# Portfolio analysis
## Maturity breakdown
52%
48%
44%
40%
36%
32%
28%
24%
20%
16%
12%
8%
4%
0%

## Sector breakdown
39.82%
45%
30.47%
40%
35%
30%
25%
8.57%
20%
7.87%
7.80%
15%
2.90%
ABS 0.77%
Local 0.71%
CMBS 0.66%
Sovereign 0.43%
10%
5%
Industrial
Financial
Institutions
Treasury
Agency
Utility
authority
Cash
0%
Cash	0-1 year	1-3 years	3-5 years	5-7 years
Portfolio
Portfolio
Contribution to duration by currency and maturity
|  | 0-1 year | 1-3 years | 3-5 years | 5-7 years | Total |
| --- | --- | --- | --- | --- | --- |
|  | EUR | 0.07 | 0.14 | 0.49 |  | 0.71 |
|  | GBP | 0.02 | 0.16 | 0.37 |  | 0.55 |
|  | USD | -0.03 | 0.33 | 0.12 | 0.02 | 0.44 |
| Portfolio | Total | 0.06 | 0.64 | 0.98 | 0.02 | 1.69 |
| Main holdings |  |  |  |  |
| Name | Weighting | Issuer country | Modified duration | Contribution** |
| US Treasury Note 0.125% 03/31/2023 | 4.48% | United States | 1.9 | 0.09 |
| KFW 0.875% 03/15/2022 | 3.45% | Germany | 0.9 | 0.03 |
| US Treasury Inflation Idx Bonds 0.125% 10/15/2024 | 1.68% | United States | 3.5 | 0.06 |
| Rothesay Life PLC VAR 09/17/2029 | 1.38% | United Kingdom | 3.0 | 0.04 |
| US Treasury Inflation Idx Bonds 0.625% 01/15/2026 | 1.16% | United States | 4.7 | 0.05 |
| Whitbread Group PLC 3.375% 10/16/2025 | 1.12% | United Kingdom | 4.1 | 0.05 |
| Close Brothers Group PLC VAR 01/24/2027 | 1.08% | United Kingdom | 0.7 | 0.01 |
| Babcock International Group PLC 1.75% 10/06/2022 | 1.08% | United Kingdom | 1.4 | 0.02 |
| Heathrow Funding Ltd 7.125% 02/14/2024 | 1.05% | United Kingdom | 2.6 | 0.03 |
| Bank of Ireland Group PLC VAR 11/25/2025 | 1.04% | Ireland | 3.5 | 0.04 |
| **Contribution to portfolio risk (%) |  |  |  |  |

Translation (ENFR, 2021-04-30):
# Analyse du portefeuille
## Exposition par maturité
52%
48%
44%
40%
36%
32%
28%
24%
20%
16%
12%
8%
4%
0%

## Exposition sectorielle
39.82%
45%
30.47%
40%
35%
30%
25%
8.57%
20%
7.87%
7.80%
15%
2.90%
0.77%
0.71%
0.66%
0.43%
10%
5%
Industrie
Institution
financières
Trésor
Agences
Serv. aux
collect.
ABS
Collectivités
locales
CMBS
Souverain
Cash
0%
Cash	0-1 an	1-3 ans	3-5 ans	5-7 ans
Portefeuille
Portefeuille
Contribution à la duration par devise et par maturité
|  | 0-1 an | 1-3 ans | 3-5 ans | 5-7 ans | Total |
| --- | --- | --- | --- | --- | --- |
|  | EUR	0.07 | 0.14 | 0.49 |  | 0.71 |
|  | GBP	0.02 | 0.16 | 0.37 |  | 0.55 |
|  | USD	-0.03 | 0.33 | 0.12 | 0.02 | 0.44 |
| Portefeuille | Total	0.06 | 0.64 | 0.98 | 0.02 | 1.69 |
| Les principales valeurs |  |  |  |  |
| Libellé | Pondération | Pays émetteur | Sensibilité | Contribution** |
| US Treasury Note 0.125% 03/31/2023 | 4.48% | Etats-Unis | 1.9 | 0.09 |
| KFW 0.875% 03/15/2022 | 3.45% | Allemagne | 0.9 | 0.03 |
| US Treasury Inflation Idx Bonds 0.125% 10/15/2024 | 1.68% | Etats-Unis | 3.5 | 0.06 |
| Rothesay Life PLC VAR 09/17/2029 | 1.38% | Royaume-Uni | 3.0 | 0.04 |
| US Treasury Inflation Idx Bonds 0.625% 01/15/2026 | 1.16% | Etats-Unis | 4.7 | 0.05 |
| Whitbread Group PLC 3.375% 10/16/2025 | 1.12% | Royaume-Uni | 4.1 | 0.05 |
| Close Brothers Group PLC VAR 01/24/2027 | 1.08% | Royaume-Uni | 0.7 | 0.01 |
| Babcock International Group PLC 1.75% 10/06/2022 | 1.08% | Royaume-Uni | 1.4 | 0.02 |
| Heathrow Funding Ltd 7.125% 02/14/2024 | 1.05% | Royaume-Uni | 2.6 | 0.03 |
| Bank of Ireland Group PLC VAR 11/25/2025 | 1.04% | Irlande | 3.5 | 0.04 |
| **Contribution au risque portefeuille (%) |  |  |  |  |