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1 b Portfolio identifying 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 data identific ation code for the fund share or portfolio Portfolio or name of Currency the CIS the portfolio in Portfolio currency date date price shares definition) Modified Duration SCR Delivery the instrument c zone of the quotation place DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XL32 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XL32 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XL32 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XL32 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72 DE000SEB1A96 1 SEB Global Property EUR , , ,00 73, N XT72
2 Identification code of the instrument b Type of Identifica Instrument name Asset / Quotation Market Clean market Market valuation in portfolio identificati tion of Liability currency (A) valuation valuation in currency (B) on code instrume in quotation quotation for the nt leg currency (A) currency (A) instrument AAM_ Teviot Sp.z o.o. s.c L EUR , , ,16 AAM_ Gdnsk,Arkonsk2-4,1Ph L EUR , , ,81 ME_ Diemen, Wisselwerk58 A EUR , , ,65 ME_ Arnheim,Kronenburgs6 L EUR , , , DZXF7UJKK2AY35_EUR 99 mbank /vormals BRE Bank SA A EUR , , , DZXF7UJKK2AY35_PLN 99 mbank /vormals BRE Bank SA A PLN , , , SCR9X9F3L662_EUR 99 CACEIS Bank Deutschland GmbH A EUR , , ,85 O2RNE8IBXP4R0TD8PU41_EUR 99 Société Générale S.A. A EUR , , ,86 P0T131ELWMYGYC1G4O52_EUR 99 SEB AG A EUR , , ,05 P0T131ELWMYGYC1G4O52_PLN 99 SEB AG A PLN , , ,39 P0T131ELWMYGYC1G4O52_USD 99 SEB AG A USD , , ,11 AA_EUR 99 Andere (Aktiva) -EUR A EUR , , ,87 AA_PLN 99 Andere (Aktiva) -PLN A PLN , , ,25 AA_USD 99 Andere (Aktiva) -USD A USD , , ,07 AP_EUR 99 Andere (Passiva) -EUR L EUR , , ,30 AP_PLN 99 Andere (Passiva) -PLN L PLN , , ,95 FG_EUR 99 Forderungen GR -EUR A EUR , , ,11 FG_PLN 99 Forderungen GR -PLN A PLN , , ,53 GK_ CIM, Falkenried 88 A EUR 2.083, , ,13 GK_ Land Deutschland L EUR , , ,94 GK_ Teviot Sp.z o.o. s.c L EUR , , ,08 GK_ Diemen, Wisselwerk58 L EUR , , ,00 GK_ Gdnsk,Arkonsk2-4,1Ph L EUR , , ,00 GW_ CIM, Falkenried 88 L EUR , , ,63 GW_ Hamburg,Valentin88-9 A EUR 1.111, , ,96 GW_ Land Deutschland A EUR , , ,15 GW_ Gdnsk,Arkonsk2-4,1Ph L PLN , , ,00 GW_ Land Polen A PLN , , ,77 RU_EUR 99 Rückstellung -EUR L EUR , , ,89 RU_PLN 99 Rückstellung -PLN L PLN , , ,87 ZF_ Teviot Sp.z o.o. s.c A EUR 662,56 662,56 662,56 ZF_ Diemen, Wisselwerk58 A EUR 4.177, , ,25
3 Clean market valuation in portfolio currency (B) Valuation weight Market exposure amount in quotation Market exposure amount in portfolio Market exposure Market Exposure in currency (A) currency (B) amount for the weight 3rd currency in quotation currency of the underlying asset (C) ,16 3, , ,16 3, ,81 21, , ,81 21, ,65 3, , ,65 3, ,99-1, , ,99-1, ,81 0, , ,81 0, ,11 0, , ,11 0, ,85 18, , ,85 18, ,86 20, , ,86 20, ,05 38, , ,05 38, ,39 0, , ,39 0, ,11 0, , ,11 0, ,87 0, , ,87 0, ,25 0, , ,25 0, ,07 0, , ,07 0, ,30-1, , ,30-1, ,95-0, , ,95-0, ,11 1, , ,11 1, ,53 0, , ,53 0, ,13 0, , ,13 0, ,94-0, , ,94-0, ,08-0, , ,08-0, ,00-0, , ,00-0, ,00-0, , ,00-0, ,63-0, , ,63-0, ,96 0, , ,96 0, ,15 0, , ,15 0, ,00-0, , ,00-0, ,77 0, , ,77 0, ,89-3, , ,89-3, ,87-1, , ,87-1, ,56 0, ,56 662,56 0, ,25 0, , ,25 0,
4 Market exposure for the 3rd currency in weight over NAV Interest rate Coupon Interest rate reference Identification type for interest rate index Interest rate index Interest rate Margin type rate identification name
5 Coupon payment frequency Maturity Redemption Redemption Callable / Call / put Issuer / bearer option Strike price for embedded (call/put) Issuer name date type rate putable date exercise options CACEIS Bank Deutschland GmbH 1 Société Générale S.A. 1 SEB AG 1 SEB AG 1 SEB AG
6 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 group 9 NL 9 NL DZXF7UJKK2AY DE DZXF7UJKK2AY PL SCR9X9F3L DE O2RNE8IBXP4R0TD8PU FR P0T131ELWMYGYC1G4O DE P0T131ELWMYGYC1G4O DE P0T131ELWMYGYC1G4O DE 9 US 9 NL 9 NL
7 Issuer economic area b Economic Covered / not Securitisation Explicit guarantee by the country of issue Subordinated Nature of the Credit quality Call / Put Strike sector covered debt TRANCHE step price
8 Conversion factor (convertibles)/ concordance factor / parity (options) Final maturity Exercise Hedge CIC code of the underlying Identification code of the underlying asset date type strategy asset
9 Type of identification code for the underlying asset Name of the underlying asset Quotation currency of the underlying asset ( C ) Last valuation price Country of quotation of the underlying Economic Area of quotation of the underlying asset
10 Coupon rate Coupon payment Maturity Redemption Redemption Issuer Issuer identification Type of issuer identification Name of the group of the Identification of the frequency date profile rate name code code issuer group
11 Type of the group identification code Issuer country Issuer economic area Explicit guarantee by the country of issue Credit quality step Modified Duration to maturity date Modified Duration to next option exercise date
12 b Credit sensitivity Sensitivity to underlying asset price (delta) Convexity / gamma for derivatives Vega Identification of the original portfolio for positions embedded in a fund SCR_Mrkt_IR_up weight over NAV
13 SCR_Mrkt_IR_down weight over NAV SCR_Mrkt_Eq_type1 weight over NAV SCR_Mrkt_Eq_type2 weight over NAV SCR_Mrkt_Prop weight over NAV SCR_Mrkt_Spread_bonds weight over NAV
14 a 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
15 105b SCR_Mrkt_FX_down weight over NAV Asset pledged as collateral Place of deposit Participation Valorisation method Average price of acquisition Credit rating Rating agency Geographic zone of issue - (issuer economic area for D4)
16 Fund Issuer Code a 124 Fund Issuer Code Fund Issuer Fund Issuer Fund Issuer Group Fund Issuer Group Code Fund Issuer Group Fund Issuer Fund CIC Duration Type Name Sector Code Type name Country code Fund Custodian Country
17 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
b
1 2 3 4 5 6 7 8 8b 10 11 12 13 14 15 Portfolio Type Name of the Portfo Net asset valuation of Valuation Reporting Share Total number of % cash (CIC 7 Portfoli Compl CIC code Econo Identification code of
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