| Name of security | Currency | Quantity (number or nominal value) | Current value | % of net assets |
| --- | --- | --- | --- | --- |
| E3R/0.0/FIX/-0.522 | EUR | 4,000,000 | -867.56 |  |
| E3R/0.0/FIX/-0.527 | EUR | 30,000,000 | 71,436.67 |  |
| E3R/0.0/FIX/-0.53 | EUR | 50,000,000 | -8,722.22 |  |
| E3R/0.0/FIX/-0.53 | EUR | 50,000,000 | -8,901.39 |  |
| E3R/0.0/FIX/-0.531 | EUR | 69,200,000 | 79,487.73 |  |
| E3R/0.0/FIX/-0.531 | EUR | 10,000,000 | -1,855.00 |  |
| E3R/0.0/FIX/-0.532 | EUR | 20,000,000 | 24,200.83 |  |
| E3R/0.0/FIX/-0.532 | EUR | 30,000,000 | 33,978.34 |  |
| E3R/0.0/FIX/-0.532 | EUR | 30,000,000 | 74,835.84 |  |
| E3R/0.0/FIX/-0.534 | EUR | 15,000,000 | 37,810.21 |  |
| E3R/0.0/FIX/-0.534 | EUR | 11,000,000 | 13,521.44 |  |
| E3R/0.0/FIX/-0.536 | EUR | 50,000,000 | 125,102.77 |  |
| E3R/0.0/FIX/-0.537 | EUR | 50,000,000 | 128,805.55 |  |
| E3R/0.0/FIX/-0.538 | EUR | 16,000,000 | 19,983.11 |  |
| E3R/0.0/FIX/-0.538 | EUR | 50,000,000 | 128,276.39 |  |
| E3R/0.0/FIX/-0.538 | EUR | 50,000,000 | 127,324.31 |  |
| E3R/0.0/FIX/-0.538 | EUR | 50,000,000 | 100,741.67 |  |
| E3R/0.0/FIX/-0.541 | EUR | 30,000,000 | 37,012.50 |  |
| E3R/0.0/FIX/-0.544 | EUR | 50,000,000 | 75,964.58 |  |
| E3R/0.0/FIX/-0.544 | EUR | 50,000,000 | 64,513.89 |  |
| E3R/0.459/FIX/4.5 | EUR | 5,000,000 | -226,402.50 |  |
| OISEST/0.0/FIX/-0.56 | EUR | 25,000,000 | 278.75 |  |
| OISEST/0.0/FIX/-0.56 | EUR | 50,000,000 | -642.33 |  |
| OISEST/0.0/FIX/-0.56 | EUR | 15,400,000 | -594.75 |  |
| OISEST/0.0/FIX/-0.57 | EUR | 38,000,000 | 37,343.47 |  |
| OISEST/0.0/FIX/-0.57 | EUR | 25,000,000 | -650.07 |  |
| OISEST/0.0919/FIX/0. | EUR | 60,000,000 | -290,174.40 |  |
| OISEST/0.288/FIX/0.0 | EUR | 75,000,000 | -231,154.31 |  |
| TOTAL Interest rate swaps |  |  | 285,815.74 |  |
| TOTAL Other forward financial instruments |  |  | 285,815.74 |  |
| TOTAL Forward financial instruments |  |  | 285,815.74 |  |
| Receivables |  |  | 1,122,785.64 | 0.01 |
| Payables |  |  | -3,080,384.57 | -0.03 |
| Financial accounts |  |  | 828,591,226.83 | 9.44 |
| Net assets |  |  | 8,776,518,464.05 | 100.00 |

Translation (ENES, 2021-12-30):
| Denominación de los valores | Divisa | Cantidad n.º o nominal | Valor actual | % del patrimonio neto |
| --- | --- | --- | --- | --- |
| E3R/0.0/FIX/-0.522 | EUR | 4.000.000 | -867,56 |  |
| E3R/0.0/FIX/-0.527 | EUR | 30.000.000 | 71.436,67 |  |
| E3R/0.0/FIX/-0.53 | EUR | 50.000.000 | -8.722,22 |  |
| E3R/0.0/FIX/-0.53 | EUR | 50.000.000 | -8.901,39 |  |
| E3R/0.0/FIX/-0.531 | EUR | 69.200.000 | 79.487,73 |  |
| E3R/0.0/FIX/-0.531 | EUR | 10.000.000 | -1.855,00 |  |
| E3R/0.0/FIX/-0.532 | EUR | 20.000.000 | 24.200,83 |  |
| E3R/0.0/FIX/-0.532 | EUR | 30.000.000 | 33.978,34 |  |
| E3R/0.0/FIX/-0.532 | EUR | 30.000.000 | 74.835,84 |  |
| E3R/0.0/FIX/-0.534 | EUR | 15.000.000 | 37.810,21 |  |
| E3R/0.0/FIX/-0.534 | EUR | 11.000.000 | 13.521,44 |  |
| E3R/0.0/FIX/-0.536 | EUR | 50.000.000 | 125.102,77 |  |
| E3R/0.0/FIX/-0.537 | EUR | 50.000.000 | 128.805,55 |  |
| E3R/0.0/FIX/-0.538 | EUR | 16.000.000 | 19.983,11 |  |
| E3R/0.0/FIX/-0.538 | EUR | 50.000.000 | 128.276,39 |  |
| E3R/0.0/FIX/-0.538 | EUR | 50.000.000 | 127.324,31 |  |
| E3R/0.0/FIX/-0.538 | EUR | 50.000.000 | 100.741,67 |  |
| E3R/0.0/FIX/-0.541 | EUR | 30.000.000 | 37.012,50 |  |
| E3R/0.0/FIX/-0.544 | EUR | 50.000.000 | 75.964,58 |  |
| E3R/0.0/FIX/-0.544 | EUR | 50.000.000 | 64.513,89 |  |
| E3R/0.459/FIX/4.5 | EUR | 5.000.000 | -226.402,50 |  |
| OISEST/0.0/FIX/-0.56 | EUR | 25.000.000 | 278,75 |  |
| OISEST/0.0/FIX/-0.56 | EUR | 50.000.000 | -642,33 |  |
| OISEST/0.0/FIX/-0.56 | EUR | 15.400.000 | -594,75 |  |
| OISEST/0.0/FIX/-0.57 | EUR | 38.000.000 | 37.343,47 |  |
| OISEST/0.0/FIX/-0.57 | EUR | 25.000.000 | -650,07 |  |
| OISEST/0.0919/FIX/0. | EUR | 60.000.000 | -290.174,40 |  |
| OISEST/0.288/FIX/0.0 | EUR | 75.000.000 | -231.154,31 |  |
| TOTAL Swaps de tipos |  |  | 285.815,74 |  |
| TOTAL Otros instrumentos financieros a plazo |  |  | 285.815,74 |  |
| TOTAL Instrumento financiero a plazo |  |  | 285.815,74 |  |
| Créditos |  |  | 1.122.785,64 | 0,01 |
| Deudas |  |  | -3.080.384,57 | -0,03 |
| Cuentas financieras |  |  | 828.591.226,83 | 9,44 |
| Patrimonio neto |  |  | 8.776.518.464,05 | 100,00 |