OVHaiLLM/Flipper huggingface dataset:
# Asset breakdown - by GICS sector
## In % of total economic exposure

## in %	
Portfolio 
| Health Care	18.49 |  |  |
| --- | --- | --- |
| Consumer Staples	18.32 |  |  |
| Financials	16.41 |  |  |
| Industrials	12.05 |  |  |
| Utilities	9.02 |  |  |
| Materials	8.89 |  |  |
| Communication	7.07 |  |  |
| Energy	4.91 |  |  |
| FX	1.39 |  |  |
| Consumer	1.29 Discretionary |  |
|  |  |
|  |
| Others	2.16 |  |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach GICS-Sektoren
## in % des Exposures

## in %	
Portfolio 
| Nichtzyklische Konsumgüter | 18.32 |
| --- | --- |
| Finanzwerte | 16.41 |
| Industrie | 12.05 |
| Versorger | 9.02 |
| Grundstoffe | 8.89 |
| Kommunikation | 7.07 |
| Energie | 4.91 |
| Devisen | 1.39 |

| <5 Mia	5.62 |  |  |
| --- | --- | --- |
| 5 Mia - 10 Mia	5.28 |  |  |
| 10 Mia - 20 Mia	4.84 |  |  |
| 20 Mia - 30 Mia	9.50 |  |  |
| 30 Mia - 50 Mia	7.07 |  |  |
| 50 Mia - 100 Mia	27.94 |  |  |
| >100 Mia	37.61 |  |  |
| Rest	2.13 |  |  |
# Asset breakdown - by Sector
## In % of total economic exposure

## in %	
Portfolio 
| Corporate	29.87 |  |  |
| --- | --- | --- |
| High Yield	26.17 |  |  |
| Government	16.97 |  |  |
| Convertibles	15.20 |  |  |
| Emerging Markets	8.13 |  |  |
| Cash	3.74 |  |  |
| Others	-0.08 |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach Sektor
## in % des Exposures

## in %	
Portfolio 
# Asset breakdown - by risk currency (before hedging)
## In % of total economic exposure

## in %	
Portfolio 
| USD | 75.52 |  |  |
| --- | --- | --- | --- |
| EUR | 21.00 |  |  |
| CHF | 2.82 |  |
| JPY | 0.39 |  |
| HKD | 0.09 |  |
| GBP | 0.08 |  |
| CAD | 0.04 |  |
| SGD | 0.04 |  |
| AUD | 0.02 |  |
| Others | 0.00 |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach Risiko-Währung (vor Währungsabsicherung)
## in % des Exposures
| Unternehmen	29.87 |  |  |
| --- | --- | --- |
| High Yield	26.17 |  |  |
| Staatsanleihen	16.97 |  |  |
| Wandelanleihen	15.20 |  |  |
| Schwellenländer	8.13 |  |  |
| Liquidität	3.74 |  |  |
| Rest	-0.08 |  |


## in %	
Portfolio 
| USD | 75.52 |  |  |
| --- | --- | --- | --- |
| EUR | 21.00 |  |  |
| CHF | 2.82 |  |
| JPY | 0.39 |  |
| HKD | 0.09 |  |
| GBP | 0.08 |  |
| CAD | 0.04 |  |
| SGD | 0.04 |  |
| AUD | 0.02 |  |
| Rest | 0.00 |  |
# Investment policy
The aim of the Fund is to provide a high level of risk adjusted income by investing in higher yielding, secured and unsecured floating rate senior loans and other secured and unsecured senior floating rate debt instruments issued by mainly European corpora- tions and other businesses in any currency. The Fund can also invest in certain derivative instruments. The Fund invests in instruments which are typically rated below investment grade credit quality (BB+ or below) or, if not rated, will be of equivalent credit quality. The underlying portfolio seeks to diversify its investments

Translation (ENDE, 2022-08-31):
# Anlagepolitik
Ziel des Fonds ist es, hohe risikobereinigte Erträge zu erzielen. Dazu investiert er in renditestarke besi- cherte und unbesicherte vorrangige Darlehen mit va- riablem Zinssatz und in andere besicherte und un- besicherte vorrangige Schuldtitel mit variablem Zins- satz, die vor allem von europäischen Unternehmen emittiert werden und auf eine beliebige Währung lau- ten können. Der Fonds kann auch in bestimmte de- rivative Instrumente investieren. Der Fonds legt in In- strumente an, die in der Regel ein Rating unterhalb von Investment Grade haben (BB+ oder niedriger) haben oder, wenn kein Rating vorliegt, eine entspre-
# Fund facts
### Fund manager

### Credit Suisse AM Credit Investments Group

### Fund manager since	31/12/2019

### Location	New York

Translation (ENDE, 2022-08-31):
# Fondsdaten
## Fondsmanager

## Credit Suisse AM Credit Investments Group

## Fondsmanager seit	31.12.2019

## Standort Fondsmanager		New York Fondsleitung Credit Suisse Fund Management S.A. Fondsdomizil	Luxemburg

## Fondswährung	EUR

## Ende des Geschäftsjahres	31. Oktober

## Fondsvermögen (in Mio.)	268,60

## Emissionsdatum	31.05.2022

## Managementgebühr p.a. 
1)	

## 0,55%
# Gross performance in EUR (rebased to 100) and Performance in %: 31/08/2015 - 31/08/2020 1)
3
ro. The fund invests in a broadly diversified portfo- lio of actively managed investment funds, and also exchange traded funds (ETFs), structured products, and derivatives. The fund is invested worldwide in eq- uities, bonds, currencies, commodities, and liquid re- al estate.

Translation (ENDE, 2020-08-31):
# Bruttowertentwicklung in EUR (zurückgesetzt auf Basis 100) und Wertentwicklung in %: 31.08.2015 - 31.08.2020 1)
3
erreichen. Der Fonds investiert in ein breit diversi- fiziertes Portfolio von aktiv verwalteten Anlagefonds wie auch Exchange Traded Funds (ETFs), struktu- rierten Produkten und Derivaten. Die Anlagen erfol- gen weltweit in den Anlagekategorien Aktien, Obli- gationen, Währungen, Rohstoffe und liquide Immobi- lientitel.
# Performance overview - yearly*
## Last 10 years since 01.01.1999, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 30.36 | 9.66 | 20.13 | 2.19 | 17.78 | -15.95 | 25.44 | 18.71 | 26.55 | -12.99 |
| Benchmark | 33.40 | 6.46 | 23.52 | 0.87 | 19.02 | -15.84 | 31.39 | 4.60 | 22.36 | -8.53 |
| Relative net | -3.04 | 3.20 | -3.39 | 1.32 | -1.24 | -0.11 | -5.95 | 14.10 | 4.19 | -4.46 |

Translation (ENDE, 2022-02-28):
# Performance-Übersicht – jährlich*
Letzte 10 Jahre seit 01.01.1999, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 30.36 | 9.66 | 20.13 | 2.19 | 17.78 | -15.95 | 25.44 | 18.71 | 26.55 | -12.99 |
| Benchmark | 33.40 | 6.46 | 23.52 | 0.87 | 19.02 | -15.84 | 31.39 | 4.60 | 22.36 | -8.53 |
| Relativ netto | -3.04 | 3.20 | -3.39 | 1.32 | -1.24 | -0.11 | -5.95 | 14.10 | 4.19 | -4.46 |
## By duration in % of bond economic exposure
41.80
60.76
54.23
74.59
Cash and Cas…	Commodities
Fixed Income	Real Estate Equities
Hedge Funds…
CHF	GBP

Translation (ENDE, 2023-02-28):
## Nach Duration in % des ökonomischen Obligationenexposure
41.80
60.76
54.23
74.59
Liquide Anlagen	Rohstoffe
Obligationen	Immobilienanlagen Aktien
Hedge Funds
CHF	GBP
# Performance overview
## since 01.04.2016, in %

## Annualized risk, in %
|  | 1 months | 3 months | 1 year | 3 years | 5 years | ITD |  | 1 year | 3 years | 5 years | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -1.93 | -2.43 | -11.56 | 1.05 | -1.15 | 2.53 |  | 14.01 | 14.48 | 13.04 | 11.78 |
| Benchmark | -1.90 | -2.36 | -11.23 | 0.89 | -0.91 | 2.72 |  | 13.98 | 14.29 | 12.89 | 11.66 |
| Relative net | -0.03 | -0.07 | -0.33 | 0.15 | -0.24 | -0.20 |  | 0.15 | 0.48 | 0.58 | 0.51 |

| Performance overview - yearly since 01.04.2016, in % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 4.62 | 21.72 | -6.45 | 6.76 | -1.08 | 9.17 | -15.11 | 1.92 | 18.83 |
| Benchmark | 4.86 | 21.51 | -4.69 | 6.56 | -1.60 | 8.91 | -14.80 | 1.91 | 20.42 |
| Relative net | -0.24 | 0.22 | -1.76 | 0.20 | 0.52 | 0.26 | -0.31 | 0.01 | -1.58 |

Until 28.05.2021, the Fund had different characteristics and performance was achieved under circumstances that no longer apply. Repositioning as per 28.05.2021 (Old Fund name: CSIF (Lux) Equity Emerging Markets Minimum Volatility).

Translation (ENDE, 2023-02-28):
# Performance-Übersicht
## Seit 01.04.2016, in %

## Annualisiertes Risiko, in %
|  | 1 Monate | 3 Monate | 1 Jahr | 3 Jahre | 5 Jahre | ITD |  | 1 Jahr | 3 Jahre | 5 Jahre | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -1.93 | -2.43 | -11.56 | 1.05 | -1.15 | 2.53 |  | 14.01 | 14.48 | 13.04 | 11.78 |
| Benchmark | -1.90 | -2.36 | -11.23 | 0.89 | -0.91 | 2.72 |  | 13.98 | 14.29 | 12.89 | 11.66 |
| Relativ netto | -0.03 | -0.07 | -0.33 | 0.15 | -0.24 | -0.20 |  | 0.15 | 0.48 | 0.58 | 0.51 |

| Performance-Übersicht – jährlich Seit 01.04.2016, in % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | ITD |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 4.62 | 21.72 | -6.45 | 6.76 | -1.08 | 9.17 | -15.11 | 1.92 | 18.83 |
| Benchmark | 4.86 | 21.51 | -4.69 | 6.56 | -1.60 | 8.91 | -14.80 | 1.91 | 20.42 |
| Relativ netto | -0.24 | 0.22 | -1.76 | 0.20 | 0.52 | 0.26 | -0.31 | 0.01 | -1.58 |

Bis 28.05.2021 wies der Fonds andere Eigenschaften auf, und die Performance wurde unter Bedingungen erzielt, die nicht mehr gegeben sind. Neuausrichtung per 28.05.2021 (Früherer Fondsname: CSIF (Lux) Equity Emerging Markets Minimum Volatility).
# Asset breakdown by instrument currency
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
| TWD | 22.28 | 21.93 |  |
| --- | --- | --- | --- |
| HKD | 17.70 | 17.76 |  |
| INR | 14.33 | 14.16 |  |
| THB | 7.66 | 7.65 |  |
| MYR | 6.25 | 6.19 |  |
| Others | 31.78 | 32.32 |  |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach Instrument-Währung
## In % des Exposures
Benchmark 

## Portfolio Benchmark	
Portfolio 
| TWD | 22.28 | 21.93 |  |
| --- | --- | --- | --- |
| HKD | 17.70 | 17.76 |  |
| INR | 14.33 | 14.16 |  |
| THB | 7.66 | 7.65 |  |
| MYR | 6.25 | 6.19 |  |
| Rest | 31.78 | 32.32 |  |
# Asset breakdown by MSCI country
## In % of total economic exposure
Benchmark 

## Portfolio Benchmark	
Portfolio 
| China | 24.88 | 25.10 |  |
| --- | --- | --- | --- |
| Taiwan | 22.24 | 21.93 |  |
| India | 14.12 | 14.16 |  |
| Thailand | 7.61 | 7.65 |  |
| Malaysia | 6.18 | 6.19 |  |
| Others | 24.98 | 24.97 |  |

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach MSCI-Ländern
## In % des Exposures
Benchmark 

## Portfolio Benchmark	
Portfolio 
| China | 24.88 | 25.10 |  |
| --- | --- | --- | --- |
| Taiwan | 22.24 | 21.93 |  |
| Indien | 14.12 | 14.16 |  |
| Thailand | 7.61 | 7.65 |  |
| Malaysia | 6.18 | 6.19 |  |
| Rest | 24.98 | 24.97 |  |
# Asset breakdown by ESG rating
## In % of total economic exposure. Fund performance against traditional benchmark: MSCI EM Minimum Volatility (NR). Source: MSCI ESG rating
Benchmark 

## Portfolio Benchmark	
Portfolio 

Translation (ENDE, 2023-02-28):
# Vermögensstruktur nach ESG Rating
## In Prozent des wirtschaftlichen Gesamtexposure. Fonds-Performance gegenüber traditionellen Benchmark: MSCI EM Minimum Volatility (NR). Quelle: MSCI-ESG-Rating
Benchmark 

## Portfolio Benchmark	
Portfolio 
# Performance overview - yearly*
## Last 10 years since 01.11.2006, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | 25.78 | 9.84 | 0.27 | 2.73 | 24.47 | 0.04 | 28.51 | 27.42 | 18.82 | -10.98 |
| Benchmark | 13.99 | 4.94 | -0.87 | 7.51 | 22.40 | -8.71 | 28.41 | 15.30 | 24.70 | -8.89 |

Translation (ENDE, 2022-02-28):
# Performance-Übersicht – jährlich*
Letzte 10 Jahre seit 01.11.2006, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | 25.78 | 9.84 | 0.27 | 2.73 | 24.47 | 0.04 | 28.51 | 27.42 | 18.82 | -10.98 |
# Performance overview - yearly*
## Last 10 years since 01.11.2006, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Relative net | 11.78 | 4.90 | 1.14 | -4.78 | 2.07 | 8.75 | 0.10 | 12.13 | -5.89 | -2.09 |

Translation (ENDE, 2022-02-28):
# Performance-Übersicht – jährlich*
Letzte 10 Jahre seit 01.11.2006, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Benchmark | 13.99 | 4.94 | -0.87 | 7.51 | 22.40 | -8.71 | 28.41 | 15.30 | 24.70 | -8.89 |
| Relativ netto | 11.78 | 4.90 | 1.14 | -4.78 | 2.07 | 8.75 | 0.10 | 12.13 | -5.89 | -2.09 |
# Performance overview - yearly*
## Last 10 years since 01.06.2009, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio net | -0.39 | 0.70 | -2.33 | 10.38 | 5.67 | -7.01 | 11.82 | 6.99 | -5.27 | -12.56 |

Translation (ENDE, 2022-02-28):
# Performance-Übersicht – jährlich*
## Letzte 10 Jahre seit 01.06.2009, in %
|  | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto | -0.39 | 0.70 | -2.33 | 10.38 | 5.67 | -7.01 | 11.82 | 6.99 | -5.27 | -12.56 |
# Asset breakdown - by regions
## In % of total economic exposure

## in %	
Portfolio 
| Latin America	42.34 |  |  |
| --- | --- | --- |
| Asia	18.86 |  |  |
| Middle East	15.56 |  |  |
| Europe	11.42 |  |  |
| Africa	6.10 |  |  |
| North America	3.63 |  |  |
| Cash	2.09 |  |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach Regionen
## in % des Exposures

## in %	
Portfolio 
| Lateinamerika	42.34 |  |  |
| --- | --- | --- |
| Asien	18.86 |  |  |
| Naher Osten	15.56 |  |  |
| Europa	11.42 |  |  |
| Afrika	6.10 |  |  |
| Nordamerika	3.63 |  |  |
| Liquidität	2.09 |  |  |
# Asset breakdown - by WAL bucket
## In % of total economic exposure
| Brazil	11.20 |  |  |
| --- | --- | --- |
| China	10.42 |  |  |
| Mexico	9.03 |  |  |
| Colombia	7.91 |  |  |
| Qatar	5.41 |  |  |
| Peru	4.61 |  |  |
| Saudi Arabia	4.44 |  |  |
| South Africa	4.20 |  |  |
| India	3.99 |  |  |
| Argentina	3.89 |  |  |
| United States	3.63 |  |  |
| Cash	3.13 |  |  |
| United Arab Emirates	3.06 |  |  |
| Chile	3.06 |  |  |
| Others	22.02 |  |  |


## in %	
Portfolio 
| < 1yr	7.13 |  |  |
| --- | --- | --- |
| 1-3 yrs	12.50 |  |  |
| 3-5 yrs	28.61 |  |  |
| 5-7 yrs	13.72 |  |  |
| 7-10 yrs	27.05 |  |  |
| > 10yrs	11.00 |  |  |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach WAL Bucket
## in % des Exposures
| Brasilien	11.20 |  |  |
| --- | --- | --- |
| China	10.42 |  |  |
| Mexiko	9.03 |  |  |
| Kolumbien	7.91 |  |  |
| Katar	5.41 |  |  |
| Peru	4.61 |  |  |
| Saudi-Arabien	4.44 |  |  |
| Südafrika	4.20 |  |  |
| Indien	3.99 |  |  |
| Argentinien	3.89 |  |  |
| USA	3.63 |  |  |
| Liquidität	3.13 |  |  |
| Vereinigte Arabische	3.06 Emirate |  |
|  |  |
|  |
| Chile	3.06 |  |  |
| Rest	22.02 |  |  |


## in %	
Portfolio 
| < 1 Jahr	7.13 |  |  |
| --- | --- | --- |
| 1-3 Jahre	12.50 |  |  |
| 3-5 Jahre	28.61 |  |  |
| 5-7 Jahre	13.72 |  |  |
| 7-10 Jahre	27.05 |  |  |
| > 10 Jahre	11.00 |  |  |
- Green (39,8%)
- Yellow (22,3%)
- Orange (18,6%)
- Red (0,6%)
- Not rated (18,8%)

Translation (ENDE, 2022-02-28):
- Grün (39,8%)
- Gelb (22,3%)
- Orange (18,6%)
- Rot (0,6%)
- Ohne Bewertung (18,8%)
# Risk overview - ex post
## 1 year Portfolio

## Minimum net return, in %	-4.10

## Maximum net return, in %	1.75

## Maximum drawdown, in %	-8.06

## Sharpe ratio	-1.39

Translation (ENDE, 2022-08-31):
# Risiko-Übersicht – ex post
## 1 Jahr Portfolio

## Minimum Rendite netto, in %	-4.10

## Maximale Rendite netto, in %	1.75

## Maximaler Drawdown, in %	-8.06

## Sharpe-Ratio	-1.39
# Top 5 positions
## Instrument Name	Portfolio

## US TREASURY N/B	6.73%

## TREASURY NOTE	6.70%

## TREASURY NOTE	6.66%

## TREASURY NOTE	5.25%

## CS LUX LIQUID ALT BETA FB USD	5.04%

## The Fund’s use of leverage may lead to an amplified reaction to market movements, i.e. increase the volatility of the Fund and may amount to a more substantial loss than in unleveraged products.

Translation (ENDE, 2022-08-31):
# 5 grösste Positionen
## Wertschriftenname	Portfolio

## US TREASURY N/B	6.73%

## TREASURY NOTE	6.70%

## TREASURY NOTE	6.66%

## TREASURY NOTE	5.25%

## CS LUX LIQUID ALT BETA FB USD	5.04%
Die Nutzung von Leverage (Hebelfinanzierung) durch den Fonds kann zu einer verstärkten Reaktion auf Marktbewegungen führen, d.h. die Volatilität des Fonds erhöhen und zu einem größeren Verlust führen als bei Produkten ohne Leverage.
# Performance overview - yearly
## since 01.12.2016, in %

## 2016	2017	2018	2019	2020	2021	2022

## Portfolio net	2.70	11.87	-8.61	15.52	-14.17	24.27	-23.28
1 

## If the currency of a financial product and/or its costs is different from your reference currency, the return and cost may increase or decrease as a result of currency fluctuations.

Translation (ENDE, 2022-08-31):
# Performance-Übersicht – jährlich
| 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 |
| --- | --- | --- | --- | --- | --- | --- |
| Portfolio netto	2.70 | 11.87 | -8.61 | 15.52 | -14.17 | 24.27 | -23.28 |
| Portfolio netto inkl. max.	-2.19 | 11.87 | -8.61 | 15.52 | -14.17 | 24.27 | -23.28 |


## Seit 01.12.2016, in %

## Ausgebeaufschlag

## Die genannten Beträge verstehen sich nach Abzug des für den Anleger maximal anfallenden Ausgabeaufschlags in Höhe von 5% im ersten Anlagejahr.
# Asset breakdown - by Capital structure
## In % of total economic exposure

## in %	
Portfolio 
| Banks	83.73 |  |  |
| --- | --- | --- |
| Insurance	13.95 |  |  |
| Financial Services	0.29 |  |
| Cash & FX	2.02 |  |
| Others	0.00 |  |


## in %	
Portfolio 
| Senior unsecured | 0.30 |  |
| --- | --- | --- |
| Tier 2 | 3.64 |  |
| Tier 1 | 1.12 |  |
| Add Tier 1 | 81.09 |  |  |
| Restricted Tier 1 | 11.56 |  |  |
| Derivatives | 0.67 |  |
| Cash and Cash Equivalents | 1.62 |  |

| Top 10 positions |  |
| --- | --- |
| In % of total economic exposure |
| Instrument Name | ISIN | Coupon p.a. | Weight |
| BNP PARIBAS SA | USF1R15XK854 | 7.00% | 2.92% |
| ABN AMRO BANK NV | XS1693822634 | 4.75% | 2.62% |
| HSBC HOLDINGS PLC | XS1640903701 | 4.75% | 2.41% |
| LLOYDS BANKING GROUP PLC | XS1043552261 | 7.88% | 2.38% |
| UNICREDIT SPA | XS1739839998 | 5.38% | 2.36% |
| NATIONWIDE BUILDING SOCIETY | XS2048709427 | 5.88% | 2.22% |
| ING GROEP NV | US456837AR44 | 5.75% | 2.17% |
| SVENSKA HANDELSBANKEN AB | XS2233263586 | 4.75% | 2.16% |
| KBC GROEP NV | BE0002592708 | 4.25% | 2.15% |
| CREDIT AGRICOLE SA | XS2353099638 | 7.50% | 2.10% |
|  |  |  |  |
| Top 10 issuers In % of total economic exposure |  |  | in % |
| CREDIT AGRICOLE SA |  |  | 3.23 |
| BARCLAYS PLC |  |  | 3.13 |
| ING GROEP NV |  |  | 3.08 |
| NATWEST GROUP PLC |  |  | 3.02 |
| BNP PARIBAS SA |  |  | 2.97 |
| COOPERATIEVE RABOBANK UA |  |  | 2.92 |
| HSBC HOLDINGS PLC |  |  | 2.85 |
| LLOYDS BANKING GROUP PLC |  |  | 2.76 |
| ABN AMRO BANK NV |  |  | 2.67 |
| COMMERZBANK AG |  |  | 2.65 |

Translation (ENDE, 2022-02-28):
# Vermögensstruktur - nach Kapitalstruktur
## in % des Exposures

## in %	
Portfolio 
| Vorrangig unbesichert | 0.30 |  |
| --- | --- | --- |
| Tier 2 | 3.64 |  |
| Tier 1 | 1.12 |  |
| Tier 1 hinzufügen | 81.09 |  |  |
| Restricted Tier 1 | 11.56 |  |  |
| Derivate | 0.67 |  |
| Liquide Anlagen | 1.62 |  |

| 10 grösste Positionen |  |
| --- | --- |
| in % des Exposures |
| Wertschriften Name | ISIN | Coupon p. a. | Gewichtung |
| BNP PARIBAS SA | USF1R15XK854 | 7.00% | 2.92% |
| ABN AMRO BANK NV | XS1693822634 | 4.75% | 2.62% |
| HSBC HOLDINGS PLC | XS1640903701 | 4.75% | 2.41% |
| LLOYDS BANKING GROUP PLC | XS1043552261 | 7.88% | 2.38% |
| UNICREDIT SPA | XS1739839998 | 5.38% | 2.36% |
| NATIONWIDE BUILDING SOCIETY | XS2048709427 | 5.88% | 2.22% |
| ING GROEP NV | US456837AR44 | 5.75% | 2.17% |
| SVENSKA HANDELSBANKEN AB | XS2233263586 | 4.75% | 2.16% |
| KBC GROEP NV | BE0002592708 | 4.25% | 2.15% |
| CREDIT AGRICOLE SA | XS2353099638 | 7.50% | 2.10% |
|  |  |  |  |
| 10 grösste Emittenten in % des Exposures |  |  | in % |
| CREDIT AGRICOLE SA |  |  | 3.23 |
| BARCLAYS PLC |  |  | 3.13 |
| ING GROEP NV |  |  | 3.08 |
| NATWEST GROUP PLC |  |  | 3.02 |
| BNP PARIBAS SA |  |  | 2.97 |
| COOPERATIEVE RABOBANK UA |  |  | 2.92 |
| HSBC HOLDINGS PLC |  |  | 2.85 |
| LLOYDS BANKING GROUP PLC |  |  | 2.76 |
| ABN AMRO BANK NV |  |  | 2.67 |
| COMMERZBANK AG |  |  | 2.65 |
- Green (44,9%)
- Yellow (24,7%)
- Orange (20,8%)
- Red (0,2%)
- Not rated (9,3%)

Translation (ENDE, 2022-02-28):
- Grün (44,9%)
- Gelb (24,7%)
- Orange (20,8%)
- Rot (0,2%)
- Ohne Bewertung (9,3%)
# Asset breakdown
by currency risk, in % of total economic exposure
Portfolio	Benchmark
| USD | 53.65 | 53.63 |  |
| --- | --- | --- | --- |
| JPY | 11.93 | 11.82 |  |
| EUR | 10.46 | 10.53 |  |
| HKD | 5.68 | 5.69 |  |
| GBP | 3.58 | 3.60 |  |
| SGD | 3.43 | 3.47 |  |
| SEK | 3.21 | 3.23 |  |
| Other | 8.05 | 8.03 |  |

Total	100.00	100.00

Translation (ENDE, 2020-09-30):
# Vermögensaufteilung
nach Branchen, in % des wirtschaftlichen Gesamtexposure
Portfolio	Benchmark
| REITs Gewerbe- und Büroimmobilien | 25,29 | 25,44 |  |
| --- | --- | --- | --- |
| Immobilienbeteiligung und -entwicklung | 20,26 | 20,49 |  |
| Spezial-REITs | 19,06 | 19,19 |  |
| Wohnimmobilien-REITs | 13,53 | 13,58 |  |
| Gewerbeimmobilien-REITs | 10,50 | 10,56 |  |
| Diversifizierte REITs | 7,64 | 7,70 |  |
| REITs Hotels und Beherbergungsimmobilien | 2,75 | 2,77 |  |
| Sonstige | 0,97 | 0,28 |  |  |
|  |

Gesamt	100,00	100,00
# ESG overview
|  |  | Score |  | Rating |
| --- | --- | --- | --- | --- |
|  | Portfolio | Benchmark | Portfolio | Benchmark |
| Overall ESG quality | 5.1 | 5.1 | BBB | BBB |
| Environment | 5.9 | 5.9 | A | A |
| Social | 4.5 | 4.5 | BBB | BBB |
| Governance | 5.9 | 5.9 | A | A |
| Weighted Average Carbon Intensity (Tons of CO2e/$M sales) | 97.9 | 97.9 |  |  |
| MSCI coverage | 99% | 100% |  |  |

by ESG rating
Portfolio	Benchmark
| AAA | 3.78 | 3.81 |  |
| --- | --- | --- | --- |
| AA | 15.84 | 15.94 |  |
| A | 20.53 | 20.70 |  |
| BBB | 25.30 | 25.46 |  |
| BB | 19.46 | 19.60 |  |
| B | 13.49 | 13.58 |  |
| CCC | 0.48 | 0.48 |  |
| Not rated | 1.13 | 0.43 |  |  |
|  |

Total	100.00	100.00

Translation (ENDE, 2020-09-30):
# ESG-Übersicht
|  |  | Bewertung |  | Rating |
| --- | --- | --- | --- | --- |
|  | Portfolio | Benchmark | Portfolio | Benchmark |
| ESG-Qualität insgesamt | 5.1 | 5.1 | BBB | BBB |
| Environment (Umwelt) | 5.9 | 5.9 | A | A |
| Social (Soziales) | 4.5 | 4.5 | BBB | BBB |
| Governance | 5.9 | 5.9 | A | A |
| Gewichtete durchschnittliche Kohlenstoffintensität (Tonnen CO2e / USD Mio. Umsatz) | 97.9 | 97.9 |  |  |
| MSCI-Abdeckung | 99 % | 100 % |  |  |

Vermögensaufteilung
nach ESG-Rating
Portfolio	Benchmark
| AAA | 3,78 | 3,81 |  |
| --- | --- | --- | --- |
| AA | 15,84 | 15,94 |  |
| A | 20,53 | 20,70 |  |
| BBB | 25,30 | 25,46 |  |
| BB | 19,46 | 19,60 |  |
| B | 13,49 | 13,58 |  |
| CCC | 0,48 | 0,48 |  |
| Kein Rating | 1,13 | 0,43 |  |  |
|  |

Gesamt	100,00	100,00
# Asset breakdown
by ESG controversy flag
Portfolio	Benchmark
| Green | 96.15 | 96.84 |  |
| --- | --- | --- | --- |
| Yellow | 2.72 | 2.73 |  |
| Not rated | 1.13 | 0.43 |  |

Total	100.00	100.00

Translation (ENDE, 2020-09-30):
# Vermögensaufteilung
nach Branchen, in % des wirtschaftlichen Gesamtexposure
Portfolio	Benchmark
| REITs Gewerbe- und Büroimmobilien | 25,29 | 25,44 |  |
| --- | --- | --- | --- |
| Immobilienbeteiligung und -entwicklung | 20,26 | 20,49 |  |
| Spezial-REITs | 19,06 | 19,19 |  |
| Wohnimmobilien-REITs | 13,53 | 13,58 |  |
| Gewerbeimmobilien-REITs | 10,50 | 10,56 |  |
| Diversifizierte REITs | 7,64 | 7,70 |  |
| REITs Hotels und Beherbergungsimmobilien | 2,75 | 2,77 |  |
| Sonstige | 0,97 | 0,28 |  |  |
|  |

Gesamt	100,00	100,00
# Asset breakdown
by business involvement exposure
Portfolio	Benchmark
| Tobacco | 0.00 | 0.00 |  |
| --- | --- | --- | --- |
| Adult Entertainment | 0.00 | 0.00 |  |
| Gambling | 0.47 | 0.47 |  |
| Weapons and Firearms | 0.01 | 0.00 |  |
| Nuclear Power | 0.01 | 0.00 |  |
| Thermal Coal | 0.00 | 0.00 |  |

Total	0.49	0.47

Translation (ENDE, 2020-09-30):
# Vermögensaufteilung
nach Geschäftsaktivitäten-Engagement
Portfolio	Benchmark
| Tabak | 0,00 | 0,00 |  |
| --- | --- | --- | --- |
| Erwachsenenunterhaltung | 0,00 | 0,00 |  |
| Glücksspiel | 0,47 | 0,47 |  |
| Waffen und Schusswaffen | 0,01 | 0,00 |  |
| Kernkraft | 0,01 | 0,00 |  |
| Kraftwerkskohle | 0,00 | 0,00 |  |

Gesamt	0,49	0,47