AMUNDI PATRIMOINE - Euronext

AMUNDI PATRIMOINE

UCITS governed by French law

Management Company

Amundi Asset Management

Sub-delegation of accounting function in title

CACEIS Fund Administration France

Custodian:

CACEIS BANK

Auditor S.F.P.B. AUDIT & COMPTABILITE

HALF-YEARLY INFORMATION

DECEMBER 2017

UCITS AMUNDI PATRIMOINE

Half-yearly information as at 29/12/2017 2

Asset statement in EUR

Asset statement elements Sum on the periodic statement *

a) Eligible securities mentioned in section 1 of part I of article L.214-20 of the monetary and financial code. 1,927,250,865.22

b) Bank assets 193,892,795.00

c) Other assets held by the UCI 4,153,869,378.91

d) Total assets held by the UCI (lines a+b+c) 6,275,013,039.13

e) Liabilities -2,567,289,330.61

f) Net asset value (lines d+e = net assets of the UCI) 3,707,723,708.52

* The amounts are signed

Number of units in circulation and net asset value

Unit Type of unit Net Assets per Unit Number of Units in

circulation Net asset value per

unit

AMUNDI PATRIMOINE I C 2,953,596.17 58.823 50,211.58

AMUNDI PATRIMOINE M-C C 39,320,006.91 356,555.202 110.27

AMUNDI PATRIMOINE C C 2,831,400,556.12 23,956,037.608 118.19

AMUNDI PATRIMOINE S-C C 643,511,434.87 5,716,123.605 112.57

AMUNDI PATRIMOINE O-C C 190,537,914.39 1,664,862.017 114.44

AMUNDI PATRIMOINE

RETRAITE-C C 100.13 1.000 100.13

AMUNDI PATRIMOINE R-C C 99.93 1.000 99.93



Elements of the securities portfolio

Elements of the securities portfolio Percentage of net assets *

Total percentage of

assets **

A) Qualifying financial securities and money market instruments listed for trading on

a regulated market within the meaning of article L. 422-1 of the Monetary and

Financial Code. And B) Qualifying financial securities and money market instruments listed for

trading on another regulated market, legally approved, recognised, open to the

public and with a registered office located in a Member State of the European Union

or in another State that is a party to the European Economic Area agreement.

30.70 18.14

C) Qualifying financial securities and money market instruments listed officially on a

securities market in a third country or traded on another market in a third country,

that is regulated, legally approved, recognised and open to the public, even if this

stock market or market does not appear on the list drawn up by the Financial

Markets Authority, or where the choice of this stock market or market is required by

law or by the regulations or articles of association of the undertaking for collective

investment in transferable securities.

20.85 12.32

D) Newly issued financial securities as detailed in section 4 of part I of article R.

214-11 of the Monetary and Financial Code.

E) Other assets: These are the assets listed in part II of article R. 214-11 of the

Monetary and Financial Code.

* Please see under f) in the asset statement

** Please see under d) in the asset statement



Breakdown of assets from A), B), C), D) from the securities

portfolio, by currency

Securities Curren

cy Amount (EUR) Percentage of net

assets * Total percentage of

assets **

Danish Krone DKK 215,009.27 0.01

Norwegian Krone NOK 10,809.80

Swedish Krona SEK 2,770.60

US Dollar USD 784,684,328.57 21.16 12.50

Euro EUR 1,107,959,860.96 29.88 17.66

Swiss Franc CHF 1,919,628.98 0.05 0.03

Pound Sterling GBP 22,991,824.04 0.62 0.37

TOTAL 1,927,250,865.22 51.98 30.71






portfolio, by issuer's country of residence

Country Percentage of net


assets **

Italy 15.70 9.28

United States of America 14.35 8.48

France 3.88 2.29

Netherlands 2.76 1.63

United Kingdom 2.42 1.43

Germany 1.82 1.08

Mexico 1.10 0.65

Spain 0.93 0.55

Sweden 0.80 0.48

Croatia 0.67 0.40

Peru 0.67 0.40

Indonesia 0.64 0.38

Romania 0.60 0.35

Switzerland 0.50 0.30

Bulgaria 0.48 0.28

Poland 0.40 0.24

Ireland 0.38 0.22

Colombia 0.36 0.22

British Virgin Islands 0.34 0.20

Denmark 0.31 0.18

Luxembourg 0.31 0.18

Brazil 0.22 0.13

India 0.22 0.13

Japan 0.20 0.12

Uruguay 0.17 0.10

Russia 0.17 0.10

Norway 0.14 0.08

Australia 0.13 0.08

Jersey 0.13 0.08

Austria 0.13 0.08

Canada 0.11 0.06

Singapore 0.09 0.05

Bermuda 0.09 0.05

Guernsey 0.09 0.05

Belgium 0.08 0.05

Kazakhstan 0.06 0.04

Finland 0.06 0.04

Portugal 0.06 0.03

TOTAL 51.98 30.71




portfolio, by issuer's country of residence

Lithuania 0.05 0.03

Hungary 0.04 0.02

Oman 0.04 0.02

China 0.01 0.01

TOTAL 51.98 30.71





Breakdown of other assets from E) from the securities

portfolio, by type

Type of assets Percentage of net


assets **

Undertakings for collective investment

UCITS and FIA generally intended for non-professionals and equivalent in other countries

Other funds aimed at non-professionals and equivalent in other EU Member States

Funds aimed at general professionals and equivalent in other EU Member States and

listed securitisation organisations

Other funds aimed at professionals and equivalent other EU Member States and non-listed

securitisation organisations

Other non-European organisations

Others

TOTAL





Movements in the securities portfolio during the period in EUR

Elements of the securities portfolio

Movements (in amount)

Acquisitions Transfers

A) Qualifying financial securities and money market instruments listed for trading on

a regulated market within the meaning of article L. 422-1 of the Monetary and

Financial Code. And B) Qualifying financial securities and money market instruments listed for

trading on another regulated market, legally approved, recognised, open to the

public and with a registered office located in a Member State of the European Union

or in another State that is a party to the European Economic Area agreement.

447,819,749.67 751,043,870.41

C) Qualifying financial securities and money market instruments listed officially on a

securities market in a third country or traded on another market in a third country,

that is regulated, legally approved, recognised and open to the public, even if this

stock market or market does not appear on the list drawn up by the Financial

Markets Authority, or where the choice of this stock market or market is required by

law or by the regulations or articles of association of the undertaking for collective

investment in transferable securities.

246,905,440.07 200,607,422.43

D) Newly issued financial securities as detailed in section 4 of part I of article R.

214-11 of the Monetary and Financial Code.

E) Other assets: These are the assets listed in part II of article R. 214-11 of the

Monetary and Financial Code.



Transparency of financing operations on securities and the reuse of financial instruments – SFTR regulations – in

UCI accounting currency (EUR)

Securities Lending

Securities borrowing

Repurchase agreement

Reverse repurchase agreement

TRS

a) Securities and commodities loaned

Amount 94,199,551.41

% of net assets* 3.20%

*% excluding cash and cash equivalent

b) Assets committed for each type of operation for the financing of securities and TRS given as an absolute value

Amount 94,199,551.41

% of net assets 2.54%

c) 10 main issuers of guarantees received (excluding cash) for all types of financing operations

AMUNDI ETF GLOBAL EQUITY MULTI SMART ALL FRANCE

86,294,522.91

CASAM ETF MSCI EUROPE TELECOM SERVICES FRANCE

18,640,509.03

AMUNDI ETF MSCI EUROPE BUYBACK UCITS ETF FRANCE

16,743,933.58

AMUNDI ETF DOW JONES STOXX 50 FRANCE

10,824,905.69

AMUNDI ETF SHORT MSCI USA DAILY FRANCE

9,022,471.20

AMUNDI ETF MSCI EUROPE EX UK FRANCE

8,262,934.85

MERCIALYS SA FRANCE

5,665,178.86

CASAM ETF MSCI UK FRANCE

4,613,044.16

CASAM ETF MSCI EUROPE BANKS

4,384,735.01



Securities Lending




TRS

FRANCE

CASAM ETF MSCI FRANCE

FRANCE

3,681,995.24

d) 10 main counterparties as an absolute value of assets and liabilities without compensation

GOLDMAN SACHS INTERNATIONAL LTD

UNITED KINGDOM

39,204,518.55

MERRIL LYNCH INTERNATIONAL LIMITED UNITED KINGDOM

12,419,903.83

MORGAN STANLEY & CO INTL LONDRES

UNITED KINGDOM

10,744,776.58

SOCIETE GENERALE FRANCE

6,366,129.01

CREDIT AGRICOLE CIB FRANCE

5,874,850.00

BNP ARBITRAGE PARIS FRANCE

5,549,385.00

SKANDINAVIA ENSKILDA BANK SWEDEN

4,218,956.76

UNICREDIT BANK AG (HYPOVEREINSBANK) MUENCHEN

GERMANY

3,656,808.67

BANK OF NOVA SCOTIA - TORONTO (TM) CANADA

2,523,882.56

NATIXIS FRANCE

1,917,947.30



Securities Lending




TRS

e) Type and quality of guarantees (collateral)

Type

- Shares 18,003,082.43

- Bonds 1,898,705.99

- UCI 182,912,757.93

- Transferable debt securities

- Cash 94,790,748.22

Rating

Guarantee currency

- SWISS FRANC 1,073,688.06

- EURO 291,040,103.41

- US DOLLAR 4,518,020.75

- POUND STERLING 973,482.35

f) Settlement and compensation of agreements

Triparties X

Central counterparty

Bilateral X X

g) Expiry of the guarantee broken down by tranches

Less than 1 day

1 day to 1 week

1 week to 1 month

1 to 3 months

3 months to 1 year

Over 1 year 1,898,705.99

Open 200,915,840.36

h) Expiry of operations for the financing of securities and TRS broken down by tranches

Less than 1 day

1 day to 1 week 855,600.00

1 week to 1 month

1 to 3 months

3 months to 1 year

Over 1 year

Open 93,343,951.41



Securities Lending




TRS

i) Data on the reuse of guarantees

Maximum amount (%)

Amount used (%)

Income for the UCI following the reinvestment of cash guarantees in euros

j) Data on the conservation of guarantees received by the UCI

Caceis Bank

Securities 202,814,546.35

Cash 101,570,454.33

k) Data on the conservation of guarantees supplied by the UCI

Securities

Cash

l) Data on the income and costs breakdown

Earnings

- UCI 855,855.61 5,626.46

- Investment Manager

- Third parties

Costs

- UCI 144,097.50

- Investment Manager

- Third parties

e) Data Type and quality of guarantees (collateral) Amundi Asset Management takes care to only accept securities with a high credit quality and seeks to increase the value of its guarantees by applying discounts on the valuation of the securities received. This measure is regularly reviewed and updated.

i) Data on the reuse of guarantees "The regulations applicable to UCITS prohibit the reuse of guarantees received in securities. Guarantees received in cash are reinvested in the following five areas: o short term monetary UCITS (as defined by the ESMA in its guidelines on listed funds and other issues relating to UCITS) o Deposit o High quality long-term State securities o High quality short-term State securities o Reverse repurchase agreements" The maximum amount for reuse is 0% for securities and 100% of the amount received for cash. The amount used is 0% for securities and 100% for cash received.



k) Data on the conservation of guarantees supplied by the UCI Amundi Asset Management seeks to work with a low number of depositaries, selected to ensure the proper conservation of securities received and cash.

l) Data on the income and costs breakdown Securities lending transactions and repurchase agreements: As part of the securities lending transactions and repurchase agreements, Amundi Asset Management has entrusted Amundi Intermédiation, on behalf of the UCITS, with the following tasks: selecting counterparties, requesting the implementation of market agreements, checking the counterparty risk, performing the qualitative and quantitative monitoring of collateralisation (dispersion checks, ratings, liquid assets), pensions and securities lending. The income arising from these transactions is returned to the UCITS. These transactions incur costs which are borne by the UCITS. Invoicing by Amundi Intermédiation may not exceed 50% of the income generated by these transactions.



Details of securities portfolio in EUR

Name of security Currency No. or

nominal qty Current value % Net

Assets

Equities and similar securities

Equities and related securities traded on a regulated market or related

market

GERMANY ALLIANZ SE EUR 5,500 1,053,250.00 0.03

BAYER EUR 31,629 3,289,416.00 0.09

BEIERSDORF NOM EUR 7,288 713,495.20 0.02

COMMERZBANK AG EUR 102,201 1,278,023.51 0.03

CONTINENTAL AG O.N. EUR 43 9,677.15 COVESTRO AG EUR 11,320 973,859.60 0.03

DEUTSCHE POST AG NAMEN EUR 73,241 2,911,329.75 0.08

DEUTSCHE TELEKOM AG EUR 357,027 5,282,214.47 0.14

DEUTSCHE WOHNEN SE EUR 20,802 758,440.92 0.02

EVONIK INDUSTRIES AG EUR 26,005 815,776.85 0.02

FRESENIUS EUR 72,656 4,727,725.92 0.13

GEA GROUP EUR 17,220 688,972.20 0.02

HEIDELBERGER ZEMENT EUR 48,355 4,364,038.75 0.12

MERCK KGA EUR 8,703 781,094.25 0.02

OSRAM LICHT AG EUR 12,396 928,832.28 0.03

PUMA AG EUR 3,166 1,149,258.00 0.03

SIEMENS AG NAMEN EUR 12,342 1,433,523.30 0.04

SYMRISE AG EUR 2,119 151,762.78 THYSSENKRUPP AG EUR 49,390 1,195,978.85 0.03

VOLKSWAGEN AG PRIVILIGIEE NON VTG PRF EUR 3,354 558,273.30 0.02

VONOVIA SE EUR 11,723 485,214.97 0.01

ZALANDO SE EUR 20,486 903,739.89 0.02 GERMANY TOTAL 34,453,897.94 0.93

AUSTRIA ANDRITZ AG EUR 37,392 1,760,602.32 0.05

AUSTRIA TOTAL 1,760,602.32 0.05

BELGIUM KBC GROUPE EUR 20,724 1,473,683.64 0.04

SOLVAY EUR 3,501 405,765.90 0.01 BELGIUM TOTAL 1,879,449.54 0.05

BERMUDA BUNGE LTD USD 58,000 3,240,039.97 0.09

BERMUDA TOTAL 3,240,039.97 0.09






Assets

DENMARK

LUNDBECK DKK 5,082 215,009.27 0.01 DENMARK TOTAL 215,009.27 0.01

SPAIN BANCO DE BILBAO VIZCAYA S.A. EUR 774,611 5,509,033.43 0.15

BANCO SANTANDER S.A. EUR 169,978 931,309.46 0.03

CAIXABANK S.A. EUR 208,667 811,505.96 0.02

FERROVIAL EUR 21,425 405,468.13 0.01

IBERDROLA S.A. EUR 458,658 2,962,930.68 0.08

INDITEX EUR 184,492 5,358,570.14 0.14

REPSOL EUR 8,690 128,134.05 SPAIN TOTAL 16,106,951.85 0.43

UNITED STATES OF AMERICA AES CORP USD 372,978 3,363,883.86 0.09

AMERICAN AIRLINES USD 81,462 3,529,703.41 0.10

ANADARKO PETROLEUM CORP USD 58,432 2,610,170.29 0.07

ANDEAVOR USD 28,367 2,701,101.58 0.07

AT AND T INC USD 107,770 3,489,421.72 0.09

BEAR NEWCO INC-CLASS A USD 114,200 3,009,067.29 0.08

BED BATH & BEYOND INC USD 131,815 2,413,900.61 0.07

BEST BUY COMPANY INC USD 69,389 3,956,582.97 0.11

BLOCK H&R INC USD 3,300 72,056.96 CENTURYTEL INC USD 171,339 2,380,025.42 0.06

DELTA AIR LINES USD 75,978 3,543,277.81 0.10

DEVON ENERGY USD 82,217 2,834,596.77 0.08

DICK'S SPORTING GOODS INC USD 76,864 1,839,666.36 0.05

DISCOVERY COMM SERIES A USD 196,300 3,658,555.96 0.10

ENTERGY CORP USD 48,900 3,314,432.88 0.09

EXPRESS SCRIPTS HOLDINGS CO. USD 64,285 3,995,863.09 0.11

FLUOR CORP NEW USD 28,276 1,216,235.34 0.03

FOOT LOCKER INC USD 81,090 3,165,805.46 0.09

FREEPORT-MCMORAN COPPER & GOLD- B USD 126,636 1,999,515.79 0.05

GAP INC USD 146,255 4,148,438.79 0.11

GOODYEAR TIRE & RUBBER CO USD 117,525 3,162,252.46 0.09

HCA HEALTHCARE INC USD 47,094 3,444,984.14 0.09

HOLLY FRONTIER USD 107,500 4,585,401.40 0.12

HP ENTERPRISE USD 1,343 16,060.53 INTEL CORP USD 122,739 4,718,214.72 0.13

KOHL'S CORP USD 103,729 4,684,563.35 0.13






Assets

KROGER

USD

174,364

3,985,919.22

0.11

LEAR CORP USD 28,598 4,207,297.37 0.11

MACYS INC. USD 2,278 47,787.16 MARATHON OIL CORP USD 222,018 3,130,217.14 0.08

MICRON TECHNOLOGY INC USD 140,915 4,825,470.35 0.13

MURPHY OIL USD 102,689 2,655,307.67 0.07

NEWFIELD EXPLORATION USD 88 2,310.66 NEWS CORP/NEW-CL A-W/I USD 19,300 260,537.14 0.01

NOBLE ENERGY INC USD 93,196 2,261,601.80 0.06

NORDSTROM INC COM NPV USD 22,352 881,943.50 0.02

RALPH LAUREN A USD 39,835 3,439,782.77 0.09

SOUTHWEST AIRLINES USD 66,192 3,607,816.79 0.10

SPRINT CORP-W/I USD 153,950 755,134.49 0.02

TARGET CORP USD 65 3,532.02 THE MOSAIC CO USD 172,788 3,692,321.85 0.10

UNITED RENTALS INC USD 36,231 5,186,934.72 0.14

VERIZON COMMUNICATIONS EX BELL ATLANTIC USD 91,279 4,023,482.24 0.11

VIACOM INC CL B USD 155,678 3,994,369.74 0.11

WESTERN DIGITAL CORP USD 26,400 1,748,494.34 0.05

WHIRLPOOL CORP USD 21,415 3,007,516.32 0.08 UNITED STATES OF AMERICA TOTAL 129,571,556.25 3.50

FINLAND NOKIA (AB) OYJ EUR 592,113 2,305,688.02 0.06

FINLAND TOTAL 2,305,688.02 0.06

FRANCE ACCOR EUR 19,760 849,680.00 0.02

ALSTOM EUR 85,094 2,944,677.87 0.08

AXA EUR 42,981 1,063,135.04 0.03

BNP PARIBAS EUR 35,003 2,178,936.75 0.06

BOUYGUES EUR 22,512 974,994.72 0.03

CAPGEMINI EUR 23,676 2,341,319.64 0.06

CARREFOUR EUR 3,703 66,802.12 DANONE EUR 11,682 817,155.90 0.02

DBV TECHNOLOGIES EUR 4,256 178,305.12 ILIAD EUR 6,625 1,323,343.75 0.04

INGENICO EUR 71 6,319.71 INGENICO EUR 71 6,319.71 IPSEN EUR 23,627 2,352,540.39 0.06

LEGRAND SA HOLDING EUR 66,213 4,250,212.47 0.11






Assets

L'OREAL

EUR

11,886

2,198,315.70

0.06

LVMH (LOUIS VUITTON - MOET HENNESSY) EUR 36 8,834.40 NATIXIS EUR 166,108 1,095,648.37 0.03

PERNOD RICARD EUR 29,505 3,893,184.75 0.11

PEUGEOT EUR 59,517 1,009,110.74 0.03

REMY COINTREAU EUR 22 2,541.00 SAINT-GOBAIN EUR 105,391 4,845,878.18 0.13

SCHNEIDER ELECTRIC SA EUR 69,842 4,949,004.12 0.13

SOCIETE GENERALE SA EUR 22,714 977,837.70 0.03

VALLOUREC EUR 5,946 29,938.11 VEOLIA ENVIRONNEMENT EUR 44,276 941,971.90 0.03

VINCI (EX SGE) EUR 35,446 3,018,226.90 0.08

ZODIAC AEROSPACE EUR 33,406 832,811.58 0.02 TOTAL FRANCE 43,156,156.54 1.16

BRITISH VIRGIN ISLANDS MICHAEL KORS HOLDINGS LIMITED USD 113,277 5,938,363.72 0.16

BRITISH VIRGIN ISLANDS TOTAL 5,938,363.72 0.16

IRELAND AIB GROUP PLC EUR 494,232 2,718,276.00 0.07

CRH PLC EUR 174,666 5,232,120.03 0.14

KERRY GROUP EUR 38,476 3,597,506.00 0.10

SEAGATE TECHNOLOGY USD 2,200 76,655.56 IRELAND TOTAL 11,624,557.59 0.31

ITALY ANIMA HOLDING SPA EUR 128,063 763,255.48 0.02

ASSICURAZIONI GENERALI EUR 54,997 835,954.40 0.02

ENI SPA EUR 350,577 4,837,962.60 0.14

FINMECCANICA EUR 7,774 77,118.08 GRUPPO EDITORIALE L'ESPRESSO SPA EUR 5,388 3,779.68 SALVATORE FERRAGAMO EUR 19 420.85 TELECOM ITALIA ORD SPA EUR 219 157.79

ITALY TOTAL 6,518,648.88 0.18

JERSEY SHIRE GBP 86,554 3,802,856.98 0.10

JERSEY TOTAL 3,802,856.98 0.10

LUXEMBOURG ARCELORMITTAL EUR 159,501 4,324,869.62 0.12

LUXEMBOURG TOTAL 4,324,869.62 0.12






Assets

NORWAY

STATOILHYDRO NOK 606 10,809.80 NORWAY TOTAL 10,809.80

NETHERLANDS AIRBUS SE EUR 9,713 806,179.00 0.02

AKZO NOBEL EUR 41,103 3,001,341.06 0.08

ASML HOLDING NV EUR 3,515 510,202.25 0.01

FIAT INVESTMENTS NV EUR 71,320 1,063,381.20 0.03

ING GROEP NV EUR 489,267 7,498,016.78 0.21

KONINKLIJKE AHOLD NV EUR 109 1,998.52 KONINKLIJKE KPN NV EUR 688,255 2,001,445.54 0.05

NN GROUP NV EUR 29,102 1,051,164.24 0.03

NXP SEMICONDUCTO USD 7,396 721,183.91 0.02

QIAGEN EUR 409 10,711.71 ROYAL PHILIPS EUR 151,758 4,786,447.32 0.13

UNILEVER EUR 63,670 2,989,624.85 0.08 NETHERLANDS TOTAL 24,441,696.38 0.66

UNITED KINGDOM ANGLO AMERICAN GBP 250 4,364.05 ASTRAZENECA PLC GBP 19,840 1,144,602.49 0.03

AVIVA PLC GBP 163,245 931,488.68 0.03

BURBERRY GROUP PLC GBP 47,626 961,480.22 0.03

CARNIVAL PLC GBP 13,449 741,198.76 0.02

CRODA INTERNATIONAL GBP 17,466 870,496.07 0.02

DIALOG SEMICONDUCTOR EUR 16,167 419,533.65 0.01

HSBC HLDGS PLC GBP GBP 4,255 36,761.79 IMPERIAL BRANDS PLC GBP 19,083 680,637.39 0.02

INTERCONTINENTAL HOTELS GBP 44 2,339.17 LONDON STOCK EXCHANGE GBP 10 427.31 MEGGITT GBP 142,821 775,849.56 0.02

PRUDENTIAL PLC GBP 186,365 4,000,659.13 0.11

RECKITT BENCKISER PLC GBP 10,739 837,077.01 0.02

ROYAL DUTCH SHELL PLC GBP 202,131 5,647,325.86 0.15

SAINSBURY J. PLC GBP 15 40.79 SMITH & NEPHEW PLC GBP 336 4,875.44 TATE LYLE GBP 66,947 530,206.06 0.01

TECHNIPFMC LIMITED EUR 100,925 2,608,911.25 0.07

WEIR GROUP (THE) GBP 43,720 1,045,654.93 0.03 UNITED KINGDOM TOTAL 21,243,929.61 0.57






Assets

SINGAPORE

FLEXTRONICS INTL LTD USD 226,800 3,397,844.77 0.09 SINGAPORE TOTAL 3,397,844.77 0.09

SWEDEN MODERN TIMES -B- SEK 79 2,770.60

SWEDEN TOTAL 2,770.60

SWITZERLAND BARRY CALLEBAUT AG CHF 35 60,808.44 CLARIANT AG NAMEN CHF 96 2,235.61 LAFARGEHOLCIM LTD CHF 67 3,146.31 LINDT & SPRUENGLI AG CHF 56 284,749.82 0.01

TEMENOS GROUP AG N CHF 5,200 555,484.34 0.01 SWITZERLAND TOTAL 906,424.52 0.02

TOTAL Equities & rel. secs. traded on regul. or rel. mkts. 314,902,124.17 8.49

Equities and related securities not traded on a regulated market or

related market

FRANCE FINANCIERE HMY ACTION ORDINAIRE NOUVELLE EUR 327,002 327,002.00 0.01

FINANCIERE HMY ADP 1 EUR 2,210,243 2,218,604.00 0.06

FONDASOL ALLIANCE EUR 681,000 681,000.00 0.02

SONICA SRL EUR 4,732,955 4,732,955.00 0.13

2A SOFTWARE AO EUR 1,507,072 1,507,072.00 0.04 TOTAL FRANCE 9,466,633.00 0.26

TOTAL Equities & rel. secs. not traded on regul. or rel. mkt. 9,466,633.00 0.26

TOTAL Equities and related securities 324,368,757.17 8.75

Bonds and related securities Bonds and related securities traded on a regulated market or related

market

GERMANY BAYER AG 2.375% 02-04-75 EUR 2,000,000 2,076,142.74 0.06

BER 3.5% 23-04-75 EMTN EUR 800,000 862,625.64 0.02

BERT AG 3.0% 23-04-75 EUR 3,300,000 3,558,551.38 0.10

BERTELSMANN 2.625% 08/22 EUR 1,000,000 1,116,415.34 0.03

DEUT BAN 2.75% 17-02-25 EMTN EUR 2,586,000 2,727,220.40 0.07

DEUT LUFTHANSA AG 5.125% 12-08-75 EUR 2,392,000 2,751,908.84 0.07

DEUTSCHE BANK 4.296% 05/28 USD 1,720,000 1,421,311.86 0.04

DEUTSCHE BK E3R+0.5% 07-12-20 EUR 500,000 502,055.25 0.01

DEUTSCHE BK 1.5% 20-01-22 EMTN EUR 2,000,000 2,096,422.74 0.06

DVB BA 0.875% 09-04-21 EMTN EUR 1,000,000 1,005,198.63 0.03

DVB BA 1.0% 29-07-19 EMTN EUR 1,000,000 1,009,978.77 0.03






Assets

DVB BANK SE 1.0% 25-04-22 EMTN

EUR

1,000,000

1,003,181.51

0.03

ENBW ENERGIE BADENWUERTTEMB 3.375% 05-04-77 EUR 1,720,000 1,899,074.62 0.05

ENBW 3 5/8 04/02/76 EUR 860,000 950,619.02 0.03

EVONIK INDUSTRIES 2.125% 07-07-77 EUR 2,300,000 2,369,433.53 0.06

LANXE 2.625% 21-11-22 EMTN EUR 1,000,000 1,108,712.47 0.03

LANXESS FINANCE 4.5% 06-12-76 EUR 1,708,000 1,948,646.44 0.05

VOLKSWAGEN LEASING GMBH EUR 1,000,000 1,090,303.15 0.03 GERMANY TOTAL 29,497,802.33 0.80

AUSTRALIA CW BK AUST 2.5% 18-09-22 USD 2,000,000 1,659,046.74 0.04

MACQUARIE GROUP 3.189% 28-11 -23 USD 2,200,000 1,826,140.01 0.05

WESTPAC BANKING CORP 5.0% PERP USD 1,700,000 1,433,966.80 0.04 AUSTRALIA TOTAL 4,919,153.55 0.13

AUSTRIA ERST GRO 5.5% 26-05-25 EMTN USD 1,000,000 881,373.07 0.02

UNIQ VERS AG 6.0% 27-07-46 EUR 1,700,000 2,182,360.33 0.06 AUSTRIA TOTAL 3,063,733.40 0.08

BELGIUM ANHE 0.875% 17-03-22 EMTN EUR 1,000,000 1,032,480.00 0.03

BELGIUM TOTAL 1,032,480.00 0.03

BRAZIL BRAZ GOVE INT 6.0% 07-04-26 USD 8,600,000 8,132,925.27 0.22

BRAZIL TOTAL 8,132,925.27 0.22

BULGARIA BULG GOV 2.625% 26-03-27 EMTN EUR 15,360,000 17,727,018.08 0.48

TOTAL BULGARIA 17,727,018.08 0.48

CANADA BANK OF NOVA SCOTIA TORONTO 4.65% PERP USD 2,600,000 2,176,682.63 0.07

ENBCN 4 01/10/2023 USD 1,000,000 877,092.12 0.02

ENBRIDGE INC 3.5% 10-06-24 USD 1,000,000 843,459.45 0.02 CANADA TOTAL 3,897,234.20 0.11

CHINA ALIBABA GROUP 2.8% 06-06-23 USD 600,000 499,224.58 0.01

CHINA TOTAL 499,224.58 0.01

COLOMBIA COLOMBIA 4% 26/02/24 USD 15,401,000 13,503,592.58 0.36

COLOMBIA TOTAL 13,503,592.58 0.36






Assets

CROATIA

CROATIA GOVERNMENT INTERNATIONAL BOND 3.875% 30-05-22 EUR 21,840,000 24,979,911.37 0.67

CROATIA TOTAL 24,979,911.37 0.67

DENMARK DANBNK 5 3/4 10/31/49 EUR 3,900,000 4,287,500.36 0.12

DANS 0.5% 06-05-21 EMTN EUR 1,000,000 1,015,625.07 0.03

ISS GLOB 1.125% 07-01-21 EMTN EUR 1,000,000 1,034,746.71 0.03

ORSTED 2.25% 26-11 -29 EUR 1,500,000 1,530,866.25 0.04

ORSTED 6.25% 31-12-99 EUR 2,800,000 3,513,259.34 0.09 DENMARK TOTAL 11,381,997.73 0.31

SPAIN AMAD CAP 1.625% 17-11-21 EMTN EUR 1,000,000 1,051,582.47 0.03

BANCO NTANDER 3.5% 11-04-22 USD 1,800,000 1,540,571.29 0.04

BANKIA SA 3.375% 15-03-27 EUR 3,000,000 3,235,574.79 0.08

BCO SANT CENT HIS 6.25% PERP EUR 1,000,000 1,102,203.06 0.03

FERR EMIS 0.375% 14-09-22 EUR 1,000,000 996,660.41 0.03

SANT ISS 2.5% 18-03-25 EMTN EUR 4,000,000 4,288,046.03 0.11

SANT ISS 3.25% 04-04-26 EMTN EUR 1,200,000 1,352,696.71 0.04

TELEFONICA 4.57% 27/04/2023 USD 3,100,000 2,811,268.18 0.08 SPAIN TOTAL 16,378,602.94 0.44

UNITED STATES OF AMERICA ABBVIE 3.2% 14-05-26 USD 1,290,000 1,078,415.03 0.03

AMER HESS COR 4.3% 01-04-27 USD 860,000 728,027.02 0.02

AMEX CREDIT 0.625% 22-11-21 EUR 1,000,000 1,015,049.18 0.03

AMGEN INC 3.625% 15/05/2022 USD 2,007,000 1,740,386.12 0.05

ANHEUSER BUSCH 2.625% 01/23 USD 3,526,000 2,960,231.35 0.08

APPLE 3.0% 09-02-24 USD 3,784,000 3,232,376.75 0.09

AT T 3.9% 14-08-27 USD 1,900,000 1,619,614.98 0.04

AT T 4.3% 15-02-30 USD 4,000,000 3,348,741.58 0.09

BANK OF AMERICA CORP 2.369% 21 -07-21 USD 5,000,000 4,201,950.78 0.11

BANK OF AMERICA CORP 3.125% 20-01 -23 USD 3,720,000 3,186,223.70 0.09

BANK OF NEW YORK MELLON FIX 16-05-23 USD 1,023,000 853,358.25 0.02

CATERPILLAR FINANCIAL SERVICES 3.3% 09-06-24 USD 2,000,000 1,719,903.40 0.05

CELGENE 3.875% 15-08-25 USD 1,720,000 1,507,398.04 0.04

CHARTER COMMUNICATIONS OPERATING LLC C 4.464%

23-07-22 USD 1,600,000 1,419,680.21 0.04

CITIGROUP FIX 24-07-23 USD 2,500,000 2,097,502.36 0.06

CITIGROUP 2.7% 27-10-22 USD 600,000 497,648.23 0.01

CITIGROUP 4.125% 25-07-28 USD 5,160,000 4,514,459.28 0.12






Assets

CRH AMER INC 3.875% 18-05-25

USD

900,000

785,614.07

0.02

DEVON ENERGY CORPORATION USD 2,580,000 2,197,003.50 0.06

DIAM 1 FIND 2 5.45% 15-06-23 USD 2,795,000 2,524,170.37 0.07

DISCOVERY COMMUNICATIONS LLC 3.8% 13-03-24 USD 2,666,000 2,281,022.12 0.06

DOW 3 1/2 10/01 /24 USD 1,000,000 864,985.38 0.02

DUKE ENERGY 3.95% 10/23 USD 3,440,000 3,038,470.91 0.08

ENTERPRISE PRODUCTS OPERATING LLC 4.875% 16-08-77 USD 4,350,000 3,702,434.26 0.10

ENTERPRISE PRODUCTS OPERATING LLC 5.25% 16-08-77 USD 3,050,000 2,584,166.77 0.07

ETP 3.6 02/01/23 USD 3,200,000 2,714,936.71 0.07

EXELON GENERATION CO LLC 3.4% 15-03-22 USD 1,074,000 920,958.58 0.02

FORD MOTO CRE 3.336% 18-03-21 USD 3,400,000 2,906,677.22 0.08

GENERAL MOTORS FINANCIAL 3.95% 13-04-24 USD 3,612,000 3,126,984.25 0.08

GOLD SACH GR E3R+0.63% 09-09-22 EUR 1,000,000 1,009,644.86 0.03

GOLD SACH GR 3.0% 26-04-22 USD 4,300,000 3,617,376.19 0.10

GOLD SACH GR 3.272% 29-09-25 USD 2,340,000 1,959,425.65 0.05

GOLDMAN SACHS GRP 5.75% 24/01/2022 USD 1,740,000 1,643,198.49 0.04

HOME DEPOT 3.35% 15-09-25 USD 2,000,000 1,738,274.48 0.05

HYUN CAPI AME 2.45% 15-06-21 USD 2,000,000 1,631,545.64 0.04

JOHNSON CONTROLS INTERNATIONAL PLC ZCP 04-12-20 EUR 210,000 209,300.70 0.01

JP MORGAN CHASE AND CO 2.776% 25-04-23 USD 5,676,000 4,749,601.72 0.13

JPM 2.625% 04/23/2021 EUR 1,000,000 1,100,379.04 0.03

KINDER MORGAN 3.45% 15/02/2023 USD 1,720,000 1,459,635.38 0.04

KRAFT FOODS GROUP INC USD 2,580,000 2,203,946.95 0.06

MARATHON OIL CORP USD 869,000 718,453.58 0.02

MASTERCARD 1.1% 01-12-22 EUR 1,000,000 1,033,244.52 0.03

METLIFE INC 3.048% 15/12/22 USD 1,634,000 1,383,707.35 0.04

MICROSOFT 2.875% 06-02-24 USD 3,628,000 3,100,144.08 0.08

MORGAN STANLEY USD 3,784,000 3,428,023.64 0.09

MPLX LP 4.125% 01 -03-27 USD 860,000 744,191.61 0.02

ORACLE 2.5% 15-05-22 USD 1,000,000 837,311.23 0.02

PAA 3.85 10/15/23 USD 985,000 825,816.57 0.02

PCLN 0.8 03/10/22 EUR 1,000,000 1,019,773.42 0.03

PEPSI 3.0% 15-10-27 USD 1,250,000 1,045,393.35 0.03

PROLOGIS LP 1.375% 13-05-21 EUR 1,000,000 1,045,642.74 0.03

PRUDENTIAL FINANCIAL 4.5% 16-11 -21 USD 1,548,000 1,387,804.95 0.04

SCHLUMBERGER 3.625% 21-12-22 USD 1,900,000 1,633,968.88 0.04

SIMON PROPERTY GROUP LP 2.375 02/10/2020 EUR 1,100,000 1,171,413.51 0.03

SOLV FINA AME 4.45% 03-12-25 USD 1,800,000 1,601,739.67 0.04

STANDARD CHART BK 5.70% 25/01/2022 USD 2,100,000 1,930,969.35 0.05






Assets

TARGET CORPORATION 3.5% 01-07-24

USD

2,000,000

1,738,864.83

0.05

TU 0 3/8 07/15/27 USD 70,000,000 58,606,405.27 1.58

TIME WARNER INC 15/01/22 USD 1,677,000 1,481,545.52 0.04

UNIT GROU 2.875% 15-03-23 USD 1,634,000 1,385,913.13 0.04

UNIT TECH COR 1.125% 15-12-21 EUR 1,000,000 1,033,865.62 0.03

US TREASURY 4,75% 15/02/2041 USD 65,532,600 75,108,926.77 2.03

VERIZON 5.15% 09/15/2023 USD 2,068,000 1,941,316.06 0.05

WAL MART STORES 2.35% 15-12-22 USD 1,600,000 1,334,557.33 0.04

WELL FAR 1.125% 29-10-21 EMTN EUR 1,000,000 1,034,874.25 0.03

WELL FARG AND 2.5% 04-03-21 USD 4,000,000 3,354,676.52 0.09

Wl TREA 0.125% 15-07-26 IND USD 176,319,700 147,805,025.45 3.98 UNITED STATES OF AMERICA TOTAL 402,424,288.70 10.85

FRANCE ACCOR 2.625% 02/21 EUR 1,000,000 1,095,386.71 0.03

AKEFP 4 3/4 10/29/49 EUR 3,000,000 3,319,827.12 0.09

ALD 0.875% 18-07-22 EMTN EUR 1,000,000 1,016,221.37 0.03

AXASA 3 7/8 05/20/49 EUR 2,060,000 2,358,651.18 0.06

BFCM(BQUE FEDER.CREDIT M 3.0% 21/05/2024 EUR 2,500,000 2,822,043.84 0.08

BN 2.875% 01-10-26 EMTN EUR 4,000,000 4,469,736.44 0.11

BNP PAR 3.8% 10-01-24 USD 3,100,000 2,717,717.72 0.07

BNP PARIBAS FIX PERP EUR 5,450,000 6,322,166.64 0.16

BNP PARIBAS 5.125% PERP USD 3,000,000 2,510,059.96 0.07

BNP PARIBAS 7.375% PERP USD 4,000,000 3,948,272.45 0.11

BPCE 3.0% 22-05-22 USD 1,500,000 1,253,997.34 0.03

BPCE 4.5% 15-03-25 USD 1,200,000 1,058,464.36 0.03

BPCEGP 5.7 10/22/23 USD 2,000,000 1,865,325.89 0.05

CAPGEMINI SE 0.5% 09-11-21 EUR 1,000,000 1,009,723.42 0.03

CARR 1.75% 15-07-22 EMTN EUR 1,000,000 1,066,316.58 0.03

CASA 6.50% PERP EUR 3,250,000 3,692,247.36 0.10

CNP ASSURANCES 1.875% 20-10-22 EUR 1,000,000 1,059,912.74 0.03

CREDIT MUTUEL ARKEA 1.875% 25-10-29 EUR 4,300,000 4,340,488.33 0.12

EDF 5.25% 12/49 USD 1,700,000 1,479,385.55 0.04

GECINA E3R+0.38% 30-06-22 EMTN EUR 1,000,000 1,003,607.08 0.03

GROUPAMA SA 6.375% PERP EUR 700,000 870,103.26 0.02

GROUPE AUCHAN 0.625% 07-02-22 EUR 1,000,000 1,015,910.68 0.03

GROUPE DANONE 1.75% PERP EMTN EUR 2,400,000 2,421,279.45 0.07

ORAN 4.0% PERP EMTN EUR 750,000 838,666.03 0.02

ORAN 5.0% PERP EMTN EUR 2,000,000 2,401,673.42 0.06

ORANGE 5.25% PERP EUR 3,050,000 3,774,148.55 0.10






Assets

PSA BANQUE FRANCE 0.625% 10-10-22

EUR

1,000,000

1,001,445.48

0.03

RENAULT CREDIT INTL BANQUE 0.75% 12-01-22 EUR 1,000,000 1,016,715.07 0.03

RENAULT CREDIT INTL BANQUE 0.75% 26-09-22 EUR 1,000,000 1,010,194.25 0.03

SG 3.25% 12-01-22 EMTN USD 2,600,000 2,216,966.61 0.06

SG 4.25% 14-04-25 USD 1,000,000 856,067.95 0.02

SOCGEN 5% 17/01/2024 USD 2,600,000 2,358,221.55 0.06

SOCGEN 6 12/31/49 USD 4,120,000 3,589,457.36 0.10

SODEXHO 1.75% 24-01-22 EUR 1,000,000 1,072,253.15 0.03

SOLVAY FINANCE 5.869% PERP EUR 2,000,000 2,475,340.05 0.07

SUEZ SA 2.875% PERP EUR 2,000,000 2,160,761.37 0.06

TOT 3.369% PERP EMTN EUR 500,000 553,562.41 0.01

TOT 3.875% PERP EMTN EUR 3,000,000 3,441,563.42 0.09

VALEO 0.375% 12-09-22 EMTN EUR 1,000,000 998,390.96 0.03

VEOLIA ENVIRONNEMENT 0.672% 30-03-22 EUR 1,000,000 1,018,676.66 0.03 TOTAL FRANCE 83,500,949.76 2.25

GUERNSEY CRED SUIS SA GRP FINANCE 3.8% 09-06-23 USD 3,750,000 3,229,558.77 0.09

GUERNSEY TOTAL 3,229,558.77 0.09

HUNGARY HUNGARY GOVERNMENT INTL BOND 1.75% 10-10-27 EUR 1,500,000 1,560,488.01 0.04

HUNGARY TOTAL 1,560,488.01 0.04

BRITISH VIRGIN ISLANDS SINO GROU OVE 2.75% 03-05-21 USD 2,800,000 2,338,684.34 0.06

Sinopec Group Overseas 4.375% 10/04/2024 USD 4,700,000 4,196,891.99 0.12 BRITISH VIRGIN ISLANDS TOTAL 6,535,576.33 0.18

INDIA EXIMBK 3 7/8 10/02/19 USD 9,495,000 8,130,039.10 0.22

INDIA TOTAL 8,130,039.10 0.22

INDONESIA INDONESIA GOVERNMENT INTL BOND 2.15% 18-07-24 EUR 1,600,000 1,697,927.67 0.05

PERTMINA 4.3% 05/20/2023 USD 25,268,000 22,137,825.73 0.59 INDONESIA TOTAL 23,835,753.40 0.64

IRELAND CLOV PLC SUB 4.5% 11-09-44 USD 1,500,000 1,313,911.56 0.03

FCA BANK SPA IRISH BRANCH 1.0% 15-11-21 EUR 1,000,000 1,024,332.47 0.03 IRELAND TOTAL 2,338,244.03 0.06

ITALY ASS GEN FIX 27-10-47 EMTN EUR 800,000 970,301.26 0.03

ASSICURAZIONI GENERALI 4.125% 04/05/2026 EUR 1,300,000 1,550,711.95 0.04






Assets

ASSICURAZIONI GENERALI 7.75% 12/42

EUR

400,000

518,824.49

0.01

INTE SANP SPA 5.017% 26-06-24 USD 2,000,000 1,702,940.59 0.05

INTE 3.125% 14-07-22 USD 1,400,000 1,174,960.18 0.03

INTESA SANPAOLO 2.855% 23-04-25 EMTN EUR 4,000,000 4,208,783.56 0.11

ITALIE 2.5% 01-12-24 EUR 50,666,000 54,394,332.77 1.47

ITALY BUONI POLIENNALI DEL TESORO 1.2% 01-04-22 EUR 320,000,000 328,726,048.35 8.87

ITALY BUONI POLIENNALI DEL TESORO 1.85% 15-05-24 EUR 170,189,052 176,503,771.03 4.76

UNICREDI 4.375% 03-01-27 EMTN EUR 2,600,000 2,820,792.00 0.08

UNICREDIT 3.75% 12-04-22 USD 3,500,000 2,988,254.71 0.08 ITALY TOTAL 575,559,720.89 15.53

JAPAN BANK OF 0.875% 11-03-22 EMTN EUR 1,000,000 1,027,353.84 0.03

MITSUBISHI UFJ FINANCIAL GROUP INC 2.19% 13-09-21 USD 1,800,000 1,480,280.65 0.04

MIZU FINA GRO 2.273% 13-09-21 USD 2,600,000 2,136,567.06 0.05

SUMITOMO MITSUI FINANCIAL GROUP E3R+0.45% 14-06-22 EUR 1,000,000 1,006,638.33 0.03

SUMITOMO MITSUI FINANCIAL GROUP 0.606% 18-01-22 EUR 1,000,000 1,013,670.96 0.03

SUMITOMO MITSUI FINANCIAL GROUP 2.778% 18-10-22 USD 900,000 749,176.17 0.02 JAPAN TOTAL 7,413,687.01 0.20

JERSEY HTHROW 1 7/8 05/23/22 EUR 1,000,000 1,076,508.22 0.03

JERSEY TOTAL 1,076,508.22 0.03

KAZAKHSTAN KAZAKHSTAN GOUVERNEMENT INTERNATIONAL BD 4.875%

14-10-44 USD 2,600,000 2,361,604.41 0.06

KAZAKHSTAN TOTAL 2,361,604.41 0.06

LITHUANIA REPU DE LETT 1.375% 16-05-36 EUR 1,800,000 1,802,231.51 0.05

LITHUANIA TOTAL 1,802,231.51 0.05

LUXEMBOURG ACT 3.45 03/15/22 USD 1,634,000 1,397,118.99 0.04

EUROFINS SCIENTIFIC 3.25% PERP EUR 1,800,000 1,821,367.97 0.04

HEIGR 3 1/4 10/21/21 EUR 1,000,000 1,117,290.00 0.03

JOHN DEERE BANK E3R+0.27% 03-10-22 EUR 1,000,000 1,004,470.00 0.03

MOLNLY 1 1/2 02/28/22 EUR 1,000,000 1,051,118.63 0.03

SOCIETE EUROPEENNE DES SATELLITES SA 5.625% PERP EUR 600,000 699,631.89 0.02 LUXEMBOURG TOTAL 7,090,997.48 0.19

MEXICO AMERICA MOVIL SAB DE CV 6.375/TV 06/09/2073 EUR 2,000,000 2,511,572.29 0.07

BBVA BANCOMER S.A. 4.375% 10/04/2024 USD 1,350,000 1,189,048.71 0.03






Assets

ETAT DU MEXI 4.125% 21-01-26

USD

6,200,000

5,473,986.09

0.15

PEME PET 5.125% 15-03-23 EMTN EUR 6,400,000 7,720,197.26 0.21

PEMEX PETROLEOS MEXICANOS 6.75% 21-09-47 USD 2,150,000 1,907,704.24 0.05

PEMEX 3.5% 30/01/23 USD 3,010,000 2,497,575.57 0.07

PETROLEOS MEXICANOS 2.5% 21-08-21 EUR 1,000,000 1,060,496.58 0.03

PETROLEOS 5.5% 21/01/2021 USD 20,206,000 18,337,348.85 0.49 MEXICO TOTAL 40,697,929.59 1.10

NORWAY DNB NOR BANK ASA 5.75% PERP USD 2,500,000 2,240,637.61 0.06

DNB NOR BANK ASA 6.5% PERP USD 3,100,000 2,909,099.82 0.08 NORWAY TOTAL 5,149,737.43 0.14

OMAN OMAN GOVERNMENT INTL BOND 6.5% 08-03-47 USD 1,800,000 1,535,747.00 0.04

OMAN TOTAL 1,535,747.00 0.04

NETHERLANDS ABN AMRO BANK NV 4.75% PERP EUR 2,000,000 2,110,764.93 0.06

ABN AMRO BANK NV 5.75% PERP EUR 6,500,000 7,214,028.23 0.18

ABN AMRO BANK NV 6.25% 27/04/22 USD 2,100,000 1,976,546.89 0.05

ABN AMRO BK FIX 27-03-28 USD 4,400,000 3,818,573.18 0.10

ACHMEA BV TF/TV 04/04/2043 EUR 3,620,000 4,468,966.37 0.12

ACHMEA 1 1/8 04/25/22 EUR 1,000,000 1,034,047.95 0.03

AEGON 4 04/25/44 EUR 850,000 980,930.62 0.03

ALLIANZ FIN II E3R+0.5% 07-12-20 EUR 300,000 304,263.00 0.01

ATF NETHERLANDS BV 3.75% PERP EUR 1,200,000 1,324,504.11 0.04

DAIMLER INTL FINANCE BV E3R+0.3% 11-05-22 EUR 1,000,000 1,004,880.00 0.03

DEME INVE BV FOR 4.375% PERP EUR 4,573,000 5,387,965.61 0.14

EDP FIN 3.625% 15-07-24 USD 1,740,000 1,488,228.13 0.04

ENEL FINANCE INTL NV 2.75% 06-04-23 USD 2,180,000 1,800,689.14 0.05

FERROVIAL NETHERLANDS BV 2.124% PERP EUR 1,950,000 1,909,614.70 0.05

GAS NATU FENO 4.125% 30-11-49 EUR 2,600,000 2,854,380.44 0.08

ING GROEP NV 1.625% 26-09-29 EUR 1,300,000 1,310,669.79 0.04

ING GROEP NV 3.15% 29-03-22 USD 3,380,000 2,866,877.83 0.08

JAB HOLD BV 2.125% 16-09-22 EUR 1,000,000 1,080,695.89 0.03

LEASEPLAN CORPORATION NV 0.75% 03-10-22 EUR 1,000,000 1,003,980.41 0.03

RABO NEDE 5.5% PERP EUR 4,000,000 4,347,341.98 0.12

RABO NEDE 6.625% PERP EUR 8,000,000 9,277,600.22 0.24

RABOBK FIX 10-04-29 EMTN USD 2,000,000 1,705,799.83 0.05

REPSOL INTERNATIONAL FINANCE BV 3.875% PERP EUR 2,600,000 2,879,501.78 0.08

REPSOL INTERNATIONAL FINANCE BV 4.5% 25-03-75 EUR 1,900,000 2,183,221.03 0.06






Assets

TELE EURO BV 3.75% PERP

EUR

2,700,000

2,931,404.79

0.08

TENNET HOLDING BV 2.995% PERP EUR 3,000,000 3,183,831.67 0.09

VOLK INTE FINA NV 2.5% PERP EUR 1,550,000 1,624,314.01 0.04

VONO FINA BV 4.0% PERP EUR 2,700,000 2,964,122.14 0.08

VW 3.75% 03/24/49 EUR 1,136,000 1,252,134.21 0.03 NETHERLANDS TOTAL 76,289,878.88 2.06

PERU PERU GOVE INT 2.75% 30-01-26 EUR 21,801,000 24,890,545.14 0.67

PERU TOTAL 24,890,545.14 0.67

POLAND REPUBLIC OF POLAND USD 17,307,000 14,810,446.99 0.40

POLAND TOTAL 14,810,446.99 0.40

PORTUGAL ENER DE PORT 5.375% 16-09-75 EUR 1,800,000 2,093,971.07 0.06

PORTUGAL TOTAL 2,093,971.07 0.06

ROMANIA ROMANIA 4.625% 18/09/2020 EUR 8,599,000 9,806,585.25 0.26

ROU 3.875% 29-10-35 EMTN EUR 8,599,000 9,540,649.40 0.26

ROUMANIE 4.375% 22/08/2023 USD 3,096,000 2,812,698.83 0.08 ROMANIA TOTAL 22,159,933.48 0.60

UNITED KINGDOM ABBEY 5 11/07/23 USD 3,900,000 3,504,406.50 0.09

ANGLO AMERICAN 3.5% 28/03/2022 EUR 1,000,000 1,138,525.21 0.03

AUST AND NEW ZEAL 6.75% PERP CV USD 2,000,000 1,903,572.62 0.05

AVIV 3.375% 04-12-45 EMTN EUR 10,000 10,896.24 BARCLAYS PLC 2.0% 07-02-28 EUR 1,800,000 1,805,410.36 0.05

BARCLAYS PLC 8% 12/15/2049 EUR 6,250,000 7,230,375.00 0.19

BARCLAYS 3.684% 10-01-23 USD 2,600,000 2,237,441.31 0.06

BPLN 2 3/4 05/10/23 USD 2,500,000 2,096,807.57 0.06

BRITEL 0 1/2 06/23/22 EUR 1,000,000 1,003,121.23 0.03

BRITISH 1.5% 15-09-21 EMTN EUR 1,000,000 1,049,930.55 0.03

CASA LONDON 3.25% 04-10-24 USD 3,250,000 2,710,222.64 0.07

CASA LONDON 4.125% 10-01-27 USD 2,450,000 2,162,710.40 0.06

COVBS 2 1/2 11/18/20 EUR 1,000,000 1,070,560.68 0.03

CRED SUIS SA 1.375% 31-01-22 EUR 1,000,000 1,056,505.21 0.03

DIAGEO FINANCE PLC ZCP 17-11-20 EUR 210,000 209,649.30 0.01

HSBC E3R+0.5% 05-10-23 EMTN EUR 600,000 604,425.00 0.02

HSBC E3R+0.7% 27-09-22 EMTN EUR 550,000 558,680.18 0.02

HSBC HOLD PLC 4.875% 14-01-22 USD 3,268,000 2,993,957.78 0.08






Assets

HSBC HOLDINGS PLC 4.75% PERP

EUR

800,000

869,224.74

0.02

HSBC HOLDINGS PLC 5.25% PERP EUR 6,200,000 6,966,741.67 0.18

HSBC HOLDINGS PLC 6.0% PERP CV USD 1,000 881.08 HSBC HOLDINGS PLC 6.375% PERP USD 3,900,000 3,525,624.79 0.10

HSBC 3.125% 07-06-28 EMTN EUR 1,266,000 1,436,428.23 0.04

LLOYDS BANKING GROUP 3.0% 11-01-22 USD 2,600,000 2,206,456.25 0.06

LLOYDS 1 11/19/21 EUR 1,000,000 1,029,082.88 0.03

NATIONWIDE BUILDING SOCIETY 2.0% 25-07-29 EUR 1,200,000 1,227,872.05 0.03

ROYA BK SCOT 3.875% 12-09-23 USD 1,850,000 1,586,994.21 0.04

ROYAL BANK OF SCOTLAND GROUP 2.0% 08-03-23 EUR 1,000,000 1,068,013.15 0.03

ROYAL BK SCOTLND GRP PLC 6.125% 15/12/2022 USD 2,580,000 2,357,950.91 0.06

SANTANDER UK GROUP E3R+0.78% 18-05-23 EUR 1,000,000 1,019,531.22 0.03

SCOT AND SOUT ENE 2.375% PERP EUR 2,350,000 2,482,572.84 0.07

SSELN 2 3/8 02/10/22 EUR 1,000,000 1,105,387.40 0.03

STAN 3.125% 19-11-24 EMTN EUR 3,500,000 3,863,694.59 0.09

STANDARD CHARTERED 0.75% 03-10-23 EUR 1,000,000 1,000,780.41 0.03

STANLN 3.95 01/11/23 USD 1,800,000 1,543,119.59 0.04

UBS BK OF SWITZERLAND LON 0.125% 05-11-21 EUR 1,000,000 997,450.96 0.03 UNITED KINGDOM TOTAL 67,635,004.75 1.82

RUSSIA RUSSIA 4.875% 09/16/2023 USD 6,800,000 6,222,042.95 0.17

RUSSIA TOTAL 6,222,042.95 0.17

SWEDEN ESSITY AB 0.625% 28-03-22 EMTN EUR 1,000,000 1,014,678.77 0.03

FASTIGHETS AB BALDER 3.0% 07-03-78 EUR 2,000,000 2,019,037.26 0.05

NORD BANK AB 5.25% PERP EMTN USD 3,080,000 2,678,921.99 0.07

NORDEA BANK AB PUBL 3.5% PERP EUR 4,650,000 4,692,092.05 0.13

NORDEA BANK 4.25% 21/09/2022 USD 1,100,000 972,156.75 0.03

SEB 5 3/4 11/29/49 USD 1,720,000 1,496,142.33 0.04

SKANDINAVISKA ENSKILDA BANKEN AB 5.625% PERP USD 4,800,000 4,176,945.37 0.11

SVEN HAND AB 5.25% PERP USD 5,900,000 5,251,489.70 0.14

SVENSKA HANDELSBANKEN AB 1.95% 08-09-20 USD 1,250,000 1,037,088.99 0.03

TELIA COMPANY AB 3.0% 04-04-78 EUR 2,100,000 2,271,718.15 0.06

VOLVO TREASURY AB 4.85% 10-03-78 EUR 3,550,000 4,219,636.99 0.11 SWEDEN TOTAL 29,829,908.35 0.80

SWITZERLAND CREDIT SUISSE GROUP AG 7.125% PERP USD 1,500,000 1,403,400.86 0.04

CS 5.75% / TV 09/18/25 EUR 3,450,000 3,980,631.27 0.10

UBS GROU FUND 2.65% 01-02-22 USD 2,600,000 2,166,476.61 0.06






Assets

UBS GROUP AG 6.875% PERP

USD

2,600,000

2,463,118.80

0.07

UBS Group Funding Switzerland AG 4.253% 23-03-28 USD 2,000,000 1,776,055.78 0.05

UBS GROUP FUNDING SWITZERLAND INC E3R+0.7% 20-09-22 EUR 1,000,000 1,015,164.28 0.03

UBS 4.75% 12/02/2026 EUR 3,300,000 3,843,391.75 0.10 SWITZERLAND TOTAL 16,648,239.35 0.45

URUGUAY URUGUAY 4.5% 14/08/24 USD 6,879,418 6,344,183.47 0.17

URUGUAY TOTAL 6,344,183.47 0.17

TOTAL Bonds and related securities traded on a regulated or related market

1,576,180,892.10 42.51

Bonds and related securities not traded on a regulated market or

related market

FRANCE DLPV SOFTWARE 8.0% 18-11-24 CV EUR 2,250,597 2,250,597.00 0.06

FINANCIERE HMY 8.0% 31-12-99 EUR 3,864,394 3,866,934.97 0.10

FONDASOL ALLIANCE OCA 1 3% 31-12-25 EUR 208,840 209,114.64 0.01

FONDASOL ALLIANCE OCA2 3% 31-12-25 EUR 472,160 472,780.92 0.01 TOTAL FRANCE 6,799,427.53 0.18

TOTAL Debt & rel. secs not traded on regul. mkts 6,799,427.53 0.18

TOTAL Bonds and related securities 1,582,980,319.63 42.69

Undertakings for collective investment UCITS and FIA generally intended for non-professionals and

equivalent in other countries

FRANCE AMUNDI CASH CORPORATE IC EUR 0.206 48,335.51 AMUNDI CASH INSTITUT SRI-IC EUR 404.612 88,825,948.71 2.40

AMUNDI ETF EURO STOXX 50 UCITS ETF DR PART C EUR 650,006 47,558,274.00 1.28

AMUNDI TRESO COURT TERME I C EUR 972.457 18,260,001.20 0.49

AMUNDI TRESO COURT TERME P(C) EUR 34,708.37 3,463,582.95 0.09

AMUNDI 3 M I EUR 530.368 561,007,401.84 15.14

AMUNDI 6 M I EUR 24,779.732 558,791,133.91 15.07

MONETAIRE BIO EUR 1.264 14,902.48 TOTAL FRANCE 1,277,969,580.60 34.47

ITALY CBUS EUR 22 8,690,000.00 0.23

ITALY TOTAL 8,690,000.00 0.23

LUXEMBOURG AF BOND US CORPORATE IU CAP USD 50,817.146 48,450,644.66 1.31

AMUNDI ABSOLUTE FOREX ME CAP. EUR 0.012 1.27 AMUNDI BOND EURO HIGH YIELD ME EUR 754,290.347 136,119,236.02 3.67






Assets

AMUNDI -EQ.EMERG.WORLD IE CAP

EUR

85,433.764

114,120,713.28

3.08

LUXEMBOURG TOTAL 298,690,595.23 8.06

TOTAL UCITS and FIA generally intended for

non-professionals and equivalent in other countries 1,585,350,175.83 42.76

TOTAL Undertakings for Collective Investment 1,585,350,175.83 42.76

Securities pledged UCITS and FIA generally intended for non-professionals and

equivalent in other countries

AM ETF MSCI SPAIN EUR 1,500 299,316.75 0.01 AMUNDI ETF EURO CORPORATES UCITS ETF EUR 1,650 358,033.50 0.01

AMUNDI ETF FTSE 100 UCITS ETF - EUR EUR 1,500 1,076,274.60 0.03

AMUNDI ETF GEMSA EU EUR 229,000 85,770,163.80 2.32

AMUNDI ETF GEMSA US USD 1,400 524,359.11 0.01

AMUNDI ETF JPX-NIKKEI 400 UCITS ETF Part EUR EUR 7,200 1,202,783.04 0.03

AMUNDI ETF JPX-NIKKEI 400 UCITS ETF USD USD 5,700 805,302.53 0.02

AMUNDI ETF MSCI EMU HIGH DIVIDEND D EUR 17,600 1,788,207.52 0.05

AMUNDI ETF MSCI EUROPE BANKS UCITS ETF EUR 46,300 4,384,735.01 0.12

AMUNDI ETF MSCI EUROPE BUYBACK UCITS ETF EUR 95,800 16,743,933.58 0.45

AMUNDI ETF MSCI EUROPE EX UK UCITS ETF EUR 293,500 8,262,934.85 0.22

AMUNDI ETF MSCI EUROPE GROWTH UCITS ETF EUR 1,050 203,100.66 0.01

AMUNDI ETF MSCI EUROPE HEALTHCARE UCITS ETF EUR 4,200 934,610.88 0.03

AMUNDI ETF MSCI EUROPE HIGH DIVIDEND FA UCITS EUR 7,200 800,323.92 0.02

AMUNDI ETF MSCI EUROPE LOW.SIZ.FA.UCITS EUR 15,000 1,451,989.50 0.04 AMUNDI ETF MSCI EUROPE MINIMUM VOLATILITY FACTOR UCITS

ETF EUR 29,200 2,735,222.40 0.07

AMUNDI ETF MSCI EUROPE TELECOM SERVICES UCITS ETF EUR 167,700 18,640,509.03 0.50 AMUNDI ETF MSCI France UCITS ETF EUR 15,400 3,681,995.24 0.10

AMUNDI ETF MSCI GERMANY UCITS ETF EUR 11,800 2,801,025.00 0.08

AMUNDI ETF MSCI UK UCITS ETF EUR 23,900 4,613,044.16 0.12

AMUNDI ETF MSCI USA UCITS ETF EUR 34,000 9,022,471.20 0.24

AMUNDI ETF MSCI WORLD ENERGY UCITS ETF EUR 4,000 1,098,276.80 0.03

AMUNDI ETF MSCI WORLD UCITS ETF USD 1,310 327,314.10 0.01

AMUNDI ETF S P 500 UCITS ETF PART DAILY HEDGED EUR EUR 1,800 123,177.60 AMUNDI ETF SHORT CAC 40 DAILY UCITS ETF EUR 51,000 1,157,016.60 0.03

AMUNDI ETF STOXX EUROPE 50 UCITS ETF EUR 156,156 10,824,905.69 0.29

AMUNDI GLOBAL INFRASTRUCTURE UCITS ETF EUR 20,000 994,078.00 0.03

AMUNDI MSCI USA MIN VOL FACT UCITS ETF USD 48,700 2,227,169.26 0.06 TOTAL UCITS and FIA generally intended for

non-professionals and equivalent in other countries 182,852,274.33 4.93






Assets

Fund aimed at general professionals and equivalent in other

EU Member States and listed securitisation organisations AMUNDI ETF JAPAN TOPIX UCITS ETF H CHF CHF 1,100 60,483.60

TOTAL Fund aimed at general professionals and equivalent in

other EU Member States and listed securitisation organisations

60,483.60

Equities and related securities traded on a regulated market or related

market

AIRBUS SE EUR 21,000 1,743,000.00 0.05

DEUTSCHE BANK AG EUR 10,500 166,687.50 E.ON AG NOM. EUR 4,946 44,815.71 GRIFOLS SA SHARES A EUR 47,479 1,159,674.58 0.03

IBERDROLA S.A. EUR 148,025 956,241.50 0.03

INFINEON TECHNOLOGIES EUR 10,375 236,913.13 0.01

LAFARGEHOLCIM LTD CHF 21,576 1,013,204.46 0.03

LINDE AG O.N. Z.UMT EUR 4,000 778,600.00 0.02

LONDON STOCK EXCHANGE GBP 20,777 887,817.96 0.02

L'OREAL EUR 7,087 1,310,740.65 0.04

MERCIALYS EUR 307,139 5,665,178.86 0.15

M6 METROPOLE TELEVISION EUR 12,050 259,496.75 0.01

RWE A G EUR 17,377 295,409.00 0.01

SAFRAN SA EUR 19,216 1,650,846.56 0.04

SAP SE EUR 2,386 222,971.70 0.01

TAG TEGERNSEE IMMOBILIEN EUR 96,327 1,525,819.68 0.04

WHITBREAD PLC GBP 1,901 85,664.39 TOTAL Equities & rel. secs. traded on regul. or rel. mkts. 18,003,082.43 0.49

Bonds and related securities traded on a regulated market or related

market

ALLEMAGNE 3.75% 04/01/2019 EUR 228,878 247,752.94 0.01 FRANCE 1.75% 25/05/2023 EUR 1,491,926 1,650,953.05 0.04

TOTAL Bonds and related securities traded on a regulated or related market

1,898,705.99 0.05

TOTAL Securities pledged 202,814,546.35 5.47

Debts representing lent securities GERMANY

BAYER EUR 41,000 4,264,000.00 0.12

BEIERSDORF NOM EUR 2,739 268,148.10 0.01

CONTINENTAL AG O.N. EUR 1,900 427,595.00 0.01

DEUT BAN 2.75% 17-02-25 EMTN EUR 1,714,000 1,807,600.84 0.05

GEA GROUP EUR 3,700 148,037.00 SYMRISE AG EUR 10,000 716,200.00 0.02

VOLKSWAGEN AG PRIVILIGIEE NON VTG PRF EUR 20,000 3,329,000.00 0.09






Assets

ZALANDO SE

EUR

8,500

374,977.50

0.01

GERMANY TOTAL 11,335,558.44 0.31

AUSTRIA ANDRITZ AG EUR 11,700 550,894.50 0.01

AUSTRIA TOTAL 550,894.50 0.01

DENMARK LUNDBECK DKK 25,000 1,057,700.06 0.03

DENMARK TOTAL 1,057,700.06 0.03

SPAIN REPSOL EUR 90,000 1,327,050.00 0.04

SPAIN TOTAL 1,327,050.00 0.04

UNITED STATES OF AMERICA BLOCK H&R INC USD 150,000 3,275,316.46 0.09

DICK'S SPORTING GOODS INC USD 25,000 598,351.10 0.02

FLUOR CORP NEW USD 60,000 2,580,779.48 0.07

FREEPORT-MCMORAN COPPER & GOLD- B USD 210,000 3,315,789.47 0.09

GAP INC USD 33,000 936,025.98 0.03

HP ENTERPRISE USD 245,000 2,929,880.08 0.08

MACYS INC. USD 170,000 3,566,205.86 0.10

NEWFIELD EXPLORATION USD 91,600 2,405,186.54 0.06

NEWS CORP/NEW-CL A-W/I USD 271,900 3,670,468.85 0.10

NORDSTROM INC COM NPV USD 62,520 2,466,853.43 0.07

RALPH LAUREN A USD 15,000 1,295,261.49 0.03

SPRINT CORP-W/I USD 350,000 1,716,772.15 0.05

TARGET CORP USD 77,900 4,232,990.50 0.11

WESTERN DIGITAL CORP USD 19,500 1,291,501.50 0.03 UNITED STATES OF AMERICA TOTAL 34,281,382.89 0.93

FRANCE BNP PARIBAS EUR 100,000 6,225,000.00 0.17

CAPGEMINI EUR 25,000 2,472,250.00 0.07

CARREFOUR EUR 20,000 360,800.00 0.01

CASINO GUICHARD PERRACHON EUR 8,260 417,625.60 0.01

INGENICO EUR 3,000 267,030.00 0.01

LEGRAND SA HOLDING EUR 4,494 288,469.86 0.01

LVMH (LOUIS VUITTON - MOET HENNESSY) EUR 21,800 5,349,720.00 0.14

REMY COINTREAU EUR 10,200 1,178,100.00 0.03

SOCIETE GENERALE SA EUR 37,700 1,622,985.00 0.04

VALLOUREC EUR 150,000 755,250.00 0.02 TOTAL FRANCE 18,937,230.46 0.51






Assets

IRELAND

SEAGATE TECHNOLOGY USD 115,000 4,006,995.34 0.11 IRELAND TOTAL 4,006,995.34 0.11

ITALY BANCA GENERALI SPA EUR 40,705 1,129,156.70 0.03

ENI SPA EUR 62,000 855,600.00 0.02

FINMECCANICA EUR 45,500 451,360.00 0.01

SALVATORE FERRAGAMO EUR 26,190 580,108.50 0.02

TELECOM ITALIA ORD SPA EUR 561,310 404,423.86 0.01 ITALY TOTAL 3,420,649.06 0.09

NORWAY STATOILHYDRO NOK 50,950 908,844.14 0.02

NORWAY TOTAL 908,844.14 0.02

NETHERLANDS ASML HOLDING NV EUR 18,009 2,614,006.35 0.07

FIAT INVESTMENTS NV EUR 40,000 596,400.00 0.02

KONINKLIJKE AHOLD NV EUR 22,640 415,104.40 0.01

KONINKLIJKE KPN NV EUR 650,963 1,893,000.40 0.05

QIAGEN EUR 35,000 916,650.00 0.02 NETHERLANDS TOTAL 6,435,161.15 0.17

UNITED KINGDOM ANGLO AMERICAN GBP 69,100 1,206,223.74 0.03

HSBC HOLDINGS PLC 4.75% PERP EUR 2,000,000 2,173,061.85 0.06

INTERCONTINENTAL HOTELS GBP 24,000 1,275,908.30 0.03

LONDON STOCK EXCHANGE GBP 24,450 1,044,768.21 0.03

SAINSBURY J. PLC GBP 129,000 350,820.71 0.01

SMITH & NEPHEW PLC GBP 69,000 1,001,205.43 0.03 UNITED KINGDOM TOTAL 7,051,988.24 0.19

SWEDEN MODERN TIMES -B- SEK 12,600 441,893.91 0.01

SWEDEN TOTAL 441,893.91 0.01

SWITZERLAND BARRY CALLEBAUT AG CHF 650 1,129,299.66 0.04

CLARIANT AG NAMEN CHF 44,800 1,043,285.05 0.03

CREDIT SUISSE GROUP CHF 59,831 889,680.30 0.02

LAFARGEHOLCIM LTD CHF 18,500 868,756.14 0.02

LINDT & SPRUENGLI AG CHF 100 508,481.82 0.01






Assets

TEMENOS GROUP AG N

CHF

44

4,700.25

SWITZERLAND TOTAL 4,444,203.22 0.12

TOTAL Debts representing lent securities 94,199,551.41 2.54

Proceeds from lent securities 85,842.85

Payments on securities borrowed -184.95 Debts representing securities pledged -202,814,546.35 -5.47

Futures Futures liabilities Futures liabilities on regulated or related markets

CBFT CBOT YST 0318 USD -189 89,764.37 CBO TU CBOT UST 0318 USD -5 325.31 CBOT USUL 30A 0318 USD 311 226,619.75 0.01

CME CME EUR/GBP 0318 GBP 65 81,788.99 EC EURUSD 0318 USD -277 -588,232.84 -0.02

EUR DJE 600 OIL 0318 EUR 1,140 180,120.00 EUR DJES BANKS 0318 EUR 5,121 -1,054,615.00 -0.03

EUR DJES TELECO 0318 EUR -713 278,070.00 0.01

EUR E-STOXX C&M 0318 EUR 196 -32,775.00 EUR EUX DJ BASI 0318 EUR 1,440 339,120.00 0.01

EUR XEUR FESY D 0318 EUR -440 13,200.00 EUR XEUR FSTT D 0318 EUR -1,262 157,760.00 EUR XEUR FSTU D 0318 EUR 1,178 -646,135.00 -0.02

EUR XEUR FSTY D 0318 EUR -805 -36,510.00 FV CBOT UST 5 0318 USD 19 -7,560.07 NK2 TOKYO NIK 0318 JPY 1,936 364,958.70 0.01

NQ USA NASDAQ 0318 USD 111 -58,319.45 NYS NYL MSCI EM 0318 USD 773 1,322,880.58 0.05

SP S&P 500 IN 0318 USD 212 1,946,452.37 0.06

TY CBOT YST 1 0318 USD -157 77,630.54 XEUR FESX DJ 0318 EUR 587 -186,130.00 -0.01

XEUR FGBL BUN 0318 EUR -664 877,250.00 0.02

XEUR FGBM BOB 0318 EUR -1,222 824,700.00 0.02

XEUR FGBS SCH 0318 EUR 50 -7,500.00 TOTAL Futures liabilities on regulated markets 4,162,863.25 0.11

TOTAL Futures liabilities 4,162,863.25 0.11

Conditional futures Option liabilities on regulated or related markets

DJ EURO STOXX 50 03/2018 CALL 3725 EUR 4,700 455,900.00 0.01

DJ EURO STOXX 50 03/2018 CALL 3750 EUR 7,900 553,000.00 0.01






Assets

NIKKEI 225 03/2018 CALL 23500

JPY

1,769

1,948,553.30

0.06

NIKKEI 225 03/2018 CALL 24000 JPY 900 1,164,337.13 0.03

NIKKEI 225 03/2018 CALL 25000 JPY -1,769 -313,860.93 -0.01 TOTAL option liabilities on regulated markets

3,807,929.50

0.10

TOTAL Option liabilities 3,807,929.50 0.10

TOTAL Futures 7,970,792.75 0.21

Margin call C.A. Indo margin calls in GBP GBP -72,598.76 -81,787.60 C.A. Indo margin calls in USD USD -3,613,884.4 -3,009,563.96 -0.08

C.A. Indo margin calls in EUR EUR -706,455 -706,455.00 -0.02

C.A. Indo margin calls in JPY JPY -49,368,000 -364,958.70 -0.01

TOTAL Margin calls -4,162,765.26 -0.11

Debts 2,280,418,619.85 61.50

Debts -2,348,070,350.17 -63.32

Financial accounts 184,582,949.41 4.98

Net assets 3,707,723,708.52 100.00

Amundi Asset Management, public limited company with capital of €1,086,262,605.

Portfolio Management Company authorised by the AMF under no. GP 04000036.

Registered office: 90 boulevard Pasteur - 75 015 Paris - France - 437 574 452 RCS Paris - amundi.com

Documents

AMUNDI PATRIMOINE - Euronext