SWISSCANTO (LU) SICAV II

Transcription

1 SWISSCANTO (LU) SICAV II Investment fund under Luxembourg law Unaudited semi-annual report Custodian bank: RBC Investor Services Bank S.A. R.C.S. B No subscriptions may be received on the basis of the annual and semi-annual reports. Subscriptions may only be made on the basis of the current sales prospectus enclosed with the most recent annual report and, if appropriate, the most recent semi-annual report.

2 Page 2 Contents Page Administration and Corporate Bodies 3 General Information 5 Statement of Net Assets 8 Income and Expense Statement and other Changes to Net Assets 12 Evolution of Shares in Circulation for the Period ended 31 March Statistics 2 Swisscanto (LU) SICAV II Money Market CHF 24 Investment portfolio 24 Geographic and economic composition of Investment portfolio 27 Swisscanto (LU) SICAV II Money Market EUR 28 Investment portfolio 28 Geographic and economic composition of Investment portfolio 32 Swisscanto (LU) SICAV II Money Market USD 33 Investment portfolio 33 Geographic and economic composition of Investment portfolio 37 Swisscanto (LU) SICAV II Bond Medium Term CHF 38 Investment portfolio 38 Geographic and economic composition of Investment portfolio 41 Swisscanto (LU) SICAV II Bond Medium Term EUR 42 Investment portfolio 42 Geographic and economic composition of Investment portfolio 44 Swisscanto (LU) SICAV II Bond CHF 45 Investment portfolio 45 Geographic and economic composition of Investment portfolio 48 Swisscanto (LU) SICAV II Bond EUR 49 Investment portfolio 49 Geographic and economic composition of Investment portfolio 51 Swisscanto (LU) SICAV II Bond USD 52 Investment portfolio 52 Geographic and economic composition of Investment portfolio 55 Swisscanto (LU) SICAV II Bond Absolute Return (CHF) 56 Investment portfolio 56 Geographic and economic composition of Investment portfolio 67 Swisscanto (LU) SICAV II Bond Absolute Return (EUR) 68 Investment portfolio 68 Geographic and economic composition of Investment portfolio 79 Swisscanto (LU) SICAV II Portfolio Yield (EUR) 8 Investment portfolio 8 Geographic and economic composition of Investment portfolio 91 Swisscanto (LU) SICAV II Portfolio Balanced (EUR) 92 Investment portfolio 92 Geographic and economic composition of Investment portfolio 12 Notes on the semi-annual report 13

3 Page 3 Administration and Corporate Bodies Management Company SWISSCANTO ASSET MANAGEMENT INTERNATIONAL S.A. 19, rue de Bitbourg, L-1273 Luxembourg Management Board Chairman Dr. Gérard Fischer, Switzerland, CEO Swisscanto Holding AG, Bern Members Steve P. Cossins, England, Managing Director of Swisscanto Funds Centre Limited, London Ralf C. Branda, Germany, Head of International Business Development Swisscanto Asset Management AG, Bern Custodian Bank, Main Payment, Central Administration, Registration and Transfer Offices RBC Investor Services Bank S.A. 14, Porte de France, L-436 Esch-sur-Alzette, Luxembourg Portfolio Manager Swisscanto Asset Management AG Nordring 4, CH-3 Bern 25 Swisscanto Funds Centre Limited 4th Floor, 51 Moorgate, GB-London EC2R 6BH Payment and sales offices Luxembourg RBC Investor Services Bank S.A. 14, Porte de France, L-436 Esch-sur-Alzette Paying Agent in Switzerland Basler Kantonalbank Spiegelgasse 2, CH-42 Basel Representative Office in Switzerland Swisscanto Asset Management AG Nordring 4, CH-3 Bern 25 Central order collecting point Swisscanto Funds Centre Limited 4th Floor, 51 Moorgate, GB-London EC2R 6BH

4 Page 4 Administration and Corporate Bodies (cont.) Cabinet de révision agréé (Auditor) KPMG Luxembourg S.à r.l. 9, Allée Scheffer, L-252 Luxembourg Legal Adviser Anwaltskanzlei Arendt & Medernach 14, rue Erasme, L-282 Luxembourg

5 Page 5 General Information Investment company governed by Luxembourg law with an umbrella structure and variable capital (hereinafter referred to as the "SICAV") is subject to the legal provisions of the second part of the Luxembourg law of 17 December 21 regulating collective investment undertakings. The articles of association of the SICAV were published in the Mémorial on 2 January 26. The articles of association of the management company and the contract terms of fund, as last amended, have been filed in the Luxembourg Trade and Companies Register, in which they may be viewed. Printed copies of the Articles of Association, the simplified and detailed prospectus and the annual and semi-annual reports can be obtained free of charge directly from Swisscanto Asset Management AG, the registered office of the Custodian Bank and all payments or sales offices. The information is also available on the home page of the Swisscanto web site ( where further up-to-date information on SICAV can also be found. No subscriptions for shares can be accepted on the basis of the annual and semi-annual reports. Subscriptions may only be made on the basis of the current prospectus and the last annual report and, if a semi-annual report was issued subsequently, that semi-annual report. Sales restrictions Shares of may not be offered, sold or delivered within the USA. Guidelines of the Swiss Funds Association SFA concerning transparency in administrative commissions (7 June 25) Compensation for the marketing of the SICAV is paid out of the flat-rate administrative commission. The fund management also intends to offer remuneration to institutional investors holding fund shares for third parties from the flat-rate administrative commission. MONEY MARKET CHF ISIN no.: Class B: LU Securities no.: Class B: MONEY MARKET EUR ISIN no.: Class B: LU Securities no.: Class B: MONEY MARKET USD ISIN no.: Class B: LU Securities no.: Class B: The historic performance is not an indicator of the current or future performance. Performance details do not take into accounts the costs and commissions for the issue and return of the shares. The information and figures contained in this report are based upon the past and provide no indication of future developments.

6 Page 6 General Information (cont.) BOND MEDIUM TERM CHF ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: BOND MEDIUM TERM EUR ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: BOND CHF ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: BOND EUR ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: BOND USD ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: The historic performance is not an indicator of the current or future performance. Performance details do not take into accounts the costs and commissions for the issue and return of the shares. The information and figures contained in this report are based upon the past and provide no indication of future developments.

7 Page 7 General Information (cont.) BOND ABSOLUTE RETURN (CHF) ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: BOND ABSOLUTE RETURN (EUR) ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: PORTFOLIO YIELD (EUR) ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: PORTFOLIO BALANCED (EUR) ISIN no.: Class A: LU ISIN no.: Class B: LU Securities no.: Class A: Securities no.: Class B: The historic performance is not an indicator of the current or future performance. Performance details do not take into accounts the costs and commissions for the issue and return of the shares. The information and figures contained in this report are based upon the past and provide no indication of future developments.

8 Page 8 Statement of Net Assets Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Bond Medium Term CHF Note CHF EUR USD CHF ASSETS Investment portfolio at market (2) 165,111,412 Bank balance 8,381,9 Receivables from sale of securities Outstanding subscription monies 1,46 Receivables from securities revenue 1,291,813 Interest receivable on current accounts Other TOTAL ASSETS 174,795, ,863,3 2,91,33 132,987 5,256,63 496,153, ,472,6 9,734,13 73,986 1,76, ,356, ,599,355 49,45 12,288,528 45,756 1,856,78 27,199,752 LIABILITIES Bank overdraft Liabilities from securities purchases Outstanding payments from the repurchase of stock 298,11 Net unrealised loss on forward foreign exchange contracts (8) Net unrealised loss on futures (9) Bank interest and other liabilities 22,74 TOTAL LIABILITIES 32,85 NET ASSETS AT THE END OF THE PERIOD 174,474,735 7,79,719 99,798 18,448 8,97, ,55,418 2,38,333 45,551 2,353, ,2,75 1,462,528 1,493, ,329 3,183,586 24,16,166 Net asset per share Class A Class B Number of shares in circulation Class A Class B - 1,668,63-4,392,838-1,572,45 814,831 1,9,64

9 Page 9 Statement of Net Assets (cont.) Swisscanto (LU) SICAV II Bond Medium Term EUR Swisscanto (LU) SICAV II Bond CHF Swisscanto (LU) SICAV II Bond EUR Swisscanto (LU) SICAV II Bond USD Note EUR CHF EUR USD ASSETS Investment portfolio at market (2) 272,367,54 Bank balance 2,517,576 Receivables from sale of securities 2,8,846 Outstanding subscription monies 256,283 Receivables from securities revenue 3,959,257 Interest receivable on current accounts Other TOTAL ASSETS 281,91,16 133,872, ,85 26,639 1,5, ,146,89 188,58,679 3,891, ,168 2,488,996 92, ,415,374 46,47, ,738 39, ,161 47,232,88 LIABILITIES Bank overdraft Liabilities from securities purchases Outstanding payments from the repurchase of stock 1,76,524 Net unrealised loss on forward foreign exchange contracts (8) Net unrealised loss on futures (9) Bank interest and other liabilities 348,246 TOTAL LIABILITIES 1,424,77 NET ASSETS AT THE END OF THE PERIOD 28,476, , , , ,559,999 9,662, ,64 142,861 1,151,33 185,264,71 185,426 36, ,849 47,1,959 Net asset per share Class A Class B Number of shares in circulation Class A Class B 1,463,525 1,84,26 375,51 83,13 456,924 1,71, ,255 18,592

10 Page 1 Statement of Net Assets (cont.) Swisscanto (LU) SICAV II Bond Absolute Return (CHF) Swisscanto (LU) SICAV II Bond Absolute Return (EUR) Swisscanto (LU) SICAV II Portfolio Yield (EUR) Swisscanto (LU) SICAV II Portfolio Balanced (EUR) Note CHF EUR EUR EUR ASSETS Investment portfolio at market (2) 833,994,75 Bank balance 55,136,486 Receivables from sale of securities Outstanding subscription monies 8,764,875 Receivables from securities revenue 12,35,772 Interest receivable on current accounts 1 Other 1,62,777 TOTAL ASSETS 911,38, ,56,571 6,528, ,575 2,796, , ,63,193 96,664,324 6,945,26 9,851 93, ,58 14,627,958 5,285,724 3,87,287 8,71 379,85 7 5,479 53,767,57 LIABILITIES Bank overdraft Liabilities from securities purchases 15,811,537 Outstanding payments from the repurchase of stock 32,124 Net unrealised loss on forward foreign exchange contracts (8) 7,76,432 Net unrealised loss on futures (9) 391,57 Bank interest and other liabilities 657,153 TOTAL LIABILITIES 24,598,816 NET ASSETS AT THE END OF THE PERIOD 886,71,179 2,559,884 19,832 3,985,319 84, ,322 6,814, ,815,497 8, ,42 121,849 93,998 18,46 584,45 14,43,58 6,425 54,935 51,788 53,69 12, ,492 53,497,565 Net asset per share Class A Class B Number of shares in circulation Class A Class B 7,244,98 1,83,493 1,189,51 628,83 517,8 378, ,377 22,956

11 Page 11 Statement of Net Assets (cont.) Consolidated Note CHF ASSETS Investment portfolio at market (2) 3,64,856,824 Bank balance 127,593,364 Receivables from sale of securities 15,694,295 Outstanding subscription monies 11,35,366 Receivables from securities revenue 37,576,838 Interest receivable on current accounts 25 Other 1,737,6 TOTAL ASSETS 3,258,493,772 LIABILITIES Bank overdraft 18,419 Liabilities from securities purchases 4,744,85 Outstanding payments from the repurchase of stock 7,835,385 Net unrealised loss on forward foreign exchange contracts (8) 12,763,631 Net unrealised loss on futures (9) 673,611 Bank interest and other liabilities 2,341,43 TOTAL LIABILITIES 64,377,326 NET ASSETS AT THE END OF THE PERIOD 3,194,116,446

12 Page 12 Income and Expense Statement and other Changes to Net Assets from 1 October 212 to 31 March 213 Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Bond Medium Term CHF Note CHF EUR USD CHF NET ASSETS AT THE BEGINNING OF THE PERIOD 223,44,271 INCOME Dividends, net Net interest income from bonds and other debenture bonds 1,32,26 Interest on bank balance Interest on swaps TOTAL INCOME 1,32,26 EXPENSES Transaction costs (2) 3,485 Fixed administrative commission (3) 79,26 Subscription tax ("taxe d'abonnement") (4) 9,36 Interest expenses from bank liabilities 21,33 Other expenses TOTAL EXPENSES 113,147 TOTAL NET INCOME 919,59 Net-realised increases / (decreases) from securities (898,642) Net realised increases / (decreases) from swaps Net-realised increases / (decreases) from currency forward contracts Net-realised increases / (decreases) from forward contracts Net-realised increases / (decreases) from foreign exchange transactions (61) NET REALISED GAIN / (LOSS) ON INVESTMENTS 2,356 Net changes in non-realised increases / (decreases) - from securities (38,261) - from swaps - from futures - from currency forward contracts NET INCREASE / NET DECREASE OF NET ASSETS (287,95) 62,34,969 5,447,267 5,447,267 3,32 839,239 25, ,147 4,579,12 (4,97,182) (391,62) (8,917) (471,979) 199,95,124 1,27,498 4,25 1,31,73 14, ,138 8, , ,124 (61,48) (115) 121,529 (125,116) (3,587) 257,289,512 2,482,792 2,482,792 1, ,952 56,36 3, ,681 1,838,111 (774,61) (251) 1,63,25 (1,351,178) (287,928) Share subscriptions (2) 2,156,69 Share redemptions (2) (5,437,7) Distributions Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD 174,474,735 7,789,88 (139,567,452) 488,55,418 5,515,59 (29,458,891) 176,2,75 17,779,847 (69,378,356) (1,386,99) 24,16,166

13 Page 13 Income and Expense Statement and other Changes to Net Assets from 1 October 212 to 31 March 213 (cont.) Swisscanto (LU) SICAV II Bond Medium Term EUR Swisscanto (LU) SICAV II Bond CHF Swisscanto (LU) SICAV II Bond EUR Swisscanto (LU) SICAV II Bond USD Note EUR CHF EUR USD NET ASSETS AT THE BEGINNING OF THE PERIOD 328,441,746 INCOME Dividends, net Net interest income from bonds and other debenture bonds 4,12,982 Interest on bank balance Interest on swaps TOTAL INCOME 4,12,982 EXPENSES Transaction costs (2) 1,561 Fixed administrative commission (3) 1,21,42 Subscription tax ("taxe d'abonnement") (4) 73,26 Interest expenses from bank liabilities 21 Other expenses TOTAL EXPENSES 1,275,83 TOTAL NET INCOME 2,845,152 Net-realised increases / (decreases) from securities 1,6,274 Net realised increases / (decreases) from swaps Net-realised increases / (decreases) from currency forward contracts Net-realised increases / (decreases) from forward contracts Net-realised increases / (decreases) from foreign exchange transactions NET REALISED GAIN / (LOSS) ON INVESTMENTS 3,851,426 Net changes in non-realised increases / (decreases) - from securities (3,272,486) - from swaps - from futures - from currency forward contracts NET INCREASE / NET DECREASE OF NET ASSETS 578,94 24,594,61 1,758,874 1,758, ,113 35,188 7,3 689,183 1,69,691 3,239,795 (189) 4,39,297 (4,53,689) (194,392) 262,935,68 3,54,53 3,54,53 1, ,162 48, ,1 2,89,52 6,775,446 (59,726) 8,85,222 (5,86,258) 2,944,964 66,941, , ,562 5, ,645 12, ,62 359,96 1,433,533 19,759 (157) 1,813,95 (2,126,273) (313,178) Share subscriptions (2) 6,19,999 Share redemptions (2) (51,332,536) Distributions (3,321,93) Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD 28,476,246 8,665,637 (76,951,139) (554,168) 135,559,999 29,968,453 (19,565,389) (1,19,25) 185,264,71 2,187,58 (21,469,573) (334,679) 47,1,959

14 Page 14 Income and Expense Statement and other Changes to Net Assets from 1 October 212 to 31 March 213 (cont.) Swisscanto (LU) SICAV II Bond Absolute Return (CHF) Swisscanto (LU) SICAV II Bond Absolute Return (EUR) Swisscanto (LU) SICAV II Portfolio Yield (EUR) Swisscanto (LU) SICAV II Portfolio Balanced (EUR) Note CHF EUR EUR EUR NET ASSETS AT THE BEGINNING OF THE PERIOD 632,638,185 INCOME Dividends, net Net interest income from bonds and other debenture bonds 15,778,624 Interest on bank balance 1 Interest on swaps 4,245 TOTAL INCOME 15,782,879 EXPENSES Transaction costs (2) 12,661 Fixed administrative commission (3) 2,932,485 Subscription tax ("taxe d'abonnement") (4) 23,381 Interest expenses from bank liabilities 99,791 Other expenses TOTAL EXPENSES 3,248,318 TOTAL NET INCOME 12,534,561 Net-realised increases / (decreases) from securities (1,549,648) Net realised increases / (decreases) from swaps (55) Net-realised increases / (decreases) from currency forward contracts 19,57,629 Net-realised increases / (decreases) from forward contracts 9,731 Net-realised increases / (decreases) from foreign exchange transactions (1,364,461) NET REALISED GAIN / (LOSS) ON INVESTMENTS 28,687,757 Net changes in non-realised increases / (decreases) - from securities 9,748,14 - from swaps (2,238) - from futures (391,57) - from currency forward contracts (22,48,746) NET INCREASE / NET DECREASE OF NET ASSETS 15,993, ,852,764 3,795,29 3 1,758 3,796,97 4, ,475 45, ,755 2,895,215 41, ,713,497 2,54 (125,418) 11,526,671 1,98,388 (925) (84,339) (8,53,44) 4,9, ,992,315 27,73 1,395, ,62,476 7, ,299 26, , , ,634 1,447, , ,591 (61,477) 2,856,572 (468,356) (6,311) (279,571) 2,48,334 57,425,82 216,45 516, ,384 6, ,389 13, , , ,845 1,62, , ,132 (17,217) 1,77, ,312 (58,282) (124,783) 1,83,645 Share subscriptions (2) 281,2,41 Share redemptions (2) (21,48,193) Distributions (21,461,197) Measurement difference (2) NET ASSETS AT THE END OF THE PERIOD 886,71,179 44,193,398 (13,377,982) (3,862,38) 189,815,497 3,837,272 (13,717,845) (1,116,568) 14,43,58 1,86,698 (7,15,792) (441,68) 53,497,565

15 Page 15 Income and Expense Statement and other Changes to Net Assets from 1 October 212 to 31 March 213 (cont.) Consolidated Note CHF NET ASSETS AT THE BEGINNING OF THE PERIOD 3,431,483,455 INCOME Dividends, net 514,94 Net interest income from bonds and other debenture bonds 44,9,381 Interest on bank balance 4,141 Interest on swaps 6,383 TOTAL INCOME 45,425,845 EXPENSES Transaction costs (2) 68,953 Fixed administrative commission (3) 1,559,132 Subscription tax ("taxe d'abonnement") (4) 67,419 Interest expenses from bank liabilities 133,635 Other expenses 5,313 TOTAL EXPENSES 11,374,452 TOTAL NET INCOME 34,51,393 Net-realised increases / (decreases) from securities 7,318,137 Net realised increases / (decreases) from swaps (7) Net-realised increases / (decreases) from currency forward contracts 3,195,158 Net-realised increases / (decreases) from forward contracts 441,935 Net-realised increases / (decreases) from foreign exchange transactions (1,613,415) NET REALISED GAIN / (LOSS) ON INVESTMENTS 7,393,21 Net changes in non-realised increases / (decreases) - from securities (8,644,88) - from swaps (3,363) - from futures (638,331) - from currency forward contracts (32,913,259) NET INCREASE / NET DECREASE OF NET ASSETS 28,193,44 Share subscriptions (2) 43,924,846 Share redemptions (2) (673,476,518) Distributions (35,587,876) Measurement difference (2) 12,579,99 NET ASSETS AT THE END OF THE PERIOD 3,194,116,446

16 Page 16 Evolution of Shares in Circulation for the Period ended 31 March 213 Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market USD Class A Class B Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period 2,129,336 2,594 (481,867) 1,668,63 5,578,48 7,88 (1,255,73) 4,392,838 1,786,355 49,271 (263,176) 1,572,45

17 Page 17 Evolution of Shares in Circulation for the Period ended 31 March 213 (cont.) Swisscanto (LU) SICAV II Bond Medium Term CHF Swisscanto (LU) SICAV II Bond Medium Term EUR Swisscanto (LU) SICAV II Bond CHF Class A Class B Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period 91,87 34,232 (121,28) 814,831 1,471, ,891 (58,948) 1,9,64 1,64,425 26,953 (23,853) 1,463,525 1,36,651 24,335 (246,96) 1,84,26 431,59 16,998 (72,997) 375,51 1,366,879 58,778 (595,644) 83,13

18 Page 18 Evolution of Shares in Circulation for the Period ended 31 March 213 (cont.) Swisscanto (LU) SICAV II Bond EUR Swisscanto (LU) SICAV II Bond USD Swisscanto (LU) SICAV II Bond Absolute Return (CHF) Class A Class B Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period 459,94 63,637 (65,87) 456,924 1,71,691 18,91 (811,148) 1,71, ,34 7,81 (14,166) 188, ,277 9,455 (142,14) 18,592 5,184,822 2,172,357 (113,81) 7,244,98 1,249, ,583 (88,987) 1,83,493

19 Page 19 Evolution of Shares in Circulation for the Period ended 31 March 213 (cont.) Swisscanto (LU) SICAV II Bond Absolute Return (EUR) Swisscanto (LU) SICAV II Portfolio Yield (EUR) Swisscanto (LU) SICAV II Portfolio Balanced (EUR) Class A Class B Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period Number of outstanding shares at beginning of the period Number of shares issued Number of shares redeemed Number of outstanding shares at end of the period 974, ,522 (69,886) 1,189,51 543, ,438 (53,756) 628,83 564,921 2,935 (68,56) 517,8 418,121 11,352 (51,47) 378, ,228 8,544 (32,395) 243, ,851 7,16 (3,1) 22,956

20 Page 2 Statistics Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market USD CHF EUR USD NET ASSETS 31 March September September ,474, ,44, ,175, ,55,418 62,34, ,581, ,2,75 199,95, ,465,54 Net asset per share 31 March 213 Class A Class B 3 September 212 Class A Class B 3 September 211 Class A Class B TER per share PTR Class A Class B -.9% % -.42% % -.31% 447.5%

21 Page 21 Statistics (cont.) Swisscanto (LU) SICAV II Bond Medium Term CHF Swisscanto (LU) SICAV II Bond Medium Term EUR Swisscanto (LU) SICAV II Bond CHF CHF EUR CHF NET ASSETS 31 March September September ,16, ,289, ,296,591 28,476, ,441,746 4,49, ,559,999 24,594,61 29,543,877 Net asset per share 31 March 213 Class A Class B 3 September 212 Class A Class B 3 September 211 Class A Class B TER per share PTR Class A Class B.55%.55% 37.45%.84%.85% %.84%.84% 5.94%

22 Page 22 Statistics (cont.) Swisscanto (LU) SICAV II Bond EUR Swisscanto (LU) SICAV II Bond USD Swisscanto (LU) SICAV II Bond Absolute Return (CHF) EUR USD CHF NET ASSETS 31 March September September ,264,71 262,935,68 281,927,911 47,1,959 66,941,331 72,196, ,71, ,638, ,815,44 Net asset per share 31 March 213 Class A Class B 3 September 212 Class A Class B 3 September 211 Class A Class B TER per share PTR Class A Class B.89%.89% %.89%.89% 9.9%.84%.84% 39.43%

23 Page 23 Statistics (cont.) Swisscanto (LU) SICAV II Bond Absolute Return (EUR) Swisscanto (LU) SICAV II Portfolio Yield (EUR) Swisscanto (LU) SICAV II Portfolio Balanced (EUR) EUR EUR EUR NET ASSETS 31 March September September ,815, ,852, ,752,472 14,43,58 112,992, ,945,723 53,497,565 57,425,82 62,82,995 Net asset per share 31 March 213 Class A Class B 3 September 212 Class A Class B 3 September 211 Class A Class B TER per share PTR Class A Class B 1.4% 1.4% 46.6% 1.24% 1.24% 23.16% 1.34% 1.34% 36.16%

24 Page 24 Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market CHF Investment portfolio (information in CHF) Quantity / face Currency Cost price Fair % of net Officially and other regulated markets listed securities and money market instruments Bonds CH33498 CH17678 CH CH Australia ANZ Bank 2.75% , CHF 59,4 51,25.29 Commonwealth Bank of Australia 2% , CHF 47,78 45,28.23 Commonwealth Bank of Australia 2.25% ,25, CHF 7,36,813 7,262, National Australia Bank 2.625% , CHF 36,36 3,.17 8,584,353 8,468, CH Denmark Kommunekredit 2.75% EMTN ,2, CHF 3,262,923 3,28, ,262,923 3,28, CH CH CH31561 CH34392 CH CH Germany Bayerische Landesbank 2.375% EMTN Bayerische Landesbank 4% , CHF 737,793 73, ,, CHF 5,167,6 5,1, Berlin 2.625% (Rbg) 7, CHF 75,6 71,435.4 KFW 3% ,1, CHF 1,127,9 1,121,67.64 Landwirtschaftliche Rentenbank 3.25% 1,6, CHF 1,642,94 1,627, Norddeutsche LB GZ 3.25% , CHF 664, , ,45,491 9,849, CH Finland Municipality Finance Plc 2.5% EMTN ,7, CHF 1,743,77 1,72, ,743,77 1,72,57.99 CH CH CH CH France Caisse des Dépôts et Consignat 2.375% EMTN Council of Europe Dev Bank 1.875% EMTN Sen Total Capital SA 2.5% EMTN ,, CHF 2,48, 2,32, ,5, CHF 2,546,5 2,542, , CHF 797, ,86.45 Total Capital SA 3.125% ,95, CHF 5,38,744 4,964, ,431,136 1,332, CH Canada Ontario (Province of) 2.5% ,2, CHF 3,263,95 3,221, ,263,95 3,221, CH Luxembourg EIB 3.5% ,5, CHF 7,775,75 7,717,

25 Page 25 Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market CHF Investment portfolio (cont.) (information in CHF) Quantity / face Currency Cost price Fair % of net CH Nestle Finance Intl Ltd 2% EMTN ,615, CHF 1,761,478 1,688, ,536,553 18,46, CH CH CH CH Netherlands Bank Nederlandse Gemeenten NV 2.25% Energie Beheer Nederland BV 2.75% EMTN , CHF 511,55 51, ,1, CHF 6,225,59 6,149, Rabobank.3% , CHF 25,39 25,4.14 Rabobank 2.625% , CHF 35,295 33, ,292,744 7,213, CH CH Austria Kommunalkredit Austria 3% Oesterreichische Kontrollbk AG 3% , CHF 256,25 256, ,85, CHF 3,954,651 3,928, ,21,91 4,184, CH CH CH CH CH Sweden Kommuninvest I Sverige AB 2.75% EMTN ,35, CHF 1,382,73 1,367, Swedbank 1.25% ,25, CHF 2,26,774 2,251, Swedbank 1.875% , CHF 35,1 34,5.17 Swedish Exp 2.25% , CHF 55,45 51, Swedish Export Credit 3.5% ,5, CHF 5,672,7 5,555, ,126,754 9,979, Total - Bonds 77,498,575 76,585, Total - Officially and other regulated markets listed securities and money market instruments 77,498,575 Securities and money market instruments that are neither traded on an exchange nor on a regulated market 76,585, Certificates of Deposit XS FR Great Britain Socgen % CD 3,5, CHF 3,51,62 3,5, ,51,62 3,5, Sweden Nordea Se % CD 5,, CHF 5,1,391 5,1, ,1,391 5,1, Total - Certificates of Deposit 8,52,453 8,51, Commercial Papers XS XS Germany Abwicklungs % CP 4,, CHF 4,1,286 4,, FMS Wertman % CP 5,, CHF 5,5,428 5,,

26 Page 26 Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market CHF Investment portfolio (cont.) (information in CHF) Quantity / face Currency Cost price Fair % of net XS FMS Wertman % CP 4,, CHF 4,2,74 4,2, XS NRW Bank % CP 6,, CHF 6,11,853 6,, ,21,37 19,4, XS XS XS XS XS XS XS XS XS XS XS XS XS XS Finland Pohjola Bank % CP 2,5, CHF 2,5,938 2,5, ,5,938 2,5, France Cades % CP 5,, CHF 5,4,529 5,2, Cdc % CP 5,, CHF 5,9,677 5,1, Cdc % CP 3,5, CHF 3,52,32 3,5, Natixis S.A % CP 4,, CHF 3,999,393 3,999, SNCF % CP 4,, CHF 4,2,713 4,2, SNCF % CP 4,, CHF 4,2,52 4,, ,521,134 25,57, Luxembourg BCEE % CP 3,, CHF 3,4,79 3,, BCEE % CP 6,, CHF 6,4,3 6,1, BNP Funding % CP 5,, CHF 5,3,127 5,, ,11,839 14,3, Netherlands BNG % CP 6,, CHF 6,6,662 6,1, NWB % CP 4,, CHF 4,4,438 4,1, NWB % CP 4,, CHF 4,3,154 4,2, Rabobank % CP 5,, CHF 5,2,31 5,2, ,16,555 19,7, Total - Commercial Papers 8,71,773 8,23, Total - securities and money market instruments that are neither traded on an exchange nor on a regulated market 88,574,226 88,525, TOTAL INVESTMENT PORTFOLIO 166,72,81 165,111,

27 Page 27 Swisscanto (LU) SICAV II Money Market CHF Swisscanto (LU) SICAV II Money Market CHF Geographic and economic composition of Investment portfolio (information in percentage of net ) Geographic composition % Economic composition % France 2.54 Luxembourg Germany Netherlands 15.2 Sweden 8.58 Australia 4.85 Finland 2.42 Austria 2.4 Great Britain 2.1 Canada 1.85 Denmark 1.84 Banks and financial institutes Holding and financial companies 19.3 States, provinces and municipalities 15.4 Supranational 5.88 Traffic and transport

28 Page 28 Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market EUR Investment portfolio (information in EUR) Quantity / face Currency Cost price Fair % of net Officially and other regulated markets listed securities and money market instruments Bonds XS Australia St George Bank 6.5% EMTN 9,5, EUR 9,979,75 9,632, ,979,75 9,632, Germany XS Bayerische Landesbank FRN ,, EUR 4,3,55 4,,12.82 DEBLB6H2 Bayerische Landesbank FRN ,2, EUR 3,27,86 3,24,64.66 XS Dgz Dekabk 4.25% ,216, EUR 1,252,966 1,23, DEAZ1V59 KFW FRN ,, EUR 3,4,5 3,1,53.61 DEAE9XV9 Land Berlin 3.25% A26 4,, EUR 4,124,56 4,96,6.84 DEASLKS8 Landesbank Baden - Wuerttemberg 3.25% ,85, EUR 1,172,2 1,11, DELBWPP2 Landesbank Baden - Wuerttemberg 4% ,4, EUR 16,834,4 16,65, XS Landwirtschaftliche Rentenbank 3.75% ,, EUR 5,156,3 5,4, DEAZ13V6 Ldkr B-w FRN ,25, EUR 3,252,113 3,251, DENRW2YT2 Nordrhein FRN ,5, EUR 2,54,125 2,53,2.51 DENRW2Y96 Nordrhein Westfalen 2.25% ,24, EUR 3,79,569 3,37, DENRWAT6 Nordrhein 1.25% ,759, EUR 3,79,696 3,777,67.77 DENWB12H NRW Bank 2.5% ,13, EUR 3,19,722 3,177, DEASFPD1 Sachsen 4.125% A.12 3,4, EUR 3,483,3 3,47,4.7 DESEB2P7 Seb 4.25% ,821, EUR 1,1,519 9,857, ,66,84 76,32, FR17849 FR FR FR FR1661 FR XS FR49229 FR XS XS France BNP Paribas Home Loan Cov Bond 3% BNP Paribas Home Loan Cov Bond Caisse d Amort de la Dette Soc 1.75% Caisse d Amort de la Dette Soc 3.25% Caisse d Amort de la Dette Soc 4.5% ,, EUR 3,79,8 3,25, ,, EUR 5,184,75 5,34, ,, EUR 1,13,2 1,1,3.21 4,, EUR 4,91,4 4,7, ,65, EUR 2,749,63 2,699,37.55 Cmcicb 1.875% ,, EUR 2,18,2 2,6,7.41 RATP 5.25% EMTN 1,5, EUR 1,567,2 1,534,17.31 RFF 4.625% ,314, EUR 1,371,159 1,368, Sfef 3.25% ,839, EUR 9,86,991 9,55, Total Cap 4.75% ,574, EUR 5,783,151 5,745, ,945,481 35,488, Great Britain RBS 2.75% ,, EUR 3,31,5 3,15, ,31,5 3,15,99.62

29 Page 29 Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market EUR Investment portfolio (cont.) (information in EUR) Quantity / face Currency Cost price Fair % of net XS Japan Jbic 4.5% ,, EUR 1,31,7 1,27, ,31,7 1,27,92.21 XS Canada Ontario (Province of) 4.25% ,785, EUR 9,12,19 9,35, ,12,19 9,35, XS XS XS XS XS XS4243 XS XS XS XS XS XS XS XS XS Luxembourg BEI 3.625% ,34, EUR 1,287,244 1,226, Netherlands Bank Nederlandse Gemeenten NV 3.75% ,287,244 1,226, ,967, EUR 5,12,729 5,93, BNG 4.375% EMTN 11,, EUR 11,361,48 11,118, BNG 4.5% ,, EUR 8,353,36 8,323, BNG 5.25% ,385, NLG 1,111,271 1,82, NWB FRN ,, EUR 12,377,1 12,316, Rabobank FRN EMTN 5,192, EUR 5,27,47 5,197, Rabobank FRN ,, EUR 8,1,48 8,6, Rabobank FRN ,, EUR 2,1,22 2,1,24.41 Rabobank Nederland NV 4.25% EMTN Sen ,, EUR 6,126,3 6,15, Shell Intl Finance 3% ,268, EUR 19,619,745 19,328, ,288,732 78,483, Norway Spbk Bolikr 5% ,13, EUR 9,427,459 9,322, ,427,459 9,322, Austria Autobahn Fin % 3-13 EMTN 7,925, EUR 8,238,836 8,1, Bundesimmob % ,8, EUR 6,964,76 6,936, ,23,596 15,36, Sweden Skandinavis Ens 4.5% ,, EUR 13,296, 13,33, ,296, 13,33, Total - Bonds 263,678,42 26,65, Total - Officially and other regulated markets listed securities and money market instruments 263,678,42 26,65,

30 Page 3 Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market EUR Investment portfolio (cont.) (information in EUR) Quantity / face Currency Cost price Fair % of net Securities and money market instruments that are neither traded on an exchange nor on a regulated market Certificates of Deposit BE FR FR Belgium BNP Fortis % CD 1,, EUR 9,997,956 9,998, ,997,956 9,998, France Socgen % CD 1,, EUR 9,995,868 9,996, ,995,868 9,996, Sweden Shb % CD 6,, EUR 5,995,173 5,996, ,995,173 5,996, Total - Certificates of Deposit 25,988,997 25,991, Commercial Papers DEDK2KE32 DEDK2KG6 DEDK2KHP DEDK2KG63 XS XS XS XS XS XS XS FR XS XS XS Germany Dgz Dekabk % CP 3,, EUR 2,999,43 2,999, Dgz Dekabk % CP 1,, EUR 999, ,85.2 Dgz Dekabk % CP 7,, EUR 6,997,143 6,997, Dgz Dekabk % CP 7,, EUR 6,997,347 6,998, FMS Wertman % CP 1,, EUR 9,999,233 9,999, ,992,911 27,994, Finland Pohjola Bank % CP 9,5, EUR 9,496,16 9,498, Pohjola Bank % CP 5,, EUR 4,996,211 4,998, Pohjola Bank % CP 6,, EUR 5,997,21 5,998, ,489,572 2,495, France Caisse d Amort de la Dette Soc % CP 4,, EUR 3,985,255 3,997, Natixis % CP 5,, EUR 4,999,288 4,999, Natixis % CP 13,, EUR 12,996,14 12,996, Socgen % CP 1,, EUR 9,997,158 9,998, ,977,715 31,991, Luxembourg BCEE % CP 16,, EUR 15,996,783 15,997, Netherlands ABN Amro Bank NV % CP 15,996,783 15,997, ,, EUR 4,998,978 4,999, ABN Amro Bank % CP 6,5, EUR 6,498,457 6,499,

31 Page 31 Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market EUR Investment portfolio (cont.) (information in EUR) Quantity / face Currency Cost price Fair % of net XS ABN Amro Bank % CP 5,, EUR 4,998,921 4,999, ,496,356 16,497, XS XS XS XS XS XS XS XS XS Norway DNB % CP 12,, EUR 11,999,2 11,999, ,999,2 11,999, Sweden Nordea % CP 11,, EUR 1,994,441 1,999, Nordea % CP 5,5, EUR 5,499,35 5,499, Sbab Bank AB % CP 8,, EUR 7,998,374 7,998, Sbab Bank AB % CP 1,, EUR 9,998,35 9,998, Seb % CP 8,, EUR 7,994,373 7,995, Shb % CP 2,8, EUR 2,797,824 2,799, Shb % CP 8,, EUR 7,993,57 7,998, Shb % CP 5,, EUR 4,998,334 4,998, ,274,526 58,289, Total - Commercial Papers 183,227,63 183,266, Total - securities and money market instruments that are neither traded on an exchange nor on a regulated market 29,216,6 29,257, TOTAL INVESTMENT PORTFOLIO 472,894,12 469,863,

32 Page 32 Swisscanto (LU) SICAV II Money Market EUR Swisscanto (LU) SICAV II Money Market EUR Geographic and economic composition of Investment portfolio (information in percentage of net ) Geographic composition % Economic composition % Germany Netherlands France Sweden Luxembourg 5.38 Norway 4.37 Finland 4.2 Austria 3.8 Belgium 2.5 Australia 1.97 Canada 1.85 Great Britain.62 Japan.21 Banks and financial institutes States, provinces and municipalities 1.3 Holding and financial companies 9.8 Supranational 2.1 Real estate 1.42 Traffic and transport

33 Page 33 Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Money Market USD Investment portfolio (information in USD) Quantity / face Currency Cost price Fair % of net Officially and other regulated markets listed securities and money market instruments Bonds US6325C1AK5 Australia National Australia Bank 5.35% ,75, USD 1,777,195 1,766, ,777,195 1,766, XS XS Denmark Fih 2% REGS 2,7, USD 2,72,88 2,78, Kommunalkredit 1.25% ,7, USD 6,758,476 6,727, ,479,356 9,436, XS Germany Bayerische Landesbank 4.3% XS XS US5769CW26 DELBB979 2% US51511AZ78 XS XS ,, USD 2,68, 2,39, FMS Wertman FRN , USD 799,6 8, KFW 2.5% ,4, USD 2,424,72 2,48, KFW 4% ,5, USD 1,532,25 1,53,12.87 Landesbank Baden - Wuerttemberg 2,2, USD 2,221,56 2,21, Landwirtschaftliche Rentenbk 4.125% ,6, USD 2,659,274 2,628, Ldkr B-w FRN ,3, USD 2,31,82 2,3, NRW Bank 1.375% ,8, USD 5,839,654 5,824, ,846,86 19,742, FR FR XS XS XS France Cades 1.375% ,58, USD 3,62,811 3,592, Cades 3.25% ,, USD 3,41,1 3,25, Cff 2.125% ,3, USD 4,335,77 4,34, Cff 2.25% ,, USD 3,52,2 3,48, Total Cap 4% , USD 44,78 42, ,436,661 14,373, XS XS Great Britain Netherlands Rail Infra FRN Netherlands Rail Infra 3.5% , USD 5,25 5,.28 5,1, USD 5,233,42 5,134, ,733,67 5,634, US1179FH7 US788KNA78 Canada Brit. Columbia 4.3% Glob. 427, USD 436, , RBC 1.125% ,5, USD 1,511,4 1,58, ,948,157 1,938,

34 Page 34 Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Money Market USD Investment portfolio (cont.) (information in USD) Quantity / face Currency Cost price Fair % of net US298785ER3 XS XS XS XS Luxembourg BEI 4.25% ,, USD 4,131,2 4,45,8 2.3 Netherlands Bank Nederlandse Gemeenten NV 3.75% EMTN Sen Bank Nederlandse Gemeenten 3.375% Bank Nederlandse Gemeenten 4.375% ,131,2 4,45, ,222, USD 2,261,217 2,243, ,, USD 3,48,6 3,1, ,6, USD 1,646,72 1,62,.92 Rabobank 2.5% ,3, USD 1,32,319 1,318, ,276,856 8,192, Austria US676167BD Oekb 1.375% ,1, USD 2,122,13 2,117, XS Oesterreich 3.25% EMTN Sen ,, USD 1,19,35 1,6, ,141,453 3,124, XS XS XS XS Sweden Kommuninvest 1.875% ,2, USD 3,241,92 3,28, ,241,92 3,28, Switzerland Eurofima 1.875% ,6, USD 1,619,68 1,64,.91 Eurofima 4.25% ,9, USD 1,934,2 1,931, ,553,88 3,535, USA IBRD 5.5% ,, USD 4,176,6 4,135, ,176,6 4,135, Total - Bonds 79,743,88 79,135, Total - Officially and other regulated markets listed securities and money market instruments 79,743,88 79,135, Securities and money market instruments that are neither traded on an exchange nor on a regulated market Commercial Papers XS XS XS XS Australia Watc % CP 5,, USD 4,992,68 4,996, Watc % CP 2,5, USD 2,497,268 2,497, ,489,948 7,494, Germany Abwicklungs % CP 4,, USD 3,994,38 3,996, Eaa % CP 3,, USD 2,996,574 2,996,97 1.7

35 Page 35 Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Money Market USD Investment portfolio (cont.) (information in USD) Quantity / face Currency Cost price Fair % of net XS KFW % CP 4,, USD 3,997,826 3,999, ,988,78 1,992, FI XS XS XS XS XS XS FR XS XS XS XS XS XS XS XS XS Finland Municipality Finance % CP 4,, USD 3,997,925 3,998, Pohjola Bank % CP 2,, USD 1,997,68 1,999, Pohjola Bank % CP 1,5, USD 1,498,71 1,499,26.85 Pohjola Bank % CP 4,, USD 3,996,696 3,996, ,49,39 11,493, France Cades % CP 2,6, USD 2,598,932 2,599, Cdc % CP 1,5, USD 1,499,331 1,499, RFF % CP 5,, USD 4,993,55 4,994, Socgen % CP 5,, USD 4,996,297 4,997, ,88,11 14,9, Great Britain St Chart Ln % CP 4,, USD 3,993,575 3,995, ,993,575 3,995, Luxembourg BCEE % CP 4,, USD 3,996,57 3,999, BCEE % CP 5,, USD 4,993,59 4,996, ,989,566 8,996, Netherlands NWB % CP 2,3, USD 2,298,429 2,298, NWB % CP 5,, USD 4,992,932 4,994, ,291,361 7,292, Austria Oekb % CP 5,, USD 4,993,723 4,995, ,993,723 4,995, Sweden Sbab Bank AB % CP 5,, USD 4,996,42 4,997, Sweden % CP 4,, USD 3,996,546 3,998, Sweden % CP 5,, USD 4,993,147 4,993, ,985,735 13,988, Total - Commercial Papers 83,311,116 83,339,

36 Page 36 Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Money Market USD Investment portfolio (cont.) (information in USD) Quantity / face Currency Cost price Fair % of net Treasury bills BE Belgium Belgium % TB 5,, USD 4,996,752 4,996, ,996,752 4,996, Total - Treasury bills 4,996,752 4,996, Total - securities and money market instruments that are neither traded on an exchange nor on a regulated market 88,37,868 88,336, TOTAL INVESTMENT PORTFOLIO 168,51, ,472,

37 Page 37 Swisscanto (LU) SICAV II Money Market USD Swisscanto (LU) SICAV II Money Market USD Geographic and economic composition of Investment portfolio (information in percentage of net ) Geographic composition % Economic composition % Germany France Sweden 9.77 Netherlands 8.79 Luxembourg 7.41 Finland 6.53 Great Britain 5.47 Denmark 5.36 Australia 5.26 Austria 4.62 Belgium 2.84 USA 2.35 Switzerland 2.1 Canada 1.1 Banks and financial institutes States, provinces and municipalities Supranational 6.66 Holding and financial companies

38 Page 38 Swisscanto (LU) SICAV II Bond Medium Term CHF Swisscanto (LU) SICAV II Bond Medium Term CHF Investment portfolio (information in CHF) Quantity / face Currency Cost price Fair % of net Officially and other regulated markets listed securities and money market instruments Bonds CH CH CH CH CH15478 CH CH CH CH CH CH CH CH CH CH CH CH CH CH CH CH CH CH CH CH Australia ANZ Bank 2% ,5, CHF 1,585, 1,579, CBA 3% , CHF 559,75 555, Commonwealth Bank of Australia FRN ,, CHF 3,999,999 4,27, 1.98 Commonwealth Bank of Australia 2% ,5, CHF 3,569,295 3,613, National Australia Bank Ltd 2.25% 9-3,525, CHF 3,678,338 3,647, National Australia Bank 2.125% ,5, CHF 1,63,5 1,594, Westpack Bank 2% EMTN 1,65, CHF 1,756,375 1,745, ,752,257 16,762, Denmark Danske Bank A/S 3.5% ,, CHF 5,495, 5,375, 2.63 Kommunekredit 1.375% ,5, CHF 11,69,665 11,781, ,14,665 17,156, Germany Dgz Dekabk 3.125% ,, CHF 1,9,5 1,77,5.53 KFW 2.125% , CHF 483, ,45.23 KFW 3.375% , CHF 462,2 457,.22 Landwirtschaftliche Rentenbank 2% ,4, CHF 1,484, 1,462,3.73 Landwirtschaftliche Rentenbank 1,8, CHF 1,175,72 1,168, % EMTN Landwirtschaftliche Rentenbank 2.625% ,, CHF 1,94,5 1,83,5.53 5,79,445 5,726, France Bfcm FRN EMTN 2,, CHF 2,, 1,997,7.98 Caisse d'amort de la Dette Soc 2.125% EMTN ,, CHF 6,199,799 6,217, Caisse des Dépôts et Consignat 2.375% EMTN 3,5, CHF 3,595,75 3,557, Cff 2.125% ,, CHF 2,12, 2,118, Cff 3% ,5, CHF 5,982,9 5,986, RATP 3.25% , CHF 98, 896,2.44 Regie Auton Transports Paris 2.125% 2,, CHF 2,97, 2,86, Regie Auton Transports Paris 3% EMTN ,5, CHF 4,826,455 4,716, 2.31 Total Capital SA 2.375% ,, CHF 2,139,6 2,119, 1.4 Total Capital SA 3.125% ,, CHF 4,312, 4,296, ,181,54 33,991,

39 Page 39 Swisscanto (LU) SICAV II Bond Medium Term CHF Swisscanto (LU) SICAV II Bond Medium Term CHF Investment portfolio (cont.) (information in CHF) Quantity / face Currency Cost price Fair % of net CH CH CH CH CH Great Britain ANZ Banking Group Ltd 2% ,, CHF 4,7,64 4,123, 2.2 ASB Fin FRN EMTN 1,, CHF 1,, 1,5,2.49 CIBC LDN 1.75% ,7, CHF 1,771,74 1,752,7.86 CIBC 1.75% , CHF 499,61 499, Credit Suisse London 2.125% ,, CHF 5,85, 5,158, ,363,99 12,539, CH CH CH CH CH CH Canada British Columbia (Province of) 2.875% EMTN Ontario (Province of) 1.625% Ontario (Province of) 2.125% Ontario (Province of) 3.375% Quebec (Province of) 3.5% Royal Bank Canada 2.875% , CHF 95,23 949, ,5, CHF 1,52,25 1,539, ,, CHF 3,148,6 3,141, ,, CHF 1,114,5 1,87, ,, CHF 2,24, 2,112, , CHF 532,2 514, ,469,753 9,345, CH Luxembourg Nestle Finance Intl Ltd 2.125% ,, CHF 1,54, 1,44,5.51 1,54, 1,44,5.51 CH CH CH CH CH CH CH CH CH CH CH Netherlands ABN Amro Bank NV 2.5% EMTN Bank Nederlandse Gemeenten DH 2.625% Bank Nederlandse Gemeenten NV 2.75% Bank Nederlandse Gemeenten NV 2.75% Nederlandse Waterschapsbank NV 2.5% EMTN Rabobank Nederland NV 2.75% EMTN ,8, CHF 1,927,688 1,91, , CHF 496,8 489, ,, CHF 2,114, 2,121, 1.4 2,845, CHF 3,32,77 3,67, ,2, CHF 5,52,899 5,456, ,56, CHF 3,736,948 3,734, Rabobank Nederland 3% ,5, CHF 4,896,5 4,873, Norway DNB Nor Boligkreditt AS 1.625% DNB Nor Boligkreditt 1.5% Kommunalbanken A/S 2% ,725,65 21,652, ,57, CHF 6,695,27 6,773, ,, CHF 3,154,5 3,122, ,5, CHF 1,552,875 1,548,75.76 No Railways 3.375% ,5, CHF 7,94,6 6,997, ,497,245 18,441,92 9.4