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1 b 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 the Type of identifying data of Portfolio or name lio the portfolio in date date price shares definition) o ete of the mic instrument identifi ident of the CIS ificati on code for the fund shar e or portf olio Curre ncy Portfolio currency Modifie d Duratio n SCR Delive ry instrume nt zone of the quotat ion place cation code for the instrum ent DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XL32 AAM_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XL32 ME_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XL32 ME_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XL32 ME_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT DZXF7UJKK2AY35_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT DZXF7UJKK2AY35_N DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT SCRXF3L662_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT72 O2RNE8IBXP4R0TD8PU41_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT72 P0T131ELWMYGYC1G4O52_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT72 P0T131ELWMYGYC1G4O52_N DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT72 P0T131ELWMYGYC1G4O52_USD DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 AA_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 AA_N DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 AA_USD DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 AP_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 AP_N DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 FG_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 FG_N DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GK_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GK_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GK_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GK_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GK_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GW_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GW_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GW_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GW_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 GW_ DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 RU_EUR DE000SEB1A6 1 SEB Global Propert EUR , , ,00 76, N XT7 RU_N

2 b Instrument name Asset / Quantity Nominal amount Contract Quotation Liability size for derivatives currency (A) Identi ficati on of instru ment leg Market valuation in quotation currency (A) Teviot Sp.z o.o. s.c L ,88 EUR ,88 Diemen, Wisselwerk58 A 23451,3 EUR ,30 Arnheim,Kronenburgs6 L ,63 EUR ,63 Gdnsk,Arkonsk2-4,1Ph A , EUR , mbank /vormals BRE Bank SA A ,66 EUR ,66 mbank /vormals BRE Bank SA A 1786,1 N ,10 CACEIS Bank Deutschland GmbH A ,82 EUR ,82 Société Générale S.A. A 57810,82 EUR ,82 SEB AG A ,75 EUR ,75 SEB AG A 64060,11 N ,11 SEB AG A 76853,6 USD ,6 Andere (Aktiva) -EUR A ,4 EUR ,4 Andere (Aktiva) -N A ,25 N ,25 Andere (Aktiva) -USD A , USD , Andere (Passiva) -EUR L ,7 EUR ,70 Andere (Passiva) -N A ,52 N ,52 Forderungen GR -EUR A 10051,35 EUR ,35 Forderungen GR -N A 76534,31 N ,31 CIM, Falkenried 88 A 2083,13 EUR 2.083,13 Land Deutschland L -6750,38 EUR ,38 Teviot Sp.z o.o. s.c L ,08 EUR ,08 Diemen, Wisselwerk58 L EUR ,00 Gdnsk,Arkonsk2-4,1Ph L EUR ,00 CIM, Falkenried 88 L ,41 EUR ,41 Hamburg,Valentin88- A 1111,6 EUR 1.111,6 Land Deutschland A 12236,62 EUR ,62 Gdnsk,Arkonsk2-4,1Ph L ,14 N ,14 Land Polen A 63247,38 N ,38 Rückstellung -EUR L ,3 EUR ,3 Rückstellung -N L ,5 N ,50

3 Clean market valuation in quotation currency (A) Market valuation in portfolio currency Clean market valuation in portfolio currency Valuation Market exposure amount in quotation currency (B) (B) weight (A) , , ,88 8, , , , ,30, , , , ,63-4, , , , , 10, , , , ,66 31, , , , ,43 1, , , , ,82 18, , , , ,82 18, , , , ,75 16, , , , ,52 0, , , , ,36 0, , , , ,4 0, , , , ,61 1, , , 3.832, ,25 0, , , , ,70-0, , , , ,50 0, , , , ,35 3, , , , ,74 0, , , , ,13 0, , , , ,38-0, , , , ,08-0, , , , ,00-0, , , , ,00-0, , , , ,41-2, , , , ,6 0, , , , ,62 0, , , , ,6-0, , , , ,04 0, , , , ,3-10, , , , ,6-1, ,50

4 Market exposure amount in portfolio currency Market exposure Market Exposure in Market exposure for the 3rd currency in weight (B) amount for the 3rd currency in quotation currency of the underlying asset (C) weight over ,88 8, ,30, ,63-4, , 10, ,66 31, ,43 1, ,82 18, ,82 18, ,75 16, ,52 0, ,36 0, ,4 0, ,61 1, ,25 0, ,70-0, ,50 0, ,35 3, ,74 0, ,13 0, ,38-0, ,08-0, ,00-0, ,00-0, ,41-2, ,6 0, ,62 0, ,6-0, ,04 0, ,3-10, ,6-1,

5 Interest rate type Coupon Interest rate reference Identification type for interest rate Interest rate index Interest rate Margin Coupon payment Maturity Redemption Redemption rate identification index name frequency date type rate

6 Callable / putable Call / put Issuer / bearer option Strike price for embedded (call/put) Issuer name Issuer identification code Type of identification code for date exercise options issuer 25400DZXF7UJKK2AY DZXF7UJKK2AY35 1 CACEIS Bank Deutschland GmbH SCRXF3L662 1 Société Générale S.A. O2RNE8IBXP4R0TD8PU41 1 SEB AG P0T131ELWMYGYC1G4O52 1 SEB AG P0T131ELWMYGYC1G4O52 1 SEB AG P0T131ELWMYGYC1G4O52 1

7 Name of the group of the issuer Identification of the group Type of identification code for issuer group Issuer country Issuer economic area Economic sector NL NL 1 DE 1 1 DE 1 FR 1 DE 1 DE 1 DE DE US DE DE DE DE NL DE DE DE DE

8 Covered / not covered b Securitisati Explicit guarantee by the country of Subordinated Nature of the Credit quality Call / Strike Conversion factor (convertibles)/ concordance on issue debt TRANCHE step Put price factor / parity (options)

9 Final maturity date Exercise Hedge CIC code of the underlying Identification code of the underlying Type of identification code for the underlying Name of the underlying type strategy asset asset asset asset

10 Quotation currency of the underlying asset ( C ) Last valuation Country of quotation of the Coupon Coupon payment Maturity Redemption Redemption Issuer price underlying rate frequency date profile rate name Economic Area of quotation of the underlying asset

11 Issuer identification code Type of issuer identification Name of the group of the Identification of the Type of the group identification Issuer Issuer economic Explicit guarantee by the country of code issuer group code country area issue

12 b Credit quality step Modified Duration to maturity date Modified Duration to next option exercise date Credit sensitivity Sensitivity to underlying asset price (delta) Convexity / gamma for derivatives Vega

13 Identification of the original portfolio for positions embedded in a fund SCR_Mrkt_IR_up weight over SCR_Mrkt_IR_down weight over SCR_Mrkt_Eq_type1 weight over SCR_Mrkt_Eq_type2 weight over

14 SCR_Mrkt_Prop weight over SCR_Mrkt_Spread_bonds weight over SCR_Mrkt_Spread_structured weight over SCR_Mrkt_Spread_derivatives_up weight over SCR_Mrkt_Spread_derivatives_down weight over

15 105a 105b SCR_Mrkt_FX_up weight over SCR_Mrkt_FX_down weight over Asset pledged as Place of Participatio Valorisation Average price of Credit Rating collateral deposit n method acquisition rating agency

16 Geographic zone of issue - (issuer economic area for D4) Fund Issuer Code Fund Issuer Code Type Fund Issuer Name Fund Issuer Sector Fund Issuer Group Code Fund Issuer Group Code Type Fund Issuer Group name Fund Issuer Country

17 Fund CIC code a Fund Duratio Option premium Custodian n (convertible Country instrument only) Accrued Income (Security Denominated Currency) Accrued Income (Portfolio Denominated Currency) Bond Floor (convertible instrument only)

18 Valuation Yield Valuation Z- Underlying Asset TPT Version spread Category 3X V3.0 3X V3.0 3X V3.0 3X V3.0

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b 1 2 3 4 5 6 7 8 8b 9 10 11 12 13 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

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