AXA IM Swiss Fund Bonds CHF Audited annual report as at September 30, 2013 This document is an English translation of the German original version. Only the terms of the German original version are binding.
Contents AXA IM Swiss Fund Bonds CHF Investment goal, activity, and performance...3 Asset Statement...4 Statement of income...6 Key figures and technical data....7 Derivatives using commitment approach II....7 List of assets...8 Asset structure...13 Changes in the securities portfolio...13 Long -term performance....21 Summary of the annual report by the auditors pursuant to the Collective Investment Act....22 Notes to the annual report...23 Current management fees...24 Administration and governing bodies...25
Investment activity The fund invests primarily in CHF-denominated bonds issued by both foreign and domestic borrowers that have an investment-grade rating (at least BBB from S&P or Baa3 from Moody s). The aim of the fund is to achieve a high and steady income whilst taking due account of the security of the capital. The Swiss Bond Index AAA-A Total Return is used as the fund s benchmark. The fund aims to generate additional returns by using active duration and yield curve management as well as over/underweighting certain sectors versus the benchmark. The investment profile is further enhanced by targeted bond selection and the exchange of «expensive» bonds for new bonds issued on more favourable terms. Investment activity and performance Over the past year under review, market events were largely driven by the various measures implemented by central banks around the world. The European Central Bank s purely verbal announcement (in late summer 2012) that it would vigorously counter the threat of a possible break-up of the currency union with unlimited bond purchases, primarily in southern European countries, was enough to trigger initial waves of enthusiasm for more risky asset classes. When the US Federal Reserve then went on to further increase its monetary base by making additional purchases of mortgage-backed bonds (QE3), it appeared that the dam had burst, and explosive fireworks on the equities markets and credit bonds dominated further events, continuing through the end of the year up to the current day. The last to join the party was the Bank of Japan, which began to flood markets with a spectacular amount of liquidity in an effort to put decades of deflation to an end. Even events that only featured briefly (the US fiscal cliff at the turn of the year or the «almost-bankrupt» Cyprus) only had a negative impact on the overall picture for an extremely limited time. Indeed these measures taken by central banks also had an impact on the real economy; above all in the US, the UK and Switzerland, there was a noticeable recovery of all key indicators, while most European economies stabilized somewhat. Even the long-feared downturn in China turned out merely to be a slight slowdown. Just when the party seemed to be in full swing, the US Federal Reserve once again significantly impacted financial market trends in early summer, when it announced that if certain conditions were met, it would gradually scale back the monetary measures it had taken. Yields on 10-year government bonds, which had previously been lurking at record lows, were given an (partially) excessive upward boost (10-year UST from 1.60% rose up to 3%; 10-year Confederation from 0.4% up towards 1.20%). A slight counter-movement did not occur until September, when contrary to general market expectations, the US Fed delayed the measures it had announced in order to gain more confidence in the economic recovery and address the impending debates over the budget and debt limit. Important Fund Information 30.09.2013 Class A CHF Fund assets 67 850 461.58 Units in circulation 652 148.79 NAV (Swung-NAV) 104.00 ISIN CH0112537516 VALOR 11253751 Distribution 1.36 Launch date 05.10.2010 30.09.2013 Class I CHF Fund assets 100 728 478.46 Units in circulation 964 253.69 NAV (Swung-NAV) 104.42 ISIN CH0112537557 VALOR 11253755 Distribution 1.79 Launch date 05.10.2010 30.09.2013 Class A AC CHF Fund assets 133 609 731.72 Units in circulation 1 256 762.23 NAV (Swung-NAV) 106.27 ISIN CH0114292532 VALOR 11429253 Launch date 11.10.2010 30.09.2013 Class I AC CHF Fund assets 114 858 588.16 Units in circulation 1 062 952.19 NAV (Swung-NAV) 108.02 ISIN CH0114292540 VALOR 11429254 Launch date 29.11.2010 While the portfolio benefited at first from considerably narrowing spreads across almost all sectors, the fund manager decided somewhat too early to gradually reduce its overweights so that from the new year onwards, it was able to have a rather conservative overall portfolio structure thanks to its latent underweight (above all in «financials»). This means that despite many permanent arbitrage transactions (CONF future against deliverable Confederation bonds) as well as permanent, targeted stock selection (swapping bonds that had become more expensive for new bonds issued on more favourable terms), the outperformance versus the benchmark was somewhat modest. The performance generated during the period under review of -1.35% for unit class A (Retail) was 0.29 percentage points below the benchmark (-1.06%), while unit class I (Institutional) was able to outperform the benchmark by 0.09 percentage points, posting -0.97%. All figures already include any costs incurred in relation to all transactions as well as management activities during the period under review. 3
Asset Statement as at 30 September 2013 30 September 2013 30 September 2012 CHF CHF Cash at banks 0.00 4 192 192.46 Money market instruments 0.00 0.00 Securities Bonds 409 577 401.60 350 876 962.00 Equities Units in collective capital investments Derivative financial instruments -3 300.00 3 280.00 Other assets 15 533 639.06 16 371 605.51 Total fund assets 425 107 740.66 371 444 039.97../. Liabilities 8 060 480.74 13 650 315.91 Total net fund assets 417 047 259.92 357 793 724.06 Thereof Class A 67 850 461.58 110 002 998.04 Thereof Class I 100 728 478.46 90 077 043.42 Thereof Class A AC 133 609 731.72 104 766 712.34 Thereof Class I AC 114 858 588.16 52 946 970.26 No. of units outstanding: Class A Units outstanding at the beginning of the period 1 023 766.26 975 059.35 No. of units issued 34 818.86 118 757.06 No. of units redeemed 406 436.33 70 050.16 Units outstanding at the end of the period 652 148.79 1 023 766.26 No. of units outstanding: Class I Units outstanding at the beginning of the period 834 002.00 625 000.00 No. of units issued 393 550.28 215 172.00 No. of units redeemed 263 298.59 6 170.00 Units outstanding at the end of the period 964 253.69 834 002.00 No. of units outstanding: Class A AC Units outstanding at the beginning of the period 967 970.39 115 955.17 No. of units issued 535 005.96 959 173.02 No. of units redeemed 246 214.13 107 157.79 Units outstanding at the end of the period 1 256 762.23 967 970.39 No. of units outstanding: Class I AC Units outstanding at the beginning of the period 482 647.00 28 048.00 No. of units issued 703 730.70 459 342.00 No. of units redeemed 123 425.51 4 743.00 Units outstanding at the end of the period 1 062 952.19 482 647.00 Net asset value of a unit (Valuation) September 30, Class A 104.04 107.45 September 30, Class I 104.46 108.01 September 30, Class A AC 106.31 108.23 September 30, Class I AC 108.06 109.70 Net asset value of a unit (Swung NAV) September 30, Class A 104.00 107.49 September 30, Class I 104.42 108.05 September 30, Class A AC 106.27 108.27 September 30, Class I AC 108.02 109.74 4
Asset Statement as at 30 September 2013 2013 2012 CHF CHF Change in total net fund assets: Class A Net fund assets at the beginning of the period 110 002 998.04 100 923 057.77 Ordinary annual distribution -2 118 594.88 1 174 396.00 Balance of units issued/redeemed -38 622 210.86 5 047 377.86 Total net income -1 411 730.72 5 206 958.41 Net fund assets at the end of the period 67 850 461.58 110 002 998.04 Change in total net fund assets: Class I Net fund assets at the beginning of the period 90 077 043.42 64 933 199.65 Ordinary annual distribution -2 126 993.40-912 500.00 Balance of units issued/redeemed 13 663 910.74 21 398 540.73 Total net income -885 482.30 4 657 803.04 Net fund assets at the end of the period 100 728 478.46 90 077 043.42 Change in total net fund assets: Class A AC Net fund assets at the beginning of the period 104 766 712.34 12 007 682.63 Ordinary annual distribution -539 758.12-67 807.73 Balance of units issued/redeemed 30 803 734.95 88 585 623.52 Total net income -1 420 957.45 4 241 213.92 Net fund assets at the end of the period 133 609 731.72 104 766 712.34 Change in total net fund assets: Class I AC Net fund assets at the beginning of the period 52 946 970.26 2 933 045.17 Ordinary annual distribution -343 643.27-17 752.30 Balance of units issued/redeemed 62 841 041.27 48 115 818.81 Total net income -585 780.10 1 915 858.58 Net fund assets at the end of the period 114 858 588.16 52 946 970.26 Volume of securities lent and income from securities lending Volume of securities lent as at 30 September 0.00 0.00 Commission income 0.00 0.00 5
Statement of income for the period from 01 October 2012 to 30 September 2013 01 October 2012 01 October 2011 to 30 September 2013 to 30 September 2012 CHF CHF Interest income from banks 0.00 0.00 Income from money market instruments 0.00 0.00 Income from securities Bonds 8 469 319.90 6 627 758.90 Equities Units in collective capital investments Income from securities lending 0.00 0.00 Other income 0.00 0.00 Income equalization: subscriptions 1 191 402.52 1 491 980.53 Total income 9 660 722.42 8 119 739.43 minus: Interest paid 199.92 224.63 Auditing expense 18 360.00 18 359.44 Management fee as per the fund regulations 2 202 998.57 1 704 884.68 Custodian fee as per the fund regulations 228 869.07 202 116.33 Other expenses 18 812.00 17 970.91 Income equalization: redemptions 865 096.66 210 258.38 Total expense 3 334 336.22 2 153 814.37 Net income 6 326 386.20 5 965 925.06 Realized capital gains and losses 405 332.19 7 733 866.54 Realized income 6 731 718.39 13 699 791.60 Unrealized capital gains and losses -11 035 668.96 2 322 042.35 Total net income -4 303 950.57 16 021 833.95 2013 2012 CHF CHF Utilization of income Income carried forward from prior period 11 181.36 865 201.63 Total net income for the current period 6 326 386.20 5 965 925.06 Total income available for distribution 6 337 567.56 6 831 126.69 Income designated for distribution 2 612 936.46 4 295 941.37 Income carried forward 21 899.57 11 182.04 Accumulated income (100%) 3 702 731.53 2 524 003.28 Annual distribution per unit: class A Gross dividend distribution from earnings 1.36 2.07./. 35% Swiss withholding tax 0.48 0.72 Net dividend distribution from earnings 0.88 1.35 Annual distribution per unit: class I Gross dividend distribution from earnings 1.79 2.61./. 35% Swiss withholding tax 0.63 0.91 Net dividend distribution from earnings 1.16 1.70 Reinvestment per class A AC Reinvested earnings 1.39 1.59./. 35% Swiss withholding tax 0.49 0.56 Earnings retained for reinvestment (65%) 0.90 1.03 Reinvestment per class I AC Reinvested earnings 1.84 2.03./. 35% Swiss withholding tax 0.64 0.71 Earnings retained for reinvestment (65%) 1.20 1.32 6
Key figures and technical data Actual remuneration of the: 2013 2012 Fund management Class A 0.75% 0.75% Class I 0.35% 0.35% Class A AC 0.74% 0.75% Class I AC 0.35% 0.35% Custodian bank Class A 0.06% 0.07% Class I 0.06% 0.07% Class A AC 0.06% 0.07% Class I AC 0.06% 0.07% 01 October 2012 01 October 2011 Total Expense Ratio to 30 September 2013 to 30 September 2012 Class A 0.77% 0.77% Class I 0.37% 0.37% Class A AC 0.76% 0.77% Class I AC 0.37% 0.37% 01 October 2012 01 October 2011 Portfolio Turnover Rate to 30 September 2013 to 30 September 2012 284.44% 441.63% 01 October 2012 01 October 2011 Performance * to 30 September 2013 to 30 September 2012 Class A -1.35% 5.10% Class I -0.97% 5.53% Class A AC -1.34% 5.20% Class I AC -0.92% 5.63% since launch since launch Class A 7.26% 8.73% Class I 8.52% 9.58% Class A AC 7.36% 8.82% Class I AC 9.32% 10.34% Past performance is no guarantee of future performance. * The fund s performance is based on the net asset values (swung-nav) and includes all costs and commission payments charged to the fund. Derivatives using commitment approach II Market risk Amount in CHF % of net fund assets Interest rate fluctuation risk 1 459 200.00 0.35% Equity price fluctuation risk 0.00 0.00% Credit risk Amount in CHF % of net fund assets 0.00 0.00% Currency risk Amount in CHF % of net fund assets 0.00 0.00% Currency No. of Contract size Titel Maturity Exchange rate Contract price Price Profit (CHF) contracts Futures CHF 10.00 100 000.00 SWISS GOVT CONF BOND FUTURES 06.12.2013 1.00 145.75 145.92-3 300.00 Unrealized gains from futures -3 300.00 7
List of assets as at 30 September 2013 Bonds Currency Quantity/nominal Security Maturity Price Market value (CHF) % of TFA * CHF 690 000.00 CH0193296990 PHILIP MORRIS INTL INC 18.09.20 98.60 680 340.00 0.16% CHF 2 570 000.00 CH0143838354 SPI ELECTRICITY + GAS 21.02.17 101.90 2 618 830.00 0.62% CHF 1 190 000.00 CH0111297393 HSBC COVERED BONDS FRANC 07.09.15 103.05 1 226 295.00 0.29% CHF 1 200 000.00 CH0190369378 PFANDBRIEF SCHWEIZ HYPO 02.08.33 91.85 1 102 200.00 0.26% CHF 1 380 000.00 CH0142054391 EUROPEAN INVESTMENT BANK 23.11.23 101.30 1 397 940.00 0.33% CHF 735 000.00 CH0201591705 PFANDBRIEF SCHW KANTBK 20.06.22 96.57 709 789.50 0.17% CHF 390 000.00 CH0120736852 LUZERNER KANTONALBK AG 27.12.39 97.90 381 810.00 0.09% CHF 1 500 000.00 CH0206594498 SLOVAK REPUBLIC 16.10.19 100.75 1 511 250.00 0.36% CHF 240 000.00 CH0107012129 CANTON OF BERN 26.11.21 110.05 264 120.00 0.06% CHF 750 000.00 CH0212937251 DEUTSCHE BAHN FINANCE BV 24.07.23 99.30 744 750.00 0.18% CHF 1 000 000.00 CH0217850699 CANTON OF ZURICH 29.07.38 101.50 1 015 000.00 0.24% CHF 650 000.00 CH0219080048 CORP ANDINA DE FOMENTO 13.08.20 100.00 650 000.00 0.15% CHF 255 000.00 CH0131196237 SWISS PRIME SITE AG 21.06.16 102.80 262 140.00 0.06% CHF 1 170 000.00 CH0140244770 ORANGE SA 13.10.16 103.05 1 205 685.00 0.28% CHF 60 000.00 CH0111056666 KFW 01.10.19 107.25 64 350.00 0.02% CHF 1 925 000.00 CH0045876502 ASSIST PUBL HOPIT PARIS 21.10.16 107.65 2 072 262.50 0.49% CHF 2 120 000.00 CH0118173837 PFANDBRIEF SCHWEIZ HYPO 15.10.15 101.80 2 158 160.00 0.51% CHF 2 605 000.00 CH0212459561 CANTON OF GENEVA 24.05.34 93.25 2 429 162.50 0.57% CHF 800 000.00 CH0203872863 ZUERCHER KANTONALBANK 29.01.24 95.70 765 600.00 0.18% CHF 385 000.00 CH0205819441 RZD CAPITAL PLC (RZD) 26.02.21 99.25 382 112.50 0.09% CHF 1 175 000.00 CH0102834923 ADP 15.07.15 104.70 1 230 225.00 0.29% CHF 2 650 000.00 CH0181215028 PFANDBRIEF SCHW KANTBK 19.03.27 95.29 2 525 185.00 0.59% CHF 2 250 000.00 CH0127181169 SWITZERLAND 30.04.42 97.87 2 202 075.00 0.52% CHF 750 000.00 CH0184043542 PFANDBRIEF SCHWEIZ HYPO 27.04.27 96.65 724 875.00 0.17% CHF 1 450 000.00 CH0184636915 AARGAUISCHE KANTONALBANK 18.05.37 90.65 1 314 425.00 0.31% CHF 200 000.00 CH0142132031 CANTON OF GENEVA 27.01.28 93.15 186 300.00 0.04% CHF 410 000.00 CH0132060978 KOREA FINANCE CORP 13.07.15 102.70 421 070.00 0.10% CHF 2 500 000.00 CH0186598097 INDUSTRIAL BANK OF KOREA 19.06.15 101.30 2 532 500.00 0.60% CHF 2 000 000.00 CH0127181177 SWITZERLAND 11.06.24 101.11 2 022 200.00 0.48% CHF 2 305 000.00 CH0147144346 PFANDBRIEF SCHWEIZ HYPO 23.01.17 101.34 2 335 887.00 0.55% CHF 1 720 000.00 CH0185996458 PFANDBRIEF SCHWEIZ HYPO 15.03.19 100.51 1 728 772.00 0.41% CHF 1 375 000.00 CH0103078231 RESEAU FERRE DE FRANCE 24.04.19 110.80 1 523 500.00 0.36% CHF 240 000.00 CH0133278686 CIE FINANCEMENT FONCIER 09.08.19 106.85 256 440.00 0.06% CHF 200 000.00 CH0188927450 EUROPEAN INVESTMENT BANK 02.08.24 99.20 198 400.00 0.05% CHF 150 000.00 CH0189742445 LUZERNER KANTONALBK AG 20.07.37 92.00 138 000.00 0.03% CHF 2 243 000.00 CH0127181193 SWITZERLAND 27.06.37 93.65 2 100 569.50 0.49% CHF 980 000.00 CH0149176122 PFANDBRIEF SCHWEIZ HYPO 13.08.19 100.32 983 136.00 0.23% CHF 1 150 000.00 CH0192251863 CORP ANDINA DE FOMENTO 11.09.18 102.00 1 173 000.00 0.28% CHF 1 150 000.00 CH0192892757 AMERICA MOVIL SAB DE CV 12.09.18 100.00 1 150 000.00 0.27% CHF 2 260 000.00 CH0193395537 CANTON OF NEUENBURG 24.09.27 93.20 2 106 320.00 0.50% CHF 5 920 000.00 CH0192241252 PFANDBRIEF SCHWEIZ HYPO 13.08.21 98.52 5 832 384.00 1.37% CHF 650 000.00 CH0194958960 KRAFTWERKE LINTH LIMMERN 27.09.52 101.30 658 450.00 0.15% CHF 1 785 000.00 CH0105995762 VORARLBERG LND HYPOBK AG 30.10.19 109.40 1 952 790.00 0.46% CHF 1 155 000.00 CH0196878661 EUROPEAN INVESTMENT BANK 26.04.23 97.05 1 120 927.50 0.26% CHF 2 400 000.00 CH0194273204 PFANDBRIEF SCHWEIZ HYPO 20.09.29 92.70 2 224 800.00 0.52% CHF 135 000.00 CH0109987112 NEDER WATERSCHAPSBANK 03.09.19 107.80 145 530.00 0.03% CHF 970 000.00 CH0199543544 CANTON OF ZURICH 03.12.25 93.60 907 920.00 0.21% CHF 1 555 000.00 CH0022245770 CITY OF ZURICH 12.08.16 105.35 1 638 192.50 0.39% CHF 415 000.00 CH0200252820 CENTRAL AMERICAN BANK 04.02.20 100.30 416 245.00 0.10% CHF 2 345 000.00 CH0204567322 CORP ANDINA DE FOMENTO 11.02.21 98.40 2 307 480.00 0.54% CHF 700 000.00 CH0205819433 RZD CAPITAL PLC (RZD) 26.02.18 100.75 705 250.00 0.17% CHF 1 215 000.00 CH0122488411 GRANDE DIXENCE SA 10.06.21 103.05 1 252 057.50 0.29% CHF 2 065 000.00 CH0199419992 CITY OF GENEVA 19.11.29 93.20 1 924 580.00 0.45% CHF 2 515 000.00 CH0185843015 EBN BV 04.07.24 96.95 2 438 292.50 0.57% CHF 655 000.00 CH0209886511 KIWIBANK LTD 23.12.20 99.40 651 070.00 0.15% CHF 1 000 000.00 CH0210461312 SCHAFFHAUSER KANTONALBAN 24.04.23 96.70 967 000.00 0.23% CHF 1 200 000.00 CH0211588949 PFANDBRIEF SCHWEIZ HYPO 03.07.30 96.14 1 153 680.00 0.27% CHF 1 605 000.00 CH0194695083 BALOISE HOLDING AG 12.10.22 101.65 1 631 482.50 0.38% CHF 1 490 000.00 CH0212114653 CANTON OF TICINO 15.05.43 94.00 1 400 600.00 0.33% CHF 1 050 000.00 CH0215376325 EUROPEAN INVESTMENT BANK 28.06.33 97.20 1 020 600.00 0.24% CHF 2 300 000.00 CH0212937244 CAISSE REFINANCE L HABIT 26.06.25 99.90 2 297 700.00 0.54% CHF 2 000 000.00 CH0184249990 SWITZERLAND 24.07.25 102.63 2 052 600.00 0.48% CHF 1 200 000.00 CH0199543569 CANTON OF ZURICH 03.12.32 90.45 1 085 400.00 0.26% 8
List of assets as at 30 September 2013 Bonds Currency Quantity/nominal Security Maturity Price Market value (CHF) % of TFA * CHF 2 000 000.00 CH0222050913 CANTON OF GENEVA 20.09.16 100.00 2 000 000.00 0.47% CHF 1 750 000.00 CH0222050921 CANTON OF GENEVA 20.03.26 101.20 1 771 000.00 0.42% CHF 3 010 000.00 CH0222136654 ALLREAL HOLDING AG 23.09.20 100.70 3 031 070.00 0.71% CHF 1 500 000.00 CH0215650711 KERNKRAFTWERK GOESGEN 30.09.20 100.65 1 509 750.00 0.36% CHF 2 000 000.00 CH0224574647 BANQ CANTONALE DU VALAIS 28.10.22 100.05 2 001 000.00 0.47% CHF 300 000.00 CH0117606563 PARGESA HOLDING SA 15.11.16 104.95 314 850.00 0.07% CHF 290 000.00 CH0038261068 CITY OF ZURICH 27.03.17 109.55 317 695.00 0.07% CHF 215 000.00 CH0021247967 EMIS FUER GEM WOHNBAUT 30.04.20 111.90 240 585.00 0.06% CHF 3 395 000.00 CH0022235607 NEDER WATERSCHAPSBANK 19.08.20 109.30 3 710 735.00 0.87% CHF 45 000.00 CH0044200993 REGIE AUTONOME DES TRANS 21.03.16 107.30 48 285.00 0.01% CHF 1 500 000.00 CH0105537671 ALLREAL HOLDING AG 09.10.14 101.85 1 527 750.00 0.36% CHF 300 000.00 CH0112933756 CANTON OF BASLE STADT 31.05.19 106.40 319 200.00 0.08% CHF 1 180 000.00 CH0110172282 PFANDBRIEF SCHWEIZ HYPO 23.02.15 101.91 1 202 538.00 0.28% CHF 505 000.00 CH0112263006 ILE DE FRANCE 08.12.17 104.05 525 452.50 0.12% CHF 965 000.00 CH0022975624 PFANDBRIEF OST LAND HYPO 07.11.16 105.30 1 016 145.00 0.24% CHF 835 000.00 CH0183597266 COMMONWEALTH BANK AUST 02.05.22 101.45 847 107.50 0.20% CHF 640 000.00 CH0107134568 LGT FINANCE LIMITED 08.12.16 106.55 681 920.00 0.16% CHF 1 440 000.00 CH0193717540 PFANDBRIEF SCHW KANTBK 09.09.22 96.84 1 394 496.00 0.33% CHF 860 000.00 CH0023991331 VORARLBERG LND HYPOBK AG 09.08.17 107.00 920 200.00 0.22% CHF 970 000.00 CH0100128385 INTL BK RECON + DEVELOP 07.05.19 111.00 1 076 700.00 0.25% CHF 470 000.00 CH0013843443 RESEAU FERRE DE FRANCE 26.02.21 110.60 519 820.00 0.12% CHF 430 000.00 CH0033585271 GRANDE DIXENCE SA 27.09.17 109.55 471 065.00 0.11% CHF 1 525 000.00 CH0022268004 KFW 25.08.25 111.05 1 693 512.50 0.40% CHF 300 000.00 CH0021561359 EUROFIMA 15.06.16 105.20 315 600.00 0.07% CHF 120 000.00 CH0018712346 EUROFIMA 29.12.20 115.20 138 240.00 0.03% CHF 1 475 000.00 CH0021645897 ERSTE EUROPAEISCHE P+K 23.06.16 103.35 1 524 412.50 0.36% CHF 2 270 000.00 CH0022721762 BK NEDERLANDSE GEMEENTEN 14.10.20 108.00 2 451 600.00 0.58% CHF 850 000.00 CH0023960328 NEDER WATERSCHAPSBANK 27.01.23 108.70 923 950.00 0.22% CHF 390 000.00 CH0027815288 SOC NATL CHEMINS FER FRA 13.12.21 109.40 426 660.00 0.10% CHF 250 000.00 CH0031835439 BUNDES IMMOBILIENGESELL 16.07.19 113.30 283 250.00 0.07% CHF 1 795 000.00 CH0042527652 GROUPE AUCHAN SA 23.06.15 105.75 1 898 212.50 0.45% CHF 30 000.00 CH0022843228 ELECTRICITE D EMOSSON SA 26.10.17 104.45 31 335.00 0.01% CHF 2 500 000.00 CH0031835561 SWITZERLAND 27.06.27 123.16 3 079 000.00 0.72% CHF 2 525 000.00 CH0022061508 EUROFIMA 03.08.20 108.65 2 743 412.50 0.65% CHF 500 000.00 CH0031901066 ST GALLER KANTONALBANK 27.07.17 111.45 557 250.00 0.13% CHF 95 000.00 CH0037181689 MUNICIPALITY FINANCE PLC 11.03.16 105.25 99 987.50 0.02% CHF 250 000.00 CH0023298133 ST GALLER KANTONALBANK 30.11.17 108.00 270 000.00 0.06% CHF 2 360 000.00 CH0048637034 PFANDBRIEF SCHW KANTBK 15.12.15 104.60 2 468 560.00 0.58% CHF 30 000.00 CH0022723404 BUNDES IMMOBILIENGESELL 12.10.18 106.75 32 025.00 0.01% CHF 790 000.00 CH0129040777 FLUGHAFEN ZUERICH AG 05.05.17 105.80 835 820.00 0.20% CHF 1 000 000.00 CH0122758615 DNB BANK ASA 02.02.16 103.15 1 031 500.00 0.24% CHF 300 000.00 CH0111461312 LANDWIRTSCH. RENTENBANK 16.01.17 104.80 314 400.00 0.07% CHF 10 000.00 CH0127699434 EXPORT IMPORT BK INDIA 13.04.16 102.65 10 265.00 0.00% CHF 1 865 000.00 CH0132470227 BANCO NAC DE DESEN ECONO 15.12.16 102.75 1 916 287.50 0.45% CHF 480 000.00 CH0110798540 MUNICIPALITY FINANCE PLC 26.05.17 105.05 504 240.00 0.12% CHF 1 255 000.00 CH0118607909 BASELLANDSCHAFT KANTONBK 09.11.20 104.25 1 308 337.50 0.31% CHF 3 360 000.00 CH0137659469 PFANDBRIEF SCHWEIZ HYPO 15.03.22 102.65 3 449 040.00 0.81% CHF 60 000.00 CH0133273877 WESTPAC BANKING CORP 15.12.16 104.85 62 910.00 0.01% CHF 2 615 000.00 CH0141219698 PFANDBRIEF SCHW KANTBK 31.10.24 100.42 2 625 983.00 0.62% CHF 3 398 000.00 CH0024524966 SWITZERLAND 08.03.36 117.27 3 984 834.60 0.94% CHF 1 885 000.00 CH0019903365 GENERAL ELEC CAP CORP 06.12.19 112.00 2 111 200.00 0.50% CHF 1 000 000.00 CH0110241608 ZUERCHER KANTONALBANK 03.03.16 103.30 1 033 000.00 0.24% CHF 1 460 000.00 CH0117076379 PFANDBRIEF SCHWEIZ HYPO 15.09.31 98.71 1 441 166.00 0.34% CHF 1 430 000.00 CH0118768743 ABN AMRO BANK NV 28.10.16 104.05 1 487 915.00 0.35% CHF 1 190 000.00 CH0124739902 CAISSE D AMORT DETTE SOC 09.12.25 106.35 1 265 565.00 0.30% CHF 60 000.00 CH0109370178 KOMMUNEKREDIT 16.08.19 108.40 65 040.00 0.02% CHF 1 885 000.00 CH0144279061 PFANDBRIEF SCHW KANTBK 15.12.21 101.35 1 910 447.50 0.45% CHF 365 000.00 CH0130420539 OEKB OEST. KONTROLLBANK 14.06.17 104.85 382 702.50 0.09% CHF 2 580 000.00 CH0147029299 HEATHROW FUNDING LTD 08.02.17 105.85 2 730 930.00 0.64% CHF 520 000.00 CH0142821393 VINCI SA 15.12.17 104.15 541 580.00 0.13% CHF 765 000.00 CH0143838032 AUST + NZ BANKING GROUP 13.02.19 103.75 793 687.50 0.19% CHF 1 575 000.00 CH0149182450 ANZ NEW ZEALAND INTL/LDN 27.02.18 104.00 1 638 000.00 0.39% CHF 1 320 000.00 CH0139374711 DAIMLER INTL FINANCE BV 12.10.16 103.20 1 362 240.00 0.32% 9
List of assets as at 30 September 2013 Bonds Currency Quantity/nominal Security Maturity Price Market value (CHF) % of TFA * CHF 1 160 000.00 CH0142132007 CANTON OF GENEVA 28.11.23 100.05 1 160 580.00 0.27% CHF 1 550 000.00 CH0122956177 MUNICIPALITY FINANCE PLC 07.02.18 105.10 1 629 050.00 0.38% CHF 1 080 000.00 CH0142878344 ZUERCHER KANTONALBANK 14.12.18 101.25 1 093 500.00 0.26% CHF 580 000.00 CH0117076155 PFANDBRIEF SCHWEIZ HYPO 22.05.18 103.76 601 808.00 0.14% CHF 1 440 000.00 CH0118596888 BK NEDERLANDSE GEMEENTEN 03.11.17 104.30 1 501 920.00 0.35% CHF 1 160 000.00 CH0128705214 RAIFFEISEN SCHWEIZ 10.05.18 107.40 1 245 840.00 0.29% CHF 905 000.00 CH0022788647 OEKB OEST. KONTROLLBANK 18.10.18 107.05 968 802.50 0.23% CHF 240 000.00 CH0138761033 SCHINDLER HOLDING SA 21.11.14 100.24 240 576.00 0.06% CHF 575 000.00 CH0146652158 ZUERCHER KANTONALBANK 31.01.22 99.40 571 550.00 0.13% CHF 800 000.00 CH0147023466 RABOBANK NEDERLAND 06.02.19 105.55 844 400.00 0.20% CHF 690 000.00 CH0148059923 HYUNDAI CAPITAL SERVICES 15.02.17 105.10 725 190.00 0.17% CHF 1 905 000.00 CH0109152741 CITY OF ZURICH 10.06.20 107.35 2 045 017.50 0.48% CHF 2 550 000.00 CH0149176171 PFANDBRIEF SCHWEIZ HYPO 14.02.40 89.33 2 277 915.00 0.54% CHF 930 000.00 CH0027073219 BRADFORD + BINGLEY BS 16.10.18 109.55 1 018 815.00 0.24% CHF 1 570 000.00 CH0147144361 PFANDBRIEF SCHWEIZ HYPO 21.01.28 95.44 1 498 408.00 0.35% CHF 70 000.00 CH0181915734 OEKB OEST. KONTROLLBANK 24.05.23 102.50 71 750.00 0.02% CHF 500 000.00 CH0105376641 BK NEDERLANDSE GEMEENTEN 14.10.19 109.50 547 500.00 0.13% CHF 280 000.00 CH0025437580 BRADFORD + BINGLEY BS 01.06.16 106.75 298 900.00 0.07% CHF 95 000.00 CH0022681271 CIF EUROMORTGAGE 06.10.15 103.20 98 040.00 0.02% CHF 1 710 000.00 CH0136847156 PFANDBRIEF SCHW KANTBK 02.09.26 100.25 1 714 275.00 0.40% CHF 650 000.00 CH0181377042 CITY OF ZURICH 12.04.32 92.80 603 200.00 0.14% CHF 790 000.00 CH0028577036 SWEDISH EXPORT CREDIT 09.02.17 107.45 848 855.00 0.20% CHF 2 935 000.00 CH0023438010 PFANDBRIEF SCHWEIZ HYPO 13.12.19 110.00 3 228 500.00 0.76% CHF 2 350 000.00 CH0039139313 SIKA AG 04.06.14 102.27 2 403 345.00 0.57% CHF 1 245 000.00 CH0101753900 HOLCIM LTD 09.12.13 100.63 1 252 843.50 0.29% CHF 1 350 000.00 CH0101589353 RABOBANK NEDERLAND 02.07.19 114.55 1 546 425.00 0.36% CHF 1 205 000.00 CH0019847968 CANTON OF ZURICH 24.11.17 109.55 1 320 077.50 0.31% CHF 520 000.00 CH0017640209 CANTON OF ST. GALLEN 03.02.20 114.15 593 580.00 0.14% CHF 2 400 000.00 CH0022569070 PFANDBRIEF SCHW KANTBK 15.09.15 103.70 2 488 800.00 0.59% CHF 70 000.00 CH0023266841 LUZERNER KANTONALBK AG 25.11.20 110.20 77 140.00 0.02% CHF 1 805 000.00 CH0104798084 AARGAUISCHE KANTONALBANK 09.09.16 104.95 1 894 347.50 0.45% CHF 1 795 000.00 CH0105202995 HOLCIM LTD 11.09.18 111.95 2 009 502.50 0.47% CHF 2 440 000.00 CH0105230327 BUCHER INDUSTRIES AG 02.10.14 102.55 2 502 220.00 0.59% CHF 2 820 000.00 CH0105134891 PFANDBRIEF SCHW KANTBK 15.09.17 107.03 3 018 246.00 0.71% CHF 545 000.00 CH0105847948 PFANDBRIEF SCHWEIZ HYPO 28.09.15 103.44 563 748.00 0.13% CHF 675 000.00 CH0106840579 ARYZTA AG 18.03.15 103.95 701 662.50 0.17% CHF 60 000.00 CH0103165046 EUROFIMA 10.11.17 106.35 63 810.00 0.02% CHF 880 000.00 CH0107106301 PFANDBRIEF SCHWEIZ HYPO 20.05.16 104.70 921 360.00 0.22% CHF 1 710 000.00 CH0107703131 SCHWYZER KANTONALBANK 16.12.15 103.65 1 772 415.00 0.42% CHF 80 000.00 CH0020480734 GRANDE DIXENCE SA 18.02.15 102.62 82 096.00 0.02% CHF 155 000.00 CH0024247550 CITY OF WINTERTHUR 15.02.18 107.70 166 935.00 0.04% CHF 50 000.00 CH0108785053 ADP 27.01.17 105.80 52 900.00 0.01% CHF 1 675 000.00 CH0111182108 AMERICA MOVIL SAB DE CV 07.04.15 102.70 1 720 225.00 0.40% CHF 1 180 000.00 CH0117615374 CIE FINANCEMENT FONCIER 13.10.21 105.05 1 239 590.00 0.29% CHF 2 005 000.00 CH0117124179 ROYAL BK OF SCOTLAND PLC 08.10.15 104.05 2 086 202.50 0.49% CHF 290 000.00 CH0114695429 CANTON OF GENEVA 27.10.28 100.85 292 465.00 0.07% CHF 2 195 000.00 CH0107212968 ONTARIO (PROVINCE OF) 04.12.19 110.40 2 423 280.00 0.57% CHF 535 000.00 CH0116306868 ZUERCHER KANTONALBANK 08.09.25 103.60 554 260.00 0.13% CHF 450 000.00 CH0109156130 WESTPAC BANKING CORP 16.02.17 106.45 479 025.00 0.11% CHF 550 000.00 CH0013795866 HYPOTHEKENBANK FRA LUX 18.03.14 101.68 559 240.00 0.13% CHF 1 130 000.00 CH0119015060 PFANDBRIEF SCHW KANTBK 01.11.19 105.34 1 190 342.00 0.28% CHF 715 000.00 CH0122512145 RAIFFEISEN SCHWEIZ 04.02.19 106.70 762 905.00 0.18% CHF 2 730 000.00 CH0122489096 GENERAL ELEC CAP CORP 19.12.16 105.90 2 891 070.00 0.68% CHF 2 330 000.00 CH0122489104 ABN AMRO BANK NV 02.02.16 104.35 2 431 355.00 0.57% CHF 535 000.00 CH0122484493 SCHWYZER KANTONALBANK 10.02.17 103.75 555 062.50 0.13% CHF 660 000.00 CH0020827561 LANDWIRTSCH. RENTENBANK 05.03.18 108.80 718 080.00 0.17% CHF 710 000.00 CH0109361821 SWEDISH EXPORT CREDIT 08.03.17 105.10 746 210.00 0.18% CHF 3 490 000.00 CH0124656056 REPUBLIC OF POLAND 25.02.16 105.30 3 674 970.00 0.86% CHF 50 000.00 CH0117843596 BKW AG 15.10.18 102.85 51 425.00 0.01% CHF 2 580 000.00 CH0109559580 PFANDBRIEF SCHW KANTBK 09.02.18 106.80 2 755 440.00 0.65% CHF 700 000.00 CH0110335871 LAND NIEDEROESTERREICH 15.08.17 107.15 750 050.00 0.18% CHF 1 435 000.00 CH0110680714 KERNKRAFTWERKE LEIBSTADT 29.03.19 105.50 1 513 925.00 0.36% CHF 1 675 000.00 CH0110862916 PSP SWISS PROPERTY AG 01.04.14 100.70 1 686 725.00 0.40% 10
List of assets as at 30 September 2013 Bonds Currency Quantity/nominal Security Maturity Price Market value (CHF) % of TFA * CHF 1 085 000.00 CH0109152758 CITY OF BERN 01.04.25 108.40 1 176 140.00 0.28% CHF 250 000.00 CH0112403875 ST GALLER KANTONALBANK 11.05.20 107.65 269 125.00 0.06% CHF 500 000.00 CH0113643818 MCDONALD S CORP 23.06.16 104.15 520 750.00 0.12% CHF 850 000.00 CH0106848481 SWISS REINSURANCE CO LTD 29.06.15 103.05 875 925.00 0.21% CHF 580 000.00 CH0110303911 DEUTSCHE BANK AG 05.03.15 102.50 594 500.00 0.14% CHF 15 000.00 CH0112262982 AUST + NZ BANKING GROUP 08.07.16 104.40 15 660.00 0.00% CHF 2 000 000.00 CH0114511394 HYUNDAI CAPITAL SERVICES 16.07.15 104.15 2 083 000.00 0.49% CHF 515 000.00 CH0114507210 DEUTSCHE TELEKOM AG 08.07.16 104.70 539 205.00 0.13% CHF 340 000.00 CH0035539334 BALOISE HOLDING AG 19.12.14 103.86 353 124.00 0.08% CHF 2 185 000.00 CH0116706752 PFANDBRIEF SCHW KANTBK 03.09.20 103.26 2 256 231.00 0.53% CHF 3 180 000.00 CH0114695379 SWISSCOM AG 31.08.22 108.85 3 461 430.00 0.81% CHF 750 000.00 CH0114695403 CANTON OF BERN 24.09.25 101.20 759 000.00 0.18% CHF 2 045 000.00 CH0117332814 COOP GRUPPE 29.09.17 104.90 2 145 205.00 0.50% CHF 310 000.00 CH0104007577 CIE FINANCEMENT FONCIER 10.09.19 109.90 340 690.00 0.08% CHF 1 230 000.00 CH0105994203 CAISSE FRANCAISE DE FIN 02.05.18 107.70 1 324 710.00 0.31% CHF 1 175 000.00 CH0115595487 EUROPEAN INVESTMENT BANK 24.08.22 105.35 1 237 862.50 0.29% CHF 3 190 000.00 CH0117605375 BK J SAFRA SARASIN AG 15.10.15 102.70 3 276 130.00 0.77% CHF 805 000.00 CH0032142603 AARGAUISCHE KANTONALBANK 27.07.15 105.70 850 885.00 0.20% CHF 2 950 000.00 CH0023484667 ZUGER KANTONALBANK 15.12.15 104.80 3 091 600.00 0.73% CHF 4 380 000.00 CH0023194373 PFANDBRIEF SCHWEIZ HYPO 15.11.17 107.58 4 712 004.00 1.11% CHF 765 000.00 CH0026985561 KOMMUNEKREDIT 17.10.16 107.25 820 462.50 0.19% CHF 3 790 000.00 CH0024302827 ALPIQ HOLDING AG 01.03.18 104.00 3 941 600.00 0.93% CHF 100 000.00 CH0027811394 PFANDBRIEF SCHW KANTBK 27.11.16 107.25 107 250.00 0.03% CHF 880 000.00 CH0127860192 CAISSE D AMORT DETTE SOC 19.04.23 105.75 930 600.00 0.22% CHF 1 340 000.00 CH0106680777 CAISSE FRANCAISE DE FIN 12.08.19 108.90 1 459 260.00 0.34% CHF 3 000 000.00 CH0127181011 SWITZERLAND 25.05.22 108.87 3 266 100.00 0.77% CHF 225 000.00 CH0117075827 PFANDBRIEF SCHWEIZ HYPO 25.04.16 102.38 230 355.00 0.05% CHF 1 500 000.00 CH0117615143 ZUGER KANTONALBANK 14.10.20 105.45 1 581 750.00 0.37% CHF 965 000.00 CH0122644567 NATIONAL AUSTRALIA BANK 03.02.17 105.70 1 020 005.00 0.24% CHF 880 000.00 CH0124138840 PFANDBRIEF SCHWEIZ HYPO 16.02.27 108.62 955 856.00 0.22% CHF 840 000.00 CH0124656247 PFANDBRIEF SCHW KANTBK 21.02.20 107.41 902 244.00 0.21% CHF 470 000.00 CH0126183034 ZUERCHER KANTONALBANK 29.03.17 104.65 491 855.00 0.12% CHF 400 000.00 CH0127350376 PFANDBRIEF SCHW KANTBK 06.04.26 107.28 429 120.00 0.10% CHF 250 000.00 CH0022862988 PFANDBRIEF SCHWEIZ HYPO 19.10.18 107.53 268 825.00 0.06% CHF 50 000.00 CH0020372402 OEKB OEST. KONTROLLBANK 28.01.20 110.90 55 450.00 0.01% CHF 1 100 000.00 CH0016216811 PFANDBRIEF SCHW KANTBK 30.06.15 104.06 1 144 660.00 0.27% CHF 3 060 000.00 CH0105654088 PETROLEOS MEXICANOS 13.10.14 103.15 3 156 390.00 0.74% CHF 60 000.00 CH0042390242 KRAFTWERKE LINTH LIMMERN 06.06.16 107.20 64 320.00 0.02% CHF 1 070 000.00 CH0109648144 CREDIT SUISSE LONDON 05.02.15 102.40 1 095 680.00 0.26% CHF 525 000.00 CH0110118574 KRAFTWERKE LINTH LIMMERN 10.03.22 106.55 559 387.50 0.13% CHF 125 000.00 CH0112120537 LGT FINANCE LIMITED 12.05.17 106.15 132 687.50 0.03% CHF 1 000 000.00 CH0027344602 CANTON OF TICINO 31.10.16 106.55 1 065 500.00 0.25% CHF 1 300 000.00 CH0020632144 OEKB OEST. KONTROLLBANK 25.02.30 114.00 1 482 000.00 0.35% CHF 690 000.00 CH0027548616 BANK COOP 17.11.16 106.75 736 575.00 0.17% CHF 290 000.00 CH0027982179 NEDER WATERSCHAPSBANK 27.12.18 109.20 316 680.00 0.07% CHF 100 000.00 CH0021894602 BK NEDERLANDSE GEMEENTEN 21.07.25 108.85 108 850.00 0.03% CHF 3 970 000.00 CH0021908907 SWITZERLAND 06.07.20 110.70 4 394 790.00 1.03% CHF 325 000.00 CH0031826305 PARGESA NETHERLANDS NV 15.06.14 100.89 327 892.50 0.08% CHF 475 000.00 CH0030653916 EUROFIMA 22.05.24 113.25 537 937.50 0.13% CHF 325 000.00 CH0131946854 EMMI FINANZ AG 30.06.17 105.70 343 525.00 0.08% CHF 1 000 000.00 CH0114150888 COOP GRUPPE 30.06.16 103.80 1 038 000.00 0.24% CHF 1 000 000.00 CH0127181029 SWITZERLAND 22.06.31 111.30 1 113 000.00 0.26% CHF 375 000.00 CH0132163434 KRAFTWERKE LINTH LIMMERN 30.06.31 104.50 391 875.00 0.09% CHF 1 015 000.00 CH0132469120 SULZER AG 11.07.16 104.00 1 055 600.00 0.25% CHF 1 000 000.00 CH0115357466 PFANDBRIEF SCHWEIZ HYPO 08.07.16 102.95 1 029 500.00 0.24% CHF 1 515 000.00 CH0031935312 BRADFORD + BINGLEY BS 16.07.16 105.60 1 599 840.00 0.38% CHF 3 635 000.00 CH0141835576 ZURICH INSURANCE CO 23.11.18 107.25 3 898 537.50 0.92% CHF 560 000.00 CH0046254477 VILLE DE PARIS 05.11.18 111.35 623 560.00 0.15% CHF 4 750 000.00 CH0015803239 SWITZERLAND 08.04.33 132.60 6 298 500.00 1.48% CHF 1 345 000.00 CH0016253640 PFANDBRIEF OST LAND HYPO 21.07.17 108.90 1 464 705.00 0.34% CHF 4 300 000.00 CH0018454253 SWITZERLAND 12.05.19 114.36 4 917 480.00 1.16% CHF 895 000.00 CH0023504498 REGION ILE DE FRANCE 28.12.16 106.10 949 595.00 0.22% CHF 325 000.00 CH0025133445 UBS AG JERSEY BRANCH 28.04.16 105.70 343 525.00 0.08% 11
List of assets as at 30 September 2013 Bonds Currency Quantity/nominal Security Maturity Price Market value (CHF) % of TFA * CHF 20 000.00 CH0024030451 HYPO TIROL BANK AG 13.09.17 107.10 21 420.00 0.01% CHF 610 000.00 CH0024402718 KRAFTWERK AMSTEG AG 09.03.18 106.00 646 600.00 0.15% CHF 1 800 000.00 CH0025185676 EUROFIMA 15.05.26 113.05 2 034 900.00 0.48% CHF 2 965 000.00 CH0024117704 PSP SWISS PROPERTY AG 16.02.16 105.30 3 122 145.00 0.73% CHF 3 730 000.00 CH0035907895 E.ON INTL FINANCE BV 17.12.14 103.75 3 869 875.00 0.91% CHF 1 580 000.00 CH0020422348 CANTON OF ZURICH 03.02.16 105.10 1 660 580.00 0.39% CHF 1 265 000.00 CH0036702964 CANTON OF BASLE STADT 31.01.20 115.05 1 455 382.50 0.34% CHF 2 105 000.00 CH0027653176 LUZERNER KANTONALBK AG 15.11.16 107.55 2 263 927.50 0.53% CHF 395 000.00 CH0025552255 RAIFFEISEN SCHWEIZ 30.05.16 107.50 424 625.00 0.10% CHF 1 435 000.00 CH0025978716 HSBC FINANCE CORP 14.07.16 106.65 1 530 427.50 0.36% CHF 340 000.00 CH0035317616 ORANGE SA 04.12.14 103.70 352 580.00 0.08% CHF 300 000.00 CH0020498645 CITY OF ZURICH 14.02.25 111.90 335 700.00 0.08% CHF 2 425 000.00 CH0028623145 HYPO ALPE ADRIA INTL AG 12.08.15 103.20 2 502 600.00 0.59% CHF 1 330 000.00 CH0038539232 BUNDES IMMOBILIENGESELL 02.10.17 111.75 1 486 275.00 0.35% CHF 6 000 000.00 CH0008680370 SWITZERLAND 08.04.28 133.95 8 037 000.00 1.89% CHF 3 255 000.00 CH0011261168 OESTERREICH POSTSPARKAS 16.10.15 108.00 3 515 400.00 0.83% CHF 3 250 000.00 CH0006448424 SWITZERLAND 05.06.17 115.20 3 744 000.00 0.88% CHF 4 500 000.00 CH0008435569 SWITZERLAND 11.02.23 126.58 5 696 100.00 1.34% CHF 6 000 000.00 CH0015221663 SWITZERLAND 08.01.18 112.05 6 723 000.00 1.58% CHF 3 000 000.00 CH0015633453 SWITZERLAND 12.03.16 106.14 3 184 200.00 0.75% CHF 2 690 000.00 CH0022226325 HYPOTHEKENBANK FRA LUX 19.08.14 101.68 2 735 192.00 0.64% CHF 2 410 000.00 CH0024141100 CIE FINANCEMENT FONCIER 24.02.31 103.35 2 490 735.00 0.59% CHF 340 000.00 CH0023972752 GENERAL ELEC CAP CORP 08.02.18 107.30 364 820.00 0.09% CHF 2 750 000.00 CH0022859612 SWITZERLAND 12.10.16 105.93 2 913 075.00 0.69% CHF 1 175 000.00 CH0027015038 PFANDBRIEF SCHW KANTBK 02.10.18 110.54 1 298 845.00 0.31% CHF 2 570 000.000 CH0026755444 ALPIQ HOLDING AG 22.09.14 102.30 2 629 110.00 0.62% CHF 435 000.000 CH0008673201 CANTON OF ST. GALLEN 09.04.18 114.60 498 510.00 0.12% CHF 260 000.000 CH0020431489 CANTON OF TICINO 09.02.17 107.00 278 200.00 0.07% CHF 170 000.000 CH0035678728 BASELLANDSCHAFT KANTONBK 14.12.17 110.15 187 255.00 0.04% CHF 4 000 000.000 CH0111999816 SWITZERLAND 28.04.21 108.95 4 358 000.00 1.03% CHF 770 000.000 CH0112263097 DNB BANK ASA 12.11.15 103.60 797 720.00 0.19% CHF 1 545 000.000 CH0113648494 HOLCIM LTD 07.06.16 104.20 1 609 890.00 0.38% CHF 410 000.000 CH0113982562 ZUERCHER KANTONALBANK 29.06.22 106.10 435 010.00 0.10% CHF 1 160 000.000 CH0114511428 NATIONAL AUSTRALIA BANK 14.07.17 106.30 1 233 080.00 0.29% CHF 240 000.000 CH0109152733 UBS AG 16.12.14 102.09 245 016.00 0.06% CHF 50 000.000 CH0114839266 KRAFTWERK HINTERRHEIN 28.07.22 103.35 51 675.00 0.01% CHF 1 725 000.000 CH0021260978 REPUBLIC OF POLAND 12.05.15 103.55 1 786 237.50 0.42% CHF 1 290 000.000 CH0118173829 PFANDBRIEF SCHWEIZ HYPO 03.08.20 103.97 1 341 213.00 0.32% CHF 1 785 000.000 CH0115967389 PFANDBRIEF SCHWEIZ HYPO 13.05.20 105.71 1 886 923.50 0.44% CHF 2 005 000.000 CH0110032668 SPI ELECTRICITY + GAS 08.09.15 103.75 2 080 187.50 0.49% CHF 215 000.000 CH0119468368 CANTON OF TICINO 24.11.34 101.75 218 762.50 0.05% CHF 1 935 000.000 CH0129766215 CITY OF ZURICH 10.06.38 112.55 2 177 842.50 0.51% Total Bonds 409 577 401.60 96.35% * Total fund assets Total securities that are traded on a stock exchange 409 577 401.60 96.35% Total derivative financial instruments (as per separate list) -3 300.00 0.00% Cash deposits at sight and other assets 15 533 639.06 3.65% Total fund assets 425 107 740.66 100.00%./. Liabilities 8 060 480.74 1.90% Total net fund assets 417 047 259.92 98.10% Thereof Class A 67 850 461.58 15.96% Thereof Class I 100 728 478.46 23.69% Thereof Class A AC 133 609 731.72 31.43% Thereof Class I AC 114 858 588.16 27.02% 12
Asset structure By sector Sovereigns, government 18.80% Government guaranteed bonds 17.50% Banking 17.44% Pfandbriefe 17.38% Utility 6.07% Asset Backed 4.00% Real Estate 2.79% Financial Services 2.14% Telecommunications 2.05% Basic Industry 1.77% Services 1.77% Insurance 1.65% Other 6.65% Total 100.00% Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF 921RYAII0 LUZERNER KANTONALBANK AG 27.12.2039 1 000 000.00 1 000 000.00 CHF CH0008435569 SWITZERLAND 11.02.2023 25 650 000.00 22 900 000.00 CHF CH0008673201 CANTON OF ST. GALLEN 09.04.2018 735 000.00 300 000.00 CHF CH0008680370 SWITZERLAND 08.04.2028 1 060 000.00 1 635 000.00 CHF CH0009755197 SWITZERLAND 06.01.2049 100 000.00 100 000.00 CHF CH0011261168 OESTERREICH POSTSPAR 16.10.2015 1 965 000.00 1 905 000.00 CHF CH0012221922 GENERAL ELEC CAP COR 07.05.2014 10 000.00 160 000.00 CHF CH0012385586 SWITZERLAND 10.06.2015 1 040 000.00 CHF CH0013795866 HYPOTHEKENBANK FRA L 18.03.2014 600 000.00 50 000.00 CHF CH0013843443 RESEAU FERRE DE FRAN 26.02.2021 1 020 000.00 550 000.00 CHF CH0015221663 SWITZERLAND 08.01.2018 1 000 000.00 - CHF CH0015633453 SWITZERLAND 12.03.2016 30 000.00 2 030 000.00 CHF CH0015803239 SWITZERLAND 08.04.2033 4 400 000.00 1 800 000.00 CHF CH0016216811 PFANDBRIEF SCHW KANT 30.06.2015 1 100 000.00 - CHF CH0016253640 PFANDBRIEF OST LAND 21.07.2017 2 350 000.00 1 350 000.00 CHF CH0016590538 DEUT PFANDBRIEFBANK 15.09.2015 125 000.00 1 665 000.00 CHF CH0016591262 ALPIQ HOLDING AG 16.09.2013 285 000.00 CHF CH0016746239 CIE FINANCEMENT FONC 10.10.2014 360 000.00 CHF CH0017273720 CIF EUROMORTGAGE 23.06.2014 1 325 000.00 3 325 000.00 CHF CH0017640209 CANTON OF ST. GALLEN 03.02.2020 800 000.00 280 000.00 CHF CH0017897759 THURGAUER KANTONALBA 10.03.2014 1 635 000.00 CHF CH0018132156 CITY OF LAUSANNE 31.03.2014 750 000.00 CHF CH0018454253 SWITZERLAND 12.05.2019 250 000.00 - CHF CH0018550399 BAYERISCHE LANDESBAN 27.11.2015 500 000.00 CHF CH0018712346 EUROFIMA 29.12.2020 275 000.00 300 000.00 CHF CH0019453825 ERSTE EUROPAEISCHE P 14.10.2016 795 000.00 1 920 000.00 CHF CH0019847968 CANTON OF ZURICH 24.11.2017 840 000.00 605 000.00 CHF CH0019903365 GENERAL ELEC CAP COR 06.12.2019 2 725 000.00 890 000.00 CHF CH0020372402 OEKB OEST. KONTROLLB 28.01.2020 175 000.00 500 000.00 CHF CH0020386485 ITALY GOV T INT BOND 02.03.2015 2 250 000.00 2 250 000.00 CHF CH0020422348 CANTON OF ZURICH 03.02.2016 1 150 000.00 330 000.00 CHF CH0020423239 VORARLBERG LND HYPOB 15.02.2016 90 000.00 90 000.00 CHF CH0020431489 CANTON OF TICINO 09.02.2017 370 000.00 660 000.00 CHF CH0020469075 EUROFIMA 04.02.2030 310 000.00 1 660 000.00 CHF CH0020480734 GRANDE DIXENCE SA 18.02.2015 565 000.00 535 000.00 CHF CH0020498645 CITY OF ZURICH 14.02.2025 300 000.00 360 000.00 CHF CH0020616196 KFW 11.10.2018 310 000.00 940 000.00 CHF CH0020632144 OEKB OEST. KONTROLLB 25.02.2030 5 145 000.00 4 365 000.00 CHF CH0020757347 GIVAUDAN SA 19.03.2014 120 000.00 1 620 000.00 CHF CH0020769045 PFANDBRIEF OST LAND 30.12.2015 1 000 000.00 1 000 000.00 CHF CH0020827561 LANDWIRTSCH. RENTENB 05.03.2018 245 000.00 545 000.00 CHF CH0020899941 KRAFTWERKE OBERHASLI 04.04.2017 140 000.00 140 000.00 CHF CH0020979974 NEDER WATERSCHAPSBAN 20.04.2015 100 000.00 100 000.00 CHF CH0021089807 PFANDBRIEF SCHWEIZ H 10.04.2015 1 000 000.00 1 000 000.00 13
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0021247967 EMIS FUER GEM WOHNBA 30.04.2020 715 000.00 500 000.00 CHF CH0021260978 REPUBLIC OF POLAND 12.05.2015 1 240 000.00 1 480 000.00 CHF CH0021561359 EUROFIMA 15.06.2016 235 000.00 150 000.00 CHF CH0021645897 ERSTE EUROPAEISCHE P 23.06.2016 3 100 000.00 1 625 000.00 CHF CH0021803942 EUROPEAN INVESTMENT 10.07.2020 2 720 000.00 3 420 000.00 CHF CH0021894602 BK NEDERLANDSE GEMEE 21.07.2025 100 000.00 - CHF CH0021908907 SWITZERLAND 06.07.2020 790 000.00 CHF CH0022061508 EUROFIMA 03.08.2020 1 940 000.00 455 000.00 CHF CH0022090135 REGIE AUTONOME DES T 21.07.2015 1 855 000.00 2 030 000.00 CHF CH0022226325 HYPOTHEKENBANK FRA L 19.08.2014 2 930 000.00 1 035 000.00 CHF CH0022235607 NEDER WATERSCHAPSBAN 19.08.2020 3 340 000.00 - CHF CH0022245770 CITY OF ZURICH 12.08.2016 1 565 000.00 10 000.00 CHF CH0022268004 KFW 25.08.2025 12 180 000.00 10 655 000.00 CHF CH0022271362 CIE FINANCEMENT FONC 24.08.2018 40 000.00 40 000.00 CHF CH0022298720 EUROPEAN INVESTMENT 29.08.2016 290 000.00 360 000.00 CHF CH0022312109 LANDWIRTSCH. RENTENB 29.08.2017 80 000.00 760 000.00 CHF CH0022549122 CITIGROUP INC 23.09.2015 390 000.00 1 005 000.00 CHF CH0022569070 PFANDBRIEF SCHW KANT 15.09.2015 1 375 000.00 - CHF CH0022681271 CIF EUROMORTGAGE 06.10.2015 210 000.00 115 000.00 CHF CH0022708470 RABOBANK NEDERLAND 11.10.2017 1 215 000.00 2 490 000.00 CHF CH0022721762 BK NEDERLANDSE GEMEE 14.10.2020 10 150 000.00 9 870 000.00 CHF CH0022723404 BUNDES IMMOBILIENGES 12.10.2018 80 000.00 50 000.00 CHF CH0022788647 OEKB OEST. KONTROLLB 18.10.2018 1 005 000.00 1 105 000.00 CHF CH0022843228 ELECTRICITE D EMOSSO 26.10.2017 530 000.00 600 000.00 CHF CH0022859612 SWITZERLAND 12.10.2016 5 000.00 755 000.00 CHF CH0022862988 PFANDBRIEF SCHWEIZ H 19.10.2018 250 000.00 - CHF CH0022975624 PFANDBRIEF OST LAND 07.11.2016 2 250 000.00 1 285 000.00 CHF CH0023153031 DEUT PFANDBRIEFBANK 25.11.2013 1 460 000.00 CHF CH0023194373 PFANDBRIEF SCHWEIZ H 15.11.2017 560 000.00 55 000.00 CHF CH0023266841 LUZERNER KANTONALBK 25.11.2020 70 000.00 - CHF CH0023298133 ST GALLER KANTONALBA 30.11.2017 250 000.00 2 660 000.00 CHF CH0023438010 PFANDBRIEF SCHWEIZ H 13.12.2019 1 035 000.00 - CHF CH0023484667 ZUGER KANTONALBANK 15.12.2015 1 335 000.00 30 000.00 CHF CH0023504498 REGION ILE DE FRANCE 28.12.2016 1 535 000.00 720 000.00 CHF CH0023960328 NEDER WATERSCHAPSBAN 27.01.2023 1 160 000.00 1 550 000.00 CHF CH0023972752 GENERAL ELEC CAP COR 08.02.2018 2 360 000.00 3 690 000.00 CHF CH0023991331 VORARLBERG LND HYPOB 09.08.2017 1 190 000.00 830 000.00 CHF CH0024021302 DEPFA ACS BANK 15.02.2019 235 000.00 235 000.00 CHF CH0024030451 HYPO TIROL BANK AG 13.09.2017 520 000.00 690 000.00 CHF CH0024117704 PSP SWISS PROPERTY A 16.02.2016 365 000.00 860 000.00 CHF CH0024141100 CIE FINANCEMENT FONC 24.02.2031 4 905 000.00 2 495 000.00 CHF CH0024247550 CITY OF WINTERTHUR 15.02.2018 155 000.00 - CHF CH0024302827 ALPIQ HOLDING AG 01.03.2018 1 700 000.00 1 390 000.00 CHF CH0024402718 KRAFTWERK AMSTEG AG 09.03.2018 585 000.00 215 000.00 CHF CH0024484187 CITY OF ZURICH 10.03.2036 1 510 000.00 CHF CH0024524966 SWITZERLAND 08.03.2036 6 197 000.00 5 049 000.00 CHF CH0024972090 HOLCIM LTD 20.04.2015 600 000.00 930 000.00 CHF CH0025087153 PARGESA NETHERLANDS 27.04.2013 6 365 000.00 9 510 000.00 CHF CH0025133445 UBS AG JERSEY BRANCH 28.04.2016 1 920 000.00 2 320 000.00 CHF CH0025148179 GRAUBUNDNER KANTONAL 08.05.2014 2 305 000.00 2 485 000.00 CHF CH0025185676 EUROFIMA 15.05.2026 1 800 000.00 700 000.00 CHF CH0025437580 BRADFORD + BINGLEY B 01.06.2016 660 000.00 380 000.00 CHF CH0025548147 SCHWYZER KANTONALBAN 30.05.2014 1 420 000.00 CHF CH0025549186 RABOBANK NEDERLAND 13.06.2014 390 000.00 CHF CH0025552255 RAIFFEISEN SCHWEIZ 30.05.2016 395 000.00 745 000.00 CHF CH0025955953 BAYERISCHE LANDESBAN 17.07.2015 70 000.00 CHF CH0025978716 HSBC FINANCE CORP 14.07.2016 4 305 000.00 3 755 000.00 CHF CH0026755444 ALPIQ HOLDING AG 22.09.2014 485 000.00 - CHF CH0026864618 ENGADINER KRAFTWERKE 10.10.2016 350 000.00 350 000.00 CHF CH0026985561 KOMMUNEKREDIT 17.10.2016 570 000.00 CHF CH0027015038 PFANDBRIEF SCHW KANT 02.10.2018 55 000.00 655 000.00 CHF CH0027073219 BRADFORD + BINGLEY B 16.10.2018 1 905 000.00 1 480 000.00 CHF CH0027333241 REGIE AUTONOME DES T 06.11.2019 500 000.00 1 565 000.00 CHF CH0027344602 CANTON OF TICINO 31.10.2016 755 000.00 590 000.00 CHF CH0027377495 CREDIT AGRICOLE (LON 06.11.2013 95 000.00 95 000.00 CHF CH0027548616 BANK COOP 17.11.2016 500 000.00 14
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0027653176 LUZERNER KANTONALBK 15.11.2016 2 105 000.00 - CHF CH0027752200 OEKB OEST. KONTROLLB 22.11.2024 1 710 000.00 3 845 000.00 CHF CH0027811394 PFANDBRIEF SCHW KANT 27.11.2016 100 000.00 - CHF CH0027815288 SOC NATL CHEMINS FER 13.12.2021 1 160 000.00 790 000.00 CHF CH0027982179 NEDER WATERSCHAPSBAN 27.12.2018 515 000.00 640 000.00 CHF CH0027984514 PROVINCE OF QUEBEC 21.06.2017 315 000.00 315 000.00 CHF CH0028577036 SWEDISH EXPORT CREDI 09.02.2017 1 390 000.00 600 000.00 CHF CH0028608856 EUROPEAN INVESTMENT 08.02.2019 1 120 000.00 1 120 000.00 CHF CH0028616180 KOMMUNINVEST I SVERI 07.12.2016 280 000.00 280 000.00 CHF CH0028623145 HYPO ALPE ADRIA INTL 12.08.2015 2 915 000.00 490 000.00 CHF CH0028629811 HYPO TIROL BANK AG 09.02.2015 70 000.00 1 065 000.00 CHF CH0028944681 GENERAL ELEC CAP COR 27.02.2017 385 000.00 680 000.00 CHF CH0028945605 HOLCIM LTD 20.02.2017 1 195 000.00 1 245 000.00 CHF CH0029630131 HSBC BANK PLC 03.04.2017 675 000.00 CHF CH0029740526 SCHAFFHAUSER KANTONA 26.03.2014 4 035 000.00 CHF CH0030356718 BKW AG 27.04.2022 50 000.00 50 000.00 CHF CH0030653916 EUROFIMA 22.05.2024 325 000.00 600 000.00 CHF CH0030729716 VALIANT BANK 22.05.2014 1 610 000.00 CHF CH0031026476 GENERAL ELEC CAP COR 15.06.2015 125 000.00 440 000.00 CHF CH0031409177 BK NEDERLANDSE GEMEE 29.06.2037 90 000.00 90 000.00 CHF CH0031826305 PARGESA NETHERLANDS 15.06.2014 820 000.00 495 000.00 CHF CH0031835439 BUNDES IMMOBILIENGES 16.07.2019 565 000.00 715 000.00 CHF CH0031835561 SWITZERLAND 27.06.2027 1 250 000.00 - CHF CH0031901066 ST GALLER KANTONALBA 27.07.2017 500 000.00 - CHF CH0031935312 BRADFORD + BINGLEY B 16.07.2016 640 000.00 1 040 000.00 CHF CH0032005131 LA POSTE 18.07.2014 550 000.00 985 000.00 CHF CH0032139658 HSBC FINANCE CORP 19.07.2013 650 000.00 3 355 000.00 CHF CH0032142603 AARGAUISCHE KANTONAL 27.07.2015 1 105 000.00 1 350 000.00 CHF CH0032577279 HYPOTHEKENBANK FRA L 13.11.2013 100 000.00 325 000.00 CHF CH0032897628 KFW 30.08.2017 500 000.00 500 000.00 CHF CH0033585271 GRANDE DIXENCE SA 27.09.2017 720 000.00 290 000.00 CHF CH0035317616 ORANGE SA 04.12.2014 1 200 000.00 3 630 000.00 CHF CH0035539334 BALOISE HOLDING AG 19.12.2014 10 000.00 1 000 000.00 CHF CH0035678728 BASELLANDSCHAFT KANT 14.12.2017 200 000.00 530 000.00 CHF CH0035907895 E.ON INTL FINANCE BV 17.12.2014 1 855 000.00 300 000.00 CHF CH0036702964 CANTON OF BASLE STAD 31.01.2020 450 000.00 - CHF CH0037033286 CIE FINANCEMENT FONC 19.08.2016 1 610 000.00 CHF CH0037181689 MUNICIPALITY FINANCE 11.03.2016 95 000.00 770 000.00 CHF CH0038261068 CITY OF ZURICH 27.03.2017 290 000.00 - CHF CH0038539232 BUNDES IMMOBILIENGES 02.10.2017 1 550 000.00 320 000.00 CHF CH0039139271 BALOISE HOLDING AG 29.04.2013 1 500 000.00 CHF CH0039139313 SIKA AG 04.06.2014 255 000.00 - CHF CH0039139321 SWISSCOM AG 08.04.2014 660 000.00 CHF CH0042390242 KRAFTWERKE LINTH LIM 06.06.2016 80 000.00 20 000.00 CHF CH0042527652 GROUPE AUCHAN SA 23.06.2015 2 100 000.00 305 000.00 CHF CH0044006663 CORP ANDINA DE FOMEN 13.08.2013 200 000.00 1 355 000.00 CHF CH0044200993 REGIE AUTONOME DES T 21.03.2016 115 000.00 70 000.00 CHF CH0045156335 SWISSCOM AG 17.09.2015 440 000.00 CHF CH0045876502 ASSIST PUBL HOPIT PA 21.10.2016 2 925 000.00 1 000 000.00 CHF CH0046254477 VILLE DE PARIS 05.11.2018 970 000.00 760 000.00 CHF CH0047862450 ZUERCHER KANTONALBAN 03.12.2014 485 000.00 CHF CH0047878795 KFW 04.02.2014 900 000.00 900 000.00 CHF CH0048637034 PFANDBRIEF SCHW KANT 15.12.2015 1 830 000.00 - CHF CH0048700378 CANTON OF GENEVA 15.12.2014 1 085 000.00 CHF CH0049495598 BK NEDERLANDSE GEMEE 11.05.2016 1 440 000.00 2 885 000.00 CHF CH0049566869 AUST + NZ BANKING GR 12.03.2013 775 000.00 CHF CH0049727685 ALPIQ HOLDING AG 10.02.2017 170 000.00 170 000.00 CHF CH0100128385 INTL BK RECON + DEVE 07.05.2019 1 720 000.00 750 000.00 CHF CH0100643086 ILE DE FRANCE 28.09.2015 40 000.00 155 000.00 CHF CH0100673521 DEUTSCHE TELEKOM AG 22.04.2014 1 305 000.00 CHF CH0101196209 THURGAUER KANTONALBA 20.05.2014 1 700 000.00 CHF CH0101589320 KOMMUNINVEST I SVERI 04.12.2015 120 000.00 410 000.00 CHF CH0101589353 RABOBANK NEDERLAND 02.07.2019 350 000.00 - CHF CH0101997309 BRANDBREW SA 11.06.2014 330 000.00 3 870 000.00 CHF CH0102005136 SWEDBANK AB 11.12.2013 325 000.00 CHF CH0102616205 GRAUBUNDNER KANTONAL 03.07.2013 650 000.00 650 000.00 15
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0102767032 ZUERCHER KANTONALBAN 16.07.2015 555 000.00 555 000.00 CHF CH0102834923 ADP 15.07.2015 2 140 000.00 1 015 000.00 CHF CH0103078231 RESEAU FERRE DE FRAN 24.04.2019 1 800 000.00 1 825 000.00 CHF CH0103164577 BKW AG 29.07.2019 485 000.00 485 000.00 CHF CH0103165020 ALPIQ HOLDING AG 25.11.2019 195 000.00 1 170 000.00 CHF CH0103165046 EUROFIMA 10.11.2017 1 095 000.00 1 550 000.00 CHF CH0104007577 CIE FINANCEMENT FONC 10.09.2019 1 135 000.00 825 000.00 CHF CH0104493058 CITY OF ZURICH 10.09.2018 300 000.00 300 000.00 CHF CH0104691628 SWISSCOM AG 14.09.2018 1 900 000.00 3 080 000.00 CHF CH0104798084 AARGAUISCHE KANTONAL 09.09.2016 2 235 000.00 1 305 000.00 CHF CH0105134891 PFANDBRIEF SCHW KANT 15.09.2017 1 315 000.00 495 000.00 CHF CH0105202995 HOLCIM LTD 11.09.2018 1 725 000.00 930 000.00 CHF CH0105230327 BUCHER INDUSTRIES AG 02.10.2014 3 515 000.00 1 170 000.00 CHF CH0105376641 BK NEDERLANDSE GEMEE 14.10.2019 515 000.00 680 000.00 CHF CH0105537671 ALLREAL HOLDING AG 09.10.2014 2 230 000.00 730 000.00 CHF CH0105654088 PETROLEOS MEXICANOS 13.10.2014 2 750 000.00 670 000.00 CHF CH0105847948 PFANDBRIEF SCHWEIZ H 28.09.2015 35 000.00 - CHF CH0105994203 CAISSE FRANCAISE DE 02.05.2018 2 240 000.00 1 010 000.00 CHF CH0105995762 VORARLBERG LND HYPOB 30.10.2019 1 860 000.00 75 000.00 CHF CH0106680777 CAISSE FRANCAISE DE 12.08.2019 1 640 000.00 300 000.00 CHF CH0106812362 CZECH REPUBLIC 23.11.2016 715 000.00 715 000.00 CHF CH0106840579 ARYZTA AG 18.03.2015 285 000.00 975 000.00 CHF CH0106848374 REPOWER AG 18.11.2016 945 000.00 1 170 000.00 CHF CH0106848481 SWISS REINSURANCE CO 29.06.2015 1 365 000.00 1 515 000.00 CHF CH0107012129 CANTON OF BERN 26.11.2021 240 000.00 - CHF CH0107106301 PFANDBRIEF SCHWEIZ H 20.05.2016 880 000.00 - CHF CH0107130822 BALOISE HOLDING AG 17.11.2016 1 610 000.00 5 710 000.00 CHF CH0107134568 LGT FINANCE LIMITED 08.12.2016 1 020 000.00 1 880 000.00 CHF CH0107212968 ONTARIO (PROVINCE OF 04.12.2019 2 115 000.00 1 495 000.00 CHF CH0107703131 SCHWYZER KANTONALBAN 16.12.2015 1 840 000.00 130 000.00 CHF CH0108785053 ADP 27.01.2017 890 000.00 1 525 000.00 CHF CH0108792059 NEDER WATERSCHAPSBAN 10.10.2017 1 120 000.00 1 120 000.00 CHF CH0108870020 GENERAL ELEC CAP COR 20.01.2016 1 720 000.00 2 825 000.00 CHF CH0108963916 GRAUBUNDNER KANTONAL 08.02.2017 760 000.00 2 830 000.00 CHF CH0109152733 UBS AG 16.12.2014 390 000.00 150 000.00 CHF CH0109152741 CITY OF ZURICH 10.06.2020 1 015 000.00 140 000.00 CHF CH0109152758 CITY OF BERN 01.04.2025 735 000.00 100 000.00 CHF CH0109154176 BNZ INTERNATIONAL FN 18.02.2015 970 000.00 970 000.00 CHF CH0109155827 AGENCE FRANCAISE DEV 18.02.2025 250 000.00 250 000.00 CHF CH0109156130 WESTPAC BANKING CORP 16.02.2017 1 835 000.00 2 045 000.00 CHF CH0109156262 ASIAN DEVELOPMENT BA 12.02.2030 250 000.00 250 000.00 CHF CH0109361821 SWEDISH EXPORT CREDI 08.03.2017 2 160 000.00 1 450 000.00 CHF CH0109370178 KOMMUNEKREDIT 16.08.2019 40 000.00 CHF CH0109411238 BK NEDERLANDSE GEMEE 19.11.2019 750 000.00 750 000.00 CHF CH0109559580 PFANDBRIEF SCHW KANT 09.02.2018 2 000 000.00 670 000.00 CHF CH0109648144 CREDIT SUISSE LONDON 05.02.2015 1 070 000.00 - CHF CH0109674470 AXPO HOLDING AG 26.02.2020 895 000.00 895 000.00 CHF CH0109987112 NEDER WATERSCHAPSBAN 03.09.2019 165 000.00 30 000.00 CHF CH0110032668 SPI ELECTRICITY + GA 08.09.2015 2 465 000.00 460 000.00 CHF CH0110118566 KRAFTWERKE LINTH LIM 10.03.2017 490 000.00 490 000.00 CHF CH0110118574 KRAFTWERKE LINTH LIM 10.03.2022 575 000.00 50 000.00 CHF CH0110172282 PFANDBRIEF SCHWEIZ H 23.02.2015 100 000.00 CHF CH0110241608 ZUERCHER KANTONALBAN 03.03.2016 500 000.00 905 000.00 CHF CH0110303911 DEUTSCHE BANK AG 05.03.2015 2 550 000.00 1 970 000.00 CHF CH0110335871 LAND NIEDEROESTERREI 15.08.2017 2 000 000.00 1 310 000.00 CHF CH0110346225 EUROPEAN INVESTMENT 22.01.2020 1 150 000.00 1 705 000.00 CHF CH0110680714 KERNKRAFTWERKE LEIBS 29.03.2019 1 435 000.00 - CHF CH0110738546 BNP PARIBAS 25.03.2015 150 000.00 150 000.00 CHF CH0110741052 CREDIT AGRICOLE (LON 08.04.2015 1 370 000.00 CHF CH0110741086 EUROPEAN INVESTMENT 21.04.2017 100 000.00 190 000.00 CHF CH0110798540 MUNICIPALITY FINANCE 26.05.2017 2 660 000.00 2 450 000.00 CHF CH0110819403 DNB BOLIGKREDITT AS 24.04.2015 165 000.00 300 000.00 CHF CH0110862916 PSP SWISS PROPERTY A 01.04.2014 900 000.00 620 000.00 CHF CH0111056468 MUNICIPALITY FINANCE 08.10.2015 140 000.00 140 000.00 CHF CH0111056666 KFW 01.10.2019 80 000.00 20 000.00 CHF CH0111147614 RAIFFEISEN SCHWEIZ 31.03.2015 1 480 000.00 16
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0111182108 AMERICA MOVIL SAB DE 07.04.2015 2 250 000.00 1 130 000.00 CHF CH0111297393 HSBC COVERED BONDS F 07.09.2015 1 445 000.00 255 000.00 CHF CH0111395015 DEXIA CREDIT LOCAL 22.04.2014 3 000 000.00 CHF CH0111461312 LANDWIRTSCH. RENTENB 16.01.2017 795 000.00 495 000.00 CHF CH0111490972 GENERAL ELEC CAP COR 15.01.2015 1 290 000.00 1 550 000.00 CHF CH0111496649 NEDER WATERSCHAPSBAN 22.07.2016 600 000.00 600 000.00 CHF CH0111825805 PFANDBRIEF SCHW KANT 12.04.2017 1 050 000.00 CHF CH0111999816 SWITZERLAND 28.04.2021 7 250 000.00 5 250 000.00 CHF CH0112089971 GEORG FISCHER AG 12.05.2016 300 000.00 300 000.00 CHF CH0112120537 LGT FINANCE LIMITED 12.05.2017 125 000.00 - CHF CH0112262933 EBN BV 27.04.2020 310 000.00 310 000.00 CHF CH0112262982 AUST + NZ BANKING GR 08.07.2016 1 080 000.00 1 065 000.00 CHF CH0112263006 ILE DE FRANCE 08.12.2017 660 000.00 155 000.00 CHF CH0112263097 DNB BANK ASA 12.11.2015 1 420 000.00 1 655 000.00 CHF CH0112403875 ST GALLER KANTONALBA 11.05.2020 250 000.00 - CHF CH0112421315 SCHWYZER KANTONALBAN 25.05.2016 200 000.00 200 000.00 CHF CH0112933756 CANTON OF BASLE STAD 31.05.2019 300 000.00 - CHF CH0112991333 MOBIMO HOLDING AG 30.06.2014 1 645 000.00 1 645 000.00 CHF CH0113079674 ZUERCHER KANTONALBAN 02.06.2014 10 000.00 115 000.00 CHF CH0113643818 MCDONALD S CORP 23.06.2016 4 420 000.00 4 730 000.00 CHF CH0113648494 HOLCIM LTD 07.06.2016 3 345 000.00 2 715 000.00 CHF CH0113678400 BASELLANDSCHAFT KANT 25.06.2019 50 000.00 CHF CH0113982562 ZUERCHER KANTONALBAN 29.06.2022 920 000.00 510 000.00 CHF CH0114150888 COOP GRUPPE 30.06.2016 385 000.00 2 660 000.00 CHF CH0114260257 PFANDBRIEF SCHWEIZ H 28.06.2023 70 000.00 70 000.00 CHF CH0114507210 DEUTSCHE TELEKOM AG 08.07.2016 6 760 000.00 6 245 000.00 CHF CH0114511394 HYUNDAI CAPITAL SERV 16.07.2015 1 920 000.00 1 105 000.00 CHF CH0114511428 NATIONAL AUSTRALIA B 14.07.2017 3 255 000.00 2 585 000.00 CHF CH0114695379 SWISSCOM AG 31.08.2022 5 195 000.00 2 735 000.00 CHF CH0114695403 CANTON OF BERN 24.09.2025 500 000.00 CHF CH0114695429 CANTON OF GENEVA 27.10.2028 20 000.00 CHF CH0114839266 KRAFTWERK HINTERRHEI 28.07.2022 50 000.00 - CHF CH0115013226 NEDER WATERSCHAPSBAN 03.02.2020 3 695 000.00 3 860 000.00 CHF CH0115108109 CIF EUROMORTGAGE 30.01.2019 460 000.00 460 000.00 CHF CH0115357466 PFANDBRIEF SCHWEIZ H 08.07.2016 1 000 000.00 - CHF CH0115457670 RABOBANK NEDERLAND 16.09.2021 500 000.00 500 000.00 CHF CH0115595487 EUROPEAN INVESTMENT 24.08.2022 2 805 000.00 1 850 000.00 CHF CH0115967389 PFANDBRIEF SCHWEIZ H 13.05.2020 10 000.00 - CHF CH0116103448 BK NEDERLANDSE GEMEE 27.10.2020 880 000.00 880 000.00 CHF CH0116306868 ZUERCHER KANTONALBAN 08.09.2025 550 000.00 265 000.00 CHF CH0116492213 THURGAUER KANTONALBA 15.09.2017 50 000.00 CHF CH0116706661 PFANDBRIEF SCHW KANT 02.09.2016 100 000.00 100 000.00 CHF CH0116706752 PFANDBRIEF SCHW KANT 03.09.2020 3 680 000.00 1 875 000.00 CHF CH0116712636 RAIFFEISEN SCHWEIZ 21.09.2017 1 610 000.00 1 765 000.00 CHF CH0116863694 KOREA DEVELOPMENT BA 01.10.2014 1 700 000.00 CHF CH0117075827 PFANDBRIEF SCHWEIZ H 25.04.2016 90 000.00 500 000.00 CHF CH0117076155 PFANDBRIEF SCHWEIZ H 22.05.2018 345 000.00 2 540 000.00 CHF CH0117076379 PFANDBRIEF SCHWEIZ H 15.09.2031 1 110 000.00 1 840 000.00 CHF CH0117124179 ROYAL BK OF SCOTLAND 08.10.2015 2 480 000.00 800 000.00 CHF CH0117332814 COOP GRUPPE 29.09.2017 3 115 000.00 1 070 000.00 CHF CH0117605375 BK J SAFRA SARASIN A 15.10.2015 3 530 000.00 340 000.00 CHF CH0117606563 PARGESA HOLDING SA 15.11.2016 300 000.00 - CHF CH0117615143 ZUGER KANTONALBANK 14.10.2020 305 000.00 1 825 000.00 CHF CH0117615374 CIE FINANCEMENT FONC 13.10.2021 1 570 000.00 920 000.00 CHF CH0117843596 BKW AG 15.10.2018 345 000.00 295 000.00 CHF CH0117843745 BKW AG 15.10.2030 70 000.00 270 000.00 CHF CH0118173829 PFANDBRIEF SCHWEIZ H 03.08.2020 135 000.00 300 000.00 CHF CH0118173837 PFANDBRIEF SCHWEIZ H 15.10.2015 2 600 000.00 480 000.00 CHF CH0118532834 RABOBANK NEDERLAND 31.01.2018 2 635 000.00 2 725 000.00 CHF CH0118596888 BK NEDERLANDSE GEMEE 03.11.2017 2 965 000.00 1 845 000.00 CHF CH0118607909 BASELLANDSCHAFT KANT 09.11.2020 615 000.00 - CHF CH0118768743 ABN AMRO BANK NV 28.10.2016 2 700 000.00 1 270 000.00 CHF CH0119014212 CORP ANDINA DE FOMEN 05.11.2015 1 190 000.00 1 190 000.00 CHF CH0119015060 PFANDBRIEF SCHW KANT 01.11.2019 1 335 000.00 505 000.00 CHF CH0119015086 PFANDBRIEF SCHW KANT 30.10.2025 240 000.00 CHF CH0119468368 CANTON OF TICINO 24.11.2034 250 000.00 1 250 000.00 17
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0120096398 DEUTSCHE BAHN FINANC 03.06.2020 75 000.00 75 000.00 CHF CH0120401382 CENTRAL AMERICAN BAN 13.12.2013 1 230 000.00 2 695 000.00 CHF CH0120408122 ZUERCHER KANTONALBAN 14.12.2040 170 000.00 CHF CH0120736852 LUZERNER KANTONALBK 27.12.2039 1 000 000.00 610 000.00 CHF CH0122484493 SCHWYZER KANTONALBAN 10.02.2017 600 000.00 705 000.00 CHF CH0122488411 GRANDE DIXENCE SA 10.06.2021 2 170 000.00 955 000.00 CHF CH0122489096 GENERAL ELEC CAP COR 19.12.2016 5 375 000.00 4 170 000.00 CHF CH0122489104 ABN AMRO BANK NV 02.02.2016 3 220 000.00 3 430 000.00 CHF CH0122512145 RAIFFEISEN SCHWEIZ 04.02.2019 80 000.00 365 000.00 CHF CH0122644567 NATIONAL AUSTRALIA B 03.02.2017 1 145 000.00 1 640 000.00 CHF CH0122758615 DNB BANK ASA 02.02.2016 1 000 000.00 - CHF CH0122787606 PFANDBRIEF SCHWEIZ H 25.01.2024 1 450 000.00 CHF CH0122956177 MUNICIPALITY FINANCE 07.02.2018 2 095 000.00 595 000.00 CHF CH0124138840 PFANDBRIEF SCHWEIZ H 16.02.2027 10 000.00 380 000.00 CHF CH0124295756 OEKB OEST. KONTROLLB 23.02.2016 140 000.00 300 000.00 CHF CH0124295764 OEKB OEST. KONTROLLB 23.07.2019 240 000.00 240 000.00 CHF CH0124470995 STATE BANK OF INDIA 22.02.2016 1 420 000.00 1 420 000.00 CHF CH0124656056 REPUBLIC OF POLAND 25.02.2016 2 990 000.00 1 185 000.00 CHF CH0124656213 PFANDBRIEF SCHW KANT 21.02.2017 1 020 000.00 CHF CH0124656247 PFANDBRIEF SCHW KANT 21.02.2020 50 000.00 110 000.00 CHF CH0124739902 CAISSE D AMORT DETTE 09.12.2025 800 000.00 600 000.00 CHF CH0125062262 CAISSE REFINANCE L H 29.03.2021 1 100 000.00 1 100 000.00 CHF CH0125062270 EXPORT IMPORT BK KOR 30.03.2015 2 555 000.00 3 335 000.00 CHF CH0126183034 ZUERCHER KANTONALBAN 29.03.2017 515 000.00 175 000.00 CHF CH0127181011 SWITZERLAND 25.05.2022 3 110 000.00 3 610 000.00 CHF CH0127181029 SWITZERLAND 22.06.2031 1 000 000.00 1 000 000.00 CHF CH0127181169 SWITZERLAND 30.04.2042 9 250 000.00 8 700 000.00 CHF CH0127181177 SWITZERLAND 11.06.2024 4 850 000.00 3 350 000.00 CHF CH0127181193 SWITZERLAND 27.06.2037 10 769 000.00 11 276 000.00 CHF CH0127699434 EXPORT IMPORT BK IND 13.04.2016 860 000.00 1 720 000.00 CHF CH0127860192 CAISSE D AMORT DETTE 19.04.2023 1 100 000.00 220 000.00 CHF CH0128705214 RAIFFEISEN SCHWEIZ 10.05.2018 1 160 000.00 - CHF CH0129040777 FLUGHAFEN ZUERICH AG 05.05.2017 790 000.00 2 655 000.00 CHF CH0129638372 HYUNDAI CAPITAL SERV 27.05.2016 365 000.00 CHF CH0129766215 CITY OF ZURICH 10.06.2038 2 215 000.00 280 000.00 CHF CH0130420539 OEKB OEST. KONTROLLB 14.06.2017 870 000.00 505 000.00 CHF CH0130720516 ST GALLER KANTONALBA 30.06.2021 780 000.00 2 270 000.00 CHF CH0130720870 BQ CANTONALE DE GENE 07.11.2018 1 230 000.00 2 265 000.00 CHF CH0131196237 SWISS PRIME SITE AG 21.06.2016 780 000.00 525 000.00 CHF CH0131327212 ABN AMRO BANK NV 30.06.2015 185 000.00 CHF CH0131610740 PFANDBRIEF SCHW KANT 16.06.2023 700 000.00 1 950 000.00 CHF CH0131628676 DAIMLER INTL FINANCE 31.03.2014 2 010 000.00 2 905 000.00 CHF CH0131946854 EMMI FINANZ AG 30.06.2017 600 000.00 1 240 000.00 CHF CH0132060978 KOREA FINANCE CORP 13.07.2015 1 295 000.00 1 300 000.00 CHF CH0132163434 KRAFTWERKE LINTH LIM 30.06.2031 570 000.00 195 000.00 CHF CH0132469120 SULZER AG 11.07.2016 2 125 000.00 2 735 000.00 CHF CH0132470227 BANCO NAC DE DESEN E 15.12.2016 2 130 000.00 265 000.00 CHF CH0133273877 WESTPAC BANKING CORP 15.12.2016 95 000.00 35 000.00 CHF CH0133278686 CIE FINANCEMENT FONC 09.08.2019 2 020 000.00 2 705 000.00 CHF CH0134208427 DEUTSCHE BAHN FINANC 18.12.2017 1 200 000.00 2 455 000.00 CHF CH0134577284 EBN BV 03.10.2016 1 700 000.00 1 700 000.00 CHF CH0136847156 PFANDBRIEF SCHW KANT 02.09.2026 710 000.00 100 000.00 CHF CH0136940258 ALPIQ HOLDING AG 20.09.2016 200 000.00 200 000.00 CHF CH0137501174 AMERICA MOVIL SAB DE 27.12.2017 3 530 000.00 3 530 000.00 CHF CH0137659469 PFANDBRIEF SCHWEIZ H 15.03.2022 655 000.00 - CHF CH0138761033 SCHINDLER HOLDING SA 21.11.2014 155 000.00 2 395 000.00 CHF CH0138761041 SCHINDLER HOLDING SA 21.11.2016 2 300 000.00 3 220 000.00 CHF CH0138773053 BMW FINANCE NV 29.09.2017 75 000.00 75 000.00 CHF CH0139374711 DAIMLER INTL FINANCE 12.10.2016 3 495 000.00 2 390 000.00 CHF CH0140244770 ORANGE SA 13.10.2016 1 170 000.00 - CHF CH0140939940 CORP ANDINA DE FOMEN 03.02.2017 2 110 000.00 2 310 000.00 CHF CH0141219698 PFANDBRIEF SCHW KANT 31.10.2024 10 000.00 450 000.00 CHF CH0141428216 AARGAUISCHE KANTONAL 15.11.2018 690 000.00 1 485 000.00 CHF CH0141833407 BASELLANDSCHAFT KANT 22.11.2024 95 000.00 465 000.00 CHF CH0141835576 ZURICH INSURANCE CO 23.11.2018 1 910 000.00 1 360 000.00 CHF CH0142054391 EUROPEAN INVESTMENT 23.11.2023 3 840 000.00 2 460 000.00 18
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0142132031 CANTON OF GENEVA 27.01.2028 300 000.00 2 105 000.00 CHF CH0142821393 VINCI SA 15.12.2017 1 110 000.00 590 000.00 CHF CH0142821401 TELSTRA CORP LTD 14.12.2018 40 000.00 40 000.00 CHF CH0142878344 ZUERCHER KANTONALBAN 14.12.2018 2 345 000.00 1 265 000.00 CHF CH0142900775 ZUGER KANTONALBANK 28.11.2023 540 000.00 540 000.00 CHF CH0143808357 ALPIQ HOLDING AG 13.04.2017 50 000.00 200 000.00 CHF CH0143838032 AUST + NZ BANKING GR 13.02.2019 3 570 000.00 3 175 000.00 CHF CH0143838354 SPI ELECTRICITY + GA 21.02.2017 3 155 000.00 585 000.00 CHF CH0144279038 PFANDBRIEF SCHW KANT 15.12.2016 365 000.00 465 000.00 CHF CH0144279061 PFANDBRIEF SCHW KANT 15.12.2021 2 085 000.00 800 000.00 CHF CH0146652158 ZUERCHER KANTONALBAN 31.01.2022 560 000.00 CHF CH0146698425 EUROPEAN INVESTMENT 02.08.2019 3 835 000.00 3 835 000.00 CHF CH0147023466 RABOBANK NEDERLAND 06.02.2019 2 090 000.00 2 890 000.00 CHF CH0147029299 HEATHROW FUNDING LTD 08.02.2017 6 745 000.00 4 665 000.00 CHF CH0147144346 PFANDBRIEF SCHWEIZ H 23.01.2017 2 305 000.00 - CHF CH0147144361 PFANDBRIEF SCHWEIZ H 21.01.2028 1 570 000.00 - CHF CH0148059923 HYUNDAI CAPITAL SERV 15.02.2017 2 530 000.00 3 610 000.00 CHF CH0148295436 PFANDBRIEF SCHW KANT 03.12.2018 1 625 000.00 3 075 000.00 CHF CH0148606079 CAISSE REFINANCE L H 05.03.2019 1 515 000.00 1 515 000.00 CHF CH0148606137 CAISSE REFINANCE L H 05.03.2024 110 000.00 110 000.00 CHF CH0148937649 KOMMUNINVEST I SVERI 28.02.2022 600 000.00 600 000.00 CHF CH0149176122 PFANDBRIEF SCHWEIZ H 13.08.2019 1 000 000.00 20 000.00 CHF CH0149176171 PFANDBRIEF SCHWEIZ H 14.02.2040 3 240 000.00 2 520 000.00 CHF CH0149182450 ANZ NEW ZEALAND INTL 27.02.2018 1 670 000.00 180 000.00 CHF CH0180006113 EUROPEAN INVESTMENT 02.04.2026 430 000.00 430 000.00 CHF CH0181215028 PFANDBRIEF SCHW KANT 19.03.2027 2 110 000.00 300 000.00 CHF CH0181377042 CITY OF ZURICH 12.04.2032 820 000.00 400 000.00 CHF CH0181646883 PETROLEOS MEXICANOS 10.04.2019 5 160 000.00 5 760 000.00 CHF CH0181915734 OEKB OEST. KONTROLLB 24.05.2023 130 000.00 415 000.00 CHF CH0182595105 ABN AMRO BANK NV 19.04.2017 75 000.00 75 000.00 CHF CH0183141792 DNB BANK ASA 18.04.2018 435 000.00 CHF CH0183597266 COMMONWEALTH BANK AU 02.05.2022 1 050 000.00 CHF CH0184043542 PFANDBRIEF SCHWEIZ H 27.04.2027 650 000.00 - CHF CH0184249867 SWITZERLAND 27.06.2037 2 050 000.00 2 050 000.00 CHF CH0184249875 SWITZERLAND 30.04.2042 800 000.00 800 000.00 CHF CH0184249883 SWITZERLAND 27.06.2037 1 000 000.00 1 000 000.00 CHF CH0184249917 SWITZERLAND 11.06.2024 2 000 000.00 2 000 000.00 CHF CH0184249941 SWITZERLAND 30.04.2042 1 000 000.00 1 000 000.00 CHF CH0184249982 SWITZERLAND 30.04.2042 2 000 000.00 2 000 000.00 CHF CH0184249990 SWITZERLAND 24.07.2025 3 000 000.00 1 000 000.00 CHF CH0184636915 AARGAUISCHE KANTONAL 18.05.2037 1 450 000.00 - CHF CH0184777271 CAISSE REFINANCE L H 23.05.2022 50 000.00 50 000.00 CHF CH0185258222 PFANDBRIEF SCHW KANT 21.05.2029 1 020 000.00 CHF CH0185843015 EBN BV 04.07.2024 3 005 000.00 490 000.00 CHF CH0185843023 GLENCORE FINANCE EUR 03.12.2018 500 000.00 500 000.00 CHF CH0185996458 PFANDBRIEF SCHWEIZ H 15.03.2019 105 000.00 505 000.00 CHF CH0186598097 INDUSTRIAL BANK OF K 19.06.2015 3 475 000.00 1 555 000.00 CHF CH0187909855 SWISS CREDIT CARD IS 15.06.2017 210 000.00 3 065 000.00 CHF CH0188726811 COOP GRUPPE 25.07.2019 100 000.00 100 000.00 CHF CH0188927450 EUROPEAN INVESTMENT 02.08.2024 2 170 000.00 3 470 000.00 CHF CH0189742445 LUZERNER KANTONALBK 20.07.2037 800 000.00 1 150 000.00 CHF CH0190369378 PFANDBRIEF SCHWEIZ H 02.08.2033 1 750 000.00 550 000.00 CHF CH0192241252 PFANDBRIEF SCHWEIZ H 13.08.2021 4 420 000.00 - CHF CH0192251863 CORP ANDINA DE FOMEN 11.09.2018 1 985 000.00 1 835 000.00 CHF CH0192892757 AMERICA MOVIL SAB DE 12.09.2018 5 245 000.00 4 095 000.00 CHF CH0193296990 PHILIP MORRIS INTL I 18.09.2020 745 000.00 55 000.00 CHF CH0193395537 CANTON OF NEUENBURG 24.09.2027 2 510 000.00 2 250 000.00 CHF CH0193717540 PFANDBRIEF SCHW KANT 09.09.2022 1 810 000.00 370 000.00 CHF CH0194112071 BASELLANDSCHAFT KANT 04.10.2022 1 000 000.00 1 000 000.00 CHF CH0194273204 PFANDBRIEF SCHWEIZ H 20.09.2029 4 300 000.00 1 900 000.00 CHF CH0194352271 SCHWYZER KANTONALBAN 05.10.2020 265 000.00 1 765 000.00 CHF CH0194695083 BALOISE HOLDING AG 12.10.2022 2 590 000.00 985 000.00 CHF CH0194958960 KRAFTWERKE LINTH LIM 27.09.2052 160 000.00 860 000.00 CHF CH0196878661 EUROPEAN INVESTMENT 26.04.2023 3 570 000.00 2 415 000.00 CHF CH0197368670 PFANDBRIEF SCHWEIZ H 20.09.2029 1 000 000.00 1 000 000.00 CHF CH0197482711 UNICRED BANK IRELAND 25.10.2017 2 000 000.00 2 000 000.00 19
Change in holdings from 01 October 2012 to 30 September 2013 Bonds Currency Security Maturity Purchases Sales/Redemptions* CHF CH0198800325 PFANDBRIEF SCHW KANT 13.02.2023 13 075 000.00 13 075 000.00 CHF CH0198800341 PFANDBRIEF SCHW KANT 19.03.2027 2 000 000.00 2 000 000.00 CHF CH0199419992 CITY OF GENEVA 19.11.2029 4 950 000.00 2 885 000.00 CHF CH0199543544 CANTON OF ZURICH 03.12.2025 2 000 000.00 1 030 000.00 CHF CH0199543569 CANTON OF ZURICH 03.12.2032 1 200 000.00 - CHF CH0200044771 NANT DE DRANCE SA 15.02.2021 3 000 000.00 3 000 000.00 CHF CH0200252812 SPI ELECTRICITY + GA 18.04.2019 1 075 000.00 1 075 000.00 CHF CH0200252820 CENTRAL AMERICAN BAN 04.02.2020 7 160 000.00 6 745 000.00 CHF CH0200404173 GOLDMAN SACHS GROUP 29.11.2018 1 500 000.00 1 500 000.00 CHF CH0201297212 PFANDBRIEF SCHWEIZ H 13.07.2018 1 000 000.00 1 000 000.00 CHF CH0201591705 PFANDBRIEF SCHW KANT 20.06.2022 1 250 000.00 515 000.00 CHF CH0203872863 ZUERCHER KANTONALBAN 29.01.2024 1 000 000.00 200 000.00 CHF CH0204002742 PFANDBRIEF SCHWEIZ H 02.08.2033 1 500 000.00 1 500 000.00 CHF CH0204477290 CAISSE REFINANCE L H 15.03.2023 880 000.00 880 000.00 CHF CH0204567256 PFANDBRIEF SCHW KANT 05.11.2027 1 170 000.00 1 170 000.00 CHF CH0204567322 CORP ANDINA DE FOMEN 11.02.2021 6 160 000.00 3 815 000.00 CHF CH0205276683 STRAUMANN HLDG AG 30.04.2020 3 750 000.00 3 750 000.00 CHF CH0205819433 RZD CAPITAL PLC (RZD 26.02.2018 6 285 000.00 5 585 000.00 CHF CH0205819441 RZD CAPITAL PLC (RZD 26.02.2021 500 000.00 115 000.00 CHF CH0206074905 PFANDBRIEF SCHWEIZ H 20.09.2029 2 000 000.00 2 000 000.00 CHF CH0206594498 SLOVAK REPUBLIC 16.10.2019 1 500 000.00 - CHF CH0206903764 PHILIP MORRIS INTL I 11.03.2019 1 550 000.00 1 550 000.00 CHF CH0208323458 CANTON OF GENEVA 22.03.2033 2 000 000.00 2 000 000.00 CHF CH0209091021 EUROPEAN INVESTMENT 02.08.2024 1 000 000.00 1 000 000.00 CHF CH0209104501 PFANDBRIEF SCHWEIZ H 14.02.2040 2 400 000.00 2 400 000.00 CHF CH0209472064 HELVETIA HOLDING AG 08.04.2019 4 800 000.00 4 800 000.00 CHF CH0209886511 KIWIBANK LTD 23.12.2020 4 025 000.00 3 370 000.00 CHF CH0210384134 NATIONAL AUSTRALIA B 17.04.2020 2 000 000.00 2 000 000.00 CHF CH0210461312 SCHAFFHAUSER KANTONA 24.04.2023 1 000 000.00 - CHF CH0211012957 CORP ANDINA DE FOMEN 11.02.2021 3 500 000.00 3 500 000.00 CHF CH0211588949 PFANDBRIEF SCHWEIZ H 03.07.2030 1 500 000.00 300 000.00 CHF CH0212114653 CANTON OF TICINO 15.05.2043 1 515 000.00 25 000.00 CHF CH0212267295 BELL HOLDING AG 16.05.2018 1 000 000.00 1 000 000.00 CHF CH0212267337 BELL HOLDING AG 16.05.2022 2 000 000.00 2 000 000.00 CHF CH0212459561 CANTON OF GENEVA 24.05.2034 2 605 000.00 - CHF CH0212937228 SOCIETE GENERALE 19.06.2018 240 000.00 240 000.00 CHF CH0212937244 CAISSE REFINANCE L H 26.06.2025 2 580 000.00 280 000.00 CHF CH0212937251 DEUTSCHE BAHN FINANC 24.07.2023 3 300 000.00 2 550 000.00 CHF CH0214132398 AMERICA MOVIL SAB DE 12.09.2018 3 135 000.00 3 135 000.00 CHF CH0214149897 CANTON OF GENEVA 24.05.2034 2 000 000.00 2 000 000.00 CHF CH0215076305 NATIONAL AUSTRALIA B 17.04.2020 2 000 000.00 2 000 000.00 CHF CH0215376325 EUROPEAN INVESTMENT 28.06.2033 1 600 000.00 550 000.00 CHF CH0215650711 KERNKRAFTWERK GOESGE 30.09.2020 2 500 000.00 1 000 000.00 CHF CH0217850699 CANTON OF ZURICH 29.07.2038 1 000 000.00 - CHF CH0219080048 CORP ANDINA DE FOMEN 13.08.2020 1 500 000.00 850 000.00 CHF CH0222050913 CANTON OF GENEVA 20.09.2016 3 000 000.00 1 000 000.00 CHF CH0222050921 CANTON OF GENEVA 20.03.2026 2 000 000.00 250 000.00 CHF CH0222136654 ALLREAL HOLDING AG 23.09.2020 3 010 000.00 - CHF CH0224574647 BANQ CANTONALE DU VA 28.10.2022 2 000 000.00 - * Redemptions Derivatives CHF SWISS GOVT CONF BOND FUTURES 06.12.2012 174.00 178.00 CHF SWISS GOVT CONF BOND FUTURES 06.06.2013 166.00 166.00 CHF SWISS GOVT CONF BOND FUTURES 07.03.2013 244.00 244.00 CHF GERMAN EURO BUND FUTURES 06.06.2013 240.00 240.00 CHF SWISS GOVT CONF BOND FUTURES 06.09.2013 221.00 221.00 CHF SWISS GOVT CONF BOND FUTURES 06.12.2013 50.00 60.00 * Redemptions 20