# DETAILED SECURITIES PORTFOLIO AT 30/06/2022 IN EUR
| Name of security | Currency | Quantity (number or nominal value) | Current value | % net assets |
| --- | --- | --- | --- | --- |
| Deposits |  |  |  |  |
| Cash collat. p/e | EUR | 24,136,826.33 | 24,136,826.33 | 14.38 |
| TOTAL Deposits |  |  | 24,136,826.33 | 14.38 |
| Bonds and equivalent securities |  |  |  |  |
| Bonds and equivalent securities traded on a regulated or equivalent market |  |  |  |  |
| GERMANY |  |  |  |  |
| AAREAL BK AUTRE R+7.18% PERP | EUR | 200,000 | 194,140.30 | 0.11 |
| DEUTSCHE BK 4.0% 24-06-32 EMTN | EUR | 100,000 | 92,719.81 | 0.05 |
| DEUTSCHE PFANDBRIEFBANK AG 2.875% 28-06-27 | EUR | 1,400,000 | 1,313,833.64 | 0.78 |
| IKB DEUTSCHE INDUSTRIEBANK AG 4.0% 31-01-28 | EUR | 1,000,000 | 952,166.71 | 0.57 |
| LANDESBANK HESSENTHUERINGEN GIROZE 4.5% 15-09-32 | EUR | 1,600,000 | 1,558,243.95 | 0.93 |
| THYSSENKRUPP AG 1.875% 06-03-23 | EUR | 2,000,000 | 1,967,368.77 | 1.18 |
| TOTAL GERMANY |  |  | 6,078,473.18 | 3.62 |
| AUSTRIA |  |  |  |  |
| VIENNA INSURANCE GROUP 4.875% 15-06-42 | EUR | 1,300,000 | 1,203,991.97 | 0.72 |
| TOTAL AUSTRIA |  |  | 1,203,991.97 | 0.72 |
| BELGIUM |  |  |  |  |
| COFINIMMO 1.0% 24-01-28 | EUR | 1,800,000 | 1,524,205.73 | 0.91 |
| ONTEX GROUP NV 3.5% 15-07-26 | EUR | 1,000 | 817.96 | 0.00 |
| SOLVAY 4.25% PERP | EUR | 2,000,000 | 1,966,090.96 | 1.17 |
| TOTAL BELGIUM |  |  | 3,491,114.65 | 2.08 |
| SPAIN |  |  |  |  |
| AMADEUS CM E3R+0.6% 25-01-24 | EUR | 2,000,000 | 2,001,732.78 | 1.19 |
| BANKIA SA 6.0% PERP | EUR | 1,400,000 | 1,419,645.23 | 0.85 |
| CELLNEX FINANCE 2.25% 12-04-26 | EUR | 2,000,000 | 1,873,892.88 | 1.11 |
| GRIFOLS 1.625% 15-02-25 | EUR | 1,984,000 | 1,835,327.58 | 1.10 |
| UNICAJA BAN 2.875% 13-11-29 | EUR | 1,300,000 | 1,221,496.56 | 0.73 |
| UNIO FENO E3R+0.65% PERP | EUR | 1,600,000 | 1,149,471.82 | 0.68 |
| TOTAL SPAIN |  |  | 9,501,566.85 | 5.66 |
| UNITED STATES |  |  |  |  |
| DEUT POST CMS10R+0.125% PERP | EUR | 2,000,000 | 1,603,121.50 | 0.96 |
| GOLD SACH GR E6R+0.0% 06-07-25 | EUR | 2,000,000 | 1,934,190.10 | 1.15 |
| QUINTILES IMS 2.875% 15-06-28 | EUR | 800,000 | 685,837.89 | 0.41 |
| TOTAL UNITED STATES |  |  | 4,223,149.49 | 2.52 |
| FINLAND |  |  |  |  |
| HUHTAMAKI OY 4.25% 09-06-27 | EUR | 400,000 | 389,496.38 | 0.23 |
| TOTAL FINLAND |  |  | 389,496.38 | 0.23 |
| FRANCE |  |  |  |  |
| ACCOR 4.375% PERP | EUR | 1,000,000 | 884,601.10 | 0.52 |
| ATOS SE 1.75% 07-05-25 | EUR | 900,000 | 699,489.74 | 0.42 |
| AUCHAN 2.875% 29-01-26 EMTN | EUR | 1,100,000 | 1,041,961.44 | 0.62 |
| AXA SA EUAR10+0.2% PERP EMTN | EUR | 1,200,000 | 1,026,686.13 | 0.61 |
| AXA TV PERP | EUR | 1,154,000 | 973,191.60 | 0.58 |
| BFCM BANQUE FEDERATIVE CREDIT MUTUEL EIS10R+0.1% PERP | EUR | 1,100,000 | 908,290.01 | 0.54 |
| BNP PAR 2.5% 31-03-32 EMTN | EUR | 1,700,000 | 1,559,829.64 | 0.93 |
| BNP PARI L6RUSD+0.075% PERP | USD | 2,940,000 | 2,102,771.37 | 1.25 |
| CAPGEMINI SE 0.625% 23-06-25 | EUR | 1,500,000 | 1,424,847.53 | 0.85 |

- DETAILED SECURITIES PORTFOLIO AT 30/06/2022 IN EUR (continued)

| Name of security | Currency | Quantity (number or nominal value) | Current value | % net assets |
| --- | --- | --- | --- | --- |
| DANONE 0.0% 01-12-25 EMTN | EUR | 1,200,000 | 1,112,136.00 | 0.66 |
| DANONE 1.0% PERP | EUR | 400,000 | 332,555.78 | 0.19 |
| DERICHEBOURG 2.25% 15-07-28 | EUR | 1,000 | 828.85 | 0.00 |
| EDF 4.0% PERP | EUR | 1,900,000 | 1,803,038.84 | 1.08 |
| ELIS EX HOLDELIS 4.125% 24-05-27 | EUR | 400,000 | 382,373.42 | 0.22 |
| FAURECIA 2.75% 15-02-27 | EUR | 1,000,000 | 783,131.39 | 0.47 |
| FED.CR.MUT NORD EURO 04-PERP | EUR | 2,100,000 | 1,769,122.48 | 1.06 |
| FIN.CREDIT MUTUEL TV 04-PERP. | EUR | 1,000 | 851.99 | 0.00 |
| GROUPE DANONE 1.75% PERP EMTN | EUR | 1,500,000 | 1,456,331.10 | 0.87 |
| GROUPE DES ASSURANCES CREDIT MUTUEL 1.85% 21-04-42 | EUR | 1,300,000 | 1,005,199.89 | 0.60 |
| HERAEUS FINANCE 2.625% 09-06-27 | EUR | 1,500,000 | 1,444,751.92 | 0.86 |
| IMERYS 1.5% 15-01-27 EMTN | EUR | 1,500,000 | 1,384,224.45 | 0.83 |
| INDIGO GROUP SAS 1.625% 19-04-28 | EUR | 1,200,000 | 1,066,156.27 | 0.64 |
| LAGARDERE 1.625% 21-06-24 | EUR | 500,000 | 488,109.38 | 0.29 |
| ORANO 3.375% 23-04-26 EMTN | EUR | 2,800,000 | 2,625,693.10 | 1.56 |
| PERNOD RICARD 1.125% 07-04-25 | EUR | 100,000 | 97,974.23 | 0.06 |
| QUATRIM SASU 5.875% 15-01-24 | EUR | 1,000,000 | 963,876.53 | 0.58 |
| SFR GROUP 5.875% 01-02-27 | EUR | 800,000 | 717,023.00 | 0.43 |
| SG 1.125% 21-04-26 EMTN | EUR | 3,500,000 | 3,324,582.88 | 1.98 |
| SG 7.375% PERP | USD | 2,000,000 | 1,886,455.59 | 1.12 |
| UNIBAIL RODAMCO SE 2.125% PERP | EUR | 100,000 | 75,860.12 | 0.04 |
| TOTAL FRANCE |  |  | 33,341,945.77 | 19.86 |
| IRELAND |  |  |  |  |
| SMURFIT KAPPA ACQUISITIONS 2.875% 15-01-26 | EUR | 2,000,000 | 2,000,013.06 | 1.19 |
| TOTAL IRELAND |  |  | 2,000,013.06 | 1.19 |
| ITALY |  |  |  |  |
| A2A EX AEM 2.5% 15-06-26 EMTN | EUR | 1,400,000 | 1,377,517.92 | 0.82 |
| ACEA 0.0000010% 28-09-25 EMTN | EUR | 1,200,000 | 1,110,216.00 | 0.66 |
| ASSICURAZIONI GENERALI 4.125% 04/05/2026 | EUR | 1,200,000 | 1,210,828.60 | 0.72 |
| ASSICURAZIONI GENERALI 4.596% PERP | EUR | 1,500,000 | 1,493,552.26 | 0.89 |
| AUTOSTRADE PER L ITALILIA 1.625% 25-01-28 | EUR | 2,100,000 | 1,774,884.90 | 1.06 |
| BANCA POPOLARE DELL EMILIA ROMAGNA 3.875% 25-07-32 | EUR | 2,000,000 | 1,739,052.60 | 1.03 |
| BANCA POPOLARE DELL EMILIA ROMAGNA 4.625% 22-01-25 | EUR | 100,000 | 100,507.93 | 0.06 |
| DOBANK 3.375% 31-07-26 | EUR | 100,000 | 87,970.77 | 0.05 |
| FINEBANK BANCA FINE 0.5% 21-10-27 | EUR | 600,000 | 524,890.11 | 0.32 |
| IGIM 0 1/4 06/24/25 | EUR | 1,400,000 | 1,314,065.89 | 0.79 |
| INTESA SANPAOLO SPA 6.625% 13/09/2023 | EUR | 1,500,000 | 1,636,879.52 | 0.97 |
| INTE SP VITA SUB 4.75% PERP | EUR | 2,000,000 | 1,999,974.52 | 1.19 |
| SNAM 0.0% 15-08-25 EMTN | EUR | 1,200,000 | 1,111,500.00 | 0.66 |
| TELECOM ITALIA SPA EX OLIVETTI 4.0% 11-04-24 | EUR | 3,000,000 | 2,987,386.44 | 1.78 |
| TRASMISSIONE ELETTRICITA RETE NAZIONALE 0,125% 25/07/25 | EUR | 1,400,000 | 1,316,683.32 | 0.78 |
| UNICREDIT SPA 6.95% 31/10/2022 | EUR | 1,500,000 | 1,595,461.64 | 0.95 |
| WEBUILD 3.875% 28-07-26 | EUR | 1,400,000 | 1,182,590.93 | 0.71 |
| TOTAL ITALY |  |  | 22,563,963.35 | 13.44 |
| JAPAN |  |  |  |  |
| SOFTBANK GROUP 2.125% 06-07-24 | EUR | 2,000,000 | 1,822,115.19 | 1.09 |
| SOFTBANK GROUP 4.0% 20-04-23 | EUR | 1,000,000 | 984,712.22 | 0.58 |
| TOTAL JAPAN |  |  | 2,806,827.41 | 1.67 |

- DETAILED SECURITIES PORTFOLIO AT 30/06/2022 IN EUR (continued)

| Name of security | Currenc y | Quantity (number or nominal value) | Current value | % net assets |
| --- | --- | --- | --- | --- |
| LUXEMBOURG |  |  |  |  |
| BANQUE INTLE A LUXEMBOURG 1.75% 18-08-31 | EUR | 2,400,000 | 2,263,373.92 | 1.35 |
| CPI PROPERTY GROUP 4.875% PERP | EUR | 1,500,000 | 926,084.38 | 0.55 |
| EUROFINS SCIENTIFIC SE 4.0% 06-07-29 | EUR | 1,000 | 999.38 | 0.00 |
| INTRALOT AUTRE R 15-09-25 | USD | 1,500,000 | 1,424,946.20 | 0.85 |
| SIG COMBIBLOC PURCHASER 2.125% 18-06-25 | EUR | 1,500,000 | 1,433,094.17 | 0.85 |
| TOTAL LUXEMBOURG |  |  | 6,048,498.05 | 3.60 |
| NETHERLANDS |  |  |  |  |
| ACHMEA BV TF/TV 04/04/2043 | EUR | 2,400,000 | 2,462,949.37 | 1.46 |
| AEGON 0 07/29/49 | USD | 547,100 | 440,986.74 | 0.27 |
| AEGON NV AUTRE R+0.1% PERP | EUR | 1,000,000 | 843,132.05 | 0.51 |
| AKZO NOBEL NV 1.5% 28-03-28 | EUR | 17,000 | 15,622.45 | 0.01 |
| ENEL FINANCE INTL NV 0.25% 17-11-25 | EUR | 3,000,000 | 2,782,922.05 | 1.66 |
| HEIMSTADEN BOSTAD TREASURY BV 0.625% 24-07-25 | EUR | 2,000,000 | 1,764,013.70 | 1.05 |
| IBERDROLA INTL BV 1.874% PERP | EUR | 1,400,000 | 1,231,971.92 | 0.73 |
| NIBC BANK NV USI10R+0.1% PERP | USD | 1,962,000 | 1,469,250.56 | 0.88 |
| REPSOL INTL FINANCE BV 0.125% 05-10-24 | EUR | 3,500,000 | 3,382,440.27 | 2.01 |
| REPSOL INTL FINANCE BV 3.75% PERP | EUR | 1,300,000 | 1,178,141.92 | 0.70 |
| TELEFONICA EUROPE BV 3.0% PERP | EUR | 2,000,000 | 1,972,209.32 | 1.17 |
| VIVAT NV 7.0% PERP | EUR | 1,100,000 | 1,042,556.74 | 0.62 |
| VOLKSWAGEN INTL FINANCE NV 3.125% 28-03-25 | EUR | 100,000 | 101,136.37 | 0.06 |
| VOLKSWAGEN INTL FINANCE NV 3,748% PERP | EUR | 200,000 | 172,748.62 | 0.10 |
| TOTAL NETHERLANDS |  |  | 18,860,082.08 | 11.23 |
| PORTUGAL |  |  |  |  |
| CAIXA GEN 0.375% 21-09-27 EMTN | EUR | 2,500,000 | 2,194,920.89 | 1.30 |
| ENERGIAS DE PORTUGAL EDP 1.5% 14-03-82 | EUR | 2,500,000 | 1,942,731.85 | 1.16 |
| FIDELIDADE COMPANHIADE SEGUROS 4.25% 04-09-31 | EUR | 1,400,000 | 1,336,357.15 | 0.80 |
| TOTAL PORTUGAL |  |  | 5,474,009.89 | 3.26 |
| UNITED KINGDOM |  |  |  |  |
| BARCLAYS PLC 2.0% 07-02-28 | EUR | 2,000,000 | 1,993,489.59 | 1.19 |
| HSBC HOLDINGS PLC 5.25% PERP | EUR | 1,000,000 | 1,002,662.93 | 0.60 |
| TECHNIPFMC LIMITED 3.15% 16-10-23 | EUR | 1,600,000 | 1,650,039.45 | 0.98 |
| TOTAL UNITED KINGDOM |  |  | 4,646,191.97 | 2.77 |
| SWEDEN |  |  |  |  |
| HEIMSTADEN BOSTAD AB 3.248% PERP | EUR | 400,000 | 248,017.26 | 0.15 |
| INTRUM AB 4.875% 15-08-25 | EUR | 1,000,000 | 913,885.42 | 0.54 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.625% PERP | EUR | 2,500,000 | 830,586.99 | 0.49 |
| TOTAL SWEDEN |  |  | 1,992,489.67 | 1.18 |
| SWITZERLAND |  |  |  |  |
| 5.125% 15/05/2024 | USD | 2,000,000 | 1,926,760.14 | 1.15 |
| CS 7 1/2 12/11/49 | USD | 2,000,000 | 1,835,538.12 | 1.09 |
| ZURCHER KANTONALBANK 2.02% 13-04-28 | EUR | 1,500,000 | 1,453,497.12 | 0.87 |
| TOTAL SWITZERLAND |  |  | 5,215,795.38 | 3.11 |
| TOTAL Bonds and equivalent securities traded on a regulated or equivalent market |  |  | 127,837,609.15 | 76.14 |
| TOTAL Bonds and equivalent securities |  |  | 127,837,609.15 | 76.14 |
| Undertakings for collective investment |  |  |  |  |

- DETAILED SECURITIES PORTFOLIO AT 30/06/2022 IN EUR (continued)

| Name of security | Currency | Quantity (number or nominal value) | Current value | % net assets |
| --- | --- | --- | --- | --- |
| General-purpose UCITS and AIFs intended for non-professional investors, and equivalents in other countries |
| FRANCE |  |  |  |  |
| LBPAM ISR DETTES FINANCIERES FLEXIBLE I | EUR | 241 | 2,315,513.54 | 1.38 |
| OSTRUM EURO ABS OPPORTUNITIES SI C | EUR | 20 | 2,412,669.20 | 1.44 |
| OSTRUM SRI CASH M | EUR | 481 | 4,712,549.40 | 2.81 |
| OSTRUM SRI CASH Z2 | EUR | 78 | 763,082.58 | 0.45 |
| TOTAL FRANCE |  |  | 10,203,814.72 | 6.08 |
| IRELAND |  |  |  |  |
| INVESCO AT1 CAPITAL BOND ETF | USD | 85,000 | 1,879,497.20 | 1.11 |
| TOTAL IRELAND |  |  | 1,879,497.20 | 1.11 |
| LUXEMBOURG |  |  |  |  |
| AXIOM CONTINGENT CAPITAL SIC CLASSE C | EUR | 2,000 | 2,512,400.00 | 1.50 |
| OSTRUM CREDIT OPPORTUNITIES SI A EUR CAP | EUR | 13,000 | 1,341,860.00 | 0.80 |
| TOTAL LUXEMBOURG |  |  | 3,854,260.00 | 2.30 |
| TOTAL General-purpose UCITS and AIFs intended for non- professional investors, and equivalents in other countries |  |  | 15,937,571.92 | 9.49 |
| TOTAL Undertakings for collective investment |  |  | 15,937,571.92 | 9.49 |
| Securities transferred under repurchase agreements |  |  |  |  |
| GERMANY |  |  |  |  |
| AAREAL BK AUTRE R+7.18% PERP | EUR | 800,000 | 776,561.18 | 0.46 |
| DEUTSCHE BK 4.0% 24-06-32 EMTN | EUR | 400,000 | 370,879.23 | 0.23 |
| LANDESBANK HESSENTHUERINGEN GIROZE 4.5% 15-09-32 | EUR | 400,000 | 389,560.99 | 0.23 |
| TOTAL GERMANY |  |  | 1,537,001.40 | 0.92 |
| AUSTRIA |  |  |  |  |
| VIENNA INSURANCE GROUP 4.875% 15-06-42 | EUR | 500,000 | 463,073.84 | 0.28 |
| TOTAL AUSTRIA |  |  | 463,073.84 | 0.28 |
| BELGIUM |  |  |  |  |
| ONTEX GROUP NV 3.5% 15-07-26 | EUR | 799,000 | 653,547.21 | 0.39 |
| TOTAL BELGIUM |  |  | 653,547.21 | 0.39 |
| FINLAND |  |  |  |  |
| HUHTAMAKI OY 4.25% 09-06-27 | EUR | 1,000,000 | 973,740.96 | 0.58 |
| TOTAL FINLAND |  |  | 973,740.96 | 0.58 |
| FRANCE |  |  |  |  |
| AUCHAN 2.875% 29-01-26 EMTN | EUR | 900,000 | 852,513.90 | 0.51 |
| DANONE 1.0% PERP | EUR | 1,000,000 | 831,389.45 | 0.50 |
| DERICHEBOURG 2.25% 15-07-28 | EUR | 1,999,000 | 1,656,863.75 | 0.99 |
| FIN.CREDIT MUTUEL TV 04-PERP. | EUR | 1,599,000 | 1,362,330.60 | 0.81 |
| PERNOD RICARD 1.125% 07-04-25 | EUR | 1,300,000 | 1,273,665.02 | 0.75 |
| UNIBAIL RODAMCO SE 2.125% PERP | EUR | 2,900,000 | 2,199,943.58 | 1.31 |
| TOTAL FRANCE |  |  | 8,176,706.30 | 4.87 |
| ITALY |  |  |  |  |
| ASSICURAZIONI GENERALI 4.125% 04/05/2026 | EUR | 500,000 | 504,511.92 | 0.30 |
| BANCA POPOLARE DELL EMILIA ROMAGNA 4.625% 22-01-25 | EUR | 1,900,000 | 1,909,650.68 | 1.14 |
| DOBANK 3.375% 31-07-26 | EUR | 1,300,000 | 1,143,620.06 | 0.68 |
| FINEBANK BANCA FINE 0.5% 21-10-27 | EUR | 900,000 | 787,335.16 | 0.47 |
| UNICREDIT 0.925% 18-01-28 EMTN | EUR | 3,000,000 | 2,634,726.58 | 1.57 |
| WEBUILD 3.875% 28-07-26 | EUR | 1,200,000 | 1,013,649.37 | 0.60 |
| TOTAL ITALY |  |  | 7,993,493.77 | 4.76 |

- DETAILED SECURITIES PORTFOLIO AT 30/06/2022 IN EUR (continued)

| Name of security | Currency | Quantity (number or nominal value) | Current value | % of net assets |
| --- | --- | --- | --- | --- |
| LUXEMBOURG |  |  |  |  |
| EUROFINS SCIENTIFIC SE 4.0% 06-07-29 | EUR | 1,199,000 | 1,198,254.15 | 0.71 |
| TOTAL LUXEMBOURG |  |  | 1,198,254.15 | 0.71 |
| NETHERLANDS |  |  |  |  |
| AKZO NOBEL NV 1.5% 28-03-28 | EUR | 783,000 | 719,551.47 | 0.43 |
| VOLKSWAGEN INTL FINANCE NV 3.125% 28-03-25 | EUR | 1,600,000 | 1,618,181.92 | 0.96 |
| VOLKSWAGEN INTL FINANCE NV 3,748% PERP | EUR | 800,000 | 690,994.50 | 0.41 |
| TOTAL NETHERLANDS |  |  | 3,028,727.89 | 1.80 |
| TOTAL Securities transferred under repurchase agreements |  |  | 24,024,545.52 | 14.31 |
| Payables representing securities transferred under repurchase agreements |  |  | -25,505,595.90 | -15.19 |
| Indemnities on securities transferred under repurchase agreements |  |  | 4,459.66 | 0.00 |
| Derivative financial instruments |  |  |  |  |
| Forward commitments |  |  |  |  |
| Futures on a regulated or equivalent market |  |  |  |  |
| EURO BOBL 0922 | EUR | -110 | 62,700.00 | 0.04 |
| EURO SCHATZ 0922 | EUR | 100 | 106,500.00 | 0.06 |
| FGBL BUND 10A 0922 | EUR | 85 | 227,840.00 | 0.14 |
| XEUR FBTP BTP 0922 | EUR | -30 | -133,800.00 | -0.08 |
| TOTAL Futures on a regulated or equivalent market |  |  | 263,240.00 | 0.16 |
| TOTAL Forward commitments |  |  | 263,240.00 | 0.16 |
| Other derivative financial instruments |  |  |  |  |
| Credit default swaps |  |  |  |  |
| HOCH AG 1.75 07-25_2 | EUR | 1,400,000 | 125,842.40 | 0.07 |
| TOTAL Credit default swaps |  |  | 125,842.40 | 0.07 |
| Total Return Swaps |  |  |  |  |
| TRS IBOX | EUR | 10,000,000 | -515.62 | 0.00 |
| TOTAL Total Return Swaps |  |  | -515.62 | 0.00 |
| TOTAL Other derivative financial instruments |  |  | 125,326.78 | 0.07 |
| TOTAL Derivative financial instruments |  |  | 388,566.78 | 0.23 |
| Margin calls |  |  |  |  |
| APPEL MARGE CACEIS | USD | 0.24 | 0.23 | 0.00 |
| APPEL MARGE CACEIS | EUR | -263,240 | -263,240.00 | -0.16 |
| TOTAL Margin calls |  |  | -263,239.77 | -0.16 |
| Receivables |  |  | 18,124,405.34 | 10.80 |
| Payables |  |  | -18,997,883.02 | -11.32 |
| Financial accounts |  |  | 2,212,288.64 | 1.32 |
| Net assets |  |  | 167,899,554.65 | 100.00 |

im.natixis.com
NATIXIS INVESTMENT MANAGERS INTERNATIONAL
43 Avenue Pierre Mendès-France, CS 41432, 75648 Paris Cedex 13, France – Tel.: +33 (0)1 78 40 80 00
Public limited company with capital of €51,371,060.28
Paris Trade and Companies Register no. 329 450 738 – APE 6630Z – VAT no.: FR 203 294 507 38

Translation (ENFR, 2022-06-30):
# PORTEFEUILLE TITRES DÉTAILLÉ AU 30/06/2022 EN EUR
| Désignation des valeurs	Devise	Qté Nbre ou	Valeur actuelle	% Actif nominal			Net |
| --- |
| Dépôts |  |  |  |  |
| Collat. especes p/e | EUR | 24 136 826,33 | 24 136 826,33 | 14,38 |
| TOTAL Dépôts |  |  | 24 136 826,33 | 14,38 |
| Obligations et valeurs assimilées |  |  |  |  |
| Obligations et valeurs assimilées négociées sur un marché réglementé ou assimilé |  |  |  |  |
| ALLEMAGNE |  |  |  |  |
| AAREAL BK AUTRE R+7.18% PERP | EUR | 200 000 | 194 140,30 | 0,11 |
| DEUTSCHE BK 4.0% 24-06-32 EMTN | EUR | 100 000 | 92 719,81 | 0,05 |
| DEUTSCHE PFANDBRIEFBANK AG 2.875% 28-06-27 | EUR | 1 400 000 | 1 313 833,64 | 0,78 |
| IKB DEUTSCHE INDUSTRIEBANK AG 4.0% 31-01-28 | EUR | 1 000 000 | 952 166,71 | 0,57 |
| LANDESBANK HESSENTHUERINGEN GIROZE 4.5% 15-09-32 | EUR | 1 600 000 | 1 558 243,95 | 0,93 |
| THYSSENKRUPP AG 1.875% 06-03-23 | EUR | 2 000 000 | 1 967 368,77 | 1,18 |
| TOTAL ALLEMAGNE |  |  | 6 078 473,18 | 3,62 |
| AUTRICHE |  |  |  |  |
| VIENNA INSURANCE GROUP 4.875% 15-06-42 | EUR | 1 300 000 | 1 203 991,97 | 0,72 |
| TOTAL AUTRICHE |  |  | 1 203 991,97 | 0,72 |
| BELGIQUE |  |  |  |  |
| COFINIMMO 1.0% 24-01-28 | EUR | 1 800 000 | 1 524 205,73 | 0,91 |
| ONTEX GROUP NV 3.5% 15-07-26 | EUR | 1 000 | 817,96 | 0,00 |
| SOLVAY 4.25% PERP | EUR | 2 000 000 | 1 966 090,96 | 1,17 |
| TOTAL BELGIQUE |  |  | 3 491 114,65 | 2,08 |
| ESPAGNE |  |  |  |  |
| AMADEUS CM E3R+0.6% 25-01-24 | EUR | 2 000 000 | 2 001 732,78 | 1,19 |
| BANKIA SA 6.0% PERP | EUR | 1 400 000 | 1 419 645,23 | 0,85 |
| CELLNEX FINANCE 2.25% 12-04-26 | EUR | 2 000 000 | 1 873 892,88 | 1,11 |
| GRIFOLS 1.625% 15-02-25 | EUR | 1 984 000 | 1 835 327,58 | 1,10 |
| UNICAJA BAN 2.875% 13-11-29 | EUR | 1 300 000 | 1 221 496,56 | 0,73 |
| UNIO FENO E3R+0.65% PERP | EUR | 1 600 000 | 1 149 471,82 | 0,68 |
| TOTAL ESPAGNE |  |  | 9 501 566,85 | 5,66 |
| ETATS-UNIS |  |  |  |  |
| DEUT POST CMS10R+0.125% PERP | EUR | 2 000 000 | 1 603 121,50 | 0,96 |
| GOLD SACH GR E6R+0.0% 06-07-25 | EUR | 2 000 000 | 1 934 190,10 | 1,15 |
| QUINTILES IMS 2.875% 15-06-28 | EUR | 800 000 | 685 837,89 | 0,41 |
| TOTAL ETATS-UNIS |  |  | 4 223 149,49 | 2,52 |
| FINLANDE |  |  |  |  |
| HUHTAMAKI OY 4.25% 09-06-27 | EUR | 400 000 | 389 496,38 | 0,23 |
| TOTAL FINLANDE |  |  | 389 496,38 | 0,23 |
| FRANCE |  |  |  |  |
| ACCOR 4.375% PERP | EUR | 1 000 000 | 884 601,10 | 0,52 |
| ATOS SE 1.75% 07-05-25 | EUR | 900 000 | 699 489,74 | 0,42 |
| AUCHAN 2.875% 29-01-26 EMTN | EUR | 1 100 000 | 1 041 961,44 | 0,62 |
| AXA SA EUAR10+0.2% PERP EMTN | EUR | 1 200 000 | 1 026 686,13 | 0,61 |
| AXA TV PERP | EUR | 1 154 000 | 973 191,60 | 0,58 |
| BFCM BANQUE FEDERATIVE CREDIT MUTUEL EIS10R+0.1% PERP | EUR | 1 100 000 | 908 290,01 | 0,54 |
| BNP PAR 2.5% 31-03-32 EMTN | EUR | 1 700 000 | 1 559 829,64 | 0,93 |
| BNP PARI L6RUSD+0.075% PERP | USD | 2 940 000 | 2 102 771,37 | 1,25 |
| CAPGEMINI SE 0.625% 23-06-25 | EUR | 1 500 000 | 1 424 847,53 | 0,85 |

| Désignation des valeurs	Devise	Qté Nbre ou	Valeur actuelle	% Actif nominal			Net |
| --- |
| DANONE 0.0% 01-12-25 EMTN | EUR | 1 200 000 | 1 112 136,00 | 0,66 |
| DANONE 1.0% PERP | EUR | 400 000 | 332 555,78 | 0,19 |
| DERICHEBOURG 2.25% 15-07-28 | EUR | 1 000 | 828,85 | 0,00 |
| EDF 4.0% PERP | EUR | 1 900 000 | 1 803 038,84 | 1,08 |
| ELIS EX HOLDELIS 4.125% 24-05-27 | EUR | 400 000 | 382 373,42 | 0,22 |
| FAURECIA 2.75% 15-02-27 | EUR | 1 000 000 | 783 131,39 | 0,47 |
| FED.CR.MUT NORD EURO 04-PERP | EUR | 2 100 000 | 1 769 122,48 | 1,06 |
| FIN.CREDIT MUTUEL TV 04-PERP. | EUR | 1 000 | 851,99 | 0,00 |
| GROUPE DANONE 1.75% PERP EMTN | EUR | 1 500 000 | 1 456 331,10 | 0,87 |
| GROUPE DES ASSURANCES CREDIT MUTUEL 1.85% 21-04-42 | EUR | 1 300 000 | 1 005 199,89 | 0,60 |
| HERAEUS FINANCE 2.625% 09-06-27 | EUR | 1 500 000 | 1 444 751,92 | 0,86 |
| IMERYS 1.5% 15-01-27 EMTN | EUR | 1 500 000 | 1 384 224,45 | 0,83 |
| INDIGO GROUP SAS 1.625% 19-04-28 | EUR | 1 200 000 | 1 066 156,27 | 0,64 |
| LAGARDERE 1.625% 21-06-24 | EUR | 500 000 | 488 109,38 | 0,29 |
| ORANO 3.375% 23-04-26 EMTN | EUR | 2 800 000 | 2 625 693,10 | 1,56 |
| PERNOD RICARD 1.125% 07-04-25 | EUR | 100 000 | 97 974,23 | 0,06 |
| QUATRIM SASU 5.875% 15-01-24 | EUR | 1 000 000 | 963 876,53 | 0,58 |
| SFR GROUP 5.875% 01-02-27 | EUR | 800 000 | 717 023,00 | 0,43 |
| SG 1.125% 21-04-26 EMTN | EUR | 3 500 000 | 3 324 582,88 | 1,98 |
| SG 7.375% PERP | USD | 2 000 000 | 1 886 455,59 | 1,12 |
| UNIBAIL RODAMCO SE 2.125% PERP | EUR | 100 000 | 75 860,12 | 0,04 |
| TOTAL FRANCE |  |  | 33 341 945,77 | 19,86 |
| IRLANDE |  |  |  |  |
| SMURFIT KAPPA ACQUISITIONS 2.875% 15-01-26 | EUR | 2 000 000 | 2 000 013,06 | 1,19 |
| TOTAL IRLANDE |  |  | 2 000 013,06 | 1,19 |
| ITALIE |  |  |  |  |
| A2A EX AEM 2.5% 15-06-26 EMTN | EUR | 1 400 000 | 1 377 517,92 | 0,82 |
| ACEA 0.0000010% 28-09-25 EMTN | EUR | 1 200 000 | 1 110 216,00 | 0,66 |
| ASSICURAZIONI GENERALI 4.125% 04/05/2026 | EUR | 1 200 000 | 1 210 828,60 | 0,72 |
| ASSICURAZIONI GENERALI 4.596% PERP | EUR | 1 500 000 | 1 493 552,26 | 0,89 |
| AUTOSTRADE PER L ITALILIA 1.625% 25-01-28 | EUR | 2 100 000 | 1 774 884,90 | 1,06 |
| BANCA POPOLARE DELL EMILIA ROMAGNA 3.875% 25-07-32 | EUR | 2 000 000 | 1 739 052,60 | 1,03 |
| BANCA POPOLARE DELL EMILIA ROMAGNA 4.625% 22-01-25 | EUR | 100 000 | 100 507,93 | 0,06 |
| DOBANK 3.375% 31-07-26 | EUR | 100 000 | 87 970,77 | 0,05 |
| FINEBANK BANCA FINE 0.5% 21-10-27 | EUR | 600 000 | 524 890,11 | 0,32 |
| IGIM 0 1/4 06/24/25 | EUR | 1 400 000 | 1 314 065,89 | 0,79 |
| INTESA SANPAOLO SPA 6.625% 13/09/2023 | EUR | 1 500 000 | 1 636 879,52 | 0,97 |
| INTE SP VITA SUB 4.75% PERP | EUR | 2 000 000 | 1 999 974,52 | 1,19 |
| SNAM 0.0% 15-08-25 EMTN | EUR | 1 200 000 | 1 111 500,00 | 0,66 |
| TELECOM ITALIA SPA EX OLIVETTI 4.0% 11-04-24 | EUR | 3 000 000 | 2 987 386,44 | 1,78 |
| TRASMISSIONE ELETTRICITA RETE NAZIONALE 0.125% 25-07- 25 | EUR | 1 400 000 | 1 316 683,32 | 0,78 |
| UNICREDIT SPA 6.95% 31/10/2022 | EUR | 1 500 000 | 1 595 461,64 | 0,95 |
| WEBUILD 3.875% 28-07-26 | EUR | 1 400 000 | 1 182 590,93 | 0,71 |
| TOTAL ITALIE |  |  | 22 563 963,35 | 13,44 |
| JAPON |  |  |  |  |
| SOFTBANK GROUP 2.125% 06-07-24 | EUR | 2 000 000 | 1 822 115,19 | 1,09 |
| SOFTBANK GROUP 4.0% 20-04-23 | EUR | 1 000 000 | 984 712,22 | 0,58 |
| TOTAL JAPON |  |  | 2 806 827,41 | 1,67 |

| Désignation des valeurs | Devise | Qté Nbre ou nominal | Valeur actuelle | % Actif Net |
| --- | --- | --- | --- | --- |
| LUXEMBOURG |  |  |  |  |
| BANQUE INTLE A LUXEMBOURG 1.75% 18-08-31 | EUR | 2 400 000 | 2 263 373,92 | 1,35 |
| CPI PROPERTY GROUP 4.875% PERP | EUR | 1 500 000 | 926 084,38 | 0,55 |
| EUROFINS SCIENTIFIC SE 4.0% 06-07-29 | EUR | 1 000 | 999,38 | 0,00 |
| INTRALOT AUTRE R 15-09-25 | USD | 1 500 000 | 1 424 946,20 | 0,85 |
| SIG COMBIBLOC PURCHASER 2.125% 18-06-25 | EUR | 1 500 000 | 1 433 094,17 | 0,85 |
| TOTAL LUXEMBOURG |  |  | 6 048 498,05 | 3,60 |
| PAYS-BAS |  |  |  |  |
| ACHMEA BV TF/TV 04/04/2043 | EUR | 2 400 000 | 2 462 949,37 | 1,46 |
| AEGON 0 07/29/49 | USD | 547 100 | 440 986,74 | 0,27 |
| AEGON NV AUTRE R+0.1% PERP | EUR | 1 000 000 | 843 132,05 | 0,51 |
| AKZO NOBEL NV 1.5% 28-03-28 | EUR | 17 000 | 15 622,45 | 0,01 |
| ENEL FINANCE INTL NV 0.25% 17-11-25 | EUR | 3 000 000 | 2 782 922,05 | 1,66 |
| HEIMSTADEN BOSTAD TREASURY BV 0.625% 24-07-25 | EUR | 2 000 000 | 1 764 013,70 | 1,05 |
| IBERDROLA INTL BV 1.874% PERP | EUR | 1 400 000 | 1 231 971,92 | 0,73 |
| NIBC BANK NV USI10R+0.1% PERP | USD | 1 962 000 | 1 469 250,56 | 0,88 |
| REPSOL INTL FINANCE BV 0.125% 05-10-24 | EUR | 3 500 000 | 3 382 440,27 | 2,01 |
| REPSOL INTL FINANCE BV 3.75% PERP | EUR | 1 300 000 | 1 178 141,92 | 0,70 |
| TELEFONICA EUROPE BV 3.0% PERP | EUR | 2 000 000 | 1 972 209,32 | 1,17 |
| VIVAT NV 7.0% PERP | EUR | 1 100 000 | 1 042 556,74 | 0,62 |
| VOLKSWAGEN INTL FINANCE NV 3.125% 28-03-25 | EUR | 100 000 | 101 136,37 | 0,06 |
| VOLKSWAGEN INTL FINANCE NV 3.748% PERP | EUR | 200 000 | 172 748,62 | 0,10 |
| TOTAL PAYS-BAS |  |  | 18 860 082,08 | 11,23 |
| PORTUGAL |  |  |  |  |
| CAIXA GEN 0.375% 21-09-27 EMTN | EUR | 2 500 000 | 2 194 920,89 | 1,30 |
| ENERGIAS DE PORTUGAL EDP 1.5% 14-03-82 | EUR | 2 500 000 | 1 942 731,85 | 1,16 |
| FIDELIDADE COMPANHIADE SEGUROS 4.25% 04-09-31 | EUR | 1 400 000 | 1 336 357,15 | 0,80 |
| TOTAL PORTUGAL |  |  | 5 474 009,89 | 3,26 |
| ROYAUME-UNI |  |  |  |  |
| BARCLAYS PLC 2.0% 07-02-28 | EUR | 2 000 000 | 1 993 489,59 | 1,19 |
| HSBC HOLDINGS PLC 5.25% PERP | EUR | 1 000 000 | 1 002 662,93 | 0,60 |
| TECHNIPFMC LIMITED 3.15% 16-10-23 | EUR | 1 600 000 | 1 650 039,45 | 0,98 |
| TOTAL ROYAUME-UNI |  |  | 4 646 191,97 | 2,77 |
| SUEDE |  |  |  |  |
| HEIMSTADEN BOSTAD AB 3.248% PERP | EUR | 400 000 | 248 017,26 | 0,15 |
| INTRUM AB 4.875% 15-08-25 | EUR | 1 000 000 | 913 885,42 | 0,54 |
| SAMHALLSBYGGNADSBOLAGET I NORDEN AB 2.625% PERP | EUR | 2 500 000 | 830 586,99 | 0,49 |
| TOTAL SUEDE |  |  | 1 992 489,67 | 1,18 |
| SUISSE |  |  |  |  |
| 5.125% 15/05/2024 | USD | 2 000 000 | 1 926 760,14 | 1,15 |
| CS 7 1/2 12/11/49 | USD | 2 000 000 | 1 835 538,12 | 1,09 |
| ZURCHER KANTONALBANK 2.02% 13-04-28 | EUR | 1 500 000 | 1 453 497,12 | 0,87 |
| TOTAL SUISSE |  |  | 5 215 795,38 | 3,11 |

TOTAL Obligations et valeurs assimilées négociées sur un marché réglementé ou assimilé
127 837 609,15	76,14
TOTAL Obligations et valeurs assimilées	127 837 609,15	76,14 Organismes de placement collectif
| Désignation des valeurs | Devise | Qté Nbre ou nominal | Valeur actuelle | % Actif Net |
| --- | --- | --- | --- | --- |
| OPCVM et FIA à vocation générale destinés aux non professionnels et équivalents d'autres pays |  |  |  |  |
| FRANCE |  |  |  |  |
| LBPAM ISR DETTES FINANCIERES FLEXIBLE I | EUR | 241 | 2 315 513,54 | 1,38 |
| OSTRUM EURO ABS OPPORTUNITIES SI C | EUR | 20 | 2 412 669,20 | 1,44 |
| OSTRUM SRI CASH M | EUR | 481 | 4 712 549,40 | 2,81 |
| OSTRUM SRI CASH Part Z2 | EUR | 78 | 763 082,58 | 0,45 |
| TOTAL FRANCE |  |  | 10 203 814,72 | 6,08 |
| IRLANDE |  |  |  |  |
| INVESCO AT1 CAPITAL BOND ETF | USD | 85 000 | 1 879 497,20 | 1,11 |
| TOTAL IRLANDE |  |  | 1 879 497,20 | 1,11 |
| LUXEMBOURG |  |  |  |  |
| AXIOM CONTINGENT CAPITAL SIC CLASSE C | EUR | 2 000 | 2 512 400,00 | 1,50 |
| OSTRUM CREDIT OPPORTUNITIES SI A EUR CAP | EUR | 13 000 | 1 341 860,00 | 0,80 |
| TOTAL LUXEMBOURG |  |  | 3 854 260,00 | 2,30 |

TOTAL OPCVM et FIA à vocation générale destinés aux non professionnels et équivalents d'autres pays
15 937 571,92	9,49
TOTAL Organismes de placement collectif	15 937 571,92	9,49 Titres donnés en pension
ALLEMAGNE
| AAREAL BK AUTRE R+7.18% PERP | EUR | 800 000 | 776 561,18 | 0,46 |
| --- | --- | --- | --- | --- |
| DEUTSCHE BK 4.0% 24-06-32 EMTN | EUR | 400 000 | 370 879,23 | 0,23 |
| LANDESBANK HESSENTHUERINGEN GIROZE 4.5% 15-09-32 | EUR | 400 000 | 389 560,99 | 0,23 |
| TOTAL ALLEMAGNE |  |  | 1 537 001,40 | 0,92 |
| AUTRICHE VIENNA INSURANCE GROUP 4.875% 15-06-42 | EUR | 500 000 | 463 073,84 | 0,28 |
| TOTAL AUTRICHE |  |  | 463 073,84 | 0,28 |
| BELGIQUE ONTEX GROUP NV 3.5% 15-07-26 | EUR | 799 000 | 653 547,21 | 0,39 |
| TOTAL BELGIQUE |  |  | 653 547,21 | 0,39 |
| FINLANDE HUHTAMAKI OY 4.25% 09-06-27 | EUR | 1 000 000 | 973 740,96 | 0,58 |
| TOTAL FINLANDE |  |  | 973 740,96 | 0,58 |
| FRANCE AUCHAN 2.875% 29-01-26 EMTN | EUR | 900 000 | 852 513,90 | 0,51 |
| DANONE 1.0% PERP | EUR | 1 000 000 | 831 389,45 | 0,50 |
| DERICHEBOURG 2.25% 15-07-28 | EUR | 1 999 000 | 1 656 863,75 | 0,99 |
| FIN.CREDIT MUTUEL TV 04-PERP. | EUR | 1 599 000 | 1 362 330,60 | 0,81 |
| PERNOD RICARD 1.125% 07-04-25 | EUR | 1 300 000 | 1 273 665,02 | 0,75 |
| UNIBAIL RODAMCO SE 2.125% PERP | EUR | 2 900 000 | 2 199 943,58 | 1,31 |
| TOTAL FRANCE ITALIE ASSICURAZIONI GENERALI 4.125% 04/05/2026 | EUR | 500 000 | 8 176 706,30 504 511,92 | 4,87 0,30 |
| BANCA POPOLARE DELL EMILIA ROMAGNA 4.625% 22-01-25 | EUR | 1 900 000 | 1 909 650,68 | 1,14 |
| DOBANK 3.375% 31-07-26 | EUR | 1 300 000 | 1 143 620,06 | 0,68 |
| FINEBANK BANCA FINE 0.5% 21-10-27 | EUR | 900 000 | 787 335,16 | 0,47 |
| UNICREDIT 0.925% 18-01-28 EMTN | EUR | 3 000 000 | 2 634 726,58 | 1,57 |
| WEBUILD 3.875% 28-07-26 | EUR | 1 200 000 | 1 013 649,37 | 0,60 |
| TOTAL ITALIE |  |  | 7 993 493,77 | 4,76 |

| Désignation des valeurs	Devise	Qté Nbre ou	Valeur actuelle	% Actif nominal			Net |
| --- |
| LUXEMBOURG |  |  |  |  |
| EUROFINS SCIENTIFIC SE 4.0% 06-07-29 | EUR | 1 199 000 | 1 198 254,15 | 0,71 |
| TOTAL LUXEMBOURG |  |  | 1 198 254,15 | 0,71 |
| PAYS-BAS |  |  |  |  |
| AKZO NOBEL NV 1.5% 28-03-28 | EUR | 783 000 | 719 551,47 | 0,43 |
| VOLKSWAGEN INTL FINANCE NV 3.125% 28-03-25 | EUR | 1 600 000 | 1 618 181,92 | 0,96 |
| VOLKSWAGEN INTL FINANCE NV 3.748% PERP | EUR | 800 000 | 690 994,50 | 0,41 |
| TOTAL PAYS-BAS |  |  | 3 028 727,89 | 1,80 |
| TOTAL Titres donnés en pension |  |  | 24 024 545,52 | 14,31 |
| Dettes représentatives des titres données en pension |  |  | -25 505 595,90 | -15,19 |
| Indemnités sur titres données en pension |  |  | 4 459,66 | 0,00 |
| Instrument financier à terme |  |  |  |  |
| Engagements à terme fermes |  |  |  |  |
| Engagements à terme fermes sur marché réglementé ou assimilé |  |  |  |  |
| EURO BOBL 0922 | EUR | -110 | 62 700,00 | 0,04 |
| EURO SCHATZ 0922 | EUR | 100 | 106 500,00 | 0,06 |
| FGBL BUND 10A 0922 | EUR | 85 | 227 840,00 | 0,14 |
| XEUR FBTP BTP 0922 | EUR | -30 | -133 800,00 | -0,08 |

TOTAL Engagements à terme fermes sur marché réglementé ou assimilé
263 240,00	0,16
TOTAL Engagements à terme fermes	263 240,00	0,16
Autres instruments financiers à terme Credit Default Swap
| HOCH AG 1.75 07-25_2 | EUR | 1 400 000 | 125 842,40 | 0,07 |
| --- | --- | --- | --- | --- |
| TOTAL Credit Default Swap |  |  | 125 842,40 | 0,07 |
| Swaps TRS |  |  |  |  |
| TRS IBOX | EUR | 10 000 000 | -515,62 | 0,00 |
| TOTAL Swaps TRS |  |  | -515,62 | 0,00 |
| TOTAL Autres instruments financiers à terme |  |  | 125 326,78 | 0,07 |
| TOTAL Instrument financier à terme |  |  | 388 566,78 | 0,23 |
| Appel de marge |  |  |  |  |
| APPEL MARGE CACEIS | USD | 0,24 | 0,23 | 0,00 |
| APPEL MARGE CACEIS | EUR | -263 240 | -263 240,00 | -0,16 |
| TOTAL Appel de marge |  |  | -263 239,77 | -0,16 |
| Créances |  |  | 18 124 405,34 | 10,80 |
| Dettes |  |  | -18 997 883,02 | -11,32 |
| Comptes financiers |  |  | 2 212 288,64 | 1,32 |
| Actif net |  |  | 167 899 554,65 | 100,00 |

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