| Name of security | Currency | Quantity (number or nominal value) | Current value | % of net assets |
| --- | --- | --- | --- | --- |
| ENEL FINANCE INTERNATIONAL NV 280122 FIX 0.0 | EUR | 28,000,000 | 28,008,713.82 | 0.32 |
| ENEL FINANCE INTERNATIONAL NV 300322 FIX 0.0 | EUR | 45,000,000 | 45,047,052.27 | 0.51 |
| ENEL FINANCE INTERNATIONAL NV 300322 FIX 0.0 | EUR | 7,500,000 | 7,507,842.05 | 0.08 |
| TELE EURO BV ZCP 10-05-22 | EUR | 8,000,000 | 8,015,001.19 | 0.09 |
| TOTAL NETHERLANDS |  |  | 149,293,208.90 | 1.70 |
| UNITED KINGDOM |  |  |  |  |
| NORDEA BANK ABP. 031022 FIX 0.0 | EUR | 50,000,000 | 50,231,062.89 | 0.57 |
| SSE ZCP 24-02-22 | EUR | 25,600,000 | 25,614,032.93 | 0.29 |
| UBS AG LONDON 081122 FIX 0.0 | EUR | 50,000,000 | 50,223,249.04 | 0.58 |
| TOTAL UNITED KINGDOM |  |  | 126,068,344.86 | 1.44 |
| SWEDEN |  |  |  |  |
| SVENSKA HANDELSBANKEN AB 181122 FIX 0.0 | EUR | 50,000,000 | 50,234,815.95 | 0.57 |
| TOTAL SWEDEN |  |  | 50,234,815.95 | 0.57 |
| TOTAL Debt securities not traded on a regulated or equivalent market |  |  | 713,641,926.48 | 8.13 |
| TOTAL Debt securities |  |  | 4,611,296,326.46 | 52.54 |
| Undertakings for collective investment |  |  |  |  |
| General UCITS and AIFs intended for non-professional investors and their equivalents in other countries |  |  |  |  |
| FRANCE |  |  |  |  |
| OSTRUM SRI CASH A1P1 IC units | EUR | 1,735 | 199,872,319.24 | 2.28 |
| OSTRUM SRI CASH PLUS I | EUR | 2,372 | 239,915,607.92 | 2.73 |
| OSTRUM SRI MONEY PLUS IC | EUR | 3,908 | 400,038,433.84 | 4.56 |
| TOTAL FRANCE |  |  | 839,826,361.00 | 9.57 |
| TOTAL Retail UCITS and AIFs and their equivalents in other countries intended for non-professional investors |  |  | 839,826,361.00 | 9.57 |
| TOTAL Undertakings for collective investment |  |  | 839,826,361.00 | 9.57 |
| Forward financial instruments |  |  |  |  |
| Other forward financial instruments |  |  |  |  |
| Interest rate swaps |  |  |  |  |
| 666892761IPA | EUR | 50,000,000 | -257,377.78 |  |
| E3R/0.0/FIX/-0.405 | EUR | 18,000,000 | -3,546.00 |  |
| E3R/0.0/FIX/-0.442 | EUR | 20,000,000 | -8,374.44 |  |
| E3R/0.0/FIX/-0.46 | EUR | 4,448,000 | -424.54 |  |
| E3R/0.0/FIX/-0.464 | EUR | 5,399,000 | -2,647.61 |  |
| E3R/0.0/FIX/-0.47 | EUR | 10,000,000 | 1,342.78 |  |
| E3R/0.0/FIX/-0.495 | EUR | 10,500,000 | 33,833.63 |  |
| E3R/0.0/FIX/-0.504 | EUR | 7,800,000 | -20.37 |  |
| E3R/0.0/FIX/-0.506 | EUR | 19,900,000 | 61,953.12 |  |
| E3R/0.0/FIX/-0.507 | EUR | 50,000,000 | -12,275.69 |  |
| E3R/0.0/FIX/-0.509 | EUR | 20,000,000 | -5,823.34 |  |
| E3R/0.0/FIX/-0.51 | EUR | 50,000,000 | -13,575.00 |  |
| E3R/0.0/FIX/-0.511 | EUR | 18,600,000 | 33,717.15 |  |
| E3R/0.0/FIX/-0.513 | EUR | 40,000,000 | 47,863.34 |  |
| E3R/0.0/FIX/-0.513 | EUR | 6,400,000 | 21,457.60 |  |
| E3R/0.0/FIX/-0.516 | EUR | 25,000,000 | -7,235.07 |  |
| E3R/0.0/FIX/-0.521 | EUR | 50,000,000 | -13,705.56 |  |

Translation (ENES, 2021-12-30):
| Denominación de los valores | Divisa | Cantidad n.º o nominal | Valor actual | % del patrimonio neto |
| --- | --- | --- | --- | --- |
| ENEL FINANCE INTERNATIONAL NV 280122 FIX 0.0 | EUR | 28.000.000 | 28.008.713,82 | 0,32 |
| ENEL FINANCE INTERNATIONAL NV 300322 FIX 0.0 | EUR | 45.000.000 | 45.047.052,27 | 0,51 |
| ENEL FINANCE INTERNATIONAL NV 300322 FIX 0.0 | EUR | 7.500.000 | 7.507.842,05 | 0,08 |
| TELE EURO BV ZCP 10/05/2022 | EUR | 8.000.000 | 8.015.001,19 | 0,09 |
| TOTAL PAÍSES BAJOS |  |  | 149.293.208,90 | 1,70 |
| REINO UNIDO |  |  |  |  |
| NORDEA BANK ABP. 031022 FIX 0.0 | EUR | 50.000.000 | 50.231.062,89 | 0,57 |
| SSE ZCP 24/02/2022 | EUR | 25.600.000 | 25.614.032,93 | 0,29 |
| UBS AG LONDON 081122 FIX 0.0 | EUR | 50.000.000 | 50.223.249,04 | 0,58 |
| TOTAL REINO UNIDO |  |  | 126.068.344,86 | 1,44 |
| SUECIA |  |  |  |  |
| SVENSKA HANDELSBANKEN AB 181122 FIX 0.0 | EUR | 50.000.000 | 50.234.815,95 | 0,57 |
| TOTAL SUECIA |  |  | 50.234.815,95 | 0,57 |
| TOTAL Títulos de deuda no negociados en un mercado regulado o equivalente |  |  | 713.641.926,48 | 8,13 |
| TOTAL Títulos de deuda |  |  | 4.611.296.326,46 | 52,54 |
| Organismos de inversión colectiva |  |  |  |  |
| OICVM y FIA de carácter general para inversores no profesionales y equivalentes de otros países |  |  |  |  |
| FRANCIA |  |  |  |  |
| OSTRUM SRI CASH A1P1 Participación IC | EUR | 1.735 | 199.872.319,24 | 2,28 |
| OSTRUM SRI CASH PLUS I | EUR | 2.372 | 239.915.607,92 | 2,73 |
| OSTRUM SRI MONEY PLUS IC | EUR | 3.908 | 400.038.433,84 | 4,56 |
| TOTAL FRANCIA |  |  | 839.826.361,00 | 9,57 |
| TOTAL OICVM y FIA de carácter general para inversores no profesionales y equivalentes de otros países |  |  | 839.826.361,00 | 9,57 |
| TOTAL Organismos de inversión colectiva |  |  | 839.826.361,00 | 9,57 |
| Instrumento financiero a plazo |  |  |  |  |
| Otros instrumentos financieros a plazo |  |  |  |  |
| Swaps de tipos |  |  |  |  |
| 666892761IPA | EUR | 50.000.000 | -257.377,78 |  |
| E3R/0.0/FIX/-0.405 | EUR | 18.000.000 | -3.546,00 |  |
| E3R/0.0/FIX/-0.442 | EUR | 20.000.000 | -8.374,44 |  |
| E3R/0.0/FIX/-0.46 | EUR | 4.448.000 | -424,54 |  |
| E3R/0.0/FIX/-0.464 | EUR | 5.399.000 | -2.647,61 |  |
| E3R/0.0/FIX/-0.47 | EUR | 10.000.000 | 1.342,78 |  |
| E3R/0.0/FIX/-0.495 | EUR | 10.500.000 | 33.833,63 |  |
| E3R/0.0/FIX/-0.504 | EUR | 7.800.000 | -20,37 |  |
| E3R/0.0/FIX/-0.506 | EUR | 19.900.000 | 61.953,12 |  |
| E3R/0.0/FIX/-0.507 | EUR | 50.000.000 | -12.275,69 |  |
| E3R/0.0/FIX/-0.509 | EUR | 20.000.000 | -5.823,34 |  |
| E3R/0.0/FIX/-0.51 | EUR | 50.000.000 | -13.575,00 |  |
| E3R/0.0/FIX/-0.511 | EUR | 18.600.000 | 33.717,15 |  |
| E3R/0.0/FIX/-0.513 | EUR | 40.000.000 | 47.863,34 |  |
| E3R/0.0/FIX/-0.513 | EUR | 6.400.000 | 21.457,60 |  |
| E3R/0.0/FIX/-0.516 | EUR | 25.000.000 | -7.235,07 |  |
| E3R/0.0/FIX/-0.521 | EUR | 50.000.000 | -13.705,56 |  |