OVHaiLLM/Flipper huggingface dataset:
| Fixed Income Characteristics | Fund | benchmark | Relative |
| --- | --- | --- | --- |
| No. of holdings ex cash | 157 | -- | -- |
| Yield to worst | 7.42% | -- | -- |
| Option Adjusted Duration | 4.26 | -- | -- |
| Modified Duration to Worst | 4.55 | -- | -- |
| Option Adjusted Spread Duration | 3.16 | -- | -- |
| Average maturity | 6.03 | -- | -- |
| Rating average | BBB/BBB- | -- | -- |
| Credit rating (%) | Fund | Reference benchmark | Relative |  | Maturity Br (%) | eakdown Fund | Reference benchmark | Relative |
| AAA | -12.50 | -- | -- |  | 0-2 years | 47.35 | -- | -- |
| AA | 2.43 | -- | -- |  | 2-5 years | 29.93 | -- | -- |
| A | 19.53 | -- | -- |  | 5-10 years | 0.20 | -- | -- |
| BBB | 17.96 | -- | -- |  | 10+ years | 22.51 | -- | -- |
| BB | 20.13 | -- | -- |  |
| B | 12.34 | -- | -- |
| CCC | 2.44 | -- | -- |
| CC | 0.53 | -- | -- |
| C | 0.35 | -- | -- |
| D | 0.68 | -- | -- |
| NR | -3.12 | -- | -- |
| Cash | 8.45 | -- | -- |
| Cash Offset | 30.79 | -- | -- |

Translation (ENFR, 2022-11-30):
| Obligations - Principales caractéristiques | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- |
| Nombre de lignes hors liquidités | 157 | -- | -- |
| Yield to worst | 7,42% | -- | -- |
| Option adjusted duration | 4,26 | -- | -- |
| Modified duration to worst | 4,55 | -- | -- |
| Option adjusted spread duration | 3,16 | -- | -- |
| Maturité moyenne | 6,03 | -- | -- |
| Notation moyenne | BBB/BBB- | -- | -- |
| Notation (%) | Fonds | Indice de référence | Relatif |  | Répartition par maturité (%) | Fonds | Indice de référence | Relatif |
| AAA | -12,50 | -- | -- |  | 0-2 ans | 47,35 | -- | -- |
| AA | 2,43 | -- | -- |  | 2-5 ans | 29,93 | -- | -- |
| A | 19,53 | -- | -- |  | 5-10 ans | 0,20 | -- | -- |
| BBB | 17,96 | -- | -- |  | 10+ ans | 22,51 | -- | -- |
| BB | 20,13 | -- | -- |  |
| B | 12,34 | -- | -- |
| CCC | 2,44 | -- | -- |
| CC | 0,53 | -- | -- |
| C | 0,35 | -- | -- |
| J | 0,68 | -- | -- |
| NR | -3,12 | -- | -- |
| Liquidités/espèces | 8,45 | -- | -- |
| Compensation en espèces | 30,79 | -- | -- |
| (%) | Fund | benchmark | Relative |  |
| --- | --- | --- | --- | --- |
| USD | 74.79 | -- | -- |  |
| ZAR | 3.09 | -- | -- |  |
| THB | 3.08 | -- | -- |  |
| MYR | 3.03 | -- | -- |  |
| IDR | 3.02 | -- | -- |  |
| MXN | 2.97 | -- | -- |  |
| CZK | 2.87 | -- | -- |  |
| BRL | 2.51 | -- | -- |  |
| CNY | 1.87 | -- | -- |  |
| EUR | 1.71 | -- | -- |  |
| Other Currencies | 1.06 | -- | -- |  |
| Geographical Allocation (%) |  |  |  |  |

Translation (ENFR, 2022-11-30):
| (%) | Fonds | référence | Relatif |  |
| --- | --- | --- | --- | --- |
| USD | 74,79 | -- | -- |  |
| ZAR | 3,09 | -- | -- |  |
| THB | 3,08 | -- | -- |  |
| MYR | 3,03 | -- | -- |  |
| IDR | 3,02 | -- | -- |  |
| MXN | 2,97 | -- | -- |  |
| CZK | 2,87 | -- | -- |  |
| BRL | 2,51 | -- | -- |  |
| CNY | 1,87 | -- | -- |  |
| EUR | 1,71 | -- | -- |  |
| Autres devises | 1,06 | -- | -- |  |
| Répartition par pays (%) |  |  |  |  |
| Sector Allocation (%) | Fund | benchmark | Relative |
| --- | --- | --- | --- |
| Government | 20.79 | -- | -- |
| Energy | 16.38 | -- | -- |
| Financial | 13.29 | -- | -- |
| Basic Materials | 4.09 | -- | -- |
| Utilities | 3.14 | -- | -- |
| Industrial | 3.14 | -- | -- |
| Communications | 1.76 | -- | -- |
| Consumer Non cyclical | 1.15 | -- | -- |
| Consumer Cyclical | 0.49 | -- | -- |
| Other Sectors | -3.47 | -- | -- |
| Cash | 8.45 | -- | -- |
| Cash Offset | 30.79 | -- | -- |

Translation (ENFR, 2022-11-30):
| Allocation sectorielle (%) | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- |
| État | 20,79 | -- | -- |
| Énergie | 16,38 | -- | -- |
| Financier | 13,29 | -- | -- |
| Matières premières | 4,09 | -- | -- |
| Services aux Collectivités | 3,14 | -- | -- |
| Industriel | 3,14 | -- | -- |
| Communication | 1,76 | -- | -- |
| Biens de consommation non cycliques | 1,15 | -- | -- |
| Biens de consommation cycliques | 0,49 | -- | -- |
| Autres secteurs | -3,47 | -- | -- |
| Liquidités/espèces | 8,45 | -- | -- |
| Compensation en espèces | 30,79 | -- | -- |
| Top 10 Holdings | Weight (%) |
| --- | --- |
| POLAND GOVT BOND 2.500 25/07/27 | 4.56 |
| BRAZIL NTN-F 9.762 01/01/29 | 3.49 |
| QNB FINANCE LTD 6.900 23/01/25 | 3.15 |
| SAUDI INT BOND 5.500 25/10/32 | 2.74 |
| POLAND GOVT BOND 0.250 25/10/26 | 2.32 |
| MEXICAN BONOS 10.000 20/11/36 | 1.93 |
| PANAMA 3.160 23/01/30 | 1.91 |
| MEXICAN BONOS 7.500 03/06/27 | 1.55 |
| REPUBLIC OF PERU 6.900 12/08/37 | 1.49 |
| EMPRESA NACIONAL 3.750 05/08/26 | 1.48 |

Translation (ENFR, 2022-11-30):
| Top 10 principales lignes | Pondération (%) |
| --- | --- |
| POLAND GOVT BOND 2,500 25/07/27 | 4,56 |
| BRAZIL NTN-F 9,762 01/01/29 | 3,49 |
| QNB FINANCE LTD 6,900 23/01/25 | 3,15 |
| SAUDI INT BOND 5,500 25/10/32 | 2,74 |
| POLAND GOVT BOND 0,250 25/10/26 | 2,32 |
| MEXICAN BONOS 10,000 20/11/36 | 1,93 |
| PANAMA 3,160 23/01/30 | 1,91 |
| MEXICAN BONOS 7,500 03/06/27 | 1,55 |
| REPUBLIC OF PERU 6,900 12/08/37 | 1,49 |
| EMPRESA NACIONAL 3,750 05/08/26 | 1,48 |
#   Investment strategy
The Index is comprised of large and medium sized companies in Japan, as defined by the Index provider.The Fund will be passively managed and will aim to invest in the shares of companies in the same proportion as in the Index. However, there may be circumstances when it is not possible or practical for the Fund to invest in all constituents of the Index. If the Fund cannot invest directly in the companies that constitute the Index, it can gain exposure by using other investments such as depositary receipts, derivatives and funds. The Fund may also invest in money market instruments.The Fund may invest up to 10% in other funds, including HSBC funds. The Fund may also invest up to 10% in total return swaps. However, this exposure is not expected to exceed 5%.The Fund may invest up to 20% in securities from a single issuer, however in exceptional market conditions the Fund can invest up to 35% for one single issuer.See the Prospectus for a full description of the investment objectives and derivative usage.

Translation (ENFR, 2023-01-31):
# Stratégie d’investissement
### L’Indice est composé de sociétés à moyenne et grande capitalisation basées au Japon, telles que

### Traitement des dividendes

### Capitalisation

### définies par le fournisseur d’Indice.Le Fonds sera géré de manière passive et visera à investir dans les actions des sociétés dans une proportion égale à celle de l’Indice. Dans certaines

### Fréquence de valorisation	Quotidien

### Heure d’évaluation	23:00 Irlande
circonstances, il se peut toutefois qu’il ne soit pas possible ou faisable pour le Fonds d’investir dans tous les composants de l’Indice. Si le Fonds ne peut pas investir directement dans les sociétés qui composent l’Indice, il peut obtenir une exposition par l’intermédiaire d’autres

### Devise de base de la Catégorie d’actions

### EUR
investissements tels que des certificats de dépôt, instruments dérivés et fonds. Le Fonds peut aussi investir dans des instruments du marché monétaire.Le Fonds peut investir jusqu’à 10 % dans d’autres fonds, y compris de HSBC. Le Fonds peut également investir jusqu’à 10 % dans des swaps sur rendement total. Cependant, cette exposition ne devrait pas dépasser 5 %.Le Fonds peut investir jusqu’à 20 % en titres d’un émetteur unique, et jusqu’à 35 % dans des conditions de marché exceptionnelles, pour un émetteur unique.Veuillez consulter le Prospectus pour une description complète des objectifs d’investissement et de l’utilisation des instruments dérivés.
| Fixed Income Characteristics | Fund | benchmark | Relative |
| --- | --- | --- | --- |
| No. of holdings ex cash | 49 | -- | -- |
| Average coupon rate | 7.14 | -- | -- |
| Yield to worst | 7.42% | -- | -- |
| Yield to maturity | 7.42% | -- | -- |
| Current yield | 7.18% | -- | -- |
| Option Adjusted Duration | 4.48 | -- | -- |
| Modified Duration to Worst | 4.44 | -- | -- |
| Average maturity | 5.82 | -- | -- |
| Number of issuers | 18 | -- | -- |
| Reference | Maturity Breakdown |  |  |

Translation (ENFR, 2023-01-31):
| Obligations - Principales caractéristiques | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- |
| Nombre de lignes hors liquidités | 49 | -- | -- |
| Coupon moyen | 7,14 | -- | -- |
| Yield to worst | 7,42% | -- | -- |
| Yield to maturity | 7,42% | -- | -- |
| Rendement actuel | 7,18% | -- | -- |
| Option adjusted duration | 4,48 | -- | -- |
| Modified duration to worst | 4,44 | -- | -- |
| Maturité moyenne | 5,82 | -- | -- |
| Nombre d’émetteurs | 18 | -- | -- |
| Indice de | Répartition par |  |  |
| Credit rating (%) | Fund | benchmark | Relative |
| --- | --- | --- | --- |
| BBB | 66.01 | -- | -- |
| BB | 2.26 | -- | -- |
| NR | 30.90 | -- | -- |
| Cash | 0.84 | -- | -- |

Translation (ENFR, 2023-01-31):
| Notation (%) | Fonds | référence | Relatif |
| --- | --- | --- | --- |
| BBB | 66,01 | -- | -- |
| BB | 2,26 | -- | -- |
| NR | 30,90 | -- | -- |
| Liquidités/espèces | 0,84 | -- | -- |
| Duration) | Fund | benchmark | Relative |
| --- | --- | --- | --- |
| 0-2 years | 0.04 | -- | -- |
| 2-5 years | 1.37 | -- | -- |
| 5-10 years | 2.98 | -- | -- |
| 10+ years | 0.10 | -- | -- |
| Cash | 0.00 | -- | -- |
| Total | 4.48 | -- | -- |

Translation (ENFR, 2023-01-31):
| adjusted duration) | Fonds | référence | Relatif |
| --- | --- | --- | --- |
| 0-2 ans | 0,04 | -- | -- |
| 2-5 ans | 1,37 | -- | -- |
| 5-10 ans | 2,98 | -- | -- |
| 10+ ans | 0,10 | -- | -- |
| Liquidités/espèces | 0,00 | -- | -- |
| Total | 4,48 | -- | -- |
| Sector Allocation (%) |  | Fund | benchmark | Relative |
| --- | --- | --- | --- | --- |
| Sovereign |  | 67.22 | -- | -- |
| Regional(state/provnc) |  | 10.52 | -- | -- |
| Bank |  | 8.66 | -- | -- |
| Diversified Finan Serv |  | 7.96 | -- | -- |
| Transportation |  | 3.00 | -- | -- |
| Oil & gas |  | 1.20 | -- | -- |
| Electric |  | 0.60 | -- | -- |
| Cash |  | 0.84 | -- | -- |
| Top 10 Holdings | Weight (%) |  |
| INDIA GOVT BOND 6.790 15/05/27 | 9.62 |
| INDIA GOVT BOND 7.170 08/01/28 | 7.95 |
| INDIA GOVT BOND 7.260 22/08/32 | 7.57 |
| INDIA GOVT BOND 6.540 17/01/32 | 7.00 |
| INDIA GOVT BOND 7.260 14/01/29 | 6.81 |
| INDIA GOVT BOND 7.380 20/06/27 | 5.75 |
| INDIA GOVT BOND 7.270 08/04/26 | 4.66 |
| INDIA GOVT BOND 7.100 18/04/29 | 4.58 |
| INDIA GOVT BOND 6.790 26/12/29 | 3.33 |
| INDIA GOVT BOND 7.950 28/08/32 | 3.04 |

Translation (ENFR, 2023-01-31):
| Allocation sectorielle (%) |  | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- | --- |
| Souverains |  | 67,22 | -- | -- |
| Régional (état/province) |  | 10,52 | -- | -- |
| Banque |  | 8,66 | -- | -- |
| Diversified Finan Serv |  | 7,96 | -- | -- |
| Transports |  | 3,00 | -- | -- |
| Pétrole et gaz |  | 1,20 | -- | -- |
| Électricité |  | 0,60 | -- | -- |
| Liquidités/espèces |  | 0,84 | -- | -- |
| Top 10 principales lignes | Pondération (%) |  |
| INDIA GOVT BOND 6,790 15/05/27 | 9,62 |
| INDIA GOVT BOND 7,170 08/01/28 | 7,95 |
| INDIA GOVT BOND 7,260 22/08/32 | 7,57 |
| INDIA GOVT BOND 6,540 17/01/32 | 7,00 |
| INDIA GOVT BOND 7,260 14/01/29 | 6,81 |
| INDIA GOVT BOND 7,380 20/06/27 | 5,75 |
| INDIA GOVT BOND 7,270 08/04/26 | 4,66 |
| INDIA GOVT BOND 7,100 18/04/29 | 4,58 |
| INDIA GOVT BOND 6,790 26/12/29 | 3,33 |
| INDIA GOVT BOND 7,950 28/08/32 | 3,04 |
| Credit rating (%) | Fund | benchmark | Relative |
| --- | --- | --- | --- |
| BBB | 65.72 | -- | -- |
| BB | 2.61 | -- | -- |
| NR | 29.06 | -- | -- |
| Cash | 2.60 | -- | -- |

Translation (ENFR, 2022-08-31):
| Notation (%) | Fonds | référence | Relatif |
| --- | --- | --- | --- |
| BBB | 65,72 | -- | -- |
| BB | 2,61 | -- | -- |
| NR | 29,06 | -- | -- |
| Liquidités/espèces | 2,60 | -- | -- |
| Top 10 Holdings | Sector | Weight (%) |
| --- | --- | --- |
| EREGLI DEMIR VE CELIK FABRIK | Materials | 8.68 |
| TURKIYE GARANTI BANKASI | Financials | 8.24 |
| TOFAS TURK OTOMOBIL FABRIKA | Consumer Discretionary | 7.69 |
| KARDEMIR KARABUK DEMIR-CL D | Materials | 6.88 |
| TUPRAS-TURKIYE PETROL RAFINE | Energy | 5.94 |
| COCA-COLA ICECEK AS | Consumer Staples | 4.54 |
| FORD OTOMOTIV SANAYI AS | Consumer Discretionary | 4.42 |
| BIM BIRLESIK MAGAZALAR AS | Consumer Staples | 4.41 |
| TURK SISE VE CAM FABRIKALARI | Industrials | 3.78 |
| PEGASUS HAVA TASIMACILIGI AS | Industrials | 3.41 |

Translation (ENFR, 2021-09-30):
| 10 participations principales | Secteur | Pondération (%) |
| --- | --- | --- |
| EREGLI DEMIR VE CELIK FABRIK | Matériaux | 8,68 |
| TURKIYE GARANTI BANKASI | Finance | 8,24 |
| TOFAS TURK OTOMOBIL FABRIKA | Biens de consommation discrétionnaire | 7,69 |
| KARDEMIR KARABUK DEMIR-CL D | Matériaux | 6,88 |
| TUPRAS-TURKIYE PETROL RAFINE | Énergie | 5,94 |
| COCA-COLA ICECEK AS | Biens de consommation de base | 4,54 |
| FORD OTOMOTIV SANAYI AS | Biens de consommation discrétionnaire | 4,42 |
| BIM BIRLESIK MAGAZALAR AS | Biens de consommation de base | 4,41 |
| TURK SISE VE CAM FABRIKALARI | Industrie | 3,78 |
| PEGASUS HAVA TASIMACILIGI AS | Industrie | 3,41 |
# Since Inception Performance (%)
| Performance (%) | YTD | 1M | 3M | 1Y | 3Y | 5Y | Since Inception |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Fund | - | - | - | - | - | - | - | - |
| Reference Benchmark | - | - | - | - | - | - | - | - |
| Tracking Difference | - | - | - | - | - | - | - | - |
| Tracking Error | - | - | - | - | - | - | - | - |

| Rolling Performance (%) | 30 Sep 2020- 30 Sep 2021 | 30 Sep 2019- 30 Sep 2020 | 30 Sep 2018- 30 Sep 2019 | 30 Sep 2017- 30 Sep 2018 | 30 Sep 2016- 30 Sep 2017 |
| --- | --- | --- | --- | --- | --- |
| Fund | - | - | - | - | - | - | - | - | - |
| Reference Benchmark |  | - | - | - | - | - | - | - | - |

| Reference Benchmark Information |
| --- |
| Index Name | FTSE UK ESG Low Carbon Select Index |
| Index Currency | GBP |
| Benchmark Type | Total Return Net |
| Index Rebalancing Frequency | Annually |
| TR Index Bloomberg ticker | ELCGBRN |
| TR Index Reuters RIC | .TFTELCGBRNS |

Translation (ENFR, 2021-09-30):
# Performance depuis le lancement (%)
| Performances (%) | YTD | 1 mois | 3 mois | 1 an | 3 ans | 5 ans | Depuis la création |
| --- | --- | --- | --- | --- | --- | --- | --- |
| Fonds | - | - | - | - | - | - | - | - |
| Indice de référence | - | - | - | - | - | - | - | - |
| Ecart de performance entre le fonds et son indice | - | - | - | - | - | - | - | - |
| Erreur de suivi | - | - | - | - | - | - | - | - |

| Performances calendaires (%) | 2016 | 2017 | 2018 | 2019 | 2020 |
| --- | --- | --- | --- | --- | --- |
| Fonds | - | - | - | - | - |
| Indice de référence | - | - | - | - | - |

| Commentaire du gérant |
| --- |
| Nom de l’indice | FTSE UK ESG Low Carbon Select Index |
| Devise de l’indice | GBP |
| Type d’indice de référence | Performance totale net de frais |
| Fréquence de rééquilibrage de l’indice | Annuelle |
| Indice RT Ticker Bloomberg | ELCGBRN |
| Indice RT RIC Reuters | .TFTELCGBRNS |
| Reference Benchmark Information |
| --- |
| Index Name | FTSE UK ESG Low Carbon Select Index |
| Index Currency | GBP |
| Benchmark Type | Total Return Net |
| Index Rebalancing Frequency | Annually |
| TR Index Bloomberg ticker | ELCGBRN |
| TR Index Reuters RIC | .TFTELCGBRNS |

Translation (ENFR, 2021-09-30):
| Commentaire du gérant |
| --- |
| Nom de l’indice | FTSE UK ESG Low Carbon Select Index |
| Devise de l’indice | GBP |
| Type d’indice de référence | Performance totale net de frais |
| Fréquence de rééquilibrage de l’indice | Annuelle |
| Indice RT Ticker Bloomberg | ELCGBRN |
| Indice RT RIC Reuters | .TFTELCGBRNS |
|  |  |  |  |
| --- | --- | --- | --- |
| Fund | Carbon Intensity (tonnes CO²e/USD million) | Reference Benchmark | Carbon Intensity (tonnes CO²e/USD million) |
| AVIVA PLC 10126677 | 0.39 | St. James's Place | 0.36 |
| AUTO TRADER GROUP PLC 10223135 | 1.05 | Aviva | 0.39 |
| INTERMEDIATE CAPITAL GROUP 10198768 | 1.13 | Phoenix Group Holdings | 0.54 |
| PRUDENTIAL PLC 10126199 | 1.23 | Ashmore Group | 0.58 |
| RIGHTMOVE PLC 10224545 | 1.26 | Hiscox | 0.86 |
| ABRDN PLC 10127132 | 1.40 | Auto Trader Group | 1.05 |
| LEGAL & GENERAL GROUP PLC 10126870 | 1.52 | Intermediate Capital Group | 1.13 |
| INFORMA PLC 10222304 | 2.95 | 3i Group | 1.18 |
| LLOYDS BANKING GROUP PLC 10126205 | 4.69 | Admiral Group | 1.18 |
| TAYLOR WIMPEY PLC 10219849 | 4.91 | Prudential | 1.23 |

Translation (ENFR, 2021-09-30):
|  |  |  |  |
| --- | --- | --- | --- |
| Fonds | Intensité de carbone (tonnes CO²/millions USD) | Indice de référence | Intensité de carbone (tonnes CO²/millions USD) |
| AVIVA PLC 10126677 | 0,39 | St. James's Place | 0,36 |
| AUTO TRADER GROUP PLC 10223135 | 1,05 | Aviva | 0,39 |
| INTERMEDIATE CAPITAL GROUP 10198768 | 1,13 | Phoenix Group Holdings | 0,54 |
| PRUDENTIAL PLC 10126199 | 1,23 | Ashmore Group | 0,58 |
| RIGHTMOVE PLC 10224545 | 1,26 | Hiscox | 0,86 |
| ABRDN PLC 10127132 | 1,40 | Auto Trader Group | 1,05 |
| LEGAL & GENERAL GROUP PLC 10126870 | 1,52 | Intermediate Capital Group | 1,13 |
| INFORMA PLC 10222304 | 2,95 | 3i Group | 1,18 |
| LLOYDS BANKING GROUP PLC 10126205 | 4,69 | Admiral Group | 1,18 |
| TAYLOR WIMPEY PLC 10219849 | 4,91 | Prudential | 1,23 |
|  |  |  |  |
| --- | --- | --- | --- |
| Fund | Carbon Intensity (tonnes CO²e/USD million) | Reference Benchmark | Carbon Intensity (tonnes CO²e/USD million) |
| CRH PLC 10225510 | 1302.12 | Evraz | 4494.64 |
| ANGLO AMERICAN PLC 10126602 | 596.12 | Pennon Group | 2925.77 |
| MONDI PLC 10126570 | 577.71 | CRH | 1302.12 |
| POLYMETAL INTERNATIONAL PLC 10225133 | 552.50 | International Consolidated Airlines Group | 1167.74 |
| BHP GROUP PLC 10126188 | 334.96 | Easyjet | 1107.98 |
| SMURFIT KAPPA GROUP PLC 10228953 | 333.36 | SSE | 1030.45 |
| DS SMITH PLC 10217895 | 317.10 | InterContinental Hotels Group | 734.12 |
| BP PLC 10126203 | 253.24 | Tate & Lyle | 714.77 |
| ROYAL DUTCH SHELL PLC-A SHS 10126694 | 233.77 | Rio Tinto | 620.87 |
| SEVERN TRENT PLC 10223568 | 150.93 | Anglo American | 596.12 |

Translation (ENFR, 2021-09-30):
|  |  |  |  |
| --- | --- | --- | --- |
| Fonds | Intensité de carbone (tonnes CO²/millions USD) | Indice de référence | Intensité de carbone (tonnes CO²/millions USD) |
| CRH PLC 10225510 | 1302,12 | Evraz | 4494,64 |
| ANGLO AMERICAN PLC 10126602 | 596,12 | Pennon Group | 2925,77 |
| MONDI PLC 10126570 | 577,71 | CRH | 1302,12 |
| POLYMETAL INTERNATIONAL PLC 10225133 | 552,50 | International Consolidated Airlines Group | 1167,74 |
| BHP GROUP PLC 10126188 | 334,96 | Easyjet | 1107,98 |
| SMURFIT KAPPA GROUP PLC 10228953 | 333,36 | SSE | 1030,45 |
| DS SMITH PLC 10217895 | 317,10 | InterContinental Hotels Group | 734,12 |
| BP PLC 10126203 | 253,24 | Tate & Lyle | 714,77 |
| ROYAL DUTCH SHELL PLC-A SHS 10126694 | 233,77 | Rio Tinto | 620,87 |
| SEVERN TRENT PLC 10223568 | 150,93 | Anglo American | 596,12 |
| Performance (%) | YTD | 1 month | 3 months | 6 months | 1 year | 3 years ann | 5 years ann |
| --- | --- | --- | --- | --- | --- | --- | --- |
| IC | 0.70 | -0.88 | 0.03 | 2.28 | 5.50 | 6.31 | 4.60 |
| Reference benchmark | -0.83 | -0.94 | 0.06 | 2.48 | 1.92 | 6.12 | 4.75 |
| Calendar year performance (%) | 2016 | 2017 | 2018 | 2019 | 2020 |
| IC | 7.34 | 7.02 | -2.49 | 12.84 | 7.51 |
| Reference benchmark | 9.53 | 7.51 | -1.67 | 12.38 | 8.26 |

Translation (ENFR, 2021-09-30):
| Performance  (%) | Depuis le début d’année | 1 mois | 3 mois | 6 mois | 1 an | 3 ans annualisés | 5 ans annualisés |
| --- | --- | --- | --- | --- | --- | --- | --- |
| IC | 0,70 | -0,88 | 0,03 | 2,28 | 5,50 | 6,31 | 4,60 |
| Indice de référence | -0,83 | -0,94 | 0,06 | 2,48 | 1,92 | 6,12 | 4,75 |
| Performance nette sur 1 an glissant (%) | 2016 | 2017 | 2018 | 2019 | 2020 |
| IC | 7,34 | 7,02 | -2,49 | 12,84 | 7,51 |
| Indice de référence | 9,53 | 7,51 | -1,67 | 12,38 | 8,26 |
| Fixed Income Characteristics | Fund | Reference benchmark | Relative |
| --- | --- | --- | --- |
| No. of holdings ex cash | 682 | 14,429 | -- |
| Average coupon rate | 3.99 | 3.13 | 0.86 |
| Yield to worst | 3.61% | 1.64% | 1.97% |
| Option Adjusted Duration | 5.67 | 7.30 | -1.63 |
| Modified Duration to Worst | 6.10 | 7.16 | -1.07 |
| Option Adjusted Spread Duration | 5.21 | 7.16 | -1.95 |
| Average maturity | 7.88 | 9.54 | -1.66 |
| Rating average | BBB-/BB+ | A-/BBB+ | -- |
| Number of issuers | 397 | 2045 | -- |
| Credit rating (%) | Fund | Reference benchmark | Relative |  | Asset allocation (%) | Fund | Reference benchmark | Relative |
| AAA | 2.66 | 1.07 | 1.60 |  | USD Corporates | 30.33 | 62.17 | -31.84 |
| AA | 2.01 | 7.75 | -5.74 |  | EMD | 28.60 | 4.57 | 24.03 |
| A | 8.01 | 38.73 | -30.73 |  | EUR Corporates | 21.27 | 23.71 | -2.44 |
| BBB | 33.61 | 52.45 | -18.84 |  | ABS | 11.34 | 0.02 | 11.33 |
| BB | 28.50 | -- | 28.50 |  | US Treasuries | 1.81 | -- | 1.81 |
| B | 16.05 | -- | 16.05 |  | Others | 1.04 | 9.54 | -8.50 |
| CCC | 2.99 | -- | 2.99 |  | Cash | 5.61 | -- | 5.61 |
| D | 0.04 | -- | 0.04 |  |  |  |  |  |
| NR | 0.52 | -- | 0.52 |  |  |  |  |  |
| Cash | 5.61 | -- | 5.61 |  |  |  |  |  |

Translation (ENFR, 2021-09-30):
| Obligations - Principales caractéristiques | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- |
| Nombre de lignes hors liquidités | 682 | 14.429 | -- |
| Coupon moyen | 3,99 | 3,13 | 0,86 |
| Rendement le plus faible | 3,61% | 1,64% | 1,97% |
| Duration ajustée de l’option | 5,67 | 7,30 | -1,63 |
| Duration modifiée jusqu’au pire rendement possible | 6,10 | 7,16 | -1,07 |
| Duration de spread ajustée de l’option | 5,21 | 7,16 | -1,95 |
| Maturité moyenne | 7,88 | 9,54 | -1,66 |
| Notation moyenne | BBB-/BB+ | A-/BBB+ | -- |
| Nombre d’émetteurs | 397 | 2045 | -- |
| Cote de crédit (%) | Fonds | Indice de référence | Relatif |  | Allocation d’actifs (%) | Fonds | Indice de référence | Relatif |
| AAA | 2,42 | 1,07 | 1,36 |  | USD Corporates | 29,87 | 61,89 | -32,02 |
| AA | 2,36 | 7,94 | -5,58 |  | EMD | 28,57 | 4,55 | 24,02 |
| A | 8,24 | 38,57 | -30,33 |  | EUR Corporates | 22,14 | 23,83 | -1,68 |
| BBB | 33,85 | 52,43 | -18,57 |  | ABS | 12,13 | 0,02 | 12,12 |
| BB | 28,73 | -- | 28,73 |  | US Treasuries | 1,53 | -- | 1,53 |
| B | 15,82 | -- | 15,82 |  | Autres | 0,85 | 9,72 | -8,86 |
| CCC | 3,14 | -- | 3,14 |  | Liquidités/espèces | 4,90 | -- | 4,90 |
| D | 0,06 | -- | 0,06 |  |  |  |  |  |
| NR | 0,48 | -- | 0,48 |  |  |  |  |  |
| Liquidités/espèces | 4,90 | -- | 4,90 |  |  |  |  |  |
| Maturity Breakdown (Option Adjusted Duration) | Fund | Reference benchmark | Relative |
| --- | --- | --- | --- |
| 0-2 years | 0.09 | 0.15 | -0.06 |
| 2-5 years | 1.17 | 1.03 | 0.14 |
| 5-10 years | 1.76 | 1.99 | -0.23 |
| 10+ years | 2.65 | 4.13 | -1.48 |
| Total | 5.67 | 7.30 | -1.63 |

Translation (ENFR, 2021-09-30):
| Répartition par maturité (Duration ajustée de l’option) | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- |
| 0-2 ans | 0,08 | 0,15 | -0,07 |
| 2-5 ans | 1,16 | 1,03 | 0,13 |
| 5-10 ans | 1,78 | 2,00 | -0,23 |
| 10+ ans | 2,42 | 4,20 | -1,79 |
| Total | 5,44 | 7,39 | -1,95 |
| Currency Allocation (%) | Fund | Reference benchmark | Relative |
| --- | --- | --- | --- |
| USD | 99.19 | 100.00 | -0.81 |
| EUR | 0.41 | -- | 0.41 |
| EGP | 0.39 | -- | 0.39 |
| GBP | 0.01 | -- | 0.01 |
| AUD | 0.00 | -- | 0.00 |
| ZAR | 0.00 | -- | 0.00 |
| SGD | 0.00 | -- | 0.00 |
| HKD | 0.00 | -- | 0.00 |

Translation (ENFR, 2021-09-30):
| Allocation par devise (%) | Fonds | Indice de référence | Relatif |
| --- | --- | --- | --- |
| USD | 99,10 | 100,00 | -0,90 |
| EUR | 0,50 | -- | 0,50 |
| EGP | 0,39 | -- | 0,39 |
| GBP | 0,01 | -- | 0,01 |
| ZAR | 0,00 | -- | 0,00 |
| SGD | 0,00 | -- | 0,00 |
| HKD | 0,00 | -- | 0,00 |
| Autres devises | 0,00 | -- | 0,00 |