| Security name | Currency | Qty No. or nominal | Actual value | % of net assets |
| --- | --- | --- | --- | --- |
| Forward financial instruments |  |  |  |  |
| Futures commitments |  |  |  |  |
| Futures commitments on regulated or equivalent |  |  |  |  |
| markets |  |  |  |  |
| EURO BOBL 0322 | EUR | 31 | -25,730.00 | 0.00 |
| FGBL BUND 10A 0322 | EUR | -278 | 715,640.00 | 0.09 |
| LIFFE LG GILT 0322 | GBP | -34 | -14,399.71 | 0.00 |
| US 10YR NOTE 0322 | USD | -199 | -39,406.00 | -0.01 |
| US TBOND 30 0322 | USD | -63 | 102,417.12 | 0.01 |
| XEUR FGBX BUX 0322 | EUR | -15 | 173,400.00 | 0.02 |
| TOTAL Futures commitments on regulated or equivalent markets |  |  | 911,921.41 | 0.11 |
| TOTAL Futures commitments |  |  | 911,921.41 | 0.11 |
| Options commitments |  |  |  |  |
| Options commitments on OTC market |  |  |  |  |
| ITRX XOVER CDSI S36 03/2022 PUT 400 | EUR | -10,000,000 | -20,427.70 | 0.00 |
| TOTAL Options commitments on OTC market |  |  | -20,427.70 | 0.00 |
| TOTAL Options commitments |  |  | -20,427.70 | 0.00 |
| Other forward financial instruments |  |  |  |  |
| Credit default swaps |  |  |  |  |
| ACCOR 3.625 09-23_20 | EUR | -5,000,000 | 67,823.83 | 0.00 |
| AHOL FI 6.875 05-29_ | EUR | -8,000,000 | -288,045.87 | -0.04 |
| ALSTOM 0.25 10-26_20 | EUR | 6,500,000 | 97,762.82 | 0.02 |
| ANHE IN 1.15 01-27_2 | EUR | -8,000,000 | -175,398.67 | -0.02 |
| ASSICUR 5.125% 09/24 | EUR | 10,000,000 | 183,732.33 | 0.02 |
| BANC NT 1.375 02-22_ | EUR | -5,000,000 | -100,446.17 | -0.01 |
| BANCO NTANDER 1.4 | EUR | -9,000,000 | -291,531.00 | -0.04 |
| BARCLAYS FIX 110924_ | EUR | -3,800,000 | -7,291.95 | 0.00 |
| BARIT.TELEC.5.75%28_ | EUR | -5,000,000 | 33,568.83 | 0.00 |
| BASF SE 2% 12/22_201 | EUR | -8,000,000 | -296,409.87 | -0.03 |
| BAT INTE 2.38 01-23_ | EUR | -5,000,000 | -77,127.17 | -0.01 |
| BBVA 0.75 09-22_2012 | EUR | -5,000,000 | -62,772.17 | 0.00 |
| BBVA 0.75 09-22_2012 | EUR | -10,000,000 | -125,544.33 | -0.02 |
| BBVA 3.5 02-27_20122 | EUR | -8,000,000 | -67,560.27 | -0.01 |
| BBVA 3.5 02-27_20122 | EUR | 5,000,000 | -17,587.33 | 0.00 |
| BERTELSMAN 2.625% 22 | EUR | -10,000,000 | -366,359.33 | -0.04 |
| BEST BU 4.45 10-28_2 | USD | -7,500,000 | -1,389,884.58 | -0.17 |
| BNP PAR 1.125 01-32_ | EUR | -2,500,000 | -17,548.83 | -0.01 |
| BNP PAR 1.63 02-26_2 | EUR | 5,000,000 | 166,426.17 | 0.02 |
| CARR 1.25 06-25_2012 | EUR | -7,500,000 | -137,548.75 | -0.01 |
| CASA LO 3.375 01-22_ | EUR | 5,000,000 | 127,590.17 | 0.01 |
| CELL TEL 3.13 07-22_ | EUR | 8,000,000 | 1,664,125.33 | 0.20 |
| CENTRICA P 0% 050132 | EUR | -5,000,000 | -86,033.67 | -0.01 |
| COMP DE 0.875 09-23_ | EUR | -8,000,000 | -252,917.87 | -0.03 |
| CONT 0.375 06-25_201 | EUR | 7,500,000 | 71,693.50 | 0.01 |
| DAIMLER 1.4 01-24_20 | EUR | -11,500,000 | -309,809.23 | -0.04 |
| DEUT LU 0.25 09-24_2 | EUR | -2,000,000 | 150,897.13 | 0.02 |
| DEUT TE 0.875 01-24_ | EUR | 7,500,000 | 233,371.75 | 0.03 |
| EDF 5.625% 02/33_201 | EUR | 7,500,000 | 187,359.25 | 0.02 |

Translation (ENDE, 2021-12-31):
| Bezeichnung der Wertpapiere | Währung | Stückzahl/ Nennwert | Zeitwert | % Nettovermögen |
| --- | --- | --- | --- | --- |
| Finanztermingeschäfte |  |  |  |  |
| Terminpositionen |  |  |  |  |
| Terminpositionen an einem geregelten Markt oder |  |  |  |  |
| ähnliche Wertpapiere |  |  |  |  |
| EURO BOBL 0322 | EUR | 31 | -25 730,00 | 0,00 |
| FGBL BUND 10A 0322 | EUR | -278 | 715 640,00 | 0,09 |
| LIFFE LG GILT 0322 | GBP | -34 | -14 399,71 | 0,00 |
| US 10YR NOTE 0322 | USD | -199 | -39 406,00 | -0,01 |
| US TBOND 30 0322 | USD | -63 | 102 417,12 | 0,01 |
| XEUR FGBX BUX 0322 | EUR | -15 | 173 400,00 | 0,02 |
| INSGESAMT Terminpositionen an einem geregelten Markt oder ähnliche Wertpapiere |  |  | 911 921,41 | 0,11 |
| INSGESAMT Terminpositionen |  |  | 911 921,41 | 0,11 |
| Bedingte Terminpositionen |  |  |  |  |
| Bedingte außerbörsliche Termingeschäfte |  |  |  |  |
| ITRX XOVER CDSI S36 03/2022 PUT 400 | EUR | -10 000 000 | -20 427,70 | 0,00 |
| SUMME Bedingte außerbörsliche Termingeschäfte |  |  | -20 427,70 | 0,00 |
| INSGESAMT Bedingte Terminpositionen |  |  | -20 427,70 | 0,00 |
| Sonstige Finanztermingeschäfte |  |  |  |  |
| Credit Default Swap |  |  |  |  |
| ACCOR 3.625 09-23_20 | EUR | -5 000 000 | 67 823,83 | 0,00 |
| AHOL FI 6.875 05-29_ | EUR | -8 000 000 | -288 045,87 | -0,04 |
| ALSTOM 0.25 10-26_20 | EUR | 6 500 000 | 97 762,82 | 0,02 |
| ANHE IN 1.15 01-27_2 | EUR | -8 000 000 | -175 398,67 | -0,02 |
| ASSICUR 5.125% 09/24 | EUR | 10 000 000 | 183 732,33 | 0,02 |
| BANC NT 1.375 02-22_ | EUR | -5 000 000 | -100 446,17 | -0,01 |
| BANCO NTANDER 1.4 | EUR | -9 000 000 | -291 531,00 | -0,04 |
| BARCLAYS FIX 110924_ | EUR | -3 800 000 | -7 291,95 | 0,00 |
| BARIT.TELEC.5.75%28_ | EUR | -5 000 000 | 33 568,83 | 0,00 |
| BASF SE 2% 12/22_201 | EUR | -8 000 000 | -296 409,87 | -0,03 |
| BAT INTE 2.38 01-23_ | EUR | -5 000 000 | -77 127,17 | -0,01 |
| BBVA 0.75 09-22_2012 | EUR | -5 000 000 | -62 772,17 | 0,00 |
| BBVA 0.75 09-22_2012 | EUR | -10 000 000 | -125 544,33 | -0,02 |
| BBVA 3.5 02-27_20122 | EUR | -8 000 000 | -67 560,27 | -0,01 |
| BBVA 3.5 02-27_20122 | EUR | 5 000 000 | -17 587,33 | 0,00 |
| BERTELSMAN 2.625% 22 | EUR | -10 000 000 | -366 359,33 | -0,04 |
| BEST BU 4.45 10-28_2 | USD | -7 500 000 | -1 389 884,58 | -0,17 |
| BNP PAR 1.125 01-32_ | EUR | -2 500 000 | -17 548,83 | -0,01 |
| BNP PAR 1.63 02-26_2 | EUR | 5 000 000 | 166 426,17 | 0,02 |
| CARR 1.25 06-25_2012 | EUR | -7 500 000 | -137 548,75 | -0,01 |
| CASA LO 3.375 01-22_ | EUR | 5 000 000 | 127 590,17 | 0,01 |
| CELL TEL 3.13 07-22_ | EUR | 8 000 000 | 1 664 125,33 | 0,20 |
| CENTRICA P 0% 050132 | EUR | -5 000 000 | -86 033,67 | -0,01 |
| COMP DE 0.875 09-23_ | EUR | -8 000 000 | -252 917,87 | -0,03 |
| CONT 0.375 06-25_201 | EUR | 7 500 000 | 71 693,50 | 0,01 |
| DAIMLER 1.4 01-24_20 | EUR | -11 500 000 | -309 809,23 | -0,04 |
| DEUT LU 0.25 09-24_2 | EUR | -2 000 000 | 150 897,13 | 0,02 |
| DEUT TE 0.875 01-24_ | EUR | 7 500 000 | 233 371,75 | 0,03 |
| EDF 5.625% 02/33_201 | EUR | 7 500 000 | 187 359,25 | 0,02 |