# Main issuers (Source: Amundi)
| Sector | % asset | Mod. duration | SWMD Portfolio | SWMD Benchmark |
| --- | --- | --- | --- | --- |
| Sovereigns	- | - | - | - | - |
| ITALIAN REPUBLIC | Sovereign EMU | 1.93% | 0.18 | 0.43% | - |
| CHILE | Sovereign ex-EMU | 0.92% | 0.08 | 0.20% | - |
| NETHERLANDS | Sovereign EMU | 2.01% | 0.32 | 0.12% | - |
| SPAIN (KINGDOM OF ) | Sovereign EMU | 0.90% | 0.15 | 0.21% | - |
| GERMANY | Sovereign EMU | 8.80% | 0.49 | 0.00% | - |
| BELGIUM | Sovereign EMU | 1.74% | 0.19 | 0.13% | - |
| HUNGARY (REPUBLIC OF) | Sovereign ex-EMU | 0.17% | 0.02 | 0.07% | - |
| KOREA (REPUBLIC OF ) | Sovereign ex-EMU | 0.31% | 0.01 | 0.01% | - |
| HONG KONG | Sovereign ex-EMU | 0.75% | 0.03 | 0.04% | - |
| FRANCE | Sovereign EMU | 1.84% | 0.70 | 0.48% | - |
| IRELAND (REPUBLIC OF ) | Sovereign EMU | 1.17% | 0.09 | 0.04% | - |
| SWEDEN | Sovereign ex-EMU | 0.21% | 0.02 | 0.00% | - |
| Non Sovereigns | - | - | - | - | - |
| EBRD - EUROPEAN BK RECONST DVP | Agencies & Supranationals | 1.24% | 0.03 | 0.00% | - |
| ADIF ALTA VELOCIDAD | Industry | 1.47% | 0.06 | 0.06% | - |
| ASIAN DEVELOPMENT BANK | Agencies & Supranationals | 2.03% | 0.09 | 0.05% | - |
| ING GROEP NV | Financials | 1.77% | 0.05 | 0.13% | - |
| SNCF RESEAU | Agencies & Supranationals | 1.48% | 0.18 | 0.19% | - |
| KFW-KDT F WDERAUFBAU | Agencies & Supranationals | 3.52% | 0.24 | 0.16% | - |
| BANK OF IRELAND GROUP PLC | Financials | 1.33% | 0.05 | 0.17% | - |
| BNP PARIBAS SA | Financials | 2.48% | 0.10 | 0.22% | - |
| AIB GROUP PLC | Financials | 1.64% | 0.05 | 0.19% | - |
| ENGIE SA | Industry | 1.73% | 0.05 | 0.13% | - |
| EUROPEAN INVESTMENT BANK | Agencies & Supranationals | 3.51% | 0.34 | 0.29% | - |
| EDP-ENERGIAS DE PORTUGAL SA | Industry | 1.29% | 0.03 | 0.18% | - |
| EUROPEAN UNION | Agencies & Supranationals | 3.82% | 0.64 | 0.57% | - |
| TENNET HOLDING BV | Industry | 1.25% | 0.09 | 0.20% | - |
| BIRD - IBRD | Agencies & Supranationals | 1.21% | 0.04 | 0.02% | - |

Historical risk indicators (Source: Amundi)

## Modified duration (Source: Amundi)
8.5

## Spread Weighted Modified Duration (SWMD) (%, source: Amundi)
11
8	10
7.5	9
7	8
10/2021
11/2021
12/2021
01/2022
02/2022
03/2022
04/2022
05/2022
06/2022
07/2022
08/2022
09/2022
10/2021
11/2021
12/2021
01/2022
02/2022
03/2022
04/2022
05/2022
06/2022
07/2022
08/2022
09/2022
6.5	7

### Portfolio	Portfolio

Translation (ENFR, 2022-09-30):
# Les principaux émetteurs (Source : Amundi)
| Secteur | % d'actif | Sensibilité | SPS Portefeuille | SPS Indice |
| --- | --- | --- | --- | --- |
| Emetteurs Etats	- | - | - | - | - |
| ITALIAN REPUBLIC | Etats Zone Euro | 1,93% | 0,18 | 0,43% | - |
| CHILE | Etats hors Zone Euro | 0,92% | 0,08 | 0,20% | - |
| NETHERLANDS | Etats Zone Euro | 2,01% | 0,32 | 0,12% | - |
| SPAIN (KINGDOM OF ) | Etats Zone Euro | 0,90% | 0,15 | 0,21% | - |
| GERMANY | Etats Zone Euro | 8,80% | 0,49 | 0,00% | - |
| BELGIUM | Etats Zone Euro | 1,74% | 0,19 | 0,13% | - |
| HUNGARY (REPUBLIC OF) | Etats hors Zone Euro | 0,17% | 0,02 | 0,07% | - |
| KOREA (REPUBLIC OF ) | Etats hors Zone Euro | 0,31% | 0,01 | 0,01% | - |
| HONG KONG | Etats hors Zone Euro | 0,75% | 0,03 | 0,04% | - |
| FRANCE | Etats Zone Euro | 1,84% | 0,70 | 0,48% | - |
| IRELAND (REPUBLIC OF ) | Etats Zone Euro | 1,17% | 0,09 | 0,04% | - |
| SWEDEN | Etats hors Zone Euro | 0,21% | 0,02 | 0,00% | - |
| Emetteurs hors Etats | - | - | - | - | - |
| EBRD - EUROPEAN BK RECONST DVP | Quasi-Etat | 1,24% | 0,03 | 0,00% | - |
| ADIF ALTA VELOCIDAD | Industrie | 1,47% | 0,06 | 0,06% | - |
| ASIAN DEVELOPMENT BANK | Quasi-Etat | 2,03% | 0,09 | 0,05% | - |
| ING GROEP NV | Finance | 1,77% | 0,05 | 0,13% | - |
| SNCF RESEAU | Quasi-Etat | 1,48% | 0,18 | 0,19% | - |
| KFW-KDT F WDERAUFBAU | Quasi-Etat | 3,52% | 0,24 | 0,16% | - |
| BANK OF IRELAND GROUP PLC | Finance | 1,33% | 0,05 | 0,17% | - |
| BNP PARIBAS SA | Finance | 2,48% | 0,10 | 0,22% | - |
| AIB GROUP PLC | Finance | 1,64% | 0,05 | 0,19% | - |
| ENGIE SA | Industrie | 1,73% | 0,05 | 0,13% | - |
| EUROPEAN INVESTMENT BANK | Quasi-Etat | 3,51% | 0,34 | 0,29% | - |
| EDP-ENERGIAS DE PORTUGAL SA | Industrie | 1,29% | 0,03 | 0,18% | - |
| EUROPEAN UNION | Quasi-Etat | 3,82% | 0,64 | 0,57% | - |
| TENNET HOLDING BV | Industrie | 1,25% | 0,09 | 0,20% | - |
| BIRD - IBRD | Quasi-Etat | 1,21% | 0,04 | 0,02% | - |

Indicateurs de risque historique (Source : Amundi)

## En sensibilité (Source : Amundi)
8,5

## SPS (%, source : Amundi)
11
8	10
7,5	9
7	8
10/2021
11/2021
12/2021
01/2022
02/2022
03/2022
04/2022
05/2022
06/2022
07/2022
08/2022
09/2022
10/2021
11/2021
12/2021
01/2022
02/2022
03/2022
04/2022
05/2022
06/2022
07/2022
08/2022
09/2022
6,5	7

### Portefeuille	Portefeuille