# Main issuers (Source: Amundi)
| Sector | % asset | Mod. duration | SWMD Portfolio | SWMD Benchmark |
| --- | --- | --- | --- | --- |
| Sovereigns	- | - | - | - | - |
| GERMANY | Sovereign EMU | 2.83% | 1.20 | 0.00% | - |
| ITALIAN REPUBLIC | Sovereign EMU | 2.57% | 0.48 | 0.94% | - |
| BELGIUM | Sovereign EMU | 1.78% | 0.18 | 0.07% | - |
| IRELAND (REPUBLIC OF ) | Sovereign EMU | 1.60% | 0.14 | 0.06% | - |
| CHILE | Sovereign ex-EMU | 1.40% | 0.16 | 0.25% | - |
| FRANCE | Sovereign EMU | 1.15% | 0.45 | 0.26% | - |
| HONG KONG | Sovereign ex-EMU | 0.87% | 0.05 | 0.03% | - |
| SPAIN (KINGDOM OF ) | Sovereign EMU | 0.74% | 0.13 | 0.18% | - |
| SWEDEN | Sovereign ex-EMU | 0.27% | 0.02 | 0.00% | - |
| HUNGARY (REPUBLIC OF) | Sovereign ex-EMU | 0.27% | 0.03 | 0.07% | - |
| KOREA (REPUBLIC OF ) | Sovereign ex-EMU | 0.22% | 0.01 | 0.01% | - |
| Non Sovereigns | - | - | - | - | - |
| BNP PARIBAS SA | Financials | 3.28% | 0.15 | 0.23% | - |
| ENBW ENERGIE BADENWUERTTEMBERG | Industry | 2.31% | 0.09 | 0.30% | - |
| IBERDROLA INTERNATIONAL BV | Industry | 2.23% | 0.06 | 0.17% | - |
| BANCO SANTANDER SA | Financials | 2.03% | 0.12 | 0.21% | - |
| ASIAN DEVELOPMENT BANK | Agencies & Supranationals | 1.94% | 0.10 | 0.03% | - |
| CTP NV | Industry | 1.91% | 0.09 | 0.20% | - |
| BAYERISCHE LANDESBK | Financials | 1.88% | 0.09 | 0.25% | - |
| CAIXABANK SA | Financials | 1.82% | 0.07 | 0.14% | - |
| DE VOLKSBANK NV | Financials | 1.82% | 0.08 | 0.16% | - |
| EDP-ENERGIAS DE PORTUGAL SA | Industry | 1.81% | 0.05 | 0.20% | - |
| BANK OF IRELAND GROUP PLC | Financials | 1.78% | 0.07 | 0.18% | - |
| ING GROEP NV | Financials | 1.77% | 0.09 | 0.18% | - |
| LEASEPLAN CORP NV | Industry | 1.73% | 0.07 | 0.10% | - |
| CPI PROPERTY GROUP SA | Industry | 1.53% | 0.07 | 0.15% | - |
| ELECTRICITE DE FRANCE SA | Industry | 1.50% | 0.11 | 0.17% | - |

Historical risk indicators (Source: Amundi)

## Modified duration (Source: Amundi)
8.5

## Spread Weighted Modified Duration (SWMD) (%, source: Amundi)
10
8
8
7.5
6
7
03/2021
04/2021
05/2021
06/2021
07/2021
08/2021
09/2021
10/2021
11/2021
12/2021
01/2022
02/2022
03/2021
04/2021
05/2021
06/2021
07/2021
08/2021
09/2021
10/2021
11/2021
12/2021
01/2022
02/2022
6.5	4

### Portfolio	Portfolio

Translation (ENFR, 2022-02-28):
# Les principaux émetteurs (Source : Amundi)
| Secteur | % d'actif | Sensibilité | SPS Portefeuille | SPS Indice |
| --- | --- | --- | --- | --- |
| Emetteurs Etats	- | - | - | - | - |
| GERMANY | Etats Zone Euro | 2,83% | 1,20 | 0,00% | - |
| ITALIAN REPUBLIC | Etats Zone Euro | 2,57% | 0,48 | 0,94% | - |
| BELGIUM | Etats Zone Euro | 1,78% | 0,18 | 0,07% | - |
| IRELAND (REPUBLIC OF ) | Etats Zone Euro | 1,60% | 0,14 | 0,06% | - |
| CHILE | Etats hors Zone Euro | 1,40% | 0,16 | 0,25% | - |
| FRANCE | Etats Zone Euro | 1,15% | 0,45 | 0,26% | - |
| HONG KONG | Etats hors Zone Euro | 0,87% | 0,05 | 0,03% | - |
| SPAIN (KINGDOM OF ) | Etats Zone Euro | 0,74% | 0,13 | 0,18% | - |
| SWEDEN | Etats hors Zone Euro | 0,27% | 0,02 | 0,00% | - |
| HUNGARY (REPUBLIC OF) | Etats hors Zone Euro | 0,27% | 0,03 | 0,07% | - |
| KOREA (REPUBLIC OF ) | Etats hors Zone Euro | 0,22% | 0,01 | 0,01% | - |
| Emetteurs hors Etats | - | - | - | - | - |
| BNP PARIBAS SA | Finance | 3,28% | 0,15 | 0,23% | - |
| ENBW ENERGIE BADENWUERTTEMBERG | Industrie | 2,31% | 0,09 | 0,30% | - |
| IBERDROLA INTERNATIONAL BV | Industrie | 2,23% | 0,06 | 0,17% | - |
| BANCO SANTANDER SA | Finance | 2,03% | 0,12 | 0,21% | - |
| ASIAN DEVELOPMENT BANK | Quasi-Etat | 1,94% | 0,10 | 0,03% | - |
| CTP NV | Industrie | 1,91% | 0,09 | 0,20% | - |
| BAYERISCHE LANDESBK | Finance | 1,88% | 0,09 | 0,25% | - |
| CAIXABANK SA | Finance | 1,82% | 0,07 | 0,14% | - |
| DE VOLKSBANK NV | Finance | 1,82% | 0,08 | 0,16% | - |
| EDP-ENERGIAS DE PORTUGAL SA | Industrie | 1,81% | 0,05 | 0,20% | - |
| BANK OF IRELAND GROUP PLC | Finance | 1,78% | 0,07 | 0,18% | - |
| ING GROEP NV | Finance | 1,77% | 0,09 | 0,18% | - |
| LEASEPLAN CORP NV | Industrie | 1,73% | 0,07 | 0,10% | - |
| CPI PROPERTY GROUP SA | Industrie | 1,53% | 0,07 | 0,15% | - |
| ELECTRICITE DE FRANCE SA | Industrie | 1,50% | 0,11 | 0,17% | - |

Indicateurs de risque historique (Source : Amundi)

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

## SPS (%, source : Amundi)
10
8
8
7,5
6
7
03/2021
04/2021
05/2021
06/2021
07/2021
08/2021
09/2021
10/2021
11/2021
12/2021
01/2022
02/2022
03/2021
04/2021
05/2021
06/2021
07/2021
08/2021
09/2021
10/2021
11/2021
12/2021
01/2022
02/2022
6,5	4

### Portefeuille	Portefeuille