# Top 10 Holdings (Source: Amundi)
### Portfolio

### US TSY 2.5% 03/27	7.60%

### IBRD 0.75% 03/25	2.75%

### FNCL 2.5 11/22	2.61%

### EIB 0.375% 03/26	2.27%

### FNCL 5 11/22	2.07%

### WFC 7.5% PERP L	1.39%

### RABOBK 3.75% 21/07/26 USD	0.90%

### G2SF 3 11/22	0.85%

### FNCL 2 11/22	0.82%

### FNCL 6 12/22	0.78%
| Sub-Fund Statistics (Source: Bloomberg) |
| --- |
|  | Portfolio | Benchmark |
| Duration ¹ | 6.40 | 6.11 |
| DTS ² | 9.42 | 5.62 |
| Spread ³ | 152.93 | 64.72 |
| Average Life | 6.85 | 8.41 |
| Yield to maturity | 5.54 | 5.01 |
| Current yield ** | 4.19 | 3.04 |
| Yield to worst | 5.39 | 5.01 |
| Average Coupon | 3.12 | 2.66 |
| ¹ Effective Duration (Years) |  |  |
| ² Duration Times Spread |  |  |


### ³ Option Adjusted Spread

### ** The weighted average exposure of coupon rate to current market price of all of the portfolio’s fixed income securities.
Portfolio breakdown by credit rating (Source: Amundi) *	

### % of assets
AAA AA A
| Sub-Fund Statistics (Source: Amundi) |
| --- |
|  | Portfolio | Benchmark |
| Average Rating | AA- | AA |
| Number of Lines | 1,016 | 17,636 |
| ⁴ Median Rating calculated of the six agencies: Fitch, |


### Moody's, Standard & Poor's, KBRA, DBRS and Morningstar.

Translation (ENES, 2022-10-31):
# Las 10 mayores posiciones (Fuente : Amundi)
### Cartera

### US TSY 2.5% 03/27	7,60%
95	

### IBRD 0.75% 03/25	2,75%
07/19
10/19
01/20
04/20
07/20
10/20
01/21
04/21
07/21
10/21
01/22
04/22
07/22
10/22

### FNCL 2.5 11/22	2,61%

### EIB 0.375% 03/26	2,27%
|  | Cartera (105,12) | Indice (105,49) |  |  |  | WFC 7.5% PERP L | 1,39% |
| --- | --- | --- | --- | --- | --- | --- | --- |
|  |  |  |  |  | RABOBK 3.75% 21/07/26 USD | 0,90% |
| Rentabilidades * (Fuente: Fund Admin) |  |  |  |  |  | G2SF 3 11/22 | 0,85% |
|  |  |  |  |  |  | FNCL 2 11/22 | 0,82% |
| Desde el	1 mes | 3 meses | 1 año | 3 años | 5 años | Desde el | FNCL 6 12/22 | 0,78% |

| Desde el | 31/12/2021 | 30/09/2022 | 29/07/2022 | 29/10/2021 | 31/10/2019 | - | 24/06/2019 |
| --- | --- | --- | --- | --- | --- | --- | --- |


### FNCL 5 11/22	2,07%
| Cartera | -4,45% | -3,11% | -6,22% | -2,95% | 0,54% | - | 5,12% |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| Índice | -3,02% | -2,16% | -5,32% | -1,27% | 0,58% | - | 5,49% |  |  | Cartera | Índice |
| Diferencia | -1,43% | -0,95% | -0,90% | -1,68% | -0,05% | - | -0,37% |  | Duration ¹ | 6,40 | 6,11 |
|  |  |  |  |  |  |  |  |  | DTS ² | 9,42 | 5,62 |
| Rentabilidades anuales * (Fuente: Fund Admin) | Spread ³	152,93	64,72 |

|  | 2021 | 2020 | 2019 | 2018 | 2017 |
| --- | --- | --- | --- | --- | --- |
| Cartera | 6,97% | -1,22% | - | - | - |
| Índice | 5,93% | -1,37% | - | - | - |
| Diferencia | 1,04% | 0,16% | - | - | - |

* Fuente : Fund Admin. Las rentabilidades siguientes cubren períodos completos de 12 meses para cada año natural. El valor de las inversiones puede variar al alza o a la baja en función de la evolución de los mercados.

### ³ Option Adjusted Spread
| Average Life | 6,85 | 8,41 |
| --- | --- | --- |
| Yield to maturity | 5,54 | 5,01 |
| Current yield ** | 4,19 | 3,04 |
| Yield to worst | 5,39 | 5,01 |
| Average Coupon ¹ Dur. Efec. (años) | 3,12 | 2,66 |
| ² Duration Times Spread |  |  |


### ** The weighted average exposure of coupon rate to current market price of all of the portfolio’s fixed income securities.
Desglose de la cartera por calificación (Fuente : Amundi) *	

### En porcentaje de activo
AAA AA A

### Moody's, Standard & Poor's, KBRA, DBRS y Morningstar