SECURITIES PORTFOLIO CHANGES

(1)

AT

BE

BM

CH

AUSTRIA

BELGIUM

BERMUDA ISLANDS

SWITZERLAND

ERSTE GROUP BANK AG LENZING AG

OESTERREICHISCHE POST AG PALFINGER AG

POLYTEC HOLDING AG WIENERBERGER AG

BARCO NV ***

BARCO RG BEKAERT FAGRON ACT

GALAPAGOS GENOMICS NV GIMV SA

KBC ANCORA CVA KBC GROUPE SA ONTEX GROUP N.V.

ORANGE BE SA D'IETEREN NV UCB

AXALTA COATING SYSTEMS LTD INVESCO LTD

CHUBB LTD GARMIN

194,675.0000 29,000.0000 120,000.0000 149,000.0000 330,000.0000

122,000.0000 121,687.0000 52,753.0000

100,000.0000 373,018.0000

327,000.0000 108,000.0000 227,275.0000

2,071.0000 69,700.0000

1,935.0000 14,679.0000

632,209.0000 68,000.0000 24,000.0000 7,360.0000

5,000.0000

148,000.0000 281,687.0000 12,000.0000

67,086.0000 490,971.0000 117,000.0000 40,500.0000 419,216.0000 20,362.0000

1,935.0000 10,614.0000

-29,000.0000 203,000.0000 EUR

EUR EUR EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

USD USD USD USD

(2)

DE GERMANY

ADLER REAL ESTATE AG AIXTRON /NAMEN AKT.

ALLIANZ SE/NAM.VINKULIERT AMADEUS FIRE AG

BERTRANDT AG CANCOM SE

COMPUGROUP MED N COMPUGROUP MEDICAL SE***

CONTINENTAL AG COVESTRO AG

DEUTSCHE BOERSE AG /NAM.

DEUTSCHE PFANDBRIEFBANK AG DEUTSCHE POST AG

DEUTSCHE TELEKOM /NAM.

DRAEGERWERK AG & CO. KGAA/VZ.A DUERR AG

ENCAVIS AG

EVONIK INDUSTR -SHS-.

FLATEXDEGIRO AG

FRESENIUS MEDICAL CARE AG FRESENIUS SE & CO KGAA GERRESHEIMER AG

HAMBURGER HAFEN UND LOGISTIK AG HENKEL / VORZUG

HORNBACH HOLDING AG INFINEON TECHNOLOGIES /NAM.

KRONES AG MERCK KGAA

MUENCHENER RUECKVERS/NAMENSAKT NORMA GROUP

PATRIZIA AG

PROSIEBEN SAT.1 MEDIA SAP SE

SIEMENS AG /NAM.

SIEMENS ENERGY AG

115,000.0000 135,104.0000 21,000.0000 25,000.0000 150,000.0000

216,113.0000 187,001.0000 245,177.0000 388,601.0000 928,673.0000 2,588,518.0000 15,000.0000 222,000.0000 315,468.0000 699,117.0000 49,000.0000 121,541.0000 207,169.0000

10,170.0000 58,000.0000 823,355.0000 72,000.0000 362,175.0000 65,318.0000

195,000.0000 531,319.0000 279,855.0000 346,800.0000 316,955.0000

211,262.0000 49,231.0000

14,000.0000 91,000.0000 353,583.0000 480,065.0000 15,793.0000 241,398.0000 2,850,244.0000 132,000.0000

177,943.0000

175,000.0000 189,098.0000 20,108.0000 1,205,277.0000 23,457.0000 121,412.0000 121,553.0000 15,000.0000 207,000.0000 281,951.0000 101,595.0000 316,955.0000

-48,570.0000

14,000.0000 -14,000.0000

-199,108.0000 EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

(3)

DE

ES

FI

GERMANY

SPAIN

FINLAND

SILTRONIC AG SOFTWARE TAKKT AG

ACS

ATRESMEDIA CORP MEDIOS COM SA BCO DE SABADELL SA/NOM.

CAIXABANK CONSTR GRIFOLS, SA

GRUPO CATALANA OCCIDENTE SA INDITEX

PHARMA MAR BR PHARMA MAR SA***

PROSEGUR COMPANIA DE SEGURIDAD SOLARIA ENERGIA MEDIO AMBI TALGO S.A.

TECNICAS REUNIDAS SA TELEFONICA SA VISCOFAN --- SHS

WORLD WIDE WEB IBERCOM S.A.

AHLSTROM-MUNKS -REGISTERED SHS CARGOTEC -B-

KEMIRA OYJ KONECRANES PLC LASSILA & TIKANOJA OYJ METSA BOARD CORPORATION -B- NORDEA BANK ABP

TIETOEVRY RG REGISTERED SHS TOKMANNI GROUP CORP UPONOR OYJ "A"

62,000.0000 153,000.0000 501,000.0000

500,000.0000 18,200,000.0000 18,088,741.0000

342,272.0000 151,000.0000 776,096.0000

300,000.0000 365,000.0000 155,000.0000 1,037,500.0000 280,000.0000 46,000.0000 130,000.0000

85,000.0000 60,000.0000

255,000.0000 3,973,218.0000

90,000.0000 155,000.0000

62,000.0000 385,000.0000 31,000.0000 511,292.0000

14,079,883.0000 19,000.0000 151,000.0000 635,880.0000

50,000.0000 3,447,153.0000 130,000.0000

706,116.0000 130,908.0000

618,000.0000 255,000.0000 2,356,522.0000 201,674.0000

25,000.0000 -300,000.0000 EUR

EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

(4)

FR FRANCE

AIR LIQUIDE ALSTOM ALTEN BNP PARIBAS BONDUELLE BOUYGUES CAPGEMINI SE COFACE SA DANONE.

EUTELSAT COMMUNICATIONS PARIS FNAC DARTY SA

GAZTRANSPORT ET TECHNIGAZ SA IPSOS SA PARIS

LECTRA LVMH ACT.

METROPOLE TELEVISION SA M6 MICHELIN "B" /NOM.

NEXITY / -A- ORANGE PERNOD-RICARD PEUGEOT SA QUADIENT ACT REXEL SA SAINT-GOBAIN SANOFI SAVENCIA ACT

SCHNEIDER ELECTRIC SE SCOR SE

SOITEC SPIE SA

STE GEN.PARIS -A- TOTAL SE

TRIGANO SA

VEOLIA ENVIRONNEMENT VERALLIA-144A REG S

224,960.0000 321,418.0000 15,000.0000 1,485,212.0000 45,717.0000 620,038.0000 272,144.0000 400,000.0000 312,051.0000 220,000.0000 20,000.0000

95,514.0000 222,426.0000

3,164,156.0000 36,381.0000 2,250,501.0000 34,288.0000 593,335.0000 679,703.0000 484,878.0000

36,851.0000 390,558.0000 33,800.0000 230,000.0000 575,478.0000 1,161,260.0000 25,000.0000 872,262.0000 74,000.0000

101,078.0000 603,843.0000 83,000.0000 1,340,509.0000 39,567.0000 330,764.0000 124,498.0000 597,086.0000

86,000.0000 34,249.0000 98,000.0000 237,103.0000 148,773.0000 58,103.0000 152,700.0000 20,000.0000 1,857,233.0000 10,753.0000 796,305.0000 113,000.0000 1,391,886.0000 809,444.0000 1,455,913.0000 33,664.0000 400,707.0000 33,800.0000

1,740,656.0000

1,482,892.0000 74,000.0000 EUR

(5)

FR

GB

IE

FRANCE

GREAT BRITAIN

IRELAND

VILMORIN ET CIE VINCI.

VIRBAC

AON PLC ***

DIALOG SEMICONDUCTOR LIBERTY GLOBAL PLC -A- TECHNIPFMC PLC UNILEVER PLC UNILEVER PLC

****DO NOT USE****AON RG AON PLC -A-

CRH PLC

EATON CORPORATION PUBLIC LTD GLANBIA PLC /-A-

INGERSOLL-RAND PLC SHS***

JAZZ PHARMACEUTICALS PLC MEDTRONIC HOLDINGS LIMITED ORIGIN ENTERPRISES PLC PENTAIR PLC

SEAGATE TECHNOLOGIE PLC SMURFIT KAPPA GROUP PLC STERIS PLC

TRANE TECHNOLOGIES PLC

243,908.0000 16,000.0000

716.0000 166,000.0000 76,764.0000 58,200.0000

489,646.0000 420,000.0000

9,171.0000 2,885.0000 4,309.0000 404,271.0000 753.0000 4,153.0000

39,000.0000 180,997.0000

1,150.0000 50,000.0000 7,200.0000 58,200.0000 546,914.0000

2,000.0000 734,662.0000 131,797.0000 45,000.0000 4,746.0000 10,310.0000 266.0000 326,000.0000 28,365.0000 42,379.0000 506,592.0000 7,404.0000 25,490.0000

-5,885.0000

1,727,291.0000

5,885.0000

-21,337.0000

21,337.0000 EUR

EUR EUR

USD EUR USD USD EUR GBP

EUR USD EUR USD EUR USD USD USD EUR USD USD EUR USD USD

(6)

IT

JE

ITALY

JERSEY

ANIMA HOLDING S.P.A.

AZIMUT HOLDING SPA BANCA GENERALI SPA BANCO BPM SPA BPER BANCA S.P.A.

CAREL INDUSTRIES S.P.A.

CERVED GROUP S.P.A EL.EN.SPA

FALK RENEWABLES SPA HERA SPA

INTERPUMP GROUP SA INTESA SANPAOLO SPA MARR SPA

PIAGGIO AND C SPA PRYSMIAN SPA REPLY ORD POST SABAF SPA LUMEZZANE SAIPEM SPA

STE CATTOLICA DI ASSICURAZIONI UNICREDIT SPA

UNIPOL GRUPPO FINANZIARIO SPA APTIV PLC

1,400,000.0000

150,000.0000 1,700,000.0000 35,000.0000 302,707.0000

404,000.0000 599,529.0000 100,000.0000 22,325,466.0000 150,000.0000 1,208,516.0000 47,000.0000

600,000.0000 555,000.0000 4,427,855.0000 800,000.0000 5,980.0000

150,000.0000 250,000.0000 108,499.0000 1,600,900.0000

295,000.0000 142,655.0000 62,823.0000 465,355.0000 100,000.0000 5,712,626.0000 28,000.0000 1,524,590.0000 1,185,253.0000 47,000.0000 335,088.0000 600,000.0000 7,342,214.0000

12,425.0000

4,174,696.0000 EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR USD

(7)

JP JAPAN

ABC MART INC ACOM CO LTD AEON FINANCIAL SHS AMADA CO LTD AOZORA BANK LTD ASAHI GLASS CO. LTD ASAHI GROUP HD --- SHS ASAHI INTECC CO LTD ASAHI KASEI CORP ASTELLAS PHARMA INC BANDAI NAMCO HOLDINGS INC.

BRIDGESTONE CORP BROTHER INDUSTRIES LTD CALBEE INC

CANON INC.

CENTRAL JAPAN RAILWAY CO CHIBA BANK

CHUGAI PHARMACEUT. CO.LTD COSMOS PHARMACEUTICAL CORP CYBERAGENT INC

DAI NIPPON PRINTING CO.LTD DAIKIN INDUSTRIES LTD DAITO TRUST CONSTRUCT.

DAIWA H. INDUSTR.CO. LTD EISAI CO.LTD

FANUC CORP --- SHS FAST RETAILING CO LTD FUJI ELECTRIC CO LTD GMO PAYMENT GATEWAY INC HAKUHODO DY HLD INC HAMAMATSU PHOTONICS HIKARI TSUSHIN INC.

HISAMITSU PHARMACEUTICAL CO HITACHI HI-TEC RG REGISTERE***

HITACHI LTD

6,800.0000 36,000.0000

7,400.0000

20,700.0000 2,400.0000 4,600.0000

8,500.0000 5,900.0000 51,700.0000 24,100.0000

10,800.0000 53,100.0000 41,200.0000 3,000.0000 700.0000 6,400.0000

15,300.0000 96,700.0000 9,300.0000 14,600.0000 1,200.0000 42,200.0000 3,500.0000

700.0000

2,700.0000

52,990.0000 6,700.0000 128,300.0000 7,400.0000 10,400.0000 9,000.0000 2,400.0000

77,400.0000 2,600.0000 21,500.0000 30,038.0000 15,200.0000 53,100.0000 57,400.0000 500.0000

10,700.0000 3,500.0000 15,300.0000 6,200.0000 9,900.0000 1,200.0000

3,500.0000 64,700.0000 27,300.0000 1,662.0000 2,400.0000 19,100.0000

54,600.0000 JPY

JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY

(8)

JP JAPAN

HITACHI METALS LTD HOYA CORP

ITO EN LTD

JAPAN AIR LINES CO JPY50 JAPAN AIRPORT TERMINAL CO JAPAN EXCHANGE GROUP INC JAPAN POST INSURANCE CO.,LTD.

JGC HOLDINGS CORPORATION KAKAKU COM INC TOKYO KAMIGUMI CO LTD KAO CORP.

KEIHAN HOLDINGS CO.,LTD.

KEYENCE CORP

KINTETSU GROUP HOLDINGS CO LTD KIRIN HOLDINGS CO LTD

KOBAYASHI PHARMACEUTICAL CO KOBE BUSSAN CO LTD

KOEI TECMO HOLDINGS SHS KOITO MANUFACTURING CO LTD KOMATSU LTD

KUBOTA CORP KURARAY CO LTD KURITA WATER IND.LTD LASERTEC CORP LINE CORP LION CORP.

M3 INC

MARUI GROUP CO LTD MEBUKI FIN GRP

MEDIPAL HOLDINGS CORP MEIJI HLDG

MERCARI,INC.

MINEBEA CO LTD

MITSUBISHI CHEMICAL HLDGS CORP MITSUBISHI CORP

5,700.0000 900.0000 3,300.0000 39,200.0000 700.0000 53,500.0000 82,100.0000

11,500.0000 30,600.0000 4,000.0000 37,200.0000

11,400.0000 2,200.0000 25,400.0000 49,000.0000 11,700.0000

6,500.0000 19,000.0000

38,800.0000 34,100.0000 188,100.0000

1,700.0000 14,400.0000

69,200.0000

5,700.0000 12,000.0000 1,500.0000

11,800.0000 82,100.0000 28,200.0000 29,800.0000 12,500.0000 30,600.0000 900.0000 3,100.0000 73,300.0000 11,600.0000

21,800.0000

5,700.0000 24,700.0000 5,500.0000 6,500.0000 19,000.0000 11,800.0000 6,200.0000 34,100.0000 188,100.0000 45,100.0000

46,900.0000 62,900.0000 3,900.0000

10,600.0000 JPY

(9)

JP JAPAN

MITSUBISHI ELECTRIC CORP MITSUBISHI ESTATE CO.

MITSUBISHI UFJ FINANCIAL GROUP MITSUBISHI UFJ LEASE & FIN MITSUI FUDOSAN CO

MIZUHO FINANCIAL GROUPINC MS&AD INSURANCE GROUP HOLDINGS MURATA MANUFACTUR CO LTD NABTESCO CORP

NAGOYA RAILROAD CO LTD NEXON CO LTD

NGK SPARK PLUG CO LTD NIHON M&A CENTER INC NINTENDO CO.LTD NIPPON SHINKYAKU CO NIPPON TEL&TEL NISSAN CHEMICAL IND.

NITORI HOLDINGS CO LTD NITTO DENKO CORPO

NOMURA REAL ESTATE HDGS INC NOMURA RESEARCH INST LTD NTT DOCOMO INC

OBIC CO LTD TOKYO ORACLE CORP JAPAN TOKY ORIENTAL LAND CO LTD ORIX CORP

OTSUKA HOLDINGS CO LTD PAN PACIFIC H --- REG SHS PANASONIC CORP

POLA ORBIS HOLDINGS INC RECRUIT HOLDINGS CO.LTD.

RENESAS ELECTRONICS CORP RESONA HOLDINGS INC RINNAI CORP.

SBI HOLDINGS INC

55,400.0000

207,200.0000 8,500.0000 193,300.0000 22,100.0000

20,000.0000 33,200.0000 37,300.0000 23,800.0000 25,900.0000 300.0000 12,400.0000 155,500.0000 4,900.0000 1,800.0000 14,700.0000 21,700.0000 111,000.0000 2,100.0000 1,200.0000

11,000.0000 22,800.0000 19,300.0000 4,400.0000 5,200.0000 11,700.0000 174,600.0000 10,000.0000 10,800.0000

287,800.0000 33,800.0000 319,000.0000 15,000.0000

4,200.0000 22,600.0000

1,500.0000 300.0000 100,300.0000 8,700.0000 1,400.0000

14,600.0000 191,017.0000 1,900.0000

800.0000 85,900.0000 11,000.0000 1,500.0000 19,300.0000 4,400.0000 10,700.0000 11,700.0000 147,000.0000 1,700.0000

-173,970.0000 JPY

(10)

JP JAPAN

SECOM LTD

SEKISUI CHEMICAL CO LTD SEKISUI HOUSE LTD SEVEN BANK LTD SHIMADZU CORP SHIMIZU CORP

SHIN-ETSU CHEMICAL CO SHISEIDO CO.LTD SMC CORP SOFTBANK CORP.

SOFTBANK GROUP SHS

SOHGO SECURITY SERVICES CO SOMPO HLDGS SHS

SONY CORP

SONY FINANCIAL HOLDING INC***

SUBARU SHS SUMCO CORP

SUMI DAI PHARMA SHS

SUMITOMO ELECTRIC INDUSTRIES SUMITOMO METAL MINING CO.LTD SUMITOMO MITSUI FINANC.GR SUMITOMO REALTY+DEVELPMNT SUNDRUG CO LTD

SUNTORY B & F SUZUKI MOTOR CORP T&D HOLDINGS INC TOKYO TAISEI CORP.

TAKEDA PHARMACEUTICAL CO LTD TDK CORP *OPR*

TEIJIN LTD

TOHO CO LTD ,TOKYO TOKIO MARINE HOLDINGS INC TOKYO ELECTRON CO LTD TOPPAN PRINTING CO.LTD TOYO SEIKAN KAISHA LTD

900.0000 69,900.0000 165,600.0000 153,800.0000 5,500.0000 100.0000 777,700.0000 9,200.0000 3,800.0000 14,800.0000 3,000.0000 15,100.0000 79,800.0000 74,200.0000 17,400.0000 128,200.0000 2,900.0000

19,400.0000 6,500.0000 16,000.0000 23,600.0000 19,700.0000 103,000.0000 2,800.0000

4,500.0000 1,800.0000 6,900.0000

900.0000 8,500.0000 29,400.0000 165,600.0000 2,900.0000 218,600.0000 900.0000

145.0000 523,500.0000 53,600.0000

32,500.0000 57,800.0000 34,300.0000 74,200.0000

134,200.0000 14,500.0000 11,300.0000 43,300.0000 3,800.0000

23,600.0000 103,000.0000 2,800.0000 44,100.0000 4,500.0000 9,600.0000 7,703.0000 67,900.0000 6,238.0000 JPY

(11)

JP

LU

JAPAN

LUXEMBOURG

TOYO SUISAN KAISHA TOYOTA INDUSTRIES CORP TOYOTA MOTOR CORP TOYOTA TSUSHO CORP.

TSURUHA HOLDING INC UNICHARM CORP USS CO LTD TOKAI WELCIA HOLDINGS CO LTD WEST JAPAN RAILWAY CO YAMAHA MOTOR CO LTD YAMATO HOLDINGS CO LTD YASKAWA ELECTRIC CORP.

Z HOLDINGS CORPORATION

ADLER GROUP RG APERAM SA AROUNDTOWN S.A.

BEFESA S.A.

SAF HOLLAND S.A. ***

SAF-HOLLAND I STABILUS S.A.

6,300.0000 4,800.0000 28,700.0000 1,300.0000

14,500.0000 6,800.0000 89,600.0000 185,400.0000

169,635.0000 35,000.0000 1,234,007.0000

3,600.0000 22,300.0000 40,700.0000 71,800.0000 6,100.0000 4,700.0000 61,100.0000 27,900.0000 16,000.0000

6,800.0000 37,300.0000 6,200.0000

123,665.0000 34,000.0000 2,631,257.0000 155,000.0000 800,000.0000 370,000.0000 51,980.0000

3,900.0000

111,889.0000

-1,000,000.0000 1,000,000.0000 JPY

JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY JPY

EUR EUR EUR EUR EUR EUR EUR

(12)

NL

PT

NETHERLANDS

PORTUGAL

ACCELL GROUP NV

AMG ADVANCED METALLURGICAL NV ARCADIS N.V.

ASR NEDERLAND NV BOSKALIS WESTMINSTER FLOW TRADERS

HEINEKEN NV INTERTRUST N.V.

KENDRION NV

KONINKLIJKE AHOLD DELHAIZE N.V.

KONINKLIJKE PHILIPS NV/EUR 0,2 LUCAS BOLS N.V.

LYONDELLBASELL IND NV -A- NEDERL.APPARATENFABR.NEDAP PHARMING GROUP

POSTNL N.V.

SIF HOLDING N.V.

TKH GROUP CERT UNILEVER NV.

EDP-ENERG RG-WI20 ***

EDP-ENERGIAS DE PORTUGAL SA REDES ENERGETICAS NACIONAIS

45,000.0000

169,812.0000 135,000.0000 125,000.0000 231,255.0000 135,000.0000

1,896,918.0000 607,354.0000

1,000,000.0000 1,560,000.0000

25,000.0000 959,855.0000

2,444,370.0000 400,000.0000

129,430.0000 330,000.0000 184,637.0000 305,258.0000

140,530.0000

175,476.0000 993,674.0000

260,000.0000 25,870.0000 49,000.0000

330,000.0000 49,000.0000 898,877.0000

8,314,102.0000 909,921.0000

-1,727,291.0000

704,760.0000 EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR USD EUR EUR EUR EUR EUR EUR

EUR EUR EUR

(13)

US UNITED STATES (U.S.A.) ABIOMED INC.

ACTIVISION BLIZZARD INC ADOBE INC

AFLAC INC.

AIR PRODUCTS & CHEMICALS ALIGN TECHNOLOGY INC ALLY FINANCIAL INC AMAZON COM INC ANTHEM INC APPLE INC AUTODESK INC.

AUTOLIV INC AUTOZONE INC

AVERY DENNISON CORP BALL CORP.

BANK OF AMERICA CORP BAXTER INTL INC BEST BUY CO INC.

BOOKING HOLDINGS INC BRISTOL MYERS SQUIBB CO BROADCOM INC

BROWN & BROWN INC BURLINGTON STORES INC CABLE ONE INC

CAMPBELL SOUP CO.

CARRIER GLOBAL CORPORATION CATALENT INC

CBRE GROUP -A- CDW CORP CELANESE RG

CHIPOTLE MEXICAN GRILL INC CIGNA CORPORATION CISCO SYSTEMS INC.

COCA-COLA CO.

COMCAST CORP/-A-

6,800.0000 86,500.0000 2,713.0000 6,300.0000 20,206.0000 3,277.0000 1,653.0000 1,914.0000 51,424.0000 13,500.0000 12,200.0000 415.0000 1,414.0000 44,832.0000 2,553.0000 68,500.0000 4,162.0000 2,058.0000

12,500.0000 34,100.0000 242.0000 1,509.0000 5,000.0000 50,000.0000 21,400.0000

2,560.0000 14,800.0000 1,350.0000 29,600.0000 16,256.0000 5,555.0000 144,236.0000

1,000.0000 65,900.0000 5,262.0000 6,300.0000 27,744.0000 4,383.0000 22,063.0000 143.0000 18,817.0000 32,116.0000 7,461.0000 4,173.0000 16,601.0000 44,832.0000 25,108.0000 35,200.0000 40,928.0000 64,276.0000 3,300.0000 10,330.0000 120.0000

5,760.0000 25,174.0000 14,800.0000 1,350.0000 100,935.0000 54,635.0000 74,840.0000

154,371.0000 USD

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

(14)

US UNITED STATES (U.S.A.)

CONAGRA BRANDS INC CONSOLIDATED EDISON INC CONSTELLATION BRAND -A- COPART INC

COSTCO WHOLESALE CORP CSX CORP.

CUMMINS INC DANAHER CORP DARDEN RESTAURANTS DISCOVER FIN SVC DOMINO'S PIZZA INC DOVER CORP.

DR HORTON INC ECOLAB INC.

EDWARDS LIFESCIENCES ELECTRONIC ARTS EMERSON ELECTRIC CO.

ENPHASE ENERGY INC SHS ERIE INDEMNITY COMPANY CL.A ESTEE LAUDER CO -A-

F5 NETWORKS INC.

FASTENAL

FID NAT FIN-A- FNF GROUP FIFTH THIRD BANCORP FORD MOTOR CO FORTINET

GALLAGHER+CO ARTHUR J.

GILEAD SCIENCES INC.

GLOBAL PAYMENTS INC GLOBE LIFE INC HASBRO INC.

HCA HEALTHCARE INC HD SUPPLY HOLDINGS INC HOLLYFRONTIER CORP ***

HOLOGIC INC

32,200.0000 147,350.0000 14,800.0000 6,459.0000 6,960.0000 2,484.0000 7,084.0000 18,400.0000 20,727.0000

4,313.0000 1,553.0000 53,585.0000 21,000.0000 3,884.0000 5,079.0000 41,940.0000 4,400.0000 3,200.0000

419.0000 826.0000 728.0000 15,991.0000 647,788.0000 2,621.0000 25,700.0000 122,000.0000 590.0000 1,820.0000 15,141.0000 2,512.0000

2,885.0000 2,534.0000

22,829.0000 11,384.0000 3,994.0000 19,196.0000

22,887.0000 2,804.0000 743.0000 15,272.0000 79,151.0000 21,935.0000 36,376.0000 14,192.0000

13,397.0000 4,122.0000 8,125.0000 7,158.0000 89,378.0000 647,788.0000 25,782.0000 1,500.0000 122,000.0000 5,800.0000 5,225.0000 15,141.0000 24,706.0000 30,370.0000 28,369.0000 4,075.0000

62,314.0000 USD

(15)

US UNITED STATES (U.S.A.)

HOME DEPOT INC.

IDEX CORP

IDEXX LABORATORIES INC.

ILLINOIS TOOL WORKS INCYTE CORPORATION INGERSOLL RAND INC INGREDION INC SHS INTERPUBLIC GROUP INTUIT

INTUITIVE SURGICAL INC JPMORGAN CHASE & CO KLA CORPORATION KROGER CO.

LAM RESEARCH CORP LAMB WESTON HOLDINGS INC LENNAR CORP. -A-

LENNOX INTERNATIONAL INC.

LIBERTY FORMULA ONE LILLY (ELI) & CO

LIVE NATION ENTERTAINMENT INC LOWE'S COMPANIES INC.

LULULEMON ATHLETICA INC M&T BANK CORPORATION MAXIM INTEGRATED PRODUCTS MERCK

METLIFE INC

METTLER TOLEDO INTL INC.

MICROSOFT CORP.

MONSTER BEVERAGE CORP MOODY'S CORP

MSCI INC -A- NETFLIX INC

NEUROCRINE BIOSCIENCES INC NEWELL BRANDS INC

NVIDIA CORP.

38,218.0000 536.0000 1,644.0000 21,022.0000 31,149.0000 21,432.0000 1,090.0000 15,695.0000 3,649.0000 1,189.0000 5,692.0000 4,300.0000 13,837.0000 572.0000 13,260.0000 30,200.0000 3,700.0000 31,058.0000 105,482.0000 54,647.0000 15,100.0000 24,308.0000 5,030.0000 7,467.0000 13,484.0000 4,015.0000 23,506.0000 2,100.0000 15,537.0000 8,100.0000 9,000.0000 13,000.0000 49,300.0000 29,148.0000

4,295.0000 5,279.0000 15,144.0000 3,707.0000 16,468.0000 21,432.0000 10,723.0000 167,546.0000 20,932.0000 5,512.0000

13,513.0000 5,624.0000 32,784.0000 30,200.0000

75,135.0000 71,500.0000 60,993.0000 8,015.0000 15,100.0000 4,300.0000 34,499.0000 73,428.0000 137,621.0000 1,919.0000 107,716.0000

18,189.0000 8,100.0000 400.0000

29,148.0000 USD

(16)

US UNITED STATES (U.S.A.) NVR INC

O REILLY AUTOMOTIVE INC OMNICOM GROUP INC ONEOK INC (NEW)

OTIS WORLDWIDE CORPORATION PACCAR INC.

PACKAGING CORP OF AMERICA PAYCHEX INC.

PEPSICO INC PHILLIPS 66 PINTEREST INC -A- PPG INDUSTRIES INC.

PROCTER & GAMBLE CO.

PROGRESSIVE CORP PRUDENTIAL FINANCIAL INC PULTEGROUP INC

REGENERON PHARMA. INC.

REGIONS FINANCIAL CORP ROBERT HALF INTL INC.

ROKU INC ROLLINS INC ROSS STORES INC RPM INTERNATIONAL INC S&P GLOBAL SHS SEALED AIR CORP (NEW) SERVICENOW INC SHERWIN-WILLIAMS CO SIGNATURE BANK NY SIRIUS XM HOLDINGS INC

SKYWORKS SOLUTIONS INC *OPA*

SNAP INC -A- SNAP-ON INC SNOWFLAKE RG-A SOUTHWEST AIRLINES CO SQUARE INC

59.0000 3,192.0000 8,114.0000 47,573.0000 109,400.0000 71,421.0000 1,615.0000 17,405.0000 4,695.0000

77,700.0000 35,244.0000 5,601.0000 16,700.0000 7,800.0000 4,553.0000 14,000.0000 21,688.0000 2,131.0000 7,500.0000 22,600.0000 6,184.0000 18,205.0000 15,381.0000 4,000.0000 2,091.0000

94,830.0000 2,146.0000 43,200.0000 12,100.0000 4,200.0000 13,300.0000

136.0000 5,154.0000 79,800.0000 54,335.0000 31,800.0000 71,421.0000 5,286.0000

36,261.0000 1,647.0000

21,497.0000 10,006.0000

10,520.0000 14,965.0000 134,668.0000 22,550.0000

11,900.0000 16,808.0000 9,083.0000 3,960.0000 1,010.0000 11,307.0000 340,454.0000 21,102.0000

19,886.0000

5,350.0000 USD

(17)

102 PREFERENTIAL SHARES US

DE

UNITED STATES (U.S.A.)

GERMANY

STARBUCKS CORP.

SVB FINANCIAL GROUP SYSCO CORP.

TAKE TWO INTERACT. SOFTWARE TERADYNE INC

TESLA INC

TEXAS INSTRUMENTS INC THE HERSHEY CO

THERMO FISHER SCIENTIFIC INC TRACTOR SUPPLY CO

UNION PACIFIC CORP.

US BANCORP VAIL RESORTS INC VALERO ENER. CORP VEEVA SYSTEMS INC VERISIGN INC VERISK ANLYTCS

VERIZON COMMUNICATIONS INC VERTEX PHARMACEUTICALS VISA INC -A

VOYA FINANCIAL WALT DISNEY

WILLIAMS COMPANIES INC WR BERKLEY CORP.

WW GRAINGER INC YUM BRANDS SHS

ZAYO GROUP HOLDINGS INC ZOOM VIDEO COMMUNCTINS INC -A-

HENKEL / VORZUG

925.0000 3,800.0000 4,517.0000 25,800.0000 3,234.0000 14,095.0000 3,331.0000 1,891.0000 1,658.0000 4,153.0000 29,515.0000 6,034.0000 12,918.0000 2,459.0000 16,300.0000 18,654.0000 50,447.0000 5,333.0000 552.0000 7,700.0000 6,800.0000 455,100.0000 2,539.0000 180.0000 427.0000 15,900.0000

9,096.0000

23,920.0000 30,663.0000 30,035.0000

41,827.0000 7,055.0000 3,639.0000 16,310.0000 11,377.0000 95,149.0000 3,600.0000 172,400.0000 7,053.0000 5,500.0000 1,766.0000 73,308.0000 23,674.0000 5,430.0000 10,933.0000 455,100.0000 6,682.0000 1,769.0000 36,479.0000 35,972.0000 6,141.0000

199,108.0000 USD

USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD USD

EUR

(18)

118 NON G.T. REITS BE

DE US

ES JP

US

BELGIUM

GERMANY

SPAIN JAPAN

AEDIFICA SA -ACT- /REIT BEFIMMO

COFINIMMO SA

XIOR STUDENT HOUSING /REIT ALSTRIA OFFICE REIT AG

AGNC INVESTMENT CORP /REIT AMERICAN TOWER CORP AVALONBAY COMMUNITIES INC.

EQUINIX INC /REIT EQUITY LIFESTYLE ESSEX PROPERTY TRUST PUBLIC STORAGE REALTY INCOME CORP

SBA COMMUNICATIONS CORP/REIT SIMON PROPERTY/PAIRED SHS VEREIT INC /REIT***

MERL SOCIMI /REIT

JAPAN REAL ESTATE INV / REIT JAPAN RETAIL FD INVEST. /REIT NIPPON BUILDING FD / REIT ORIX JREIT INC

UNITED URBAN INV / REIT

ANNALY CAPITAL MANAGEMENT INC

50,099.0000

95,000.0000 100,000.0000

14,670.0000 7,700.0000 1,935.0000 12,494.0000 11,200.0000 5,346.0000

1,900.0000 15,400.0000 16,714.0000

606,059.0000

157.0000

5.0000 80.0000

39,259.0000

37,518.0000 31,000.0000 75,000.0000

144,262.0000

1,935.0000 800.0000

10,334.0000 22,308.0000 1,900.0000 600.0000 24,366.0000 164,370.0000

3,000,416.0000

14.0000 726.0000 14.0000 80.0000 245.0000 396,667.0000

8,419.0000 EUR

EUR EUR EUR EUR

USD USD USD USD USD USD USD USD USD USD USD

EUR

JPY JPY JPY JPY JPY USD

(19)

BE FR IT

LU PT

BELGIUM FRANCE ITALY

LUXEMBOURG PORTUGAL

RIGHT AEDIFICA 22.10.20 /SOUS***

RIGHT ALSTOM SA 30.11.20 /SOUS

RIGHT BPER 23.10.20 /SOUS RIGHT CATTOL 26.11.20 /SOUS ADO PROPERTIES RIGHTS 2020-20.0 RIGHT EDP 06.08.20 /SOUS***

1,159,189.0000

421,797.0000

350,000.0000

421,797.0000

-1,159,189.0000 350,000.0000 EUR

EUR

EUR EUR EUR EUR

(20)

AT

BE

CH

AUSTRIA

BELGIUM

SWITZERLAND

02/20 10/20 06/20 03/20 09/20 01/20 11/20 05/20 09/20 10/20 03/20 07/20

03/20 02/20 06/20 06/20 06/20 06/19 06/19 09/19 12/20 06/20 01/20 10/20 10/20

02/47 10/24 06/44 03/37 09/27 01/30 11/28 05/27 09/31 10/23 03/30 07/30

03/25 02/26 06/38 06/50 06/66 06/24 06/45 09/21 12/30 06/27 01/30 10/27 10/34 - - - - - - - - - - - -

- - - - - - - - - - - - - AUSTRIA 1,5% 16-20.02.47

AUSTRIA 1,65% 14-21.10.24 AUSTRIA 3,15% 12-20.6.2044 AUSTRIA 4,15% 06-15.03.37 BAWAG PSK 0,375% 19-03.09.27 ERSTE BK 0,10% 20-15.01.30 ERSTE BK 0,10% 20-16.11.28 ERSTE BK 0,875% 20-13.05.27 ERSTE BK 1,625% 20-08.09.31 RAIFFEISEN 6% 13-16.10.23 RAIFFEISEN 1,5% 19-12.03.30 UNIQA 1,375% 20-09.07.30

AB INBEV 1,5% 16-17.03.25 BELFIUS BK 0,375% 19-13.02.26 BELGCOOPDOM 1,9% 15-22.06.38 BELGIUM 1,7% 19-22.06.50 BELGIUM OLO 2,15% 16-22.06.***

BELGIUM OLO 2,6% 14-22.06.24 BELGIUM OLO 3,75% 22.6.2045REGS BELGIUM OLO 4,25% 11-28.09.21 COFINIMMO S 0,875% 20-02.12.30 KBC 0,375% 20-16.06.27

KBC 0,75% 20-24.01.30

KBC BK 0,75% 17-24.10.27 REGS EUROFIMA 0,15% 19-10.10.34

961,000.0000 12,609,000.0000 1,927,000.0000

200,000.0000 400,000.0000 500,000.0000 700,000.0000 100,000.0000

300,000.0000 200,000.0000

1,320,000.0000 2,700,000.0000 700,000.0000

200,000.0000 2,300,000.0000 600,000.0000

700,000.0000

12,609,000.0000 930,000.0000 800,000.0000

400,000.0000

3,767,000.0000 400,000.0000 660,000.0000 900,000.0000

9,041,000.0000 2,794,000.0000 172,000.0000 200,000.0000

600,000.0000 300,000.0000 1.50000

1.65000 3.15000 4.15000 0.37500 0.10000 0.10000 0.87500 1.62500 6.00000 1.50000 1.37500

1.50000 0.37500 1.90000 1.70000 2.15000 2.60000 3.75000 4.25000 0.87500 0.37500 0.75000 0.75000 0.15000

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

(21)

DE GERMANY

10/20 09/20 07/20 04/20 08/20 04/20 07/19 12/19 01/20 03/19 09/20 08/20 06/20 06/20 06/20 07/20 03/20 03/19 04/20 04/20 04/20 04/20 09/20 05/20 10/19 02/20 02/20 02/20 02/20 08/19 08/19 02/20 05/20 07/20

10/28 09/35 07/50 04/24 08/50 04/25 07/24 12/21 01/27 03/26 09/23 08/26 02/26 06/30 06/21 07/27 03/39 03/39 04/27 12/99 04/40 04/30 09/27 05/32 10/20 02/27 02/29 02/25 02/26 08/25 08/48 02/23 05/23 07/22 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - ADIDAS 0,0% 20-05.10.28

ADIDAS 0,625% 20-10.09.35 ALLIANZ 2,121% 20-08.07.50 BUNDESOBL-1 0% 19-05.04.24 BUNDESOBL-1 0% 19-15.08.50 BUNDESOBL-1 0,0% 20-11.04.25 COMZBK 0,05% 16-11.07.24 COMZBK 0,5% 18-06.12.21 COMZBK 0,875% 20-22.01.27 COMZBK 4% 16-23.03.26 CONTINENTAL 0% 19-12.09.23 CONTINENTAL 2,50% 20-27.08.26 COVESTRO 0,875% 20-03.02.26 COVESTRO 1,375% 20-12.06.30 DEUT KREDBK 0,625% 16-08.06.21 DEUT TEL 0,5% 19-05.07.27 REGS DEUT TEL 2,25% 19 29.03.39 DEUT TEL 2,25% 19-29.03.39***

DT BAHN FIN 0,50% 20-09.04.27 DT BAHN FIN 0,95% 19-PERP DT BAHN FIN 1,375% 20-16.04.40 DTCH WOHNEN 1,50% 20-30.04.30 E.ON 0,375% 20-29.09.27

EUROGRID 1,113% 20-15.05.32 GERMANY 0,25% 15-16.10.20(RBG) GERMANY 0,25% 17-15.02.27 GERMANY 0,25% 19-15.02.29 REGS GERMANY 0,5% 15-15.02.25 GERMANY 0,5% 16-15.02.26 GERMANY 1% 15-15.08.25 GERMANY 1,25% 17-15.08.48 GERMANY 1,5% 13-15.02.23 GERMANY 1,5% 13-15.5.23 GERMANY 1,75% 12-4.7.22 REGS

1,000,000.0000 300,000.0000 500,000.0000 5,950,000.0000 28,544,000.0000 33,624,000.0000

500,000.0000

1,500,000.0000 525,000.0000 525,000.0000

450,000.0000 450,000.0000 769,000.0000

199,000.0000 100,000.0000 1,300,000.0000 1,000,000.0000

5,440,000.0000 54,592,096.8200 12,880,000.0000 30,131,000.0000

5,130,000.0000 32,777,000.0000 109,724,000.0000 276,977,000.0000

20,790,000.0000 24,500,000.0000

1,000,000.0000 500,000.0000

150,000.0000 840,000.0000

1,800,000.0000 1,667,000.0000 450,000.0000 500,000.0000 100,000.0000

43,136,000.0000 5,440,000.0000 76,231,096.8200 6,160,000.0000

20,000,000.0000 15,623,000.0000 75,877,000.0000 109,724,000.0000 155,349,000.0000 0.62500

2.12100

0.05000 0.50000 0.87500 4.00000

2.50000 0.87500 1.37500 0.62500 0.50000 2.25000 2.25000 0.50000 0.95000 1.37500 1.50000 0.37500 1.11300 0.25000 0.25000 0.25000 0.50000 0.50000 1.00000 1.25000 1.50000 1.50000 1.75000

(22)

DE

DK

GERMANY

DENMARK

01/20 01/20 08/19 07/20 01/20 07/20 07/19 07/20 10/20 06/20 06/19 04/20 12/19 07/20 06/20 09/20 12/19 09/19 03/20 01/20

03/20 07/20 10/20

01/22 01/21 08/46 07/21 01/37 07/39 07/34 07/40 10/40 12/99 06/24 04/21 12/21 07/27 12/74 09/80 12/23 09/27 03/24 01/32

03/30 07/29 10/25 - - - - - - - - - - - - - - - - - - - -

- - - GERMANY 2% 11-4.1.22

GERMANY 2,5% 10-04.01.21(RBG) GERMANY 2,5% 14-15.08.46 GERMANY 3,25% 11-04.07.21 GERMANY 4% 05-04.01.37 GERMANY 4,25% 07-04.07.39 GERMANY 4,75% 03-04.07.34 GERMANY 4,75% 08-04.07.40 HANNO RUECK 1,75% 20-08.10.40 HANNOVER RU 3,375% 14-PERP HEIDLRG 2,25% 16-03.06.24 HESSEN 3,75% 11-12.04.21 LBK BW 0,2% 17-13.12.21 REGS LDKR B-W 0,01% 20-16.07.27 MERCK 2,625% 12.12.74 REGS MERCK KGAA 1,625% 20-09.09.80 MUNHYP 0,25% 18-13.12.23 NRW BK 0,5% 17-13.09.27 SCHAEFFLER 1,875% 19-26.03.24 UNICRED BK 0,25% 20-15.01.32

CARLS BREW 0,625% 20-09.03.30 CARLS BREW 0,875% 19-01.07.29 JYSKE BK 0,375% 20-15.10.25

78,338,000.0000 59,170,000.0000 4,712,000.0000 34,000,000.0000 275,159,574.7800

51,587,000.0000 1,600,000.0000

640,000.0000 1,600,000.0000

535,000.0000

1,450,000.0000 1,000,000.0000 250,000.0000

116,982,000.0000 59,170,000.0000 13,322,000.0000 34,000,000.0000 6,987,000.0000 275,159,574.7800 14,486,000.0000 49,468,000.0000

400,000.0000 145,000.0000 2,500,000.0000 2,700,000.0000 1,900,000.0000

530,000.0000 1,500,000.0000 145,000.0000 2.00000

2.50000 2.50000 3.25000 4.00000 4.25000 4.75000 4.75000 1.75000 3.37500 2.25000 3.75000 0.20000 0.01000 2.62500 1.62500 0.25000 0.50000 1.87500 0.25000

0.62500 0.87500 0.37500

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

EUR EUR EUR

(23)

ES SPAIN

07/20 03/20 01/20 06/20 01/20 01/20 03/20 03/20 03/20 05/19 11/19 07/20 04/19 05/20 01/20 06/19 11/19 07/20 05/20 07/20 07/19 10/19 06/20 10/20 03/20 07/19 10/20 07/19 10/20 04/20 04/20 07/20 10/20 01/20

07/23 03/21 01/27 06/25 01/30 02/28 03/23 03/25 03/24 05/24 11/20 07/26 04/30 05/24 01/24 06/20 11/29 07/27 05/22 07/28 07/29 10/26 06/27 10/30 03/25 07/24 10/22 07/21 10/26 04/28 04/29 07/33 10/48 01/37 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - ADIF ALTA V 0,8% 17-05.07.23

AYT CAJAS GLOBAL 4% 06-24.3.21 BBVA 0,50% 20-14.01.27

BBVA 0,75% 20-04.06.25 BBVA 1,0% 20-16.01.30 BCO SAB 0,125% 20-10.02.28 BCO SAB 0,875% 17-05.03.23 BCO SAB 1,125% 19-27.03.25 BCO SAB 1,625% 18-07.03.24 BCO SAB 1,75% 19-10.05.24 REGS CAIXABANK 0,625% 15-12.11.20 RBG CAIXABANK 0,75% 20-10.07.26 CAIXABANK 2,25% 18-17.04.30 CAJA RURAL 0,875% 16-27.05.24 ICO 0,2% 19-31.01.24

IM CEDULAS 5 3,5% 05-15.06.20 INMOB COL 2,5% 17-28.11.29 REGS MADRID 0,827% 20-30.07.27 METROVACESA 2,375% 16-23.05.22 RED ELEC FI 1% 20-24.07.28 SANTANDER 0,25% 19-10.07.29 SANTANDER 0,30% 19-04.10.26 SANTANDER 1,125% 20-23.06.27 SANTANDER 1,625% 20-22.10.30 SANTANDER I 2,5% 15-18.03.25 SPAIN 0,25% 19-30.07.24 SPAIN 0,45% 17-31.10.22 SPAIN 0,75% 16-30.07.21 SPAIN 1,3% 16-31.10.26 SPAIN 1,4% 18-30.04.28 REGS SPAIN 1,45% 19-30.04.29 SPAIN 2,35% 17-30.07.33 REGS SPAIN 2,7% 18-31.10.48 SPAIN 4,2% 05-31.01.37

200,000.0000 100,000.0000 800,000.0000 400,000.0000

300,000.0000

400,000.0000

979,000.0000 2,000,000.0000

2,000,000.0000 200,000.0000

4,501,000.0000 15,574,000.0000

19,948,000.0000 5,931,000.0000 4,158,000.0000 3,000,000.0000 2,099,000.0000

2,000,000.0000 1,900,000.0000

300,000.0000 300,000.0000

600,000.0000 2,100,000.0000

800,000.0000 200,000.0000 1,079,000.0000 2,000,000.0000 200,000.0000 400,000.0000

500,000.0000 200,000.0000

200,000.0000 8,948,000.0000 6,980,000.0000 9,585,000.0000 5,380,000.0000

1,910,000.0000 1,470,000.0000 0.80000

4.00000 0.50000 0.75000 1.00000 0.12500 0.87500 1.12500 1.62500 1.75000 0.62500 0.75000 2.25000 0.87500 0.20000 3.50000 2.50000 0.82700 2.37500 0.37500 0.25000 0.30000 1.12500 1.62500 2.50000 0.25000 0.45000 0.75000 1.30000 1.40000 1.45000 2.35000 2.70000 4.20000

(24)

ES

FI

SPAIN

FINLAND

07/20 10/19 01/20 04/19 04/20 07/19 10/20 02/20

09/20 11/20 06/20 11/20 09/20 09/20 09/20 12/20 11/20

07/41 10/20 01/23 04/21 04/25 07/35 10/44 02/30

09/40 11/27 06/30 05/28 09/30 09/52 02/28 12/30 11/28 - - - - - - - -

- - - - - - - - - SPAIN 4,7% 09-30.07.41

SPAIN 4,85% 10-31.10.20 RBG SPAIN 5,4% 13-31.01.23 SPAIN 5,5% 11-30.04.21 SPANISH GOV 1,6% 15-30.04.25 SPANISH GOV 1,85% 19-30.07.35 SPANISH GOV 5,15% 13-31.10.44 TELEFONICA 0,664% 20-03.02.30

FINLAND 0,25% 20-15.09.40 OP CORP 0,10% 20-16.11.27 OP CORP 1,625% 20-09.06.30 OUTOTEC OYJ 0,875% 20-26.05.28 SAMPO BK 2,25% 18-27.09.30 SAMPO BK 2,50% 20-03.09.52 SATO 1,375% 20-24.02.28 STORA ENSO 0,625% 20-02.12.30 UPM KYMMENE 0,125% 20-19.11.28

9,769,000.0000 2,000,000.0000

1,400,000.0000 962,000.0000 599,000.0000 405,000.0000 520,000.0000 284,000.0000 255,000.0000 675,000.0000 2,760,000.0000

980,000.0000 2,414,000.0000 2,385,000.0000 3,485,000.0000 7,270,000.0000 4,373,000.0000 900,000.0000 2,000,000.0000

1,020,000.0000 4.70000

4.85000 5.40000 5.50000 1.60000 1.85000 5.15000 0.66400

0.25000 0.10000 1.62500 0.87500 2.25000 2.50000 1.37500 0.62500 0.12500

EUR EUR EUR EUR EUR EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR

(25)

FR FRANCE

09/19 04/20 01/20 01/20 10/20 10/20 01/20 06/20 10/19 01/20 04/20 02/20 11/20 05/20 12/20

05/20 06/20 09/20 12/19 06/20 07/20 09/20 10/20 06/20 04/19 06/20 11/20 06/20 10/20 05/19 05/19 02/20 03/20

09/24 04/30 01/28 01/33 10/27 02/31 01/30 06/30 02/27 01/30 04/25 02/23 11/23 05/26 12/27 04/20 05/27 06/29 09/22 12/24 06/30 07/30 09/48 10/25 06/29 04/21 06/39 12/99 06/28 10/28 05/26 05/22 02/21 03/24 - - - - - - - - - - - - - - -

- - - - - - - - - - - - - - - - - - AFD 1,375% 14-17.09.24 REGS

AIR LIQUIDE 1,375% 20-02.04.30 ARRFP 1,25% 19-18.01.28 REGS ARRFP 1,5% 17-17.01.33 REGS BFCM 0,10% 20-08.10.27 BFCM 0,625% 20-21.02.31 BFCM 0,75% 20-17.01.30 BFCM 1,25% 20-03.06.30 BPCE 0,5% 19-24.02.27 BPCE 0,625% 20-15.01.30 REGS BPCE 0,625% 20-28.04.25 REGS BPCE SFH 0,375% 16-10.02.23 BPCE SFH 2,375% 13-29.11.23 CARREFOUR 1,75% 18-4.5.26 CARREFOUR 2,625% 20-15.12.27 CARREFOUR 4% 09.04.20(RBG)***

CFCM 0,875% 20-07.05.27 CFCM 1,25% 20-11.06.29 CFF 0,2% 17-16.09.22

CFF 0,375% 17-11.12.24 REGS COVIVIO SA 1,625% 20-23.06.30 CRDT AGR AS 2,0% 20-17.07.30 CRDT AGR AS 4,75% 16-27.09.48 CRED AGRIC 0,375% 19-21.10.25 DANONE 0,395% 20-10.06.29 EDF 2,25% 13-27.04.21 ENGIE 1,375% 19-21.06.39 ENGIE 1,50% 20-PERP ESSILOR 0,50% 20-05.06.28 EUTELSAT 1,50% 20-13.10.28 FONCIERE RE 1,875% 16-20.05.26 FRANCE 0% 16-25.05.22 /OAT FRANCE 0% 17-25.02.21 /OAT REGS FRANCE 0% 25.03.24 /OAT REGS

200,000.0000

1,900,000.0000 800,000.0000 200,000.0000 500,000.0000

1,500,000.0000 500,000.0000

1,200,000.0000 1,700,000.0000 1,000,000.0000 500,000.0000 700,000.0000

300,000.0000 1,400,000.0000 100,000.0000 400,000.0000 300,000.0000

500,000.0000 500,000.0000 1,500,000.0000 400,000.0000

12,820,000.0000 44,107,000.0000

1,900,000.0000

2,000,000.0000 1,000,000.0000

300,000.0000

700,000.0000 700,000.0000

300,000.0000 1,000,000.0000

300,000.0000 500,000.0000 1,100,000.0000

1,000,000.0000

500,000.0000 27,779,000.0000 44,107,000.0000 8,450,000.0000 1.37500

1.37500 1.25000 1.50000 0.10000 0.62500 0.75000 1.25000 0.50000 0.62500 0.62500 0.37500 2.37500 1.75000 2.62500 4.00000 0.87500 1.25000 0.20000 0.37500 1.62500 2.00000 4.75000 0.37500 0.39500 2.25000 1.37500 1.50000 0.50000 1.50000 1.87500

(26)

FR FRANCE

05/19 05/20 05/20 05/20 05/20 06/20 10/20 10/19 10/20 09/20 09/20 03/20 12/20 12/19 05/20 04/20 02/20 11/20 09/19 09/20 07/20 09/20 10/20 04/20 10/20 04/20 06/20 09/19 10/20 02/20 10/20 05/20 10/20 02/20

05/26 05/29 05/27 05/34 05/66 06/39 10/22 10/38 10/23 09/33 09/30 03/24 12/32 12/32 05/29 04/32 02/31 11/32 09/25 09/30 07/27 09/49 12/99 04/22 10/22 04/27 06/30 09/22 10/60 02/70 10/28 05/50 10/27 02/28 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - FRANCE 0,5% 15-25.05.26 /OAT

FRANCE 0,5% 18-25.05.29 /OAT FRANCE 1% 16-25.05.27 /OAT FRANCE 1,25% 17-25.05.34 /OAT FRANCE 1,75% 15-25.05.66 /OAT FRANCE 1,75% 16-25.06.39 OAT FRANCE 2,25% 12-25.10.22 OAT FRANCE 4% 06-25.10.38 OAT FRANCE 4,25% 06-25.10.23 GIE PSA TRESORER.6% 03-19.9.33 ICADE SANTE 1,375% 20-17.09.30 IDF 3,625% 12-27.03.24

KLEPI 1,625% 17-13.12.32 KLEPIERRE 1,625% 13.12.32***

KLEPIERRE 2,0% 20-12.05.29 LA POSTE 1,375% 20-21.04.32 LVMH 0,375% 20-11.02.31 REGS MICHELIN 0,25% 20-02.11.32 MICHELIN 0,875% 18-03.09.25 MICHELIN 1,75% 18-03.09.30 ORANGE 1,25% 20-07.07.27 ORANGE 1,375% 19-04.09.49 ORANGE 5% 14-PERP

PSA BANQUE 0,5% 19-12.04.22 PSA BANQUE 0,625% 17-10.10.22 SCHNEID EL 1,0% 20-09.04.27 REGS SOCGEN 1,25% 20-12.06.30 SOCGENSHF 0,5% 15-21.09.22 SOCIETE PAR 0,70% 20-15.10.60 SOCIETE PAR 1,0% 20-18.02.70 REGS SOCIETE PAR 1,125% 18-22.10.28 SOCIETE PAR 1,7% 19-25.05.50 ST GOBAIN 2,375% 20-04.10.27 TEREGA SAS 0,625%20-27.2.28 REGS

20,916,000.0000 19,805,000.0000 8,378,000.0000 3,317,000.0000 2,600,000.0000 14,096,000.0000 43,950,000.0000 20,941,000.0000 400,000.0000

100,000.0000 100,000.0000 300,000.0000 400,000.0000 1,200,000.0000 2,100,000.0000 1,000,000.0000 300,000.0000 1,700,000.0000

1,000,000.0000 300,000.0000 700,000.0000

2,400,000.0000 1,500,000.0000

2,000,000.0000 700,000.0000 400,000.0000

18,978,000.0000 12,420,000.0000

9,766,000.0000 570,000.0000

14,096,000.0000 43,950,000.0000 13,680,000.0000 719,000.0000 1,300,000.0000 100,000.0000

1,800,000.0000 300,000.0000

500,000.0000 500,000.0000 185,000.0000 300,000.0000 1,500,000.0000

2,000,000.0000 0.50000

0.50000 1.00000 1.25000 1.75000 1.75000 2.25000 4.00000 4.25000 6.00000 1.37500 3.62500 1.62500 1.62500 2.00000 1.37500 0.37500 0.25000 0.87500 1.75000 1.25000 1.37500 5.00000 0.50000 0.62500 1.00000 1.25000 0.50000 0.70000 1.00000 1.12500 1.70000 2.37500 0.62500

(27)

FR

GB

HU

FRANCE

GREAT BRITAIN

HUNGARY

02/19 05/20 05/19 12/20 06/20 10/20 02/20 04/20

11/19 04/20 12/19 03/19 01/20 11/20 07/19 03/20 01/20 09/19 04/20 09/19 04/20 09/19 03/20 03/20 01/20 04/20 05/20 11/19 06/20

12/49 12/99 12/99 05/27 06/32 12/99 02/24 04/30

11/27 04/26 12/22 03/25 01/24 11/26 07/24 03/24 01/21 09/22 04/26 09/27 04/26 09/20 03/26 03/27 01/25 04/25 05/26 11/26 06/35 - - - - - - - -

- - - - - - - - - - - - - - - - - - - - - TOTAL SE 2,625% 15-29.12.49

TOTAL SE 2,708% 16-PERP TOTAL SE 3,875% 16-PERP UNIBAIL ROD 0,625% 20-04.05.27 UNIBAIL ROD 2,0% 20-29.06.32 UNIBAIL ROD 2,125% 18-PERP UNIBAIL ROD 2,5% 14-26.02.24 REGS UNIBAIL ROD 2,625% 20-09.04.30

AVIVA 1,875% 18-13.11.27 CA LN 1,0% 20-22.04.26 CREDIT AGRI 0,75% 16-01.12.22 CREDIT AGRI 1,375% 18-13.03.25 EURO BK REC 0% 19-10.01.24 HSBC HLDG 0,309% 20-13.11.26 LEED 0,5% 17-03.07.24

LLOYDS 0,25% 19-25.03.24 LLOYDS 0,375% 16-18.01.21 LLOYDS 0,625% 15-14.09.22 LLOYDS BANK 2,375% 20-09.04.26 LLOYDS BK 1,5% 17-12.09.27 LLOYDS BK 3,50% 20-01.04.26 MONDI FIN 3,375% 12-28.09.20 NAT BUI SOC 1,5% 18-08.03.26 NATIONWIDE 0,625% 15-25.03.27 NATL GRID 0,19% 20-20.01.25 NATWEST MAR 2,75% 20-02.04.25 TESCO CORP 0,875% 19-29.05.26 VODAFONE 0,9% 19-24.11.26 REGS HUNGARY 1,75% 20-05.06.35

900,000.0000

400,000.0000 100,000.0000 100,000.0000 200,000.0000

1,500,000.0000

474,000.0000

735,000.0000 872,000.0000

1,210,000.0000 300,000.0000 2,000,000.0000

780,000.0000

1,100,000.0000 1,015,000.0000

1,500,000.0000

227,000.0000

1,000,000.0000 500,000.0000 600,000.0000

895,000.0000 486,000.0000 1,000,000.0000 300,000.0000

500,000.0000 372,000.0000 1,000,000.0000 765,000.0000 856,000.0000

645,000.0000 2.62500

2.70800 3.87500 0.62500 2.00000 2.12500 2.50000 2.62500

1.87500 1.00000 0.75000 1.37500

0.30900 0.50000 0.25000 0.37500 0.62500 2.37500 1.50000 3.50000 3.37500 1.50000 0.62500 0.19000 2.75000 0.87500 0.90000 1.75000

EUR EUR EUR EUR EUR EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

(28)

IE

IS

IT

IRELAND

ICELAND

ITALY

07/19 11/20 09/20 09/20 01/20

12/20 05/20 03/19

06/20 10/19 12/19 09/19 09/20 02/20 01/20 01/20 10/19 06/20 10/20 08/20 09/20 09/20 03/20 09/20 09/20 01/20 01/20 09/19 07/20

07/25 11/23 09/24 09/23 02/23

12/21 05/24 03/21

06/48 10/47 12/42 09/22 03/32 08/29 01/28 01/21 10/27 06/25 04/22 08/27 09/36 03/47 09/24 09/40 09/27 04/25 01/26 09/29 07/27 - - - - -

- - -

- - - - - - - - - - - - - - - - - - - - - AIB GRP 2,25% 18-03.07.25

FCA BANK IE 0,125% 20-16.11.23 FCA BANK IE 0,5% 19-13.09.24 FCA BANK IE 0,50% 20-18.09.23 FCA BANK IE 1% 20-28.02.23

ARION 1,625% 16-01.12.21 LANDSBKNN 0,50% 20-20.05.24 LANDSBKNN 1,625% 16-15.03.21

ASSGEN 5% 16-08.06.48 ASSGEN 5,5% 15-27.10.47 ASSGEN 7,75% 12-12.12.42 BP MILAN 0,875% 15-14.09.22 BTPS 1,65% 15-01.03.32 /BTP BTPS 3% 19-01.08.29 /BTP REGS CASSA DI RI 0,25% 20-17.01.28 INTESA SANP 5% 12-27.1.21(RBG) IREN 1,5% 17-24.10.27

ITALGAS 0,25% 20-24.06.25 ITALY 1,2% 17-01.04.22 ITALY 2,05% 17-01.08.27 /BTP ITALY 2,25% 16-01.09.36 /BTP ITALY 2,7% 16-01.03.47 /BTP ITALY 3,75% 14-01.09.24 /BTP ITALY 5% 09-01.09.40 BTP MEDIOBANCA 1,0% 20-08.09.27 MEDIOBANCA 1,125% 20-23.04.25 UNICREDIT 1,20% 20-20.01.26 UNICREDIT 2% 19-23.09.29 UNICREDIT 2,20% 20-22.07.27

568,000.0000 800,000.0000 3,410,000.0000 1,000,000.0000

1,300,000.0000

100,000.0000

30,867,000.0000 200,000.0000

991,000.0000 29,516,000.0000 7,950,000.0000 3,718,000.0000 5,464,000.0000 18,190,000.0000 1,030,000.0000 225,000.0000 255,000.0000 300,000.0000 250,000.0000

500,000.0000

335,000.0000 500,000.0000 845,000.0000

100,000.0000 300,000.0000 700,000.0000 500,000.0000 8,160,000.0000 21,350,000.0000 200,000.0000 1,500,000.0000 700,000.0000

20,944,000.0000 12,860,000.0000 2,550,000.0000 4,852,000.0000 8,599,000.0000

255,000.0000 200,000.0000 2.25000

0.12500 0.50000 0.50000 0.25000

1.62500 0.50000 1.62500

5.00000 5.50000 7.75000 0.87500 1.65000 3.00000 0.25000 5.00000 1.50000 0.25000 1.20000 2.05000 2.25000 2.70000 3.75000 5.00000 1.00000 1.12500 1.20000 2.00000 2.20000

EUR EUR EUR EUR EUR

EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

(29)

LU LUXEMBOURG

01/20 06/20 11/20 09/20

04/19 06/20

01/28 06/21 11/42 09/21 09/40 04/28 06/32 - - - -

- - AROUNDTOWN 1,625% 18-31.1.28REGS

EEC 3,5% 11-4.6.21 EIB 1% 19-14.11.42

EIB 2,75% 11-15.09.21 EMTN HANNOVER FIN 5,75% 10-14.09.40 HEID LUX 1,75% 18-24.04.28 REGS PROLOGIS IN 1,625% 20-17.06.32

300,000.0000

130,000.0000

200,000.0000 9,056,000.0000

387,000.0000 650,000.0000 686,000.0000 1.62500

3.50000 1.00000 2.75000 5.75000 1.75000 1.62500

(30)

NL NETHERLANDS

12/19 07/20 05/20 04/19 01/20

05/20 06/20 06/19 01/20 02/20 05/20 10/20 06/20 01/20 09/20 10/20 11/19 05/20 06/20 05/20 01/20 07/20 01/20 09/19 12/19 02/20 09/20 05/20 09/19 11/20 02/20 03/20 07/20

12/21 07/23 05/22 04/31 01/33 06/25 05/25 06/30 12/99 01/31 02/30 05/49 10/27 06/26 01/32 09/24 10/30 11/25 05/40 06/32 05/32 01/40 07/23 01/47 09/25 12/26 02/31 09/30 05/27 09/20 11/40 02/22 03/30 07/30 - - - - -

- - - - - - - - - - - - - - - - - - - - - - - - - - - - ABN AMRO 0,25% 18-3.12.21

ABN AMRO 0,5% 18-17.07.23 ABN AMRO 0,625% 16-31.5.22 REGS ABN AMRO 1% 16-13.04.31

ABN AMRO 1,25% 18-10.01.33 REGS ABN AMRO 2,875% 15-30.06.25 RBG ABN AMRO BA 1,25% 20-28.05.25 ALLIANDER 0,375% 20-10.06.30 ALLIANDER 1,625% 18-PERP REGS ALLIANZ FIN 0,50% 20-14.01.31 REGS ASML HLDG 0,25% 20-25.02.30 ASR 3,375% 19-02.05.49 BNP PAR 0,375% 20-14.10.27 BNP PAR 0,50% 19-04.06.26 BNP PAR 1,125% 20-15.01.32 REGS CONGR 1,125% 20-25.09.24 DE VOLKSBAN 1,75% 20-22.10.30 DE VOLKSBAN25 VRN-S 15-5.11.25***

HEINEKEN NV 1,75% 20-07.05.40 KON DSM 0,625% 20-23.06.32 LINDE FIN 0,55% 20-19.05.32 NETHER GOVE 0,5% 19-15.1.40 NETHERLANDS 1,75% 13-15.07.23 NETHERLANDS 2,75% 14-15.01.47 NWB 1% 15-03.09.25 REGS REPSM 2,25% 14-10.12.26 SIEMENS FIN 1,25% 19-28.02.31 SIEMENS FIN 1,375% 18-06.09.30 SIGNIFY N.V 2,375% 20-11.05.27 SNS 0,125% 17-28.09.20 TENNET 0,50% 20-30.11.40 UNILEVER 0,5% 15-03.02.22 UNILEVER 1,75% 20-25.03.30 VONOVIA FIN 1,0% 20-09.07.30

500,000.0000 540,000.0000

800,000.0000 1,452,000.0000 800,000.0000 2,700,000.0000 1,000,000.0000 500,000.0000 917,000.0000 1,100,000.0000

500,000.0000 770,000.0000 1,900,000.0000

1,210,000.0000

700,000.0000 1,225,000.0000

3,400,000.0000 1,100,000.0000

833,000.0000 505,000.0000 900,000.0000 500,000.0000 300,000.0000 400,000.0000

1,000,000.0000 800,000.0000 500,000.0000

1,500,000.0000

2,006,000.0000 5,900,000.0000

1,250,000.0000 1,500,000.0000 270,000.0000 227,000.0000 1,000,000.0000 4,000,000.0000 0.25000

0.50000 0.62500 1.00000 1.25000 2.87500 1.25000 0.37500 1.62500 0.50000 0.25000 3.37500 0.37500 0.50000 1.12500 1.12500 1.75000 3.75000 1.75000 0.62500 0.55000 0.50000 1.75000 2.75000 1.00000 2.25000 1.25000 1.37500 2.37500 0.12500 0.50000 0.50000 1.75000 1.00000

(31)

NL

NO

PT

SE

SI

NETHERLANDS

NORWAY

PORTUGAL

SWEDEN

SLOVENIA

09/20 04/20 07/20 02/20

06/20 03/20 09/19 10/19 01/20 03/19 03/20

04/19 04/19 02/19 10/19 07/19

08/20 05/20 02/20 08/20 12/20 04/20 02/20 02/20

03/20 04/20

09/34 04/30 07/30 02/26

06/25 03/23 09/24 10/26 01/25 03/25 03/25

04/37 04/27 02/24 10/22 07/26

08/26 05/25 02/27 08/21 12/27 04/25 02/23 05/81

03/35 07/30 - - - -

- - - - - - -

- - - - -

- - - - - - - -

- - VONOVIA FIN 1,125% 19-14.09.34

VONOVIA FIN 2,25% 20-07.04.30 WOLTERS KLU 0,75% 20-03.07.30 ZF EUROPE 2,0% 19-23.02.26

DNB 0,625% 18-19.06.25 REGS DNB BANK AS 1,125% 16-01.03.23 SANTANDER 0,125%11.09.24 SPAR SOR 0,01% 19-26.10.26 SPBK BOLIKR 0,5% 18-30.01.25 STATKRAFT 1,125% 17-20.03.25 STATNETT SF 0,875% 18-08.03.25

PORTUGAL 4,1% 06-15.04.37 PORTUGAL 4,125% 17-14.04.27 PORTUGAL 5,65% 13-15.2.24 PORTUGUESE 2,2% 15-17.10.22 PORTUGUESE 2,875% 16-21.07.26

ATLAS COPCO 0,625% 16-30.08.26 SBAB BK AB 0,50% 20-13.05.25 SEB 0,375% 20-11.02.27 SEB 0,75% 16-24.08.21 SHB 0,01% 20-02.12.27 SHB 1,0% 20-15.04.25

STADSHYPO 0,375% 16-22.02.23 TELIA 1,375% 20-11.05.81 REGS

REP OF SLOV 1,5% 15-25.03.35 REGS SLOVENIA 0,875% 20-15.07.30

200,000.0000 300,000.0000 871,000.0000

1,800,000.0000 300,000.0000

1,360,000.0000 402,000.0000 2,035,000.0000

1,140,000.0000 1,680,000.0000

400,000.0000 200,000.0000

3,000,000.0000 900,000.0000 400,000.0000 945,000.0000 4,400,000.0000 2,395,000.0000 1,000,000.0000

1,780,000.0000 4,869,000.0000 4,430,000.0000 1,988,000.0000 3,700,000.0000

120,000.0000 1,800,000.0000 500,000.0000

1,000,000.0000 785,000.0000 1.12500

2.25000 0.75000 2.00000

0.62500 1.12500 0.12500 0.01000 0.50000 1.12500 0.87500

4.10000 4.12500 5.65000 2.20000 2.87500

0.62500 0.50000 0.37500 0.75000 0.01000 1.00000 0.37500 1.37500

1.50000 0.87500

EUR EUR EUR EUR

EUR EUR EUR EUR EUR

EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR

(32)

201

202

FLOATING RATE BONDS

ZERO COUPON BONDS SK

US

DE

SLOVAKIA

GERMANY

03/20 10/20 05/20

10/19 05/19

03/37 10/47 05/28

10/42 05/42

08/26 - - -

- - SLOVAKIA 1,875% 17-09.03.37

SLOVAKIA 2,0% 17-17.10.47 RABOBK NY 0,875% 20-05.05.28

ALLIANZ SE 5,625% 12-17.10.42 MUNICH RE 6,25% 12-26.05.42

GERMANY 0% 16-15.08.26

1,430,000.0000 900,000.0000 300,000.0000

700,000.0000

16,380,000.0000

700,000.0000 1,400,000.0000

16,380,000.0000 1.87500

2.00000 0.87500

5.62500 6.25000

EUR EUR EUR

EUR EUR

EUR