# PORTOFOLIO ANALYSIS (Source: Amundi Group)
### GLOBAL ANALYSIS (Source: Amundi Group)
UCIT	
| WAM | 37 |
| --- | --- |
| WAL Regulatory | 117 |
| Agency average LT rating | A- |
| Nb of issuers | 77 |
| Number of lines | 226 |
| Liquidity inf. 7 days | 31.82% |
| Liquidités 24h | 26.80% |


### MATURITY BREAKDOWN (Source: Amundi Group)
0-1 month
1-3 months
3-6 months
6-12 months
1-2 years
Cash
0 %	5 %	10 %	15 %	20 %	25 %	30 % 35 %
Portfolio

### BREAKDOWN BY INSTRUMENT TYPE (AS % OF TOTAL ASSETS)	PORTFOLIO STRUCTURE (Source: Amundi Group)
31.82
55.36 %
TCN
Liquidities Bond Putable DAT
31.82
54.67
…
Financials Liquidity Corporates Others
Sovereigns/Supra/Agencies

### EVOLUTION OF WAL AND WAM (IN DAYS) (Source: Amundi Group)	BREAKDOWN BY EMISSION RATING (Source: Amundi Group)
65
60
55
WAM
50
45
40
03/21
04/21
05/21
06/21
07/21
08/21
09/21
10/21
11/21
12/21
35
WAM (37) WAL (put days) (115)
140
130
120
110
100
01/22
02/22
90
AA A BBB+ BBB BBB- NR
WAL
Liquidites
0 %	10 %	20 %	30 %	40 %	50 %
WAL (Weighted Average Life) : credit duration in days
WAM (Weighted Average Maturity) : modified duration in days
Agency Internal

### MAIN POSITIONS IN PORFOLIO (Source: Amundi Group)
|  | Portfolio | Maturity | Country | Instrument Group | Counterparty |
| --- | --- | --- | --- | --- | --- |
| BANQUE FED.CREDIT MUTUEL | 6.35% | - | France | Money market | - |
| SOCIETE GENERALE | 5.64% | - | France | - | SOCIETE GENERALE |
| BPCE SA | 5.63% | - | France | Money market | - |
| BARCLAYS BANK PLC | 4.18% | - | United Kingdom | - | - |
| UNICREDIT SPA | 4.09% | - | Italy | Money market | - |
| BNP PARIBAS SA | 3.73% | - | France | Money market | - |
| SVENSKA HANDELSBANKEN AB | 2.21% | - | Sweden | Money market | - |
| NORDEA BANK ABP | 2.17% | - | Finland | Money market | - |
| INTESA SANPAOLO BANK LUX SA | 2.08% | - | Luxembourg | Money market | - |
| CASSA DEPOSITI E PRESTITI SPA | 2.02% | - | Italy | Money market | - |

For reverse repurchase, displayed maturity is of 1 day. It corresponds to the time necessary to settle the transaction
* Counterparty column: information only available for the reverse repurchase
COUNTRY / SECTORS / MATURITIES MATRIX
|  | 0-1 month | 1-3 months | 3-6 months | 6-12 months | 1-2 years | Total |
| --- | --- | --- | --- | --- | --- | --- |
| Euro Zone | 9.10% | 15.65% | 9.01% | 20.33% | 1.55% | 55.65% |
| Belgium | - | 0.31% | - | 0.40% | - | 0.71% |
| Financials | - | 0.31% | - | 0.40% | - | 0.71% |
| Finland | - | 0.55% | 0.55% | 1.33% | - | 2.43% |
| Financials | - | 0.55% | 0.55% | 1.33% | - | 2.43% |
| France | 5.62% | 8.46% | 4.74% | 12.58% | 0.24% | 31.64% |
| Financials | 4.16% | 6.39% | 4.63% | 12.58% | - | 27.76% |
| Corporate | 1.46% | 1.60% | 0.10% | - | 0.24% | 3.41% |
|  | - | 0.47% | - | - | - | 0.47% |
| Germany | - | - | - | - | 0.57% | 0.57% |
| Corporate | - | - | - | - | 0.57% | 0.57% |
| Ireland | - | - | - | 0.31% | - | 0.31% |
| Financials | - | - | - | 0.31% | - | 0.31% |
| Italy | 3.21% | 1.76% | 2.22% | 3.65% | - | 10.84% |
| Financials | 0.88% | 1.65% | 2.22% | 3.65% | - | 8.40% |
| Govies & agencies | 0.00% | - | - | - | - | 0.00% |
| Corporate | 2.33% | 0.11% | - | - | - | 2.44% |
| Luxembourg | - | 0.63% | 0.29% | 1.56% | 0.30% | 2.78% |
| Financials | - | 0.63% | 0.29% | 1.56% | - | 2.48% |
| Corporate | - | - | - | - | 0.30% | 0.30% |
| Netherlands | 0.10% | 0.10% | 0.26% | 0.50% | 0.44% | 1.41% |
| Financials | 0.10% | 0.10% | 0.26% | 0.50% | - | 0.97% |
| Corporate | - | - | - | - | 0.44% | 0.44% |
| Spain | 0.17% | 3.82% | 0.96% | - | - | 4.95% |
| Financials | 0.17% | 1.42% | 0.96% | - | - | 2.55% |
| Govies & agencies | 0.00% | 0.11% | - | - | - | 0.11% |
| Corporate | - | 2.30% | - | - | - | 2.30% |
| Rest of the world | 0.22% | 2.20% | 2.37% | 5.56% | 2.17% | 12.53% |
| Australia | - | - | - | 0.71% | - | 0.71% |
| Corporate | - | - | - | 0.71% | - | 0.71% |
| Canada | - | - | - | - | 0.46% | 0.46% |
| Financials | - | - | - | - | 0.46% | 0.46% |
| Japan | - | 0.33% | 0.23% | 0.31% | 0.40% | 1.27% |
| Corporate | - | 0.33% | 0.23% | 0.31% | 0.40% | 1.27% |
| Sweden | - | 1.24% | 0.22% | 0.89% | 0.51% | 2.86% |
| Financials | - | 1.10% | 0.22% | 0.89% | - | 2.21% |
| Corporate | - | 0.14% | - | - | 0.51% | 0.64% |
| United Kingdom | - | 0.19% | 1.92% | 2.94% | - | 5.04% |
| Financials | - | - | 1.92% | 2.94% | - | 4.86% |
| Corporate | - | 0.19% | - | - | - | 0.19% |
| United States | 0.22% | 0.44% | - | 0.72% | 0.81% | 2.19% |
| Financials | 0.22% | - | - | - | - | 0.22% |
| Corporate | - | 0.44% | - | 0.72% | 0.81% | 1.97% |
| Cash | 31.82% | - | - | - | - | 31.82% |

Translation (ENFR, 2022-02-28):
# ANALYSE DU PORTEFEUILLE GLOBAL (Source : Groupe Amundi)
### ANALYSE GLOBALE (Source : Groupe Amundi)
Portefeuille	
| WAM | 37 |
| --- | --- |
| WAL Réglementaire | 117 |
| Note Moy. Agence LT | A- |
| Nb. Emetteurs en PTF | 77 |
| Nb. Lignes en PTF | 226 |
| Liquidités | 31,82% |
| Liquidités 24h | 26,80% |


### RÉPARTITION PAR MATURITÉS (Source : Groupe Amundi)
0-1 mois
1-3 mois
3-6 mois
6-12 mois
1-2 ans Liquidités
0 %	5 %	10 %	15 %	20 %	25 %	30 %  35 %
Portefeuille

### REPARTITION PAR TYPES D'INSTRUMENTS (EN % DE L'ACTIF)	REPARTITION PAR TYPES D'EMETTEURS (Source : Groupe Amundi)
31,82
55,36 %
TCN
Liquidités Obligations Putable DAT
31,82
54,67 %
Finance Liquidités Corporate Autres
Etats et Agences
EVOLUTION DE LA WAL ET DE LA WAM (EN JOURS) (Source : Groupe
Amundi)
REPARTITION DES EMISSIONS PAR NOTATIONS LONG TERME (Source :
Groupe Amundi)
70	140
130
60
WAL
WAM
120
50
110
40
100
AA A BBB+ BBB BBB-
03/21
04/21
05/21
06/21
07/21
08/21
09/21
10/21
11/21
12/21
01/22
02/22
30	90
WAM (37) WAL (date de put) (115)
NR
Liquidites
0 %	10 %	20 %	30 %	40 %	50 %
WAL (Weighted Average Life) : Durée de vie moyenne pondérée (DVMP) exprimée en nombre de jours
WAM (Weighted Average Maturity) : Maturité moyenne pondérée (MMP) exprimée en nombre de jours
Agence Interne

### PRINCIPALES LIGNES EN PORTEFEUILLE (Source : Groupe Amundi)
|  | Portefeuille | Maturité | Pays | Groupe d'instrument | Contrepartie |
| --- | --- | --- | --- | --- | --- |
| BANQUE FED.CREDIT MUTUEL | 6,35% | - | France | Monétaire | - |
| SOCIETE GENERALE | 5,64% | - | France | - | SOCIETE GENERALE |
| BPCE SA | 5,63% | - | France | Monétaire | - |
| BARCLAYS BANK PLC | 4,18% | - | Royaume-Uni | - | - |
| UNICREDIT SPA | 4,09% | - | Italie | Monétaire | - |
| BNP PARIBAS SA | 3,73% | - | France | Monétaire | - |
| SVENSKA HANDELSBANKEN AB | 2,21% | - | Suède | Monétaire | - |
| NORDEA BANK ABP | 2,17% | - | Finlande | Monétaire | - |
| INTESA SANPAOLO BANK LUX SA | 2,08% | - | Luxembourg | Monétaire | - |
| CASSA DEPOSITI E PRESTITI SPA | 2,02% | - | Italie | Monétaire | - |

Pour les prises en pension, la maturité affichée correspond au temps nécessaire pour déboucler l'opération
* Colonne contrepartie: information uniquement disponible pour les prises en pension
| MATRICE PAYS / SECTEURS / MATURITES |  |
| --- | --- |
|  | 0-1 mois | 1-3 mois | 3-6 mois | 6-12 mois | 1-2 ans | Total |
| Zone Euro | 9,10% | 15,65% | 9,01% | 20,33% | 1,55% | 55,65% |
| Belgique | - | 0,31% | - | 0,40% | - | 0,71% |
| Finance | - | 0,31% | - | 0,40% | - | 0,71% |
| Finlande | - | 0,55% | 0,55% | 1,33% | - | 2,43% |
| Finance | - | 0,55% | 0,55% | 1,33% | - | 2,43% |
| France | 5,62% | 8,46% | 4,74% | 12,58% | 0,24% | 31,64% |
| Finance | 4,16% | 6,39% | 4,63% | 12,58% | - | 27,76% |
| Corporate | 1,46% | 1,60% | 0,10% | - | 0,24% | 3,41% |
|  | - | 0,47% | - | - | - | 0,47% |
| Allemagne | - | - | - | - | 0,57% | 0,57% |
| Corporate | - | - | - | - | 0,57% | 0,57% |
| Irlande | - | - | - | 0,31% | - | 0,31% |
| Finance | - | - | - | 0,31% | - | 0,31% |
| Italie | 3,21% | 1,76% | 2,22% | 3,65% | - | 10,84% |
| Finance | 0,88% | 1,65% | 2,22% | 3,65% | - | 8,40% |
| Etats & Agences | 0,00% | - | - | - | - | 0,00% |
| Corporate | 2,33% | 0,11% | - | - | - | 2,44% |
| Luxembourg | - | 0,63% | 0,29% | 1,56% | 0,30% | 2,78% |
| Finance | - | 0,63% | 0,29% | 1,56% | - | 2,48% |
| Corporate | - | - | - | - | 0,30% | 0,30% |
| Pays-Bas | 0,10% | 0,10% | 0,26% | 0,50% | 0,44% | 1,41% |
| Finance | 0,10% | 0,10% | 0,26% | 0,50% | - | 0,97% |
| Corporate | - | - | - | - | 0,44% | 0,44% |
| Espagne | 0,17% | 3,82% | 0,96% | - | - | 4,95% |
| Finance | 0,17% | 1,42% | 0,96% | - | - | 2,55% |
| Etats & Agences | 0,00% | 0,11% | - | - | - | 0,11% |
| Corporate | - | 2,30% | - | - | - | 2,30% |
| Reste du monde | 0,22% | 2,20% | 2,37% | 5,56% | 2,17% | 12,53% |
| Australie | - | - | - | 0,71% | - | 0,71% |
| Corporate | - | - | - | 0,71% | - | 0,71% |
| Canada | - | - | - | - | 0,46% | 0,46% |
| Finance | - | - | - | - | 0,46% | 0,46% |
| Japon | - | 0,33% | 0,23% | 0,31% | 0,40% | 1,27% |
| Corporate | - | 0,33% | 0,23% | 0,31% | 0,40% | 1,27% |
| Suède | - | 1,24% | 0,22% | 0,89% | 0,51% | 2,86% |
| Finance | - | 1,10% | 0,22% | 0,89% | - | 2,21% |
| Corporate | - | 0,14% | - | - | 0,51% | 0,64% |
| Royaume-Uni | - | 0,19% | 1,92% | 2,94% | - | 5,04% |
| Finance | - | - | 1,92% | 2,94% | - | 4,86% |
| Corporate | - | 0,19% | - | - | - | 0,19% |
| Etats-Unis | 0,22% | 0,44% | - | 0,72% | 0,81% | 2,19% |
| Finance | 0,22% | - | - | - | - | 0,22% |
| Corporate | - | 0,44% | - | 0,72% | 0,81% | 1,97% |
| Liquidités | 31,82% | - | - | - | - | 31,82% |