b b 18 Portfolio. identificat ation of Liability ation code for the fund share or portfolio

Transcription

1 b b 8 Portfolio Type of Name of the Portfolio Net asset valuation of Valuation Reporting Share Total number of % cash (CIC 7 Portfolio Complete CIC code of Economi Identification code of the Type of Identific Instrument name Asset / Quantity identifying data identific Portfolio or name Currency the portfolio in date date price shares definition) Modified SCR the c zone of instrument identificat ation of Liability ation code for the fund share or portfolio of the CIS Portfolio currency Duration Delivery instrument the quotatio n place ion code for the instrumen t instrume nt leg DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 AAM_ Lodz,AlejaPilsudsk22 L DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ Florida,2700WestPens A DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ Florida,235OcalaRoad A DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ ,SpringStreet,echt L DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ Warschau,Szturm 2 A DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ Warschau, Szturm 2a A DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ Warsch,Domaniewska49 A DE SEB ImmoPortfolio EUR , , ,00 35, N XL32 ME_ IPTR IV GmbH L DE SEB ImmoPortfolio EUR , , ,00 35, N XT DZXF7UJKK2AY35_EUR 99 mbank /vormals BRE Bank SA A DE SEB ImmoPortfolio EUR , , ,00 35, N XT DZXF7UJKK2AY35_PLN 99 mbank /vormals BRE Bank SA A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 85WYGNLUQLFZBSYGB56_EUR 99 Commerzbank AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 85WYGNLUQLFZBSYGB56_GBP 99 Commerzbank AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 85WYGNLUQLFZBSYGB56_USD 99 Commerzbank AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT SCR9X9F3L662_EUR 99 CACEIS Bank Deutschland GmbH A DE SEB ImmoPortfolio EUR , , ,00 35, N XT SCR9X9F3L662_USD 99 CACEIS Bank Deutschland GmbH L DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 F3JS33DEI6XQ4ZBPTN86_EUR 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 O2RNE8IBXP4R0TD8PU4_EUR 99 Société Générale S.A. A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 P0T3ELWMYGYCG4O52_EUR 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 P0T3ELWMYGYCG4O52_GBP 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 P0T3ELWMYGYCG4O52_NOK 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 P0T3ELWMYGYCG4O52_PLN 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 P0T3ELWMYGYCG4O52_SGD 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT72 P0T3ELWMYGYCG4O52_USD 99 SEB AG A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AA_EUR 99 Andere (Aktiva) -EUR A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AA_GBP 99 Andere (Aktiva) -GBP A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AA_PLN 99 Andere (Aktiva) -PLN A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AA_SGD 99 Andere (Aktiva) -SGD A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AA_USD 99 Andere (Aktiva) -USD A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AP_EUR 99 Andere (Passiva) -EUR L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AP_GBP 99 Andere (Passiva) -GBP L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AP_PLN 99 Andere (Passiva) -PLN A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 AP_USD 99 Andere (Passiva) -USD L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FG_EUR 99 Forderungen GR -EUR A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FG_GBP 99 Forderungen GR -GBP L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FG_PLN 99 Forderungen GR -PLN A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ Helsinki, Äyritie 8b A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ Florida,2700WestPens A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ BG Villa Del Lago L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ Florida,235OcalaRoad A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ BG Tuscany I/II/III L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ ,SpringStreet,echt A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 FI_ BG 4SpringStreet L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Warschau,Szturm 2 A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Warschau, Szturm 2a A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Lodz,AlejaPilsudsk22 A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Warsch,Domaniewska49 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Land Polen L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Warschau,Szturm 2 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Warschau, Szturm 2a L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Lodz,AlejaPilsudsk22 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GK_ Warsch,Domaniewska49 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Ottobrunn, RobertKoc L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Hamburg, Straßenbahn L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Hamburg,Lübecker 28 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Stuttgart, Ingersh0 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ KorntalMün,Lingwie L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Düss,Theodorstr80 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Land Deutschland A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Parc, Les Pleiades 3 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Toulouse,Regent Park L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Aix, Parc Cezanne II L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Land Frankreich A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Warschau,Szturm 2 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Warschau, Szturm 2a L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Lodz,AlejaPilsudsk22 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Warsch,Domaniewska49 L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Land Polen A

2 DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ Helsinki, Äyritie 8b L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 GW_ BG Plaza Allegro A DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 RU_EUR 99 Rückstellung -EUR L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 RU_PLN 99 Rückstellung -PLN L DE SEB ImmoPortfolio EUR , , ,00 35, N XT79 RU_USD 99 Rückstellung -USD L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_GBP_SEB _LONG 99 L 02_FX_GBP_SEB A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_GBP_SEB _SHORT 99 L2 02_FX_GBP_SEB L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB _LONG 99 L 02_FX_PLN_SEB A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB _SHORT 99 L2 02_FX_PLN_SEB L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB207263_LONG 99 L 02_FX_PLN_SEB A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB207263_SHORT 99 L2 02_FX_PLN_SEB L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB _LONG 99 L 02_FX_PLN_SEB A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB _SHORT 99 L2 02_FX_PLN_SEB L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB _LONG 99 L 02_FX_PLN_SEB A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_PLN_SEB _SHORT 99 L2 02_FX_PLN_SEB L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_SGD_SEB _LONG 99 L 02_FX_SGD_SEB A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_SGD_SEB _SHORT 99 L2 02_FX_SGD_SEB L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE207526_LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE207526_SHORT 99 L2 02_FX_USD_CACE L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE207527_LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE207527_SHORT 99 L2 02_FX_USD_CACE L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE207686_LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE207686_SHORT 99 L2 02_FX_USD_CACE L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _SHORT 99 L2 02_FX_USD_CACE L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _SHORT 99 L2 02_FX_USD_CACE L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _SHORT 99 L2 02_FX_USD_CACE L DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _LONG 99 L 02_FX_USD_CACE A DE SEB ImmoPortfolio EUR , , ,00 35, N XTE2 02_FX_USD_CACE _SHORT 99 L2 02_FX_USD_CACE L

3 Nominal amount Contract size for derivatives Quotation currency (A) Market valuation in portfolio currency (B) Clean market valuation in portfolio currency (B) Valuation weight Market exposure amount in quotation currency (A) Market exposure amount in portfolio currency (B) Market Exposure in weight Market valuation in quotation currency (A) Clean market valuation in quotation currency (A) Market exposure amount for the 3rd currency in quotation currency of the underlying asset (C) ,56 EUR , , , ,56 7, , ,56 7, ,33 USD , , , ,66 4, , ,66 4, ,06 USD , , , ,43 6, , ,43 6, ,98 USD -870,98-870,98-73,98-73,98-0, ,98-73,98-0, ,67 EUR , , , ,67 7, , ,67 7, ,07 EUR , , , ,07 4, , ,07 4, ,26 EUR , , , ,26 32, , ,26 32, ,83 EUR , , , ,83-0, , ,83-0, ,24 EUR , , , ,24 0, , ,24 0, ,86 PLN , , , ,26 0, , ,26 0, ,06 EUR , , , ,34 3, , ,34 3, ,9 GBP , , , ,59 0, , ,59 0, ,8 USD , , , ,77 0, , ,77 0, EUR , , , ,00, , ,00, ,65 USD -2,65-2,65-2,23-2,23 -,36864E-06-2,65-2,23 -,36864E ,9 EUR , , , ,90 2, , ,90 2, ,8 EUR , , , ,80 2, , ,80 2, ,93 EUR , , , ,93 4, , ,93 4, ,05 GBP , , , ,62 0, , ,62 0, ,42 NOK , , , ,34 0, , ,34 0, ,5 PLN , , , ,86 0, , ,86 0, ,35 SGD , , , ,88 0, , ,88 0, ,97 USD , , , ,04 4, , ,04 4, ,7 EUR , , , ,7 2, , ,7 2, ,79 GBP , , , ,67 0, , ,67 0, ,08 PLN , , , ,2, , ,2, SGD 44,00 44,00 276,66 276,66 0, ,00 276,66 0, ,0 USD , , , ,24 0, , ,24 0, ,67 EUR , , , ,67-0, , ,67-0, ,85 GBP -6.4,85-6.4, , ,2-0, , ,2-0, ,73 PLN 354.8, , , ,6 0, , ,6 0, ,5 USD , , , ,24-0, , ,24-0, ,49 EUR , , , ,49, , ,49, ,9 GBP , , , ,0-0, , ,0-0, ,N , , , ,49 0, , ,49 0, ,05 EUR 6.464, , , ,05 0, , ,05 0, ,58 USD , , , ,03 0, , ,03 0, ,9 USD , ,9-7.99, ,08-0, ,9-7.99,08-0, ,88 USD , , , ,20 0, , ,20 0, ,88 USD , , , ,86-0, , ,86-0, ,97 USD , , , ,2 0, , ,2 0, ,95 USD , , , ,73-0, , ,73-0, ,32 PLN , , , ,59 0, , ,59 0, ,82 PLN , , , ,44 0, , ,44 0, ,74 PLN 9.566, , , ,96 0, , ,96 0, ,04 PLN -6.46, , , ,0-0, , ,0-0, ,N , , , ,3-0, , ,3-0, ,4 EUR , , , ,4-0, , ,4-0, ,6 EUR , , , ,6-0, , ,6-0, EUR , , , ,00-0, , ,00-0, ,7 EUR , , , ,70-0, , ,70-0, ,7 EUR , , , ,70-0, , ,70-0, ,3 EUR , , , ,30-0, , ,30-0, ,37 EUR , , , ,37-0, , ,37-0, ,62 EUR , , , ,62-0, , ,62-0, ,08 EUR , , , ,08-0, , ,08-0, ,6 EUR , , , ,6-0, , ,6-0, ,47 EUR , , , ,47 0, , ,47 0, ,55 EUR , , , ,55-0, , ,55-0, ,67 EUR , , , ,67-0, , ,67-0, ,47 EUR , , , ,47-0, , ,47-0, ,52 EUR 4.669, , , ,52 0, , ,52 0, ,0 PLN , , , ,07-0, , ,07-0, ,9 PLN , , , ,25-0, , ,25-0, ,75 PLN , , , ,93-0, , ,93-0, ,54 PLN , , , ,82-0, , ,82-0, ,02 PLN , , , ,89 0, , ,89 0,

4 ,32 EUR , , , ,32-0, , ,32-0, ,9 EUR , , , ,90 0, , ,90 0, ,29 EUR , , , ,29-5, , ,29-5, ,34 PLN , , , ,99 -, , ,99 -, ,88 USD , , , ,94-2, , ,94-2, ,6 EUR 0,00 0,00 0,00 0, , ,89, GBP 85,6 85,6 209,22 209,22 0, , ,67 -, PLN , , , ,59 0, , ,75, ,64 EUR 0,00 0,00 0,00 0, , ,6 -, ,58 EUR 0,00 0,00 0,00 0, , ,79 0, PLN -.60, ,07-384,22-384,22-0, , ,00-0, PLN 295,0 295,0 70,40 70,40 4,32072E , ,60 0, ,4 EUR 0,00 0,00 0,00 0, , ,20-0, ,86 EUR 0,00 0,00 0,00 0, , ,97 0, PLN , ,7-533,28-533,28-0, , ,25-0, ,4 EUR 0,00 0,00 0,00 0, , ,36 0, SGD -48,7-48,7-30,56-30,56 -,87558E , ,92-0, ,3 EUR 0,00 0,00 0,00 0, , ,8 4, USD , , , ,2 0, , ,06-3, ,49 EUR 0,00 0,00 0,00 0, , ,57 4, USD , , , ,5 0, , ,06-3, USD , , , ,20-0, , ,05 0, ,32 EUR 0,00 0,00 0,00 0, , ,25-0, ,58 EUR 0,00 0,00 0,00 0, , ,40 4, USD , , , ,03 0, , ,37-3, ,47 EUR 0,00 0,00 0,00 0, , ,25 0, USD -395,33-395,33-332,24-332,24-0, , ,49-0, ,09 EUR 0,00 0,00 0,00 0, , ,44 3, USD , , , ,2 0, , ,23-3, USD -7.06, , , ,35-0, , ,87 0, ,57 EUR 0,00 0,00 0,00 0, , ,2-0,

5 Market exposure for the 3rd currency in weight over NAV Interest rate Coupon Interest rate reference Identification type for interest rate Interest rate index Interest rate Margin Coupon payment Maturity Redemption Redemption Callable / Call / put Issuer / bearer option type rate identification index name frequency date type rate putable date exercise

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7 Strike price for embedded (call/put) options Issuer name Issuer identification code Type of identification code for Name of the group of the issuer Identification of the group Type of identification code for issuer Issuer country Issuer economic Economic Covered / not issuer group area sector covered 9 US 9 US 9 US DZXF7UJKK2AY35 PL DZXF7UJKK2AY35 PL Commerzbank AG 85WYGNLUQLFZBSYGB56 DE Commerzbank AG 85WYGNLUQLFZBSYGB56 DE Commerzbank AG 85WYGNLUQLFZBSYGB56 DE CACEIS Bank Deutschland GmbH SCR9X9F3L662 DE CACEIS Bank Deutschland GmbH SCR9X9F3L662 DE SEB AG F3JS33DEI6XQ4ZBPTN86 DE Société Générale S.A. O2RNE8IBXP4R0TD8PU4 FR SEB AG P0T3ELWMYGYCG4O52 DE SEB AG P0T3ELWMYGYCG4O52 DE SEB AG P0T3ELWMYGYCG4O52 DE SEB AG P0T3ELWMYGYCG4O52 DE SEB AG P0T3ELWMYGYCG4O52 DE SEB AG P0T3ELWMYGYCG4O52 DE 9 GB 9 SG 9 US 9 GB 9 US 9 GB 9 FI 9 US 9 US 9 US 9 FR 9 FR 9 FR 9 FR

8 9 FI 9 US

9 b Securitisation Explicit guarantee by the country of issue Subordinated debt Nature of the TRANCHE Credit quality step Call / Put Strike price Conversion factor (convertibles)/ concordance factor / parity (options) Final maturity date Exercise type Hedge strategy CIC code of the underlying asset Identification code of the underlying asset

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11 Type of identification code for the underlying asset Name of the underlying Quotation currency of the underlying asset ( C Last valuation Country of quotation of the Economic Area of Coupon Coupon payment Maturity Redemption Redemption Issuer Issuer identification asset ) price underlying quotation of the rate frequency date profile rate name code underlying asset

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13 Type of issuer identification code Name of the group of the Identification of the Type of the group identification Issuer Issuer economic Explicit guarantee by the country of Credit quality Modified Duration to maturity Modified Duration to next option Credit issuer group code country area issue step date exercise date sensitivity

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15 Sensitivity to underlying asset price (delta) b Convexity / gamma for Vega Identification of the original portfolio for positions SCR_Mrkt_IR_up weight over SCR_Mrkt_IR_down weight over SCR_Mrkt_Eq_type weight over SCR_Mrkt_Eq_type2 weight over SCR_Mrkt_Prop weight over derivatives embedded in a fund NAV NAV NAV NAV NAV

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17 a 05b SCR_Mrkt_Spread_bonds weight over NAV SCR_Mrkt_Spread_structured weight over NAV SCR_Mrkt_Spread_derivatives_up weight over NAV SCR_Mrkt_Spread_derivatives_down weight over NAV SCR_Mrkt_FX_up weight over NAV SCR_Mrkt_FX_down weight over NAV Asset pledged as collateral Place of deposit Participation

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19 Valorisation method a 24 Average price of Credit Rating Geographic zone of issue - (issuer economic area for Fund Issuer Fund Issuer Code Fund Issuer Fund Issuer Fund Issuer Group Fund Issuer Group Code Fund Issuer Group Fund Issuer Fund CIC Duration acquisition rating agency D4) Code Type Name Sector Code Type name Country code Fund Custodian Country

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21 Accrued Income (Security Denominated Currency) Accrued Income (Portfolio Denominated Currency) Bond Floor (convertible instrument only) Option premium (convertible instrument only) Valuation Yield Valuation Z- spread Underlying Asset Category TPT Version 3X V3.0 3X V3.0 3X V3.0 3X V3.0 3X V3.0 3X V3.0 3X V3.0 3X V3.0

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