# Portfolio analysis
Contribution to duration by currency and maturity
|  | 0-1 year | 1-3 years | 3-5 years | 5-7 years | 7-10 years | 10-20 years | +20 years | Total |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| AUD | 0.00 |  |  |  | 0.03 | 0.08 |  | 0.10 |
| CAD | 0.00 |  |  | 0.00 |  | 0.07 | 0.20 | 0.27 |
| EUR | 0.02 | 0.14 | 0.17 | 0.16 | 0.02 | 0.37 | 0.43 | 1.30 |
| GBP | -0.01 | 0.05 | 0.07 | 0.07 | 0.18 | 0.92 | 4.80 | 6.08 |
| JPY | 0.00 |  | 0.03 | 0.10 | 0.03 |  |  | 0.15 |
| NZD | 0.00 |  |  |  |  | 0.04 |  | 0.04 |
| SEK | 0.00 |  |  |  | 0.02 |  |  | 0.02 |
| USD | -0.01 | 0.23 | 0.41 | 0.41 | 0.23 | 0.34 | 1.30 | 2.91 |
| Portfolio	Total | 0.00 | 0.42 | 0.67 | 0.73 | 0.51 | 1.83 | 6.72 | 10.88 |
| Main holdings |  |  |  |  |  |  |  |  |
| Name | Weighting | Issuer country | Modified duration | Contribution** |
| US Treasury Note 0.75% 03/31/2026 | 6.32% | United States | 4.8 | 0.30 |
| Italy (Republic of) 0.4% 05/15/2030 | 2.92% | Italy | 8.9 | 0.26 |
| Italy (Republic of) 0.1% 05/15/2023 | 2.77% | Italy | 2.0 | 0.06 |
| US Treasury Inflation Idx Bonds 0.625% 01/15/2024 | 2.74% | United States | 2.7 | 0.07 |
| US Treasury Inflation Idx Bonds 0.375% 07/15/2023 | 2.66% | United States | 2.2 | 0.06 |
| US Treasury Inflation Idx Bonds 0.125% 07/15/2026 | 2.52% | United States | 5.2 | 0.13 |
| France Government Bond OAT 0.25% 07/25/2024 | 2.47% | France | 3.3 | 0.08 |
| US Treasury Inflation Idx Bonds 0.125% 01/15/2031 | 2.26% | United States | 9.7 | 0.22 |
| US Treasury Inflation Idx Bonds 0.5% 04/15/2024 | 2.02% | United States | 3.0 | 0.06 |
| UK Gilt Inflation Linked 0.125% 03/22/2024 | 1.84% | United Kingdom | 2.9 | 0.05 |
| **Contribution to portfolio risk (%) |  |  |  |  |

Translation (ENFR, 2021-04-30):
# Analyse du portefeuille
Contribution à la duration par devise et par maturité
|  | 0-1 an | 1-3 ans | 3-5 ans | 5-7 ans | 7-10 ans | 10-20 ans | + 20 ans | Total |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
|  | AUD | 0.00 |  |  |  | 0.03 | 0.08 |  | 0.10 |
|  | CAD | 0.00 |  |  | 0.00 |  | 0.07 | 0.20 | 0.27 |
|  | EUR | 0.02 | 0.14 | 0.17 | 0.16 | 0.02 | 0.37 | 0.43 | 1.30 |
|  | GBP | -0.01 | 0.05 | 0.07 | 0.07 | 0.18 | 0.92 | 4.80 | 6.08 |
|  | JPY | 0.00 |  | 0.03 | 0.10 | 0.03 |  |  | 0.15 |
|  | NZD | 0.00 |  |  |  |  | 0.04 |  | 0.04 |
|  | SEK | 0.00 |  |  |  | 0.02 |  |  | 0.02 |
|  | USD | -0.01 | 0.23 | 0.41 | 0.41 | 0.23 | 0.34 | 1.30 | 2.91 |
| Portefeuille | Total | 0.00 | 0.42 | 0.67 | 0.73 | 0.51 | 1.83 | 6.72 | 10.88 |
| Les principales valeurs |  |  |  |  |
| Libellé | Pondération | Pays émetteur | Sensibilité | Contribution** |
| US Treasury Note 0.75% 03/31/2026 | 6.32% | Etats-Unis | 4.8 | 0.30 |
| Italy (Republic of) 0.4% 05/15/2030 | 2.92% | Italie | 8.9 | 0.26 |
| Italy (Republic of) 0.1% 05/15/2023 | 2.77% | Italie | 2.0 | 0.06 |
| US Treasury Inflation Idx Bonds 0.625% 01/15/2024 | 2.74% | Etats-Unis | 2.7 | 0.07 |
| US Treasury Inflation Idx Bonds 0.375% 07/15/2023 | 2.66% | Etats-Unis | 2.2 | 0.06 |
| US Treasury Inflation Idx Bonds 0.125% 07/15/2026 | 2.52% | Etats-Unis | 5.2 | 0.13 |
| France Government Bond OAT 0.25% 07/25/2024 | 2.47% | France | 3.3 | 0.08 |
| US Treasury Inflation Idx Bonds 0.125% 01/15/2031 | 2.26% | Etats-Unis | 9.7 | 0.22 |
| US Treasury Inflation Idx Bonds 0.5% 04/15/2024 | 2.02% | Etats-Unis | 3.0 | 0.06 |
| UK Gilt Inflation Linked 0.125% 03/22/2024 | 1.84% | Royaume-Uni | 2.9 | 0.05 |
| **Contribution au risque portefeuille (%) |  |  |  |  |