| Name of security | Currency | Quantity (number or nominal value) | Current value | % of net assets |
| --- | --- | --- | --- | --- |
| NORDEA BANK AB 070922 FIX 0.0 | EUR | 50,000,000 | 50,220,143.09 | 0.57 |
| UBS AG LONDON ZCP 17-03-22 | EUR | 60,000,000 | 60,075,143.99 | 0.69 |
| UNICREDIT SPA LONDON 140222 FIX 0.0 | EUR | 50,000,000 | 50,036,345.15 | 0.56 |
| TOTAL UNITED KINGDOM |  |  | 256,120,910.52 | 2.91 |
| SWEDEN |  |  |  |  |
| ESSITY AB 080422 FIX 0.0 | EUR | 17,000,000 | 17,024,957.17 | 0.19 |
| SVENSKA HANDELSBANKEN AB 010822 FIX 0.0 | EUR | 30,000,000 | 30,099,319.48 | 0.35 |
| SVENSKA HANDELSBANKEN AB 030822 FIX 0.0 | EUR | 50,000,000 | 50,166,821.40 | 0.57 |
| SVENSKA HANDELSBANKEN AB 080222 FIX 0.0 | EUR | 50,000,000 | 50,037,402.96 | 0.57 |
| VATTENFALL AB 050122 FIX 0.0 | EUR | 101,500,000 | 101,505,637.79 | 1.16 |
| TOTAL SWEDEN |  |  | 248,834,138.80 | 2.84 |
| TOTAL Debt securities traded on a regulated or equivalent market |  |  | 3,897,654,399.98 | 44.41 |
| Debt securities not traded on a regulated or equivalent market |  |  |  |  |
| GERMANY |  |  |  |  |
| EON SE ZCP 26-01-22 | EUR | 6,000,000 | 6,002,395.12 | 0.07 |
| EON SE ZCP 26-01-22 | EUR | 97,000,000 | 97,038,721.15 | 1.10 |
| SANT CONS BANK AG ZCP 10-03-22 | EUR | 12,000,000 | 12,015,891.02 | 0.14 |
| SANT CONS BANK AG ZCP 10-05-22 | EUR | 12,000,000 | 12,025,747.46 | 0.14 |
| TOTAL GERMANY |  |  | 127,082,754.75 | 1.45 |
| SPAIN |  |  |  |  |
| ENAG FINA SAU ZCP 31-12-21 | EUR | 33,000,000 | 33,000,000.00 | 0.38 |
| NT CONS FIN ZCP 29-06-22 | EUR | 30,000,000 | 30,085,789.63 | 0.34 |
| SANTANDER CONSUMER FINANCE, S.A. 100622 FIX 0.0 | EUR | 50,000,000 | 50,129,245.03 | 0.57 |
| TOTAL SPAIN |  |  | 113,215,034.66 | 1.29 |
| FRANCE |  |  |  |  |
| CFCM - COMPAGNIE FINANCI 070322 TauxVariable 0.06 | EUR | 15,000,000 | 14,972,245.32 | 0.17 |
| CRED M OISEST+0.06% 07-03-22 | EUR | 10,000,000 | 9,981,636.82 | 0.11 |
| ENGIE SA 080922 TauxVariable 0.0 | EUR | 25,000,000 | 24,948,163.17 | 0.29 |
| TOTAL FRANCE |  |  | 49,902,045.31 | 0.57 |
| IRELAND |  |  |  |  |
| DXC CAPI FUND DAC ZCP 12-05-22 | EUR | 4,400,000 | 4,407,505.10 | 0.05 |
| DXC CAPI FUND DAC ZCP 19-05-22 | EUR | 5,400,000 | 5,409,585.05 | 0.06 |
| DXC CAPI FUND DAC ZCP 22-04-22 | EUR | 4,400,000 | 4,406,585.99 | 0.05 |
| DXC CAPI FUND ZCP 13-01-22 | EUR | 15,000,000 | 15,002,704.49 | 0.18 |
| DXC CAPI FUND ZCP 15-03-22 | EUR | 7,500,000 | 7,507,703.91 | 0.08 |
| DXC CAPITAL FUNDING DAC 180722 FIX 0.0 | EUR | 10,000,000 | 10,023,009.68 | 0.11 |
| TOTAL IRELAND |  |  | 46,757,094.22 | 0.53 |
| ITALY |  |  |  |  |
| SNAM ZCP 13-04-22 | EUR | 26,000,000 | 26,041,873.89 | 0.30 |
| TRAS ELET RETE NAZ ZCP 09-06-22 | EUR | 25,000,000 | 25,046,753.94 | 0.28 |
| TOTAL ITALY |  |  | 51,088,627.83 | 0.58 |
| NETHERLANDS |  |  |  |  |
| ENEL FINA INTL NV ZCP 10-01-22 | EUR | 20,000,000 | 20,002,222.47 | 0.23 |
| ENEL FINANCE INTERNATIONAL NV 270122 FIX 0.0 | EUR | 26,000,000 | 26,007,802.34 | 0.30 |
| ENEL FINANCE INTERNATIONAL NV 280122 FIX 0.0 | EUR | 14,700,000 | 14,704,574.76 | 0.17 |

Translation (ENES, 2021-12-30):
| Denominación de los valores | Divisa | Cantidad n.º o nominal | Valor actual | % del patrimonio neto |
| --- | --- | --- | --- | --- |
| NORDEA BANK AB 070922 FIX 0.0 | EUR | 50.000.000 | 50.220.143,09 | 0,57 |
| UBS AG LONDON ZCP 17-03-22 | EUR | 60.000.000 | 60.075.143,99 | 0,69 |
| UNICREDIT SPA LONDON 140222 FIX 0,0 | EUR | 50.000.000 | 50.036.345,15 | 0,56 |
| TOTAL REINO UNIDO |  |  | 256.120.910,52 | 2,91 |
| SUECIA |  |  |  |  |
| ESSITY AB 080422 FIX 0,0 | EUR | 17.000.000 | 17.024.957,17 | 0,19 |
| SVENSKA HANDELSBANKEN AB 010822 FIX 0.0 | EUR | 30.000.000 | 30.099.319,48 | 0,35 |
| SVENSKA HANDELSBANKEN AB 030822 FIX 0.0 | EUR | 50.000.000 | 50.166.821,40 | 0,57 |
| SVENSKA HANDELSBANKEN AB 080222 FIX 0.0 | EUR | 50.000.000 | 50.037.402,96 | 0,57 |
| VATTENFALL AB 050122 FIX 0,0 | EUR | 101.500.000 | 101.505.637,79 | 1,16 |
| TOTAL SUECIA |  |  | 248.834.138,80 | 2,84 |
| TOTAL Títulos de deuda negociados en un mercado regulado o equivalente |  |  | 3.897.654.399,98 | 44,41 |
| Títulos de deuda no negociados en un mercado regulado o equivalente |  |  |  |  |
| ALEMANIA |  |  |  |  |
| EON SE ZCP 26/01/2022 | EUR | 6.000.000 | 6.002.395,12 | 0,07 |
| EON SE ZCP 26/01/2022 | EUR | 97.000.000 | 97.038.721,15 | 1,10 |
| SANT CONS BANK AG ZCP 10/03/2022 | EUR | 12.000.000 | 12.015.891,02 | 0,14 |
| SANT CONS BANK AG ZCP 10/05/2022 | EUR | 12.000.000 | 12.025.747,46 | 0,14 |
| TOTAL ALEMANIA |  |  | 127.082.754,75 | 1,45 |
| ESPAÑA |  |  |  |  |
| ENAG FINA SAU ZCP 31/12/2021 | EUR | 33.000.000 | 33.000.000,00 | 0,38 |
| NT CONS FIN ZCP 29-06-22 | EUR | 30.000.000 | 30.085.789,63 | 0,34 |
| SANTANDER CONSUMER FINANCE, S.A. 100622 FIX 0.0 | EUR | 50.000.000 | 50.129.245,03 | 0,57 |
| TOTAL ESPAÑA |  |  | 113.215.034,66 | 1,29 |
| FRANCIA |  |  |  |  |
| CFCM - COMPAGNIE FINANCI 070322 TauxVariable 0,06 | EUR | 15.000.000 | 14.972.245,32 | 0,17 |
| CRED M OISEST+0,06 % 07/03/2022 | EUR | 10.000.000 | 9.981.636,82 | 0,11 |
| ENGIE SA 080922 TauxVariable 0,0 | EUR | 25.000.000 | 24.948.163,17 | 0,29 |
| TOTAL FRANCIA |  |  | 49.902.045,31 | 0,57 |
| IRLANDA |  |  |  |  |
| DXC CAPI FUND DAC ZCP 12/05/2022 | EUR | 4.400.000 | 4.407.505,10 | 0,05 |
| DXC CAPI FUND DAC ZCP 19/05/2022 | EUR | 5.400.000 | 5.409.585,05 | 0,06 |
| DXC CAPI FUND DAC ZCP 22/04/2022 | EUR | 4.400.000 | 4.406.585,99 | 0,05 |
| DXC CAPI FUND ZCP 13-01-22 | EUR | 15.000.000 | 15.002.704,49 | 0,18 |
| DXC CAPI FUND ZCP 15-03-22 | EUR | 7.500.000 | 7.507.703,91 | 0,08 |
| DXC CAPITAL FUNDING DAC 180722 FIX 0,0 | EUR | 10.000.000 | 10.023.009,68 | 0,11 |
| TOTAL IRLANDA |  |  | 46.757.094,22 | 0,53 |
| ITALIA |  |  |  |  |
| SNAM ZCP 13-04-22 | EUR | 26.000.000 | 26.041.873,89 | 0,30 |
| TRAS ELET RETE NAZ ZCP 09/06/2022 | EUR | 25.000.000 | 25.046.753,94 | 0,28 |
| TOTAL ITALIA |  |  | 51.088.627,83 | 0,58 |
| PAÍSES BAJOS |  |  |  |  |
| ENEL FINA INTL NV ZCP 10-01-22 | EUR | 20.000.000 | 20.002.222,47 | 0,23 |
| ENEL FINANCE INTERNATIONAL NV 270122 FIX 0.0 | EUR | 26.000.000 | 26.007.802,34 | 0,30 |
| ENEL FINANCE INTERNATIONAL NV 280122 FIX 0.0 | EUR | 14.700.000 | 14.704.574,76 | 0,17 |