# JSS Sustainable Bond
- Euro Broad
Statement of investments and other net assets as of 30.06.2023
| 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 |

Transferable securities admitted to an official stock exchange listing
| Bonds |  |
| --- | --- |
| A2A 0.625% 21-15.07.31 | 0.625 | 15.07.31 | EUR | - | 800 000 | - | 800 000 | 599 747.20 | 0.51 |
| Aareal Bk 4.50% 22-25.07.25 | 4.500 | 25.07.25 | EUR | - | 300 000 | - | 300 000 | 291 255.00 | 0.25 |
| Abb Fin Bv 3.375% 23-16.01.31 | 3.375 | 16.01.31 | EUR | - | 200 000 | - | 200 000 | 196 320.80 | 0.17 |
| Abbott Il F 0.375% 19-19.11.27 | 0.375 | 19.11.27 | EUR | 1 000 000 | - | - | 1 000 000 | 876 587.98 | 0.74 |
| Achmea Bv 4.25% 15-Perp | 4.250 | 31.12.99 | EUR | - | 500 000 | - | 500 000 | 486 610.00 | 0.41 |
| Achmea Bv 6% 13-04.04.43 | 6.000 | 04.04.43 | EUR | - | 1 000 000 | -1 000 000 | - | - | 0.00 |
| Adidas 3.125% 22-21.11.29 Regs | 3.125 | 21.11.29 | EUR | - | 100 000 | - | 100 000 | 98 083.40 | 0.08 |
| Adif Alta V 0.55% 20-30.04.30 | 0.550 | 30.04.30 | EUR | 1 100 000 | 200 000 | - | 1 300 000 | 1 058 032.30 | 0.90 |
| Adif Alta V 0.95% 19-30.04.27 | 0.950 | 30.04.27 | EUR | 1 800 000 | 100 000 | -400 000 | 1 500 000 | 1 360 270.50 | 1.15 |
| Aegon Nv Frn | 0.000 | 31.12.99 | EUR | 1 100 000 | - | -1 100 000 | - | - | 0.00 |
| Allianz 4.252% 22-05.07.52 | 4.252 | 05.07.52 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Alpha Bank 6.875% 23-27.06.29 | 6.875 | 27.06.29 | EUR | - | 500 000 | - | 500 000 | 497 827.50 | 0.42 |
| Apple Inc 1.375% 17-24.05.29 | 1.375 | 24.05.29 | EUR | - | 300 000 | - | 300 000 | 269 760.30 | 0.23 |
| Assgen 2.429% 20-14.07.31 | 2.429 | 14.07.31 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Athora Hold 6.625% 23-16.06.28 | 6.625 | 16.06.28 | EUR | - | 700 000 | - | 700 000 | 694 117.20 | 0.59 |
| Atradius Fi 5.25% 14-23.09.44 | 5.250 | 23.09.44 | EUR | - | 500 000 | -400 000 | 100 000 | 98 217.30 | 0.08 |
| Auckland Co 0.25% 21-17.11.31 | 0.250 | 17.11.31 | EUR | 2 800 000 | - | - | 2 800 000 | 2 172 352.00 | 1.84 |
| Austria 2.1% 17-20.09.2117 | 2.100 | 20.09.17 | EUR | - | 2 500 000 | - | 2 500 000 | 1 844 940.00 | 1.56 |
| Axa Frn 04-Perp | 0.000 | 31.12.99 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Banc Ifis 4.5% 17-17.10.27 Regs | 4.500 | 17.10.27 | EUR | 400 000 | - | -400 000 | - | - | 0.00 |
| Banco Bilba 1.375% 18-14.05.25 | 1.375 | 14.05.25 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Banco Cred 1.75% 21-09.03.28 | 1.750 | 09.03.28 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Banco Cred 8.0% 22-22.09.26 | 8.000 | 22.09.26 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Bauspark Wu 4.125% 17-27.10.27 | 4.125 | 27.10.27 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Bayer Landk 1.875% 22-02.06.42 | 1.875 | 02.06.42 | EUR | 1 500 000 | - | -1 500 000 | - | - | 0.00 |
| Bayern 0.01% 20-18.01.35 | 0.010 | 18.01.35 | EUR | 2 500 000 | - | - | 2 500 000 | 1 771 527.50 | 1.50 |
| Bbva 6.0% 20-Perp | 6.000 | 31.12.99 | EUR | 800 000 | - | -800 000 | - | - | 0.00 |
| Bco Sab 0.875% 21-16.06.28 | 0.875 | 16.06.28 | EUR | 200 000 | - | -200 000 | - | - | 0.00 |
| Bco Sab 5.125% 22-10.11.28 | 5.125 | 10.11.28 | EUR | - | 200 000 | - | 200 000 | 201 786.10 | 0.17 |
| Bco Sab 6.00% 23-16.08.33 Regs | 6.000 | 16.08.33 | EUR | - | 200 000 | - | 200 000 | 184 914.80 | 0.16 |
| Belfius Bk 3.625% 18-Perp | 3.625 | 31.12.99 | EUR | 400 000 | 1 200 000 | -1 600 000 | - | - | 0.00 |
| Belfius Bk 3.875% 23-12.06.28 | 3.875 | 12.06.28 | EUR | - | 400 000 | - | 400 000 | 396 676.33 | 0.34 |
| Belfius Bk 5.25% 23-19.04.33 | 5.250 | 19.04.33 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Belgium 1.40% 22-22.06.53 | 1.400 | 22.06.53 | EUR | - | 2 500 000 | - | 2 500 000 | 1 594 717.50 | 1.35 |
| Berlin 2.75% 23-14.02.33 | 2.750 | 14.02.33 | EUR | - | 400 000 | - | 400 000 | 392 413.20 | 0.33 |
| Bfcm 0.01% 21-07.03.25 | 0.010 | 07.03.25 | EUR | 500 000 | - | - | 500 000 | 465 601.50 | 0.39 |
| Bfcm 2.625% 22-06.11.29 | 2.625 | 06.11.29 | EUR | 500 000 | - | - | 500 000 | 450 377.00 | 0.38 |
| Bfcm 3.875% 22-16.06.32 | 3.875 | 16.06.32 | EUR | 300 000 | - | -300 000 | - | - | 0.00 |
| Bmw Fin 3.25% 23-22.07.30 | 3.250 | 22.07.30 | EUR | - | 400 000 | - | 400 000 | 393 034.00 | 0.33 |
| Bng 0.875% 19-17.10.35 | 0.875 | 17.10.35 | EUR | 2 000 000 | - | - | 2 000 000 | 1 543 714.00 | 1.31 |
| Bpce Sfh 1.75% 22-27.05.32 | 1.750 | 27.05.32 | EUR | 600 000 | - | - | 600 000 | 528 409.20 | 0.45 |
| Bqe Postale 0.75% 21-02.08.32 | 0.750 | 02.08.32 | EUR | - | 400 000 | - | 400 000 | 323 279.20 | 0.27 |
| Bqe Postale 3.0% 21-Perp | 3.000 | 31.12.99 | EUR | - | 1 200 000 | -1 200 000 | - | - | 0.00 |
| Bqe Postale 4.375% 23-17.01.30 | 4.375 | 17.01.30 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Brenntag 0.50% 21-06.10.29 | 0.500 | 06.10.29 | EUR | - | 100 000 | - | 100 000 | 80 204.10 | 0.07 |
| Btps 1.65% 15-01.03.32 /Btp | 1.650 | 01.03.32 | EUR | 750 000 | 1 000 000 | -1 750 000 | - | - | 0.00 |
| By Lbk 1.0% 21-23.09.31 | 1.000 | 23.09.31 | EUR | - | 600 000 | - | 600 000 | 491 992.52 | 0.42 |
| By Lbk 3.75% 23-07.02.29 | 3.750 | 07.02.29 | EUR | - | 100 000 | - | 100 000 | 96 646.57 | 0.08 |
| By Lbk 4.25% 23-21.06.27 | 4.250 | 21.06.27 | EUR | - | 300 000 | - | 300 000 | 298 572.30 | 0.25 |
| Caixabank 1.25% 21-18.06.31 | 1.250 | 18.06.31 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Caixabank 3.625% 21-Perp | 3.625 | 31.12.99 | EUR | - | 2 200 000 | -2 200 000 | - | - | 0.00 |
| Carmila 1.625% 21-01.04.29 | 1.625 | 01.04.29 | EUR | 800 000 | 500 000 | -1 300 000 | - | - | 0.00 |
| Cassa Depo 1.0% 20-11.02.30 | 1.000 | 11.02.30 | EUR | 3 000 000 | - | - | 3 000 000 | 2 456 007.00 | 2.08 |
| Cassa Depo 1.0% 20-21.09.28 | 1.000 | 21.09.28 | EUR | 2 800 000 | - | - | 2 800 000 | 2 396 458.40 | 2.03 |
| Cattol Ass 4.25% 17-14.12.47 | 4.250 | 14.12.47 | EUR | 600 000 | - | -300 000 | 300 000 | 288 769.05 | 0.24 |

| 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 |
| Cnp Assuran 1.25% 27.01.29 Regs | 1.250 | 27.01.29 | EUR | - | 300 000 | -200 000 | 100 000 | 82 813.02 | 0.07 |
| Cnp Assuran 2% 19-27.07.50 | 2.000 | 27.07.50 | EUR | - | 400 000 | -400 000 | - | - | 0.00 |
| Co Fin 0.50% 22-16.03.28 | 0.500 | 16.03.28 | EUR | 2 000 000 | - | - | 2 000 000 | 1 744 948.00 | 1.48 |
| Co Fin 2.375% 22-15.03.30 | 2.375 | 15.03.30 | EUR | - | 1 000 000 | - | 1 000 000 | 943 937.76 | 0.80 |
| Coca Cola 0.375% 20-15.03.33 | 0.375 | 15.03.33 | EUR | - | 100 000 | - | 100 000 | 74 577.19 | 0.06 |
| Com.Di Milano 4.019% 05-29.06.35 | 4.019 | 29.06.35 | EUR | 1 500 000 | 1 000 000 | - | 2 500 000 | 2 393 778.33 | 2.03 |
| Comcast 0.75% 20-20.02.32 | 0.750 | 20.02.32 | EUR | 500 000 | - | -200 000 | 300 000 | 236 093.10 | 0.20 |
| Comzbk 6.125% 20-Perp | 6.125 | 31.12.99 | EUR | - | 4 200 000 | -4 200 000 | - | - | 0.00 |
| Continental 3.625% 22-30.11.27 | 3.625 | 30.11.27 | EUR | - | 100 000 | - | 100 000 | 98 858.20 | 0.08 |
| Cppib Capit 0.875% 19-06.02.29 | 0.875 | 06.02.29 | EUR | 2 500 000 | 750 000 | - | 3 250 000 | 2 834 094.25 | 2.40 |
| Cred Agric 4.125% 07.03.30 Regs | 4.125 | 07.03.30 | EUR | - | 300 000 | - | 300 000 | 303 613.50 | 0.26 |
| Dbj 3.125% 23-13.04.28 | 3.125 | 13.04.28 | EUR | - | 200 000 | - | 200 000 | 196 835.40 | 0.17 |
| De Volksban 7.0% 22-Perp | 7.000 | 31.12.99 | EUR | 700 000 | 1 000 000 | -1 700 000 | - | - | 0.00 |
| Delta Lloyd | 4.375 | 31.12.99 | EUR | 450 000 | 700 000 | -999 000 | 151 000 | 149 007.25 | 0.13 |
| Deut Kredbk 0.01% 21-23.02.26 | 0.010 | 23.02.26 | EUR | 1 000 000 | - | -35 000 | 965 000 | 863 094.07 | 0.73 |
| Deut Tel If 1.125% 17-22.05.26 | 1.125 | 22.05.26 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Deutschlan 0.10% 15.04.33 /Infl | 0.100 | 15.04.33 | EUR | - | 6 500 000 | -6 500 000 | - | - | 0.00 |
| Deutschland 0% 22.02.23 Tb | 0.000 | 22.02.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0.0% 20-15.08.50 | 0.000 | 15.08.50 | EUR | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Deutschland 0.0% 21-15.08.52 | 0.000 | 15.08.52 | EUR | - | 3 000 000 | -3 000 000 | - | - | 0.00 |
| Diageo Cap 0.125% 20-28.09.28 | 0.125 | 28.09.28 | EUR | 1 000 000 | - | - | 1 000 000 | 844 795.01 | 0.72 |
| Dt Gen Hyp 3.0% 23-30.11.32 | 3.000 | 30.11.32 | EUR | - | 200 000 | - | 200 000 | 197 586.20 | 0.17 |
| E.On 0.375% 20-29.09.27 | 0.375 | 29.09.27 | EUR | - | 100 000 | - | 100 000 | 87 813.20 | 0.07 |
| E.On 1.625% 22-29.03.31 | 1.625 | 29.03.31 | EUR | 500 000 | - | - | 500 000 | 434 203.50 | 0.37 |
| Edp 3.875% 23-26.06.28 | 3.875 | 26.06.28 | EUR | - | 100 000 | - | 100 000 | 99 867.90 | 0.08 |
| Eib 1.5% 17-15.11.47 | 1.500 | 15.11.47 | EUR | - | 1 000 000 | - | 1 000 000 | 719 445.00 | 0.61 |
| Eli Lilly 0.625% 19-01.11.31 | 0.625 | 01.11.31 | EUR | - | 100 000 | - | 100 000 | 79 989.10 | 0.07 |
| Elia Group 5.85% 23-Perp | 5.850 | 31.12.99 | EUR | - | 100 000 | - | 100 000 | 100 559.90 | 0.09 |
| Elm Bv 3.375% 17-29.09.47 Regs | 3.375 | 29.09.47 | EUR | - | 400 000 | - | 400 000 | 361 286.00 | 0.31 |
| Enel 6.375% 23-Perp Regs | 6.375 | 31.12.99 | EUR | - | 100 000 | -100 000 | - | - | 0.00 |
| Enel Fin 1% 17-16.09.24 | 1.000 | 16.09.24 | EUR | - | 200 000 | - | 200 000 | 192 938.00 | 0.16 |
| Enexis 0.75% 19-02.07.31 Regs | 0.750 | 02.07.31 | EUR | 400 000 | - | - | 400 000 | 323 544.00 | 0.27 |
| Enexis 3.625% 23-12.06.34 | 3.625 | 12.06.34 | EUR | - | 100 000 | - | 100 000 | 100 367.10 | 0.09 |
| Eqt 2.875% 22-06.04.32 | 2.875 | 06.04.32 | EUR | 400 000 | - | - | 400 000 | 319 336.56 | 0.27 |
| Ericsson 1.125% 22-08.02.27 | 1.125 | 08.02.27 | EUR | 1 700 000 | - | -1 600 000 | 100 000 | 88 293.40 | 0.07 |
| Erste Bk 4.0% 23-16.01.31 | 4.000 | 16.01.31 | EUR | - | 200 000 | - | 200 000 | 196 651.60 | 0.17 |
| Esb Fin 1.125% 19-11.06.30 | 1.125 | 11.06.30 | EUR | - | 100 000 | - | 100 000 | 85 240.80 | 0.07 |
| Eu 0.0% 21-02.06.28 | 0.000 | 02.06.28 | EUR | - | 4 000 000 | - | 4 000 000 | 3 441 000.00 | 2.91 |
| Eu 0.0% 21-04.03.26 | 0.000 | 04.03.26 | EUR | 3 000 000 | - | -3 000 000 | - | - | 0.00 |
| Eu 0.40% 21-04.02.37 | 0.400 | 04.02.37 | EUR | - | 1 200 000 | - | 1 200 000 | 840 351.60 | 0.71 |
| Eurofima 0.15% 19-10.10.34 | 0.150 | 10.10.34 | EUR | - | 600 000 | - | 600 000 | 430 654.20 | 0.36 |
| Eurogrid 3.279% 22-05.09.31 | 3.279 | 05.09.31 | EUR | - | 100 000 | - | 100 000 | 97 087.62 | 0.08 |
| Fonciere Re 1.875% 16-20.05.26 | 1.875 | 20.05.26 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Fondiaria 5.75% 14-Perp | 5.750 | 31.12.99 | EUR | 750 000 | 950 000 | -300 000 | 1 400 000 | 1 386 350.00 | 1.17 |
| France 0.1% 21-25.07.38 /Infl | 0.100 | 25.07.38 | EUR | 3 300 000 | 1 000 000 | -4 300 000 | - | - | 0.00 |
| France O.A. 0.10% 25.07.53 /Infl | 0.100 | 25.07.53 | EUR | - | 1 000 000 | -1 000 000 | - | - | 0.00 |
| France O.A. 0.75% 21-25.05.53 | 0.750 | 25.05.53 | EUR | - | 1 000 000 | - | 1 000 000 | 532 359.00 | 0.45 |
| France O.A. 3.0% 22-25.05.54 /Oat | 3.000 | 25.05.54 | EUR | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Generali Fi 4.596% 14-Perp Regs | 4.596 | 31.12.99 | EUR | 850 000 | 650 000 | -1 400 000 | 100 000 | 97 365.50 | 0.08 |
| Germany 0.1% 15.04.46 /Infl | 0.100 | 15.04.46 | EUR | 1 000 000 | 2 000 000 | -3 000 000 | - | - | 0.00 |
| Germany 0.5% 14-15.04.30 /Infl | 0.500 | 15.04.30 | EUR | - | 2 500 000 | -2 500 000 | - | - | 0.00 |
| Gn St Nord 0.875% 21-25.11.24 | 0.875 | 25.11.24 | EUR | 750 000 | - | - | 750 000 | 699 672.74 | 0.59 |
| Groupama 6.375% (Frn) 14-Perp | 6.375 | 31.12.99 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| H Lundbeck 0.875% 20-14.10.27 | 0.875 | 14.10.27 | EUR | - | 200 000 | - | 200 000 | 173 694.32 | 0.15 |
| Heineken Nv 3.875% 23-23.09.30 | 3.875 | 23.09.30 | EUR | - | 100 000 | - | 100 000 | 101 379.09 | 0.09 |
| Hellenic 4.25% 23-15.06.33 | 4.250 | 15.06.33 | EUR | - | 250 000 | -250 000 | - | - | 0.00 |
| Hera Spa 0.875% 19-05.07.27 | 0.875 | 05.07.27 | EUR | - | 200 000 | - | 200 000 | 177 952.00 | 0.15 |
| Hessen 2.875% 23-04.07.33 | 2.875 | 04.07.33 | EUR | - | 1 500 000 | - | 1 500 000 | 1 485 222.00 | 1.26 |
| Hsbc Hldg 4.752% 10.03.28 Regs | 4.752 | 10.03.28 | EUR | - | 400 000 | - | 400 000 | 400 176.80 | 0.34 |
| Hsbc Hldg 4.787% 10.03.32 Regs | 4.787 | 10.03.32 | EUR | - | 500 000 | - | 500 000 | 502 248.00 | 0.43 |

| 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 |
| Ibb 2.75% 22-04.10.27 | 2.750 | 04.10.27 | EUR | - | 1 000 000 | - | 1 000 000 | 979 408.00 | 0.83 |
| Iberdrola Int 1.45% 21-Perp | 1.450 | 31.12.99 | EUR | 400 000 | - | -400 000 | - | - | 0.00 |
| Ibm Corp 0.30% 20-11.02.28 | 0.300 | 11.02.28 | EUR | - | 500 000 | - | 500 000 | 428 269.00 | 0.36 |
| Icade Sa 1.5% 17-13.09.27 Regs | 1.500 | 13.09.27 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Ico 1.30% 22-31.10.26 | 1.300 | 31.10.26 | EUR | 1 500 000 | - | - | 1 500 000 | 1 399 675.82 | 1.19 |
| Ico 2.65% 22-31.01.28 | 2.650 | 31.01.28 | EUR | - | 1 000 000 | - | 1 000 000 | 965 992.00 | 0.82 |
| In Justitia 9.25% 22-15.03.28 | 9.250 | 15.03.28 | EUR | - | 250 000 | -250 000 | - | - | 0.00 |
| Investec 0.50% 21-17.02.27 | 0.500 | 17.02.27 | EUR | 1 000 000 | 400 000 | -800 000 | 600 000 | 509 893.80 | 0.43 |
| Ireland 1.35% 18-18.03.31 | 1.350 | 18.03.31 | EUR | - | 900 000 | -900 000 | - | - | 0.00 |
| Iren 0.25% 20-17.01.31 | 0.250 | 17.01.31 | EUR | 1 400 000 | 100 000 | -1 400 000 | 100 000 | 74 272.50 | 0.06 |
| Iren 1.95% 18-19.09.25 | 1.950 | 19.09.25 | EUR | - | 150 000 | - | 150 000 | 142 463.55 | 0.12 |
| Isp 5.0% 23-08.03.28 | 5.000 | 08.03.28 | EUR | - | 150 000 | - | 150 000 | 149 867.70 | 0.13 |
| Isp 5.625% 23-08.03.33 | 5.625 | 08.03.33 | EUR | - | 250 000 | - | 250 000 | 249 660.00 | 0.21 |
| Italy 0.25% 21-15.03.28 /Btp | 0.250 | 15.03.28 | EUR | 1 422 000 | - | - | 1 422 000 | 1 212 539.40 | 1.03 |
| Italy 0.50% 20-01.02.26 /Btp | 0.500 | 01.02.26 | EUR | 3 500 000 | - | -2 000 000 | 1 500 000 | 1 380 903.17 | 1.17 |
| Italy 0.95% 21-01.03.37 /Btp | 0.950 | 01.03.37 | EUR | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Italy 1.50% 20-30.04.45 /Btp | 1.500 | 30.04.45 | EUR | 3 000 000 | - | -2 000 000 | 1 000 000 | 618 870.00 | 0.52 |
| Italy 4.0% 22-30.04.35 /Btp | 4.000 | 30.04.35 | EUR | - | 3 300 000 | -2 300 000 | 1 000 000 | 990 386.19 | 0.84 |
| Italy 4.50% 01.10.53 /Btp 144A | 4.500 | 01.10.53 | EUR | - | 1 000 000 | - | 1 000 000 | 1 022 500.00 | 0.87 |
| Jnj 1.15% 16-20.11.28 | 1.150 | 20.11.28 | EUR | - | 100 000 | - | 100 000 | 89 276.20 | 0.08 |
| John Deere 2.50% 22-14.09.26 | 2.500 | 14.09.26 | EUR | - | 100 000 | - | 100 000 | 96 208.40 | 0.08 |
| Julius Baer 6.625% 23-Perp | 6.625 | 31.12.99 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Jyske Bk 4.625% 22-11.04.26 | 4.625 | 11.04.26 | EUR | - | 500 000 | - | 500 000 | 496 242.00 | 0.42 |
| Jyske Bk 5.50% 16.11.27 Regs | 5.500 | 16.11.27 | EUR | - | 200 000 | - | 200 000 | 202 020.80 | 0.17 |
| Kbc 1.50% (Frn) 22-29.03.26 | 1.500 | 29.03.26 | EUR | 500 000 | - | - | 500 000 | 474 369.50 | 0.40 |
| Kbc 4.25% 18-Perp | 4.250 | 31.12.99 | EUR | - | 600 000 | -600 000 | - | - | 0.00 |
| Kbc 4.375% 22-23.11.27 Regs | 4.375 | 23.11.27 | EUR | - | 400 000 | - | 400 000 | 397 452.80 | 0.34 |
| Kellogg Co 0.50% 21-20.05.29 | 0.500 | 20.05.29 | EUR | - | 400 000 | - | 400 000 | 328 890.00 | 0.28 |
| Kfw 0.01% 19-05.05.27 | 0.010 | 05.05.27 | EUR | - | 500 000 | - | 500 000 | 443 019.00 | 0.38 |
| Kfw 1.375% 22-07.06.32 | 1.375 | 07.06.32 | EUR | 7 000 000 | - | -2 000 000 | 5 000 000 | 4 398 690.00 | 3.73 |
| Kommkrdt 0.75% 18-05.07.28 | 0.750 | 05.07.28 | EUR | - | 200 000 | - | 200 000 | 177 492.20 | 0.15 |
| Kommunalbk 2.75% 22-29.11.27 | 2.750 | 29.11.27 | EUR | - | 1 000 000 | -200 000 | 800 000 | 778 180.00 | 0.66 |
| Lbk Htg 4.0% 23-04.02.30 | 4.000 | 04.02.30 | EUR | - | 200 000 | - | 200 000 | 196 818.60 | 0.17 |
| Ldkr B-W 0.375% 19-29.07.26 | 0.375 | 29.07.26 | EUR | - | 100 000 | - | 100 000 | 87 962.40 | 0.07 |
| Ldkr B-W 4.0% 19-Perp | 4.000 | 31.12.99 | EUR | - | 2 000 000 | -1 600 000 | 400 000 | 286 159.20 | 0.24 |
| Leaseplan 7.375% 19-Perp | 7.375 | 31.12.99 | EUR | 1 250 000 | 200 000 | -1 450 000 | - | - | 0.00 |
| Liberty Mut 3.625% 19-23.05.59 | 3.625 | 23.05.59 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Liberty Mut 4.625% 22-02.12.30 | 4.625 | 02.12.30 | EUR | - | 500 000 | - | 500 000 | 485 669.50 | 0.41 |
| Lietuvos En 2% 17-14.07.27 Regs | 2.000 | 14.07.27 | EUR | - | 100 000 | - | 100 000 | 90 706.80 | 0.08 |
| Luxemburg 0.0% 20-14.09.32 | 0.000 | 14.09.32 | EUR | 4 000 000 | - | -2 000 000 | 2 000 000 | 1 528 218.00 | 1.29 |
| Lvmh 0.125% 20-11.02.28 Regs | 0.125 | 11.02.28 | EUR | - | 200 000 | - | 200 000 | 173 885.40 | 0.15 |
| Madrid 0.42% 21-30.04.31 | 0.420 | 30.04.31 | EUR | 1 000 000 | - | - | 1 000 000 | 788 631.00 | 0.67 |
| Madrid 1.723% 22-30.04.32 | 1.723 | 30.04.32 | EUR | 1 500 000 | - | - | 1 500 000 | 1 291 918.50 | 1.09 |
| Madrid 3.362% 23-31.10.28 | 3.362 | 31.10.28 | EUR | - | 100 000 | - | 100 000 | 99 642.40 | 0.08 |
| Madrid 3.596% 23-30.04.33 | 3.596 | 30.04.33 | EUR | - | 800 000 | - | 800 000 | 800 354.40 | 0.68 |
| Medtrnc 1.375% 20-15.10.40 | 1.375 | 15.10.40 | EUR | - | 200 000 | - | 200 000 | 134 310.82 | 0.11 |
| Morgan Stan 4.656% 23-02.03.29 | 4.656 | 02.03.29 | EUR | - | 400 000 | - | 400 000 | 402 416.80 | 0.34 |
| Munhyp 0.01% 21-19.10.39 | 0.010 | 19.10.39 | EUR | 2 400 000 | - | - | 2 400 000 | 1 433 937.60 | 1.21 |
| Munich Re 1.0% 21-26.05.42 | 1.000 | 26.05.42 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Munich Re 1.25% 20-26.05.41 | 1.250 | 26.05.41 | EUR | - | 300 000 | - | 300 000 | 229 395.00 | 0.19 |
| Natwest 4.699% 23-14.03.28 | 4.699 | 14.03.28 | EUR | - | 200 000 | - | 200 000 | 199 005.20 | 0.17 |
| Neste Oil 3.875% 23-16.03.29 | 3.875 | 16.03.29 | EUR | - | 100 000 | - | 100 000 | 99 942.20 | 0.08 |
| Neste Oil 4.25% 23-16.03.33 | 4.250 | 16.03.33 | EUR | - | 100 000 | -100 000 | - | - | 0.00 |
| Nestle Fin 0.0% 20-03.03.33 | 0.000 | 03.03.33 | EUR | - | 50 000 | - | 50 000 | 36 742.65 | 0.03 |
| Nestle Fin 0.875% 22-29.03.27 | 0.875 | 29.03.27 | EUR | - | 50 000 | - | 50 000 | 45 792.56 | 0.04 |
| Nether Gove 0% 20-15.01.52 | 0.000 | 15.01.52 | EUR | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Nether Gove 0.5% 19-15.01.40 | 0.500 | 15.01.40 | EUR | 8 250 000 | 2 100 000 | -2 100 000 | 8 250 000 | 5 813 684.25 | 4.92 |
| Nether Gove 0.50% 22-15.07.32 | 0.500 | 15.07.32 | EUR | 6 000 000 | - | -4 000 000 | 2 000 000 | 1 654 444.42 | 1.40 |
| Nether Gove 2.50% 23-15.07.33 | 2.500 | 15.07.33 | EUR | - | 800 000 | -500 000 | 300 000 | 295 166.70 | 0.25 |
| Ngg Finance 1.625% 19-05.12.79 | 1.625 | 05.12.79 | EUR | 1 000 000 | - | -1 000 000 | - | - | 0.00 |

| 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 |
| Nibc Bk Nv 0.25% 21-09.09.26 | 0.250 | 09.09.26 | EUR | 700 000 | - | -700 000 | - | - | 0.00 |
| Nibc Bk Nv 0.875% 19-08.07.25 | 0.875 | 08.07.25 | EUR | 800 000 | - | -800 000 | - | - | 0.00 |
| Nn Group | 4.500 | 31.12.99 | EUR | - | 900 000 | -900 000 | - | - | 0.00 |
| Nn Group 5.25% 22-01.03.43 Regs | 5.250 | 01.03.43 | EUR | - | 1 000 000 | -1 000 000 | - | - | 0.00 |
| Nn Group 6.0% 23-03.11.43 Regs | 6.000 | 03.11.43 | EUR | - | 100 000 | - | 100 000 | 100 171.29 | 0.09 |
| Nrw Bk 0.0% 20-18.02.30 | 0.000 | 18.02.30 | EUR | 3 000 000 | - | - | 3 000 000 | 2 445 543.00 | 2.07 |
| Nth Rhine 2.90% 15.01.53 Regs | 2.900 | 15.01.53 | EUR | - | 3 000 000 | - | 3 000 000 | 2 878 231.35 | 2.44 |
| Nth Rhine-W 0% 19-26.11.29 | 0.000 | 26.11.29 | EUR | 5 045 000 | - | - | 5 045 000 | 4 156 064.49 | 3.52 |
| Nth Rhine-W 0.0% 20-12.10.35 | 0.000 | 12.10.35 | EUR | 3 000 000 | - | - | 3 000 000 | 2 055 978.00 | 1.74 |
| Nth Rhine-W 0.95% 21-10.01.21 | 0.950 | 10.01.21 | EUR | 4 000 000 | - | -4 000 000 | - | - | 0.00 |
| Nth Rhine-W 1.45% 22-19.01.22 | 1.450 | 19.01.22 | EUR | 7 500 000 | - | -6 500 000 | 1 000 000 | 507 250.61 | 0.43 |
| Nwb 0.50% 21-26.04.51 | 0.500 | 26.04.51 | EUR | 1 600 000 | - | -1 600 000 | - | - | 0.00 |
| Orange 0.125% 20-16.09.29 | 0.125 | 16.09.29 | EUR | - | 100 000 | - | 100 000 | 81 794.00 | 0.07 |
| Orange 0.50% 19-04.09.32 | 0.500 | 04.09.32 | EUR | - | 100 000 | - | 100 000 | 76 036.70 | 0.06 |
| Orange 1.375% 18-20.03.28 Regs | 1.375 | 20.03.28 | EUR | - | 100 000 | - | 100 000 | 90 856.30 | 0.08 |
| Orange 5.375% 23-Perp Regs | 5.375 | 31.12.99 | EUR | - | 200 000 | - | 200 000 | 198 480.40 | 0.17 |
| Otp Bank 5.50% 22-13.07.25 | 5.500 | 13.07.25 | EUR | - | 100 000 | - | 100 000 | 99 504.50 | 0.08 |
| Otp Bank 7.35% 22-04.03.26 | 7.350 | 04.03.26 | EUR | - | 100 000 | - | 100 000 | 101 273.00 | 0.09 |
| Pandora 4.50% 23-10.04.28 | 4.500 | 10.04.28 | EUR | - | 100 000 | - | 100 000 | 99 795.22 | 0.08 |
| Pepsico 0.875% 19-16.10.39 | 0.875 | 16.10.39 | EUR | - | 100 000 | - | 100 000 | 67 810.94 | 0.06 |
| Pernod Ric 1.375% 07.04.29 Regs | 1.375 | 07.04.29 | EUR | - | 300 000 | - | 300 000 | 267 107.70 | 0.23 |
| Phoenix Gr 4.375% 18-24.01.29 | 4.375 | 24.01.29 | EUR | 1 000 000 | 500 000 | -1 500 000 | - | - | 0.00 |
| Pko Bank 5.625% 23-01.02.26 | 5.625 | 01.02.26 | EUR | - | 200 000 | - | 200 000 | 200 569.88 | 0.17 |
| Prcrho 6.0% 16-06.05.26 | 6.000 | 06.05.26 | EUR | 1 000 000 | - | - | 1 000 000 | 917 720.00 | 0.78 |
| R Bosch Inv 2.625% 13-24.05.28 | 2.625 | 24.05.28 | EUR | 500 000 | - | - | 500 000 | 476 250.50 | 0.40 |
| Raiffeisen 6.0% 20-Perp | 6.000 | 31.12.99 | EUR | - | 2 600 000 | -2 400 000 | 200 000 | 158 549.60 | 0.13 |
| Raiffeisenb 7.125% 23-19.01.26 | 7.125 | 19.01.26 | EUR | - | 200 000 | - | 200 000 | 199 569.40 | 0.17 |
| Red Ele Co 4.625% 23-Perp | 4.625 | 31.12.99 | EUR | - | 200 000 | - | 200 000 | 197 138.00 | 0.17 |
| Red Elec Fi 0.50% 21-24.05.33 | 0.500 | 24.05.33 | EUR | - | 200 000 | - | 200 000 | 155 196.80 | 0.13 |
| Regiao Dos 1.095% 21-27.09.36 | 1.095 | 27.09.36 | EUR | 1 000 000 | - | - | 1 000 000 | 697 941.88 | 0.59 |
| Rep Of Aus G B 1.85% 23.05.49 | 1.850 | 23.05.49 | EUR | 1 100 000 | - | -1 100 000 | - | - | 0.00 |
| Romania 5.0% 22-27.09.26 | 5.000 | 27.09.26 | EUR | - | 500 000 | - | 500 000 | 502 890.00 | 0.43 |
| Romania 6.625% 22-27.09.29 | 6.625 | 27.09.29 | EUR | - | 500 000 | - | 500 000 | 519 840.00 | 0.44 |
| Sage Grp 3.82% 23-15.02.28 Regs | 3.820 | 15.02.28 | EUR | - | 200 000 | - | 200 000 | 197 593.50 | 0.17 |
| Sampo Bk 2.50% 20-03.09.52 | 2.500 | 03.09.52 | EUR | - | 200 000 | -100 000 | 100 000 | 77 504.70 | 0.07 |
| Sanofi 1.125% 16-05.04.28 | 1.125 | 05.04.28 | EUR | - | 100 000 | - | 100 000 | 90 039.10 | 0.08 |
| Saxony Anth 2.95% 23-20.06.33 | 2.950 | 20.06.33 | EUR | - | 1 000 000 | - | 1 000 000 | 996 779.00 | 0.84 |
| Seb 3.25% 22-24.11.25 | 3.250 | 24.11.25 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Seb 4.125% 23-29.06.27 | 4.125 | 29.06.27 | EUR | - | 800 000 | - | 800 000 | 799 231.20 | 0.68 |
| Shb 3.75% 22-01.11.27 Regs | 3.750 | 01.11.27 | EUR | - | 200 000 | - | 200 000 | 198 523.82 | 0.17 |
| Siemens Fin 2.75% 22-09.09.30 | 2.750 | 09.09.30 | EUR | - | 200 000 | - | 200 000 | 191 830.40 | 0.16 |
| Smiths Grou 2% 17-23.02.27 | 2.000 | 23.02.27 | EUR | - | 250 000 | - | 250 000 | 231 841.50 | 0.20 |
| Sncf Reseau 0.75% 19-25.05.36 | 0.750 | 25.05.36 | EUR | - | 200 000 | - | 200 000 | 144 403.20 | 0.12 |
| Snr 2.375% 22-06.04.28 | 2.375 | 06.04.28 | EUR | 300 000 | - | - | 300 000 | 264 657.60 | 0.22 |
| Socgen 7.875% 23-Perp | 7.875 | 31.12.99 | EUR | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Societe Par 1.125% 18-22.10.28 | 1.125 | 22.10.28 | EUR | - | 200 000 | - | 200 000 | 179 463.30 | 0.15 |
| Sogecap Sa 4.125% /Frn 14-Perp | 4.125 | 31.12.99 | EUR | - | 500 000 | -400 000 | 100 000 | 95 350.17 | 0.08 |
| Spanish Gov 0.0% 21-31.01.28 | 0.000 | 31.01.28 | EUR | - | 750 000 | - | 750 000 | 647 785.50 | 0.55 |
| Spanish Gov 1.0% 21-30.07.42 | 1.000 | 30.07.42 | EUR | - | 500 000 | - | 500 000 | 314 947.00 | 0.27 |
| Spbk Bolikr 0.5% 18-30.01.25 | 0.500 | 30.01.25 | EUR | - | 200 000 | - | 200 000 | 189 692.92 | 0.16 |
| Sse 0.875% 17-06.09.25 Regs | 0.875 | 06.09.25 | EUR | - | 200 000 | - | 200 000 | 187 475.40 | 0.16 |
| Sse 2.875% 22-01.08.29 Regs | 2.875 | 01.08.29 | EUR | - | 150 000 | - | 150 000 | 142 450.80 | 0.12 |
| Sse 4.0% 22-Perp | 4.000 | 31.12.99 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Svensk Expo 2.0% 22-30.06.27 | 2.000 | 30.06.27 | EUR | 1 500 000 | - | - | 1 500 000 | 1 418 193.00 | 1.20 |
| Swiss Life 4.375% 15-Perp | 4.375 | 31.12.99 | EUR | - | 500 000 | - | 500 000 | 489 509.11 | 0.41 |
| Sydbank 4.75% 22-30.09.25 | 4.750 | 30.09.25 | EUR | - | 500 000 | - | 500 000 | 496 406.00 | 0.42 |
| Technipfmc 3.75% 13-07.10.33 | 3.750 | 07.10.33 | EUR | 300 000 | - | -300 000 | - | - | 0.00 |
| Telefonica | 5.875 | 31.12.99 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Telefonica 1.201% 20-21.08.27 | 1.201 | 21.08.27 | EUR | - | 100 000 | - | 100 000 | 91 007.90 | 0.08 |
| Telefonica 1.807% 20-21.05.32 | 1.807 | 21.05.32 | EUR | - | 100 000 | - | 100 000 | 85 391.40 | 0.07 |

| 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 |
| Telefonica 6.135% 23-Perp | 6.135 | 31.12.99 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Telefonica 7.125% 22-Perp | 7.125 | 31.12.99 | EUR | - | 100 000 | -100 000 | - | - | 0.00 |
| Terna 2.375% 22-Perp | 2.375 | 31.12.99 | EUR | 950 000 | - | -950 000 | - | - | 0.00 |
| Tor Dom 1.952% 22-08.04.30 B Regs | 1.952 | 08.04.30 | EUR | - | 550 000 | - | 550 000 | 478 651.80 | 0.41 |
| Totalenergies 2.0% 20-Perp | 2.000 | 31.12.99 | EUR | - | 681 000 | -681 000 | - | - | 0.00 |
| Triodos Bk 2.25% 21-05.02.32 | 2.250 | 05.02.32 | EUR | 500 000 | 300 000 | -800 000 | - | - | 0.00 |
| Ubi 5.875% 20-Perp | 5.875 | 31.12.99 | EUR | - | 1 200 000 | -1 200 000 | - | - | 0.00 |
| Ubs Group F 0.25% 21-03.11.26 | 0.250 | 03.11.26 | EUR | - | 250 000 | - | 250 000 | 222 920.25 | 0.19 |
| Ubs Group F 4.625% 23-17.03.28 | 4.625 | 17.03.28 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Ubs Group F 4.75% 23-17.03.32 | 4.750 | 17.03.32 | EUR | - | 100 000 | - | 100 000 | 99 718.70 | 0.08 |
| Unibail Rod | 1.000 | 14.03.25 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Unibail Rod 2.125% 18-Perp | 2.125 | 31.12.99 | EUR | 1 100 000 | 700 000 | -1 800 000 | - | - | 0.00 |
| Unilev Cap 3.40% 23-06.06.33 | 3.400 | 06.06.33 | EUR | - | 100 000 | - | 100 000 | 98 466.70 | 0.08 |
| Unilever 1.375% 18-04.09.30 | 1.375 | 04.09.30 | EUR | - | 200 000 | - | 200 000 | 173 756.01 | 0.15 |
| Verizon Com 0.375% 21-22.03.29 | 0.375 | 22.03.29 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Verizon Com 0.75% 21-22.03.32 | 0.750 | 22.03.32 | EUR | - | 100 000 | - | 100 000 | 76 576.50 | 0.07 |
| Verizon Com 1.375% 16-02.11.28 | 1.375 | 02.11.28 | EUR | - | 100 000 | - | 100 000 | 87 823.50 | 0.07 |
| Vestas Wind 2.0% 22-15.06.34 | 2.000 | 15.06.34 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Vivat Nv 7% 18-Perp Regs | 7.000 | 31.12.99 | EUR | - | 500 000 | - | 500 000 | 473 168.00 | 0.40 |
| Vodafone 2.625% 20-27.08.80 | 2.625 | 27.08.80 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Vodafone In 3.25% 22-02.03.29 | 3.250 | 02.03.29 | EUR | - | 300 000 | -150 000 | 150 000 | 145 701.00 | 0.12 |
| Vodafone In 3.75% 22-02.12.34 | 3.750 | 02.12.34 | EUR | - | 300 000 | -100 000 | 200 000 | 194 012.80 | 0.16 |
| Volksbank 4.75% 23-15.03.27 | 4.750 | 15.03.27 | EUR | - | 400 000 | - | 400 000 | 394 011.42 | 0.33 |
| Volksbank 7.75% 19-Perp | 7.750 | 31.12.99 | EUR | 2 000 000 | 600 000 | -2 600 000 | - | - | 0.00 |
| Zuercher Kb 0.0% 21-15.05.26 | 0.000 | 15.05.26 | EUR | 1 500 000 | - | - | 1 500 000 | 1 344 856.50 | 1.14 |
|  |  |  |  |  |  |  |  | 112 170 951.65 | 94.99 |
| Index options |  |  |  |  |  |  |  |  |  |
| Euro Bobl |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bobl |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bobl |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 24.02.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 50 | -50 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 75 | -75 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 25 | -25 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 25 | -25 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 60 | -60 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 24.02.23 | EUR | - | 130 | -130 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 50 | -50 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 350 | -350 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 350 | -350 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 24.02.23 | EUR | - | 150 | -150 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 175 | -175 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 125 | -125 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 50 | -50 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 200 | -200 | - | - | 0.00 |

| 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 |
| Euro Bund |  | 25.11.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 75 | -75 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 520 | -520 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 150 | -150 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 150 | -150 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |
| Treasury Bills |  |  |  |  |  |  |  |  |  |
| Deutschland 0% 13.04.23 Tb |  | 13.04.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 21.06.23 Tb Regs |  | 21.06.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 21-14.12.22 Tb |  | 14.12.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 22-18.01.23 Tb |  | 18.01.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 22-19.07.23 Tb |  | 19.07.23 | EUR | - | 100 | - | 100 | 99.86 | 0.00 |
| Deutschland 0% 23-13.12.23 Tb |  | 13.12.23 | EUR | - | 100 | - | 100 | 98.44 | 0.00 |
| Deutschland 0% 23-15.05.24 Tb |  | 15.05.24 | EUR | - | 100 | - | 100 | 96.91 | 0.00 |
| Deutschland 0% 23-17.01.24 Tb |  | 17.01.24 | EUR | - | 100 | - | 100 | 98.13 | 0.00 |
| Deutschland 0% 23-19.06.24 Tb |  | 19.06.24 | EUR | - | 100 | - | 100 | 96.60 | 0.00 |
| Deutschland 0% 23-20.03.24 Tb |  | 20.03.24 | EUR | - | 100 | - | 100 | 97.51 | 0.00 |
| Deutschland 0% 23-21.02.24 Tb |  | 21.02.24 | EUR | - | 100 | - | 100 | 97.77 | 0.00 |
| Germany 0% 22-22.03.23 Tb |  | 22.03.23 | EUR | - | 100 | -100 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | 685.22 | 0.00 |

Transferable securities dealt on another regulated market
| Bonds |  |
| --- | --- |
| Autostrade 5.125% 14.06.33 Regs | 5.125 | 14.06.33 | EUR | - | 200 000 | - | 200 000 | 200 556.80 | 0.17 |
| Banca Ifis 6.125% 23-19.01.27 | 6.125 | 19.01.27 | EUR | - | 150 000 | - | 150 000 | 150 228.90 | 0.13 |
| Bpce 4.125% 23-10.07.28 | 4.125 | 10.07.28 | EUR | - | 200 000 | - | 200 000 | 200 027.00 | 0.17 |
| France O.A. 0% 16-25.05.52 | 0.000 | 25.05.52 | EUR | 6 500 000 | 2 500 000 | -9 000 000 | - | - | 0.00 |
| Jfm 0.05% 20-12.02.27 | 0.050 | 12.02.27 | EUR | 1 000 000 | - | - | 1 000 000 | 878 115.00 | 0.74 |
| Ldkr B-W 0.25% 21-21.07.28 | 0.250 | 21.07.28 | EUR | - | 300 000 | - | 300 000 | 246 817.00 | 0.21 |
| Met Tenerif 1.229% 21-30.07.36 | 1.229 | 30.07.36 | EUR | 1 000 000 | 400 000 | -1 400 000 | - | - | 0.00 |
| Orsted 5.25% 22-08.12.22 | 5.250 | 08.12.22 | EUR | - | 200 000 | - | 200 000 | 199 241.60 | 0.17 |
| Socgen 4.25% 22-06.12.30 | 4.250 | 06.12.30 | EUR | - | 500 000 | - | 500 000 | 483 937.50 | 0.41 |
| Spain 0% 17-30.07.48 /Stp Io | 0.000 | 30.07.48 | EUR | 1 500 000 | - | -500 000 | 1 000 000 | 379 668.50 | 0.32 |
| Spbk Bolikr 0.05% 21-03.11.28 | 0.050 | 03.11.28 | EUR | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Vr-Group Pl 2.375% 22-30.05.29 | 2.375 | 30.05.29 | EUR | 800 000 | - | - | 800 000 | 730 927.52 | 0.62 |
|  |  |  |  |  |  |  |  | 3 469 519.82 | 2.94 |

| 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 |
| Other transferable securities |  |  |  |  |  |  |  |  |  |
| Bonds |  |  |  |  |  |  |  |  |  |
| Lbk Berlin 1.75% 19-01.10.29 | 1.750 | 01.10.29 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |
|  |  |  |  |  |  |  |  |  |  |
| Total other transferable securities |  |  |  |  |  |  |  | - | 0.00 |

| TOTAL SECURITIES PORTFOLIO INVESTMENTS | 115 641 156.69 | 97.93 |
| --- | --- | --- |
| Liquidities and deposits | 3 279 672.33 | 2.78 |
| Other liabilities | -837 598.99 | -0.71 |
|  |  |  |
| TOTAL NET ASSETS | 118 083 230.03 | 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 Sustainable Bond
- Euro Broad
Wertpapierbestand und sonstige Vermögenswerte per 30.06.2023
| Bezeichnung	%		Verfall/ Währung Anfangsbestand	Käufe*      Fälligkeit	01.07.2022 | Verkäufe*  Schlussbestand	Marktwert in 30.06.2023	EUR | % des Netto- |
| --- | --- | --- |
|  |  |  |  | vermögens |

Übertragbare Wertpapiere, die an einer amtlichen Börse zugelassen sind
| Anleihen |  |
| --- | --- |
| A2A 0.625% 21-15.07.31 | 0.625 | 15.07.31 | EUR | - | 800 000 | - | 800 000 | 599 747.20 | 0.51 |
| Aareal Bk 4.50% 22-25.07.25 | 4.500 | 25.07.25 | EUR | - | 300 000 | - | 300 000 | 291 255.00 | 0.25 |
| Abb Fin Bv 3.375% 23-16.01.31 | 3.375 | 16.01.31 | EUR | - | 200 000 | - | 200 000 | 196 320.80 | 0.17 |
| Abbott Il F 0.375% 19-19.11.27 | 0.375 | 19.11.27 | EUR | 1 000 000 | - | - | 1 000 000 | 876 587.98 | 0.74 |
| Achmea Bv 4.25% 15-Perp | 4.250 | 31.12.99 | EUR | - | 500 000 | - | 500 000 | 486 610.00 | 0.41 |
| Achmea Bv 6% 13-04.04.43 | 6.000 | 04.04.43 | EUR | - | 1 000 000 | -1 000 000 | - | - | 0.00 |
| Adidas 3.125% 22-21.11.29 Regs | 3.125 | 21.11.29 | EUR | - | 100 000 | - | 100 000 | 98 083.40 | 0.08 |
| Adif Alta V 0.55% 20-30.04.30 | 0.550 | 30.04.30 | EUR | 1 100 000 | 200 000 | - | 1 300 000 | 1 058 032.30 | 0.90 |
| Adif Alta V 0.95% 19-30.04.27 | 0.950 | 30.04.27 | EUR | 1 800 000 | 100 000 | -400 000 | 1 500 000 | 1 360 270.50 | 1.15 |
| Aegon Nv Frn | 0.000 | 31.12.99 | EUR | 1 100 000 | - | -1 100 000 | - | - | 0.00 |
| Allianz 4.252% 22-05.07.52 | 4.252 | 05.07.52 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Alpha Bank 6.875% 23-27.06.29 | 6.875 | 27.06.29 | EUR | - | 500 000 | - | 500 000 | 497 827.50 | 0.42 |
| Apple Inc 1.375% 17-24.05.29 | 1.375 | 24.05.29 | EUR | - | 300 000 | - | 300 000 | 269 760.30 | 0.23 |
| Assgen 2.429% 20-14.07.31 | 2.429 | 14.07.31 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Athora Hold 6.625% 23-16.06.28 | 6.625 | 16.06.28 | EUR | - | 700 000 | - | 700 000 | 694 117.20 | 0.59 |
| Atradius Fi 5.25% 14-23.09.44 | 5.250 | 23.09.44 | EUR | - | 500 000 | -400 000 | 100 000 | 98 217.30 | 0.08 |
| Auckland Co 0.25% 21-17.11.31 | 0.250 | 17.11.31 | EUR | 2 800 000 | - | - | 2 800 000 | 2 172 352.00 | 1.84 |
| Austria 2.1% 17-20.09.2117 | 2.100 | 20.09.17 | EUR | - | 2 500 000 | - | 2 500 000 | 1 844 940.00 | 1.56 |
| Axa Frn 04-Perp | 0.000 | 31.12.99 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Banc Ifis 4.5% 17-17.10.27 Regs | 4.500 | 17.10.27 | EUR | 400 000 | - | -400 000 | - | - | 0.00 |
| Banco Bilba 1.375% 18-14.05.25 | 1.375 | 14.05.25 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Banco Cred 1.75% 21-09.03.28 | 1.750 | 09.03.28 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Banco Cred 8.0% 22-22.09.26 | 8.000 | 22.09.26 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Bauspark Wu 4.125% 17-27.10.27 | 4.125 | 27.10.27 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Bayer Landk 1.875% 22-02.06.42 | 1.875 | 02.06.42 | EUR | 1 500 000 | - | -1 500 000 | - | - | 0.00 |
| Bayern 0.01% 20-18.01.35 | 0.010 | 18.01.35 | EUR | 2 500 000 | - | - | 2 500 000 | 1 771 527.50 | 1.50 |
| Bbva 6.0% 20-Perp | 6.000 | 31.12.99 | EUR | 800 000 | - | -800 000 | - | - | 0.00 |
| Bco Sab 0.875% 21-16.06.28 | 0.875 | 16.06.28 | EUR | 200 000 | - | -200 000 | - | - | 0.00 |
| Bco Sab 5.125% 22-10.11.28 | 5.125 | 10.11.28 | EUR | - | 200 000 | - | 200 000 | 201 786.10 | 0.17 |
| Bco Sab 6.00% 23-16.08.33 Regs | 6.000 | 16.08.33 | EUR | - | 200 000 | - | 200 000 | 184 914.80 | 0.16 |
| Belfius Bk 3.625% 18-Perp | 3.625 | 31.12.99 | EUR | 400 000 | 1 200 000 | -1 600 000 | - | - | 0.00 |
| Belfius Bk 3.875% 23-12.06.28 | 3.875 | 12.06.28 | EUR | - | 400 000 | - | 400 000 | 396 676.33 | 0.34 |
| Belfius Bk 5.25% 23-19.04.33 | 5.250 | 19.04.33 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Belgium 1.40% 22-22.06.53 | 1.400 | 22.06.53 | EUR | - | 2 500 000 | - | 2 500 000 | 1 594 717.50 | 1.35 |
| Berlin 2.75% 23-14.02.33 | 2.750 | 14.02.33 | EUR | - | 400 000 | - | 400 000 | 392 413.20 | 0.33 |
| Bfcm 0.01% 21-07.03.25 | 0.010 | 07.03.25 | EUR | 500 000 | - | - | 500 000 | 465 601.50 | 0.39 |
| Bfcm 2.625% 22-06.11.29 | 2.625 | 06.11.29 | EUR | 500 000 | - | - | 500 000 | 450 377.00 | 0.38 |
| Bfcm 3.875% 22-16.06.32 | 3.875 | 16.06.32 | EUR | 300 000 | - | -300 000 | - | - | 0.00 |
| Bmw Fin 3.25% 23-22.07.30 | 3.250 | 22.07.30 | EUR | - | 400 000 | - | 400 000 | 393 034.00 | 0.33 |
| Bng 0.875% 19-17.10.35 | 0.875 | 17.10.35 | EUR | 2 000 000 | - | - | 2 000 000 | 1 543 714.00 | 1.31 |
| Bpce Sfh 1.75% 22-27.05.32 | 1.750 | 27.05.32 | EUR | 600 000 | - | - | 600 000 | 528 409.20 | 0.45 |
| Bqe Postale 0.75% 21-02.08.32 | 0.750 | 02.08.32 | EUR | - | 400 000 | - | 400 000 | 323 279.20 | 0.27 |
| Bqe Postale 3.0% 21-Perp | 3.000 | 31.12.99 | EUR | - | 1 200 000 | -1 200 000 | - | - | 0.00 |
| Bqe Postale 4.375% 23-17.01.30 | 4.375 | 17.01.30 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Brenntag 0.50% 21-06.10.29 | 0.500 | 06.10.29 | EUR | - | 100 000 | - | 100 000 | 80 204.10 | 0.07 |
| Btps 1.65% 15-01.03.32 /Btp | 1.650 | 01.03.32 | EUR | 750 000 | 1 000 000 | -1 750 000 | - | - | 0.00 |
| By Lbk 1.0% 21-23.09.31 | 1.000 | 23.09.31 | EUR | - | 600 000 | - | 600 000 | 491 992.52 | 0.42 |
| By Lbk 3.75% 23-07.02.29 | 3.750 | 07.02.29 | EUR | - | 100 000 | - | 100 000 | 96 646.57 | 0.08 |
| By Lbk 4.25% 23-21.06.27 | 4.250 | 21.06.27 | EUR | - | 300 000 | - | 300 000 | 298 572.30 | 0.25 |
| Caixabank 1.25% 21-18.06.31 | 1.250 | 18.06.31 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Caixabank 3.625% 21-Perp | 3.625 | 31.12.99 | EUR | - | 2 200 000 | -2 200 000 | - | - | 0.00 |
| Carmila 1.625% 21-01.04.29 | 1.625 | 01.04.29 | EUR | 800 000 | 500 000 | -1 300 000 | - | - | 0.00 |
| Cassa Depo 1.0% 20-11.02.30 | 1.000 | 11.02.30 | EUR | 3 000 000 | - | - | 3 000 000 | 2 456 007.00 | 2.08 |
| Cassa Depo 1.0% 20-21.09.28 | 1.000 | 21.09.28 | EUR | 2 800 000 | - | - | 2 800 000 | 2 396 458.40 | 2.03 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | EUR | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Cattol Ass 4.25% 17-14.12.47 | 4.250 | 14.12.47 | EUR | 600 000 | - | -300 000 | 300 000 | 288 769.05 | 0.24 |
| Cnp Assuran 1.25% 27.01.29 Regs | 1.250 | 27.01.29 | EUR | - | 300 000 | -200 000 | 100 000 | 82 813.02 | 0.07 |
| Cnp Assuran 2% 19-27.07.50 | 2.000 | 27.07.50 | EUR | - | 400 000 | -400 000 | - | - | 0.00 |
| Co Fin 0.50% 22-16.03.28 | 0.500 | 16.03.28 | EUR | 2 000 000 | - | - | 2 000 000 | 1 744 948.00 | 1.48 |
| Co Fin 2.375% 22-15.03.30 | 2.375 | 15.03.30 | EUR | - | 1 000 000 | - | 1 000 000 | 943 937.76 | 0.80 |
| Coca Cola 0.375% 20-15.03.33 | 0.375 | 15.03.33 | EUR | - | 100 000 | - | 100 000 | 74 577.19 | 0.06 |
| Com.Di Milano 4.019% 05-29.06.35 | 4.019 | 29.06.35 | EUR | 1 500 000 | 1 000 000 | - | 2 500 000 | 2 393 778.33 | 2.03 |
| Comcast 0.75% 20-20.02.32 | 0.750 | 20.02.32 | EUR | 500 000 | - | -200 000 | 300 000 | 236 093.10 | 0.20 |
| Comzbk 6.125% 20-Perp | 6.125 | 31.12.99 | EUR | - | 4 200 000 | -4 200 000 | - | - | 0.00 |
| Continental 3.625% 22-30.11.27 | 3.625 | 30.11.27 | EUR | - | 100 000 | - | 100 000 | 98 858.20 | 0.08 |
| Cppib Capit 0.875% 19-06.02.29 | 0.875 | 06.02.29 | EUR | 2 500 000 | 750 000 | - | 3 250 000 | 2 834 094.25 | 2.40 |
| Cred Agric 4.125% 07.03.30 Regs | 4.125 | 07.03.30 | EUR | - | 300 000 | - | 300 000 | 303 613.50 | 0.26 |
| Dbj 3.125% 23-13.04.28 | 3.125 | 13.04.28 | EUR | - | 200 000 | - | 200 000 | 196 835.40 | 0.17 |
| De Volksban 7.0% 22-Perp | 7.000 | 31.12.99 | EUR | 700 000 | 1 000 000 | -1 700 000 | - | - | 0.00 |
| Delta Lloyd | 4.375 | 31.12.99 | EUR | 450 000 | 700 000 | -999 000 | 151 000 | 149 007.25 | 0.13 |
| Deut Kredbk 0.01% 21-23.02.26 | 0.010 | 23.02.26 | EUR | 1 000 000 | - | -35 000 | 965 000 | 863 094.07 | 0.73 |
| Deut Tel If 1.125% 17-22.05.26 | 1.125 | 22.05.26 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Deutschlan 0.10% 15.04.33 /Infl | 0.100 | 15.04.33 | EUR | - | 6 500 000 | -6 500 000 | - | - | 0.00 |
| Deutschland 0% 22.02.23 Tb | 0.000 | 22.02.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0.0% 20-15.08.50 | 0.000 | 15.08.50 | EUR | 2 000 000 | - | -2 000 000 | - | - | 0.00 |
| Deutschland 0.0% 21-15.08.52 | 0.000 | 15.08.52 | EUR | - | 3 000 000 | -3 000 000 | - | - | 0.00 |
| Diageo Cap 0.125% 20-28.09.28 | 0.125 | 28.09.28 | EUR | 1 000 000 | - | - | 1 000 000 | 844 795.01 | 0.72 |
| Dt Gen Hyp 3.0% 23-30.11.32 | 3.000 | 30.11.32 | EUR | - | 200 000 | - | 200 000 | 197 586.20 | 0.17 |
| E.On 0.375% 20-29.09.27 | 0.375 | 29.09.27 | EUR | - | 100 000 | - | 100 000 | 87 813.20 | 0.07 |
| E.On 1.625% 22-29.03.31 | 1.625 | 29.03.31 | EUR | 500 000 | - | - | 500 000 | 434 203.50 | 0.37 |
| Edp 3.875% 23-26.06.28 | 3.875 | 26.06.28 | EUR | - | 100 000 | - | 100 000 | 99 867.90 | 0.08 |
| Eib 1.5% 17-15.11.47 | 1.500 | 15.11.47 | EUR | - | 1 000 000 | - | 1 000 000 | 719 445.00 | 0.61 |
| Eli Lilly 0.625% 19-01.11.31 | 0.625 | 01.11.31 | EUR | - | 100 000 | - | 100 000 | 79 989.10 | 0.07 |
| Elia Group 5.85% 23-Perp | 5.850 | 31.12.99 | EUR | - | 100 000 | - | 100 000 | 100 559.90 | 0.09 |
| Elm Bv 3.375% 17-29.09.47 Regs | 3.375 | 29.09.47 | EUR | - | 400 000 | - | 400 000 | 361 286.00 | 0.31 |
| Enel 6.375% 23-Perp Regs | 6.375 | 31.12.99 | EUR | - | 100 000 | -100 000 | - | - | 0.00 |
| Enel Fin 1% 17-16.09.24 | 1.000 | 16.09.24 | EUR | - | 200 000 | - | 200 000 | 192 938.00 | 0.16 |
| Enexis 0.75% 19-02.07.31 Regs | 0.750 | 02.07.31 | EUR | 400 000 | - | - | 400 000 | 323 544.00 | 0.27 |
| Enexis 3.625% 23-12.06.34 | 3.625 | 12.06.34 | EUR | - | 100 000 | - | 100 000 | 100 367.10 | 0.09 |
| Eqt 2.875% 22-06.04.32 | 2.875 | 06.04.32 | EUR | 400 000 | - | - | 400 000 | 319 336.56 | 0.27 |
| Ericsson 1.125% 22-08.02.27 | 1.125 | 08.02.27 | EUR | 1 700 000 | - | -1 600 000 | 100 000 | 88 293.40 | 0.07 |
| Erste Bk 4.0% 23-16.01.31 | 4.000 | 16.01.31 | EUR | - | 200 000 | - | 200 000 | 196 651.60 | 0.17 |
| Esb Fin 1.125% 19-11.06.30 | 1.125 | 11.06.30 | EUR | - | 100 000 | - | 100 000 | 85 240.80 | 0.07 |
| Eu 0.0% 21-02.06.28 | 0.000 | 02.06.28 | EUR | - | 4 000 000 | - | 4 000 000 | 3 441 000.00 | 2.91 |
| Eu 0.0% 21-04.03.26 | 0.000 | 04.03.26 | EUR | 3 000 000 | - | -3 000 000 | - | - | 0.00 |
| Eu 0.40% 21-04.02.37 | 0.400 | 04.02.37 | EUR | - | 1 200 000 | - | 1 200 000 | 840 351.60 | 0.71 |
| Eurofima 0.15% 19-10.10.34 | 0.150 | 10.10.34 | EUR | - | 600 000 | - | 600 000 | 430 654.20 | 0.36 |
| Eurogrid 3.279% 22-05.09.31 | 3.279 | 05.09.31 | EUR | - | 100 000 | - | 100 000 | 97 087.62 | 0.08 |
| Fonciere Re 1.875% 16-20.05.26 | 1.875 | 20.05.26 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Fondiaria 5.75% 14-Perp | 5.750 | 31.12.99 | EUR | 750 000 | 950 000 | -300 000 | 1 400 000 | 1 386 350.00 | 1.17 |
| France 0.1% 21-25.07.38 /Infl | 0.100 | 25.07.38 | EUR | 3 300 000 | 1 000 000 | -4 300 000 | - | - | 0.00 |
| France O.A. 0.10% 25.07.53 /Infl | 0.100 | 25.07.53 | EUR | - | 1 000 000 | -1 000 000 | - | - | 0.00 |
| France O.A. 0.75% 21-25.05.53 | 0.750 | 25.05.53 | EUR | - | 1 000 000 | - | 1 000 000 | 532 359.00 | 0.45 |
| France O.A. 3.0% 22-25.05.54 /Oat | 3.000 | 25.05.54 | EUR | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Generali Fi 4.596% 14-Perp Regs | 4.596 | 31.12.99 | EUR | 850 000 | 650 000 | -1 400 000 | 100 000 | 97 365.50 | 0.08 |
| Germany 0.1% 15.04.46 /Infl | 0.100 | 15.04.46 | EUR | 1 000 000 | 2 000 000 | -3 000 000 | - | - | 0.00 |
| Germany 0.5% 14-15.04.30 /Infl | 0.500 | 15.04.30 | EUR | - | 2 500 000 | -2 500 000 | - | - | 0.00 |
| Gn St Nord 0.875% 21-25.11.24 | 0.875 | 25.11.24 | EUR | 750 000 | - | - | 750 000 | 699 672.74 | 0.59 |
| Groupama 6.375% (Frn) 14-Perp | 6.375 | 31.12.99 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| H Lundbeck 0.875% 20-14.10.27 | 0.875 | 14.10.27 | EUR | - | 200 000 | - | 200 000 | 173 694.32 | 0.15 |
| Heineken Nv 3.875% 23-23.09.30 | 3.875 | 23.09.30 | EUR | - | 100 000 | - | 100 000 | 101 379.09 | 0.09 |
| Hellenic 4.25% 23-15.06.33 | 4.250 | 15.06.33 | EUR | - | 250 000 | -250 000 | - | - | 0.00 |
| Hera Spa 0.875% 19-05.07.27 | 0.875 | 05.07.27 | EUR | - | 200 000 | - | 200 000 | 177 952.00 | 0.15 |
| Hessen 2.875% 23-04.07.33 | 2.875 | 04.07.33 | EUR | - | 1 500 000 | - | 1 500 000 | 1 485 222.00 | 1.26 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | EUR | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Hsbc Hldg 4.752% 10.03.28 Regs | 4.752 | 10.03.28 | EUR | - | 400 000 | - | 400 000 | 400 176.80 | 0.34 |
| Hsbc Hldg 4.787% 10.03.32 Regs | 4.787 | 10.03.32 | EUR | - | 500 000 | - | 500 000 | 502 248.00 | 0.43 |
| Ibb 2.75% 22-04.10.27 | 2.750 | 04.10.27 | EUR | - | 1 000 000 | - | 1 000 000 | 979 408.00 | 0.83 |
| Iberdrola Int 1.45% 21-Perp | 1.450 | 31.12.99 | EUR | 400 000 | - | -400 000 | - | - | 0.00 |
| Ibm Corp 0.30% 20-11.02.28 | 0.300 | 11.02.28 | EUR | - | 500 000 | - | 500 000 | 428 269.00 | 0.36 |
| Icade Sa 1.5% 17-13.09.27 Regs | 1.500 | 13.09.27 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Ico 1.30% 22-31.10.26 | 1.300 | 31.10.26 | EUR | 1 500 000 | - | - | 1 500 000 | 1 399 675.82 | 1.19 |
| Ico 2.65% 22-31.01.28 | 2.650 | 31.01.28 | EUR | - | 1 000 000 | - | 1 000 000 | 965 992.00 | 0.82 |
| In Justitia 9.25% 22-15.03.28 | 9.250 | 15.03.28 | EUR | - | 250 000 | -250 000 | - | - | 0.00 |
| Investec 0.50% 21-17.02.27 | 0.500 | 17.02.27 | EUR | 1 000 000 | 400 000 | -800 000 | 600 000 | 509 893.80 | 0.43 |
| Ireland 1.35% 18-18.03.31 | 1.350 | 18.03.31 | EUR | - | 900 000 | -900 000 | - | - | 0.00 |
| Iren 0.25% 20-17.01.31 | 0.250 | 17.01.31 | EUR | 1 400 000 | 100 000 | -1 400 000 | 100 000 | 74 272.50 | 0.06 |
| Iren 1.95% 18-19.09.25 | 1.950 | 19.09.25 | EUR | - | 150 000 | - | 150 000 | 142 463.55 | 0.12 |
| Isp 5.0% 23-08.03.28 | 5.000 | 08.03.28 | EUR | - | 150 000 | - | 150 000 | 149 867.70 | 0.13 |
| Isp 5.625% 23-08.03.33 | 5.625 | 08.03.33 | EUR | - | 250 000 | - | 250 000 | 249 660.00 | 0.21 |
| Italy 0.25% 21-15.03.28 /Btp | 0.250 | 15.03.28 | EUR | 1 422 000 | - | - | 1 422 000 | 1 212 539.40 | 1.03 |
| Italy 0.50% 20-01.02.26 /Btp | 0.500 | 01.02.26 | EUR | 3 500 000 | - | -2 000 000 | 1 500 000 | 1 380 903.17 | 1.17 |
| Italy 0.95% 21-01.03.37 /Btp | 0.950 | 01.03.37 | EUR | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Italy 1.50% 20-30.04.45 /Btp | 1.500 | 30.04.45 | EUR | 3 000 000 | - | -2 000 000 | 1 000 000 | 618 870.00 | 0.52 |
| Italy 4.0% 22-30.04.35 /Btp | 4.000 | 30.04.35 | EUR | - | 3 300 000 | -2 300 000 | 1 000 000 | 990 386.19 | 0.84 |
| Italy 4.50% 01.10.53 /Btp 144A | 4.500 | 01.10.53 | EUR | - | 1 000 000 | - | 1 000 000 | 1 022 500.00 | 0.87 |
| Jnj 1.15% 16-20.11.28 | 1.150 | 20.11.28 | EUR | - | 100 000 | - | 100 000 | 89 276.20 | 0.08 |
| John Deere 2.50% 22-14.09.26 | 2.500 | 14.09.26 | EUR | - | 100 000 | - | 100 000 | 96 208.40 | 0.08 |
| Julius Baer 6.625% 23-Perp | 6.625 | 31.12.99 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Jyske Bk 4.625% 22-11.04.26 | 4.625 | 11.04.26 | EUR | - | 500 000 | - | 500 000 | 496 242.00 | 0.42 |
| Jyske Bk 5.50% 16.11.27 Regs | 5.500 | 16.11.27 | EUR | - | 200 000 | - | 200 000 | 202 020.80 | 0.17 |
| Kbc 1.50% (Frn) 22-29.03.26 | 1.500 | 29.03.26 | EUR | 500 000 | - | - | 500 000 | 474 369.50 | 0.40 |
| Kbc 4.25% 18-Perp | 4.250 | 31.12.99 | EUR | - | 600 000 | -600 000 | - | - | 0.00 |
| Kbc 4.375% 22-23.11.27 Regs | 4.375 | 23.11.27 | EUR | - | 400 000 | - | 400 000 | 397 452.80 | 0.34 |
| Kellogg Co 0.50% 21-20.05.29 | 0.500 | 20.05.29 | EUR | - | 400 000 | - | 400 000 | 328 890.00 | 0.28 |
| Kfw 0.01% 19-05.05.27 | 0.010 | 05.05.27 | EUR | - | 500 000 | - | 500 000 | 443 019.00 | 0.38 |
| Kfw 1.375% 22-07.06.32 | 1.375 | 07.06.32 | EUR | 7 000 000 | - | -2 000 000 | 5 000 000 | 4 398 690.00 | 3.73 |
| Kommkrdt 0.75% 18-05.07.28 | 0.750 | 05.07.28 | EUR | - | 200 000 | - | 200 000 | 177 492.20 | 0.15 |
| Kommunalbk 2.75% 22-29.11.27 | 2.750 | 29.11.27 | EUR | - | 1 000 000 | -200 000 | 800 000 | 778 180.00 | 0.66 |
| Lbk Htg 4.0% 23-04.02.30 | 4.000 | 04.02.30 | EUR | - | 200 000 | - | 200 000 | 196 818.60 | 0.17 |
| Ldkr B-W 0.375% 19-29.07.26 | 0.375 | 29.07.26 | EUR | - | 100 000 | - | 100 000 | 87 962.40 | 0.07 |
| Ldkr B-W 4.0% 19-Perp | 4.000 | 31.12.99 | EUR | - | 2 000 000 | -1 600 000 | 400 000 | 286 159.20 | 0.24 |
| Leaseplan 7.375% 19-Perp | 7.375 | 31.12.99 | EUR | 1 250 000 | 200 000 | -1 450 000 | - | - | 0.00 |
| Liberty Mut 3.625% 19-23.05.59 | 3.625 | 23.05.59 | EUR | - | 500 000 | -500 000 | - | - | 0.00 |
| Liberty Mut 4.625% 22-02.12.30 | 4.625 | 02.12.30 | EUR | - | 500 000 | - | 500 000 | 485 669.50 | 0.41 |
| Lietuvos En 2% 17-14.07.27 Regs | 2.000 | 14.07.27 | EUR | - | 100 000 | - | 100 000 | 90 706.80 | 0.08 |
| Luxemburg 0.0% 20-14.09.32 | 0.000 | 14.09.32 | EUR | 4 000 000 | - | -2 000 000 | 2 000 000 | 1 528 218.00 | 1.29 |
| Lvmh 0.125% 20-11.02.28 Regs | 0.125 | 11.02.28 | EUR | - | 200 000 | - | 200 000 | 173 885.40 | 0.15 |
| Madrid 0.42% 21-30.04.31 | 0.420 | 30.04.31 | EUR | 1 000 000 | - | - | 1 000 000 | 788 631.00 | 0.67 |
| Madrid 1.723% 22-30.04.32 | 1.723 | 30.04.32 | EUR | 1 500 000 | - | - | 1 500 000 | 1 291 918.50 | 1.09 |
| Madrid 3.362% 23-31.10.28 | 3.362 | 31.10.28 | EUR | - | 100 000 | - | 100 000 | 99 642.40 | 0.08 |
| Madrid 3.596% 23-30.04.33 | 3.596 | 30.04.33 | EUR | - | 800 000 | - | 800 000 | 800 354.40 | 0.68 |
| Medtrnc 1.375% 20-15.10.40 | 1.375 | 15.10.40 | EUR | - | 200 000 | - | 200 000 | 134 310.82 | 0.11 |
| Morgan Stan 4.656% 23-02.03.29 | 4.656 | 02.03.29 | EUR | - | 400 000 | - | 400 000 | 402 416.80 | 0.34 |
| Munhyp 0.01% 21-19.10.39 | 0.010 | 19.10.39 | EUR | 2 400 000 | - | - | 2 400 000 | 1 433 937.60 | 1.21 |
| Munich Re 1.0% 21-26.05.42 | 1.000 | 26.05.42 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Munich Re 1.25% 20-26.05.41 | 1.250 | 26.05.41 | EUR | - | 300 000 | - | 300 000 | 229 395.00 | 0.19 |
| Natwest 4.699% 23-14.03.28 | 4.699 | 14.03.28 | EUR | - | 200 000 | - | 200 000 | 199 005.20 | 0.17 |
| Neste Oil 3.875% 23-16.03.29 | 3.875 | 16.03.29 | EUR | - | 100 000 | - | 100 000 | 99 942.20 | 0.08 |
| Neste Oil 4.25% 23-16.03.33 | 4.250 | 16.03.33 | EUR | - | 100 000 | -100 000 | - | - | 0.00 |
| Nestle Fin 0.0% 20-03.03.33 | 0.000 | 03.03.33 | EUR | - | 50 000 | - | 50 000 | 36 742.65 | 0.03 |
| Nestle Fin 0.875% 22-29.03.27 | 0.875 | 29.03.27 | EUR | - | 50 000 | - | 50 000 | 45 792.56 | 0.04 |
| Nether Gove 0% 20-15.01.52 | 0.000 | 15.01.52 | EUR | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Nether Gove 0.5% 19-15.01.40 | 0.500 | 15.01.40 | EUR | 8 250 000 | 2 100 000 | -2 100 000 | 8 250 000 | 5 813 684.25 | 4.92 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | EUR | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Nether Gove 0.50% 22-15.07.32 | 0.500 | 15.07.32 | EUR | 6 000 000 | - | -4 000 000 | 2 000 000 | 1 654 444.42 | 1.40 |
| Nether Gove 2.50% 23-15.07.33 | 2.500 | 15.07.33 | EUR | - | 800 000 | -500 000 | 300 000 | 295 166.70 | 0.25 |
| Ngg Finance 1.625% 19-05.12.79 | 1.625 | 05.12.79 | EUR | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Nibc Bk Nv 0.25% 21-09.09.26 | 0.250 | 09.09.26 | EUR | 700 000 | - | -700 000 | - | - | 0.00 |
| Nibc Bk Nv 0.875% 19-08.07.25 | 0.875 | 08.07.25 | EUR | 800 000 | - | -800 000 | - | - | 0.00 |
| Nn Group | 4.500 | 31.12.99 | EUR | - | 900 000 | -900 000 | - | - | 0.00 |
| Nn Group 5.25% 22-01.03.43 Regs | 5.250 | 01.03.43 | EUR | - | 1 000 000 | -1 000 000 | - | - | 0.00 |
| Nn Group 6.0% 23-03.11.43 Regs | 6.000 | 03.11.43 | EUR | - | 100 000 | - | 100 000 | 100 171.29 | 0.09 |
| Nrw Bk 0.0% 20-18.02.30 | 0.000 | 18.02.30 | EUR | 3 000 000 | - | - | 3 000 000 | 2 445 543.00 | 2.07 |
| Nth Rhine 2.90% 15.01.53 Regs | 2.900 | 15.01.53 | EUR | - | 3 000 000 | - | 3 000 000 | 2 878 231.35 | 2.44 |
| Nth Rhine-W 0% 19-26.11.29 | 0.000 | 26.11.29 | EUR | 5 045 000 | - | - | 5 045 000 | 4 156 064.49 | 3.52 |
| Nth Rhine-W 0.0% 20-12.10.35 | 0.000 | 12.10.35 | EUR | 3 000 000 | - | - | 3 000 000 | 2 055 978.00 | 1.74 |
| Nth Rhine-W 0.95% 21-10.01.21 | 0.950 | 10.01.21 | EUR | 4 000 000 | - | -4 000 000 | - | - | 0.00 |
| Nth Rhine-W 1.45% 22-19.01.22 | 1.450 | 19.01.22 | EUR | 7 500 000 | - | -6 500 000 | 1 000 000 | 507 250.61 | 0.43 |
| Nwb 0.50% 21-26.04.51 | 0.500 | 26.04.51 | EUR | 1 600 000 | - | -1 600 000 | - | - | 0.00 |
| Orange 0.125% 20-16.09.29 | 0.125 | 16.09.29 | EUR | - | 100 000 | - | 100 000 | 81 794.00 | 0.07 |
| Orange 0.50% 19-04.09.32 | 0.500 | 04.09.32 | EUR | - | 100 000 | - | 100 000 | 76 036.70 | 0.06 |
| Orange 1.375% 18-20.03.28 Regs | 1.375 | 20.03.28 | EUR | - | 100 000 | - | 100 000 | 90 856.30 | 0.08 |
| Orange 5.375% 23-Perp Regs | 5.375 | 31.12.99 | EUR | - | 200 000 | - | 200 000 | 198 480.40 | 0.17 |
| Otp Bank 5.50% 22-13.07.25 | 5.500 | 13.07.25 | EUR | - | 100 000 | - | 100 000 | 99 504.50 | 0.08 |
| Otp Bank 7.35% 22-04.03.26 | 7.350 | 04.03.26 | EUR | - | 100 000 | - | 100 000 | 101 273.00 | 0.09 |
| Pandora 4.50% 23-10.04.28 | 4.500 | 10.04.28 | EUR | - | 100 000 | - | 100 000 | 99 795.22 | 0.08 |
| Pepsico 0.875% 19-16.10.39 | 0.875 | 16.10.39 | EUR | - | 100 000 | - | 100 000 | 67 810.94 | 0.06 |
| Pernod Ric 1.375% 07.04.29 Regs | 1.375 | 07.04.29 | EUR | - | 300 000 | - | 300 000 | 267 107.70 | 0.23 |
| Phoenix Gr 4.375% 18-24.01.29 | 4.375 | 24.01.29 | EUR | 1 000 000 | 500 000 | -1 500 000 | - | - | 0.00 |
| Pko Bank 5.625% 23-01.02.26 | 5.625 | 01.02.26 | EUR | - | 200 000 | - | 200 000 | 200 569.88 | 0.17 |
| Prcrho 6.0% 16-06.05.26 | 6.000 | 06.05.26 | EUR | 1 000 000 | - | - | 1 000 000 | 917 720.00 | 0.78 |
| R Bosch Inv 2.625% 13-24.05.28 | 2.625 | 24.05.28 | EUR | 500 000 | - | - | 500 000 | 476 250.50 | 0.40 |
| Raiffeisen 6.0% 20-Perp | 6.000 | 31.12.99 | EUR | - | 2 600 000 | -2 400 000 | 200 000 | 158 549.60 | 0.13 |
| Raiffeisenb 7.125% 23-19.01.26 | 7.125 | 19.01.26 | EUR | - | 200 000 | - | 200 000 | 199 569.40 | 0.17 |
| Red Ele Co 4.625% 23-Perp | 4.625 | 31.12.99 | EUR | - | 200 000 | - | 200 000 | 197 138.00 | 0.17 |
| Red Elec Fi 0.50% 21-24.05.33 | 0.500 | 24.05.33 | EUR | - | 200 000 | - | 200 000 | 155 196.80 | 0.13 |
| Regiao Dos 1.095% 21-27.09.36 | 1.095 | 27.09.36 | EUR | 1 000 000 | - | - | 1 000 000 | 697 941.88 | 0.59 |
| Rep Of Aus G B 1.85% 23.05.49 | 1.850 | 23.05.49 | EUR | 1 100 000 | - | -1 100 000 | - | - | 0.00 |
| Romania 5.0% 22-27.09.26 | 5.000 | 27.09.26 | EUR | - | 500 000 | - | 500 000 | 502 890.00 | 0.43 |
| Romania 6.625% 22-27.09.29 | 6.625 | 27.09.29 | EUR | - | 500 000 | - | 500 000 | 519 840.00 | 0.44 |
| Sage Grp 3.82% 23-15.02.28 Regs | 3.820 | 15.02.28 | EUR | - | 200 000 | - | 200 000 | 197 593.50 | 0.17 |
| Sampo Bk 2.50% 20-03.09.52 | 2.500 | 03.09.52 | EUR | - | 200 000 | -100 000 | 100 000 | 77 504.70 | 0.07 |
| Sanofi 1.125% 16-05.04.28 | 1.125 | 05.04.28 | EUR | - | 100 000 | - | 100 000 | 90 039.10 | 0.08 |
| Saxony Anth 2.95% 23-20.06.33 | 2.950 | 20.06.33 | EUR | - | 1 000 000 | - | 1 000 000 | 996 779.00 | 0.84 |
| Seb 3.25% 22-24.11.25 | 3.250 | 24.11.25 | EUR | - | 300 000 | -300 000 | - | - | 0.00 |
| Seb 4.125% 23-29.06.27 | 4.125 | 29.06.27 | EUR | - | 800 000 | - | 800 000 | 799 231.20 | 0.68 |
| Shb 3.75% 22-01.11.27 Regs | 3.750 | 01.11.27 | EUR | - | 200 000 | - | 200 000 | 198 523.82 | 0.17 |
| Siemens Fin 2.75% 22-09.09.30 | 2.750 | 09.09.30 | EUR | - | 200 000 | - | 200 000 | 191 830.40 | 0.16 |
| Smiths Grou 2% 17-23.02.27 | 2.000 | 23.02.27 | EUR | - | 250 000 | - | 250 000 | 231 841.50 | 0.20 |
| Sncf Reseau 0.75% 19-25.05.36 | 0.750 | 25.05.36 | EUR | - | 200 000 | - | 200 000 | 144 403.20 | 0.12 |
| Snr 2.375% 22-06.04.28 | 2.375 | 06.04.28 | EUR | 300 000 | - | - | 300 000 | 264 657.60 | 0.22 |
| Socgen 7.875% 23-Perp | 7.875 | 31.12.99 | EUR | - | 2 000 000 | -2 000 000 | - | - | 0.00 |
| Societe Par 1.125% 18-22.10.28 | 1.125 | 22.10.28 | EUR | - | 200 000 | - | 200 000 | 179 463.30 | 0.15 |
| Sogecap Sa 4.125% /Frn 14-Perp | 4.125 | 31.12.99 | EUR | - | 500 000 | -400 000 | 100 000 | 95 350.17 | 0.08 |
| Spanish Gov 0.0% 21-31.01.28 | 0.000 | 31.01.28 | EUR | - | 750 000 | - | 750 000 | 647 785.50 | 0.55 |
| Spanish Gov 1.0% 21-30.07.42 | 1.000 | 30.07.42 | EUR | - | 500 000 | - | 500 000 | 314 947.00 | 0.27 |
| Spbk Bolikr 0.5% 18-30.01.25 | 0.500 | 30.01.25 | EUR | - | 200 000 | - | 200 000 | 189 692.92 | 0.16 |
| Sse 0.875% 17-06.09.25 Regs | 0.875 | 06.09.25 | EUR | - | 200 000 | - | 200 000 | 187 475.40 | 0.16 |
| Sse 2.875% 22-01.08.29 Regs | 2.875 | 01.08.29 | EUR | - | 150 000 | - | 150 000 | 142 450.80 | 0.12 |
| Sse 4.0% 22-Perp | 4.000 | 31.12.99 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Svensk Expo 2.0% 22-30.06.27 | 2.000 | 30.06.27 | EUR | 1 500 000 | - | - | 1 500 000 | 1 418 193.00 | 1.20 |
| Swiss Life 4.375% 15-Perp | 4.375 | 31.12.99 | EUR | - | 500 000 | - | 500 000 | 489 509.11 | 0.41 |
| Sydbank 4.75% 22-30.09.25 | 4.750 | 30.09.25 | EUR | - | 500 000 | - | 500 000 | 496 406.00 | 0.42 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | EUR | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Technipfmc 3.75% 13-07.10.33 | 3.750 | 07.10.33 | EUR | 300 000 | - | -300 000 | - | - | 0.00 |
| Telefonica | 5.875 | 31.12.99 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Telefonica 1.201% 20-21.08.27 | 1.201 | 21.08.27 | EUR | - | 100 000 | - | 100 000 | 91 007.90 | 0.08 |
| Telefonica 1.807% 20-21.05.32 | 1.807 | 21.05.32 | EUR | - | 100 000 | - | 100 000 | 85 391.40 | 0.07 |
| Telefonica 6.135% 23-Perp | 6.135 | 31.12.99 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Telefonica 7.125% 22-Perp | 7.125 | 31.12.99 | EUR | - | 100 000 | -100 000 | - | - | 0.00 |
| Terna 2.375% 22-Perp | 2.375 | 31.12.99 | EUR | 950 000 | - | -950 000 | - | - | 0.00 |
| Tor Dom 1.952% 22-08.04.30 B Regs | 1.952 | 08.04.30 | EUR | - | 550 000 | - | 550 000 | 478 651.80 | 0.41 |
| Totalenergies 2.0% 20-Perp | 2.000 | 31.12.99 | EUR | - | 681 000 | -681 000 | - | - | 0.00 |
| Triodos Bk 2.25% 21-05.02.32 | 2.250 | 05.02.32 | EUR | 500 000 | 300 000 | -800 000 | - | - | 0.00 |
| Ubi 5.875% 20-Perp | 5.875 | 31.12.99 | EUR | - | 1 200 000 | -1 200 000 | - | - | 0.00 |
| Ubs Group F 0.25% 21-03.11.26 | 0.250 | 03.11.26 | EUR | - | 250 000 | - | 250 000 | 222 920.25 | 0.19 |
| Ubs Group F 4.625% 23-17.03.28 | 4.625 | 17.03.28 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Ubs Group F 4.75% 23-17.03.32 | 4.750 | 17.03.32 | EUR | - | 100 000 | - | 100 000 | 99 718.70 | 0.08 |
| Unibail Rod | 1.000 | 14.03.25 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Unibail Rod 2.125% 18-Perp | 2.125 | 31.12.99 | EUR | 1 100 000 | 700 000 | -1 800 000 | - | - | 0.00 |
| Unilev Cap 3.40% 23-06.06.33 | 3.400 | 06.06.33 | EUR | - | 100 000 | - | 100 000 | 98 466.70 | 0.08 |
| Unilever 1.375% 18-04.09.30 | 1.375 | 04.09.30 | EUR | - | 200 000 | - | 200 000 | 173 756.01 | 0.15 |
| Verizon Com 0.375% 21-22.03.29 | 0.375 | 22.03.29 | EUR | - | 200 000 | -200 000 | - | - | 0.00 |
| Verizon Com 0.75% 21-22.03.32 | 0.750 | 22.03.32 | EUR | - | 100 000 | - | 100 000 | 76 576.50 | 0.07 |
| Verizon Com 1.375% 16-02.11.28 | 1.375 | 02.11.28 | EUR | - | 100 000 | - | 100 000 | 87 823.50 | 0.07 |
| Vestas Wind 2.0% 22-15.06.34 | 2.000 | 15.06.34 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Vivat Nv 7% 18-Perp Regs | 7.000 | 31.12.99 | EUR | - | 500 000 | - | 500 000 | 473 168.00 | 0.40 |
| Vodafone 2.625% 20-27.08.80 | 2.625 | 27.08.80 | EUR | 500 000 | - | -500 000 | - | - | 0.00 |
| Vodafone In 3.25% 22-02.03.29 | 3.250 | 02.03.29 | EUR | - | 300 000 | -150 000 | 150 000 | 145 701.00 | 0.12 |
| Vodafone In 3.75% 22-02.12.34 | 3.750 | 02.12.34 | EUR | - | 300 000 | -100 000 | 200 000 | 194 012.80 | 0.16 |
| Volksbank 4.75% 23-15.03.27 | 4.750 | 15.03.27 | EUR | - | 400 000 | - | 400 000 | 394 011.42 | 0.33 |
| Volksbank 7.75% 19-Perp | 7.750 | 31.12.99 | EUR | 2 000 000 | 600 000 | -2 600 000 | - | - | 0.00 |
| Zuercher Kb 0.0% 21-15.05.26 | 0.000 | 15.05.26 | EUR | 1 500 000 | - | - | 1 500 000 | 1 344 856.50 | 1.14 |
|  |  |  |  |  |  |  |  | 112 170 951.65 | 94.99 |
| Indexoptionen |  |  |  |  |  |  |  |  |  |
| Euro Bobl |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bobl |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bobl |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 24.02.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 50 | -50 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 75 | -75 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 25 | -25 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 25 | -25 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 60 | -60 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 24.02.23 | EUR | - | 130 | -130 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 23.09.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 50 | -50 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 350 | -350 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 350 | -350 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 24.02.23 | EUR | - | 150 | -150 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 175 | -175 | - | - | 0.00 |

| Bezeichnung | % | Verfall/ | Währung | Anfangsbestand | Käufe* | Verkäufe* | Schlussbestand | Marktwert in | % des |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  |  | Fälligkeit |  | 01.07.2022 |  |  | 30.06.2023 | EUR | Netto- |
|  |  |  |  |  |  |  |  |  | vermögens |
| Euro Bund |  | 21.10.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 125 | -125 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 50 | -50 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 21.10.22 | EUR | - | 200 | -200 | - | - | 0.00 |
| Euro Bund |  | 25.11.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 75 | -75 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 520 | -520 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 150 | -150 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 250 | -250 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Euro Bund |  | 26.08.22 | EUR | - | 150 | -150 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | - | 0.00 |
| Schatzwechsel |  |  |  |  |  |  |  |  |  |
| Deutschland 0% 13.04.23 Tb |  | 13.04.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 21.06.23 Tb Regs |  | 21.06.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 21-14.12.22 Tb |  | 14.12.22 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 22-18.01.23 Tb |  | 18.01.23 | EUR | - | 100 | -100 | - | - | 0.00 |
| Deutschland 0% 22-19.07.23 Tb |  | 19.07.23 | EUR | - | 100 | - | 100 | 99.86 | 0.00 |
| Deutschland 0% 23-13.12.23 Tb |  | 13.12.23 | EUR | - | 100 | - | 100 | 98.44 | 0.00 |
| Deutschland 0% 23-15.05.24 Tb |  | 15.05.24 | EUR | - | 100 | - | 100 | 96.91 | 0.00 |
| Deutschland 0% 23-17.01.24 Tb |  | 17.01.24 | EUR | - | 100 | - | 100 | 98.13 | 0.00 |
| Deutschland 0% 23-19.06.24 Tb |  | 19.06.24 | EUR | - | 100 | - | 100 | 96.60 | 0.00 |
| Deutschland 0% 23-20.03.24 Tb |  | 20.03.24 | EUR | - | 100 | - | 100 | 97.51 | 0.00 |
| Deutschland 0% 23-21.02.24 Tb |  | 21.02.24 | EUR | - | 100 | - | 100 | 97.77 | 0.00 |
| Germany 0% 22-22.03.23 Tb |  | 22.03.23 | EUR | - | 100 | -100 | - | - | 0.00 |
|  |  |  |  |  |  |  |  | 685.22 | 0.00 |

Übertragbare Wertpapiere, die an einem anderen geregelten Markt gehandelt werden
| Anleihen |  |
| --- | --- |
| Autostrade 5.125% 14.06.33 Regs | 5.125 | 14.06.33 | EUR | - | 200 000 | - | 200 000 | 200 556.80 | 0.17 |
| Banca Ifis 6.125% 23-19.01.27 | 6.125 | 19.01.27 | EUR | - | 150 000 | - | 150 000 | 150 228.90 | 0.13 |
| Bpce 4.125% 23-10.07.28 | 4.125 | 10.07.28 | EUR | - | 200 000 | - | 200 000 | 200 027.00 | 0.17 |
| France O.A. 0% 16-25.05.52 | 0.000 | 25.05.52 | EUR | 6 500 000 | 2 500 000 | -9 000 000 | - | - | 0.00 |
| Jfm 0.05% 20-12.02.27 | 0.050 | 12.02.27 | EUR | 1 000 000 | - | - | 1 000 000 | 878 115.00 | 0.74 |
| Ldkr B-W 0.25% 21-21.07.28 | 0.250 | 21.07.28 | EUR | - | 300 000 | - | 300 000 | 246 817.00 | 0.21 |
| Met Tenerif 1.229% 21-30.07.36 | 1.229 | 30.07.36 | EUR | 1 000 000 | 400 000 | -1 400 000 | - | - | 0.00 |
| Orsted 5.25% 22-08.12.22 | 5.250 | 08.12.22 | EUR | - | 200 000 | - | 200 000 | 199 241.60 | 0.17 |
| Socgen 4.25% 22-06.12.30 | 4.250 | 06.12.30 | EUR | - | 500 000 | - | 500 000 | 483 937.50 | 0.41 |
| Spain 0% 17-30.07.48 /Stp Io | 0.000 | 30.07.48 | EUR | 1 500 000 | - | -500 000 | 1 000 000 | 379 668.50 | 0.32 |
| Spbk Bolikr 0.05% 21-03.11.28 | 0.050 | 03.11.28 | EUR | 1 000 000 | - | -1 000 000 | - | - | 0.00 |
| Vr-Group Pl 2.375% 22-30.05.29 | 2.375 | 30.05.29 | EUR | 800 000 | - | - | 800 000 | 730 927.52 | 0.62 |
|  |  |  |  |  |  |  |  | 3 469 519.82 | 2.94 |

| Bezeichnung | % | Verfall/ Fälligkeit | Währung | Anfangsbestand 01.07.2022 | Käufe* | Verkäufe* | Schlussbestand 30.06.2023 | Marktwert in EUR | % des Netto- vermögens |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Sonstige übertragbare Wertpapiere |  |  |  |  |  |  |  |  |  |
| Anleihen |  |  |  |  |  |  |  |  |  |
| Lbk Berlin 1.75% 19-01.10.29 | 1.750 | 01.10.29 | EUR | 500 000 | -	-500 000 | -	- | 0.00 |
|  |  |  |  |  |  | - | 0.00 |

* 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