| Name of security | Currency | Quantity (number or nominal value) | Current value | % of net assets |
| --- | --- | --- | --- | --- |
| VILOGIA STE ANONYME D HLM E3R+0.75% 27-07-23 | EUR | 20,600,000 | 20,773,021.69 | 0.24 |
| TOTAL FRANCE |  |  | 395,959,612.64 | 4.51 |
| IRELAND |  |  |  |  |
| IBERDROLA FINANCE IRELAND 4.5% 03-02-22 | EUR | 5,000,000 | 5,236,525.00 | 0.06 |
| INTESA BANK IRELAND E3R+0.7% 20-01-23 | EUR | 30,000,000 | 30,228,443.33 | 0.34 |
| TOTAL IRELAND |  |  | 35,464,968.33 | 0.40 |
| ITALY |  |  |  |  |
| INTE 0.875% 27-06-22 EMTN | EUR | 17,723,000 | 17,924,048.01 | 0.20 |
| INTE 1.125% 04-03-22 | EUR | 17,250,000 | 17,462,820.10 | 0.20 |
| INTE E3R+0.7% 14-10-22 EMTN | EUR | 2,300,000 | 2,310,629.58 | 0.02 |
| INTE E3R+0.95% 19-04-22 EMTN | EUR | 84,505,000 | 84,796,880.27 | 0.96 |
| ISPIM 3 1/2 01/17/22 | EUR | 10,358,000 | 10,723,005.28 | 0.12 |
| ITALY CERT DI CRED DEL TESORO ZERO CPONA ZCP 30-05- 22 | EUR | 50,000,000 | 50,130,500.00 | 0.58 |
| TRNIM 0 7/8 02/02/22 | EUR | 1,128,000 | 1,138,276.00 | 0.02 |
| UBI BANCA UNIONE DI BANCHE ITALIANE 1.0% 22-07-22 | EUR | 15,400,000 | 15,588,510.77 | 0.18 |
| TOTAL ITALY |  |  | 200,074,670.01 | 2.28 |
| JAPAN |  |  |  |  |
| MERCEDESBENZ FINANCE 0.0% 21-08-22 | EUR | 16,000,000 | 16,036,640.00 | 0.18 |
| TOTAL JAPAN |  |  | 16,036,640.00 | 0.18 |
| LUXEMBOURG |  |  |  |  |
| CODEIS SECURITIES OISEST+0.085% 01-07-22 | EUR | 50,000,000 | 49,877,402.78 | 0.57 |
| CODEIS SECURITIES OISEST+0.085% 21-02-22 | EUR | 345,000,000 | 343,549,882.58 | 3.92 |
| INTE BANK LUXEMBOURG AUTRE V+0.0% 16-12-22 | EUR | 50,000,000 | 50,359,597.22 | 0.57 |
| INTE BANK LUXEMBOURG E3R+0.7% 28-06-22 | EUR | 30,000,000 | 30,115,388.33 | 0.34 |
| MEDTRONIC GLOBAL HOLDINGS SCA 0.0% 15-03-23 | EUR | 10,000,000 | 10,038,900.00 | 0.12 |
| PURPLE PROTECTED ASSET OISEST+-0.02% 17-11-22 | EUR | 250,000,000 | 249,822,221.88 | 2.84 |
| PURPLE PROTECTED ASSET OISEST+-0.02% 18-10-22 | EUR | 100,000,000 | 99,879,521.61 | 1.14 |
| TOTAL LUXEMBOURG |  |  | 833,642,914.40 | 9.50 |
| NETHERLANDS |  |  |  |  |
| ANNGR 0 7/8 06/10/22 | EUR | 5,000,000 | 5,053,057.19 | 0.06 |
| BMW FIN 0.0% 24-03-23 EMTN | EUR | 18,600,000 | 18,696,441.00 | 0.21 |
| DAIMLER INTL FINANCE BV 0.25% 11-05-22 | EUR | 15,074,000 | 15,139,057.73 | 0.17 |
| DAIMLER INTL FINANCE BV E3R+0.25% 11-01-23 | EUR | 9,700,000 | 9,739,236.50 | 0.11 |
| ED 2.625% 18-01-22 EMTN | EUR | 6,000,000 | 6,158,361.37 | 0.07 |
| GAS NATURAL FENOSA FINAN 3.875% 11/04/2022 | EUR | 10,600,000 | 11,021,045.07 | 0.13 |
| THERMO FISHER SCIENTIFIC FINANCE I BV E3R+0.2% 18-11- 23 | EUR | 55,000,000 | 55,429,550.00 | 0.63 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0.75% 19- 01-23 | EUR | 15,000,000 | 15,111,060.00 | 0.17 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0.75% 24- 05-23 | EUR | 30,000,000 | 30,271,680.00 | 0.34 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0.75% 28- 04-23 | EUR | 15,000,000 | 15,128,235.00 | 0.18 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0.75% 29- 04-22 | EUR | 20,000,000 | 20,047,682.22 | 0.23 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0.8% 20- 05-22 | EUR | 35,000,000 | 35,113,162.78 | 0.40 |
| TOTAL NETHERLANDS |  |  | 236,908,568.86 | 2.70 |
| UNITED KINGDOM |  |  |  |  |
| BARCLAYS BK E3R+0.18% 20-01-23 | EUR | 20,000,000 | 20,001,135.56 | 0.23 |

Translation (ENES, 2021-12-30):
| Denominación de los valores | Divisa | Cantidad n.º o nominal | Valor actual | % del patrimonio neto |
| --- | --- | --- | --- | --- |
| VILOGIA STE ANONYME D HLM E3R+0,75 % 27/07/2023 | EUR | 20.600.000 | 20.773.021,69 | 0,24 |
| TOTAL FRANCIA |  |  | 395.959.612,64 | 4,51 |
| IRLANDA |  |  |  |  |
| IBERDROLA FINANCE IRELAND 4,5 % 03/02/2022 | EUR | 5.000.000 | 5.236.525,00 | 0,06 |
| INTESA BANK IRELAND E3R+0,7 % 20/01/2023 | EUR | 30.000.000 | 30.228.443,33 | 0,34 |
| TOTAL IRLANDA |  |  | 35.464.968,33 | 0,40 |
| ITALIA |  |  |  |  |
| INTE 0,875 % 27/06/2022 EMTN | EUR | 17.723.000 | 17.924.048,01 | 0,20 |
| INTE 1,125 % 04/03/2022 | EUR | 17.250.000 | 17.462.820,10 | 0,20 |
| INTE E3R+0,7 % 14/10/2022 EMTN | EUR | 2.300.000 | 2.310.629,58 | 0,02 |
| INTE E3R+0,95 % 19/04/2022 EMTN | EUR | 84.505.000 | 84.796.880,27 | 0,96 |
| ISPIM 3 1/2 01/17/22 | EUR | 10.358.000 | 10.723.005,28 | 0,12 |
| ITALY CERT DI CRED DEL TESORO ZERO CPONA ZCP 30-05- 22 | EUR | 50.000.000 | 50.130.500,00 | 0,58 |
| TRNIM 0 7/8 02/02/22 | EUR | 1.128.000 | 1.138.276,00 | 0,02 |
| UBI BANCA UNIONE DI BANCHE ITALIANE 1,0 % 22/07/2022 | EUR | 15.400.000 | 15.588.510,77 | 0,18 |
| TOTAL ITALIA |  |  | 200.074.670,01 | 2,28 |
| JAPÓN |  |  |  |  |
| MERCEDESBENZ FINANCE 0,0 % 21/08/2022 | EUR | 16.000.000 | 16.036.640,00 | 0,18 |
| TOTAL JAPÓN |  |  | 16.036.640,00 | 0,18 |
| LUXEMBURGO |  |  |  |  |
| CODEIS SECURITIES OISEST+0,085 % 01/07/2022 | EUR | 50.000.000 | 49.877.402,78 | 0,57 |
| CODEIS SECURITIES OISEST+0,085 % 21/02/2022 | EUR | 345.000.000 | 343.549.882,58 | 3,92 |
| INTE BANK LUXEMBOURG AUTRE V+0,0 % 16/12/2022 | EUR | 50.000.000 | 50.359.597,22 | 0,57 |
| INTE BANK LUXEMBOURG E3R+0,7 % 28/06/2022 | EUR | 30.000.000 | 30.115.388,33 | 0,34 |
| MEDTRONIC GLOBAL HOLDINGS SCA 0,0 % 15/03/2023 | EUR | 10.000.000 | 10.038.900,00 | 0,12 |
| PURPLE PROTECTED ASSET OISEST+-0,02 % 17/11/2022 | EUR | 250.000.000 | 249.822.221,88 | 2,84 |
| PURPLE PROTECTED ASSET OISEST+-0,02 % 18/10/2022 | EUR | 100.000.000 | 99.879.521,61 | 1,14 |
| TOTAL LUXEMBURGO |  |  | 833.642.914,40 | 9,50 |
| PAÍSES BAJOS |  |  |  |  |
| ANNGR 0 7/8 06/10/22 | EUR | 5.000.000 | 5.053.057,19 | 0,06 |
| BMW FIN 0,0 % 24/03/2023 EMTN | EUR | 18.600.000 | 18.696.441,00 | 0,21 |
| DAIMLER INTL FINANCE BV 0,25 % 11/05/2022 | EUR | 15.074.000 | 15.139.057,73 | 0,17 |
| DAIMLER INTL FINANCE BV E3R+0,25 % 11/01/2023 | EUR | 9.700.000 | 9.739.236,50 | 0,11 |
| ED 2,625 % 18/01/2022 EMTN | EUR | 6.000.000 | 6.158.361,37 | 0,07 |
| GAS NATURAL FENOSA FINAN 3,875 % 11/04/2022 | EUR | 10.600.000 | 11.021.045,07 | 0,13 |
| THERMO FISHER SCIENTIFIC FINANCE I BV E3R+0,2 % 18/11/2023 | EUR | 55.000.000 | 55.429.550,00 | 0,63 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0,75 % 19/01/2023 | EUR | 15.000.000 | 15.111.060,00 | 0,17 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0,75 % 24/05/2023 | EUR | 30.000.000 | 30.271.680,00 | 0,34 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0,75 % 28/04/2023 | EUR | 15.000.000 | 15.128.235,00 | 0,18 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0,75 % 29/04/2022 | EUR | 20.000.000 | 20.047.682,22 | 0,23 |
| TOYOTA MOTOR FINANCE NETHERLANDS BV E3R+0,8 % 20/05/2022 | EUR | 35.000.000 | 35.113.162,78 | 0,40 |
| TOTAL PAÍSES BAJOS |  |  | 236.908.568,86 | 2,70 |
| REINO UNIDO |  |  |  |  |
| BARCLAYS BK E3R+0,18 % 20/01/2023 | EUR | 20.000.000 | 20.001.135,56 | 0,23 |