| Security name | Currency | Qty No. or nominal | Actual value | % of net assets |
| --- | --- | --- | --- | --- |
| TELE EM 1.528 01-25_ | EUR | -5,000,000 | -78,907.67 | -0.01 |
| TELE EM 1.528 01-25_ | EUR | 5,000,000 | 78,907.67 | 0.01 |
| TELE ITA 3.63 01-24_ | EUR | -5,000,000 | 7,433.33 | 0.00 |
| TOTAL CAP 3.125 9/22 | EUR | -11,000,000 | -370,225.17 | -0.05 |
| UBS AG 0.01 03-26_20 | EUR | 10,000,000 | 335,148.33 | 0.04 |
| UBS Gro 3.491 05-23_ | EUR | 5,000,000 | 71,407.17 | 0.01 |
| UBS Gro 3.491 05-23_ | EUR | 5,000,000 | 71,407.17 | 0.01 |
| UNIB ROD 1.38 12-26_ | EUR | 8,750,000 | -42,696.21 | 0.00 |
| UNIB ROD 1.38 12-26_ | EUR | 5,000,000 | -214,516.83 | -0.03 |
| UNIC 2.0 03-23_20122 | EUR | -5,000,000 | -80,804.17 | -0.01 |
| UNICREDIT 6.95 10/22 | EUR | 5,000,000 | -156,943.83 | -0.02 |
| UNICREDIT 6.95 10/22 | EUR | -8,000,000 | 12,310.93 | 0.00 |
| VERI CO 4.125 03-27_ | USD | 14,000,000 | 250,912.13 | 0.03 |
| VIRG ME 3.75 07-30_2 | EUR | 6,500,000 | 758,378.18 | 0.10 |
| WEYERHAEUS.7.125%-23 | USD | -7,000,000 | -181,818.62 | -0.02 |
| YUM BRA 7.75 04-25_2 | USD | -8,500,000 | -53 134.96 | -0.01 |
| TOTAL Credit default swaps |  |  | -4,314,642.62 | -0.53 |
| Swaps TRS |  |  |  |  |
| MARKIT IBOXX 0322 | EUR | 30,000,000 | -312 865.92 | -0.04 |
| TOTAL TRS Swaps |  |  | -312 865.92 | -0.04 |
| CFD |  |  |  |  |
| BBVA BNP CFD 1230 | EUR | -32 | -16 740.48 | 0.00 |
| BN CYRU USD 1230 | USD | -5 000 | 8 134.01 | 0.00 |
| BNP FRESNIUS MEDICAL | EUR | -3 500 | 18 165.00 | 0.00 |
| BNP OMV AG 1230 | EUR | -67 | 15 724.90 | 0.00 |
| BNP WORLDLINE EUR 12 | EUR | -8 000 | 16 257.60 | 0.00 |
| CFD ALSTOM BNP 1230 | EUR | -40 | 24 401.60 | 0.00 |
| CFD BNP RYANAIR 1230 | EUR | -9 000 | 10 170.00 | 0.00 |
| CFD BNP SOCIETE 1230 | USD | -3 000 | -8 626.45 | 0.00 |
| CFD BNP TELEFONICA | EUR | -50 | 8 345.00 | 0.00 |
| CFD BNP TENNET 1230 | EUR | -10 000 | -24 800.00 | 0.00 |
| CFD BNP UNIBAIL 1230 | EUR | -125 | 5 795.00 | 0.00 |
| CFD BNP UNIBAIL RODA | EUR | -2 000 | -1 560.00 | 0.00 |
| CFD BNP UNIBAIL RODA | EUR | -50 | -18 066.50 | 0.00 |
| CFD BNP VEOLIA 1230 | EUR | -75 | 10 953.00 | 0.00 |
| CFD CFD BARCL 1230 | USD | -5 000 | -24 085.47 | 0.00 |
| CFD ENI BNP CFD 1230 | EUR | -3 000 | 5 370.00 | 0.00 |
| CFD GOLDSACH BN 1230 | EUR | -5 000 | 34 200.00 | 0.01 |
| CFD OB INFINE B 1230 | EUR | -60 | -10 020.00 | 0.00 |
| CFD OBL FMEGR B 1230 | EUR | -3 000 | 10 980.00 | 0.00 |
| CFD VERIZON BNP 1230 | EUR | -5 000 | 119 650.00 | 0.02 |
| UNICREDIT BNP CFD 12 | EUR | -12 000 | -43 080.00 | -0.01 |
| TOTAL CFD |  |  | 141 167.21 | 0.02 |
| TOTAL Other forward financial instruments |  |  | -4,486,341.33 | -0.55 |
| TOTAL Forward financial instruments |  |  | -3,594,847.62 | -0.44 |
| Margin call |  |  |  |  |
| MARGIN CALL CACEIS | USD | -71 652.25 | -63 007.61 | -0.01 |
| MARGIN CALL CACEIS | EUR | -863 310.01 | -863 310.01 | -0.10 |

Translation (ENDE, 2021-12-31):
| Bezeichnung der Wertpapiere | Währung | Stückzahl/ Nennwert | Zeitwert | % Nettovermögen |
| --- | --- | --- | --- | --- |
| TELE EM 1.528 01-25_ | EUR | -5 000 000 | -78 907,67 | -0,01 |
| TELE EM 1.528 01-25_ | EUR | 5 000 000 | 78 907,67 | 0,01 |
| TELE ITA 3.63 01-24_ | EUR | -5 000 000 | 7 433,33 | 0,00 |
| TOTAL CAP 3.125 9/22 | EUR | -11 000 000 | -370 225,17 | -0,05 |
| UBS AG 0.01 03-26_20 | EUR | 10 000 000 | 335 148,33 | 0,04 |
| UBS Gro 3.491 05-23_ | EUR | 5 000 000 | 71 407,17 | 0,01 |
| UBS Gro 3.491 05-23_ | EUR | 5 000 000 | 71 407,17 | 0,01 |
| UNIB ROD 1.38 12-26_ | EUR | 8 750 000 | -42 696,21 | 0,00 |
| UNIB ROD 1.38 12-26_ | EUR | 5 000 000 | -214 516,83 | -0,03 |
| UNIC 2.0 03-23_20122 | EUR | -5 000 000 | -80 804,17 | -0,01 |
| UNICREDIT 6.95 10/22 | EUR | 5 000 000 | -156 943,83 | -0,02 |
| UNICREDIT 6.95 10/22 | EUR | -8 000 000 | 12 310,93 | 0,00 |
| VERI CO 4.125 03-27_ | USD | 14 000 000 | 250 912,13 | 0,03 |
| VIRG ME 3.75 07-30_2 | EUR | 6 500 000 | 758 378,18 | 0,10 |
| WEYERHAEUS.7.125%-23 | USD | -7 000 000 | -181 818,62 | -0,02 |
| YUM BRA 7.75 04-25_2 | USD | -8 500 000 | -53 134,96 | -0,01 |
| SUMME Credit Default Swap |  |  | -4 314 642,62 | -0,53 |
| Swaps TRS |  |  |  |  |
| MARKIT IBOXX 0322 | EUR | 30 000 000 | -312 865,92 | -0,04 |
| INSGESAMT Swaps TRS |  |  | -312 865,92 | -0,04 |
| CFD |  |  |  |  |
| BBVA BNP CFD 1230 | EUR | -32 | -16 740,48 | 0,00 |
| BN CYRU USD 1230 | USD | -5 000 | 8 134,01 | 0,00 |
| BNP FRESNIUS MEDICAL | EUR | -3 500 | 18 165,00 | 0,00 |
| BNP OMV AG 1230 | EUR | -67 | 15 724,90 | 0,00 |
| BNP WORLDLINE EUR 12 | EUR | -8 000 | 16 257,60 | 0,00 |
| CFD ALSTOM BNP 1230 | EUR | -40 | 24 401,60 | 0,00 |
| CFD BNP RYANAIR 1230 | EUR | -9 000 | 10 170,00 | 0,00 |
| CFD BNP SOCIETE 1230 | USD | -3 000 | -8 626,45 | 0,00 |
| CFD BNP TELEFONICA | EUR | -50 | 8 345,00 | 0,00 |
| CFD BNP TENNET 1230 | EUR | -10 000 | -24 800,00 | 0,00 |
| CFD BNP UNIBAIL 1230 | EUR | -125 | 5 795,00 | 0,00 |
| CFD BNP UNIBAIL RODA | EUR | -2 000 | -1 560,00 | 0,00 |
| CFD BNP UNIBAIL RODA | EUR | -50 | -18 066,50 | 0,00 |
| CFD BNP VEOLIA 1230 | EUR | -75 | 10 953,00 | 0,00 |
| CFD CFD BARCL 1230 | USD | -5 000 | -24 085,47 | 0,00 |
| CFD ENI BNP CFD 1230 | EUR | -3 000 | 5 370,00 | 0,00 |
| CFD GOLDSACH BN 1230 | EUR | -5 000 | 34 200,00 | 0,01 |
| CFD OB INFINE B 1230 | EUR | -60 | -10 020,00 | 0,00 |
| CFD OBL FMEGR B 1230 | EUR | -3 000 | 10 980,00 | 0,00 |
| CFD VERIZON BNP 1230 | EUR | -5 000 | 119 650,00 | 0,02 |
| UNICREDIT BNP CFD 12 | EUR | -12 000 | -43 080,00 | -0,01 |
| CFD INSGESAMT |  |  | 141 167,21 | 0,02 |
| Sonstige Finanztermingeschäfte INSGESAMT |  |  | -4 486 341,33 | -0,55 |
| Finanztermingeschäfte INSGESAMT |  |  | -3 594 847,62 | -0,44 |
| Margenausgleich |  |  |  |  |
| MARGENAUSGLEICH CACEIS | USD | -71 652,25 | -63 007,61 | -0,01 |
| MARGENAUSGLEICH CACEIS | EUR | -863 310,01 | -863 310,01 | -0,10 |