) |  |  |
| US035242AL09 | 3,300 % | Anheuser-Busch InBev Finance Inc. v.16(2023) | 0 | 20.000.000 |
| USK0479SAF58 | 4,500 % | AP Moller-Maersk AS Reg.S. v.19(2029) | 20.000.000 | 20.000.000 |
| US037411BF15 | 4,250 % | Apache Corporation v.19(2030) | 5.000.000 | 5.000.000 |
| US037833DP29 | 2,200 % | Apple Inc. v.19(2029) | 30.000.000 | 30.000.000 |
| US00206RCE09 | 3,900 % | AT & T Inc. v.14(2024) | 0 | 5.000.000 |
| US00206RGQ92 | 4,300 % | AT & T Inc. v.17(2030) | 10.000.000 | 10.000.000 |
| US00206RHJ41 | 4,350 % | AT & T Inc. v.19(2029) | 20.000.000 | 20.000.000 |
| US06051GHM42 | 4,271 % | Bank of America Corporation Fix-to-Float v.18(2029) | 15.000.000 | 15.000.000 |
| US06051GFM69 | 4,000 % | Bank of America Corporation v.15(2025) | 10.000.000 | 10.000.000 |
| USN1453LAD03 | 2,965 % | BMW Finance NV Reg.S. FRN v.19(2022) | 5.000.000 | 5.000.000 |
| US110122BZ08 | 2,900 % | Bristol-Myers Squibb Co. 144A v.19(2024) | 10.000.000 | 10.000.000 |
| US138616AE73 | 4,875 % | Cantor Fitzgerald L.P. 144A v.19(2024) | 5.000.000 | 5.000.000 |
| US14149YBA55 | 3,500 % | Cardinal Health Inc. v.14(2024) | 20.000.000 | 20.000.000 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
36
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| USD (Fortsetzung) |  |  |  |  |
| US124857AX11 | 3,700 % | CBS Corporation v.18(2028) | 0 | 25.000.000 |
| US17275RAV42 | 3,000 % | Cisco Systems Inc. v.15(2022) | 0 | 15.000.000 |
| US17275RBL50 | 2,500 % | Cisco Systems Inc. v.16(2026) | 5.000.000 | 5.000.000 |
| US20030NCT63 | 4,150 % | Comcast Corporation v.18(2028) | 20.000.000 | 20.000.000 |
| US126650CW89 | 4,100 % | CVS Health Corporation v.18 (2025) | 30.000.000 | 30.000.000 |
| US126650CV07 | 3,700 % | CVS Health Corporation v.18(2023) | 10.000.000 | 20.000.000 |
| US24703DAZ42 | 4,900 % | Dell International LLC/EMC Corporation 144A v.19(2026) | 30.000.000 | 30.000.000 |
| US26078JAB61 | 4,205 % | DuPont de Nemours Inc. v.18(2023) | 0 | 25.000.000 |
| US26078JAC45 | 4,493 % | DuPont de Nemours Inc. v.18(2025) | 25.000.000 | 25.000.000 |
| US30212PAP09 | 3,800 % | Expedia Group Inc. v.17(2028) | 10.000.000 | 10.000.000 |
| US31428XBP06 | 3,400 % | Fedex Corporation v.18(2028) | 10.000.000 | 10.000.000 |
| US345397ZW60 | 4,542 % | Ford Motor Credit Co. LLC v.19(2026) | 10.000.000 | 10.000.000 |
| US30283WAB00 | 6,250 % | FTS International Inc. v.14(2022) | 0 | 5.000.000 |
| US375558BJ18 | 4,000 % | Gilead Sciences Inc. v.16(2036) | 14.000.000 | 14.000.000 |
| US377372AN70 | 3,875 % | GlaxoSmithkline Capital v.18(2028) | 10.000.000 | 10.000.000 |
| US40573LAQ95 | 4,125 % | Halfmoon Parent Inc. 144A v.18(2025) | 25.000.000 | 25.000.000 |
| US437076BY77 | 2,950 % | Home Depot Inc. v.19(2029) | 10.000.000 | 10.000.000 |
| US445658CF29 | 3,875 % | Hunt [J.B.] Transport Services Inc. v.19(2026) | 10.000.000 | 10.000.000 |
| US44965UAA25 | 4,850 % | ILFC E-Capital Trust II  AER FRN v.05(2065) | 0 | 15.500.000 |
| USU0901CAJ90 | 5,750 % | JBS USA LLC/Finance Inc. Reg.S. v.15(2025) | 0 | 5.000.000 |
| US466112AP41 | 5,875 % | JBS USA LLC/JBS USA Finance Inc. 144A v.14(2024) | 0 | 5.000.000 |
| US46647PAF36 | 3,540 % | JPMorgan Chase & Co. Fix-to-Float v.17(2028) | 10.000.000 | 10.000.000 |
| US46625HJH49 | 3,200 % | JPMorgan Chase & Co. v.13(2023) | 0 | 10.000.000 |
| US565122AC27 | 4,057 % | Keurig Dr Pepper Inc. 144A v.18(2023) | 15.000.000 | 20.000.000 |
| US565122AD00 | 4,417 % | Keurig Dr Pepper Inc. 144A v.18(2025) | 30.000.000 | 30.000.000 |
| US565122AB44 | 4,597 % | Keurig Dr Pepper Inc. 144A v.18(2028) | 30.000.000 | 30.000.000 |
| US50077LAD82 | 3,000 % | Kraft Heinz Foods Co. v.16(2026) | 25.000.000 | 25.000.000 |
| US50077LAS51 | 4,000 % | Kraft Heinz Foods Co. v.18(2023) | 25.000.000 | 25.000.000 |
| US571676AA35 | 2,700 % | Mars Inc. 144A v.19(2025) | 1.000.000 | 1.000.000 |
| US58013MFE93 | 3,350 % | McDonald‘s Corporation v.18(2023) | 0 | 23.000.000 |
| US58013MFF68 | 3,800 % | McDonald‘s Corporation v.18(2028) | 23.000.000 | 23.000.000 |
| US581557BN40 | 4,750 % | McKesson Corpoation v.18(2029) | 10.000.000 | 10.000.000 |
| US58933YAX31 | 3,400 % | Merck & Co. Inc. v.19(2029) | 20.000.000 | 20.000.000 |
| US64072TAE55 | 10,125 % | Neptune Finco Corporation 144A v.15(2023) | 0 | 5.000.000 |
| US655844BL13 | 2,903 % | Norfolk Southern Corporation v.12(2023) | 0 | 15.000.000 |
| US66989HAG39 | 3,400 % | Novartis Capital Corporation v.14(2024) | 9.000.000 | 9.000.000 |
| US674599CQ64 | 3,637 % | Occidental Petroleum Corporation FRN v.19(2022) | 10.000.000 | 10.000.000 |
| US674599CX16 | 4,300 % | Occidental Petroleum Corporation v.19(2039) | 19.000.000 | 19.000.000 |
| US713448EL82 | 2,625 % | PepsiCo Inc. v.19(2029) | 40.000.000 | 40.000.000 |
| US717081EN91 | 3,200 % | Pfizer Inc. v.18(2023) | 0 | 31.000.000 |
| US717081ET61 | 3,450 % | Pfizer Inc. v.19(2029) | 35.000.000 | 35.000.000 |
| US747525AE30 | 3,000 % | QUALCOMM Inc. v.15(2022) | 0 | 10.000.000 |
| US74834LBA70 | 4,200 % | Quest Diagnostics Inc. v.19(2029) | 20.000.000 | 20.000.000 |
| US767754CH50 | 6,125 % | Rite Aid Corporation 144A v.15(2023) | 0 | 6.000.000 |
| US776743AF34 | 4,200 % | Roper Technologies Inc. v.18(2028) | 2.000.000 | 2.000.000 |
| US80414L2D64 | 3,500 % | Saudi Arabian Oil Co. 144A v.19(2029) | 5.000.000 | 5.000.000 |
| USU8066LAH79 | 3,900 % | Schlumberger Holdings Corporation Reg.S. v.19(2028) | 10.000.000 | 10.000.000 |
| US82873LAA35 | 5,750 % | Simmons Foods Inc. 144A v.17(2024) | 0 | 10.000.000 |
| US855244AG47 | 2,700 % | Starbucks Corporation v.15(2022) | 0 | 15.000.000 |
| US86188PAA57 | 10,000 % | Stoneway Capital Corporation 144A v.17(2027) | 0 | 2.890.851 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
37
Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
| ISIN | Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- | --- |
| USD (Fortsetzung) |  |  |
| US88167AAK79 | 6,750 %	Teva Pharmaceutical Finance Netherlands III BV v.18(2028) | 10.000.000 | 10.000.000 |
| US191216CM09 | 2,125 %	The Coca-Cola Co. v.19(2029) | 20.000.000 | 20.000.000 |
| US260543CW12 | 3,625 %	The Dow Chemical Co. 19/150526/3.625 | 2.000.000 | 2.000.000 |
| US884903BV64 | 3,350 %	Thomson Reuters Corporation v.16(2026) | 0 | 12.050.000 |
| US9128287F13 | 1,750 %	Vereinigte Staaten von Amerika v.19(2021) | 40.000.000 | 40.000.000 |
| US92343VES97 | 3,875 %	Verizon Communications Inc. Green Bond v.19(2029) | 40.000.000 | 40.000.000 |
| US92343VCR33 | 3,500 %	Verizon Communications Inc. v.14(2024) | 0 | 5.000.000 |
| US931427AH10 | 3,800 %	Walgreens Boots Alliance Inc. v.14(2024) | 0 | 10.000.000 |
| US931427AQ19 | 3,450 %	Walgreens Boots Alliance Inc. v.16(2026) | 10.000.000 | 10.000.000 |
| US931142ED14 | 3,550 %	Walmart Inc. v.18(2025) | 30.000.000 | 30.000.000 |
| US94974BFJ44 | 3,450 %	Wells Fargo & Co. FRN v.13(2023) | 0 | 5.000.000 |
| US984121CL51 | 4,800 %	Xerox Corporation v.15(2035) | 0 | 86.500.000 |
| US98978VAN38 | 3,900 %	Zoetis Inc. 18/200828/3.9 | 10.000.000 | 10.000.000 |
| Neuemissionen, die zum Handel an einem organisierten Markt vorgesehen sind |  |  |
| USD |  |  |
| US63861VAD91 | 3,622 %	Nationwide Building Society 144A Fix-to-Float v.19(2023) | 9.000.000 | 9.000.000 |
| Nicht notierte Wertpapiere |  |  |
| EUR |  |  |
| DE000A2RW772 | 8,500 %	R-Logitech S.A.M. MAR. v.19(2023) | 1.025.000 | 1.025.000 |
| Wandelanleihen |  |  |
| Börsengehandelte Wertpapiere |  |  |
| CHF |  |  |
| CH0459297427 | 3,750 %	Sika AG CV v.19(2022) | 5.400.000 | 5.400.000 |
| Credit Linked Notes |  |  |
| Börsengehandelte Wertpapiere |  |  |
| EUR |  |  |
| XS1288894691 | 1,750 %	Lunar Funding V Plc./Swisscom AG Reg.S. LPN v.15(2025) | 0 | 10.000.000 |
| XS1803247557 | 1,125 %	Lunar Funding V Plc./Swisscom AG Reg.S. LPN v.18(2026) | 0 | 20.000.000 |
| Investmentfondsanteile 1) |  |  |
| Luxemburg |  |  |
| LU1353125252 | Mellinckrodt 2 SICAV German Opportunities 1000-T	EUR | 0 | 320 |
| Zertifikate |  |  |
| Börsengehandelte Wertpapiere |  |  |
| Vereinigte Staaten von Amerika |  |  |
| JE00B78CGV99 | ETFS Commodity Securities Ltd./DJ-UBS Brent Crude Sub	USD | 350.000 | 350.000 |
| Index (Total Return) Zert. Perp. |  |  |
| GB00B15KXV33 | ETFS Commodity Securities Ltd./DJ-UBS Crude Oil Sub	USD | 25.200.000 | 25.200.000 |
| Total Return Index (USD) Zert. Perp. |  |  |

Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
38
1)	Angaben zu Ausgabeaufschlägen, Rücknahmeabschlägen sowie der maximalen Höhe der Verwaltungsvergütung für Zielfondsanteile sind auf Anfrage am Sitz der Verwaltungsgesellschaft, der Verwahrstelle und bei den Zahlstellen kostenlos erhältlich.
| ISIN	Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- |
| Vereinigtes Königreich |  |  |
| GB00B0CTWC01  ETFS Oil Securities Ltd./Brent 1 mth Oil Index Zert.v.06 Perp. USD | 670.000 | 670.000 |
| Optionen |  |  |
| EUR |  |  |
| Call on DAX Index April 2019/11.300,00 | 5.000 | 5.000 |
| Call on DAX Index April 2019/11.800,00 | 5.000 | 5.000 |
| Call on EUR/USD Mai 2019/1.1300 | 400.000.000 | 400.000.000 |
| Call on VSTOXX Volatilitätsindex Future April 2019 April 2019/30,00 | 25.000 | 25.000 |
| Put on DAX Index Dezember 2019/12.800,00 | 3.200 | 3.200 |
| Put on Euro Stoxx 50 Price Index Dezember 2019/3.600,00 | 3.000 | 3.000 |
| Put on Euro Stoxx 50 Price Index Januar 2020/3.500,00 | 4.000 | 4.000 |
| Put on Euro Stoxx 50 Price Index Januar 2020/3.650,00 | 4.000 | 4.000 |
| Put on EUR/USD Mai 2019/1,1100 | 400.000.000 | 400.000.000 |
| Put on VSTOXX Volatilitätsindex April 2019/14,00 | 10.000 | 10.000 |
| USD |  |  |
| Call on E-Mini S&P 500 Index Future Dezember 2019/2.770,00 | 5.600 | 5.600 |
| Call on E-Mini S&P 500 Index Future Dezember 2019/3.000,00 | 1.300 | 1.300 |
| Call on E-Mini S&P 500 Index Future Juni 2019 Juni 2019/2.945,00 | 1.300 | 1.300 |
| Call on E-Mini S&P 500 Index Future Juni 2019/2.820,00 | 5.600 | 5.600 |
| Call on E-Mini S&P 500 Index Future Juni 2019/2.910,00 | 1.075 | 1.075 |
| Call on E-Mini S&P 500 Index Future Juni 2019/2.980,00 | 2.500 | 2.500 |
| Call on E-Mini S&P 500 Index Future September 2019 September 2019/3.050,00 | 4.000 | 4.000 |
| Call on EUR/USD März 2019/1,1230 | 100.000.000 | 100.000.000 |
| Call on EUR/USD März 2019/1,1400 | 200.000.000 | 200.000.000 |
| Call on EUR/USD November 2019/1,115 | 200.000.000 | 200.000.000 |
| Call on EUR/USD Oktober 2019/1,110 | 200.000.000 | 200.000.000 |
| Call on Nasdaq 100 Index April 2019/7.500,00 | 280 | 280 |
| Call on S&P 500 Index Februar 2019/2.550,00 | 150 | 150 |
| Call on S&P 500 Index Februar 2019/2.600,00 | 300 | 300 |
| Call on S&P 500 Index Juni 2019/2.750,00 | 600 | 600 |
| Call on S&P 500 Index Mai 2019/2.890,00 | 1.000 | 1.000 |
| Call on S&P 500 Index Mai 2019/2.950,00 | 1.000 | 1.000 |
| Call on S&P 500 Index März 2019/2.600,00 | 300 | 300 |
| Call on S&P 500 Index März 2019/2.650,00 | 300 | 300 |
| Put on E-Mini S&P 500 Index Future Dezember 2019/2.800,00 | 1.300 | 1.300 |
| Put on E-Mini S&P 500 Index Future Juni 2019 Juni 2019/2.750,00 | 1.000 | 1.000 |
| Put on E-Mini S&P 500 Index Future Juni 2019 Juni 2019/2.775,00 | 1.000 | 1.000 |
| Put on E-Mini S&P 500 Index Future Juni 2019 Juni 2019/2.850,00 | 1.000 | 1.000 |
| Put on E-Mini S&P 500 Index Future Juni 2019/2.480,00 | 5.600 | 5.600 |
| Put on E-Mini S&P 500 Index Future September 2019/2.760,00 | 2.000 | 2.000 |
| Put on EUR/USD Dezember 2019/1,0800 | 200.000.000 | 200.000.000 |
| Put on EUR/USD Juni 2019/1,100 | 550.000.000 | 550.000.000 |
| Put on EUR/USD Juni 2019/1,100 | 50.000.000 | 50.000.000 |
| Put on EUR/USD Juni 2019/1,100 | 50.000.000 | 50.000.000 |
| Put on EUR/USD März 2019/1,120 | 100.000.000 | 100.000.000 |
| Put on EUR/USD März 2019/1,1200 | 100.000.000 | 100.000.000 |
| Put on Nasdaq 100 Index April 2019/7.200,00 | 280 | 280 |
| Put on S&P 500 Index August 2019/2.950,00 | 2.150 | 2.150 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
39
| ISIN	Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- |
| USD (Fortsetzung) |  |  |
| Put on S&P 500 Index Dezember 2019/2.900,00 | 1.950 | 1.950 |
| Put on S&P 500 Index Dezember 2019/3.030,00 | 1.300 | 1.300 |
| Put on S&P 500 Index Februar 2019/2.300,00 | 450 | 450 |
| Put on S&P 500 Index Februar 2019/2.350,00 | 150 | 150 |
| Put on S&P 500 Index Februar 2019/2.400,00 | 450 | 450 |
| Put on S&P 500 Index Januar 2019/2.450,00 | 400 | 400 |
| Put on S&P 500 Index Januar 2019/2.500,00 | 480 | 0 |
| Put on S&P 500 Index Januar 2019/2.500,00 | 200 | 200 |
| Put on S&P 500 Index Januar 2019/2.550,00 | 400 | 400 |
| Put on S&P 500 Index Januar 2019/2.580,00 | 600 | 600 |
| Put on S&P 500 Index Januar 2019/2.620,00 | 0 | 480 |
| Put on S&P 500 Index Juni 2019/2.350,00 | 600 | 600 |
| Put on S&P 500 Index Mai 2019/2.815,00 | 1.000 | 1.000 |
| Put on S&P 500 Index Mai 2019/2.870,00 | 1.000 | 1.000 |
| Put on S&P 500 Index März 2019/2.250,00 | 0 | 800 |
| Put on S&P 500 Index März 2019/2.500,00 | 850 | 850 |
| Put on S&P 500 Index März 2019/2.650,00 | 850 | 850 |
| Terminkontrakte |  |  |
| EUR |  |  |
| DAX Performance-Index Future Dezember 2019 | 300 | 300 |
| DAX Performance-Index Future Juni 2019 | 1.575 | 1.575 |
| DAX Performance-Index Future Juni 2019 | 770 | 770 |
| DAX Performance-Index Future März 2019 | 1.650 | 1.650 |
| DAX Performance-Index Future März 2019 | 450 | 200 |
| DAX Performance-Index Future September 2019 | 350 | 350 |
| EUREX Dow Jones EURO STOXX 50 Index Future Dezember 2019 | 19.950 | 19.950 |
| EUREX Dow Jones EURO STOXX 50 Index Future März 2020 | 6.600 | 6.600 |
| EUX 10 YR Euro-OAT Future Juni 2019 | 3.350 | 3.350 |
| EUX 10 YR Euro-OAT Future März 2019 | 2.000 | 2.000 |
| EUX 10YR Euro-Bund Future September 2019 | 2.100 | 2.100 |
| EUX 5YR Euro-Bobl Future März 2019 | 2.800 | 300 |
| 10YR Euro-BTP 6% Future Juni 2019 | 400 | 400 |
| 10YR Euro-BTP 6% Future März 2019 | 200 | 200 |
| GBP |  |  |
| LIF Long Gilt Future Dezember 2019 | 2.375 | 2.375 |
| LIF Long Gilt Future September 2019 | 4.300 | 4.300 |
| JPY |  |  |
| Yen Denominated Nikkei 225 Index Future Juni 2019 | 2.400 | 2.400 |
| USD |  |  |
| CBT 10YR US T-Bond Note Future Dezember 2019 | 9.900 | 9.900 |
| CBT 10YR US T-Bond Note Future Dezember 2019 | 3.650 | 3.650 |
| CBT 10YR US T-Bond Note Future Juni 2019 | 11.050 | 11.050 |
| CBT 10YR US T-Bond Note Future März 2019 | 5.000 | 5.000 |
| CBT 10YR US T-Bond Note Future März 2019 | 0 | 10.000 |
| CBT 10YR US T-Bond Note Future September 2019 | 23.400 | 23.400 |
| CBT 10YR US T-Bond Note Future September 2019 | 325 | 325 |

Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
40
Zu- und Abgänge vom 1. Januar 2019 bis 31. Dezember 2019
| ISIN	Wertpapiere | Zugänge im Berichtszeitraum | Abgänge im Berichtszeitraum |
| --- | --- | --- |
| USD (Fortsetzung) |  |  |
| CBT 2YR US T-Bill 6% Future Dezember 2019 | 1.900 | 1.900 |
| CBT 2YR US T-Bill 6% Future September 2019 | 3.850 | 3.850 |
| CBT 20YR US T-Bond 6% Future September 2019 | 100 | 100 |
| CME Nasdaq 100 E-Mini Index Future Dezember 2019 | 500 | 500 |
| CME Nasdaq 100 E-Mini Index Future Dezember 2019 | 500 | 500 |
| CME Nasdaq 100 E-Mini Index Future Juni 2019 | 150 | 150 |
| CME Nasdaq 100 E-Mini Index Future März 2019 | 3.750 | 1.650 |
| CME Nasdaq 100 E-Mini Index Future März 2019 | 450 | 450 |
| CME 3MO Euro-Dollar Future Dezember 2020 | 30.000 | 30.000 |
| E-Mini S&P 500 Index Future Dezember 2019 | 5.450 | 5.450 |
| E-Mini S&P 500 Index Future Juni 2019 | 9.325 | 9.325 |
| E-Mini S&P 500 Index Future März 2019 | 900 | 900 |
| E-Mini S&P 500 Index Future September 2019 | 7.800 | 7.800 |
| FTSE China A 50 Index Future August 2019 | 5.700 | 5.700 |
| FTSE China A 50 Index Future Juli 2019 | 15.300 | 15.300 |
| UltraTreasury 6% Future Juni 2019 | 7.700 | 7.700 |
| UltraTreasury 6% Future März 2019 | 0 | 7.500 |

Während des Berichtszeitraumes getätigte Käufe und Verkäufe in Wertpapieren, Schuldscheindarlehen und Derivaten, einschließlich Änderungen ohne Geldbewegungen, soweit sie nicht in der Vermögensaufstellung genannt sind.
41
Devisenkurse
Für die Bewertung von Vermögenswerten in fremder Währung wurde zum nachstehenden Devisenkurs zum 31. Dezember 2019 in Euro umgerechnet.
| Australischer Dollar | EUR | 1 | = | AUD | 1,5982 |
| --- | --- | --- | --- | --- | --- |
| Britisches Pfund | EUR | 1 | = | GBP | 0,8526 |
| Japanischer Yen | EUR | 1 | = | JPY | 122,3020 |
| Schweizer Franken | EUR | 1 | = | CHF | 1,0891 |
| Südafrikanischer Rand | EUR | 1 | = | ZAR | 15,6605 |
| US-Dollar | EUR | 1 | = | USD | 1,1162 |

42
Ethna-AKTIV