OVHaiLLM/Flipper huggingface dataset:
| A2 EUR |  |
| --- | --- |
| (continued) |
| Top 10 holdings | (%) | Country breakdown | (%) | Sector breakdown | (%) |
| Alphabet | 4.3 | United States | 61.7 | Information Technology | 22.9 |
| Microsoft | 4.1 | United Kingdom | 13.0 | Health Care | 16.0 |
| Novo Nordisk | 3.3 | Germany | 6.7 | Communication Services | 14.9 |
| ICON | 3.2 | Denmark | 3.3 | Financials | 13.0 |
| Cooper Cos | 3.1 | Ireland | 3.2 | Consumer Discretionary | 11.0 |
| Taiwan Semiconductor Manufacturing | 2.9 | Taiwan | 2.9 | Industrials | 7.8 |
| Amazon.com | 2.8 | India | 2.5 | Consumer Staples | 6.3 |
| Berkshire Hathaway | 2.7 | China | 1.9 | Materials | 4.3 |
| Unilever | 2.6 | Japan | 1.4 | Cash | 2.4 |
| Housing Development Finance | 2.5 | South Africa | 1.0 | Real Estate | 1.5 |
| Total number of positions | 47 | Cash | 2.4 |  |  |

Translation (ENFR, 2021-07-31):
| A2 EUR |  |
| --- | --- |
| (suite) |
| Top 10 des sociétés de portefeuille | (%) | Répartition géographique | (%) | Ventilation sectorielle | (%) |
| Alphabet | 4.3 | États-Unis | 61.7 | Technologies de l'Information | 22.9 |
| Microsoft | 4.1 | Royaume-Uni | 13.0 | Soins de Santé | 16.0 |
| Novo Nordisk | 3.3 | Allemagne | 6.7 | Services de communication | 14.9 |
| ICON | 3.2 | Danemark | 3.3 | Sociétés Financières | 13.0 |
| Cooper Cos | 3.1 | Irlande | 3.2 | Consommation Discrétionnaire | 11.0 |
| Taiwan Semiconductor Manufacturing | 2.9 | Taïwan | 2.9 | Industrie | 7.8 |
| Amazon.com | 2.8 | Inde | 2.5 | Consommation de base | 6.3 |
| Berkshire Hathaway | 2.7 | Chine | 1.9 | Matériaux | 4.3 |
| Unilever | 2.6 | Japon | 1.4 | Liquidités | 2.4 |
| Housing Development Finance | 2.5 | Afrique du Sud | 1.0 | Immobilier | 1.5 |
| Nombre total de positions | 47 | Liquidités | 2.4 |  |  |
| Discrete year performance % | A3 (Net) | Index | A3 (Gross) | Target (Gross) |
| --- | --- | --- | --- | --- |
| 30 Sep 2020 to 30 Sep 2021 | 2.4 | 2.2 | 3.6 | 3.7 |
| 30 Sep 2019 to 30 Sep 2020 | 1.6 | 0.9 | 2.8 | 2.4 |
| 30 Sep 2018 to 30 Sep 2019 | 7.2 | 7.5 | 8.5 | 9.1 |
| 30 Sep 2017 to 30 Sep 2018 | 0.8 | 1.0 | 2.0 | 2.5 |
| 30 Sep 2016 to 30 Sep 2017 | 1.4 | 1.3 | 2.7 | 2.8 |

Translation (ENFR, 2021-09-30):
| Performances annuelles en % | A3 (Nette) | Indice | A3 (Brut) | Objectif (Brut) |
| --- | --- | --- | --- | --- |
| 30 sept. 2020 au 30 sept. 2021 | 2.4 | 2.2 | 3.6 | 3.7 |
| 30 sept. 2019 au 30 sept. 2020 | 1.6 | 0.9 | 2.8 | 2.4 |
| 30 sept. 2018 au 30 sept. 2019 | 7.2 | 7.5 | 8.5 | 9.1 |
| 30 sept. 2017 au 30 sept. 2018 | 0.8 | 1.0 | 2.0 | 2.5 |
| 30 sept. 2016 au 30 sept. 2017 | 1.4 | 1.3 | 2.7 | 2.8 |
| Top 10 credit ratings | (%) | Top 10 countries | (%) | Top 10 sectors | (%) |
| --- | --- | --- | --- | --- | --- |
| AAA | 0.7 | United States | 20.0 | Financials | 53.3 |
| AA | 3.5 | United Kingdom | 13.8 | Consumer Goods | 9.3 |
| A | 25.5 | France | 12.9 | Health Care | 8.1 |
| BBB | 53.1 | Cash | 8.1 | Cash | 8.1 |
| BB | 14.2 | Germany | 6.9 | Utilities | 6.1 |
| Not Rated | 1.8 | Netherlands | 6.4 | Telecommunications | 5.7 |
| Bond Futures | -6.3 | Switzerland | 5.7 | Industrials | 4.8 |
| Other Swaps | -0.6 | Sweden | 4.6 | Consumer Services | 4.7 |
| Options | 0.0 | Italy | 4.0 | Oil & Gas | 3.5 |
| Equities | 0.0 | Australia | 3.1 | Technology | 1.9 |

Translation (ENFR, 2021-09-30):
| 10 premières notations de crédit | (%) | Top 10 des pays | (%) | Top 10 des secteurs | (%) |
| --- | --- | --- | --- | --- | --- |
| AAA | 0.7 | États-Unis | 20.0 | Sociétés Financières | 53.3 |
| AA | 3.5 | Royaume-Uni | 13.8 | Biens de consommation | 9.3 |
| A | 25.5 | France | 12.9 | Soins de Santé | 8.1 |
| BBB | 53.1 | Liquidités | 8.1 | Liquidités | 8.1 |
| BB | 14.2 | Allemagne | 6.9 | Services aux Collectivités | 6.1 |
| Pas de notation | 1.8 | Pays-Bas | 6.4 | Télécommunications | 5.7 |
| Contrat à terme sur obligations | -6.3 | Suisse | 5.7 | Industrie | 4.8 |
| Swaps autres | -0.6 | Suède | 4.6 | Services aux consommateurs | 4.7 |
| Options | 0.0 | Italie | 4.0 | Pétrole Et Gaz | 3.5 |
| Actions | 0.0 | Australie | 3.1 | Technologie | 1.9 |
|  | MSCI Emerging Markets NR (54.5%) Global Emerging Markets Equity - OE (46.4%) |
| --- | --- |
|  |
| Performance % | A2 (Net) | Index | Sector A2 (Gross) | Target (Gross) |
| 1 month | -5.6 | -6.7 | -5.6 | - | - |
| YTD | 8.7 | 3.4 | 4.5 | - | - |
| 1 year | 26.0 | 20.3 | 21.5 | - | - |
| 3 years (annualised) | 6.5 | 7.5 | 7.2 | - | - |
| 5 years (annualised) | 5.6 | 9.1 | 7.9 | 7.5 | 11.3 |
| 10 years (annualised) | 4.2 | 5.8 | 5.0 | 6.0 | 7.9 |
| Since inception 29 Sep 2000 (annualised) | 5.1 | 7.2 | 6.2 | 6.9 | 9.3 |

Translation (ENFR, 2021-07-31):
|  | MSCI Emerging Markets NR (54.5%) Global Emerging Markets Equity - OE (46.4%) |
| --- | --- |
|  |
| Performance % | A2 (Nette) | Indice | Secteur | A2 (Brut) | Objectif (Brut) |
| 1 mois | -5.6 | -6.7 | -5.6 | - | - |
| Depuis le début de l’année | 8.7 | 3.4 | 4.5 | - | - |
| 1 an | 26.0 | 20.3 | 21.5 | - | - |
| 3 ans (annualisée) | 6.5 | 7.5 | 7.2 | - | - |
| 5 ans (annualisée) | 5.6 | 9.1 | 7.9 | 7.5 | 11.3 |
| 10 ans (annualisée) | 4.2 | 5.8 | 5.0 | 6.0 | 7.9 |
| Depuis création 29 sept. 2000 (annualisée) | 5.1 | 7.2 | 6.2 | 6.9 | 9.3 |
| Top 10 holdings | (%) | Top 10 countries | (%) | Top 10 sectors | (%) |
| --- | --- | --- | --- | --- | --- |
| Taiwan Semiconductor Manufacturing | 8.0 | China | 31.0 | Information Technology | 25.7 |
| Tencent | 5.9 | Taiwan | 13.1 | Consumer Discretionary | 19.5 |
| Samsung Electronics | 5.2 | South Korea | 12.4 | Communication Services | 15.3 |
| Housing Development Finance | 3.1 | India | 8.3 | Financials | 12.1 |
| Alibaba Group | 2.9 | Brazil | 5.6 | Materials | 8.0 |
| Naspers | 2.6 | Hong Kong | 4.4 | Health Care | 5.5 |
| NAVER | 2.6 | Canada | 3.0 | Industrials | 5.0 |
| Ivanhoe Mines | 2.2 | United Kingdom | 2.8 | Consumer Staples | 3.4 |
| ICICI Bank | 2.1 | Vietnam | 2.7 | Cash | 2.3 |
| Accton Technology | 1.8 | South Africa | 2.6 | Energy | 1.8 |
| Total number of positions | 70 | Cash | 2.3 |  |  |

Translation (ENFR, 2021-07-31):
| Top 10 des sociétés de portefeuille | (%) | Top 10 des pays | (%) | Top 10 des secteurs | (%) |
| --- | --- | --- | --- | --- | --- |
| Taiwan Semiconductor Manufacturing | 8.0 | Chine | 31.0 | Technologies de l'Information | 25.7 |
| Tencent | 5.9 | Taïwan | 13.1 | Consommation Discrétionnaire | 19.5 |
| Samsung Electronics | 5.2 | Corée du Sud | 12.4 | Services de communication | 15.3 |
| Housing Development Finance | 3.1 | Inde | 8.3 | Sociétés Financières | 12.1 |
| Alibaba Group | 2.9 | Brésil | 5.6 | Matériaux | 8.0 |
| Naspers | 2.6 | Hong-Kong | 4.4 | Soins de Santé | 5.5 |
| NAVER | 2.6 | Canada | 3.0 | Industrie | 5.0 |
| Ivanhoe Mines | 2.2 | Royaume-Uni | 2.8 | Consommation de base | 3.4 |
| ICICI Bank | 2.1 | Viêt Nam | 2.7 | Liquidités | 2.3 |
| Accton Technology | 1.8 | Afrique du Sud | 2.6 | Énergie | 1.8 |
| Nombre total de positions | 70 | Liquidités | 2.3 |  |  |
# Characteristics
Annual turnover (1yr trailing)	42.82%
Number of holdings: Equity issues	36
Price-to-book ratio	7.18
Weighted average market cap	529.73bn
Price-to-earnings ratio	24.56
Risk statistics (3 years)	
Fund  Index
Beta	0.97	1.00

Translation (ENFR, 2023-01-31):
## Caractéristiques
Rotation annuelle (sur un 1 an)	42,82%
Nombre de positions: Émissions d'actions	36
Ratio cours/valeur comptable	7,18
Capitalisation boursière moyenne pondérée	529.73Mds
Ratio cours/bénéfices	24,56
Statistiques de risque (3 ans)	
Fonds  Indice
Bêta	0,97	—
# Top holdings (%)	Fund
Mastercard Inc	6.80
Microsoft Corp	9.09
Amazon.com Inc	5.02
Apple Inc	5.64
Alphabet Inc	4.09
Workday Inc	4.59

Translation (ENFR, 2023-01-31):
## Principaux titres (%)	Fonds
Microsoft Corp	9,09
Mastercard Inc	6,80
Amazon.com Inc	5,02
Apple Inc	5,64
Alphabet Inc	4,09
Workday Inc	4,59
# Past performance is not a guide to future performance. The value of an investment and the income from it can fall as well as rise and you may not get back the amount originally invested.
See next page for breakdowns and risks.
| Top 10 holdings | (%) | Country breakdown | (%) | Top 10 sectors | (%) |
| --- | --- | --- | --- | --- | --- |
| Vonovia | 9.1 | Germany | 28.4 | Real Estate Holding & Development | 55.0 |
| Segro | 7.2 | United Kingdom | 27.9 | Office REITs | 11.1 |
| LEG Immobilien | 6.7 | Sweden | 14.8 | Industrial REITs | 10.7 |
| Fastighets AB Balder | 4.5 | France | 7.7 | Diversified REITs | 7.1 |
| Deutsche Wohnen | 3.6 | Belgium | 7.7 | Residential REITs | 4.0 |
| Gecina | 3.6 | Spain | 7.2 | Storage REITs | 3.1 |
| Castellum | 3.3 | Netherlands | 2.2 | Health Care REITs | 3.0 |
| Aroundtown | 3.2 | Switzerland | 1.4 | Telecommunications Services | 2.4 |
| Safestore | 3.1 | Ireland | 1.3 | Cash | 1.4 |
| Aedifica | 3.0 | Cash | 1.4 | Home Construction | 1.4 |
| Total number of positions | 37 |  |  |  |  |

Translation (ENFR, 2021-07-31):
# Les performances passées ne préjugent pas des performances futures. La valeur d’un investissement et ses revenus peuvent augmenter ou diminuer et vous pourriez ne pas récupérer le montant investi à l’origine.
Veuillez vous reporter à la page suivante pour nos répartitions et risques.
| Top 10 des sociétés de portefeuille | (%) | Répartition géographique | (%) | Top 10 des secteurs | (%) |
| --- | --- | --- | --- | --- | --- |
| Vonovia | 9.1 | Allemagne | 28.4 | Promotion et détention de biens immobiliers | 55.0 |
| Segro | 7.2 | Royaume-Uni | 27.9 | SII Bureautiques | 11.1 |
| LEG Immobilien | 6.7 | Suède | 14.8 | SIIC Industrielles | 10.7 |
| Fastighets AB Balder | 4.5 | France | 7.7 | SIIC à Exploitation Diversifiée | 7.1 |
| Deutsche Wohnen | 3.6 | Belgique | 7.7 | SIIC Résidentielles | 4.0 |
| Gecina | 3.6 | Espagne | 7.2 | REIT de stockage | 3.1 |
| Castellum | 3.3 | Pays-Bas | 2.2 | SIIC Soins de Santé | 3.0 |
| Aroundtown | 3.2 | Suisse | 1.4 | Services de télécommunications | 2.4 |
| Safestore | 3.1 | Irlande | 1.3 | Liquidités | 1.4 |
| Aedifica | 3.0 | Liquidités | 1.4 | Construction individuelle | 1.4 |
| Nombre total de positions | 37 |  |  |  |  |
# Characteristics
Number of holdings: Debt issues	336
Duration (years)	5.27
Weighted average life (years)	7.04
Yield to worst (%)	5.09

Translation (ENFR, 2023-01-31):
# Caractéristiques
Nombre de positions: Émissions de dette	336
Duration (années)	5,27
Durée de vie moyenne pondérée (années)	7.04
Rendement au pire (%)	5,09
# Returns
1
Month
3
Month  YTD
1
Year
3
Year
5
Year
10
Year
Since inception
(11/11/19)
Morningstar sector	Global Flexible Bond - USD
Hedged
SFDR category	Article 8
A3q USD (Net)	4.19	6.02	4.19	-11.95	-2.01	—	—	-1.32

Translation (ENFR, 2023-01-31):
# Rendements
1
Mois
3
Mois
Dep. début année
1
Année
3
Année
5
Année
10
Année
Depuis le lancement
(11/11/19)
Secteur Morningstar	Global Flexible Bond - USD
Hedged
SFDR Catégorie	Article 8
A3q USD (Nette)	4,19	6,02	4,19	-11,95	-2,01	—	—	-1,32
Year
10
Year
Since inception
(11/11/19)
Morningstar sector	Global Flexible Bond - USD
Hedged
SFDR category	Article 8
A3q USD (Net)	4.19	6.02	4.19	-11.95	-2.01	—	—	-1.32

Translation (ENFR, 2023-01-31):
Année
10
Année
Depuis le lancement
(11/11/19)
Secteur Morningstar	Global Flexible Bond - USD
Hedged
SFDR Catégorie	Article 8
A3q USD (Nette)	4,19	6,02	4,19	-11,95	-2,01	—	—	-1,32
## Top sectors (%)
Fund
Top holdings (%)	
Fund
United Kingdom Gilt 1.25% 2027	3.64
United Kingdom Gilt 4.25% 2032	6.70
United States Treasury Note 2.875% 2032	2.12
Australia Government Bond 1.25% 2032	2.20
Alphabet 1.998% 2026	2.12
Australia Government Bond 2.75% 2041	2.12
United States Treasury Note 1.375% 2028	2.11
Australia Government Bond 0.25% 2025	2.07
Government Bonds
Investment Grade Non-Financial
Corporate Bonds
Investment Grade Financial
Corporate Bonds High Yield Non-Financial
Corporate Bonds
Asset or Mortgage Backed
Cash and Derivatives High Yield Financial Corporate
Bonds
Preference Shares
38.80
30.14
15.55
7.00
5.46
1.49
1.00
0.57
Fannie Mae Pool 3.00% 2052	1.91
Canadian Government Bond 1.00% 2026	1.90
Total	26.89
References made to individual securities should not constitute or form part of any offer or solicitation to issue, securities mentioned in the report.

Translation (ENFR, 2023-01-31):
## Principaux secteurs (%)
Fonds
Principaux titres (%)	
Fonds
United Kingdom Gilt 4.25% 2032	6,70
United Kingdom Gilt 1.25% 2027	3,64
Australia Government Bond 1.25% 2032	2,20
United States Treasury Note 2.875% 2032	2,12
Australia Government Bond 2.75% 2041	2,12
Alphabet 1.998% 2026	2,12
United States Treasury Note 1.375% 2028	2,11
Australia Government Bond 0.25% 2025	2,07
Emprunts d’État
Obligations d'entreprises non financières investment grade Obligations d’entreprises financières Investment Grade Obligations d'entreprises non financières high yield Adossés à des actifs ou à des
crédits immobiliers
38.80
30.14
15.55
7.00
5.46
Fannie Mae Pool 3.00% 2052	1,91
Canadian Government Bond 1.00% 2026	1,90
Total	26,89
Toute référence à des titres spécifiques ne constitue et ne fait partie d'aucune offre ou sollicitation d’émission des titres évoqués dans le rapport.
## Maturity of fixed income holdings (%)	Fund
0-3 years	11.74
3-5 years	25.61
5-7 years	10.96
7-10 years	30.94
10-15 years	4.98
Codes
ISIN	LU1627460659
Bloomberg	JAHHBAU LX
Cusip	L4732P538
SEDOL	BF1X6P9
WKN	A2PVFJ

Translation (ENFR, 2023-01-31):
## Maturité des positions obligataires (%)	Fonds
0 à 3 ans	11,74
3 à 5 ans	25,61
5 à 7 ans	10,96
7 à 10 ans	30,94
10 à 15 ans	4,98
15 ans et +	14,27
Code ISIN	LU1627460659
Bloomberg	JAHHBAU LX
Cusip	L4732P538
SEDOL	BF1X6P9
WKN	A2PVFJ
## Regions (%)
Fund 75.14
5.75
4.07
3.56
2.72
1.76
1.44
Index 78.05
2.53
1.04
1.42
5.51
0.23
0.90
References made to individual securities should not constitute or form part of any offer or
solicitation to issue, securities mentioned in the report.

Translation (ENFR, 2023-01-31):
## Régions (%)
Fonds 75.14
5.75
4.07
3.56
2.72
1.76
1.44
Indice 78.05
2.53
1.04
1.42
5.51
0.23
0.90
Toute référence à des titres spécifiques ne constitue et ne fait partie d'aucune offre ou
sollicitation d’émission des titres évoqués dans le rapport.
## Fees & charges (%)
Annual management charge (AMC)  0.70
All ongoing charges stated are as per latest published report and accounts. Fund charges will impact the value of your investment. In particular, the ongoing charges applicable to each fund will dilute investment performance, particularly over time. For further explanation of charges please visit our Fund Charges page at www.janushenderson.com. Under some circumstances initial charges may apply. Please refer to the Prospectus for more details.

Translation (ENFR, 2023-01-31):
## Frais & charges (%)
Frais de gestion annuels (FGA)	0,70
Tous les montants de frais courants indiqués sont conformes aux derniers rapports et comptes publiés. Les frais du fonds auront un impact sur la valeur de votre investissement. Les frais courants en particulier, qui s'appliquent à chaque fonds, dilueront la performance de l'investissement, notamment au fil du temps. Pour une explication plus détaillée des frais, veuillez consulter la page consacrée aux frais du fonds à l'adresse www.janushenderson.com. Des frais initiaux peuvent être facturés dans certaines circonstances. Veuillez consulter le prospectus pour plus d’informations.
| Discrete year performance % | A3m (Net) | Index | A3m (Gross) | Target (Gross) |
| --- | --- | --- | --- | --- |
| 30 Sep 2020 to 30 Sep 2021 | 0.6 | 1.0 | 1.8 | 2.2 |
| 30 Sep 2019 to 30 Sep 2020 | 6.4 | 4.3 | 8.0 | 5.6 |
| 30 Sep 2018 to 30 Sep 2019 | 5.9 | 6.8 | 8.0 | 8.2 |
| 30 Sep 2017 to 30 Sep 2018 | -5.6 | -3.9 | -3.7 | -2.7 |
| 30 Sep 2016 to 30 Sep 2017 | -0.6 | 1.2 | 1.4 | 2.4 |

Translation (ENFR, 2021-09-30):
| Performances annuelles en % | A3m (Nette) | Indice | A3m (Brut) | Objectif (Brut) |
| --- | --- | --- | --- | --- |
| 30 sept. 2020 au 30 sept. 2021 | 0.6 | 1.0 | 1.8 | 2.2 |
| 30 sept. 2019 au 30 sept. 2020 | 6.4 | 4.3 | 8.0 | 5.6 |
| 30 sept. 2018 au 30 sept. 2019 | 5.9 | 6.8 | 8.0 | 8.2 |
| 30 sept. 2017 au 30 sept. 2018 | -5.6 | -3.9 | -3.7 | -2.7 |
| 30 sept. 2016 au 30 sept. 2017 | -0.6 | 1.2 | 1.4 | 2.4 |
| Top 10 holdings | (%) | Asset allocation | (%) | Credit rating breakdown | (%) |
| --- | --- | --- | --- | --- | --- |
| JPMorgan Chase & Co 2.08 04/22/2026 | 1.1 | Credit-Investment Grade | 80.2 | Aaa | 4.0 |
| Bank of America Corp 4.45 03/03/2026 | 1.1 | Credit-High Yield | 10.8 | Aa | 4.1 |
| Morgan Stanley 3.95 04/23/2027 | 1.1 | Treasuries | 5.0 | A | 17.1 |
| United States Treasury Note/Bond 0.75 04/30/2026 | 1.0 | ABS | 1.9 | Baa | 62.2 |
| JPMorgan Chase & Co 0.99 04/28/2026 | 1.0 | Government Related | 0.4 | Ba | 9.6 |
| United States Treasury Note/Bond 0.13 08/31/2023 | 1.0 | Cash & Equivalents | 1.7 | B | 1.0 |
| United Kingdom Gilt 0.25 07/31/2031 | 1.0 |  |  | Not Rated | 0.3 |
| SVB Financial Group 3.13 06/05/2030 | 0.9 |  |  | Cash & Equivalents | 1.7 |
| United States Treasury Note/Bond 0.13 06/30/2023 | 0.9 |  |  |  |  |
| Worley US Finance Sub Ltd 0.88 06/09/2026 | 0.9 |  |  |  |  |
| Total number of positions | 295 |  |  |  |  |

Translation (ENFR, 2021-09-30):
| Top 10 des sociétés de portefeuille | (%) | Allocation des actifs | (%) | Ventilation des notations de crédit | (%) |
| --- | --- | --- | --- | --- | --- |
| JPMorgan Chase & Co 2.08 04/22/2026 | 1.1 | Crédit-Investment Grade | 80.2 | Aaa | 4.0 |
| Bank of America Corp 4.45 03/03/2026 | 1.1 | Crédit-High Yield | 10.8 | Aa | 4.1 |
| Morgan Stanley 3.95 04/23/2027 | 1.1 | Trésoreries | 5.0 | A | 17.1 |
| United States Treasury Note/Bond 0.75 04/30/2026 | 1.0 | ABS | 1.9 | Baa | 62.2 |
| JPMorgan Chase & Co 0.99 04/28/2026 | 1.0 | Lié à l'Etat | 0.4 | Ba | 9.6 |
| United States Treasury Note/Bond 0.13 08/31/2023 | 1.0 | Trésorerie & Equivalents | 1.7 | B | 1.0 |
| United Kingdom Gilt 0.25 07/31/2031 | 1.0 |  |  | Pas de notation | 0.3 |
| SVB Financial Group 3.13 06/05/2030 | 0.9 |  |  | Trésorerie & Equivalents | 1.7 |
| United States Treasury Note/Bond 0.13 06/30/2023 | 0.9 |  |  |  |  |
| Worley US Finance Sub Ltd 0.88 06/09/2026 | 0.9 |  |  |  |  |
| Nombre total de positions | 295 |  |  |  |  |
| Credit rating breakdown | (%) | Top 10 countries | (%) | Top 10 sectors | (%) |
| --- | --- | --- | --- | --- | --- |
| A | 0.1 | United Kingdom | 15.6 | Real Estate | 13.2 |
| BBB | 5.8 | United States | 15.0 | Basic Industry | 12.5 |
| BB | 53.1 | Germany | 11.4 | Automotive | 9.7 |
| B | 28.8 | France | 11.1 | Telecommunications | 9.5 |
| CCC & Below | 5.0 | Luxembourg | 8.2 | Retail | 5.9 |
| Not Rated | 4.1 | Italy | 7.4 | Healthcare | 5.9 |
| Cash and derivatives | 3.2 | Spain | 5.3 | Banking | 4.8 |
|  |  | Sweden | 4.7 | Leisure | 4.8 |
|  |  | Netherlands | 4.5 | Capital Goods | 4.5 |
|  |  | Czech Republic | 1.6 | Transportation | 4.4 |

Translation (ENFR, 2021-07-31):
| Ventilation des notations de crédit | (%) | Top 10 des pays | (%) | Top 10 des secteurs | (%) |
| --- | --- | --- | --- | --- | --- |
| A | 0.1 | Royaume-Uni | 15.6 | Immobilier | 13.2 |
| BBB | 5.8 | États-Unis | 15.0 | Industries de base | 12.5 |
| BB | 53.1 | Allemagne | 11.4 | Secteur automobile | 9.7 |
| B | 28.8 | France | 11.1 | Télécommunications | 9.5 |
| CCC et inférieure | 5.0 | Luxembourg | 8.2 | Distribution | 5.9 |
| Pas de notation | 4.1 | Italie | 7.4 | Soins de santé | 5.9 |
| Cash and derivatives | 3.2 | Espagne | 5.3 | Banques | 4.8 |
|  |  | Suède | 4.7 | Loisirs | 4.8 |
|  |  | Pays-Bas | 4.5 | Biens d'équipement | 4.5 |
|  |  | République Tchèque | 1.6 | Transports | 4.4 |
|  | JPM Corporate EM Bond Index Broad Diversified EUR Hgd (16.3%) |
| --- | --- |
| Performance % | A2 (Net) | Index | A2 (Gross) | Target (Gross) |
| 1 month | -1.4 | -0.8 | - | - |
| YTD | -0.7 | 0.9 | - | - |
| 1 year | 4.5 | 5.0 | - | - |
| 3 years (annualised) | 3.9 | 5.0 | - | - |
| 5 years (annualised) | 1.9 | 3.1 | 3.3 | 4.6 |
| 10 years (annualised) | - | - | - | - |
| Since inception 05 Nov 2014 (annualised) | 2.9 | 3.4 | 4.3 | 5.0 |

Translation (ENFR, 2021-09-30):
|  | JPM Corporate EM Bond Index Broad Diversified EUR Hgd (16.3%) |
| --- | --- |
| Performance % | A2 (Nette) | Indice | A2 (Brut) | Objectif (Brut) |
| 1 mois | -1.4 | -0.8 | - | - |
| Depuis le début de l’année | -0.7 | 0.9 | - | - |
| 1 an | 4.5 | 5.0 | - | - |
| 3 ans (annualisée) | 3.9 | 5.0 | - | - |
| 5 ans (annualisée) | 1.9 | 3.1 | 3.3 | 4.6 |
| 10 ans (annualisée) | - | - | - | - |
| Depuis création 05 nov. 2014 (annualisée) | 2.9 | 3.4 | 4.3 | 5.0 |
| Top 10 holdings | (%) | Asset allocation | (%) | Top 10 credit ratings | (%) |
| --- | --- | --- | --- | --- | --- |
| Fannie Mae or Freddie Mac 2.50 09/14/2021 | 3.4 | US Common Stock | 0.5 | Equity | 1.0 |
| Fannie Mae or Freddie Mac 3.00 09/14/2021 | 1.8 | US Preferred Stock | 0.3 | Aaa | 18.6 |
| Fannie Mae or Freddie Mac 3.50 08/12/2021 | 1.5 | Non-US Preferred Stock | 0.2 | Aa | 0.7 |
| Dryden 57 Clo Ltd 1.17 05/15/2031 | 1.2 | Credit-High Yield | 31.5 | A | 1.7 |
| Ginnie Mae 2.50 08/19/2021 | 1.1 | Futures | 28.5 | Baa | 15.3 |
| Connecticut Avenue Securities Trust 2018-R07 4.44 04/25/2031 | 1.0 | ABS | 18.3 | Ba | 19.3 |
| Connecticut Avenue Securities Trust 2019-R02 4.24 08/25/2031 | 0.9 | MBS | 14.3 | B | 18.8 |
| LCM XXI LP 2.93 04/20/2028 | 0.9 | Credit-Investment Grade | 6.9 | Caa | 7.8 |
| RR 4 LTD 3.08 04/15/2030 | 0.8 | Bank Loans | 6.2 | Ca | 0.1 |
| Fannie Mae Connecticut Avenue Securities 2.29 01/25/2030 | 0.8 | CMO | 4.9 | Not Rated | 23.3 |
| Total number of positions | 410 | CMBS | 3.9 |  |  |
|  |  | Non-US Collateralized | 0.4 |  |  |
|  |  | Convertibles | 0.1 |  |  |
|  |  | Credit Default Swap | -1.1 |  |  |
|  |  | Short Futures | -8.4 |  |  |

Translation (ENFR, 2021-07-31):
| Top 10 des sociétés de portefeuille | (%) | Allocation des actifs | (%) | 10 premières notations de crédit | (%) |
| --- | --- | --- | --- | --- | --- |
| Fannie Mae or Freddie Mac 2.50 09/14/2021 | 3.4 | Action ordinaire des Etats-Unis | 0.5 | Actions | 1.0 |
| Fannie Mae or Freddie Mac 3.00 09/14/2021 | 1.8 | Actions américaines privilégiées | 0.3 | Aaa | 18.6 |
| Fannie Mae or Freddie Mac 3.50 08/12/2021 | 1.5 | Non-US Preferred Stock | 0.2 | Aa | 0.7 |
| Dryden 57 Clo Ltd 1.17 05/15/2031 | 1.2 | Crédit-High Yield | 31.5 | A | 1.7 |
| Ginnie Mae 2.50 08/19/2021 | 1.1 | Contrats à terme | 28.5 | Baa | 15.3 |
| Connecticut Avenue Securities Trust 2018-R07 4.44 04/25/2031 | 1.0 | ABS | 18.3 | Ba | 19.3 |
| Connecticut Avenue Securities Trust 2019-R02 4.24 08/25/2031 | 0.9 | MBS | 14.3 | B | 18.8 |
| LCM XXI LP 2.93 04/20/2028 | 0.9 | Crédit-Investment Grade | 6.9 | Caa | 7.8 |
| RR 4 LTD 3.08 04/15/2030 | 0.8 | Prêts bancaires | 6.2 | Ca | 0.1 |
| Fannie Mae Connecticut Avenue Securities 2.29 01/25/2030 | 0.8 | CMO | 4.9 | Pas de notation | 23.3 |
| Nombre total de positions | 410 | CMBS | 3.9 |  |  |
|  |  | Hors titres garantis US | 0.4 |  |  |
|  |  | Titres convertibles | 0.1 |  |  |
|  |  | Contrats CDS | -1.1 |  |  |
|  |  | Position vendeur de contrat à terme | -8.4 |  |  |
# Characteristics
Active share	73.30%
Number of holdings: Equity issues	51
Price-to-book ratio	1.48
Weighted average market cap	38.15bn
Price-to-earnings ratio	9.96
Risk statistics (3 years)	
Fund  Index

Translation (ENFR, 2023-01-31):
# Caractéristiques
Part active	73,30%
Nombre de positions: Émissions d'actions	51
Ratio cours/valeur comptable	1,48
Capitalisation boursière moyenne pondérée	38.15Mds
# Top countries (%)
France Germany Netherlands
Italy
Fund 39.10
21.09
16.32
7.02
Index 36.70
25.54
13.59
7.37
Beta	1.03	1.00
Standard deviation	27.16  25.73
Sharpe ratio	0.11	0.16

Translation (ENFR, 2023-01-31):
# Principaux pays (%)
France
Fonds 39.10
Indice 36.70
Ratio cours/bénéfices	9,96
Statistiques de risque (3 ans)	
Fonds  Indice
Bêta	1,03	—
Écart-type	27,16	—
Ratio de Sharpe	0,11	—