# Swisscanto (LU) Bond Fund Responsible Global Absolute Return
| 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 |
| Options |  |  |  |  |  |
| Germany |  |  |  |  |  |
| DE0009652644	EURO BUND | (300) | EUR | (95,792) | (32,802) | 0.00 |
| DE0009652644	EURO BUND | 300 | EUR | 200,063 | 127,564 | 0.02 |
|  |  |  | 104,271 | 94,762 | 0.02 |
| Great Britain |  |  |  |  |  |
| CH0001579371	CHF/NOK SPOT CROSS | 20,000,000 | CHF | 219,726 | 204,821 | 0.03 |
| Usd/Try Spot Cross | (6,000,000) | USD | (345,498) | (78,545) | (0.01) |
| Usd/Zar Spot Cross | 12,000,000 | USD | 141,000 | 184,804 | 0.03 |
|  |  |  | 15,228 | 311,080 | 0.05 |
| ITXEX534 ITRX XOVER CDSI S34 5Z |  |  |  |  |  |
| COR | (5,000,000) | GBP | (82,751) | (107,327) | (0.02) |
| ITXEX534 ITRX XOVER CDSI S34 5Z |  |  |  |  |  |
| COR | 5,000,000 | GBP | 52,348 | 107,327 | 0.02 |
| USA |  |  |  |  |  |
| XC0009690626	5Y TREASURY NOTES USA | 500 | USD | 117,188 | 27,344 | 0.00 |
| EU0009652759	EUR/USD SPOT -CROSS RATES | 24,000,000 | EUR | 108,630 | 103,778 | 0.02 |
| EU0009652759	EUR/USD SPOT -CROSS RATES | (24,000,000) | EUR | (114,294) | (103,778) | (0.02) |
| EU0009652759	EUR/USD SPOT -CROSS RATES | (12,000,000) | EUR | (98,250) | (30,672) | (0.01) |
| EU0009652759	EUR/USD SPOT -CROSS RATES | 21,000,000 | EUR | 103,359 | 101,826 | 0.02 |
| XD0005745274	TREASURY BONDS USA | 150 | USD | 135,937 | 318,750 | 0.05 |
|  |  |  | 252,570 | 417,248 | 0.06 |
| Total - Options |  |  | 341,666 | 823,090 | 0.13 |
| Swaptions |  |  |  |  |  |
| USA |  |  |  |  |  |
| MARKIT CDX.NA.IG.35 12/25 | 125,000,000 | USD | 253,750 | 366,625 | 0.06 |
| MARKIT CDX.NA.IG.35 12/25 | (125,000,000) | USD | (93,750) | (116,625) | (0.02) |
| MARKIT CDX.NA.IG.35 12/25 | (50,000,000) | USD | (67,500) | (30,650) | (0.01) |
|  |  |  | 92,500 | 219,350 | 0.03 |
| Total - Swaptions |  |  | 92,500 | 219,350 | 0.03 |
| Warrants |  |  |  |  |  |
| Switzerland |  |  |  |  |  |
| CH0473236351	Zurcher Kantona 10.1.25 Cert/Zkb | 1,500 | CHF | 15,470,295 | 14,750,521 | 2.28 |
|  |  |  | 15,470,295 | 14,750,521 | 2.28 |
| Total - Warrants |  |  | 15,470,295 | 14,750,521 | 2.28 |
| Total - Officially and other regulated markets listed securities and money |  |  |  |
| market instruments | 585,601,858 | 618,056,773 | 95.78 |
| TOTAL INVESTMENT PORTFOLIO | 585,601,858 | 618,056,773 | 95.78 |

Swisscanto (LU) Bond Fund Responsible Global Absolute Return

Translation (ENDE, 2021-01-31):
# Swisscanto (LU) Bond Fund Responsible Global Absolute Return
### 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 |  |
| --- | --- |
| XS1953057491 | Ägypten Arab Rep Eg 8.7002% 1.3.49 Regs | 1.000.000 | USD | 1.084.400 | 1.115.900 | 0,17 |
|  |  |  |  | 1.084.400 | 1.115.900 | 0,17 |
| XS2177365363 | Argentinien Argent 0.125% 20-9.7.41/Pool | 2.250.000 | EUR | 933.063 | 910.154 | 0,14 |
| XS2200244072 | Argent 0.50% 20-9.7.29 /Pool | 32.188 | EUR | 13.348 | 15.359 | 0.00 |
|  |  |  |  | 946.411 | 925.513 | 0,14 |
| AU3SG0002348 | Australien Nsw Tsy 1.25% 20-20.11.30 | 5.650.000 | AUD | 4.038.804 | 4.354.643 | 0,67 |
|  |  |  |  | 4.038.804 | 4.354.643 | 0,67 |
| BE0974365976 | Belgien Kbc 0.375% 20-16.06.27 | 3.000.000 | EUR | 3.376.171 | 3.694.888 | 0,57 |
|  |  |  |  | 3.376.171 | 3.694.888 | 0,57 |
| XS2055651082 | Brasilien Banco Voto 4% 19-24.09.22 | 600.000 | USD | 600.000 | 622.074 | 0,10 |
| US105756CC23 | Brazil 3.875% 20-12.06.30 | 1.000.000 | USD | 989.770 | 1.031.400 | 0,16 |
|  |  |  |  | 1.589.770 | 1.653.474 | 0,26 |
| CH0494734343 | Cayman Inseln Banort 0.45% 19-18.12.23 | 1.500.000 | CHF | 1.534.529 | 1.682.779 | 0,26 |
| CH0520663664 | Banort 0.50% 20-06.12.24 | 2.000.000 | CHF | 2.049.864 | 2.240.333 | 0,35 |
| US05971BAG41 | Btgpbz 2.75% 21-11.01.26 Regs | 1.500.000 | USD | 1.482.000 | 1.466.790 | 0,23 |
| US05971BAD10 | Btgpbz 5.5% 17-31.01.23 Regs | 1.000.000 | USD | 1.000.248 | 1.061.870 | 0,16 |
| XS2186093766 | China Mengn 1.875% 20-17.06.25 | 1.500.000 | USD | 1.504.958 | 1.512.945 | 0,23 |
| XS2251822727 | Cifi Holdin 5.25% 20-13.05.26 | 1.250.000 | USD | 1.250.000 | 1.307.275 | 0,20 |
| USG3066LAF88 | Enn Energy 2.625% 20-17.09.30 Regs | 700.000 | USD | 694.148 | 703.885 | 0,11 |
| US31572UAE64 | Fibria 5.25% 14-12.05.24 | 1.000.000 | USD | 1.005.541 | 1.102.200 | 0,17 |
| XS1509084775 | Mtr Corp 2.5% 16-02.11.26 | 2.000.000 | USD | 1.976.563 | 2.160.220 | 0,34 |
| US88032XAT19 | Tencent Hol 1.81% 20-26.01.26 | 1.250.000 | USD | 1.249.850 | 1.270.925 | 0,20 |
| XS2277549155 | Yz Grp 6.35% 21-13.01.27 | 1.300.000 | USD | 1.300.000 | 1.292.798 | 0,20 |
| XS2279711779 | Zhenro Prop 6.63% 21-07.01.26 | 1.300.000 | USD | 1.300.000 | 1.296.594 | 0,20 |
|  |  |  |  | 16.347.701 | 17.098.614 | 2,65 |
| US05968AAG13 | Chile Bco Dest Cl 2.704% 20-09.01.25 | 1.200.000 | USD | 1.200.000 | 1.270.056 | 0,20 |
| XS1843433639 | Chile 0.83% 19-02.07.31 | 1.500.000 | EUR | 1.688.931 | 1.899.435 | 0,29 |
| USP3143NBH63 | Conadelco 3.15% 20-14.01.30 | 1.750.000 | USD | 1.746.272 | 1.913.940 | 0,30 |
|  |  |  |  | 4.635.203 | 5.083.431 | 0,79 |
| US04522KAC09 | China Asian Infra 0.25% 20-29.09.23 | 2.000.000 | USD | 1.996.060 | 2.001.180 | 0,31 |
|  |  |  |  | 1.996.060 | 2.001.180 | 0,31 |
| XS2291068992 | Dänemark Kommkrdt 0.50% 21-28.01.26 | 3.600.000 | USD | 3.583.404 | 3.587.544 | 0,56 |

Swisscanto (LU) Bond Fund Responsible Global Absolute Return