# JSS Twelve Sustainable Insurance Bond (continued)
| 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 |
| Munich Re 3.25% 18-26.05.49 | 3.250 | 26.05.49 | EUR | 3 300 000 | 1 500 000 | - | 4 800 000 | 4 366 492.80 | 1.03 |
| Nn Group | 4.500 | 31.12.99 | EUR | 3 600 000 | 7 500 000 | -1 500 000 | 9 600 000 | 9 299 470.75 | 2.19 |
| Nn Group 4.625% 17-13.01.48 | 4.625 | 13.01.48 | EUR | 4 982 000 | 5 000 000 | -1 500 000 | 8 482 000 | 8 196 792.75 | 1.93 |
| Pension Ins | 8.000 | 23.11.26 | GBP | 6 711 000 | - | - | 6 711 000 | 7 798 653.86 | 1.83 |
| Pension Ins 7.375% 19-Perp | 7.375 | 31.12.99 | GBP | 1 000 000 | - | - | 1 000 000 | 991 176.39 | 0.23 |
| Phoenix Gr 4.375% 18-24.01.29 | 4.375 | 24.01.29 | EUR | 8 237 000 | 1 500 000 | - | 9 737 000 | 8 866 306.46 | 2.09 |
| Phoenix Gr 5.375% 17-06.07.27 | 5.375 | 06.07.27 | USD | 3 100 000 | - | -3 100 000 | - | - | 0.00 |
| Phoenix Gr 5.75% 18-Perp | 5.750 | 31.12.99 | GBP | 2 000 000 | - | - | 2 000 000 | 1 823 724.19 | 0.43 |
| Qbe Ins 2.50% 13.09.38 Regs | 2.500 | 13.09.38 | GBP | 8 950 000 | - | -1 500 000 | 7 450 000 | 6 645 005.13 | 1.56 |
| Qbe Ins 5.875% 16-17.06.46 | 5.875 | 17.06.46 | USD | 2 000 000 | - | - | 2 000 000 | 1 749 420.09 | 0.41 |
| Qbe Ins 6.75% 14-02.12.44 | 6.750 | 02.12.44 | USD | 3 800 000 | - | -3 800 000 | - | - | 0.00 |
| Quilter 8.625% 23-18.04.33 | 8.625 | 18.04.33 | GBP | - | 2 600 000 | - | 2 600 000 | 3 091 466.87 | 0.73 |
| Ri Finance 6.125% 15-13.11.28 | 6.125 | 13.11.28 | GBP | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Rothesay Li | 8.000 | 30.10.25 | GBP | 7 420 000 | - | - | 7 420 000 | 8 632 060.76 | 2.03 |
| Rothesay Li 3.375% 19-12.07.26 Regs | 3.375 | 12.07.26 | GBP | 3 860 000 | 2 900 000 | - | 6 760 000 | 6 997 026.01 | 1.65 |
| Rothesay Li 5.5% 19-17.09.29 Regs | 5.500 | 17.09.29 | GBP | - | 5 000 000 | - | 5 000 000 | 5 655 555.61 | 1.33 |
| Rothesay Li 6.875% 18-Perp | 6.875 | 31.12.99 | GBP | 2 848 000 | - | - | 2 848 000 | 2 748 310.32 | 0.65 |
| Sanpaolo Vi 4.75% /Frn 14-Perp | 4.750 | 31.12.99 | EUR | 12 100 000 | 200 000 | -1 000 000 | 11 300 000 | 11 009 284.90 | 2.59 |
| Scor Se | 3.000 | 08.06.46 | EUR | - | 4 900 000 | - | 4 900 000 | 4 606 034.30 | 1.08 |
| Scor Se 3.875% 14-Perp | 3.875 | 31.12.99 | EUR | - | 3 700 000 | - | 3 700 000 | 3 517 368.00 | 0.83 |
| Scor Se 5.25% 18-Perp | 5.250 | 31.12.99 | USD | 1 200 000 | 3 600 000 | -2 600 000 | 2 200 000 | 1 531 002.38 | 0.36 |
| Sogecap Sa 4.125%/Frn 14-Perp | 4.125 | 31.12.99 | EUR | - | 6 800 000 | - | 6 800 000 | 6 483 811.29 | 1.52 |
| Swiss Life | 4.375 | 31.12.99 | EUR | 5 000 000 | - | - | 5 000 000 | 4 895 091.10 | 1.15 |
| Talanx 1.75% 21-01.12.42 | 1.750 | 01.12.42 | EUR | - | 1 500 000 | - | 1 500 000 | 1 123 276.50 | 0.26 |
| Unipolsai 6.375% 20-Perp | 6.375 | 31.12.99 | EUR | 6 900 000 | - | - | 6 900 000 | 5 987 785.50 | 1.41 |
| Uniqa | 6.000 | 27.07.46 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Uniqa 2.375% 21-09.12.41 | 2.375 | 09.12.41 | EUR | 6 000 000 | - | - | 6 000 000 | 4 442 160.00 | 1.04 |
| Uniqa 3.25% 20-09.10.35 | 3.250 | 09.10.35 | EUR | 5 000 000 | 1 600 000 | -200 000 | 6 400 000 | 5 935 424.00 | 1.40 |
| Utmost Grp 4.0% 21-15.12.31 | 4.000 | 15.12.31 | GBP | 6 500 000 | 300 000 | - | 6 800 000 | 5 741 001.75 | 1.35 |
| Utmost Grp 6.125% 22-Perp | 6.125 | 31.12.99 | GBP | 6 200 000 | 1 856 000 | - | 8 056 000 | 6 881 400.64 | 1.62 |
| Vivat Nv 5.375% 22-31.08.32 | 5.375 | 31.08.32 | EUR | - | 7 000 000 | - | 7 000 000 | 6 484 765.00 | 1.53 |
| Zuerich Ver | 3.500 | 01.10.46 | EUR | 2 800 000 | 4 000 000 | -2 800 000 | 4 000 000 | 3 759 400.00 | 0.88 |
| Zurich Fin Uk 6.625% 03-Perp | 6.625 | 31.12.99 | GBP | 3 000 000 | - | -3 000 000 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | 385 310 201.82 | 90.63 |

Transferable securities dealt on another regulated market
| Bonds |  |
| --- | --- |
| Beazley Re 5.50% 19-10.09.29 | 5.500 | 10.09.29 | USD | 5 150 000 | - | - | 5 150 000 | 4 342 804.77 | 1.02 |
| Just Grp 7.0% 20-15.04.31 | 7.000 | 15.04.31 | GBP | 5 950 000 | - | - | 5 950 000 | 6 653 698.51 | 1.56 |
| Rl Fin 6 10.125% 23-Perp | 10.125 | 31.12.99 | GBP | - | 3 500 000 | - | 3 500 000 | 4 022 494.30 | 0.95 |
|  |  |  |  |  |  |  |  | 15 018 997.58 | 3.53 |

| Total transferable securities dealt on another regulated market | 15 018 997.58 | 3.53 |
| --- | --- | --- |
|  |  |  |
| TOTAL SECURITIES PORTFOLIO INVESTMENTS | 400 329 199.40 | 94.16 |
| Liquidities and deposits | 18 636 415.66 | 4.38 |
| Other assets | 6 186 525.88 | 1.46 |
|  |  |  |
| TOTAL NET ASSETS | 425 152 140.94 | 100.00 |

* Purchases and sales (unaudited) include the following transactions:
Exercising of subscription/option rights/conversions/name changes/stock splits/transfers/switching between companies/free shares/purchases/splits/stock/elective dividends/exit following expiry/drawing of lots/reverse splits/redemptions/disposals.

Translation (ENDE, 2023-06-30):
# JSS Twelve Sustainable Insurance Bond (Fortsetzung)
| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | EUR | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| 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 |
| Munich Re 3.25% 18-26.05.49 | 3.250 | 26.05.49 | EUR | 3 300 000 | 1 500 000 | - | 4 800 000 | 4 366 492.80 | 1.03 |
| Nn Group | 4.500 | 31.12.99 | EUR | 3 600 000 | 7 500 000 | -1 500 000 | 9 600 000 | 9 299 470.75 | 2.19 |
| Nn Group 4.625% 17-13.01.48 | 4.625 | 13.01.48 | EUR | 4 982 000 | 5 000 000 | -1 500 000 | 8 482 000 | 8 196 792.75 | 1.93 |
| Pension Ins | 8.000 | 23.11.26 | GBP | 6 711 000 | - | - | 6 711 000 | 7 798 653.86 | 1.83 |
| Pension Ins 7.375% 19-Perp | 7.375 | 31.12.99 | GBP | 1 000 000 | - | - | 1 000 000 | 991 176.39 | 0.23 |
| Phoenix Gr 4.375% 18-24.01.29 | 4.375 | 24.01.29 | EUR | 8 237 000 | 1 500 000 | - | 9 737 000 | 8 866 306.46 | 2.09 |
| Phoenix Gr 5.375% 17-06.07.27 | 5.375 | 06.07.27 | USD | 3 100 000 | - | -3 100 000 | - | - | 0.00 |
| Phoenix Gr 5.75% 18-Perp | 5.750 | 31.12.99 | GBP | 2 000 000 | - | - | 2 000 000 | 1 823 724.19 | 0.43 |
| Qbe Ins 2.50% 13.09.38 Regs | 2.500 | 13.09.38 | GBP | 8 950 000 | - | -1 500 000 | 7 450 000 | 6 645 005.13 | 1.56 |
| Qbe Ins 5.875% 16-17.06.46 | 5.875 | 17.06.46 | USD | 2 000 000 | - | - | 2 000 000 | 1 749 420.09 | 0.41 |
| Qbe Ins 6.75% 14-02.12.44 | 6.750 | 02.12.44 | USD | 3 800 000 | - | -3 800 000 | - | - | 0.00 |
| Quilter 8.625% 23-18.04.33 | 8.625 | 18.04.33 | GBP | - | 2 600 000 | - | 2 600 000 | 3 091 466.87 | 0.73 |
| Ri Finance 6.125% 15-13.11.28 | 6.125 | 13.11.28 | GBP | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Rothesay Li | 8.000 | 30.10.25 | GBP | 7 420 000 | - | - | 7 420 000 | 8 632 060.76 | 2.03 |
| Rothesay Li 3.375% 19-12.07.26 Regs | 3.375 | 12.07.26 | GBP | 3 860 000 | 2 900 000 | - | 6 760 000 | 6 997 026.01 | 1.65 |
| Rothesay Li 5.5% 19-17.09.29 Regs | 5.500 | 17.09.29 | GBP | - | 5 000 000 | - | 5 000 000 | 5 655 555.61 | 1.33 |
| Rothesay Li 6.875% 18-Perp | 6.875 | 31.12.99 | GBP | 2 848 000 | - | - | 2 848 000 | 2 748 310.32 | 0.65 |
| Sanpaolo Vi 4.75% /Frn 14-Perp | 4.750 | 31.12.99 | EUR | 12 100 000 | 200 000 | -1 000 000 | 11 300 000 | 11 009 284.90 | 2.59 |
| Scor Se | 3.000 | 08.06.46 | EUR | - | 4 900 000 | - | 4 900 000 | 4 606 034.30 | 1.08 |
| Scor Se 3.875% 14-Perp | 3.875 | 31.12.99 | EUR | - | 3 700 000 | - | 3 700 000 | 3 517 368.00 | 0.83 |
| Scor Se 5.25% 18-Perp | 5.250 | 31.12.99 | USD | 1 200 000 | 3 600 000 | -2 600 000 | 2 200 000 | 1 531 002.38 | 0.36 |
| Sogecap Sa 4.125%/Frn 14-Perp | 4.125 | 31.12.99 | EUR | - | 6 800 000 | - | 6 800 000 | 6 483 811.29 | 1.52 |
| Swiss Life | 4.375 | 31.12.99 | EUR | 5 000 000 | - | - | 5 000 000 | 4 895 091.10 | 1.15 |
| Talanx 1.75% 21-01.12.42 | 1.750 | 01.12.42 | EUR | - | 1 500 000 | - | 1 500 000 | 1 123 276.50 | 0.26 |
| Unipolsai 6.375% 20-Perp | 6.375 | 31.12.99 | EUR | 6 900 000 | - | - | 6 900 000 | 5 987 785.50 | 1.41 |
| Uniqa | 6.000 | 27.07.46 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Uniqa 2.375% 21-09.12.41 | 2.375 | 09.12.41 | EUR | 6 000 000 | - | - | 6 000 000 | 4 442 160.00 | 1.04 |
| Uniqa 3.25% 20-09.10.35 | 3.250 | 09.10.35 | EUR | 5 000 000 | 1 600 000 | -200 000 | 6 400 000 | 5 935 424.00 | 1.40 |
| Utmost Grp 4.0% 21-15.12.31 | 4.000 | 15.12.31 | GBP | 6 500 000 | 300 000 | - | 6 800 000 | 5 741 001.75 | 1.35 |
| Utmost Grp 6.125% 22-Perp | 6.125 | 31.12.99 | GBP | 6 200 000 | 1 856 000 | - | 8 056 000 | 6 881 400.64 | 1.62 |
| Vivat Nv 5.375% 22-31.08.32 | 5.375 | 31.08.32 | EUR | - | 7 000 000 | - | 7 000 000 | 6 484 765.00 | 1.53 |
| Zuerich Ver | 3.500 | 01.10.46 | EUR | 2 800 000 | 4 000 000 | -2 800 000 | 4 000 000 | 3 759 400.00 | 0.88 |
| Zurich Fin Uk 6.625% 03-Perp | 6.625 | 31.12.99 | GBP | 3 000 000 | - | -3 000 000 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | 385 310 201.82 | 90.63 |

Übertragbare Wertpapiere, die an einem anderen geregelten Markt gehandelt werden
| Anleihen |  |
| --- | --- |
| Beazley Re 5.50% 19-10.09.29 | 5.500 | 10.09.29 | USD | 5 150 000 | - | - | 5 150 000 | 4 342 804.77 | 1.02 |
| Just Grp 7.0% 20-15.04.31 | 7.000 | 15.04.31 | GBP | 5 950 000 | - | - | 5 950 000 | 6 653 698.51 | 1.56 |
| Rl Fin 6 10.125% 23-Perp | 10.125 | 31.12.99 | GBP | - | 3 500 000 | - | 3 500 000 | 4 022 494.30 | 0.95 |
|  |  |  |  |  |  |  |  | 15 018 997.58 | 3.53 |

| Summe der an einem anderen geregelten Markt gehandelten übertragbaren Wertpapiere | 15 018 997.58 | 3.53 |
| --- | --- | --- |
|  |  |  |
| SUMME WERTPAPIERBESTAND | 400 329 199.40 | 94.16 |
| Liquide Mittel inklusive Geldmarktanlagen | 18 636 415.66 | 4.38 |
| Sonstige Aktiven | 6 186 525.88 | 1.46 |
|  |  |  |
| GESAMTNETTOVERMÖGEN | 425 152 140.94 | 100.00 |

* Käufe und Verkäufe (ungeprüft) umfassen die folgenden Transaktionen:
Ausübung von Bezugs-/Optionsrechten/Umwandlungen/Namensänderungen/Titelaufteilungen/Übertragungen/Umtausch zwischen Gesellschaften/ Gratistiteln/Käufen/„Splits“/Stock/Wahldividenden/Exit infolge von Verfall/Auslosungen/„Reversesplits“/Rückzahlungen/Verkäufen