# CPR Invest - Climate Bonds Euro
| Statement of net assets as at 30/06/22 |  |
| --- | --- |
|  | Expressed in EUR |
| Assets | 376,009,572.23 |
| Securities portfolio at market value | 343,460,224.03 |
| Cost price | 386,215,572.32 |
| Cash at banks and liquidities | 29,841,422.07 |
| Receivable on subscriptions | 999.50 |
| Net unrealised appreciation on forward foreign exchange contracts | 21,399.81 |
| Interests receivable on securities portfolio | 2,685,526.82 |
| Liabilities | 525,477.25 |
| Payable on redemptions | 12,021.43 |
| Net unrealised depreciation on financial futures | 20,650.00 |
| Management fees, advisory fees and Management Company fees payable | 72,303.89 |
| Depositary and sub-depositary fees payable | 21,491.05 |
| Administration fees payable | 213,253.26 |
| Performance fees payable | 148,367.02 |
| Other liabilities | 37,390.60 |
| Net asset value | 375,484,094.98 |

| Statistics |  |
| --- | --- |
|  |  | 30/06/22 | 31/12/21 | 31/12/20 |
| Total Net Assets | EUR | 375,484,094.98 | 224,533,161.35 | 245,307,855.31 |
| Class A CHFH - Acc Number of shares |  | 6,258.9181 | - | - |
| Net asset value per share | CHF | 92.21 | - | - |
| Class A EUR - Acc Number of shares |  | 668,721.3275 | 667,071.3564 | 1,118,981.9591 |
| Net asset value per share | EUR | 89.58 | 101.98 | 102.35 |
| Class E EUR - Acc Number of shares |  | 345,220.0581 | 514,995.3016 | 730,995.0620 |
| Net asset value per share | EUR | 91.46 | 103.87 | 103.78 |
| Class F EUR - Acc Number of shares |  | 2,840.7536 | 1,748.8607 | - |
| Net asset value per share | EUR | 87.19 | 99.51 | - |
| Class H EUR - Acc |  |  |  |  |
| Number of shares |  | 20.0000 | 20.0000 | - |
| Net asset value per share | EUR | 88.20 | 100.25 | - |
| Class I EUR - Acc |  |  |  |  |
| Number of shares |  | 3,110,370.7985 | 991,487.9636 | 523,707.6497 |
| Net asset value per share | EUR | 91.04 | 103.47 | 103.45 |
| Class I2 EUR - Acc Number of shares |  | - | - | 5,674.3447 |
| Net asset value per share | EUR | - | - | 100.18 |
| Class M2 EUR - Acc Number of shares |  | 20.0000 | 20.0000 | - |
| Net asset value per share | EUR | 88.04 | 100.14 | - |
| Class R EUR - Acc Number of shares |  | 19.8088 | 2,368.8253 | 1,618.8253 |
| Net asset value per share | EUR | 90.80 | 103.12 | 103.22 |

Changes in number of shares outstanding from 01/01/22 to 30/06/22
|  | Shares outstanding as |  |  | Shares outstanding as |
| --- | --- | --- | --- | --- |
| at 01/01/22 | Shares issued | Shares redeemed | at 30/06/22 |
| Class A CHFH - Acc | 0.0000 | 6,258.9181 | 0.0000 | 6,258.9181 |
| Class A EUR - Acc | 667,071.3564 | 99,917.9451 | 98,267.9740 | 668,721.3275 |
| Class E EUR - Acc | 514,995.3016 | 0.0000 | 169,775.2435 | 345,220.0581 |
| Class F EUR - Acc | 1,748.8607 | 1,177.8889 | 85.9960 | 2,840.7536 |
| Class H EUR - Acc | 20.0000 | 0.0000 | 0.0000 | 20.0000 |
| Class I EUR - Acc | 991,487.9636 | 3,675,883.1937 | 1,557,000.3588 | 3,110,370.7985 |
| Class M2 EUR - Acc | 20.0000 | 0.0000 | 0.0000 | 20.0000 |
| Class R EUR - Acc | 2,368.8253 | 0.9835 | 2,350.0000 | 19.8088 |

| Securities portfolio as at 30/06/22 |  |
| --- | --- |
| Denomination | Currency | Quantity | Market (in EUR) | % of net assets |
| Transferable securities admitted to an official stock exchange listing |  |  |  |  |
| and/or dealt in on another regulated market |  |  | 308,590,011.66 | 82.18 |
| Bonds |  |  | 180,375,229.03 | 48.04 |
| Australia |  |  | 3,392,692.97 | 0.90 |
| AUSTRALIA NEW ZEALA 0.669 21-31 05/02A | EUR | 1,200,000 | 1,039,640.57 | 0.28 |
| WOOLWORTHS GROUP 0.375 21-28 15/11A | EUR | 2,900,000 | 2,353,052.40 | 0.63 |
| Austria |  |  | 1,236,933.45 | 0.33 |
| RAIFFEISEN BANK INTE 1.375 21-33 17/06A | EUR | 1,000,000 | 708,929.53 | 0.19 |
| UNIQA INSURANCE GROUP 2.375 21-41 09/12A | EUR | 700,000 | 528,003.92 | 0.14 |
| Belgium |  |  | 1,377,959.10 | 0.37 |
| UCB SA	1.0000 21-28 30/03A | EUR | 1,600,000 | 1,377,959.10 | 0.37 |
| Denmark |  |  | 710,305.42 | 0.19 |
| H. LUNDBECK A/S 0.875 20-27 14/10A | EUR | 800,000 | 710,305.42 | 0.19 |
| Finland |  |  | 1,869,469.18 | 0.50 |
| CASTELLUM HELSINKI 0.875 21-29 17/09A | EUR | 800,000 | 543,800.25 | 0.14 |
| NESTE OYJ	0.75 21-28 25/03A | EUR | 1,500,000 | 1,325,668.93 | 0.35 |
| France |  |  | 36,658,822.57 | 9.76 |
| ACCOR SA 1.75 19-26 04/02A | EUR | 2,000,000 | 1,838,785.80 | 0.49 |
| ARVAL SERVICE L	0.8750 22-25 17/02A | EUR | 1,200,000 | 1,133,539.61 | 0.30 |
| BNP PARIBAS 1.375 19-29 28/05A | EUR | 200,000 | 172,814.08 | 0.05 |
| CARMILA SAS 1.625 20-27 30/05A | EUR | 1,500,000 | 1,231,396.41 | 0.33 |
| CARMILA SAS 2.125 18-28 07/03A | EUR | 400,000 | 326,051.10 | 0.09 |
| CARREFOUR SA 2.625 20-27 01/04A | EUR | 1,800,000 | 1,728,757.25 | 0.46 |
| EIFFAGE SA	1.6250 20-27 14/01A | EUR | 2,400,000 | 2,154,987.02 | 0.57 |
| ELIS SA 1.0 19-25 03/04A | EUR | 2,800,000 | 2,543,626.32 | 0.68 |
| FRANCE 1.25 16-36 25/05A | EUR | 21,000,000 | 18,684,645.00 | 4.98 |
| REXEL SA 2.125 21-28 05/05S | EUR | 800,000 | 632,617.58 | 0.17 |
| SANOFI SA	0.5 18-23 21/03A | EUR | 700,000 | 700,330.63 | 0.19 |
| SOCIETE GENERALE	0.875 19-29 24/09A | EUR | 300,000 | 243,006.34 | 0.06 |
| SOCIETE GENERALE 1.125 21-31 01/04A | EUR | 3,500,000 | 2,991,477.30 | 0.80 |
| SOCIETE GENERALE 1.25 20-30 12/06A | EUR | 2,800,000 | 2,276,788.13 | 0.61 |
| Germany |  |  | 25,006,453.51 | 6.66 |
| ALSTRIA OFFICE REIT 0.50 19-25 26/09A | EUR | 600,000 | 508,097.24 | 0.14 |
| ALSTRIA OFFICE REIT- 1.5 20-26 23/06A | EUR | 300,000 | 255,543.56 | 0.07 |
| COMMERZBANK AG 4.00 16-26 23/03A | EUR | 800,000 | 782,766.15 | 0.21 |
| DEUTSCHE LUFTHANSA 2.875 21-25 11/02A | EUR | 500,000 | 448,064.08 | 0.12 |
| DEUTSCHE LUFTHANSA A 3.75 21-28 11/02A | EUR | 1,200,000 | 968,347.78 | 0.26 |
| DEUTSCHE LUFTHANSA A 3 20-26 01/12A | EUR | 800,000 | 676,175.18 | 0.18 |
| GERMANY 0.00 20-35 15/05A | EUR | 20,000,000 | 16,461,600.00 | 4.38 |
| INFINEON TECHNO	1.625 20-29 24/06A | EUR | 1,000,000 | 905,590.50 | 0.24 |
| KION GROUP AG	1.625 20-25 24/09A | EUR | 700,000 | 662,330.01 | 0.18 |
| MTU AERO ENGINES GMBH 3.00 20-25 01/07A | EUR | 2,700,000 | 2,664,938.91 | 0.71 |
| VONOVIA SE 0.375 21-27 16/06A | EUR | 800,000 | 673,000.10 | 0.18 |
| Ireland |  |  | 2,823,486.23 | 0.75 |
| AIB GROUP PLC 2.25 18-25 03/07A | EUR | 500,000 | 485,985.17 | 0.13 |
| DELL BANK INTER	0.5000 21-26 27/10A | EUR | 900,000 | 817,311.33 | 0.22 |
| SMURFIT KAPPA 1.50 19-27 15/09S | EUR | 1,700,000 | 1,520,189.73 | 0.40 |
| Italy |  |  | 22,850,664.81 | 6.09 |
| ASSICURAZ GENERALI 4.125 14-26 04/05A | EUR | 700,000 | 701,489.74 | 0.19 |
| AUTOSTRADE ITALIA SPA 1.875 15-25 04/11A | EUR | 1,700,000 | 1,579,289.64 | 0.42 |
| BANCO BPM S.P.A. 0.875 21-26 15/07A | EUR | 2,300,000 | 2,028,278.18 | 0.54 |
| BANCO BPM SPA 1.75 19-25 28/01A | EUR | 2,000,000 | 1,900,627.66 | 0.51 |
| BC POP EMILIA ROMAGNA 3.875 22-32 25/0A7 | EUR | 1,300,000 | 1,108,296.38 | 0.30 |
| INTESA SAN PAOLO	0.75 19-24 04/12A | EUR | 2,700,000 | 2,591,271.46 | 0.69 |
| INTESA SAN PAOLO	1.0000 19-24 04/07A | EUR | 1,600,000 | 1,556,314.00 | 0.41 |
| INTESA SANPAOLO 1.00 19-26 19/11A | EUR | 4,127,000 | 3,713,592.47 | 0.99 |
| INTESA SANPAOLO 2.1250 20-25 26/05A | EUR | 4,900,000 | 4,780,965.23 | 1.27 |

| Securities portfolio as at 30/06/22 |  |
| --- | --- |
| Denomination | Currency | Quantity | Market (in EUR) | % of net assets |
| INTESA SANPAOLO 3.928 14-26 15/09A | EUR | 1,800,000 | 1,778,580.45 | 0.47 |
| UNICREDIT SPA	0.00  08-13 12/02A | EUR | 1,100,000 | 1,022,365.62 | 0.27 |
| UNICREDIT SPA 2.00 16-23 04/03A | EUR | 89,000 | 89,593.98 | 0.02 |
| Japan |  |  | 782,807.95 | 0.21 |
| TAKEDA PHARMACEUTICAL 3.00 18-30 21/11A | EUR | 800,000 | 782,807.95 | 0.21 |
| Luxembourg |  |  | 3,566,712.30 | 0.95 |
| BECTON DICKINSON 1.208 19-26 04/06A | EUR | 1,100,000 | 1,034,582.06 | 0.28 |
| CNH IND FIN 1.75 17-25 12/09A | EUR | 1,500,000 | 1,447,132.11 | 0.39 |
| CNH INDUSTRIAL 1.625 19-29 03/07A | EUR | 800,000 | 697,331.99 | 0.19 |
| CNH INDUSTRIAL FINAN 0 20-24 01/12A | EUR | 400,000 | 387,666.14 | 0.10 |
| Netherlands |  |  | 14,137,690.78 | 3.77 |
| ABN AMRO BANK 2.875 16-28 18/01A | EUR | 4,000,000 | 4,010,940.60 | 1.07 |
| CITYCON TREASURY 2.375 18-27 15/01A | EUR | 1,100,000 | 901,146.41 | 0.24 |
| CITYCON TREASURY 2.50 14-24 01/10A | EUR | 200,000 | 190,501.98 | 0.05 |
| EASYJET FINCO B.V. 1.875 21-28 03/03A | EUR | 2,400,000 | 1,938,707.07 | 0.52 |
| PACCAR FINANCIAL EURO 0.00 20-23 03/03A | EUR | 1,500,000 | 1,493,127.65 | 0.40 |
| SIGNIFY N.V. 2.375 20-27 11/05A | EUR | 3,800,000 | 3,605,906.15 | 0.96 |
| UPJOHN FINANCE	1.362 20-27 23/06A | EUR | 2,300,000 | 1,997,360.92 | 0.53 |
| Portugal |  |  | 4,023,035.81 | 1.07 |
| BC PORTUGUES 1.125 21/27 12/02A | EUR | 4,800,000 | 4,023,035.81 | 1.07 |
| Spain |  |  | 17,722,263.37 | 4.72 |
| ABERTIS INFRAESTRUCT 1.25 20-28 07/02A | EUR | 1,100,000 | 957,086.62 | 0.25 |
| ABERTIS INFRAESTRUCT 3.0000 19-31 27/03A | EUR | 500,000 | 453,720.17 | 0.12 |
| AMADEUS IT GROUP SA 1.875 20-28 24/09A | EUR | 3,900,000 | 3,539,212.28 | 0.94 |
| BANCO BILBAO VIZCAYA 0.5 20-27 14/01A | EUR | 1,000,000 | 884,131.32 | 0.24 |
| BANCO BILBAO VIZCAYA 1.375 18-25 14/05A | EUR | 200,000 | 193,719.71 | 0.05 |
| BANCO BILBAO VIZCAYA 3.50 17-27 10/02A | EUR | 3,000,000 | 2,913,863.04 | 0.78 |
| BANCO SANTANDER SA 0.5 20-27 04/02A | EUR | 600,000 | 527,279.20 | 0.14 |
| BANCO SANTANDER SA 0.5 21-27 24/03A | EUR | 1,000,000 | 902,750.94 | 0.24 |
| BANCO SANTANDER SA 2.125 18-28 08/02A | EUR | 2,800,000 | 2,503,249.36 | 0.67 |
| BANKINTER SA 0.625 20-27 06/02A | EUR | 300,000 | 256,065.39 | 0.07 |
| BANKINTER SA	0.8750 19-26 08/07A | EUR | 2,600,000 | 2,352,418.35 | 0.63 |
| MAPFRE SA	2.875 22-30 13/04A | EUR | 900,000 | 796,976.59 | 0.21 |
| SANTANDER ISSUANCES 3.125 17-27 19/01A | EUR | 1,500,000 | 1,441,790.40 | 0.38 |
| Sweden |  |  | 2,573,093.67 | 0.69 |
| CASTELLUM AB	0.7500 19-26 04/09A | EUR | 2,500,000 | 1,997,612.90 | 0.53 |
| CASTELLUM AB	2.125 18-23 20/11A | EUR | 100,000 | 97,191.06 | 0.03 |
| ESSITY AB 1.625 17-27 30/03A | EUR | 500,000 | 478,289.71 | 0.13 |
| United Kingdom |  |  | 15,187,255.80 | 4.04 |
| BARCLAYS PLC 0.577 21-29 09/08A | EUR | 700,000 | 570,802.82 | 0.15 |
| BARCLAYS PLC 1.125 21-31 22/03A | EUR | 3,000,000 | 2,616,640.83 | 0.70 |
| BARCLAYS PLC 1.375 18-26 24/01A | EUR | 800,000 | 761,540.20 | 0.20 |
| COCA-COLA EUROPEAN 1.75 16-28 26/05A | EUR | 700,000 | 653,849.59 | 0.17 |
| INFORMA PLC	1.2500 19-28 22/04A | EUR | 3,300,000 | 2,895,129.89 | 0.77 |
| ITV PLC	1.375 19-20 26/09A | EUR | 1,000,000 | 895,109.81 | 0.24 |
| ITV PLC	2.00 16-23 01/12A | EUR | 1,700,000 | 1,698,449.76 | 0.45 |
| NATWEST MARKETS PLC 1.375 22-27 02/03A | EUR | 1,600,000 | 1,478,405.04 | 0.39 |
| SMITHS GROUP PLC	2.00 17-27 23/02A | EUR | 1,200,000 | 1,159,705.73 | 0.31 |
| TESCO CORPORATE 0.8750 19-26 29/05A | EUR | 900,000 | 819,402.44 | 0.22 |
| VODAFONE GROUP 1.125 17-25 20/11A | EUR | 1,700,000 | 1,638,219.69 | 0.44 |
| United States of America |  |  | 26,455,582.11 | 7.05 |
| ABBVIE INC 2.125 20-29 01/06A | EUR | 1,800,000 | 1,688,532.46 | 0.45 |
| AT&T INC 2.35 18-29 05/09A | EUR | 1,600,000 | 1,537,036.68 | 0.41 |
| BALL CORP	1.5000 19-27 15/03S | EUR | 800,000 | 674,845.63 | 0.18 |
| BECTON DICKINSON 1.90 16-26 15/12A | EUR | 500,000 | 478,882.36 | 0.13 |
| DIGITAL EURO FINCO 2.5	19-26 16/01A | EUR | 2,200,000 | 2,118,202.07 | 0.56 |
| EQUINIX INC	0.2500 21-27 15/03A | EUR | 500,000 | 433,112.45 | 0.12 |
| FORD MOTOR CREDIT CO 3.25 20-25 15/09A | EUR | 300,000 | 275,644.72 | 0.07 |

| Securities portfolio as at 30/06/22 |  |  |  |  |
| --- | --- | --- | --- | --- |
| Denomination | Currency | Quantity | Market (in EUR) | % of net assets |
| GENERAL MOTORS	0.6500 21-28 07/09A | EUR | 400,000 | 313,054.32 | 0.08 |
| GENERAL MOTORS FIN 0.6000 21-27 20/05A | EUR | 800,000 | 670,758.59 | 0.18 |
| IBM CORP 0.375 19-23 31/01A | EUR | 4,300,000 | 4,296,998.95 | 1.14 |
| IBM CORP 0.875 19-25 31/01A | EUR | 1,700,000 | 1,649,519.12 | 0.44 |
| IQVIA INC 2.25 21-29 03/03S | EUR | 1,000,000 | 794,284.85 | 0.21 |
| IQVIA INC 2.875 20-28 24/06S | EUR | 1,300,000 | 1,112,505.47 | 0.30 |
| LEVI STRAUSS & CO 3.375 17-27 15/03S | EUR | 1,000,000 | 919,627.24 | 0.24 |
| METROPOLITAN LIFE G F 1.75 22-25 25/05A | EUR | 900,000 | 889,497.74 | 0.24 |
| MORGAN STANLEY 0.406 21-27 30/04A | EUR | 4,400,000 | 3,914,232.26 | 1.04 |
| PVH CORP 3.125 17-27 15/12S | EUR | 3,800,000 | 3,587,872.25 | 0.96 |
| SOUTHERN CO	1.875 21-81 15-09A | EUR | 1,600,000 | 1,100,974.95 | 0.29 |
| Floating rate notes |  |  | 128,214,782.63 | 34.15 |
| Austria |  |  | 6,585,193.39 | 1.75 |
| OMV AG FL.R 20-XX 01/09A | EUR | 2,400,000 | 2,074,501.56 | 0.55 |
| OMV AG FL.R 20-XX 01/09A | EUR | 1,400,000 | 1,127,088.91 | 0.30 |
| RAIFFEISEN BANK INTE FL.R 20-32 18/06A | EUR | 1,100,000 | 874,784.76 | 0.23 |
| UNIQA INSURANCE GROUP FL.R 15-46 27/07A | EUR | 2,400,000 | 2,508,818.16 | 0.67 |
| Belgium |  |  | 2,339,846.12 | 0.62 |
| KBC GROUPE SA	FL.R 22-25 29/06A | EUR | 700,000 | 703,266.95 | 0.19 |
| SOLVAY SA FL.R 20-XX 02/03A | EUR | 1,900,000 | 1,636,579.17 | 0.44 |
| France |  |  | 37,590,569.73 | 10.01 |
| ARKEMA SA FL.R 20-XX 21/01A | EUR | 1,500,000 | 1,288,531.08 | 0.34 |
| BNP PARIBAS CARDIF FL.R 14-XX 25/11A | EUR | 3,600,000 | 3,462,708.13 | 0.92 |
| BNP PARIBAS FL.R 19-25 15/07A | EUR | 1,000,000 | 959,256.24 | 0.26 |
| BNP PARIBAS FL.R 19-26 04/12A | EUR | 700,000 | 652,352.72 | 0.17 |
| BNP PARIBAS FL.R 20-29 17/04A | EUR | 1,200,000 | 1,045,433.00 | 0.28 |
| BNP PARIBAS FL.R 20-32 15/01A | EUR | 2,200,000 | 1,882,757.96 | 0.50 |
| BNP PARIBAS	FL.R 21-30 11/07A | EUR | 2,400,000 | 1,987,115.76 | 0.53 |
| BNP PARIBAS FL.R 21-33 31/08A | EUR | 4,000,000 | 3,156,681.76 | 0.84 |
| BNP PARIBAS	FL.R 22-32 31/03A | EUR | 1,700,000 | 1,548,762.44 | 0.41 |
| CREDIT AGRICOLE FL.R 18-48 29/01A | EUR | 5,300,000 | 4,656,472.46 | 1.24 |
| ORANGE SA FL.R 20-XX 15/10A | EUR | 3,000,000 | 2,408,815.26 | 0.64 |
| ORANGE SA FL.R 21-XX 11/05A | EUR | 3,000,000 | 2,242,868.01 | 0.60 |
| SOCIETE GENERALE FL.R 20-30 24/11A | EUR | 4,500,000 | 3,940,185.11 | 1.05 |
| SOCIETE GENERALE  FL.R 22-25 30/05A | EUR | 700,000 | 691,298.54 | 0.18 |
| TOTALENERGIES SE FL.R 15-XX 26/02A | EUR | 1,900,000 | 1,774,877.60 | 0.47 |
| TOTALENERGIES SE FL.R 20-XX 04/09A | EUR | 1,800,000 | 1,326,121.87 | 0.35 |
| UNIBAIL RODAMCO FL.R 18-XX 25/04A | EUR | 1,100,000 | 772,268.65 | 0.21 |
| UNIBAIL RODAMCO	FL.R 18-XX 25/10A | EUR | 5,100,000 | 3,794,063.14 | 1.01 |
| Germany |  |  | 8,408,228.09 | 2.24 |
| ALLIANZ SE	FL.R 19-49 25/09A | EUR | 900,000 | 732,509.92 | 0.20 |
| ALLIANZ SE FL.R 20-50 22/05A | EUR | 4,000,000 | 3,361,480.80 | 0.90 |
| INFINEON TECHNO FL.R 19-XX 01/04A | EUR | 2,200,000 | 1,926,504.08 | 0.51 |
| MERCK KGAA FL.R 19-79 25/06A | EUR | 2,800,000 | 2,387,733.29 | 0.64 |
| Ireland |  |  | 7,061,533.39 | 1.88 |
| AIB GROUP PLC FL.R 20-31 30/09A | EUR | 1,600,000 | 1,452,310.83 | 0.39 |
| BANK OF IRELAND GROUP FL.R 22-26 05/06A | EUR | 1,100,000 | 1,046,612.77 | 0.28 |
| BANK OF IRELAND GRP FL.R 19-25 25/11A | EUR | 500,000 | 472,266.08 | 0.13 |
| BANK OF IRELAND GRP FL.R 21-27 10/03A | EUR | 1,600,000 | 1,401,642.28 | 0.37 |
| BANK OF IRELAND GRP FL.R 21-31 11/08A | EUR | 3,140,000 | 2,688,701.43 | 0.72 |
| Italy |  |  | 14,156,318.42 | 3.77 |
| BPER BANCA SPA FL.R 22-25 22/01A | EUR | 1,000,000 | 1,004,174.89 | 0.27 |
| ENEL SPA FL.R 20-XX 10/03A | EUR | 500,000 | 413,557.34 | 0.11 |
| ENEL SPA FL.R 21-XX 08/09A | EUR | 1,400,000 | 937,409.02 | 0.25 |
| ENI SPA FL.R 20-XX 13/10A | EUR | 2,200,000 | 1,737,602.59 | 0.46 |
| POSTE ITALIANE	FL.R 21-XX 24/06A | EUR | 1,750,000 | 1,231,104.70 | 0.33 |
| UNICREDIT SPA FL.R 19-25 03/07A | EUR | 4,000,000 | 3,844,302.04 | 1.02 |
| UNICREDIT SPA FL.R 19-25 25/06A | EUR | 3,100,000 | 2,998,423.05 | 0.80 |
| UNICREDIT SPA FL.R 20-32 15/01A | EUR | 600,000 | 509,473.35 | 0.14 |

| Securities portfolio as at 30/06/22 |  |  |  |  |
| --- | --- | --- | --- | --- |
| Denomination | Currency | Quantity | Market (in EUR) | % of net assets |
| UNICREDIT SPA FL.R 21-29 05/07A | EUR | 1,800,000 | 1,480,271.44 | 0.39 |
| Luxembourg |  |  | 1,374,546.41 | 0.37 |
| SWISS RE FINANCE LUX FL.R 19-50 30/04A | EUR | 1,600,000 | 1,374,546.41 | 0.37 |
| Netherlands |  |  | 14,233,819.80 | 3.79 |
| ABERTIS FINANCE BV FL.R 20-XX 24/02A | EUR | 2,200,000 | 1,763,934.00 | 0.47 |
| IBERDROLA INTL BV	FL.R 20-XX 28/04A | EUR | 1,000,000 | 876,540.89 | 0.23 |
| NN GROUP NV FL.R 14-44 08/04A | EUR | 2,200,000 | 2,194,765.48 | 0.58 |
| NN GROUP NV FL.R 17-48 13/01A | EUR | 2,900,000 | 2,797,552.07 | 0.75 |
| REPSOL INTL FINANCE FL.R 20-XX 11/12A | EUR | 1,800,000 | 1,549,400.18 | 0.41 |
| TELEFONICA EUROPE BV FL.R 21-XX 12/05A | EUR | 4,100,000 | 2,914,192.84 | 0.78 |
| TELEFONICA EUROPE BV FL.R 21-XX 24/05A | EUR | 2,200,000 | 1,697,230.55 | 0.45 |
| VOLKSWAGEN INTL FIN FL.R 17-XX 14/06A | EUR | 500,000 | 440,203.79 | 0.12 |
| Portugal |  |  | 1,887,072.04 | 0.50 |
| BC PORTUGUES FL.R 21-28 07/04A | EUR | 500,000 | 400,967.23 | 0.11 |
| ENERGIAS DE PORTUGAL FL.R 21-81 02/08A | EUR | 800,000 | 649,302.44 | 0.17 |
| ENERGIAS DE PORTUGAL FL.R 21-82 14/03A | EUR | 1,200,000 | 836,802.37 | 0.22 |
| Spain |  |  | 12,093,782.89 | 3.22 |
| BANCO BILBAO VIZCAYA FL.R 19-29 22/02A | EUR | 3,800,000 | 3,715,974.32 | 0.99 |
| BANCO BILBAO VIZCAYA FL.R 20-30 16/01A | EUR | 700,000 | 630,256.05 | 0.17 |
| BANKINTER SA	FL.R 21-32 23/12A | EUR | 4,100,000 | 3,342,048.75 | 0.89 |
| CAIXABANK	FL.R 22-26 13/04A | EUR | 800,000 | 762,825.31 | 0.20 |
| CAIXABANK SA FL.R 19-29 15/02A | EUR | 1,500,000 | 1,483,853.01 | 0.40 |
| IBERCAJA	FL.R 22-25 15/06A | EUR | 1,400,000 | 1,389,953.87 | 0.37 |
| MAPFRE FL.R 17-47 31/03A | EUR | 800,000 | 768,871.58 | 0.20 |
| Sweden |  |  | 1,417,284.06 | 0.38 |
| CASTELLUM AB	FL.R 21-99 31/12A | EUR | 2,900,000 | 1,417,284.06 | 0.38 |
| Switzerland |  |  | 4,641,382.60 | 1.24 |
| UBS GROUP AG	FL.R 21-26 03/11A | EUR | 5,100,000 | 4,641,382.60 | 1.24 |
| United Kingdom |  |  | 10,596,003.92 | 2.82 |
| BARCLAYS PLC FL.R 19-25 09/06A | EUR | 1,000,000 | 958,863.34 | 0.26 |
| BARCLAYS PLC FL.R 20-25 02/04A | EUR | 400,000 | 403,266.05 | 0.11 |
| BARCLAYS PLC FL.R 22-28 28/01A | EUR | 1,360,000 | 1,190,812.68 | 0.32 |
| BP CAPITAL MARKETS FL.R 20-XX 22/06A | EUR | 2,300,000 | 1,928,858.43 | 0.51 |
| HSBC HOLDINGS PLC	FL.R 21-29 24/09A | EUR | 1,900,000 | 1,562,113.90 | 0.42 |
| VODAFONE GROUP FL.R 18-78 03/10A | EUR | 2,600,000 | 2,298,773.70 | 0.61 |
| VODAFONE GROUP FL.R 20-80 27/08A | EUR | 2,600,000 | 2,253,315.82 | 0.60 |
| United States of America |  |  | 5,829,201.77 | 1.55 |
| CITIGROUP FL.R 18-26 24/07A | EUR | 2,900,000 | 2,780,771.63 | 0.74 |
| CITIGROUP INC FL.R 19-27 08/10A | EUR | 3,400,000 | 3,048,430.14 | 0.81 |
| Undertakings for Collective Investment |  |  | 34,870,212.37 | 9.29 |
| Shares/Units in investment funds |  |  | 34,870,212.37 | 9.29 |
| France |  |  | 34,870,212.37 | 9.29 |
| CPR MONETAIRE SR FCP -I- CAP | EUR | 701 | 14,202,499.57 | 3.78 |
| CPR OBLIG 6 M -I- 3 DEC | EUR | 210 | 20,667,712.80 | 5.50 |
| Total securities portfolio |  |  | 343,460,224.03 | 91.47 |

Translation (ENFR, 2022-06-30):
# CPR Invest - Climate Bonds Euro
| Etat des actifs nets au 30/06/22 |  |
| --- | --- |
|  | Exprimé en EUR |
| Actifs | 376.009.572,23 |
| Portefeuille-titres à la valeur d'évaluation | 343.460.224,03 |
| Prix de revient | 386.215.572,32 |
| Avoirs en banque et liquidités | 29.841.422,07 |
| A recevoir sur souscriptions | 999,50 |
| Plus-value nette non réalisée sur contrats de change à terme | 21.399,81 |
| Intérêts à recevoir sur portefeuille-titres | 2.685.526,82 |
| Passifs | 525.477,25 |
| A payer sur rachats | 12.021,43 |
| Moins-value nette non réalisée sur contrats futures | 20.650,00 |
| Commissions de gestion, de conseil et de la Société de Gestion à payer | 72.303,89 |
| Commissions de dépositaire et de sous-dépositaire à payer | 21.491,05 |
| Commissions d'administration à payer | 213.253,26 |
| Commissions de performance à payer | 148.367,02 |
| Autres passifs | 37.390,60 |
| Valeur nette d'inventaire | 375.484.094,98 |

| Statistiques |  |
| --- | --- |
|  |  | 30/06/22 | 31/12/21 | 31/12/20 |
| Total des actifs nets | EUR | 375.484.094,98 | 224.533.161,35 | 245.307.855,31 |
| Class A CHFH - Acc Nombre d'actions |  | 6.258,9181 | - | - |
| Valeur nette d'inventaire par action | CHF | 92,21 | - | - |
| Class A EUR - Acc Nombre d'actions |  | 668.721,3275 | 667.071,3564 | 1.118.981,9591 |
| Valeur nette d'inventaire par action | EUR | 89,58 | 101,98 | 102,35 |
| Class E EUR - Acc Nombre d'actions |  | 345.220,0581 | 514.995,3016 | 730.995,0620 |
| Valeur nette d'inventaire par action | EUR | 91,46 | 103,87 | 103,78 |
| Class F EUR - Acc Nombre d'actions |  | 2.840,7536 | 1.748,8607 | - |
| Valeur nette d'inventaire par action | EUR | 87,19 | 99,51 | - |
| Class H EUR - Acc Nombre d'actions |  | 20,0000 | 20,0000 | - |
| Valeur nette d'inventaire par action | EUR | 88,20 | 100,25 | - |
| Class I EUR - Acc Nombre d'actions |  | 3.110.370,7985 | 991.487,9636 | 523.707,6497 |
| Valeur nette d'inventaire par action | EUR | 91,04 | 103,47 | 103,45 |
| Class I2 EUR - Acc Nombre d'actions |  | - | - | 5.674,3447 |
| Valeur nette d'inventaire par action | EUR | - | - | 100,18 |
| Class M2 EUR - Acc Nombre d'actions |  | 20,0000 | 20,0000 | - |
| Valeur nette d'inventaire par action | EUR | 88,04 | 100,14 | - |
| Class R EUR - Acc Nombre d'actions |  | 19,8088 | 2.368,8253 | 1.618,8253 |
| Valeur nette d'inventaire par action | EUR | 90,80 | 103,12 | 103,22 |


### Changement dans le nombre d'actions en circulation du 01/01/22 au 30/06/22
|  | Nombre d'actions au | Nombre d'actions | Nombre d'actions | Nombre d'actions au |
| --- | --- | --- | --- | --- |
| 01/01/22 | émises | rachetées | 30/06/22 |
| Class A CHFH - Acc | 0,0000 | 6.258,9181 | 0,0000 | 6.258,9181 |
| Class A EUR - Acc | 667.071,3564 | 99.917,9451 | 98.267,9740 | 668.721,3275 |
| Class E EUR - Acc | 514.995,3016 | 0,0000 | 169.775,2435 | 345.220,0581 |
| Class F EUR - Acc | 1.748,8607 | 1.177,8889 | 85,9960 | 2.840,7536 |
| Class H EUR - Acc | 20,0000 | 0,0000 | 0,0000 | 20,0000 |
| Class I EUR - Acc | 991.487,9636 | 3.675.883,1937 | 1.557.000,3588 | 3.110.370,7985 |
| Class M2 EUR - Acc | 20,0000 | 0,0000 | 0,0000 | 20,0000 |
| Class R EUR - Acc | 2.368,8253 | 0,9835 | 2.350,0000 | 19,8088 |

Portefeuille-titres au 30/06/22
Valeur d'évaluation	% actifs
| Description | Devise | Quantité | (en EUR) | nets |
| --- | --- | --- | --- | --- |
| Valeurs mobilières admises à la cote officielle d'une bourse de valeurs ou traitées sur un autre marché réglementé |  |  | 308.590.011,66 | 82,18 |
| Obligations |  |  | 180.375.229,03 | 48,04 |
| Allemagne |  |  | 25.006.453,51 | 6,66 |
| ALSTRIA OFFICE REIT 0.50 19-25 26/09A | EUR | 600.000 | 508.097,24 | 0,14 |
| ALSTRIA OFFICE REIT- 1.5 20-26 23/06A | EUR | 300.000 | 255.543,56 | 0,07 |
| COMMERZBANK AG 4.00 16-26 23/03A | EUR | 800.000 | 782.766,15 | 0,21 |
| DEUTSCHE LUFTHANSA 2.875 21-25 11/02A | EUR | 500.000 | 448.064,08 | 0,12 |
| DEUTSCHE LUFTHANSA A 3.75 21-28 11/02A | EUR | 1.200.000 | 968.347,78 | 0,26 |
| DEUTSCHE LUFTHANSA A 3 20-26 01/12A | EUR | 800.000 | 676.175,18 | 0,18 |
| GERMANY 0.00 20-35 15/05A | EUR | 20.000.000 | 16.461.600,00 | 4,38 |
| INFINEON TECHNO	1.625 20-29 24/06A | EUR | 1.000.000 | 905.590,50 | 0,24 |
| KION GROUP AG	1.625 20-25 24/09A | EUR | 700.000 | 662.330,01 | 0,18 |
| MTU AERO ENGINES GMBH 3.00 20-25 01/07A | EUR | 2.700.000 | 2.664.938,91 | 0,71 |
| VONOVIA SE 0.375 21-27 16/06A | EUR | 800.000 | 673.000,10 | 0,18 |
| Australie |  |  | 3.392.692,97 | 0,90 |
| AUSTRALIA NEW ZEALA 0.669 21-31 05/02A | EUR | 1.200.000 | 1.039.640,57 | 0,28 |
| WOOLWORTHS GROUP 0.375 21-28 15/11A | EUR | 2.900.000 | 2.353.052,40 | 0,63 |
| Autriche |  |  | 1.236.933,45 | 0,33 |
| RAIFFEISEN BANK INTE 1.375 21-33 17/06A | EUR | 1.000.000 | 708.929,53 | 0,19 |
| UNIQA INSURANCE GROUP 2.375 21-41 09/12A | EUR | 700.000 | 528.003,92 | 0,14 |
| Belgique |  |  | 1.377.959,10 | 0,37 |
| UCB SA	1.0000 21-28 30/03A | EUR | 1.600.000 | 1.377.959,10 | 0,37 |
| Danemark |  |  | 710.305,42 | 0,19 |
| H. LUNDBECK A/S 0.875 20-27 14/10A | EUR | 800.000 | 710.305,42 | 0,19 |
| Espagne |  |  | 17.722.263,37 | 4,72 |
| ABERTIS INFRAESTRUCT 1.25 20-28 07/02A | EUR | 1.100.000 | 957.086,62 | 0,25 |
| ABERTIS INFRAESTRUCT 3.0000 19-31 27/03A | EUR | 500.000 | 453.720,17 | 0,12 |
| AMADEUS IT GROUP SA 1.875 20-28 24/09A | EUR | 3.900.000 | 3.539.212,28 | 0,94 |
| BANCO BILBAO VIZCAYA 0.5 20-27 14/01A | EUR | 1.000.000 | 884.131,32 | 0,24 |
| BANCO BILBAO VIZCAYA 1.375 18-25 14/05A | EUR | 200.000 | 193.719,71 | 0,05 |
| BANCO BILBAO VIZCAYA 3.50 17-27 10/02A | EUR | 3.000.000 | 2.913.863,04 | 0,78 |
| BANCO SANTANDER SA 0.5 20-27 04/02A | EUR | 600.000 | 527.279,20 | 0,14 |
| BANCO SANTANDER SA 0.5 21-27 24/03A | EUR | 1.000.000 | 902.750,94 | 0,24 |
| BANCO SANTANDER SA 2.125 18-28 08/02A | EUR | 2.800.000 | 2.503.249,36 | 0,67 |
| BANKINTER SA 0.625 20-27 06/02A | EUR | 300.000 | 256.065,39 | 0,07 |
| BANKINTER SA	0.8750 19-26 08/07A | EUR | 2.600.000 | 2.352.418,35 | 0,63 |
| MAPFRE SA	2.875 22-30 13/04A | EUR | 900.000 | 796.976,59 | 0,21 |
| SANTANDER ISSUANCES 3.125 17-27 19/01A | EUR | 1.500.000 | 1.441.790,40 | 0,38 |
| États-Unis |  |  | 26.455.582,11 | 7,05 |
| ABBVIE INC 2.125 20-29 01/06A | EUR | 1.800.000 | 1.688.532,46 | 0,45 |
| AT&T INC 2.35 18-29 05/09A | EUR | 1.600.000 | 1.537.036,68 | 0,41 |
| BALL CORP	1.5000 19-27 15/03S | EUR | 800.000 | 674.845,63 | 0,18 |
| BECTON DICKINSON 1.90 16-26 15/12A | EUR | 500.000 | 478.882,36 | 0,13 |
| DIGITAL EURO FINCO 2.5	19-26 16/01A | EUR | 2.200.000 | 2.118.202,07 | 0,56 |
| EQUINIX INC	0.2500 21-27 15/03A | EUR | 500.000 | 433.112,45 | 0,12 |
| FORD MOTOR CREDIT CO 3.25 20-25 15/09A | EUR | 300.000 | 275.644,72 | 0,07 |
| GENERAL MOTORS	0.6500 21-28 07/09A | EUR | 400.000 | 313.054,32 | 0,08 |
| GENERAL MOTORS FIN 0.6000 21-27 20/05A | EUR | 800.000 | 670.758,59 | 0,18 |
| IBM CORP 0.375 19-23 31/01A | EUR | 4.300.000 | 4.296.998,95 | 1,14 |
| IBM CORP 0.875 19-25 31/01A | EUR | 1.700.000 | 1.649.519,12 | 0,44 |
| IQVIA INC 2.25 21-29 03/03S | EUR | 1.000.000 | 794.284,85 | 0,21 |
| IQVIA INC 2.875 20-28 24/06S | EUR | 1.300.000 | 1.112.505,47 | 0,30 |
| LEVI STRAUSS & CO 3.375 17-27 15/03S | EUR | 1.000.000 | 919.627,24 | 0,24 |
| METROPOLITAN LIFE G F 1.75 22-25 25/05A | EUR | 900.000 | 889.497,74 | 0,24 |
| MORGAN STANLEY 0.406 21-27 30/04A | EUR | 4.400.000 | 3.914.232,26 | 1,04 |
| PVH CORP 3.125 17-27 15/12S | EUR | 3.800.000 | 3.587.872,25 | 0,96 |
| SOUTHERN CO	1.875 21-81 15-09A | EUR | 1.600.000 | 1.100.974,95 | 0,29 |


### Portefeuille-titres au 30/06/22
Description	Devise
Quantité
Valeur d'évaluation
(en EUR)
% actifs
nets
| Finlande |  |  |  | 1.869.469,18 | 0,50 |
| --- | --- | --- | --- | --- | --- |
| CASTELLUM HELSINKI | 0.875 21-29 17/09A | EUR | 800.000 | 543.800,25 | 0,14 |
| NESTE OYJ	0.75 | 21-28 25/03A | EUR | 1.500.000 | 1.325.668,93 | 0,35 |
| France |  |  |  | 36.658.822,57 | 9,76 |
| ACCOR SA 1.75 19-26 04/02A | EUR | 2.000.000 | 1.838.785,80 | 0,49 |
| ARVAL SERVICE L	0.8750 22-25 17/02A | EUR | 1.200.000 | 1.133.539,61 | 0,30 |
| BNP PARIBAS 1.375 19-29 28/05A | EUR | 200.000 | 172.814,08 | 0,05 |
| CARMILA SAS 1.625 20-27 30/05A | EUR | 1.500.000 | 1.231.396,41 | 0,33 |
| CARMILA SAS 2.125 18-28 07/03A | EUR | 400.000 | 326.051,10 | 0,09 |
| CARREFOUR SA 2.625 20-27 01/04A | EUR | 1.800.000 | 1.728.757,25 | 0,46 |
| EIFFAGE SA	1.6250 20-27 14/01A | EUR | 2.400.000 | 2.154.987,02 | 0,57 |
| ELIS SA 1.0 19-25 03/04A | EUR | 2.800.000 | 2.543.626,32 | 0,68 |
| FRANCE 1.25 16-36 25/05A | EUR | 21.000.000 | 18.684.645,00 | 4,98 |
| REXEL SA 2.125 21-28 05/05S | EUR | 800.000 | 632.617,58 | 0,17 |
| SANOFI SA	0.5 18-23 21/03A | EUR | 700.000 | 700.330,63 | 0,19 |
| SOCIETE GENERALE	0.875 19-29 24/09A | EUR | 300.000 | 243.006,34 | 0,06 |
| SOCIETE GENERALE 1.125 21-31 01/04A | EUR | 3.500.000 | 2.991.477,30 | 0,80 |
| SOCIETE GENERALE 1.25 20-30 12/06A | EUR | 2.800.000 | 2.276.788,13 | 0,61 |
| Irlande |  |  | 2.823.486,23 | 0,75 |
| AIB GROUP PLC 2.25 18-25 03/07A | EUR | 500.000 | 485.985,17 | 0,13 |
| DELL BANK INTER	0.5000 21-26 27/10A | EUR | 900.000 | 817.311,33 | 0,22 |
| SMURFIT KAPPA 1.50 19-27 15/09S | EUR | 1.700.000 | 1.520.189,73 | 0,40 |
| Italie |  |  | 22.850.664,81 | 6,09 |
| ASSICURAZ GENERALI 4.125 14-26 04/05A | EUR | 700.000 | 701.489,74 | 0,19 |
| AUTOSTRADE ITALIA SPA 1.875 15-25 04/11A | EUR | 1.700.000 | 1.579.289,64 | 0,42 |
| BANCO BPM S.P.A. 0.875 21-26 15/07A | EUR | 2.300.000 | 2.028.278,18 | 0,54 |
| BANCO BPM SPA 1.75 19-25 28/01A | EUR | 2.000.000 | 1.900.627,66 | 0,51 |
| BC POP EMILIA ROMAGNA 3.875 22-32 25/0A7 | EUR | 1.300.000 | 1.108.296,38 | 0,30 |
| INTESA SAN PAOLO	0.75 19-24 04/12A | EUR | 2.700.000 | 2.591.271,46 | 0,69 |
| INTESA SAN PAOLO	1.0000 19-24 04/07A | EUR | 1.600.000 | 1.556.314,00 | 0,41 |
| INTESA SANPAOLO 1.00 19-26 19/11A | EUR | 4.127.000 | 3.713.592,47 | 0,99 |
| INTESA SANPAOLO 2.1250 20-25 26/05A | EUR | 4.900.000 | 4.780.965,23 | 1,27 |
| INTESA SANPAOLO 3.928 14-26 15/09A | EUR | 1.800.000 | 1.778.580,45 | 0,47 |
| UNICREDIT SPA	0.00  08-13 12/02A | EUR | 1.100.000 | 1.022.365,62 | 0,27 |
| UNICREDIT SPA 2.00 16-23 04/03A | EUR | 89.000 | 89.593,98 | 0,02 |
| Japon |  |  | 782.807,95 | 0,21 |
| TAKEDA PHARMACEUTICAL 3.00 18-30 21/11A | EUR | 800.000 | 782.807,95 | 0,21 |
| Luxembourg |  |  | 3.566.712,30 | 0,95 |
| BECTON DICKINSON 1.208 19-26 04/06A | EUR | 1.100.000 | 1.034.582,06 | 0,28 |
| CNH IND FIN 1.75 17-25 12/09A | EUR | 1.500.000 | 1.447.132,11 | 0,39 |
| CNH INDUSTRIAL 1.625 19-29 03/07A | EUR | 800.000 | 697.331,99 | 0,19 |
| CNH INDUSTRIAL FINAN 0 20-24 01/12A | EUR | 400.000 | 387.666,14 | 0,10 |
| Pays-Bas |  |  | 14.137.690,78 | 3,77 |
| ABN AMRO BANK 2.875 16-28 18/01A | EUR | 4.000.000 | 4.010.940,60 | 1,07 |
| CITYCON TREASURY 2.375 18-27 15/01A | EUR | 1.100.000 | 901.146,41 | 0,24 |
| CITYCON TREASURY 2.50 14-24 01/10A | EUR | 200.000 | 190.501,98 | 0,05 |
| EASYJET FINCO B.V. 1.875 21-28 03/03A | EUR | 2.400.000 | 1.938.707,07 | 0,52 |
| PACCAR FINANCIAL EURO 0.00 20-23 03/03A | EUR | 1.500.000 | 1.493.127,65 | 0,40 |
| SIGNIFY N.V. 2.375 20-27 11/05A | EUR | 3.800.000 | 3.605.906,15 | 0,96 |
| UPJOHN FINANCE	1.362 20-27 23/06A | EUR | 2.300.000 | 1.997.360,92 | 0,53 |
| Portugal |  |  | 4.023.035,81 | 1,07 |
| BC PORTUGUES 1.125 21/27 12/02A | EUR | 4.800.000 | 4.023.035,81 | 1,07 |
| Royaume-Uni |  |  | 15.187.255,80 | 4,04 |
| BARCLAYS PLC 0.577 21-29 09/08A | EUR | 700.000 | 570.802,82 | 0,15 |
| BARCLAYS PLC 1.125 21-31 22/03A | EUR | 3.000.000 | 2.616.640,83 | 0,70 |
| BARCLAYS PLC 1.375 18-26 24/01A | EUR | 800.000 | 761.540,20 | 0,20 |
| COCA-COLA EUROPEAN 1.75 16-28 26/05A | EUR | 700.000 | 653.849,59 | 0,17 |
| INFORMA PLC	1.2500 19-28 22/04A | EUR | 3.300.000 | 2.895.129,89 | 0,77 |

| Description |  | Devise | Quantité | (en EUR) | nets |
| --- | --- | --- | --- | --- | --- |
| ITV PLC | 1.375 19-20 26/09A | EUR | 1.000.000 | 895.109,81 | 0,24 |
| ITV PLC | 2.00 16-23 01/12A | EUR | 1.700.000 | 1.698.449,76 | 0,45 |
| NATWEST MARKETS PLC 1.375 22-27 02/03A | EUR | 1.600.000 | 1.478.405,04 | 0,39 |
| SMITHS GROUP PLC	2.00 17-27 23/02A | EUR | 1.200.000 | 1.159.705,73 | 0,31 |
| TESCO CORPORATE 0.8750 19-26 29/05A | EUR | 900.000 | 819.402,44 | 0,22 |
| VODAFONE GROUP 1.125 17-25 20/11A | EUR | 1.700.000 | 1.638.219,69 | 0,44 |
| Suède |  |  | 2.573.093,67 | 0,69 |
| CASTELLUM AB	0.7500 19-26 04/09A | EUR | 2.500.000 | 1.997.612,90 | 0,53 |
| CASTELLUM AB	2.125 18-23 20/11A | EUR | 100.000 | 97.191,06 | 0,03 |
| ESSITY AB 1.625 17-27 30/03A | EUR | 500.000 | 478.289,71 | 0,13 |
| Obligations à taux variables |  |  | 128.214.782,63 | 34,15 |
| Allemagne |  |  | 8.408.228,09 | 2,24 |
| ALLIANZ SE	FL.R 19-49 25/09A | EUR | 900.000 | 732.509,92 | 0,20 |
| ALLIANZ SE FL.R 20-50 22/05A | EUR | 4.000.000 | 3.361.480,80 | 0,90 |
| INFINEON TECHNO FL.R 19-XX 01/04A | EUR | 2.200.000 | 1.926.504,08 | 0,51 |
| MERCK KGAA FL.R 19-79 25/06A | EUR | 2.800.000 | 2.387.733,29 | 0,64 |
| Autriche |  |  | 6.585.193,39 | 1,75 |
| OMV AG FL.R 20-XX 01/09A | EUR | 2.400.000 | 2.074.501,56 | 0,55 |
| OMV AG FL.R 20-XX 01/09A | EUR | 1.400.000 | 1.127.088,91 | 0,30 |
| RAIFFEISEN BANK INTE FL.R 20-32 18/06A | EUR | 1.100.000 | 874.784,76 | 0,23 |
| UNIQA INSURANCE GROUP FL.R 15-46 27/07A | EUR | 2.400.000 | 2.508.818,16 | 0,67 |
| Belgique |  |  | 2.339.846,12 | 0,62 |
| KBC GROUPE SA	FL.R 22-25 29/06A | EUR | 700.000 | 703.266,95 | 0,19 |
| SOLVAY SA FL.R 20-XX 02/03A | EUR | 1.900.000 | 1.636.579,17 | 0,44 |
| Espagne |  |  | 12.093.782,89 | 3,22 |
| BANCO BILBAO VIZCAYA FL.R 19-29 22/02A | EUR | 3.800.000 | 3.715.974,32 | 0,99 |
| BANCO BILBAO VIZCAYA FL.R 20-30 16/01A | EUR | 700.000 | 630.256,05 | 0,17 |
| BANKINTER SA	FL.R 21-32 23/12A | EUR | 4.100.000 | 3.342.048,75 | 0,89 |
| CAIXABANK	FL.R 22-26 13/04A | EUR | 800.000 | 762.825,31 | 0,20 |
| CAIXABANK SA FL.R 19-29 15/02A | EUR | 1.500.000 | 1.483.853,01 | 0,40 |
| IBERCAJA	FL.R 22-25 15/06A | EUR | 1.400.000 | 1.389.953,87 | 0,37 |
| MAPFRE FL.R 17-47 31/03A | EUR | 800.000 | 768.871,58 | 0,20 |
| États-Unis |  |  | 5.829.201,77 | 1,55 |
| CITIGROUP FL.R 18-26 24/07A | EUR | 2.900.000 | 2.780.771,63 | 0,74 |
| CITIGROUP INC FL.R 19-27 08/10A | EUR | 3.400.000 | 3.048.430,14 | 0,81 |
| France |  |  | 37.590.569,73 | 10,01 |
| ARKEMA SA FL.R 20-XX 21/01A | EUR | 1.500.000 | 1.288.531,08 | 0,34 |
| BNP PARIBAS CARDIF FL.R 14-XX 25/11A | EUR | 3.600.000 | 3.462.708,13 | 0,92 |
| BNP PARIBAS FL.R 19-25 15/07A | EUR | 1.000.000 | 959.256,24 | 0,26 |
| BNP PARIBAS FL.R 19-26 04/12A | EUR | 700.000 | 652.352,72 | 0,17 |
| BNP PARIBAS FL.R 20-29 17/04A | EUR | 1.200.000 | 1.045.433,00 | 0,28 |
| BNP PARIBAS FL.R 20-32 15/01A | EUR | 2.200.000 | 1.882.757,96 | 0,50 |
| BNP PARIBAS	FL.R 21-30 11/07A | EUR | 2.400.000 | 1.987.115,76 | 0,53 |
| BNP PARIBAS FL.R 21-33 31/08A | EUR | 4.000.000 | 3.156.681,76 | 0,84 |
| BNP PARIBAS	FL.R 22-32 31/03A | EUR | 1.700.000 | 1.548.762,44 | 0,41 |
| CREDIT AGRICOLE FL.R 18-48 29/01A | EUR | 5.300.000 | 4.656.472,46 | 1,24 |
| ORANGE SA FL.R 20-XX 15/10A | EUR | 3.000.000 | 2.408.815,26 | 0,64 |
| ORANGE SA FL.R 21-XX 11/05A | EUR | 3.000.000 | 2.242.868,01 | 0,60 |
| SOCIETE GENERALE FL.R 20-30 24/11A | EUR | 4.500.000 | 3.940.185,11 | 1,05 |
| SOCIETE GENERALE  FL.R 22-25 30/05A | EUR | 700.000 | 691.298,54 | 0,18 |
| TOTALENERGIES SE FL.R 15-XX 26/02A | EUR | 1.900.000 | 1.774.877,60 | 0,47 |
| TOTALENERGIES SE FL.R 20-XX 04/09A | EUR | 1.800.000 | 1.326.121,87 | 0,35 |
| UNIBAIL RODAMCO FL.R 18-XX 25/04A | EUR | 1.100.000 | 772.268,65 | 0,21 |
| UNIBAIL RODAMCO	FL.R 18-XX 25/10A | EUR | 5.100.000 | 3.794.063,14 | 1,01 |
| Irlande |  |  | 7.061.533,39 | 1,88 |
| AIB GROUP PLC FL.R 20-31 30/09A | EUR | 1.600.000 | 1.452.310,83 | 0,39 |
| BANK OF IRELAND GROUP FL.R 22-26 05/06A | EUR | 1.100.000 | 1.046.612,77 | 0,28 |
| BANK OF IRELAND GRP FL.R 19-25 25/11A | EUR | 500.000 | 472.266,08 | 0,13 |


### Portefeuille-titres au 30/06/22
Valeur d'évaluation	% actifs

### Portefeuille-titres au 30/06/22
| Description | Devise | Quantité | (en EUR) | nets |
| --- | --- | --- | --- | --- |
| BANK OF IRELAND GRP FL.R 21-27 10/03A | EUR | 1.600.000 | 1.401.642,28 | 0,37 |
| BANK OF IRELAND GRP FL.R 21-31 11/08A | EUR | 3.140.000 | 2.688.701,43 | 0,72 |
| Italie |  |  | 14.156.318,42 | 3,77 |
| BPER BANCA SPA FL.R 22-25 22/01A | EUR | 1.000.000 | 1.004.174,89 | 0,27 |
| ENEL SPA FL.R 20-XX 10/03A | EUR | 500.000 | 413.557,34 | 0,11 |
| ENEL SPA FL.R 21-XX 08/09A | EUR | 1.400.000 | 937.409,02 | 0,25 |
| ENI SPA FL.R 20-XX 13/10A | EUR | 2.200.000 | 1.737.602,59 | 0,46 |
| POSTE ITALIANE	FL.R 21-XX 24/06A | EUR | 1.750.000 | 1.231.104,70 | 0,33 |
| UNICREDIT SPA FL.R 19-25 03/07A | EUR | 4.000.000 | 3.844.302,04 | 1,02 |
| UNICREDIT SPA FL.R 19-25 25/06A | EUR | 3.100.000 | 2.998.423,05 | 0,80 |
| UNICREDIT SPA FL.R 20-32 15/01A | EUR | 600.000 | 509.473,35 | 0,14 |
| UNICREDIT SPA FL.R 21-29 05/07A | EUR | 1.800.000 | 1.480.271,44 | 0,39 |
| Luxembourg |  |  | 1.374.546,41 | 0,37 |
| SWISS RE FINANCE LUX FL.R 19-50 30/04A | EUR | 1.600.000 | 1.374.546,41 | 0,37 |
| Pays-Bas |  |  | 14.233.819,80 | 3,79 |
| ABERTIS FINANCE BV FL.R 20-XX 24/02A | EUR | 2.200.000 | 1.763.934,00 | 0,47 |
| IBERDROLA INTL BV	FL.R 20-XX 28/04A | EUR | 1.000.000 | 876.540,89 | 0,23 |
| NN GROUP NV FL.R 14-44 08/04A | EUR | 2.200.000 | 2.194.765,48 | 0,58 |
| NN GROUP NV FL.R 17-48 13/01A | EUR | 2.900.000 | 2.797.552,07 | 0,75 |
| REPSOL INTL FINANCE FL.R 20-XX 11/12A | EUR | 1.800.000 | 1.549.400,18 | 0,41 |
| TELEFONICA EUROPE BV FL.R 21-XX 12/05A | EUR | 4.100.000 | 2.914.192,84 | 0,78 |
| TELEFONICA EUROPE BV FL.R 21-XX 24/05A | EUR | 2.200.000 | 1.697.230,55 | 0,45 |
| VOLKSWAGEN INTL FIN FL.R 17-XX 14/06A | EUR | 500.000 | 440.203,79 | 0,12 |
| Portugal |  |  | 1.887.072,04 | 0,50 |
| BC PORTUGUES FL.R 21-28 07/04A | EUR | 500.000 | 400.967,23 | 0,11 |
| ENERGIAS DE PORTUGAL FL.R 21-81 02/08A | EUR | 800.000 | 649.302,44 | 0,17 |
| ENERGIAS DE PORTUGAL FL.R 21-82 14/03A | EUR | 1.200.000 | 836.802,37 | 0,22 |
| Royaume-Uni |  |  | 10.596.003,92 | 2,82 |
| BARCLAYS PLC FL.R 19-25 09/06A | EUR | 1.000.000 | 958.863,34 | 0,26 |
| BARCLAYS PLC FL.R 20-25 02/04A | EUR | 400.000 | 403.266,05 | 0,11 |
| BARCLAYS PLC FL.R 22-28 28/01A | EUR | 1.360.000 | 1.190.812,68 | 0,32 |
| BP CAPITAL MARKETS FL.R 20-XX 22/06A | EUR | 2.300.000 | 1.928.858,43 | 0,51 |
| HSBC HOLDINGS PLC	FL.R 21-29 24/09A | EUR | 1.900.000 | 1.562.113,90 | 0,42 |
| VODAFONE GROUP FL.R 18-78 03/10A | EUR | 2.600.000 | 2.298.773,70 | 0,61 |
| VODAFONE GROUP FL.R 20-80 27/08A | EUR | 2.600.000 | 2.253.315,82 | 0,60 |
| Suède |  |  | 1.417.284,06 | 0,38 |
| CASTELLUM AB	FL.R 21-99 31/12A | EUR | 2.900.000 | 1.417.284,06 | 0,38 |
| Suisse |  |  | 4.641.382,60 | 1,24 |
| UBS GROUP AG	FL.R 21-26 03/11A | EUR | 5.100.000 | 4.641.382,60 | 1,24 |
| Organismes de placement collectif |  |  | 34.870.212,37 | 9,29 |
| Actions/Parts de fonds d'investissements |  |  | 34.870.212,37 | 9,29 |
| France |  |  | 34.870.212,37 | 9,29 |
| CPR MONETAIRE SR FCP -I- CAP | EUR | 701 | 14.202.499,57 | 3,78 |
| CPR OBLIG 6 M -I- 3 DEC | EUR | 210 | 20.667.712,80 | 5,50 |
| Total du portefeuille-titres |  |  | 343.460.224,03 | 91,47 |

Valeur d'évaluation	% actifs