# JSS Twelve Sustainable Insurance Bond
Statement of investments and other net assets as of 30.06.2023
| Description | % | Expiry/  Currency | Initial holding | Purchases* | Sales* | Closing holding | Market value in | % of |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Maturity | on 01.07.2022 |  |  | on 30.06.2023 | EUR | net assets |

Transferable securities admitted to an official stock exchange listing
| Bonds |  |
| --- | --- |
| Achmea Bv 2.50% 19-24.09.39 | 2.500 | 24.09.39 | EUR | 3 000 000 | 3 000 000 | - | 6 000 000 | 4 806 876.00 | 1.13 |
| Achmea Bv 4.25% 15-Perp | 4.250 | 31.12.99 | EUR | 11 034 000 | - | -6 000 000 | 5 034 000 | 4 899 189.48 | 1.15 |
| Achmea Bv 4.625% 19-Perp Regs | 4.625 | 31.12.99 | EUR | 4 781 000 | - | -1 000 000 | 3 781 000 | 2 942 090.63 | 0.69 |
| Achmea Bv 6.75% 23-26.12.43 | 6.750 | 26.12.43 | EUR | - | 1 550 000 | - | 1 550 000 | 1 562 293.05 | 0.37 |
| Aegon 5.185% 96-.. | 5.185 | 31.12.99 | NLG | 15 980 000 | - | - | 15 980 000 | 5 068 008.95 | 1.19 |
| Aegon Nv 1.506%-.. /Stp-Dwn | 1.506 | 31.12.99 | NLG | 11 460 000 | - | - | 11 460 000 | 4 075 335.77 | 0.96 |
| Aegon Nv 4.26% | 4.260 | 31.12.99 | NLG | 7 500 000 | - | - | 7 500 000 | 2 141 388.84 | 0.50 |
| Ag Insur 3.5% 15-30.06.47 | 3.500 | 30.06.47 | EUR | - | 8 500 000 | - | 8 500 000 | 7 812 078.00 | 1.84 |
| Ageas Fin 1.875% 20-24.11.51 | 1.875 | 24.11.51 | EUR | - | 1 000 000 | - | 1 000 000 | 728 458.00 | 0.17 |
| Allianz 4.252% 22-05.07.52 | 4.252 | 05.07.52 | EUR | - | 1 000 000 | - | 1 000 000 | 929 736.00 | 0.22 |
| Allianz Se | 3.375 | 31.12.99 | EUR | 2 700 000 | 3 500 000 | -2 000 000 | 4 200 000 | 4 096 646.40 | 0.96 |
| Asr | 5.125 | 29.09.45 | EUR | 6 440 000 | 3 000 000 | - | 9 440 000 | 9 313 258.56 | 2.19 |
| Asr 7.0% 22-07.12.43 | 7.000 | 07.12.43 | EUR | - | 7 900 000 | - | 7 900 000 | 8 237 108.80 | 1.94 |
| Assgen | 5.500 | 27.10.47 | EUR | 7 050 000 | - | -3 000 000 | 4 050 000 | 4 083 169.50 | 0.96 |
| Assgen 5.399% 23-20.04.33 | 5.399 | 20.04.33 | EUR | - | 1 300 000 | - | 1 300 000 | 1 317 267.90 | 0.31 |
| Assicuraz Gen.06.269% 06-..Perp | 6.269 | 31.12.99 | GBP | 2 550 000 | - | - | 2 550 000 | 2 889 329.25 | 0.68 |
| Athora Hold 6.625% 23-16.06.28 | 6.625 | 16.06.28 | EUR | - | 4 200 000 | - | 4 200 000 | 4 164 703.20 | 0.98 |
| Atradius Fi 5.25% 14-23.09.44 | 5.250 | 23.09.44 | EUR | 3 227 000 | - | -950 000 | 2 277 000 | 2 236 407.92 | 0.53 |
| Aviva 3.375% 15-04.12.45 | 3.375 | 04.12.45 | EUR | - | 3 000 000 | - | 3 000 000 | 2 843 814.00 | 0.67 |
| Aviva 6.125% 01-14.11.36 | 6.125 | 14.11.36 | GBP | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Aviva 6.875% 22-Perp | 6.875 | 31.12.99 | GBP | 2 300 000 | - | -1 000 000 | 1 300 000 | 1 263 774.34 | 0.30 |
| Aviva Plc | 6.125 | 31.12.99 | GBP | 4 710 000 | - | -4 710 000 | - | - | 0.00 |
| Axa | 3.875 | 31.12.99 | EUR | 10 000 000 | - | - | 10 000 000 | 9 629 945.70 | 2.27 |
| Axa | 0.000 | 31.12.99 | EUR | 2 033 000 | - | - | 2 033 000 | 1 622 862.58 | 0.38 |
| Axa 3.941% (Frn) 14-Perp | 3.941 | 31.12.99 | EUR | - | 4 600 000 | - | 4 600 000 | 4 490 009.40 | 1.06 |
| Axa 5.453% (Frn) 14-Perp | 5.453 | 31.12.99 | GBP | 9 500 000 | - | - | 9 500 000 | 10 765 980.58 | 2.53 |
| Axa 6.6862% 06-Perp | 6.686 | 31.12.99 | GBP | 2 500 000 | - | - | 2 500 000 | 2 907 018.69 | 0.68 |
| Cattol Ass 4.25% 17-14.12.47 | 4.250 | 14.12.47 | EUR | 10 400 000 | - | -2 000 000 | 8 400 000 | 8 085 533.40 | 1.90 |
| Chesnara Pl 4.75% 22-04.08.32 | 4.750 | 04.08.32 | GBP | 4 000 000 | 1 800 000 | - | 5 800 000 | 4 895 901.88 | 1.15 |
| Cloverie 5.625% 16-24.06.46 | 5.625 | 24.06.46 | USD | - | 4 000 000 | - | 4 000 000 | 3 614 262.14 | 0.85 |
| Cloverie Pl | 4.500 | 11.09.44 | USD | 2 015 000 | - | -2 015 000 | - | - | 0.00 |
| Cnp Assur 4.25% 14-05.06.45 | 4.250 | 05.06.45 | EUR | - | 4 000 000 | -4 000 000 | - | - | 0.00 |
| Cnp Assurances | 0.000 | 31.12.99 | EUR | 5 921 000 | - | - | 5 921 000 | 4 803 707.30 | 1.13 |
| Crdt Agr As | 4.750 | 27.09.48 | EUR | 4 000 000 | 11 600 000 | -6 900 000 | 8 700 000 | 8 374 106.70 | 1.97 |
| Crdt Agr As 4.25% 15-Perp | 4.250 | 31.12.99 | EUR | - | 4 000 000 | - | 4 000 000 | 3 902 284.00 | 0.92 |
| Crdt Agr As 4.5% 14-Perp | 4.500 | 31.12.99 | EUR | 3 800 000 | - | - | 3 800 000 | 3 693 439.15 | 0.87 |
| Direct Line 4.0% 20-05.06.32 | 4.000 | 05.06.32 | GBP | 4 760 000 | - | - | 4 760 000 | 4 013 570.38 | 0.94 |
| Direct Line 4.75% 17-Perp Regs | 4.750 | 31.12.99 | GBP | 5 990 000 | - | - | 5 990 000 | 4 663 289.95 | 1.10 |
| Esure | 6.750 | 19.12.24 | GBP | 3 300 000 | - | -2 960 000 | 340 000 | 394 223.38 | 0.09 |
| Ethias Sa 6.75% 05.05.33 Regs | 6.750 | 05.05.33 | EUR | - | 7 000 000 | - | 7 000 000 | 6 969 025.00 | 1.64 |
| Fidelidade 4.25% 21-04.09.31 | 4.250 | 04.09.31 | EUR | 7 500 000 | - | - | 7 500 000 | 6 510 810.00 | 1.53 |
| Fondiaria | 5.750 | 31.12.99 | EUR | 14 752 000 | 1 400 000 | - | 16 152 000 | 15 994 518.00 | 3.76 |
| Fondiaria 3.875% 18-01.03.28 | 3.875 | 01.03.28 | EUR | 4 450 000 | - | -500 000 | 3 950 000 | 3 784 218.50 | 0.89 |
| Generali Fi 4.596% 14-Perp Regs | 4.596 | 31.12.99 | EUR | 7 700 000 | - | -7 700 000 | - | - | 0.00 |
| Hanno Rueck 5.875% 22-26.08.43 | 5.875 | 26.08.43 | EUR | - | 9 000 000 | - | 9 000 000 | 9 395 397.00 | 2.21 |
| Hiscox Ltd | 6.125 | 24.11.45 | GBP | 10 297 000 | 100 000 | -4 000 000 | 6 397 000 | 7 081 482.79 | 1.67 |
| Just Grp 5% (Frn) 21-Perp Regs | 5.000 | 31.12.99 | GBP | 5 000 000 | - | - | 5 000 000 | 3 736 137.57 | 0.88 |
| Just Grp 8.125% 19-26.10.29 | 8.125 | 26.10.29 | GBP | 3 700 000 | - | - | 3 700 000 | 4 372 753.56 | 1.03 |
| Just Retirement | 9.000 | 26.10.26 | GBP | 4 411 000 | - | -4 411 000 | - | - | 0.00 |
| L&G Grp 5.25% (Frn) 17-21.03.47 | 5.250 | 21.03.47 | USD | 7 831 000 | - | -3 000 000 | 4 831 000 | 4 220 482.93 | 0.99 |
| L&G Grp Plc 5.125% 18-14.11.48 | 5.125 | 14.11.48 | GBP | 3 500 000 | - | - | 3 500 000 | 3 671 655.96 | 0.86 |
| L&G Grp Plc 5.375% 15-27.10.45 | 5.375 | 27.10.45 | GBP | 3 500 000 | - | -1 000 000 | 2 500 000 | 2 765 948.24 | 0.65 |
| La Mondiale | 5.050 | 31.12.99 | EUR | 10 500 000 | 580 000 | -1 000 000 | 10 080 000 | 9 904 053.60 | 2.33 |
| Mapfre 4.375% (Frn) 17-31.03.47 | 4.375 | 31.03.47 | EUR | 5 700 000 | 1 800 000 | -2 000 000 | 5 500 000 | 5 230 406.50 | 1.23 |
| Munich Re 1.25% 20-26.05.41 | 1.250 | 26.05.41 | EUR | - | 1 500 000 | - | 1 500 000 | 1 146 975.00 | 0.27 |

Translation (ENDE, 2023-06-30):
# JSS Twelve Sustainable Insurance Bond
Wertpapierbestand und sonstige Vermögenswerte per 30.06.2023
| Bezeichnung	%		Verfall/ Währung Anfangsbestand	Käufe*      Fälligkeit	01.07.2022 | Verkäufe*  Schlussbestand	Marktwert in 30.06.2023	EUR | % des Netto- |
| --- | --- | --- |
|  |  |  |  | vermögens |

Übertragbare Wertpapiere, die an einer amtlichen Börse zugelassen sind
| Anleihen |  |
| --- | --- |
| Achmea Bv 2.50% 19-24.09.39 | 2.500 | 24.09.39 | EUR | 3 000 000 | 3 000 000 | - | 6 000 000 | 4 806 876.00 | 1.13 |
| Achmea Bv 4.25% 15-Perp | 4.250 | 31.12.99 | EUR | 11 034 000 | - | -6 000 000 | 5 034 000 | 4 899 189.48 | 1.15 |
| Achmea Bv 4.625% 19-Perp Regs | 4.625 | 31.12.99 | EUR | 4 781 000 | - | -1 000 000 | 3 781 000 | 2 942 090.63 | 0.69 |
| Achmea Bv 6.75% 23-26.12.43 | 6.750 | 26.12.43 | EUR | - | 1 550 000 | - | 1 550 000 | 1 562 293.05 | 0.37 |
| Aegon 5.185% 96-.. | 5.185 | 31.12.99 | NLG | 15 980 000 | - | - | 15 980 000 | 5 068 008.95 | 1.19 |
| Aegon Nv 1.506%-.. /Stp-Dwn | 1.506 | 31.12.99 | NLG | 11 460 000 | - | - | 11 460 000 | 4 075 335.77 | 0.96 |
| Aegon Nv 4.26% | 4.260 | 31.12.99 | NLG | 7 500 000 | - | - | 7 500 000 | 2 141 388.84 | 0.50 |
| Ag Insur 3.5% 15-30.06.47 | 3.500 | 30.06.47 | EUR | - | 8 500 000 | - | 8 500 000 | 7 812 078.00 | 1.84 |
| Ageas Fin 1.875% 20-24.11.51 | 1.875 | 24.11.51 | EUR | - | 1 000 000 | - | 1 000 000 | 728 458.00 | 0.17 |
| Allianz 4.252% 22-05.07.52 | 4.252 | 05.07.52 | EUR | - | 1 000 000 | - | 1 000 000 | 929 736.00 | 0.22 |
| Allianz Se | 3.375 | 31.12.99 | EUR | 2 700 000 | 3 500 000 | -2 000 000 | 4 200 000 | 4 096 646.40 | 0.96 |
| Asr | 5.125 | 29.09.45 | EUR | 6 440 000 | 3 000 000 | - | 9 440 000 | 9 313 258.56 | 2.19 |
| Asr 7.0% 22-07.12.43 | 7.000 | 07.12.43 | EUR | - | 7 900 000 | - | 7 900 000 | 8 237 108.80 | 1.94 |
| Assgen | 5.500 | 27.10.47 | EUR | 7 050 000 | - | -3 000 000 | 4 050 000 | 4 083 169.50 | 0.96 |
| Assgen 5.399% 23-20.04.33 | 5.399 | 20.04.33 | EUR | - | 1 300 000 | - | 1 300 000 | 1 317 267.90 | 0.31 |
| Assicuraz Gen.06.269% 06-..Perp | 6.269 | 31.12.99 | GBP | 2 550 000 | - | - | 2 550 000 | 2 889 329.25 | 0.68 |
| Athora Hold 6.625% 23-16.06.28 | 6.625 | 16.06.28 | EUR | - | 4 200 000 | - | 4 200 000 | 4 164 703.20 | 0.98 |
| Atradius Fi 5.25% 14-23.09.44 | 5.250 | 23.09.44 | EUR | 3 227 000 | - | -950 000 | 2 277 000 | 2 236 407.92 | 0.53 |
| Aviva 3.375% 15-04.12.45 | 3.375 | 04.12.45 | EUR | - | 3 000 000 | - | 3 000 000 | 2 843 814.00 | 0.67 |
| Aviva 6.125% 01-14.11.36 | 6.125 | 14.11.36 | GBP | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Aviva 6.875% 22-Perp | 6.875 | 31.12.99 | GBP | 2 300 000 | - | -1 000 000 | 1 300 000 | 1 263 774.34 | 0.30 |
| Aviva Plc | 6.125 | 31.12.99 | GBP | 4 710 000 | - | -4 710 000 | - | - | 0.00 |
| Axa | 3.875 | 31.12.99 | EUR | 10 000 000 | - | - | 10 000 000 | 9 629 945.70 | 2.27 |
| Axa | 0.000 | 31.12.99 | EUR | 2 033 000 | - | - | 2 033 000 | 1 622 862.58 | 0.38 |
| Axa 3.941% (Frn) 14-Perp | 3.941 | 31.12.99 | EUR | - | 4 600 000 | - | 4 600 000 | 4 490 009.40 | 1.06 |
| Axa 5.453% (Frn) 14-Perp | 5.453 | 31.12.99 | GBP | 9 500 000 | - | - | 9 500 000 | 10 765 980.58 | 2.53 |
| Axa 6.6862% 06-Perp | 6.686 | 31.12.99 | GBP | 2 500 000 | - | - | 2 500 000 | 2 907 018.69 | 0.68 |
| Cattol Ass 4.25% 17-14.12.47 | 4.250 | 14.12.47 | EUR | 10 400 000 | - | -2 000 000 | 8 400 000 | 8 085 533.40 | 1.90 |
| Chesnara Pl 4.75% 22-04.08.32 | 4.750 | 04.08.32 | GBP | 4 000 000 | 1 800 000 | - | 5 800 000 | 4 895 901.88 | 1.15 |
| Cloverie 5.625% 16-24.06.46 | 5.625 | 24.06.46 | USD | - | 4 000 000 | - | 4 000 000 | 3 614 262.14 | 0.85 |
| Cloverie Pl | 4.500 | 11.09.44 | USD | 2 015 000 | - | -2 015 000 | - | - | 0.00 |
| Cnp Assur 4.25% 14-05.06.45 | 4.250 | 05.06.45 | EUR | - | 4 000 000 | -4 000 000 | - | - | 0.00 |
| Cnp Assurances | 0.000 | 31.12.99 | EUR | 5 921 000 | - | - | 5 921 000 | 4 803 707.30 | 1.13 |
| Crdt Agr As | 4.750 | 27.09.48 | EUR | 4 000 000 | 11 600 000 | -6 900 000 | 8 700 000 | 8 374 106.70 | 1.97 |
| Crdt Agr As 4.25% 15-Perp | 4.250 | 31.12.99 | EUR | - | 4 000 000 | - | 4 000 000 | 3 902 284.00 | 0.92 |
| Crdt Agr As 4.5% 14-Perp | 4.500 | 31.12.99 | EUR | 3 800 000 | - | - | 3 800 000 | 3 693 439.15 | 0.87 |
| Direct Line 4.0% 20-05.06.32 | 4.000 | 05.06.32 | GBP | 4 760 000 | - | - | 4 760 000 | 4 013 570.38 | 0.94 |
| Direct Line 4.75% 17-Perp Regs | 4.750 | 31.12.99 | GBP | 5 990 000 | - | - | 5 990 000 | 4 663 289.95 | 1.10 |
| Esure | 6.750 | 19.12.24 | GBP | 3 300 000 | - | -2 960 000 | 340 000 | 394 223.38 | 0.09 |
| Ethias Sa 6.75% 05.05.33 Regs | 6.750 | 05.05.33 | EUR | - | 7 000 000 | - | 7 000 000 | 6 969 025.00 | 1.64 |
| Fidelidade 4.25% 21-04.09.31 | 4.250 | 04.09.31 | EUR | 7 500 000 | - | - | 7 500 000 | 6 510 810.00 | 1.53 |
| Fondiaria | 5.750 | 31.12.99 | EUR | 14 752 000 | 1 400 000 | - | 16 152 000 | 15 994 518.00 | 3.76 |
| Fondiaria 3.875% 18-01.03.28 | 3.875 | 01.03.28 | EUR | 4 450 000 | - | -500 000 | 3 950 000 | 3 784 218.50 | 0.89 |
| Generali Fi 4.596% 14-Perp Regs | 4.596 | 31.12.99 | EUR | 7 700 000 | - | -7 700 000 | - | - | 0.00 |
| Hanno Rueck 5.875% 22-26.08.43 | 5.875 | 26.08.43 | EUR | - | 9 000 000 | - | 9 000 000 | 9 395 397.00 | 2.21 |
| Hiscox Ltd | 6.125 | 24.11.45 | GBP | 10 297 000 | 100 000 | -4 000 000 | 6 397 000 | 7 081 482.79 | 1.67 |
| Just Grp 5% (Frn) 21-Perp Regs | 5.000 | 31.12.99 | GBP | 5 000 000 | - | - | 5 000 000 | 3 736 137.57 | 0.88 |
| Just Grp 8.125% 19-26.10.29 | 8.125 | 26.10.29 | GBP | 3 700 000 | - | - | 3 700 000 | 4 372 753.56 | 1.03 |
| Just Retirement | 9.000 | 26.10.26 | GBP | 4 411 000 | - | -4 411 000 | - | - | 0.00 |
| L&G Grp 5.25% (Frn) 17-21.03.47 | 5.250 | 21.03.47 | USD | 7 831 000 | - | -3 000 000 | 4 831 000 | 4 220 482.93 | 0.99 |
| L&G Grp Plc 5.125% 18-14.11.48 | 5.125 | 14.11.48 | GBP | 3 500 000 | - | - | 3 500 000 | 3 671 655.96 | 0.86 |
| L&G Grp Plc 5.375% 15-27.10.45 | 5.375 | 27.10.45 | GBP | 3 500 000 | - | -1 000 000 | 2 500 000 | 2 765 948.24 | 0.65 |
| La Mondiale | 5.050 | 31.12.99 | EUR | 10 500 000 | 580 000 | -1 000 000 | 10 080 000 | 9 904 053.60 | 2.33 |
| Mapfre 4.375% (Frn) 17-31.03.47 | 4.375 | 31.03.47 | EUR | 5 700 000 | 1 800 000 | -2 000 000 | 5 500 000 | 5 230 406.50 | 1.23 |