OVHaiLLM/Flipper huggingface dataset:
| Security Name | Weight (in %) | Sector | Country | Instrument Type | Rating |
| --- | --- | --- | --- | --- | --- |
| Athora Netherlands NV 2.250% MULTI 15-07-2031 | 3.77 | Financial | Netherlands | Bond | NR |
| Argentum Netherlands BV 5.625% MULTI 15-08-2052 | 3.26 | Financial | Switzerland | Bond | BBB |
| BPER Banca 3.875% MULTI 25-07-2032 | 3.19 | Financial | Italy | Bond | BB |
| Banco de Credito Social 5.250% MULTI 27-11-2031 | 3.18 | Financial | Spain | Bond | B |
| ASR Nederland NV 4.625% MULTI Perp FC2027 | 3.03 | Financial | Netherlands | Bond | BB |
| Permanent TSB Group Hol 3.000% MULTI 19-08-2031 | 3.01 | Financial | Ireland | Bond | BB |
| Abanca Corp Bancaria SA 6.125% MULTI 18-01-2029 | 2.87 | Financial | Spain | Bond | BB |
| SCOR SE 5.250% MULTI Perp FC2029 | 2.72 | Financial | France | Bond | BBB |
| Banco de Credito Social 1.750% MULTI 09-03-2028 | 2.60 | Financial | Spain | Bond | BB |
| Ibercaja Banco SA 2.750% MULTI 23-07-2030 | 2.58 | Financial | Spain | Bond | BB |
| Iccrea Banca SpA 6.875% MULTI 20-01-2028 | 2.24 | Financial | Italy | Bond | BB |
| de Volksbank NV 7.000% MULTI Perp FC2027 | 2.24 | Financial | Netherlands | Bond | BB |
| Intesa Sanpaolo SpA 5.148% 10-06-2030 | 2.22 | Financial | Italy | Bond | BB |
| BAWAG Group AG 5.000% MULTI Perp FC2025 | 2.20 | Financial | Austria | Bond | BB |
| Iccrea Banca SpA 4.750% MULTI 18-01-2032 | 2.16 | Financial | Italy | Bond | B |

Translation (ENES, 2023-01-31):
| Nombre del Valor | Peso (en %) | Sector | País | Tipo de instrumento | Calificaci ón Crediticia |
| --- | --- | --- | --- | --- | --- |
| Athora Netherlands NV 2.250% MULTI 15-07-2031 | 3,77 | Servicios Financieros | Países Bajos | Renta fija | NR |
| Argentum Netherlands BV 5.625% MULTI 15-08-2052 | 3,26 | Servicios Financieros | Suiza | Renta fija | BBB |
| BPER Banca 3.875% MULTI 25-07-2032 | 3,19 | Servicios Financieros | Italia | Renta fija | BB |
| Banco de Credito Social 5.250% MULTI 27-11-2031 | 3,18 | Servicios Financieros | España | Renta fija | B |
| ASR Nederland NV 4.625% MULTI Perp FC2027 | 3,03 | Servicios Financieros | Países Bajos | Renta fija | BB |
| Permanent TSB Group Hol 3.000% MULTI 19-08-2031 | 3,01 | Servicios Financieros | Irlanda | Renta fija | BB |
| Abanca Corp Bancaria SA 6.125% MULTI 18-01-2029 | 2,87 | Servicios Financieros | España | Renta fija | BB |
| SCOR SE 5.250% MULTI Perp FC2029 | 2,72 | Servicios Financieros | Francia | Renta fija | BBB |
| Banco de Credito Social 1.750% MULTI 09-03-2028 | 2,60 | Servicios Financieros | España | Renta fija | BB |
| Ibercaja Banco SA 2.750% MULTI 23-07-2030 | 2,58 | Servicios Financieros | España | Renta fija | BB |
| Iccrea Banca SpA 6.875% MULTI 20-01-2028 | 2,24 | Servicios Financieros | Italia | Renta fija | BB |
| de Volksbank NV 7.000% MULTI Perp FC2027 | 2,24 | Servicios Financieros | Países Bajos | Renta fija | BB |
| Intesa Sanpaolo SpA 5.148% 10-06-2030 | 2,22 | Servicios Financieros | Italia | Renta fija | BB |
| BAWAG Group AG 5.000% MULTI Perp FC2025 | 2,20 | Servicios Financieros | Austria | Renta fija | BB |
| Iccrea Banca SpA 4.750% MULTI 18-01-2032 | 2,16 | Servicios Financieros | Italia | Renta fija | B |
Investment strategy
The fund seeks to achieve consistent, superior rates of return with low volatility by investing primarily in debt securities rated BBB- or better by S&P or Baa3 or better by Moody's at purchase. The fund manager uses a top-down analysis to exploit opportunities and neutralize unwanted risks, and a bottom-up analysis to maximize total return. The fund manager protects the downside by understanding the risk exposures within the portfolio and the correlation among assets, by diversifying risk factors, by defining/articulating an exit strategy for each position, and by carefully monitoring expected tracking error. Actively managed. Benchmark used for performance comparison only. Risk characteristics of the fund’s portfolio may bear some resemblance to those of the benchmark.
Discrete year performance / Historical performance
Performance rebased to 100 (since 24/01/2013)
Cumulative / Annualised performance (in %)

Translation (ENES, 2022-11-30):
Estrategia de inversión
El objetivo del fondo es conseguir tasas de rentabilidad altas con baja volatilidad invirtiendo fundamentalmente en títulos de renta fija con la calificación mínima de BBB- de S&P o Baa3 de Moodys en el momento de la compra. El gestor del fondo aplica un análisis top-down para explotar las oportunidades y neutralizar los riesgos no deseados y un análisis bottom-up para maximizar la rentabilidad total. El gestor se protege de las caídas mediante la comprensión de la exposición de la cartera al riesgo y la correlación entre activos, la diversificación de los factores de riesgo, la definición y articulación de una estrategia de salida para cada posición y un atento control sobre el tracking error. Se gestiona activamente. El índice de referencia se usa exclusivamente a efectos de comparación de la rentabilidad. Las características de riesgo de la cartera del fondo podrán guardar cierta semejanza con las del índice de referencia.
Rentabilidad por año calendario / Rentabilidad histórica
Rentabilidad con base 100 (desde 24/01/2013)
Rentabilidad acumulada / anualizada (en %)
|  | Fund | Benchmark |
| --- | --- | --- |
| Volatility in %* | 11.57 | 11.36 |
| Correlation* | 0.99 |  |
| Information ratio* | -0.64 |  |
| Tracking error in %* | 1.34 |  |
| Alpha in %* | -0.85 |  |
| Beta* | 1.01 |  |
| * Annualized 3 year data |  |  |

Translation (ENES, 2023-01-31):
|  | Fondo | Índice |
| --- | --- | --- |
| Desviación típica anual en %* | 11,57 | 11,36 |
| Correlación* | 0,99 |  |
| Ratio de información* | -0,64 |  |
| Tracking error en %* | 1,34 |  |
| Alfa en %* | -0,85 |  |
| Beta* | 1,01 |  |
| * Anualizados sobre 3 años |  |  |
| Manager | Swedish Fixed Income Team |
| --- | --- |
| AUM (Million SEK) | 999.71 |
| N° of holdings | 40 |
| Launch date | 27/01/1995 |
| Structure | SICAV |
| Fund Domicile | Luxembourg |
| Benchmark* | 75% OMRX T-Bill and 25% OMRX Mortgage               Bond index 1-3Y |

Translation (ENES, 2022-09-30):
| Gestor | Swedish Fixed Income Team |
| --- | --- |
| Activos gestionados (Millones SEK) | 999,71 |
| Número de posiciones | 40 |
| Fecha de lanzamiento | 27/01/1995 |
| Estructura | SICAV |
| Domicilio del fondo | Luxemburgo |
| Índice* | 75% OMRX T-Bill and 25% OMRX Mortgage               Bond index 1-3Y |
| Security Name | Weight (in %) | Sector | Country | Instrument Type | Rating |
| --- | --- | --- | --- | --- | --- |
| China Government Bond 3.53% 18-10-2051 | 8.39 | Government | China | Bond |  |
| China Government Bond 3.13% 21-11-2029 | 6.47 | Government | China | Bond |  |
| State Grid Corp of China 6% 13-03-2029 | 6.15 | Utilities | China | Bond |  |
| China Cinda Asset Management 4.75% 14-04-2027 | 5.62 | Financial | China | Bond |  |
| Export-Import Bank of 3.600% MULTI Perp FC2026 | 5.42 | Government | China | Bond |  |
| China Government Bond 3.01% 13-05-2028 | 5.39 | Government | China | Bond |  |
| Industrial & Commercial Bank 3.48% 15-12-2031 | 5.37 | Financial | China | Bond |  |
| China State Railway Group Co 3.28% 07-07-2032 | 5.35 | Industrial | China | Bond |  |
| China Government Bond 2.77% 24-06-2030 | 5.27 | Government | China | Bond |  |
| Standard Chartered Bank 4.18% 01-04-2025 | 4.73 | Financial | United Kingdom | Bond |  |
| China Government Bond 3.81% 14-09-2050 | 4.66 | Government | China | Bond |  |
| China National Chemical Corp 3.24% 24-04-2025 | 4.27 | Basic Materials | China | Bond |  |
| Citigroup Global Markets Hol 4% 28-04-2024 | 4.22 | Financial | United States | Bond |  |
| Hong Kong Mortgage Corp Ltd/ 2.8% 07-03-2023 | 4.19 | Financial | Hong Kong | Bond |  |
| Guangdong Giant Leap Constru MULTI 06-05-2025 | 3.92 | Consumer, Cyclical | China | Bond |  |

Translation (ENES, 2022-09-30):
| Nombre del Valor | Peso (en %) | Sector | País | Tipo de instrumento | Calificaci ón Crediticia |
| --- | --- | --- | --- | --- | --- |
| China Government Bond 3.53% 18-10-2051 | 8,39 | Gobierno | China | Renta fija |  |
| China Government Bond 3.13% 21-11-2029 | 6,47 | Gobierno | China | Renta fija |  |
| State Grid Corp of China 6% 13-03-2029 | 6,15 | Suministros | China | Renta fija |  |
| China Cinda Asset Management 4.75% 14-04-2027 | 5,62 | Servicios Financieros | China | Renta fija |  |
| Export-Import Bank of 3.600% MULTI Perp FC2026 | 5,42 | Gobierno | China | Renta fija |  |
| China Government Bond 3.01% 13-05-2028 | 5,39 | Gobierno | China | Renta fija |  |
| Industrial & Commercial Bank 3.48% 15-12-2031 | 5,37 | Servicios Financieros | China | Renta fija |  |
| China State Railway Group Co 3.28% 07-07-2032 | 5,35 | Industrial | China | Renta fija |  |
| China Government Bond 2.77% 24-06-2030 | 5,27 | Gobierno | China | Renta fija |  |
| Standard Chartered Bank 4.18% 01-04-2025 | 4,73 | Servicios Financieros | Reino Unido | Renta fija |  |
| China Government Bond 3.81% 14-09-2050 | 4,66 | Gobierno | China | Renta fija |  |
| China National Chemical Corp 3.24% 24-04-2025 | 4,27 | MATERIALES BASICOS | China | Renta fija |  |
| Citigroup Global Markets Hol 4% 28-04-2024 | 4,22 | Servicios Financieros | Estados Unidos | Renta fija |  |
| Hong Kong Mortgage Corp Ltd/ 2.8% 07-03-2023 | 4,19 | Servicios Financieros | Hong Kong | Renta fija |  |
| Guangdong Giant Leap Constru MULTI 06-05-2025 | 3,92 | Consumo, cíclico | China | Renta fija |  |
|  | Long | Short | Gross | Net |
| --- | --- | --- | --- | --- |
| Fixed Income | 198.97 | -23.26 | 222.23 | 175.70 |
| Fx Forward | 8.39 | -67.12 | 75.50 | -58.73 |
| Net Liquid Asset | 5.67 |  | 5.67 | 5.67 |
| Total | 213.02 | -90.38 | 303.40 | 122.64 |
| For entire portfolio including derivatives |  |  |  |

Translation (ENES, 2022-10-31):
|  | Larga | Corta | Bruta | Neta |
| --- | --- | --- | --- | --- |
| Renta fija | 198,97 | -23,26 | 222,23 | 175,70 |
| Forward de divisas | 8,39 | -67,12 | 75,50 | -58,73 |
| Activos líquidos netos | 5,67 |  | 5,67 | 5,67 |
| Total | 213,02 | -90,38 | 303,40 | 122,64 |
| Para toda la cartera, incluidos los derivados |  |  |  |
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2022 | -1.02 | -1.42 | -1.57 | -1.99 | -0.26 | -3.08 | 3.62 | -2.57 | -1.43 | 1.18 | 1.50 |  | -7.00 |
| 2021 | -0.07 | -1.06 | -0.05 | -0.05 | 0.07 | 0.86 | 0.62 | 0.26 | -0.17 | -1.81 | 1.06 | 0.31 | -0.07 |
| 2020 | 0.48 | -0.28 | -1.07 | 0.71 | 0.67 | -0.02 | 0.14 | 0.18 | -0.10 | -0.18 | 0.51 | -0.34 | 0.67 |
| 2019 | 1.91 | 0.68 | 0.41 | 0.44 | -0.48 | 1.22 | 0.54 | 0.13 | -0.12 | -0.02 | 0.25 | -0.03 | 5.02 |
| 2018 | -0.03 | -0.18 | 0.40 | -0.18 | -0.44 | -0.25 | 0.37 | -0.32 | 0.03 | -0.51 | -0.20 | 0.21 | -1.10 |
| Performances are in EUR |
| The performance represented is historical; past performance is not a reliable indicator of future results and investors may not recover the full amount invested. The value of your investment can go up and down, and you could lose some or all of your invested money. |

Translation (ENES, 2022-11-30):
| año | ene. | feb. | mar. | abr. | may. | jun. | jul. | ago. | sep. | oct. | nov. | dic. | Total |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 2022 | -1,02 | -1,42 | -1,57 | -1,99 | -0,26 | -3,08 | 3,62 | -2,57 | -1,43 | 1,18 | 1,50 |  | -7,00 |
| 2021 | -0,07 | -1,06 | -0,05 | -0,05 | 0,07 | 0,86 | 0,62 | 0,26 | -0,17 | -1,81 | 1,06 | 0,31 | -0,07 |
| 2020 | 0,48 | -0,28 | -1,07 | 0,71 | 0,67 | -0,02 | 0,14 | 0,18 | -0,10 | -0,18 | 0,51 | -0,34 | 0,67 |
| 2019 | 1,91 | 0,68 | 0,41 | 0,44 | -0,48 | 1,22 | 0,54 | 0,13 | -0,12 | -0,02 | 0,25 | -0,03 | 5,02 |
| 2018 | -0,03 | -0,18 | 0,40 | -0,18 | -0,44 | -0,25 | 0,37 | -0,32 | 0,03 | -0,51 | -0,20 | 0,21 | -1,10 |
| Rentabilidades en EUR |
| La rentabilidad presentada es histórica. Las rentabilidades pasadas no constituyen un indicador fiable de los resultados futuros, y los inversores podrían no recuperar la totalidad del importe invertido. El valor de su inversión puede aumentar o disminuir, y usted podría perder la totalidad o una parte del capital invertido. |
Investment strategy
The fund invests a minimum of two-thirds of its net assets in fixed-income and floating rate debt securities issued by private borrowers and public authorities denominated in NOK. The strategy is to invest mainly in NOK denominated short- term bonds and other short-term transferable debt securities listed on the Oslo Stock Exchange or traded in another regulated market within the OECD. Actively managed. Benchmark used for performance comparison only. Risk characteristics of the fund’s portfolio may bear some resemblance to those of the benchmark.
Discrete year performance / Historical performance
Performance rebased to 100 (since 01/10/2012)
Cumulative / Annualised performance (in %)

Translation (ENES, 2022-10-31):
Estrategia de inversión
El fondo invierte al menos dos tercios de sus activos netos en títulos de deuda a interés fijo y variable emitidos por prestatarios privados y autoridades públicas y denominados en coronas noruegas. La estrategia consiste en invertir fundamentalmente en bonos a corto plazo así como en otros títulos de deuda transferibles a corto plazo denominados en coronas noruegas y cotizados en la bolsa de Oslo o negociados en otro mercado regulado de la OCDE. Se gestiona activamente. El índice de referencia se usa exclusivamente a efectos de comparación de la rentabilidad. Las características de riesgo de la cartera del fondo podrán guardar cierta semejanza con las del índice de referencia.
Rentabilidad por año calendario / Rentabilidad histórica
Rentabilidad con base 100 (desde 01/10/2012)
Rentabilidad acumulada / anualizada (en %)
Investment strategy
The fund offers a robust diversification across fixed income asset classes and regions with a limited exposure to equities. Using active management, the fund aims to preserve capital and provide positive returns in excess of cash over an investment cycle. The objective is to build an unconstrained balanced product, designed to address a constantly changing environment in financial markets, such as interest rates fall and rise as well as changes in credit spreads and equity volatility. The fund will use active currency management to mitigate risk without reducing the return expectancy. Actively managed without reference or constraints relative to its benchmark.
Discrete year performance / Historical performance
Performance rebased to 100 (since 02/01/2013)
Cumulative / Annualised performance (in %)

Translation (ENES, 2023-01-31):
Estrategia de inversión
El sub-fondo busca crear una cartera verdaderamente diversificada de renta fija global, tanto por activos como por zonas geográficas y con una exposición limitada a la renta variable. A través de la gestión activa, el sub-fondo busca preservar el capital y generar rentabilidades positivas por encima del efectivo a lo largo de un ciclo de inversión. El objetivo es construir un producto equilibrado y sin restricciones, capaz de enfrentar el cambiante entorno de los mercados financieros (subidas y bajadas en los tipos de interés, cambios en los diferenciales de crédito, volatilidad de la renta variable, etc.). El sub-fondo utilizará estrategias activas en divisas como herramienta para mitigar el riesgo sin reducir la rentabilidad esperada. Se gestiona activamente sin referencia ni restricciones respecto a ningún índice.
Rentabilidad por año calendario / Rentabilidad histórica
Rentabilidad con base 100 (desde 02/01/2013)
Rentabilidad acumulada / anualizada (en %)
| Security Name | Weight (in %) | Sector | Country | Instrument Type | Rating |
| --- | --- | --- | --- | --- | --- |
| ITRAXX-EUROPES37V1-5Y | 63.50 | Index Security | Europe | Credit default swap | BBB |
| CDX-NAIGS38V1-5Y | 61.21 | Index Security | North America | Credit default swap | BBB |
| FX forward USD | 21.78 |  |  | FX forward |  |
| ITRAXX-XOVERS38V1-5Y | 21.47 | Index Security | Europe | Credit default swap | B |
| CDX-NAHYS39V1-5Y | 19.49 | Index Security | North America | Credit default swap | B |
| CAN 5YR BOND FUT 12/2022 | 14.24 | Government | Canada | Future | AAA |
| Australia Government Bond 0.5% 21-09-2026 | 12.39 | Government | Australia | Bond | AAA |
| FX forward JPY | 12.14 |  |  | FX forward |  |
| US 5YR NOTE (CBT) 12/2022 | 11.52 | Government | United States | Future | AAA |
| CDX-NAIGS39V1-5Y | 8.63 | Index Security | North America | Credit default swap | BBB |
| Sweden Government Bond 1% 12-11-2026 | 8.17 | Government | Sweden | Bond | AAA |
| ITRAXX-EUROPES38V1-5Y | 7.37 | Index Security | Europe | Credit default swap | BBB |
| LONG GILT FUTURE 12/2022 | 7.21 | Government | United Kingdom | Future | AA |
| Australia Government Bond 4.25% 21-04-2026 | 7.18 | Government | Australia | Bond | AAA |
| US 10YR NOTE (CBT)12/2022 | 6.58 | Government | United States | Future | AAA |

Translation (ENES, 2022-10-31):
| Nombre del Valor | Peso (en %) | Sector | País | Tipo de instrumento | Calificaci ón Crediticia |
| --- | --- | --- | --- | --- | --- |
| ITRAXX-EUROPES37V1-5Y | 63,50 | Valores indexados | Europa | Credit default swap | BBB |
| CDX-NAIGS38V1-5Y | 61,21 | Valores indexados | América del Norte | Credit default swap | BBB |
| FX forward USD | 21,78 |  |  | Forward de divisas |  |
| ITRAXX-XOVERS38V1-5Y | 21,47 | Valores indexados | Europa | Credit default swap | B |
| CDX-NAHYS39V1-5Y | 19,49 | Valores indexados | América del Norte | Credit default swap | B |
| CAN 5YR BOND FUT 12/2022 | 14,24 | Gobierno | Canadá | Futuro | AAA |
| Australia Government Bond 0.5% 21-09-2026 | 12,39 | Gobierno | Australia | Renta fija | AAA |
| FX forward JPY | 12,14 |  |  | Forward de divisas |  |
| US 5YR NOTE (CBT) 12/2022 | 11,52 | Gobierno | Estados Unidos | Futuro | AAA |
| CDX-NAIGS39V1-5Y | 8,63 | Valores indexados | América del Norte | Credit default swap | BBB |
| Sweden Government Bond 1% 12-11-2026 | 8,17 | Gobierno | Suecia | Renta fija | AAA |
| ITRAXX-EUROPES38V1-5Y | 7,37 | Valores indexados | Europa | Credit default swap | BBB |
| LONG GILT FUTURE 12/2022 | 7,21 | Gobierno | Reino Unido | Futuro | AA |
| Australia Government Bond 4.25% 21-04-2026 | 7,18 | Gobierno | Australia | Renta fija | AAA |
| US 10YR NOTE (CBT)12/2022 | 6,58 | Gobierno | Estados Unidos | Futuro | AAA |
|  | Exposure |
| --- | --- |
| Developed Markets |  |
| North America | 128.80% |
| Europe | 96.51% |
| EMU non Euro Area | 28.43% |
| Pacific | 28.18% |
| Emerging Markets |  |
| Emerging Markets | 7.70% |
| Net Liquid Assets |  |
| Net Liquid Assets | 6.64% |
| Other |  |
| Other | -17.43% |
| For entire portfolio including derivatives |  |

Translation (ENES, 2022-10-31):
|  | Exposición |
| --- | --- |
| Mercados desarrollados |  |
| América del Norte | 128,80 % |
| Europa | 96,51 % |
| UME fuera de la Euro zona | 28,43 % |
| Pacífico | 28,18 % |
| Mercados Emergentes |  |
| Mercados Emergentes | 7,70 % |
| Activos líquidos netos |  |
| Activos líquidos netos | 6,64 % |
| Otros |  |
| Otros | -17,43 % |
| Para toda la cartera, incluidos los derivados |  |
|  | Long | Short | Gross | Net |
| --- | --- | --- | --- | --- |
| Fixed Income | 327.39 | -33.27 | 360.66 | 294.12 |
| Fx Forward | 38.20 | -60.12 | 98.32 | -21.93 |
| Net Liquid Asset | 6.64 |  | 6.64 | 6.64 |
| Total | 372.22 | -93.39 | 465.62 | 278.83 |
| For entire portfolio including derivatives |  |  |  |

Translation (ENES, 2022-10-31):
|  | Larga | Corta | Bruta | Neta |
| --- | --- | --- | --- | --- |
| Renta fija | 327,39 | -33,27 | 360,66 | 294,12 |
| Forward de divisas | 38,20 | -60,12 | 98,32 | -21,93 |
| Activos líquidos netos | 6,64 |  | 6,64 | 6,64 |
| Total | 372,22 | -93,39 | 465,62 | 278,83 |
| Para toda la cartera, incluidos los derivados |  |  |  |
| Security Name | Weight (in %) | Sector | Country | Instrument Type | Rating |
| --- | --- | --- | --- | --- | --- |
| CDX-NAIGS39V1-5Y | 65.76 | Index Security | North America | Credit default swap | BBB |
| ITRAXX-EUROPES38V1-5Y | 64.46 | Index Security | Europe | Credit default swap | BBB |
| FX forward USD | 30.25 |  |  | FX forward |  |
| ITRAXX-XOVERS38V1-5Y | 21.86 | Index Security | Europe | Credit default swap | B |
| CDX-NAHYS39V1-5Y | 18.43 | Index Security | North America | Credit default swap | B |
| US 5YR NOTE (CBT) 3/2023 | 17.47 | Government | United States | Future | AAA |
| FX forward JPY | 15.81 |  |  | FX forward |  |
| CAN 5YR BOND FUT 3/2023 | 15.30 | Government | Canada | Future | AAA |
| US 10YR NOTE (CBT)3/2023 | 15.28 | Government | United States | Future | AA |
| Australia Government Bond 0.5% 21-09-2026 | 13.01 | Government | Australia | Bond | AAA |
| CDX-EMS38V1-5Y | 11.29 | Index Security | Emerging Markets | Credit default swap | BBB |
| Australia Government Bond 4.25% 21-04-2026 | 11.21 | Government | Australia | Bond | AAA |
| Sweden Government Bond 1% 12-11-2026 | 6.79 | Government | Sweden | Bond | AAA |
| JPN 10Y BOND(OSE) 3/2023 | 4.24 | Government | Japan | Future | A |
| BPCE SFH SA 0.01% 18-03-2031 | 3.80 | Financial | France | Bond | AAA |

Translation (ENES, 2023-01-31):
| Nombre del Valor | Peso (en %) | Sector | País | Tipo de instrumento | Calificaci ón Crediticia |
| --- | --- | --- | --- | --- | --- |
| CDX-NAIGS39V1-5Y | 65,76 | Valores indexados | América del Norte | Credit default swap | BBB |
| ITRAXX-EUROPES38V1-5Y | 64,46 | Valores indexados | Europa | Credit default swap | BBB |
| FX forward USD | 30,25 |  |  | Forward de divisas |  |
| ITRAXX-XOVERS38V1-5Y | 21,86 | Valores indexados | Europa | Credit default swap | B |
| CDX-NAHYS39V1-5Y | 18,43 | Valores indexados | América del Norte | Credit default swap | B |
| US 5YR NOTE (CBT) 3/2023 | 17,47 | Gobierno | Estados Unidos | Futuro | AAA |
| FX forward JPY | 15,81 |  |  | Forward de divisas |  |
| CAN 5YR BOND FUT 3/2023 | 15,30 | Gobierno | Canadá | Futuro | AAA |
| US 10YR NOTE (CBT)3/2023 | 15,28 | Gobierno | Estados Unidos | Futuro | AA |
| Australia Government Bond 0.5% 21-09-2026 | 13,01 | Gobierno | Australia | Renta fija | AAA |
| CDX-EMS38V1-5Y | 11,29 | Valores indexados | Mercados Emergentes | Credit default swap | BBB |
| Australia Government Bond 4.25% 21-04-2026 | 11,21 | Gobierno | Australia | Renta fija | AAA |
| Sweden Government Bond 1% 12-11-2026 | 6,79 | Gobierno | Suecia | Renta fija | AAA |
| JPN 10Y BOND(OSE) 3/2023 | 4,24 | Gobierno | Japón | Futuro | A |
| BPCE SFH SA 0.01% 18-03-2031 | 3,80 | Servicios Financieros | Francia | Renta fija | AAA |
|  | Exposure |
| --- | --- |
| Developed Markets |  |
| North America | 136.05% |
| Europe | 109.30% |
| Asia Pacific | 35.60% |
| Emerging Markets |  |
| Other | 14.85% |
| Net Liquid Assets |  |
| Net Liquid Assets | 5.61% |
| Frontier |  |
| Europe | 1.99% |
| Other |  |
| Other | -14.74% |
| For entire portfolio including derivatives |  |

Translation (ENES, 2023-01-31):
|  | Exposición |
| --- | --- |
| Mercados desarrollados |  |
| América del Norte | 136,05 % |
| Europa | 109,30 % |
| Asia Pacific | 35,60 % |
| Mercados Emergentes |  |
| Otros | 14,85 % |
| Activos líquidos netos |  |
| Activos líquidos netos | 5,61 % |
| Mercados fronterizos |  |
| Europa | 1,99 % |
| Otros |  |
| Otros | -14,74 % |
| Para toda la cartera, incluidos los derivados |  |