59

1 Incl. Exchange Traded Funds. 2 Securitisation entities.

3 Limited Partnership. 4 IRA: Interest received in advance.

BREAKDOWN OF PORTFOLIO BY REMAINING TERM TO MATURITY

31/12/2016 31/12/2015

< 3 months 0.29% 0.24%

> 3 months < 1 year 9.76% 5.71%

1 to 3 years 7.99% 9.96% 3 to 5 years 29.01% 28.54% 5 to 7 years 31.17% 20.47% 7 to 10 years 16.34% 23.91% 10 to 15 years 2.81% 3.67% > 15 years 2.62% 7.49%

100.00% 100.00%

BREAKDOWN OF PORTFOLIO BY COUPON TYPE

31/12/2016 31/12/2015

Fixed rate 96.08% 97.76%

Index-linked rate 3.08% 0.00%

Variable rate 0.84% 2.24%

100.00% 100.00%

BREAKDOWN OF THE FINANCIAL INSTRUMENTS PORTFOLIO BY LISTING CURRENCY Undertakings for Collective Investment

Other UCIs

Currency Equities Bonds Transferable debt securities

UCITS1 SE2 LP3 and Private Equity Funds

Total

AUD 189,896,695.03 189,896,695.03

CAD 79,240,791.60 79,240,791.60

CHF 170,113,727.96 170,113,727.96

DKK 54,250,627.47 54,250,627.47

EUR 4,855,013,360.55 11,767,481,526.09 1,523,343,922.28 3,336,216,023.45 520,192,899.46 295,366,458.72 22,297,614,190.55

GBP 524,507,192.20 13,265,119.49 537,772,311.69

HKD 102,430,013.04 102,430,013.04

JPY 599,053,307.38 599,053,307.38

NOK 17,138,870.43 17,138,870.43

NZD 15,297,926.11 15,297,926.11

SEK 121,614,215.81 121,614,215.81

SGD 43,814,492.91 43,814,492.91

USD 3,264,928,587.55 3,183,366,017.97 3,639,497,822.37 149,775,798.83 10,237,568,226.72

520,192,899.46 445,142,257.55

NET TOTAL OF IRA4

10,037,299,808.04

14,950,847,544.06

1,523,343,922.28

6,988,978,965.31

965,335,157.01

34,465,805,396.70

IRA on French Treasury Bills -1,559.35

IRA on foreign Treasury Bills 0.00

IRA on certificates of deposit -140,528.70

Total IRA -142,088.05

TOTAL 10,037,299,808.04 14,950,847,544.06 1,523,201,834.23 7,954,314,122.32 34,465,663,308.65