| Security name | Currency | Qty No. or nominal | Actual value | % of net assets |
| --- | --- | --- | --- | --- |
| ENEL 5.25%24_200626 | EUR | 8,000,000 | 169,405.07 | 0.02 |
| ENGIE 1.5 03-28_2012 | EUR | 10,000,000 | 334,099.33 | 0.04 |
| GAS NAT 1.125 04-24_ | EUR | 5,000,000 | 91,111.67 | 0.01 |
| GOLD SA 2.908 06-23_ | USD | 12,000,000 | 188,044.32 | 0.02 |
| GROU DAN 1.13 01-25_ | EUR | -8,000,000 | -295,410.67 | -0.03 |
| IBER INT 1.13 01-23_ | EUR | 10,000,000 | 271,591.33 | 0.03 |
| IMPE BR 1.375 01-25_ | EUR | -5,000,000 | -54,259.17 | -0.01 |
| ING BANK N ZCP 04-22 | EUR | 10,000,000 | 386,103.33 | 0.05 |
| ING GROE N FLR 09-23 | EUR | -6,750,000 | -213,271.88 | -0.03 |
| ING GROE N FLR 09-23 | EUR | -9,000,000 | -284,362.50 | -0.04 |
| INTE 1.0 11-26_20122 | EUR | -5,000,000 | -89,398.67 | -0.02 |
| ITRAXX EUROPE S36 V1 | EUR | 28,000,000 | 735,555.33 | 0.09 |
| ITRAXX EUROPE S36 V1 | EUR | 28,000,000 | 735,555.33 | 0.09 |
| ITRAXX EUR XOVER S36 | EUR | -30,000,000 | -3,591,053.00 | -0.44 |
| ITV 2.13 09-22_20122 | EUR | -3,550,000 | -167,717.86 | -0.02 |
| ITV 2.13 09-22_20122 | EUR | -4,000,000 | -655,695.11 | -0.08 |
| ITV 2.13 09-22_20122 | EUR | -500,000 | -23,622.23 | 0.00 |
| ITV 2.13 09-22_20122 | EUR | -5,000,000 | -455,703.83 | -0.05 |
| ITV 2.13 09-22_20122 | EUR | -2,100,000 | -99,213.38 | -0.01 |
| KBH 7 12/15/21_20092 | USD | -5,000,000 | -154,254.16 | -0.02 |
| KBH 7 12/15/21_20092 | USD | -5,000,000 | -154,254.16 | -0.02 |
| KPN NV 5.625% 09-24_ | EUR | -18,000,000 | -193,511.40 | -0.02 |
| KROGER 4.5 01-29_201 | USD | -15,000,000 | -352,187.83 | -0.04 |
| LANX FI 1.0 10-26_20 | EUR | -8,000,000 | -162,993.87 | -0.02 |
| LENNAR 4.75 04-21_20 | USD | -7,500,000 | -316,947.99 | -0.03 |
| MARK AN 4.25 12-23_2 | EUR | -10,000,000 | 384,428.67 | 0.05 |
| MARKIT ITRX EUR | EUR | 10,000,000 | 226,540.33 | 0.03 |
| MARKIT ITRX EUR | EUR | -5,000,000 | 17,280.83 | 0.00 |
| MC DONA 3.5 07-27_20 | USD | 10,000,000 | 332,916.22 | 0.04 |
| MUNI RE 1.25 05-41_2 | EUR | 5,000,000 | 64,250.17 | 0.01 |
| NEWE RUB 3.85 04-23_ | USD | 10,750,000 | -46,946.33 | 0.00 |
| ORACLE 3.25 11-27_20 | USD | -28,000,000 | -667,637.82 | -0.08 |
| PERNO 4.25% 15/07/22 | EUR | -5,000,000 | -193,507.17 | -0.02 |
| PROC AN 2.8 03-27_20 | USD | 10,000,000 | 333,486.92 | 0.04 |
| RENA 1.0 11-25_20122 | EUR | -5,000,000 | 193,867.33 | 0.03 |
| REPS INT 2.25 12-26_ | EUR | -7,600,000 | -147,798.21 | -0.02 |
| REPS INT 2.25 12-26_ | EUR | -7,000,000 | -136,129.93 | -0.02 |
| ROLL RO 0.875 05-24_ | EUR | -10,800,000 | 365,561.28 | 0.04 |
| SFR GRO 5.875 02-27_ | EUR | 4,000,000 | 271,467.87 | 0.03 |
| SG 0.5 01-23_201226 | EUR | 15,000,000 | 289,245.50 | 0.04 |
| SG 3.25 01-22_201226 | EUR | 5,000,000 | 96,415.17 | 0.01 |
| SIEM FI 3.4 03-27_20 | EUR | 10,000,000 | 372,132.33 | 0.04 |
| SOFTBANK 1.569 0624 | JPY | -660,000,000 | 324,677.54 | 0.04 |
| SOFT GR 1.569 06-24 | JPY | -250,000,000 | 54,087.34 | 0.01 |
| SOFT GR 1.569 06-24 | JPY | -500,000,000 | 108,174.67 | 0.01 |
| STEL NV 3.75 03-24_2 | EUR | -8,000,000 | -1,552,945.33 | -0.19 |
| SWIS RE 2.534 04-50_ | EUR | 5,000,000 | 36,002.67 | 0.00 |
| TDC AS 5.0 03-22_200 | EUR | -5,000,000 | -9,212.17 | 0.00 |

Translation (ENDE, 2021-12-31):
| Bezeichnung der Wertpapiere | Währung | Stückzahl/ Nennwert | Zeitwert | % Nettovermögen |
| --- | --- | --- | --- | --- |
| ENEL 5.25% 24_200626 | EUR | 8 000 000 | 169 405,07 | 0,02 |
| ENGIE 1.5 03-28_2012 | EUR | 10 000 000 | 334 099,33 | 0,04 |
| GAS NAT 1.125 04-24_ | EUR | 5 000 000 | 91 111,67 | 0,01 |
| GOLD SA 2.908 06-23_ | USD | 12 000 000 | 188 044,32 | 0,02 |
| GROU DAN 1.13 01-25_ | EUR | -8 000 000 | -295 410,67 | -0,03 |
| IBER INT 1.13 01-23_ | EUR | 10 000 000 | 271 591,33 | 0,03 |
| IMPE BR 1.375 01-25_ | EUR | -5 000 000 | -54 259,17 | -0,01 |
| ING BANK N ZCP 04-22 | EUR | 10 000 000 | 386 103,33 | 0,05 |
| ING GROE N FLR 09-23 | EUR | -6 750 000 | -213 271,88 | -0,03 |
| ING GROE N FLR 09-23 | EUR | -9 000 000 | -284 362,50 | -0,04 |
| INTE 1.0 11-26_20122 | EUR | -5 000 000 | -89 398,67 | -0,02 |
| ITRAXX EUROPE S36 V1 | EUR | 28 000 000 | 735 555,33 | 0,09 |
| ITRAXX EUROPE S36 V1 | EUR | 28 000 000 | 735 555,33 | 0,09 |
| ITRAXX EUR XOVER S36 | EUR | -30 000 000 | -3 591 053,00 | -0,44 |
| ITV 2.13 09-22_20122 | EUR | -3 550 000 | -167 717,86 | -0,02 |
| ITV 2.13 09-22_20122 | EUR | -4 000 000 | -655 695,11 | -0,08 |
| ITV 2.13 09-22_20122 | EUR | -500 000 | -23 622,23 | 0,00 |
| ITV 2.13 09-22_20122 | EUR | -5 000 000 | -455 703,83 | -0,05 |
| ITV 2.13 09-22_20122 | EUR | -2 100 000 | -99 213,38 | -0,01 |
| KBH 7 12/15/21_20092 | USD | -5 000 000 | -154 254,16 | -0,02 |
| KBH 7 12/15/21_20092 | USD | -5 000 000 | -154 254,16 | -0,02 |
| KPN NV 5.625% 09-24_ | EUR | -18 000 000 | -193 511,40 | -0,02 |
| KROGER 4.5 01-29_201 | USD | -15 000 000 | -352 187,83 | -0,04 |
| LANX FI 1.0 10-26_20 | EUR | -8 000 000 | -162 993,87 | -0,02 |
| LENNAR 4.75 04-21_20 | USD | -7 500 000 | -316 947,99 | -0,03 |
| MARK AN 4.25 12-23_2 | EUR | -10 000 000 | 384 428,67 | 0,05 |
| MARKIT ITRX EUR | EUR | 10 000 000 | 226 540,33 | 0,03 |
| MARKIT ITRX EUR | EUR | -5 000 000 | 17 280,83 | 0,00 |
| MC DONA 3.5 07-27_20 | USD | 10 000 000 | 332 916,22 | 0,04 |
| MUNI RE 1.25 05-41_2 | EUR | 5 000 000 | 64 250,17 | 0,01 |
| NEWE RUB 3.85 04-23_ | USD | 10 750 000 | -46 946,33 | 0,00 |
| ORACLE 3.25 11-27_20 | USD | -28 000 000 | -667 637,82 | -0,08 |
| PERNO 4.25% 15/07/22 | EUR | -5 000 000 | -193 507,17 | -0,02 |
| PROC AN 2.8 03-27_20 | USD | 10 000 000 | 333 486,92 | 0,04 |
| RENA 1.0 11-25_20122 | EUR | -5 000 000 | 193 867,33 | 0,03 |
| REPS INT 2.25 12-26_ | EUR | -7 600 000 | -147 798,21 | -0,02 |
| REPS INT 2.25 12-26_ | EUR | -7 000 000 | -136 129,93 | -0,02 |
| ROLL RO 0.875 05-24_ | EUR | -10 800 000 | 365 561,28 | 0,04 |
| SFR GRO 5.875 02-27_ | EUR | 4 000 000 | 271 467,87 | 0,03 |
| SG 0.5 01-23_201226 | EUR | 15 000 000 | 289 245,50 | 0,04 |
| SG 3.25 01-22_201226 | EUR | 5 000 000 | 96 415,17 | 0,01 |
| SIEM FI 3.4 03-27_20 | EUR | 10 000 000 | 372 132,33 | 0,04 |
| SOFTBANK 1.569 0624 | JPY | -660 000 000 | 324 677,54 | 0,04 |
| SOFT GR 1.569 06-24 | JPY | -250 000 000 | 54 087,34 | 0,01 |
| SOFT GR 1.569 06-24 | JPY | -500 000 000 | 108 174,67 | 0,01 |
| STEL NV 3.75 03-24_2 | EUR | -8 000 000 | -1 552 945,33 | -0,19 |
| SWIS RE 2.534 04-50_ | EUR | 5 000 000 | 36 002,67 | 0,00 |
| TDC AS 5.0 03-22_200 | EUR | -5 000 000 | -9 212,17 | 0,00 |