Próximos vencimientos Mayo y Junio 2020
Intervalo de Fechas  desde : 01/05/2020 hasta : 30/06/2020
Fecha Emisión Tipo vto.  Saldo vivo   Títulos   Bruto vol.euros   Bruto unit.euros  Bruto % Facial %
01/05/2020 IT0000366655 BON DP ITALIA-  9,000 11/2023 Interés    11.226.155.009,00            11.226.155                 505.176.975,40                                      45,00 4,5 9
IT0001086567 BON DP ITALIA-  7,250 11/2026 Interés      9.417.828.223,00              9.417.828                 341.396.273,08                                      36,25 3,625 7,25
IT0001174611 BON DP ITALIA-  6,500 11/2027 Interés    26.992.000.000,00            26.992.000                 877.240.000,00                                      32,50 3,25 6,5
IT0001278511 BON DP ITALIA-  5,250 11/2029 Interés    28.148.499.209,00            28.148.499                 738.898.104,24                                      26,25 2,625 5,25
IT0001444378 BON DP ITALIA-  6,000 05/2031 Interés    29.762.750.000,00            29.762.750                 892.882.500,00                                      30,00 3 6
IT0004848831 BON DP ITALIA-  5,500 11/2022 Interés    21.378.388.000,00            21.378.388                 587.905.670,00                                      27,50 2,75 5,5
IT0004898034 BON DP ITALIA-  4,500 05/2023 Interés    20.070.594.000,00            20.070.594                 451.588.365,00                                      22,50 2,25 4,5
IT0004966401 BON DP ITALIA-  3,750 05/2021 Interés    18.397.553.000,00            18.397.553                 344.954.118,75                                      18,75 1,875 3,75
IT0005107708 BON DP ITALIA-  0,700 05/2020 Interés    16.458.150.000,00            16.458.150                   57.603.525,00                                        3,50 0,35 0,7
IT0005107708 BON DP ITALIA-  0,700 05/2020 Amortización    16.458.150.000,00            16.458.150           16.458.150.000,00                                1.000,00 100 0,7
IT0005142143 BON DP ITALIA-  0,650 11/2020 Interés    15.068.700.000,00            15.068.700                   48.973.275,00                                        3,25 0,325 0,65
IT0005216491 BON DP ITALIA-  0,350 11/2021 Interés    14.426.000.000,00            14.426.000                   25.245.500,00                                        1,75 0,175 0,35
02/05/2020 ES0413980022 CH  B.VALENCIA-  VBLE 08/2027 Interés          150.000.000,00                       3.000                     1.294.500,00                                   431,50 0,863 3,589
03/05/2020 ES0000101701 AUT COM.MADRID-  3,250 05/2046 Interés          802.000.000,00                  802.000                   26.065.000,00                                      32,50 3,25 3,25
ES0305339006 BS  TYCHE-  4,250 05/2023 Interés            30.000.000,00                          300                     1.275.000,00                                4.250,00 4,25 4,25
04/05/2020 ES0000107229 AUT C. ARAGON-  5,100 10/2020 Interés            25.000.000,00                          500                         106.250,00                                   212,50 0,425 5,1
ES0001353434 AUT C.F.NAVARRA-  1,950 05/2037 Interés            66.000.000,00                    66.000                     1.287.000,00                                      19,50 1,95 1,95
ES0200002030 OS  ADIF-AV-5 1,250 05/2026 Interés          600.000.000,00                       6.000                     7.500.000,00                                1.250,00 1,25 1,25
ES0213679FB1 OS  BANKINTER-131 VBLE 11/2023 Interés                  500.000,00                               5                                           -                                               -   0 0
ES0305014492 BS  SANT ESPAŃA-56 VBLE 05/2021 Interés          323.097.000,00                  323.097                     6.461.940,00                                      20,00 2 0
ES0305014674 BS  SANT ESPAŃA-77 VBLE 05/2021 Interés                  971.600,00                       9.716                                           -                                               -   0 0
ES0413211477 CT  B.B.V.A-  VBLE 08/2023 Interés          200.000.000,00                       2.000                         759.344,00                                   379,67 0,379672 1,639
ES0413679459 CH  BANKINTER-III VBLE 11/2026 Interés      1.200.000.000,00                    12.000                                           -                                               -   0 0
ES0413860448 CH  B. SABADELL-  VBLE 05/2023 Interés          250.000.000,00                       2.500                                           -                                               -   0 0
ES0413900160 CH  SANTANDER-  4,625 05/2027 Interés      1.500.000.000,00                    15.000                   69.375.000,00                                4.625,00 4,625 4,625
XS1405801041 BON DP ITALIA-  VBLE 05/2046 Interés          636.000.000,00                       1.272                     4.970.079,24                                3.907,30 0,781459 1,563
06/05/2020 BE6286271893 BON DP BELGICA-  2,300 05/2116 Interés          100.000.000,00                       1.000                     2.300.000,00                                2.300,00 2,3 2,3
ES0000101685 AUT COM.MADRID-  1,025 05/2021 Interés            10.000.000,00                    10.000                         102.500,00                                      10,25 1,025 1,025
ES0413495021 CH  SANT CONSUME-  0,000 05/2022 Interés          450.000.000,00                       4.500                                           -                                               -   0 0
XS1227831382 BON DP ITALIA-  1,666 05/2028 Interés          500.000.000,00                       1.000                     8.330.000,00                                8.330,00 1,666 1,666
XS1405136364 BS  B. SABADELL-Sb 5,625 05/2026 Interés          500.000.000,00                       5.000                   28.125.000,00                                5.625,00 5,625 5,625
07/05/2020 ES02136798G0 OS  BANKINTER-63 VBLE 05/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798G0 OS  BANKINTER-63 VBLE 05/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136798H8 OS  BANKINTER-65 VBLE 05/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798H8 OS  BANKINTER-65 VBLE 05/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136798N6 OS  BANKINTER-73 VBLE 05/2020 Interés                  500.000,00                             10                                 617,28                                      61,73 0
ES02136798N6 OS  BANKINTER-73 VBLE 05/2020 Amortización                  500.000,00                             10                         250.000,00                             25.000,00 50 0
ES0213679CZ7 OS  BANKINTER-41 VBLE 05/2023 Interés                  420.000,00                          420                                 518,52                                        1,23 0
ES0213679DD2 OS  BANKINTER-48 VBLE 05/2023 Interés                  990.000,00                             99                              1.222,21                                      12,35 0
ES0213679DI1 OS  BANKINTER-55 VBLE 05/2023 Interés                  700.000,00                               7                                 864,19                                   123,46 0
ES0213679GL8 OS  BANKINTER-37 VBLE 05/2024 Interés                  700.000,00                               7                                 864,19                                   123,46 0
ES0213679GN4 OS  BANKINTER-39 VBLE 05/2024 Interés               2.600.000,00                             26                              3.209,86                                   123,46 0
ES0213679GN4 OS  BANKINTER-39 VBLE 05/2024 Amortización               2.600.000,00                             26                     2.210.000,00                             85.000,00 85 0
ES0213679GO2 OS  BANKINTER-40 VBLE 05/2024 Interés                  600.000,00                               5                                 740,74                                   142,99 0
ES0213679HU7 OS  BANKINTER-82 VBLE 08/2024 Interés                  850.000,00                             17                              1.049,38                                      61,73 0
ES0382870006 BS  SACYR-  4,500 05/2020 Interés               7.600.000,00                             76                         342.000,00                                4.500,00 4,5 4,5
ES0382870006 BS  SACYR-  4,500 05/2020 Amortización               7.600.000,00                             76                     7.600.000,00                           100.000,00 100 4,5
08/05/2020 ES0000101693 AUT COM.MADRID-  1,189 05/2022 Interés          500.000.000,00                  500.000                     5.945.000,00                                      11,89 1,189 1,189
ES0001353467 AUT C.F.NAVARRA-  1,450 05/2040 Devengo            75.000.000,00                    75.000                                           -                                               -   0 1,45
ES0213679IQ3 OS  BANKINTER-120 VBLE 11/2024 Interés                  550.000,00                             11                                 679,01                                      61,73 0
ES0413679285 CH  BANKINTER-  VBLE 05/2023 Interés      1.300.000.000,00                    13.000                     6.676.501,00                                   513,58 0,513577 2,101
ES0413860141 CH  B. SABADELL-  VBLE 05/2021 Interés          100.000.000,00                       1.000                         146.911,00                                   146,91 0,146911 0,601
ES0415306069 CH  C.RURAL NAVA- 0,875 05/2025 Interés          500.000.000,00                       5.000                     4.375.000,00                                   875,00 0,875 0,875
09/05/2020 ES0413900558 CH  SANTANDER-10 0,875 05/2031 Interés      1.500.000.000,00                    15.000                   13.125.000,00                                   875,00 0,875 0,875
10/05/2020 ES0205014022 OS  SANT ESPAŃA-32 VBLE 11/2020 Interés                  649.451,31                          167                              6.619,21                                      39,64 1,0192 2,016
ES0205014022 OS  SANT ESPAŃA-32 VBLE 11/2020 Amortización                  649.451,31                          167                           54.120,94                                   324,08 8,333333 2,016
ES0205045018 OS  CRITERIA-  1,500 05/2023 Interés          750.000.000,00                       7.500                   11.250.000,00                                1.500,00 1,5 1,5
ES0213211206 OS  B.B.V.A-14 VBLE 05/2020 Interés                     96.395,01                          237                              1.542,89                                        6,51 1,600588 3,166
ES0213211206 OS  B.B.V.A-14 VBLE 05/2020 Amortización                     96.395,01                          237                              8.032,92                                      33,89 8,333333 3,166
ES0213211255 OS  B.B.V.A-49 VBLE 11/2020 Interés                  194.000,52                          262                              1.977,25                                        7,55 1,0192 2,016
ES0213211255 OS  B.B.V.A-49 VBLE 11/2020 Amortización                  194.000,52                          262                           16.166,68                                      61,70 8,33332 2,016
ES0213790076 OS  B. POPULAR-59 VBLE 11/2020 Interés                  785.400,02                          262                              8.004,10                                      30,55 1,019111 2,016
ES0213790076 OS  B. POPULAR-59 VBLE 11/2020 Amortización                  785.400,02                          262                           65.450,00                                   249,81 8,333333 2,016
ES0213860135 OS  B. SABADELL-21 4,423 05/2020 Interés                  461.140,15                          445                           10.198,11                                      22,92 2,2115 4,423
ES0213860135 OS  B. SABADELL-21 4,423 05/2020 Amortización                  461.140,15                          445                           43.217,83                                      97,12 9,371951 4,423
ES0213860143 OS  B. SABADELL-22 VBLE 05/2020 Interés                  609.169,50                          510                              9.751,20                                      19,12 1,600736 3,166
ES0213860143 OS  B. SABADELL-22 VBLE 05/2020 Amortización                  609.169,50                          510                           50.764,12                                      99,54 8,333333 3,166
ES0213860234 OS  B. SABADELL-65 VBLE 11/2020 Interés                  841.964,22                          354                              8.580,95                                      24,24 1,019159 2,016
ES0213860234 OS  B. SABADELL-65 VBLE 11/2020 Amortización                  841.964,22                          354                           70.163,68                                   198,20 8,333333 2,016
11/05/2020 ES0205067087 OS  BBVA GLOBAL-36 VBLE 05/2022 Interés            14.125.000,00                          565                           17.438,16                                      30,86 0
ES0214974059 OS  C. TERRASSA-Sb VBLE 08/2021 Interés            50.000.000,00                          500                           86.070,50                                   172,14 0,172141 0,681
ES0214974067 OS  C. TERRASSA-Sb VBLE 08/2021 Interés            75.000.000,00                          750                         129.105,75                                   172,14 0,172141 0,681
ES0305067C92 BS  BBVA GLOBAL-176 VBLE 02/2022 Interés               1.750.000,00                             35                              2.160,48                                      61,73 0
ES0305067D00 BS  BBVA GLOBAL-177 VBLE 02/2022 Interés               1.250.000,00                             25                              1.543,20                                      61,73 0
ES0313040067 BS  BANCA MARCH-3 VBLE 07/2020 Interés               2.000.000,00                             20                                 833,34                                      41,67 0,041667 0
XS0253994809 BON DP ITALIA-  VBLE 05/2026 Interés          215.000.000,00                          430                         999.750,00                                2.325,00 0,465 0,465
12/05/2020 ES0001351495 AUT C.CAS LEON-  1,975 05/2028 Interés          100.000.000,00                  100.000                     1.975.000,00                                      19,75 1,975 1,975
ES0374268003 BTN RURAL HP XIV-A VBLE 05/2055 Interés            81.048.883,50                       2.025                                           -                                               -   0 0
ES0374268011 BTN RURAL HP XIV-B VBLE 05/2055 Interés            22.500.000,00                          225                              5.793,75                                      25,75 0,02575 0,103
13/05/2020 ES0213679AK3 OS  BANKINTER-118 VBLE 08/2022 Interés               2.000.000,00                             40                              2.469,12                                      61,73 0
ES0213679BK1 OS  BANKINTER-163 VBLE 11/2022 Interés               1.200.000,00                             12                              1.481,47                                   123,46 0
ES0213679BL9 OS  BANKINTER-164 VBLE 11/2022 Interés                  850.000,00                             17                              1.049,38                                      61,73 0
ES0213679C07 OS  BANKINTER-143 VBLE 08/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0213679GK0 OS  BANKINTER-35 VBLE 05/2024 Interés               1.050.000,00                             21                              1.296,29                                      61,73 0
ES0213679GK0 OS  BANKINTER-35 VBLE 05/2024 Amortización               1.050.000,00                             21                         787.500,00                             37.500,00 75 0
ES0305014781 BS  SANT ESPAŃA-92 VBLE 11/2024 Interés            19.610.000,00                    19.610                         282.384,00                                      14,40 1,44 0
ES0305014781 BS  SANT ESPAŃA-92 VBLE 11/2024 Amortización            19.610.000,00                    19.610                   17.649.000,00                                   900,00 90 0
ES0313679D79 BS  BANKINTER-14 VBLE 02/2021 Interés                  750.000,00                             15                                 925,92                                      61,73 0
14/05/2020 ES0211845229 OS  ABERTIS-  5,990 05/2038 Interés          125.000.000,00                       2.500                     7.487.500,00                                2.995,00 5,99 5,99
ES0213860317 OS  B. SABADELL-6 VBLE 11/2025 Interés               2.500.000,00                             25                              9.375,00                                   375,00 0,375 1,5
ES0313679P00 BS  BANKINTER-9 VBLE 02/2021 Interés                  550.000,00                             12                                 679,01                                      56,27 0
ES03138603B9 BS  B. SABADELL-5 VBLE 11/2023 Interés               1.000.000,00                             10                              2.750,00                                   275,00 0,275 1,1
ES0413211840 CH  B.B.V.A-  VBLE 05/2025 Interés      2.000.000.000,00                    20.000                                           -                                               -   0 0
ES0414970501 CH  LA CAIXA-  VBLE 05/2021 Interés          175.000.000,00                       1.750                         256.812,50                                   146,75 0,14675 0,587
15/05/2020 DE0001102317 BON DP ALEMANIA-  1,500 05/2023 Interés    18.000.000.000,00            18.000.000                 270.000.000,00                                      15,00 1,5 1,5
DE0001102358 BON DP ALEMANIA-  1,500 05/2024 Interés    18.000.000.000,00            18.000.000                 270.000.000,00                                      15,00 1,5 1,5
ES0000107237 AUT C. ARAGON-  5,100 11/2020 Interés            25.000.000,00                          500                         106.250,00                                   212,50 0,425 5,1
ES0205238001 OS  PSP6-  3,750 12/2037 Interés            39.127.803,88                          451                         122.274,39                                   271,12 0,3125 3,75
ES0205238001 OS  PSP6-  3,750 12/2037 Amortización            39.127.803,88                          451                         125.208,97                                   277,63 0,32 3,75
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Interés               8.356.858,64                             92                           28.898,02                                   314,11 0,3458 4,15
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Amortización               8.356.858,64                             92                           25.906,26                                   281,59 0,31 4,15
ES02136798P1 OS  BANKINTER-74 VBLE 05/2020 Interés               1.300.000,00                             13                              1.604,93                                   123,46 0
ES02136798P1 OS  BANKINTER-74 VBLE 05/2020 Amortización               1.300.000,00                             13                     1.300.000,00                           100.000,00 100 0
ES0305067730 BS  BBVA GLOBAL-95 VBLE 05/2020 Interés               2.375.000,00                             95                              2.932,08                                      30,86 0
ES0305067730 BS  BBVA GLOBAL-95 VBLE 05/2020 Amortización               2.375.000,00                             95                     2.375.000,00                             25.000,00 100 0
ES0305067979 BS  BBVA GLOBAL-134 VBLE 02/2021 Interés               5.000.000,00                             50                              6.172,80                                   123,46 0
ES0313679J81 BS  BANKINTER-12 VBLE 02/2022 Interés               1.650.000,00                             33                              2.037,02                                      61,73 0
ES03138603H6 BS  B. SABADELL-4 VBLE 05/2024 Interés          120.000.000,00                       1.200                           55.440,00                                      46,20 0,0462 0,189
IE00BDHDPR44 BON DP IRLANDA-  0,900 05/2028 Interés      5.875.000.000,00              5.875.000                   52.875.000,00                                        9,00 0,9 0,9
IE00BFZRPZ02 BON DP IRLANDA-  1,300 05/2033 Interés      4.000.000.000,00              4.000.000                   52.000.000,00                                      13,00 1,3 1,3
IE00BH3SQ895 BON DP IRLANDA-  1,100 05/2029 Interés      4.000.000.000,00              4.000.000                   44.000.000,00                                      11,00 1,1 1,1
IE00BH3SQB22 BON DP IRLANDA-  1,500 05/2050 Interés      4.000.000.000,00              4.000.000                   60.000.000,00                                      15,00 1,5 1,5
IE00BJ38CR43 BON DP IRLANDA-  2,400 05/2030 Interés      9.386.550.000,00              9.386.550                 225.277.200,00                                      24,00 2,4 2,4
IE00BKFVC345 BON DP IRLANDA-  0,400 05/2035 Interés      4.000.000.000,00              4.000.000                     5.289.600,00                                        1,32 0,13224 0,4
IE00BV8C9418 BON DP IRLANDA-  1,000 05/2026 Interés    11.318.750.000,00            11.318.750                 113.187.500,00                                      10,00 1 1
IE00BV8C9B83 BON DP IRLANDA-  1,700 05/2037 Interés      5.292.000.000,00              5.292.000                   89.964.000,00                                      17,00 1,7 1,7
IT0005188120 BON DP ITALIA-  VBLE 05/2022 Interés      9.758.597.000,00              9.758.597                   12.047.573,51                                        1,23 0,106
IT0005246134 BON DP ITALIA-  VBLE 05/2028 Interés      9.484.000.000,00              9.484.000                   11.708.567,04                                        1,23 1,359
IT0005246340 BON DP ITALIA-  1,850 05/2024 Interés    15.107.458.000,00            15.107.458                 139.743.986,50                                        9,25 0,925 1,85
IT0005282527 BON DP ITALIA-  1,450 11/2024 Interés      4.000.500.000,00              4.000.500                   29.003.625,00                                        7,25 0,725 1,45
IT0005327306 BON DP ITALIA-  1,450 05/2025 Interés      5.200.000.000,00              5.200.000                   37.700.000,00                                        7,25 0,725 1,45
IT0005329344 BON DP ITALIA-  VBLE 05/2023 Interés      3.250.000.000,00              3.250.000                     4.012.320,00                                        1,23 0,104
IT0005345183 BON DP ITALIA-  2,500 11/2025 Interés      4.855.588.000,00              4.855.588                   60.694.850,00                                      12,50 1,25 2,5
16/05/2020 ES0415143025 CH  C.RURAL GRAN-II 1,250 05/2028 Interés          600.000.000,00                       6.000                     7.500.000,00                                1.250,00 1,25 1,25
17/05/2020 ES0413211865 CH  B.B.V.A-  0,625 05/2021 Interés      1.250.000.000,00                    12.500                     7.812.500,00                                   625,00 0,625 0,625
18/05/2020 ES0000101867 AUT COM.MADRID-  2,916 05/2037 Interés            25.000.000,00                    25.000                         729.000,00                                      29,16 2,916 2,916
ES02136798J4 OS  BANKINTER-69 VBLE 05/2020 Interés               2.235.000,00                          596                              2.759,24                                        4,63 0
ES02136798J4 OS  BANKINTER-69 VBLE 05/2020 Amortización               2.235.000,00                          596                         335.250,00                                   562,50 15 0
ES0305014591 BS  SANT ESPAŃA-66 VBLE 05/2022 Interés               8.490.000,00                       8.490                           10.481,41                                        1,23 0
ES0305034003 BTN RMBS SANT 2-A VBLE 02/2057 Interés      1.252.290.562,14                    23.449                                           -                                               -   0 0
ES0305034011 BTN RMBS SANT 2-B VBLE 02/2057 Interés          655.100.000,00                       6.551                                           -                                               -   0 0
ES0305034029 BTN RMBS SANT 2-C VBLE 02/2057 Interés          142.400.000,00                       1.424                           30.972,00                                      21,75 0,02175 0,087
ES0305048003 BTN RMBS SANT 3-A VBLE 11/2064 Interés      2.660.285.536,56                    49.316                     1.110.669,21                                      22,52 0,04175 0,167
ES0305048011 BTN RMBS SANT 3-B VBLE 11/2064 Interés      1.568.400.000,00                    15.684                         850.857,00                                      54,25 0,05425 0,217
ES0305048029 BTN RMBS SANT 3-C VBLE 11/2064 Interés          313.600.000,00                       3.136                         185.808,00                                      59,25 0,05925 0,237
ES0305072003 BS  GRUPOPIKOLIN-  VBLE 05/2021 Interés            25.000.000,00                          250                         937.500,00                                3.750,00 3,75 3,75
ES0305132005 BTN BBVA RMBS 16-  VBLE 08/2064 Interés          977.042.035,20                    13.440                         219.805,15                                      16,35 0,022497 0,089
ES0305217004 BTN BBVA RMBS 17-  VBLE 08/2066 Interés      1.230.356.476,80                    15.840                                           -                                               -   0 0
ES0305289003 BTN SANT PYME 13-A VBLE 05/2043 Interés          373.223.682,45                    22.545                                           -                                               -   0 0
ES0305289011 BTN SANT PYME 13-B VBLE 05/2043 Interés          445.500.000,00                       4.455                         100.224,14                                      22,50 0,022497 0,089
ES0305289029 BTN SANT PYME 13-C VBLE 05/2043 Interés            93.699.787,50                       1.350                           56.606,85                                      41,93 0,060413 0,239
ES0312273081 BTN AYT COL GLOB-3A VBLE 11/2047 Interés            68.308.993,23                       1.753                                           -                                               -   0 0
ES0312273099 BTN AYT COL GLOB-3B VBLE 11/2047 Interés            12.600.000,00                          126                                           -                                               -   0 0
ES0312273107 BTN AYT COL GLOB-3C VBLE 11/2047 Interés               8.200.000,00                             82                           13.265,80                                   161,78 0,161778 0,32
ES0312273115 BTN AYT COL GLOB-3D VBLE 11/2047 Interés               3.800.000,00                             38                           32.082,56                                   844,28 0,844278 1,67
ES0312302013 BTH AYT.GEN.H11-A2 VBLE 11/2040 Interés          345.143.880,00                    18.000                                           -                                               -   0 0
ES0312302021 BTH AYT.GEN.H11-B VBLE 11/2040 Interés            11.230.275,60                          360                                           -                                               -   0 0
ES0312302039 BTH AYT.GEN.H11-C VBLE 11/2040 Interés            10.481.590,56                          336                              5.007,58                                      14,90 0,047775 0,189
ES0312302047 BTH AYT.GEN.H11-D VBLE 11/2040 Interés               7.486.850,40                          240                           39.534,54                                   164,73 0,528053 2,089
ES0312344015 BTH AYT.GEN.H8-A2 VBLE 05/2039 Interés          390.137.580,00                    31.500                                           -                                               -   0 0
ES0312344023 BTH AYT.GEN.H8-B VBLE 05/2039 Interés               9.046.716,00                          420                                           -                                               -   0 0
ES0312344031 BTH AYT.GEN.H8-C VBLE 05/2039 Interés               9.046.716,00                          420                              1.349,23                                        3,21 0,014914 0,059
ES0312344049 BTH AYT.GEN.H8-D VBLE 05/2039 Interés               9.046.716,00                          420                           36.337,40                                      86,52 0,401664 1,589
ES0323977001 BTN RURAL HP XV-A VBLE 05/2058 Interés          246.429.598,05                       4.761                                           -                                               -   0 0
ES0323977019 BTN RURAL HP XV-B VBLE 05/2058 Interés            52.900.000,00                          529                           11.900,91                                      22,50 0,022497 0,089
ES0325636001 BTN SANT HIPOT 9-A VBLE 02/2056 Interés          234.063.920,82                       4.722                                           -                                               -   0 0
ES0325636019 BTN SANT HIPOT 9-B VBLE 02/2056 Interés          177.800.000,00                       1.778                                           -                                               -   0 0
ES0325636027 BTN SANT HIPOT 9-C VBLE 02/2056 Interés            28.600.000,00                          286                              6.220,50                                      21,75 0,02175 0,087
ES0336105004 BTN SANT HIPOT 8-A VBLE 11/2054 Interés          239.474.496,00                       6.400                         144.673,73                                      22,61 0,060413 0,239
ES0336105012 BTN SANT HIPOT 8-B VBLE 11/2054 Interés          160.000.000,00                       1.600                         238.217,60                                   148,89 0,148886 0,589
ES0336105020 BTN SANT HIPOT 8-C VBLE 11/2054 Interés            28.100.000,00                          281                           16.976,05                                      60,41 0,060413 0,239
ES0340609843 BS  CAIXABANK-I VBLE 05/2020 Interés               8.900.000,00                             89                           10.987,58                                   123,46 0
ES0340609843 BS  CAIXABANK-I VBLE 05/2020 Amortización               8.900.000,00                             89                     8.900.000,00                           100.000,00 100 0
ES0370150007 BTH AYT.GEN. H4-A VBLE 05/2036 Interés            97.187.559,20                       7.760                                           -                                               -   0 0
ES0370150015 BTH AYT.GEN. H4-B VBLE 05/2036 Interés               6.787.300,80                          240                              1.526,94                                        6,36 0,022497 0,089
ES0374274019 BTN RURAL HP IX-A2 VBLE 02/2050 Interés          120.364.127,09                    10.217                                           -                                               -   0 0
ES0374274027 BTN RURAL HP IX-A3 VBLE 02/2050 Interés          210.000.000,00                       2.100                                           -                                               -   0 0
ES0374274035 BTN RURAL HP IX-B VBLE 02/2050 Interés            14.227.754,77                          293                                           -                                               -   0 0
ES0374274043 BTN RURAL HP IX-C VBLE 02/2050 Interés            13.838.100,90                          285                              3.812,81                                      13,38 0,027553 0,109
ES0374274050 BTN RURAL HP IX-D VBLE 02/2050 Interés               5.730.553,50                          105                           23.017,57                                   219,21 0,401664 1,589
ES0374274068 BTN RURAL HP IX-E VBLE 02/2050 Interés               7.500.000,00                          300                           68.041,42                                   226,80 0,907219 3,589
ES0413679400 CH  BANKINTER-I VBLE 11/2027 Interés      1.000.000.000,00                    10.000                                           -                                               -   0 0
ES0413790330 CH  B. POPULAR-1 VBLE 02/2026 Interés      1.000.000.000,00                    10.000                     5.280.520,00                                   528,05 0,528052 2,089
ES0413790447 CT  B. POPULAR-1 0,708 05/2024 Interés          250.000.000,00                       2.500                     1.770.000,00                                   708,00 0,708 0,708
XS1413812881 BON DP ITALIA-  1,913 05/2029 Interés          800.000.000,00                       1.600                   15.304.000,00                                9.565,00 1,913 1,913
19/05/2020 ES0000101719 AUT COM.MADRID-  0,727 05/2021 Interés          700.000.000,00                  700.000                     5.089.000,00                                        7,27 0,727 0,727
ES0224244071 OS  MAPFRE-1 1,625 05/2026 Interés      1.000.000.000,00                    10.000                   16.250.000,00                                1.625,00 1,625 1,625
ES0305069009 BTN BBVA RMBS 15-A VBLE 05/2058 Interés      2.197.880.768,00                    32.800                         478.039,07                                      14,57 0,02175 0,087
ES0340609728 BS  CAIXABANK-I VBLE 05/2020 Interés            36.700.000,00                          367                           45.308,35                                   123,46 0
ES0340609728 BS  CAIXABANK-I VBLE 05/2020 Amortización            36.700.000,00                          367                   36.700.000,00                           100.000,00 100 0
PTOTVGOE0008 BON DP PORTUGAL-  VBLE 05/2021 Interés          750.000.000,00                  750.000                     8.341.665,00                                      11,12 1,112222 2,2
20/05/2020 ES0000101560 AUT COM.MADRID-  2,100 05/2024 Interés            13.000.000,00                    13.000                         136.500,00                                      10,50 1,05 2,1
ES0211845302 OS  ABERTIS-  1,375 05/2026 Interés      1.150.000.000,00                    11.500                   15.812.500,00                                1.375,00 1,375 1,375
ES0213679AN7 OS  BANKINTER-123 VBLE 08/2022 Interés               3.000.000,00                             60                              3.703,68                                      61,73 0
ES0213679BF1 OS  BANKINTER-155 VBLE 11/2022 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0213679BG9 OS  BANKINTER-156 VBLE 11/2022 Interés               2.800.000,00                             56                              3.456,77                                      61,73 0
ES0213679DH3 OS  BANKINTER-58 VBLE 05/2023 Interés                  690.000,00                             69                                 851,85                                      12,35 0
ES0213679G37 OS  BANKINTER-200 VBLE 11/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0213679GB9 OS  BANKINTER-22 VBLE 05/2024 Interés               4.780.000,00                          478                              5.901,20                                      12,35 0
ES0213679GB9 OS  BANKINTER-22 VBLE 05/2024 Amortización               4.780.000,00                          478                     4.302.000,00                                9.000,00 90 0
ES0213679Y50 OS  BANKINTER-77 VBLE 05/2022 Interés               1.212.500,00                             97                              1.496,90                                      15,43 0
ES0213679Y84 OS  BANKINTER-81 VBLE 05/2022 Interés                  990.000,00                             99                              1.222,21                                      12,35 0
ES0213679Z00 OS  BANKINTER-84 VBLE 05/2022 Interés               1.500.000,00                             15                              1.851,84                                   123,46 0
ES0305067B69 BS  BBVA GLOBAL-160 VBLE 05/2024 Interés                  430.000,00                             43                                 530,86                                      12,35 0
ES0305115000 BTN IM BCC CM 1-A VBLE 03/2059 Interés          391.574.005,50                       6.150                                           -                                               -   0 0
ES0305115018 BTN IM BCC CM 1-B VBLE 03/2059 Interés          135.000.000,00                       1.350                                           -                                               -   0 0
ES0305154009 BTN IM SAB PY 10-A VBLE 05/2049 Interés            93.358.862,19                    14.481                           80.988,81                                        5,59 0,08675 0,347
ES0305154017 BTN IM SAB PY 10-B VBLE 05/2049 Interés          301.900.000,00                       3.019                         375.110,75                                   124,25 0,12425 0,497
ES0305213003 BTN SANT CAU 162-A 0,900 09/2033 Interés          552.400.000,00                       5.524                     1.242.900,00                                   225,00 0,225 0,9
ES0305213011 BTN SANT CAU 162-B 2,100 09/2033 Interés            26.000.000,00                          260                         136.500,00                                   525,00 0,525 2,1
ES0305213029 BTN SANT CAU 162-C 3,100 09/2033 Interés            35.800.000,00                          358                         277.450,00                                   775,00 0,775 3,1
ES0305213037 BTN SANT CAU 162-D 5,100 09/2033 Interés            19.500.000,00                          195                         248.625,00                                1.275,00 1,275 5,1
ES0305213045 BTN SANT CAU 162-E 6,300 09/2033 Interés            16.300.000,00                          163                         256.725,00                                1.575,00 1,575 6,3
ES0305213052 BTN SANT CAU 162-F 11,000 09/2033 Interés            13.000.000,00                          130                         357.500,00                                2.750,00 2,75 11
ES0305365001 BTN MAGDALENA 2-  VBLE 08/2057 Interés          132.723.265,02                       1.663                     2.936.502,24                                1.765,79 2,2125 8,85
ES0305388003 BTN IM WANNA II-  4,150 03/2027 Interés            26.837.825,30                          286                           91.542,75                                   320,08 0,341096 4,15
ES0305462006 BTN BBVA RMBS 19-A VBLE 08/2062 Interés      1.800.000.000,00                    18.000                     1.409.400,00                                      78,30 0,0783 0,162
ES0313679F51 BS  BANKINTER-59 VBLE 05/2021 Interés               1.950.000,00                             39                              2.407,39                                      61,73 0
ES0313679K62 BS  BANKINTER-44 VBLE 05/2020 Interés               2.200.000,00                             22                              2.716,03                                   123,46 0
ES0313679K62 BS  BANKINTER-44 VBLE 05/2020 Amortización               2.200.000,00                             22                     2.200.000,00                           100.000,00 100 0
ES0314149008 BTN BBVA RMBS 3-A1 VBLE 02/2060 Interés          228.357.000,00                    12.000                                           -                                               -   0 0
ES0314149016 BTN BBVA RMBS 3-A2 VBLE 02/2060 Interés          369.076.072,05                       5.955                                           -                                               -   0 0
ES0314149032 BTN BBVA RMBS 3-B VBLE 02/2060 Interés          156.000.000,00                       1.560                           57.330,00                                      36,75 0,03675 0,147
ES0314149040 BTN BBVA RMBS 3-C VBLE 02/2060 Interés            88.500.000,00                          885                           98.898,75                                   111,75 0,11175 0,447
ES0314149057 BTN BBVA RMBS 3-A3a VBLE 02/2060 Interés          367.973.496,00                       7.200                                           -                                               -   0 0
ES0314149065 BTN BBVA RMBS 3-A3b VBLE 02/2060 Interés          136.206.230,40                       1.440                                           -                                               -   0 0
ES0314149073 BTN BBVA RMBS 3-A3c VBLE 02/2060 Interés            63.562.907,52                          672                                           -                                               -   0 0
ES0314149081 BTN BBVA RMBS 3-A3d VBLE 02/2060 Interés            27.241.246,08                          288                                           -                                               -   0 0
ES0347458004 BTN IM CAJASTU 1-A VBLE 12/2052 Interés          168.173.718,00                       4.920                                           -                                               -   0 0
ES0347458012 BTN IM CAJASTU 1-B VBLE 12/2052 Interés          112.115.816,10                       1.230                           15.135,64                                      12,31 0,0135 0,162
ES0413900350 CT  SANTANDER-7 VBLE 05/2021 Interés          218.300.000,00                       2.183                         134.800,25                                      61,75 0,06175 0,247
ES0413900541 CH  SANTANDER-9 0,403 11/2023 Interés          200.000.000,00                       2.000                         201.500,00                                   100,75 0,10075 0,403
IT0005312142 BON DP ITALIA-  VBLE 11/2023 Interés      7.107.158.000,00              7.107.158                     8.774.212,98                                        1,23 0,25
21/05/2020 ES0000101602 AUT COM.MADRID-  4,125 05/2024 Interés      1.600.000.000,00              1.600.000                   66.000.000,00                                      41,25 4,125 4,125
ES0213679JT5 OS  BANKINTER-17 VBLE 02/2025 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0305259006 BTN DRIVER ESP 4-A VBLE 04/2028 Interés          159.176.664,00                       8.880                                           -                                               -   0 0
ES0305259014 BTN DRIVER ESP 4-B VBLE 04/2028 Interés            13.096.805,80                          260                              3.448,78                                      13,26 0,026333 0,316
ES0305319008 BTN DRIVER ESP 5-A VBLE 12/2028 Interés          296.484.108,00                       8.880                                           -                                               -   0 0
ES0305319016 BTN DRIVER ESP 5-B VBLE 12/2028 Interés            24.394.242,60                          260                              2.155,23                                        8,29 0,008835 0,106
ES0305471007 BTN DRIVER ESP 6-A VBLE 09/2030 Interés          938.095.300,00                    10.000                         207.938,20                                      20,79 0,022166 0,266
ES0305471015 BTN DRIVER ESP 6-B VBLE 09/2030 Interés            35.700.000,00                          357                           10.888,50                                      30,50 0,0305 0,366
ES0313714018 BTH BANKINTER 11-A2 VBLE 08/2048 Interés          179.832.895,68                       8.168                                           -                                               -   0 0
ES0313714026 BTH BANKINTER 11-B VBLE 08/2048 Interés               7.276.749,48                          156                                           -                                               -   0 0
ES0313714034 BTH BANKINTER 11-C VBLE 08/2048 Interés               7.136.016,39                          153                              2.640,33                                      17,26 0,037 0,148
ES0313714042 BTH BANKINTER 11-D VBLE 08/2048 Interés               4.571.769,58                             98                           21.121,58                                   215,53 0,462 1,848
ES0313714059 BTH BANKINTER 11-E VBLE 08/2048 Interés               6.212.500,00                          125                           54.328,31                                   434,63 0,8745 3,498
22/05/2020 BE6253189847 BON DP BELGICA-  3,240 05/2043 Interés            85.000.000,00                          850                     2.754.000,00                                3.240,00 3,24 3,24
ES0001351362 AUT C.CAS LEON-  4,400 05/2020 Interés          155.000.000,00                  155.000                     6.820.000,00                                      44,00 4,4 4,4
ES0001351362 AUT C.CAS LEON-  4,400 05/2020 Amortización          155.000.000,00                  155.000                 155.000.000,00                                1.000,00 100 4,4
ES02136798K2 OS  BANKINTER-68 VBLE 05/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798K2 OS  BANKINTER-68 VBLE 05/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136798L0 OS  BANKINTER-72 VBLE 05/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798L0 OS  BANKINTER-72 VBLE 05/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136798Q9 OS  BANKINTER-75 VBLE 05/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798Q9 OS  BANKINTER-75 VBLE 05/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799B9 OS  BANKINTER-80 VBLE 05/2020 Interés                  500.000,00                             10                                 617,28                                      61,73 0
ES02136799B9 OS  BANKINTER-80 VBLE 05/2020 Amortización                  500.000,00                             10                         250.000,00                             25.000,00 50 0
ES0305332001 BTN IM BCC CP 2-A VBLE 06/2057 Interés            81.260.340,00                       7.600                                           -                                               -   0 0
ES0305332019 BTN IM BCC CP 2-B VBLE 06/2057 Interés          240.000.000,00                       2.400                                           -                                               -   0 0
ES0305459002 BTN IM BCC CM 2-A VBLE 12/2061 Interés          616.288.694,21                       6.307                                           -                                               -   0 0
ES0305459010 BTN IM BCC CM 2-B VBLE 12/2061 Interés            94.300.000,00                          943                           15.716,98                                      16,67 0,016667 0,2
ES0312872015 BTN BANCAJA 10-A2 VBLE 05/2050 Interés          194.296.627,30                    15.370                                           -                                               -   0 0
ES0312872023 BTN BANCAJA 10-A3 VBLE 05/2050 Interés          485.998.850,00                       5.000                                           -                                               -   0 0
ES0312872031 BTN BANCAJA 10-B VBLE 05/2050 Interés            65.000.000,00                          650                                           -                                               -   0 0
ES0312872049 BTN BANCAJA 10-C VBLE 05/2050 Interés            52.000.000,00                          520                           11.440,00                                      22,00 0,022 0,09
ES0312872056 BTN BANCAJA 10-D VBLE 05/2050 Interés            26.000.000,00                          260                           94.697,72                                   364,22 0,364222 1,49
ES0312872064 BTN BANCAJA 10-E VBLE 05/2050 Interés            31.000.000,00                          310                         272.042,36                                   877,56 0,877556 3,59
ES0347421002 BTN IM BCG RMBS2-A VBLE 09/2061 Interés          727.850.095,70                    11.830                                           -                                               -   0 0
ES0358968008 BTN MADRI RESI I-  VBLE 08/2051 Interés          176.124.343,24                       6.077                                           -                                               -   0 0
ES0358969006 BTN MADRI RESI II-  VBLE 02/2052 Interés          196.238.824,80                       4.560                                           -                                               -   0 0
ES0359091016 BTN MADR RMBS  I-A2 VBLE 06/2049 Interés          394.625.578,00                    13.400                                           -                                               -   0 0
ES0359091024 BTN MADR RMBS  I-B VBLE 06/2049 Interés            70.000.000,00                          700                                           -                                               -   0 0
ES0359091032 BTN MADR RMBS  I-C VBLE 06/2049 Interés            75.000.000,00                          750                                           -                                               -   0 0
ES0359091040 BTN MADR RMBS  I-D VBLE 06/2049 Interés            34.000.000,00                          340                              7.480,00                                      22,00 0,022 0,09
ES0359091057 BTN MADR RMBS  I-E VBLE 06/2049 Interés            21.000.000,00                          210                           71.353,17                                   339,78 0,339777 1,39
ES0359092014 BTN MADR RMBS II-A2 VBLE 08/2049 Interés            68.031.194,40                       9.360                                           -                                               -   0 0
ES0359092022 BTN MADR RMBS II-A3 VBLE 08/2049 Interés          270.000.000,00                       2.700                                           -                                               -   0 0
ES0359092030 BTN MADR RMBS II-B VBLE 08/2049 Interés            63.000.000,00                          630                                           -                                               -   0 0
ES0359092048 BTN MADR RMBS II-C VBLE 08/2049 Interés            67.500.000,00                          675                                           -                                               -   0 0
ES0359092055 BTN MADR RMBS II-D VBLE 08/2049 Interés            30.600.000,00                          306                              6.732,00                                      22,00 0,022 0,09
ES0359092063 BTN MADR RMBS II-E VBLE 08/2049 Interés            18.900.000,00                          189                           73.457,87                                   388,67 0,388666 1,59
ES0359093012 BTN MAD RMBS III-A2 VBLE 02/2050 Interés          296.397.675,00                    15.750                                           -                                               -   0 0
ES0359093020 BTN MAD RMBS III-A3 VBLE 02/2050 Interés          497.000.000,00                       4.970                                           -                                               -   0 0
ES0359093038 BTN MAD RMBS III-B VBLE 02/2050 Interés            55.500.000,00                          555                                           -                                               -   0 0
ES0359093046 BTN MAD RMBS III-C VBLE 02/2050 Interés            90.000.000,00                          900                                           -                                               -   0 0
ES0359093053 BTN MAD RMBS III-D VBLE 02/2050 Interés            72.000.000,00                          720                           33.439,68                                      46,44 0,046444 0,19
ES0359093061 BTN MAD RMBS III-E VBLE 02/2050 Interés            52.500.000,00                          525                         216.883,28                                   413,11 0,413111 1,69
ES0359094010 BTN MAD RMBS IV-A2 VBLE 11/2050 Interés          571.198.541,76                       8.352                                           -                                               -   0 0
ES0359094028 BTN MAD RMBS IV-B VBLE 11/2050 Interés            60.000.000,00                          600                           20.533,20                                      34,22 0,034222 0,14
ES0359094036 BTN MAD RMBS IV-C VBLE 11/2050 Interés            74.400.000,00                          744                           52.740,67                                      70,89 0,070888 0,29
ES0359094044 BTN MAD RMBS IV-D VBLE 11/2050 Interés            52.800.000,00                          528                           56.789,04                                   107,56 0,107555 0,44
ES0359094051 BTN MAD RMBS IV-E VBLE 11/2050 Interés            26.400.000,00                          264                         134.874,43                                   510,89 0,510888 2,09
ES0458759026 CH  UNICAJA-  VBLE 11/2022 Interés            30.000.000,00                          600                         252.069,90                                   420,12 0,840233 1,662
IT0005253676 BON DP ITALIA-  VBLE 05/2023 Interés      8.589.516.000,00              8.589.516                   10.604.272,87                                        1,23 0,45
XS1236858657 BON DP ITALIA-  2,127 05/2027 Interés          700.000.000,00                       1.400                     7.444.500,00                                5.317,50 1,0635 2,127
23/05/2020 AT0000A10683 BON DP AUSTRIA-  2,400 05/2034 Interés      6.912.304.000,00              6.912.304                 165.895.296,00                                      24,00 2,4 2,4
BE0364554288 BON DP BELGICA-  0,000 05/2022 Interés            50.000.000,00                          200                                           -                                               -   0 0
ES0317046003 CM  CED.TDA 6-  3,875 05/2025 Interés      3.000.000.000,00                    30.000                 116.250.000,00                                3.875,00 3,875 3,875
24/05/2020 ES0000090466 AUT J.ANDALUCIA-  5,150 05/2034 Interés          100.000.000,00                  100.000                     5.150.000,00                                      51,50 5,15 5,15
ES0000090813 AUT J.ANDALUCIA-  1,900 05/2039 Interés            28.000.000,00                    28.000                         532.000,00                                      19,00 1,9 1,9
ES0000090821 AUT J.ANDALUCIA-  2,300 05/2049 Interés          278.194.000,00                  278.194                     6.398.462,00                                      23,00 2,3 2,3
ES0000090839 AUT J.ANDALUCIA-  1,950 05/2041 Interés            85.000.000,00                    85.000                     1.657.500,00                                      19,50 1,95 1,95
ES0413676042 CH  BANKOA-  0,85 05/2025 Interés          100.000.000,00                       1.000                         850.000,00                                   850,00 0,85 0,85
25/05/2020 BE6221228362 BON DP BELGICA-  4,500 05/2028 Interés            75.000.000,00                    15.000                     3.375.000,00                                   225,00 4,5 4,5
ES0001348202 AUT C.ILLES BALE-  VBLE 05/2023 Interés            30.000.000,00                    30.000                     1.365.000,00                                      45,50 4,55 4,55
ES02136798I6 OS  BANKINTER-67 VBLE 05/2020 Interés               4.743.750,00                          759                              5.856,44                                        7,72 0
ES02136798I6 OS  BANKINTER-67 VBLE 05/2020 Amortización               4.743.750,00                          759                     1.185.937,50                                1.562,50 25 0
ES02136798M8 OS  BANKINTER-70 VBLE 05/2020 Interés               1.237.500,00                             99                              1.527,77                                      15,43 0
ES02136798M8 OS  BANKINTER-70 VBLE 05/2020 Amortización               1.237.500,00                             99                         309.375,00                                3.125,00 25 0
ES0305067D18 BS  BBVA GLOBAL-178 VBLE 02/2022 Interés               1.000.000,00                             20                              1.234,56                                      61,73 0
ES0305106009 BTN A-BEST 13-A VBLE 08/2030 Interés          106.862.215,20                       2.705                                           -                                               -   0 0
ES0305106017 BTN A-BEST 13-B VBLE 08/2030 Interés            43.700.000,00                          437                           38.844,06                                      88,89 0,088888 1
ES0305106025 BTN A-BEST 13-M 2,300 08/2030 Interés            63.500.000,00                          635                         121.708,33                                   191,67 0,191667 2,3
ES0305452007 BTN AUTONORIA SPAIN-A VBLE 12/2035 Interés          790.000.000,00                       7.900                         183.043,00                                      23,17 0,02317 0,298
ES0305452015 BTN AUTONORIA SPAIN-B VBLE 12/2035 Interés            30.000.000,00                          300                           12.786,00                                      42,62 0,04262 0,548
ES0305452023 BTN AUTONORIA SPAIN-C VBLE 12/2035 Interés            55.000.000,00                          550                           40.551,50                                      73,73 0,07373 0,948
ES0305452031 BTN AUTONORIA SPAIN-D VBLE 12/2035 Interés            55.000.000,00                          550                           61.941,00                                   112,62 0,11262 1,448
ES0305452049 BTN AUTONORIA SPAIN-E VBLE 12/2035 Interés            20.000.000,00                          200                           38.080,00                                   190,40 0,1904 2,448
ES0305452056 BTN AUTONORIA SPAIN-F VBLE 12/2035 Interés            25.000.000,00                          250                           69.960,00                                   279,84 0,27984 3,598
ES0305452064 BTN AUTONORIA SPAIN-G 6,000 12/2035 Interés            25.000.000,00                          250                         114.752,50                                   459,01 0,45901 6
ES0312092002 BTN CIN AYT 2-A VBLE 05/2051 Interés          178.316.412,75                       3.825                                           -                                               -   0 0
ES0312092010 BTN CIN AYT 2-B VBLE 05/2051 Interés            67.500.000,00                          675                           56.531,25                                      83,75 0,08375 0,335
ES0312298120 CM  AYT CEC.GLOB-13 4,750 05/2027 Interés      1.545.000.000,00                    15.450                   73.387.500,00                                4.750,00 4,75 4,75
ES0312886015 BTN BANCAJA 7-A2 VBLE 11/2036 Interés          198.746.284,10                    16.702                                           -                                               -   0 0
ES0312886023 BTN BANCAJA 7-B VBLE 11/2036 Interés               9.112.824,84                          399                                           -                                               -   0 0
ES0312886031 BTN BANCAJA 7-C VBLE 11/2036 Interés               5.435.148,88                          238                              4.959,57                                      20,84 0,09125 0,365
ES0312886049 BTN BANCAJA 7-D VBLE 11/2036 Interés               3.677.674,70                          161                           19.169,88                                   119,07 0,52125 2,085
ES0313280002 BTN BBVA EMP 4-A VBLE 02/2045 Interés            24.728.200,00                    17.000                                           -                                               -   0 0
ES0317104000 BTN SOL-LION-A VBLE 05/2047 Interés      1.347.287.904,00                    43.200                                           -                                               -   0 0
ES0317104018 BTN SOL-LION-B VBLE 05/2047 Interés            59.340.096,00                          900                           58.499,25                                      65,00 0,098583 0,39
ES0317104026 BTN SOL-LION-C VBLE 05/2047 Interés            59.340.096,00                          900                         125.998,61                                   140,00 0,212333 0,84
ES0318559020 BTN CPENEDES T1-B VBLE 11/2049 Interés            25.718.891,21                          929                           18.324,71                                      19,73 0,07125 0,285
ES0318559038 BTN CPENEDES T1-C VBLE 11/2049 Interés            31.255.365,44                          416                         104.314,78                                   250,76 0,33375 1,335
ES0361745005 BTN MBS BANCAJA6-A VBLE 05/2052 Interés          231.131.375,20                       9.040                                           -                                               -   0 0
ES0361745013 BTN MBS BANCAJA6-B VBLE 05/2052 Interés            29.855.748,75                          375                           14.339,12                                      38,24 0,048028 0,19
ES0361745021 BTN MBS BANCAJA6-C VBLE 05/2052 Interés            28.500.000,00                          285                           56.912,79                                   199,69 0,199694 0,79
ES0361745039 BTN MBS BANCAJA6-D VBLE 05/2052 Interés            30.000.000,00                          300                         120.575,10                                   401,92 0,401917 1,59
ES0361795000 BTN MBS BANCAJA2-A VBLE 02/2038 Interés            60.305.679,84                       7.544                                           -                                               -   0 0
ES0361795018 BTN MBS BANCAJA2-B VBLE 02/2038 Interés               2.800.531,80                          132                                           -                                               -   0 0
ES0361795026 BTN MBS BANCAJA2-C VBLE 02/2038 Interés               2.206.479,60                          104                                           -                                               -   0 0
ES0361795034 BTN MBS BANCAJA2-D VBLE 02/2038 Interés               2.606.515,12                             88                                 553,88                                        6,29 0,02125 0,085
ES0361795042 BTN MBS BANCAJA2-E VBLE 02/2038 Interés            13.200.000,00                          132                           47.355,00                                   358,75 0,35875 1,435
ES0361795059 BTN MBS BANCAJA2-F VBLE 02/2038 Interés               5.000.000,36                             92                           44.812,50                                   487,09 0,89625 3,585
ES0374275008 BTN RURAL HP X-A VBLE 05/2053 Interés          475.536.201,92                    17.888                                           -                                               -   0 0
ES0374275016 BTN RURAL HP X-B VBLE 05/2053 Interés            21.065.196,96                          376                              4.476,35                                      11,91 0,02125 0,085
ES0374275024 BTN RURAL HP X-C VBLE 05/2053 Interés            30.028.435,20                          536                           21.395,26                                      39,92 0,07125 0,285
ES0377968005 BTN TDA IBERCA 6-A VBLE 11/2051 Interés          470.317.536,00                    14.400                                           -                                               -   0 0
ES0377968013 BTN TDA IBERCA 6-B VBLE 11/2051 Interés            29.171.436,00                          300                           13.491,79                                      44,97 0,04625 0,185
ES0377968021 BTN TDA IBERCA 6-C VBLE 11/2051 Interés            14.585.718,00                          150                           28.624,47                                   190,83 0,19625 0,785
ES0377968039 BTN TDA IBERCA 6-D VBLE 11/2051 Interés            14.585.718,00                          150                           57.795,91                                   385,31 0,39625 1,585
ES0377968047 BTN TDA IBERCA 6-E VBLE 11/2051 Interés            14.301.583,80                          210                         110.300,97                                   525,24 0,77125 3,085
ES0413790181 CT  B. POPULAR-  VBLE 05/2020 Interés          200.000.000,00                       2.000                     2.942.340,00                                1.471,17 1,47117 2,91
ES0413790181 CT  B. POPULAR-  VBLE 05/2020 Amortización          200.000.000,00                       2.000                 200.000.000,00                           100.000,00 100 2,91
ES0413860539 CH  B. SABADELL-2 VBLE 05/2024 Interés            50.000.000,00                          500                           15.798,50                                      31,60 0,031597 0,125
FR0011461037 BON DP FRANCIA-  3,250 05/2045 Interés    24.908.000.000,00    24.908.000.000                 809.510.000,00                                        0,03 3,25 3,25
FR0011486067 BON DP FRANCIA-  1,750 05/2023 Interés    35.237.000.000,00    35.237.000.000                 616.647.500,00                                        0,02 1,75 1,75
FR0011619436 BON DP FRANCIA-  2,250 05/2024 Interés    33.135.000.000,00    33.135.000.000                 745.537.500,00                                        0,02 2,25 2,25
FR0011883966 BON DP FRANCIA-  2,500 05/2030 Interés    33.208.000.000,00    33.208.000.000                 830.200.000,00                                        0,02 2,5 2,5
FR0012517027 BON DP FRANCIA-  0,500 05/2025 Interés    32.870.000.000,00    32.870.000.000                 164.350.000,00                                             -   0,5 0,5
FR0012557957 BON DP FRANCIA-  0,000 05/2020 Interés    22.969.000.000,00    22.969.000.000                                           -                                               -   0 0
FR0012557957 BON DP FRANCIA-  0,000 05/2020 Amortización    22.969.000.000,00    22.969.000.000           22.969.000.000,00                                        1,00 100 0
FR0012993103 BON DP FRANCIA-  1,500 05/2031 Interés    33.749.000.000,00    33.749.000.000                 506.235.000,00                                        0,02 1,5 1,5
FR0013131877 BON DP FRANCIA-  0,500 05/2026 Interés    27.522.000.000,00    27.522.000.000                 137.610.000,00                                             -   0,5 0,5
FR0013154028 BON DP FRANCIA-  1,750 05/2066 Interés      6.845.000.000,00      6.845.000.000                 119.787.500,00                                        0,02 1,75 1,75
FR0013154044 BON DP FRANCIA-  1,250 05/2036 Interés    22.657.000.000,00    22.657.000.000                 283.212.500,00                                        0,01 1,25 1,25
FR0013157096 BON DP FRANCIA-  0,000 05/2021 Interés    21.852.000.000,00    21.852.000.000                                           -                                               -   0 0
FR0013219177 BON DP FRANCIA-  0,000 05/2022 Interés    25.105.000.000,00    25.105.000.000                                           -                                               -   0 0
FR0013250560 BON DP FRANCIA-  1,000 05/2027 Interés    31.451.000.000,00    31.451.000.000                 314.510.000,00                                        0,01 1 1
FR0013257524 BON DP FRANCIA-  2,000 05/2048 Interés    17.182.000.000,00    17.182.000.000                 343.640.000,00                                        0,02 2 2
FR0013286192 BON DP FRANCIA-  0,750 05/2028 Interés    16.063.000.000,00    16.063.000.000                 120.472.500,00                                        0,01 0,75 0,75
FR0013313582 BON DP FRANCIA-  1,250 05/2034 Interés      4.401.000.000,00      4.401.000.000                   55.012.500,00                                        0,01 1,25 1,25
FR0013404969 BON DP FRANCIA-  1,500 05/2050 Interés      7.000.000.000,00      7.000.000.000                 105.000.000,00                                        0,02 1,5 1,5
FR0013407236 BON DP FRANCIA-  0,500 05/2029 Interés      6.494.000.000,00      6.494.000.000                   32.470.000,00                                             -   0,5 0,5
26/05/2020 ES0205067186 OS  BBVA GLOBAL-89 VBLE 05/2025 Interés            45.800.000,00                          458                         925.160,00                                2.020,00 2,02 0
ES0213860283 OS  B. SABADELL-1 VBLE 02/2023 Interés               4.000.000,00                             40                              4.000,00                                   100,00 0,1 0,4
ES0305250021 BTN COLUMBUS MC-A 0,150 01/2034 Interés          430.000.000,00                       4.300                           51.956,90                                      12,08 0,012083 0,15
ES0305250039 BTN COLUMBUS MC-C 0,500 01/2034 Interés          121.400.000,00                       1.214                           48.897,49                                      40,28 0,040278 0,5
ES0305279046 BTN WIZINK MC-A VBLE 12/2031 Interés          200.800.000,00                       2.008                              7.764,94                                        3,87 0,003867 0,048
ES0305279053 BTN WIZINK MC-C 1,000 12/2031 Interés            47.200.000,00                          472                           38.022,43                                      80,56 0,080556 1
ES0305279061 BTN WIZINK MC-A 0,450 12/2031 Interés          220.000.000,00                       2.200                           79.750,00                                      36,25 0,03625 0,45
ES0305279079 BTN WIZINK MC-C 1,250 12/2031 Interés            30.000.000,00                          300                           30.208,20                                   100,69 0,100694 1,25
ES0305279087 BTN WIZINK MC-A 0,450 03/2033 Interés          440.000.000,00                       4.400                         159.500,00                                      36,25 0,03625 0,45
ES0305279095 BTN WIZINK MC-C 1,250 03/2033 Interés            60.000.000,00                          600                           60.416,40                                   100,69 0,100694 1,25
ES0305279103 BTN WIZINK MC-A VBLE 03/2033 Interés          150.000.000,00                       1.500                           14.259,00                                        9,51 0,009506 0,118
ES0305279111 BTN WIZINK MC-C 1,250 03/2033 Interés            31.000.000,00                          310                           31.215,14                                   100,69 0,100694 1,25
ES0305279129 BTN WIZINK MC-A 0,550 03/2033 Interés          115.000.000,00                       1.150                           50.951,90                                      44,31 0,044306 0,55
ES0305279137 BTN WIZINK MC-C 1,250 03/2033 Interés            16.000.000,00                          160                           16.111,04                                   100,69 0,100694 1,25
ES0305299002 BTN TDA SA RMBS 4-A VBLE 11/2063 Interés      4.422.001.407,00                    54.300                         950.730,30                                      17,51 0,0215 0,086
ES0305299010 BTN TDA SA RMBS 4-B VBLE 11/2063 Interés          570.000.000,00                       5.700                         336.300,00                                      59,00 0,059 0,236
ES0313546006 BTN BANKINTER 6-A VBLE 08/2038 Interés          139.476.867,76                    12.953                                           -                                               -   0 0
ES0313546014 BTN BANKINTER 6-B VBLE 08/2038 Interés               6.222.583,40                          277                              2.893,50                                      10,45 0,0465 0,186
ES0313546022 BTN BANKINTER 6-C VBLE 08/2038 Interés               6.070.812,30                          270                           14.205,70                                      52,61 0,234 0,936
ES0314209034 BTN BBVA LEAS 1-C VBLE 05/2031 Interés            52.993.500,59                          613                           51.138,73                                      83,42 0,0965 0,386
ES0338453006 BTN TDA IBERCA 4-A1 VBLE 08/2044 Interés            19.012.725,00                       2.500                                           -                                               -   0 0
ES0338453014 BTN TDA IBERCA 4-A2 VBLE 08/2044 Interés          280.429.489,44                       8.194                                           -                                               -   0 0
ES0338453030 BTN TDA IBERCA 4-B VBLE 08/2044 Interés               8.525.388,20                          140                                           -                                               -   0 0
ES0338453048 BTN TDA IBERCA 4-C VBLE 08/2044 Interés            17.050.776,40                          280                                           -                                               -   0 0
ES0338453055 BTN TDA IBERCA 4-D VBLE 08/2044 Interés               7.737.877,28                          112                              1.276,75                                      11,40 0,0165 0,066
ES0338453063 BTN TDA IBERCA 4-E VBLE 08/2044 Interés               5.209.726,90                             70                           19.354,14                                   276,49 0,3715 1,486
ES0338453071 BTN TDA IBERCA 4-F VBLE 08/2044 Interés               7.000.000,35                          105                           58.380,00                                   556,00 0,834 3,336
ES0364376014 BTN CIN TDA 1-A2 VBLE 05/2049 Interés          104.737.935,64                       2.572                                           -                                               -   0 0
ES0364376022 BTN CIN TDA 1-B VBLE 05/2049 Interés               4.601.449,62                             54                              3.865,22                                      71,58 0,084 0,336
ES0364376030 BTN CIN TDA 1-C VBLE 05/2049 Interés               4.601.449,62                             54                           12.492,94                                   231,35 0,2715 1,086
ES0377849007 BTN TDA IBERCA 7-A VBLE 11/2060 Interés          871.511.950,00                    19.000                                           -                                               -   0 0
ES0377849015 BTN TDA IBERCA 7-B VBLE 11/2060 Interés            97.467.730,00                       1.000                           81.872,89                                      81,87 0,084 0,336
ES0377849023 BTN TDA IBERCA 7-C VBLE 11/2060 Interés            67.828.579,00                          700                         268.940,32                                   384,20 0,3965 1,586
ES0377936002 BTH TDA ICO IBER-AG VBLE 05/2036 Interés          113.522.818,50                       4.095                                           -                                               -   0 0
ES0377936010 BTH TDA ICO IBER-B VBLE 05/2036 Interés            22.484.924,67                          377                         173.471,19                                   460,14 0,7715 3,086
ES0377966009 BTN TDA CAM 8-A VBLE 02/2049 Interés          325.787.052,76                    16.354                                           -                                               -   0 0
ES0377966017 BTN TDA CAM 8-B VBLE 02/2049 Interés            45.900.000,00                          459                                           -                                               -   0 0
ES0377966025 BTN TDA CAM 8-C VBLE 02/2049 Interés            18.700.000,00                          187                              2.618,00                                      14,00 0,014 0,056
ES0377966033 BTN TDA CAM 8-D VBLE 02/2049 Interés            12.800.000,00                          128                           98.752,00                                   771,50 0,7715 3,086
ES0377967015 BTN TDA IBERCA 5-A2 VBLE 11/2049 Interés          312.100.054,20                    10.020                                           -                                               -   0 0
ES0377967023 BTN TDA IBERCA 5-B VBLE 11/2049 Interés            20.614.662,00                          324                                           -                                               -   0 0
ES0377967031 BTN TDA IBERCA 5-C VBLE 11/2049 Interés               6.871.554,00                          108                              1.477,38                                      13,68 0,0215 0,086
ES0377967049 BTN TDA IBERCA 5-D VBLE 11/2049 Interés               3.402.221,28                             48                           13.319,70                                   277,49 0,3915 1,566
ES0377967056 BTN TDA IBERCA 5-E VBLE 11/2049 Interés               6.000.000,30                             70                           50.040,00                                   714,86 0,834 3,336
ES0377994019 BTN TDA CAM 7-A2 VBLE 02/2049 Interés          261.050.977,83                    12.073                                           -                                               -   0 0
ES0377994027 BTN TDA CAM 7-A3 VBLE 02/2049 Interés            59.232.740,00                       2.000                                           -                                               -   0 0
ES0377994035 BTN TDA CAM 7-B VBLE 02/2049 Interés            92.700.000,00                          927                                           -                                               -   0 0
ES0413307069 CH  BANKIA-1 VBLE 05/2023 Interés      2.500.000.000,00                    25.000                     2.009.850,00                                      80,39 0,080394 0,988
ES0413307077 CH  BANKIA-2 VBLE 05/2027 Interés      2.500.000.000,00                    25.000                     2.009.850,00                                      80,39 0,080394 0,988
ES0413307085 CH  BANKIA-3 VBLE 05/2028 Interés      2.500.000.000,00                    25.000                     2.009.850,00                                      80,39 0,080394 0,988
27/05/2020 ES0000099038 AUT J.EXTREMADURA-  VBLE 05/2023 Interés            25.000.000,00                          500                     1.112.500,00                                2.225,00 4,45 4,45
ES0205072004 OS  GRUPOPIKOLIN-1 5,00 05/2025 Interés            20.000.000,00                          200                     1.000.000,00                                5.000,00 5 5
ES0205072012 OS  GRUPOPIKOLIN-2 4,500 05/2022 Interés            10.000.000,00                          100                         450.000,00                                4.500,00 4,5 4,5
ES02136798Z0 OS  BANKINTER-86 VBLE 05/2020 Interés                  150.000,00                             10                                 185,18                                      18,52 0
ES02136798Z0 OS  BANKINTER-86 VBLE 05/2020 Amortización                  150.000,00                             10                           22.500,00                                2.250,00 15 0
ES0213679DJ9 OS  BANKINTER-56 VBLE 05/2023 Interés               1.149.000,00                          383                              1.418,51                                        3,70 0
ES0213679DK7 OS  BANKINTER-57 VBLE 05/2023 Interés                     96.783,78                             97                                 119,49                                        1,23 0
ES0213679DN1 OS  BANKINTER-62 VBLE 05/2023 Interés                  600.000,00                             12                                 740,74                                      61,73 0
ES0213679GP9 OS  BANKINTER-42 VBLE 05/2024 Interés               2.580.000,00                          258                              3.185,16                                      12,35 0
ES0213679GQ7 OS  BANKINTER-43 VBLE 05/2025 Interés                  860.000,00                             86                              1.061,72                                      12,35 0
ES0213679GT1 OS  BANKINTER-49 VBLE 05/2024 Interés               2.000.000,00                             20                              2.469,12                                   123,46 0
ES0305014427 BS  SANT ESPAŃA-48 VBLE 05/2020 Interés            64.960.000,00                    64.960                           80.197,02                                        1,23 0
ES0305014427 BS  SANT ESPAŃA-48 VBLE 05/2020 Amortización            64.960.000,00                    64.960                   64.960.000,00                                1.000,00 100 0
ES03136799T9 BS  BANKINTER-90 VBLE 05/2020 Interés               1.400.000,00                             14                              1.728,38                                   123,46 0
ES03136799T9 BS  BANKINTER-90 VBLE 05/2020 Amortización               1.400.000,00                             14                     1.400.000,00                           100.000,00 100 0
ES03136799U7 BS  BANKINTER-94 VBLE 05/2020 Interés                  200.000,00                             10                                 246,91                                      24,69 0
ES03136799U7 BS  BANKINTER-94 VBLE 05/2020 Amortización                  200.000,00                             10                           40.000,00                                4.000,00 20 0
ES03136799W3 BS  BANKINTER-96 VBLE 05/2020 Interés                  600.000,00                               6                                 740,74                                   123,46 0
ES03136799W3 BS  BANKINTER-96 VBLE 05/2020 Amortización                  600.000,00                               6                         600.000,00                           100.000,00 100 0
ES0313679B14 BS  BANKINTER-127 VBLE 08/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0313679F02 BS  BANKINTER-42 VBLE 05/2023 Interés               6.450.000,00                    21.500                              7.962,91                                        0,37 0
ES0313679F69 BS  BANKINTER-61 VBLE 05/2021 Interés                  100.000,00                               5                                 123,46                                      24,69 0
ES0443307048 CH  KUTXABANK-  1,75 05/2021 Interés      1.000.000.000,00                    10.000                   17.500.000,00                                1.750,00 1,75 1,75
ES0457089011 CH  C. RURAL CM-2 0,875 05/2024 Interés          500.000.000,00                       5.000                     4.375.000,00                                   875,00 0,875 0,875
28/05/2020 BE0364779596 BON DP BELGICA-  0,000 05/2021 Interés            50.000.000,00                          200                                           -                                               -   0 0
ES0305194005 BTN AUT ABS SP L-A VBLE 12/2032 Interés          128.170.868,40                       6.372                           11.962,19                                        1,88 0,009333 0,112
ES0305194013 BTN AUT ABS SP L-B 2,000 12/2032 Interés            52.900.000,00                          529                           88.166,67                                   166,67 0,166667 2
ES0305194021 BTN AUT ABS SP L-C 3,000 12/2032 Interés            29.900.000,00                          299                           74.750,00                                   250,00 0,25 3
ES0305194039 BTN AUT ABS SP L-D 4,000 12/2032 Interés               3.586.507,80                             62                           11.955,03                                   192,82 0,333333 4
ES0305370001 BTN AUT ABS S 18-A VBLE 06/2029 Interés          551.140.704,40                       5.720                           14.693,41                                        2,57 0,002666 0,032
ES0305370019 BTN AUT ABS S 18-B 2,000 06/2029 Interés            48.000.000,00                          480                           80.000,00                                   166,67 0,166667 2
ES0312273248 BTN AYT COL GLOB-7A 1,300 11/2047 Interés          234.851.150,40                       7.160                     1.522.349,78                                   212,62 0,648219 1,3
ES0312273255 BTN AYT COL GLOB-7B 1,600 11/2047 Interés            45.600.000,00                          456                         363.800,45                                   797,81 0,797808 1,6
ES0312273263 BTN AYT COL GLOB-7C 2,500 11/2047 Interés            28.000.000,00                          280                         349.041,00                                1.246,58 1,246575 2,5
ES0312273271 BTN AYT COL GLOB-7D 3,500 11/2047 Interés            10.400.000,00                          104                         181.501,32                                1.745,20 1,745205 3,5
ES0377931011 BTN TDA-29-A2 VBLE 02/2050 Interés          192.853.639,50                       4.350                                           -                                               -   0 0
ES0377931029 BTN TDA-29-B VBLE 02/2050 Interés            11.116.813,02                          174                              2.139,99                                      12,30 0,01925 0,077
ES0377931037 BTN TDA-29-C VBLE 02/2050 Interés               5.941.744,89                             93                              6.342,81                                      68,20 0,10675 0,427
ES0377931045 BTN TDA-29-D VBLE 02/2050 Interés               4.900.000,00                             49                           37.693,25                                   769,25 0,76925 3,077
ES0413040074 CH  BANCA MARCH-III VBLE 11/2026 Interés          100.000.000,00                       1.000                                           -                                               -   0 0
ES0413040074 CH  BANCA MARCH-III VBLE 11/2026 Amortización          100.000.000,00                       1.000                     7.142.860,00                                7.142,86 7,14286 0
ES0413040082 CH  BANCA MARCH-II 0,081 11/2031 Interés          100.000.000,00                       1.000                           40.500,00                                      40,50 0,0405 0,081
ES0413040082 CH  BANCA MARCH-II 0,081 11/2031 Amortización          100.000.000,00                       1.000                     4.166.666,50                                4.166,67 4,166666 0,081
ES0465936054 CH  ABANCA-I 0,750 05/2029 Interés          750.000.000,00                       7.500                     5.625.000,00                                   750,00 0,75 0,75
XS0936805612 BON DP ITALIA-  4,750 05/2063 Interés          500.000.000,00                       5.000                   11.875.000,00                                2.375,00 2,375 4,75
29/05/2020 ES0000101289 AUT COM.MADRID-  VBLE 11/2021 Interés          179.000.000,00                  179.000                                           -                                               -   0 0
ES0001353426 AUT C.F.NAVARRA-  1,747 05/2029 Interés            58.000.000,00                    58.000                     1.013.260,00                                      17,47 1,747 1,747
ES0001353459 AUT C.F.NAVARRA-  1,342 05/2033 Interés            15.000.000,00                    15.000                         201.300,00                                      13,42 1,342 1,342
ES02136798R7 OS  BANKINTER-76 VBLE 05/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798R7 OS  BANKINTER-76 VBLE 05/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136798U1 OS  BANKINTER-79 VBLE 05/2020 Interés               4.300.000,00                             43                              5.308,61                                   123,46 0
ES02136798U1 OS  BANKINTER-79 VBLE 05/2020 Amortización               4.300.000,00                             43                     4.300.000,00                           100.000,00 100 0
ES02136798V9 OS  BANKINTER-82 VBLE 05/2020 Interés                  225.000,00                             90                                 277,78                                        3,09 0
ES02136798V9 OS  BANKINTER-82 VBLE 05/2020 Amortización                  225.000,00                             90                           22.500,00                                   250,00 10 0
ES02136798W7 OS  BANKINTER-83 VBLE 05/2020 Interés               1.400.000,00                             14                              1.728,38                                   123,46 0
ES02136798W7 OS  BANKINTER-83 VBLE 05/2020 Amortización               1.400.000,00                             14                     1.400.000,00                           100.000,00 100 0
ES02136799C7 OS  BANKINTER-77 VBLE 05/2020 Interés               2.000.000,00                             20                              2.469,12                                   123,46 0
ES02136799C7 OS  BANKINTER-77 VBLE 05/2020 Amortización               2.000.000,00                             20                     2.000.000,00                           100.000,00 100 0
ES02136799D5 OS  BANKINTER-89 VBLE 05/2020 Interés               1.100.000,00                             11                              1.358,02                                   123,46 0
ES02136799D5 OS  BANKINTER-89 VBLE 05/2020 Amortización               1.100.000,00                             11                     1.100.000,00                           100.000,00 100 0
ES02136799E3 OS  BANKINTER-88 VBLE 05/2020 Interés                  170.000,00                             68                                 209,88                                        3,09 0
ES02136799E3 OS  BANKINTER-88 VBLE 05/2020 Amortización                  170.000,00                             68                           17.000,00                                   250,00 10 0
ES0213679IO8 OS  BANKINTER-117 VBLE 11/2024 Interés               1.350.000,00                             27                              1.666,66                                      61,73 0
ES0213679IW1 OS  BANKINTER-128 VBLE 11/2024 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0313679J40 BS  BANKINTER-7 VBLE 03/2022 Interés               2.550.000,00                             51                              3.148,13                                      61,73 0
ES03138602Q9 BS  B. SABADELL-15 VBLE 11/2021 Interés            45.000.000,00                          450                           73.939,50                                   164,31 0,16431 0,65
ES03138603A1 BS  B. SABADELL-4 VBLE 05/2023 Interés               3.000.000,00                             30                              2.274,99                                      75,83 0,075833 0,3
ES0352506267 BS  SAREB-2 VBLE 02/2021 Interés      5.414.000.000,00                    54.140                                           -                                               -   0 0
ES0352506275 BS  SAREB-3 VBLE 02/2022 Interés          423.100.000,00                       4.231                                           -                                               -   0 0
ES0352506291 BS  SAREB-1 VBLE 02/2021 Interés      4.064.100.000,00                    40.641                                           -                                               -   0 0
ES0413900509 CH  SANTANDER-5Ş VBLE 11/2029 Interés            12.500.000,00                          125                                           -                                               -   0 0
30/05/2020 ES0001350216 AUT C.CAS MANCHA-  5,800 01/2021 Interés            15.000.000,00                          150                           72.499,95                                   483,33 0,483333 5,8
PTOTVIOE0006 BON DP PORTUGAL-  VBLE 11/2021 Interés      1.500.000.000,00              1.500.000                   15.166.665,00                                      10,11 1,011111 2
31/05/2020 ES0000101578 AUT COM.MADRID-  5,125 05/2023 Interés            21.000.000,00                    21.000                     1.076.250,00                                      51,25 5,125 5,125
ES0000101727 AUT COM.MADRID-  2,214 05/2028 Interés          355.000.000,00                  355.000                     7.859.700,00                                      22,14 2,214 2,214
ES0001350224 AUT C.CAS MANCHA-  6,000 01/2021 Interés            27.000.000,00                          540                         135.000,00                                   250,00 0,5 6
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Interés            38.654.127,60                          453                         135.289,45                                   298,65 0,35 4,2
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Amortización            38.654.127,60                          453                         115.575,84                                   255,13 0,299 4,2
ES0413211881 CH  B.B.V.A-  VBLE 05/2021 Interés      1.500.000.000,00                    15.000                         630.000,00                                      42,00 0,042 0,042
ES0413900426 CT  SANTANDER-8 0,150 05/2020 Interés      2.500.000.000,00                    25.000                     3.750.000,00                                   150,00 0,15 0,15
ES0413900426 CT  SANTANDER-8 0,150 05/2020 Amortización      2.500.000.000,00                    25.000             2.500.000.000,00                           100.000,00 100 0,15
XS0218274107 BON DP ITALIA-  VBLE 05/2035 Interés          300.000.000,00                       3.000                     1.095.000,00                                   365,00 0,365 0,365
01/06/2020 BE6286998404 BON DP BELGICA-  VBLE 06/2040 Interés          100.000.000,00                       1.000                         123.456,00                                   123,46 0,052
ES02136799A1 OS  BANKINTER-87 VBLE 06/2020 Interés               1.112.500,00                          178                              1.373,45                                        7,72 0
ES02136799A1 OS  BANKINTER-87 VBLE 06/2020 Amortización               1.112.500,00                          178                         278.125,00                                1.562,50 25 0
ES0214974075 OS  C. TERRASSA-Sb VBLE Perpetua Interés            75.000.000,00                       1.500                         165.885,00                                   110,59 0,22118 0,875
ES0340609827 BS  CAIXABANK-I VBLE 12/2022 Interés               7.000.000,00                             70                              5.308,31                                      75,83 0,075833 0,3
ES0413307135 CH  BANKIA-1 VBLE 06/2026 Interés          100.000.000,00                       1.000                                           -                                               -   0 0
IT0005045270 BON DP ITALIA-  2,500 12/2024 Interés    20.383.767.000,00            20.383.767                 254.797.087,50                                      12,50 1,25 2,5
IT0005090318 BON DP ITALIA-  1,500 06/2025 Interés    19.786.723.000,00            19.786.723                 148.400.422,50                                        7,50 0,75 1,5
IT0005127086 BON DP ITALIA-  2,000 12/2025 Interés    17.829.296.000,00            17.829.296                 178.292.960,00                                      10,00 1 2
IT0005170839 BON DP ITALIA-  1,600 06/2026 Interés    17.774.500.000,00            17.774.500                 142.196.000,00                                        8,00 0,8 1,6
IT0005175598 BON DP ITALIA-  0,450 06/2021 Interés    17.414.767.000,00            17.414.767                   39.183.225,75                                        2,25 0,225 0,45
IT0005210650 BON DP ITALIA-  1,250 12/2026 Interés    18.039.664.000,00            18.039.664                 112.747.900,00                                        6,25 0,625 1,25
IT0005240830 BON DP ITALIA-  2,200 06/2027 Interés    16.325.000.000,00            16.325.000                 179.575.000,00                                      11,00 1,1 2,2
IT0005340929 BON DP ITALIA-  2,800 12/2028 Interés      4.000.000.000,00              4.000.000                   56.000.000,00                                      14,00 1,4 2,8
XS1724512097 BS  B.B.V.A-154 VBLE 12/2023 Interés          150.000.000,00                       1.500                         185.184,00                                   123,46 0,342
02/06/2020 ES0000101735 AUT COM.MADRID-  2,398 06/2031 Interés          316.000.000,00                  316.000                     7.577.680,00                                      23,98 2,398 2,398
ES0305039010 BS  AUDAX RENOVA-  4,200 06/2022 Interés            65.000.000,00                          650                     2.730.000,00                                4.200,00 4,2 4,2
ES0305067045 BS  BBVA GLOBAL-6 VBLE 06/2020 Interés            15.000.000,00                          150                           38.124,90                                   254,17 0,254166 0,5
ES0305067045 BS  BBVA GLOBAL-6 VBLE 06/2020 Amortización            15.000.000,00                          150                   15.000.000,00                           100.000,00 100 0,5
ES0312273362 BTN AYT COL GLOB-10A 1,300 06/2043 Interés          309.568.336,35                       9.555                     2.017.707,60                                   211,17 0,651781 1,3
ES0312273370 BTN AYT COL GLOB-10B 1,600 06/2043 Interés            30.500.000,00                          305                         244.668,56                                   802,19 0,802192 1,6
ES0312273388 BTN AYT COL GLOB-10C 2,000 06/2043 Interés               7.000.000,00                             70                           70.191,80                                1.002,74 1,00274 2
ES0312273396 BTN AYT COL GLOB-10D 3,000 06/2043 Interés               7.000.000,00                             70                         105.287,70                                1.504,11 1,50411 3
ES0413211774 CH  B.B.V.A-  VBLE 06/2023 Interés          500.000.000,00                       5.000                   17.984.135,00                                3.596,83 3,596827 3,587
03/06/2020 BE6253177727 BON DP BELGICA-  3,590 06/2058 Interés            50.000.000,00                          500                     1.795.000,00                                3.590,00 3,59 3,59
ES0001351446 AUT C.CAS LEON-  0,700 06/2021 Interés          400.000.000,00                  400.000                     2.800.000,00                                        7,00 0,7 0,7
ES0213211149 OS  B.B.V.A-  VBLE 06/2022 Interés          260.000.000,00                       5.200                         515.608,60                                      99,16 0,198311 0,776
ES02136799L8 OS  BANKINTER-101 VBLE 06/2020 Interés                  950.000,00                             95                              1.172,83                                      12,35 0
ES02136799L8 OS  BANKINTER-101 VBLE 06/2020 Amortización                  950.000,00                             95                           95.000,00                                1.000,00 10 0
ES0213679CR4 OS  BANKINTER-27 VBLE 03/2023 Interés                  250.000,00                               5                                 308,64                                      61,73 0
ES0213679DO9 OS  BANKINTER-68 VBLE 06/2023 Interés               1.200.000,00                             24                              1.481,47                                      61,73 0
ES0213679GM6 OS  BANKINTER-38 VBLE 05/2024 Interés               2.100.000,00                             42                              2.592,58                                      61,73 0
ES0213679GM6 OS  BANKINTER-38 VBLE 05/2024 Amortización               2.100.000,00                             42                     1.050.000,00                             25.000,00 50 0
ES0213679GU9 OS  BANKINTER-51 VBLE 05/2024 Interés               1.100.000,00                             22                              1.358,02                                      61,73 0
ES0213679Z83 OS  BANKINTER-93 VBLE 06/2022 Interés               2.300.000,00                             23                              2.839,49                                   123,46 0
ES0213679Z91 OS  BANKINTER-97 VBLE 06/2022 Interés               2.500.000,00                             25                              3.086,40                                   123,46 0
ES03136799G6 BS  BANKINTER-50 VBLE 05/2022 Interés               6.000.000,00                       3.000                              7.407,36                                        2,47 0
ES0313679B63 BS  BANKINTER-134 VBLE 09/2020 Interés                  600.000,00                               6                                 740,74                                   123,46 0
ES0313679D61 BS  BANKINTER-15 VBLE 03/2021 Interés               4.350.000,00                             87                              5.370,34                                      61,73 0
ES0313679E37 BS  BANKINTER-28 VBLE 03/2021 Interés               1.300.000,00                             13                              1.604,93                                   123,46 0
ES0313679F85 BS  BANKINTER-65 VBLE 06/2021 Interés                  700.000,00                               7                                 864,19                                   123,46 0
ES0313679G01 BS  BANKINTER-69 VBLE 06/2021 Interés               1.100.000,00                             11                              1.358,02                                   123,46 0
ES0313679I58 BS  BANKINTER-137 VBLE 12/2021 Interés                  250.000,00                               5                                 308,64                                      61,73 0
04/06/2020 BE3871246737 BON DP BELGICA-  3,000 06/2020 Interés            28.500.000,00                  285.000                         855.000,00                                        3,00 3 3
BE3871246737 BON DP BELGICA-  3,000 06/2020 Amortización            28.500.000,00                  285.000                   28.500.000,00                                   100,00 100 3
BE3871253808 BON DP BELGICA-  1,500 06/2021 Interés            11.400.000,00                  114.000                         171.000,00                                        1,50 1,5 1,5
BE3871261884 BON DP BELGICA-  1,400 06/2022 Interés               7.740.000,00                    77.400                         108.360,00                                        1,40 1,4 1,4
BE3871266933 BON DP BELGICA-  0,800 06/2025 Interés               3.020.100,00                    30.201                           24.160,80                                        0,80 0,8 0,8
BE3871270976 BON DP BELGICA-  0,500 06/2026 Interés               8.890.700,00                    88.907                           44.453,50                                        0,50 0,5 0,5
BE3871273038 BON DP BELGICA-  0,700 06/2027 Interés               4.025.500,00                    40.255                           28.178,50                                        0,70 0,7 0,7
BE3871277070 BON DP BELGICA-  0,750 06/2028 Interés               2.379.200,00                    23.792                           17.844,00                                        0,75 0,75 0,75
ES0000107229 AUT C. ARAGON-  5,100 10/2020 Interés            25.000.000,00                          500                         106.250,00                                   212,50 0,425 5,1
ES02136798X5 OS  BANKINTER-85 VBLE 06/2020 Interés                  495.000,00                             99                                 611,11                                        6,17 0
ES02136798X5 OS  BANKINTER-85 VBLE 06/2020 Amortización                  495.000,00                             99                           49.500,00                                   500,00 10 0
ES0213679E05 OS  BANKINTER-165 VBLE 09/2020 Interés                  500.000,00                             10                                 617,28                                      61,73 0
ES0413679392 CH  BANKINTER-I VBLE 12/2025 Interés          300.000.000,00                       3.000                                           -                                               -   0 0
ES0413900574 CH  SANTANDER-12 0,125 06/2030 Interés      1.750.000.000,00                    17.500                     1.093.750,00                                      62,50 0,0625 0,125
XS1074418671 BON DP AUSTRIA-  VBLE 06/2020 Interés      2.000.000.000,00              2.000.000                                           -                                               -   0 0
XS1074418671 BON DP AUSTRIA-  VBLE 06/2020 Amortización      2.000.000.000,00              2.000.000             2.000.000.000,00                                1.000,00 100 0
05/06/2020 ES0001350117 AUT C.CAS MANCHA-  VBLE 12/2023 Interés          100.000.000,00                  100.000                                           -                                               -   0 0
ES02136798T3 OS  BANKINTER-81 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798T3 OS  BANKINTER-81 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES0413679434 CH  BANKINTER-I 1,200 06/2035 Interés            50.000.000,00                          500                         600.000,00                                1.200,00 1,2 1,2
ES0413860406 CH  B. SABADELL-5 VBLE 12/2022 Interés          100.000.000,00                       1.000                                           -                                               -   0 0
PTOTVLOE0001 BON DP PORTUGAL-  VBLE 12/2022 Interés      1.300.000.000,00              1.300.000                     7.269.158,00                                        5,59 0,559166 1,1
08/06/2020 ES0000101743 AUT COM.MADRID-  3,756 06/2066 Interés          202.000.000,00                  202.000                     7.587.120,00                                      37,56 3,756 3,756
ES0213679ES8 OS  BANKINTER-115 VBLE 09/2023 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0305014682 BS  SANT ESPAŃA-78 VBLE 05/2023 Interés            33.680.000,00                    33.680                           41.579,98                                        1,23 0
ES0313679K88 BS  BANKINTER-46 VBLE 06/2024 Interés                  850.000,00                             17                              1.049,38                                      61,73 0
ES0313679K88 BS  BANKINTER-46 VBLE 06/2024 Amortización                  850.000,00                             17                         637.500,00                             37.500,00 75 0
ES0413790405 CH  B. POPULAR-2 VBLE 06/2023 Interés          575.000.000,00                       5.750                         186.041,25                                      32,35 0,032355 0,064
ES0440609115 CH  CAIXABANK-  VBLE 06/2022 Interés      2.000.000.000,00                    20.000                   35.530.440,00                                1.776,52 1,776522 3,514
ES0440609123 CH  CAIXABANK-  VBLE 06/2023 Interés      1.000.000.000,00                    10.000                   17.512.440,00                                1.751,24 1,751244 3,464
ES0440609131 CH  CAIXABANK-  VBLE 06/2024 Interés      2.900.000.000,00                    29.000                   50.786.076,00                                1.751,24 1,751244 3,464
ES0440609149 CH  CAIXABANK-  VBLE 06/2025 Interés      1.000.000.000,00                    10.000                   17.259.660,00                                1.725,97 1,725966 3,414
ES0443307030 CH  KUTXABANK-  VBLE 06/2021 Interés            50.000.000,00                          500                         161.904,00                                   323,81 0,323808 1,281
XS0220252521 BON DP ITALIA-  VBLE 06/2020 Interés          200.000.000,00                       1.000                         472.600,00                                   472,60 0,2363 0,236
XS0220252521 BON DP ITALIA-  VBLE 06/2020 Amortización          200.000.000,00                       1.000                 200.000.000,00                           200.000,00 100 0,236
09/06/2020 BE6283016358 BON DP BELGICA-  0,000 06/2021 Interés          108.376.000,00                  108.376                                           -                                               -   0 0
ES0205067095 OS  BBVA GLOBAL-41 VBLE 06/2022 Interés               7.925.000,00                          317                              9.783,89                                      30,86 0
ES0240609125 OS  CAIXABANK-I VBLE 06/2023 Interés            11.800.000,00                          118                         177.000,00                                1.500,00 1,5 0
ES0312212006 BTN AYT GRANA H1-A VBLE 03/2047 Interés            50.191.284,00                       3.630                                           -                                               -   0 0
ES0312212014 BTN AYT GRANA H1-B VBLE 03/2047 Interés            24.000.000,00                          240                                           -                                               -   0 0
ES0312212022 BTN AYT GRANA H1-C VBLE 03/2047 Interés            11.000.000,00                          110                              5.088,16                                      46,26 0,046256 0,181
ES0312212030 BTN AYT GRANA H1-D VBLE 03/2047 Interés               2.000.000,00                             20                              7.825,12                                   391,26 0,391256 1,531
ES0413860356 CH  B. SABADELL-  VBLE 12/2021 Interés          200.000.000,00                       2.000                         578.066,00                                   289,03 0,289033 1,131
10/06/2020 ES0000099103 AUT J.EXTREMADURA-  VBLE 06/2024 Interés            13.000.000,00                    13.000                           20.948,33                                        1,61 0,161141 0,317
ES0001351420 AUT C.CAS LEON-  VBLE 12/2026 Interés            30.000.000,00                    30.000                         221.124,90                                        7,37 0,737083 1,45
ES0205014030 OS  SANT ESPAŃA-40 VBLE 12/2020 Interés               1.121.171,54                          314                           11.495,46                                      36,61 1,025308 2,017
ES0205014030 OS  SANT ESPAŃA-40 VBLE 12/2020 Amortización               1.121.171,54                          314                           93.430,96                                   297,55 8,333333 2,017
ES0205014048 OS  SANT ESPAŃA-41 VBLE 12/2025 Interés               3.644.553,78                          342                           41.073,21                                   120,10 1,126975 2,217
ES0205014048 OS  SANT ESPAŃA-41 VBLE 12/2025 Amortización               3.644.553,78                          342                         165.661,01                                   484,39 4,54544 2,217
ES0213211263 OS  B.B.V.A-56 VBLE 12/2020 Interés                  425.188,00                          200                              4.359,49                                      21,80 1,025308 2,017
ES0213211263 OS  B.B.V.A-56 VBLE 12/2020 Amortización                  425.188,00                          200                           35.432,28                                   177,16 8,33332 2,017
ES0213307038 OS  BANKIA-20 VBLE 12/2020 Interés                  544.934,34                          159                              5.587,26                                      35,14 1,025308 2,017
ES0213307038 OS  BANKIA-20 VBLE 12/2020 Amortización                  544.934,34                          159                           45.411,12                                   285,60 8,33332 2,017
ES02136799F0 OS  BANKINTER-93 VBLE 06/2020 Interés                  742.500,00                             99                                 916,66                                        9,26 0
ES02136799F0 OS  BANKINTER-93 VBLE 06/2020 Amortización                  742.500,00                             99                         111.375,00                                1.125,00 15 0
ES02136799G8 OS  BANKINTER-92 VBLE 06/2020 Interés                  495.000,00                             99                                 611,11                                        6,17 0
ES02136799G8 OS  BANKINTER-92 VBLE 06/2020 Amortización                  495.000,00                             99                           49.500,00                                   500,00 10 0
ES0213679BW6 OS  BANKINTER-177 VBLE 12/2022 Interés                  600.000,00                               5                                 740,74                                   140,11 0
ES0213679BY2 OS  BANKINTER-179 VBLE 12/2022 Interés                  600.000,00                               5                                 740,74                                   140,11 0
ES0213679DL5 OS  BANKINTER-60 VBLE 06/2023 Interés                  938.000,00                          938                              1.158,02                                        1,23 0
ES0213679GW5 OS  BANKINTER-54 VBLE 06/2024 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0213679GW5 OS  BANKINTER-54 VBLE 06/2024 Amortización               1.000.000,00                             10                         500.000,00                             50.000,00 50 0
ES0213679Z26 OS  BANKINTER-87 VBLE 06/2022 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0213679Z34 OS  BANKINTER-88 VBLE 06/2022 Interés                  455.000,00                             91                                 561,72                                        6,17 0
ES0213679Z42 OS  BANKINTER-89 VBLE 06/2022 Interés               3.050.000,00                             61                              3.765,41                                      61,73 0
ES0213790043 OS  B. POPULAR-15 VBLE 06/2020 Interés                     72.682,65                          153                                 893,01                                        5,84 1,228641 2,417
ES0213790043 OS  B. POPULAR-15 VBLE 06/2020 Amortización                     72.682,65                          153                              6.056,89                                      39,59 8,333333 2,417
ES0213790084 OS  B. POPULAR-67 VBLE 12/2020 Interés                  840.549,15                          243                              8.619,16                                      35,47 1,02542 2,017
ES0213790084 OS  B. POPULAR-67 VBLE 12/2020 Amortización                  840.549,15                          243                           70.044,64                                   288,25 8,3332 2,017
ES0213860150 OS  B. SABADELL-33 VBLE 06/2020 Interés                  261.406,80                          180                              3.211,18                                      17,84 1,228421 2,417
ES0213860150 OS  B. SABADELL-33 VBLE 06/2020 Amortización                  261.406,80                          180                           21.783,90                                   121,02 8,333333 2,417
ES0213860168 OS  B. SABADELL-34 VBLE 06/2020 Interés                  283.735,60                          362                              3.846,67                                      10,63 1,355725 2,667
ES0213860168 OS  B. SABADELL-34 VBLE 06/2020 Amortización                  283.735,60                          362                           23.644,63                                      65,32 8,333333 2,667
ES0213860242 OS  B. SABADELL-71 VBLE 12/2020 Interés                  788.549,13                          603                              8.086,22                                      13,41 1,025456 2,017
ES0213860242 OS  B. SABADELL-71 VBLE 12/2020 Amortización                  788.549,13                          603                           65.712,42                                   108,98 8,333333 2,017
ES0305014690 BS  SANT ESPAŃA-79 VBLE 06/2021 Interés               1.401.200,00                    14.012                              1.729,87                                        0,12 0
ES0312252002 BTN AYT HP MX 5-A VBLE 06/2041 Interés          113.626.816,80                       6.494                                           -                                               -   0 0
ES0312252010 BTN AYT HP MX 5-B VBLE 06/2041 Interés            12.200.000,00                          122                                           -                                               -   0 0
ES0312252028 BTN AYT HP MX 5-C VBLE 06/2041 Interés            13.400.000,00                          134                              7.773,47                                      58,01 0,058011 0,227
ES0313040067 BS  BANCA MARCH-3 VBLE 07/2020 Interés               2.000.000,00                             20                                 833,34                                      41,67 0,041667 0
ES0313679G27 BS  BANKINTER-72 VBLE 06/2021 Interés               1.300.000,00                             13                              1.604,93                                   123,46 0
ES0313679J73 BS  BANKINTER-11 VBLE 03/2022 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0313679L12 BS  BANKINTER-53 VBLE 06/2022 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0413860216 CH  B. SABADELL-  VBLE 12/2020 Interés          150.000.000,00                       1.500                         719.515,50                                   479,68 0,479677 1,877
ES0413860455 CH  B. SABADELL-III 0,375 06/2020 Interés          750.000.000,00                       7.500                     2.812.500,00                                   375,00 0,375 0,375
ES0413860455 CH  B. SABADELL-III 0,375 06/2020 Amortización          750.000.000,00                       7.500                 750.000.000,00                           100.000,00 100 0,375
ES0413860547 CH  B. SABADELL-1 0,625 06/2024 Interés      1.000.000.000,00                    10.000                     6.250.000,00                                   625,00 0,625 0,625
11/06/2020 DE0001104768 BON DP ALEMANIA-  0,000 06/2021 Interés      5.000.000.000,00              5.000.000                                           -                                               -   0 0
ES0213770011 OS  BANCO PASTOR-Sb VBLE Perpetua Interés            11.700.000,00                          117                           57.766,41                                   493,73 0,49373 1,932
XS0515753183 BON DP ITALIA-  4,850 06/2060 Interés          250.000.000,00                  250.000                     6.062.500,00                                      24,25 2,425 4,85
12/06/2020 DE0001104727 BON DP ALEMANIA-  0,000 06/2020 Interés      5.000.000.000,00              5.000.000                                           -                                               -   0 0
DE0001104727 BON DP ALEMANIA-  0,000 06/2020 Amortización      5.000.000.000,00              5.000.000             5.000.000.000,00                                1.000,00 100 0
ES02136798Y3 OS  BANKINTER-84 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136798Y3 OS  BANKINTER-84 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799P9 OS  BANKINTER-104 VBLE 06/2020 Interés               1.200.000,00                             12                              1.481,47                                   123,46 0
ES02136799P9 OS  BANKINTER-104 VBLE 06/2020 Amortización               1.200.000,00                             12                     1.200.000,00                           100.000,00 100 0
ES0213679FK2 OS  BANKINTER-142 VBLE 12/2023 Interés                  200.000,00                               4                                 246,91                                      61,73 0
ES0213679JC1 OS  BANKINTER-136 VBLE 12/2024 Interés                  700.000,00                               8                                 864,19                                   111,28 0
ES0213679JD9 OS  BANKINTER-137 VBLE 12/2024 Interés                  500.000,00                             10                                 617,28                                      61,73 0
ES0305393003 BTN RURAL HPXVIII-A VBLE 12/2057 Interés          207.625.031,71                       2.333                                           -                                               -   0 0
ES0305393011 BTN RURAL HPXVIII-B VBLE 12/2057 Interés            21.700.000,00                          217                              6.543,85                                      30,16 0,030156 0,118
ES0313679F44 BS  BANKINTER-54 VBLE 06/2021 Interés            15.000.000,00                    15.000                           18.518,40                                        1,23 0
ES0313679N28 BS  BANKINTER-123 VBLE 12/2022 Interés               2.400.000,00                             48                              2.962,94                                      61,73 0
ES0313679N93 BS  BANKINTER-142 VBLE 12/2021 Interés            10.000.000,00                          100                           12.345,60                                   123,46 0
ES0313679O01 BS  BANKINTER-143 VBLE 12/2021 Interés               8.000.000,00                             80                              9.876,48                                   123,46 0
ES0413211816 CH  B.B.V.A-  2,250 06/2024 Interés      1.000.000.000,00                    10.000                   22.500.000,00                                2.250,00 2,25 2,25
ES0413860265 CH  B. SABADELL-  VBLE 12/2021 Interés          150.000.000,00                       1.500                     1.003.566,00                                   669,04 0,669044 2,618
13/06/2020 ES0000101826 AUT COM.MADRID-  VBLE 03/2037 Interés            50.000.000,00                    50.000                         143.732,50                                        2,87 0,287465 1,124
ES0414970451 CH  LA CAIXA-  5,4315 06/2038 Interés          100.000.000,00                       2.000                     5.431.500,00                                2.715,75 5,4315 5,432
ES0840609004 PPR CAIXABANK-  VBLE Perpetua Interés      1.000.000.000,00                       5.000                   16.875.000,00                                3.375,00 1,6875 6,75
15/06/2020 ES0000107237 AUT C. ARAGON-  5,100 11/2020 Interés            25.000.000,00                          500                         106.250,00                                   212,50 0,425 5,1
ES0205238001 OS  PSP6-  3,750 12/2037 Interés            39.127.803,88                          451                         122.274,39                                   271,12 0,3125 3,75
ES0205238001 OS  PSP6-  3,750 12/2037 Amortización            39.127.803,88                          451                         125.208,97                                   277,63 0,32 3,75
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Interés               8.356.858,64                             92                           28.898,02                                   314,11 0,3458 4,15
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Amortización               8.356.858,64                             92                           25.906,26                                   281,59 0,31 4,15
ES02136799M6 OS  BANKINTER-100 VBLE 06/2020 Interés                  742.500,00                             99                                 916,66                                        9,26 0
ES02136799M6 OS  BANKINTER-100 VBLE 06/2020 Amortización                  742.500,00                             99                         111.375,00                                1.125,00 15 0
ES0213900220 OS  SANTANDER-  VBLE Perpetua Interés          981.000.000,00              9.810.000                     2.465.900,46                                        0,25 0,251366 1
ES0214920094 OS  CAJA BADAJOZ-Sb VBLE 06/2022 Interés                     30.000,00                             50                                 103,78                                        2,08 0,345945 0,69
ES0255281091 ODP I.CATAL.FINA-  4,250 06/2024 Interés            12.000.000,00                          120                         510.000,00                                4.250,00 4,25 4,25
ES0305014500 BS  SANT ESPAŃA-57 VBLE 06/2021 Interés               9.465.000,00                       9.465                           11.685,11                                        1,23 0
ES0305073001 BTN RMBS PRAD 1 -A VBLE 06/2055 Interés          178.575.778,80                       3.420                         162.953,97                                      47,65 0,091252 0,361
ES0305078000 BTN RMBS SANT 4-A VBLE 09/2063 Interés      1.391.985.348,00                    23.600                         390.563,25                                      16,55 0,028058 0,111
ES0305078018 BTN RMBS SANT 4-B VBLE 09/2063 Interés          590.000.000,00                       5.900                         210.281,90                                      35,64 0,035641 0,141
ES0305078026 BTN RMBS SANT 4-C VBLE 09/2063 Interés          147.500.000,00                       1.475                           60.028,08                                      40,70 0,040697 0,161
ES0305192009 BTN RMBS PRAD 3-A VBLE 03/2056 Interés          206.835.772,00                       3.190                           84.175,95                                      26,39 0,040697 0,161
ES0305248009 BTN RMBS PRAD 4-A VBLE 03/2056 Interés          242.662.331,00                       3.050                                           -                                               -   0 0
ES0305248017 BTN RMBS PRAD 4-B VBLE 03/2056 Interés            85.000.000,00                          850                           56.078,75                                      65,98 0,065975 0,261
ES0305288005 BTN RMBS PRAD 5-A VBLE 03/2055 Interés          276.673.426,20                       3.390                                           -                                               -   0 0
ES0305288013 BTN RMBS PRAD 5-B VBLE 03/2055 Interés            76.000.000,00                          760                           21.324,08                                      28,06 0,028058 0,111
ES0305352009 BTN RMBS PRADO 6-A VBLE 03/2055 Interés          306.472.701,60                       3.510                                           -                                               -   0 0
ES0305352017 BTN RMBS PRADO 6-B VBLE 03/2055 Interés            42.800.000,00                          428                           12.008,82                                      28,06 0,028058 0,111
ES0305352025 BTN RMBS PRADO 6-C VBLE 03/2055 Interés            34.200.000,00                          342                              9.595,84                                      28,06 0,028058 0,111
ES0312285002 BTH AYT.GEN.H12-A VBLE 03/2051 Interés          241.983.362,80                    15.560                                           -                                               -   0 0
ES0312285010 BTH AYT.GEN.H12-B VBLE 03/2051 Interés            22.000.000,00                          440                              6.172,76                                      14,03 0,028058 0,111
ES0312301015 BTH AYT.GEN.H10-A2 VBLE 03/2040 Interés          280.551.600,00                    15.750                                           -                                               -   0 0
ES0312301023 BTH AYT.GEN.H10-B VBLE 03/2040 Interés               9.148.422,15                          315                                           -                                               -   0 0
ES0312301031 BTH AYT.GEN.H10-C VBLE 03/2040 Interés               6.708.842,91                          231                              1.034,44                                        4,48 0,015419 0,061
ES0312301049 BTH AYT.GEN.H10-D VBLE 03/2040 Interés               8.538.527,34                          294                           43.404,41                                   147,63 0,508336 2,011
ES0312343017 BTH AYT.GEN.H7-A2 VBLE 09/2038 Interés          265.376.953,92                    20.969                                           -                                               -   0 0
ES0312343025 BTH AYT.GEN.H7-B VBLE 09/2038 Interés            10.179.120,00                          448                                           -                                               -   0 0
ES0312343033 BTH AYT.GEN.H7-C VBLE 09/2038 Interés               9.611.088,75                          423                              1.967,87                                        4,65 0,020475 0,081
ES0312371000 BTN AYT HIP MIXT-A VBLE 09/2033 Interés                  480.163,80                       3.182                                           -                                               -   0 0
ES0312371018 BTN AYT HIP MIXT-B VBLE 09/2033 Interés            31.800.000,00                          318                           16.960,85                                      53,34 0,053336 0,211
ES0312379003 BTN AYT PR.IN 3-A VBLE 12/2046 Interés            14.336.969,04                       2.406                                           -                                               -   0 0
ES0312379011 BTN AYT PR.IN 3-B VBLE 12/2046 Interés            17.659.002,00                          300                              9.418,61                                      31,40 0,053336 0,211
ES0313548002 BTN BANKINTER 8-A VBLE 12/2040 Interés          120.655.060,65                    10.293                                           -                                               -   0 0
ES0313548010 BTN BANKINTER 8-B VBLE 12/2040 Interés               5.223.164,34                          214                                           -                                               -   0 0
ES0313548028 BTN BANKINTER 8-C VBLE 12/2040 Interés               4.700.846,96                          193                              6.072,04                                      31,46 0,129169 0,511
ES0313679G68 BS  BANKINTER-85 VBLE 06/2023 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0338147004 BTH UCI 12-A VBLE 12/2039 Interés          166.403.192,32                       8.672                                           -                                               -   0 0
ES0338147012 BTH UCI 12-B VBLE 12/2039 Interés               9.000.000,00                             90                                           -                                               -   0 0
ES0338147020 BTH UCI 12-C VBLE 12/2039 Interés            23.800.000,00                          238                              6.677,80                                      28,06 0,028058 0,111
ES0338340005 BTN UCI 11-A VBLE 09/2041 Interés          107.270.803,08                       8.211                                           -                                               -   0 0
ES0338340013 BTN UCI 11-B VBLE 09/2041 Interés               6.000.000,00                             60                                           -                                               -   0 0
ES0338340021 BTN UCI 11-C VBLE 09/2041 Interés            22.900.000,00                          229                           15.108,28                                      65,98 0,065975 0,261
ES0345782009 BTN HIPOCAT 6-A VBLE 12/2034 Interés            63.035.802,28                       7.876                           11.313,04                                        1,44 0,017947 0,071
ES0345782017 BTN HIPOCAT 6-B VBLE 12/2034 Interés               4.736.459,21                          157                              7.315,32                                      46,59 0,154447 0,611
ES0345782025 BTN HIPOCAT 6-C VBLE 12/2034 Interés            10.257.300,20                          340                           31.399,03                                      92,35 0,306114 1,211
ES0345784013 BTN HIPOCAT 8-A2 VBLE 03/2038 Interés          130.253.968,60                    11.555                                           -                                               -   0 0
ES0345784021 BTN HIPOCAT 8-B VBLE 03/2038 Interés            24.758.502,20                          262                                           -                                               -   0 0
ES0345784039 BTN HIPOCAT 8-C VBLE 03/2038 Interés            33.641.323,60                          356                                           -                                               -   0 0
ES0345784047 BTN HIPOCAT 8-D VBLE 03/2038 Interés            30.900.878,70                          327                                           -                                               -   0 0
ES0347849004 CM  IM CEDULAS 5-  3,500 06/2020 Interés      1.250.000.000,00                    12.500                   43.750.000,00                                3.500,00 3,5 3,5
ES0347849004 CM  IM CEDULAS 5-  3,500 06/2020 Amortización      1.250.000.000,00                    12.500             1.250.000.000,00                           100.000,00 100 3,5
ES0366366005 BTN RURAL HP.VII-A1 VBLE 03/2038 Interés          120.132.607,83                       9.571                                           -                                               -   0 0
ES0366366021 BTN RURAL HP.VII-B VBLE 03/2038 Interés               4.548.622,08                          192                                           -                                               -   0 0
ES0366366039 BTN RURAL HP.VII-C VBLE 03/2038 Interés               5.614.442,31                          237                                 865,69                                        3,65 0,015419 0,061
ES0370139000 BTH AYT.GEN. H2-A VBLE 12/2034 Interés            72.314.974,40                       7.760                                           -                                               -   0 0
ES0370139018 BTH AYT.GEN. H2-B VBLE 12/2034 Interés               6.634.936,80                          240                              4.377,40                                      18,24 0,065975 0,261
ES0372260036 BTN PY BANESTO 2-C VBLE 12/2031 Interés            21.863.652,40                          340                              2.818,44                                        8,29 0,012891 0,051
ES0413679426 CH  BANKINTER-II VBLE 09/2023 Interés      1.700.000.000,00                    17.000                                           -                                               -   0 0
ES0444251070 CH  IBERCAJA BAN-  VBLE 03/2028 Interés      1.000.000.000,00                    10.000                         331.610,00                                      33,16 0,033161 0,127
IT0005028003 BON DP ITALIA-  2,150 12/2021 Interés    17.657.877.000,00            17.657.877                 189.822.177,75                                      10,75 1,075 2,15
IT0005056541 BON DP ITALIA-  VBLE 12/2020 Interés    15.368.775.000,00            15.368.775                   35.936.806,58                                        2,34 0,23383 0,46
IT0005104473 BON DP ITALIA-  VBLE 06/2022 Interés    16.453.945.000,00            16.453.945                   17.564.586,29                                        1,07 0,10675 0,21
IT0005137614 BON DP ITALIA-  VBLE 12/2022 Interés    15.545.977.000,00            15.545.977                   28.449.137,91                                        1,83 0,183 0,36
IT0005250946 BON DP ITALIA-  0,350 06/2020 Interés    16.882.720.000,00            16.882.720                   29.544.760,00                                        1,75 0,175 0,35
IT0005250946 BON DP ITALIA-  0,350 06/2020 Amortización    16.882.720.000,00            16.882.720           16.882.720.000,00                                1.000,00 100 0,35
IT0005405318 BON DP ITALIA-  0,600 06/2023 Interés      3.500.000.000,00              3.500.000                     5.221.300,00                                        1,49 0,14918 0,6
PTOTECOE0029 BON DP PORTUGAL-  4,800 06/2020 Interés    11.243.696.000,00            11.243.696                 539.697.408,00                                      48,00 4,8 4,8
PTOTECOE0029 BON DP PORTUGAL-  4,800 06/2020 Amortización    11.243.696.000,00            11.243.696           11.243.696.000,00                                1.000,00 100 4,8
PTOTEXOE0024 BON DP PORTUGAL-  1,950 06/2029 Interés      4.000.000.000,00              4.000.000                   78.000.000,00                                      19,50 1,95 1,95
XS0222189564 BON DP ITALIA-  VBLE 06/2020 Interés      2.500.000.000,00                  250.000                   50.000.000,00                                   200,00 2 2
XS0222189564 BON DP ITALIA-  VBLE 06/2020 Amortización      2.500.000.000,00                  250.000             2.500.000.000,00                             10.000,00 100 2
16/06/2020 ES0201001130 ODP AYUNMADRID-  4,350 06/2021 Interés          200.000.000,00                       2.000                     8.700.000,00                                4.350,00 4,35 4,35
ES0201001148 ODP AYUNMADRID-  4,550 06/2036 Interés          300.000.000,00                       3.000                   13.650.000,00                                4.550,00 4,55 4,55
ES0213211156 OS  B.B.V.A-  5,650 06/2023 Interés          133.200.000,00                       2.664                     7.525.800,00                                2.825,00 5,65 5,65
ES0213679Z75 OS  BANKINTER-92 VBLE 06/2022 Interés                  970.000,00                             97                              1.197,52                                      12,35 0
ES0213860291 OS  B. SABADELL-2 VBLE 03/2025 Interés               6.000.000,00                             60                           10.273,32                                   171,22 0,171222 0,67
ES0336104007 BTN SANT HIPOT 7-A VBLE 03/2054 Interés          554.694.912,00                    14.400                         228.223,67                                      15,85 0,041144 0,161
ES0336104015 BTN SANT HIPOT 7-B VBLE 03/2054 Interés          360.000.000,00                       3.600                         746.118,00                                   207,26 0,207255 0,811
ES0336104023 BTN SANT HIPOT 7-C VBLE 03/2054 Interés            63.600.000,00                          636                           26.167,58                                      41,14 0,041144 0,161
ES0338186010 BTN UCI 16-A2 VBLE 06/2049 Interés          451.855.393,72                    12.476                                           -                                               -   0 0
ES0338186028 BTN UCI 16-B VBLE 06/2049 Interés            72.000.000,00                          720                                           -                                               -   0 0
ES0338186036 BTN UCI 16-C VBLE 06/2049 Interés            41.400.000,00                          414                              6.453,43                                      15,59 0,015588 0,061
ES0338186044 BTN UCI 16-D VBLE 06/2049 Interés               9.000.000,00                             90                           40.502,97                                   450,03 0,450033 1,761
ES0338186051 BTN UCI 16-E VBLE 06/2049 Interés            19.739.594,16                          198                           91.357,01                                   461,40 0,462811 1,811
ES0390305003 BTN AYT.7 PR.INM-  VBLE 06/2035 Interés               6.703.999,38                       3.198                                           -                                               -   0 0
17/06/2020 BE6254011339 BON DP BELGICA-  3,600 06/2048 Interés            50.000.000,00                          500                     1.800.000,00                                3.600,00 3,6 3,6
ES0213469580 BM  B.E.I.-  8,500 06/2021 Interés            90.151.500,00                  150.000                     7.662.877,50                                      51,09 8,5 8,5
ES0213679CP8 OS  BANKINTER-23 VBLE 03/2023 Interés               3.300.000,00                             66                              4.074,05                                      61,73 0
ES0213679CU8 OS  BANKINTER-32 VBLE 03/2023 Interés                  700.000,00                               7                                 864,19                                   123,46 0
ES0213679DS0 OS  BANKINTER-75 VBLE 06/2023 Interés                  300.000,00                             15                                 370,37                                      24,69 0
ES0213679DT8 OS  BANKINTER-76 VBLE 06/2023 Interés                  300.000,00                             15                                 370,37                                      24,69 0
ES0213679GR5 OS  BANKINTER-41 VBLE 06/2024 Interés               1.780.000,00                             89                              2.197,52                                      24,69 0
ES0213679GR5 OS  BANKINTER-41 VBLE 06/2024 Amortización               1.780.000,00                             89                     1.602.000,00                             18.000,00 90 0
ES0213679GS3 OS  BANKINTER-47 VBLE 06/2024 Interés               2.500.000,00                             50                              3.086,40                                      61,73 0
ES0213679GS3 OS  BANKINTER-47 VBLE 06/2024 Amortización               2.500.000,00                             50                     2.000.000,00                             40.000,00 80 0
ES0213679GZ8 OS  BANKINTER-59 VBLE 06/2024 Interés               2.000.000,00                             20                              2.469,12                                   123,46 0
ES0213679GZ8 OS  BANKINTER-59 VBLE 06/2024 Amortización               2.000.000,00                             20                     1.000.000,00                             50.000,00 50 0
ES0213679HA9 OS  BANKINTER-60 VBLE 06/2024 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0213679HA9 OS  BANKINTER-60 VBLE 06/2024 Amortización               1.000.000,00                             10                         600.000,00                             60.000,00 60 0
ES0213679HB7 OS  BANKINTER-61 VBLE 06/2024 Interés               1.500.000,00                             15                              1.851,84                                   123,46 0
ES0213679HB7 OS  BANKINTER-61 VBLE 06/2024 Amortización               1.500.000,00                             15                         750.000,00                             50.000,00 50 0
ES0213679Z67 OS  BANKINTER-91 VBLE 06/2022 Interés               1.237.500,00                             99                              1.527,77                                      15,43 0
ES0305117006 BTN CAIXA RMBS 1-A VBLE 03/2063 Interés      9.353.552.801,30                  128.510                     1.720.773,11                                      13,39 0,018397 0,072
ES0305117014 BTN CAIXA RMBS 1-B VBLE 03/2063 Interés      1.349.000.000,00                    13.490                         765.287,70                                      56,73 0,05673 0,222
ES0305123004 BTN RMBS PRAD 2-A VBLE 03/2056 Interés          248.528.887,90                       4.210                         299.780,52                                      71,21 0,120622 0,472
ES03136799X1 BS  BANKINTER-98 VBLE 06/2020 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES03136799X1 BS  BANKINTER-98 VBLE 06/2020 Amortización               1.000.000,00                             10                     1.000.000,00                           100.000,00 100 0
ES03136799Z6 BS  BANKINTER-100 VBLE 06/2020 Interés               1.000.000,00                             20                              1.234,56                                      61,73 0
ES03136799Z6 BS  BANKINTER-100 VBLE 06/2020 Amortización               1.000.000,00                             20                     1.000.000,00                             50.000,00 100 0
ES0313679E52 BS  BANKINTER-36 VBLE 03/2021 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0313679G35 BS  BANKINTER-74 VBLE 06/2021 Interés               1.100.000,00                             11                              1.358,02                                   123,46 0
ES0313679K05 BS  BANKINTER-20 VBLE 03/2022 Interés                  850.000,00                             17                              1.049,38                                      61,73 0
ES0313679L20 BS  BANKINTER-55 VBLE 06/2020 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0313679L20 BS  BANKINTER-55 VBLE 06/2020 Amortización               1.000.000,00                             10                     1.000.000,00                           100.000,00 100 0
ES0313679L38 BS  BANKINTER-56 VBLE 06/2021 Interés               2.400.000,00                             24                              2.962,94                                   123,46 0
ES0313679P26 BS  BANKINTER-11 VBLE 03/2023 Interés               3.050.000,00                             61                              3.765,41                                      61,73 0
ES0314148026 BTN BBVA RMBS 2-A3 VBLE 09/2050 Interés          355.968.970,00                       3.875                                           -                                               -   0 0
ES0314148034 BTN BBVA RMBS 2-A4 VBLE 09/2050 Interés      1.050.000.000,00                    10.500                                           -                                               -   0 0
ES0314148042 BTN BBVA RMBS 2-B VBLE 09/2050 Interés          112.500.000,00                       1.125                                           -                                               -   0 0
ES0314148059 BTN BBVA RMBS 2-C VBLE 09/2050 Interés          100.000.000,00                       1.000                           28.622,00                                      28,62 0,028622 0,112
ES0337773016 BTN FONCAIXA G.6-AG VBLE 03/2048 Interés          102.593.458,24                       2.912                                           -                                               -   0 0
ES0337773024 BTN FONCAIXA G.6-B VBLE 08/2051 Interés            15.000.000,00                          150                           31.510,50                                   210,07 0,21007 0,822
ES0337773032 BTN FONCAIXA G.6-C VBLE 08/2051 Interés               7.500.000,00                             75                           25.338,00                                   337,84 0,33784 1,322
ES0337773040 BTN FONCAIXA G.6-D VBLE 08/2051 Interés            18.800.000,00                          188                         171.613,92                                   912,84 0,91284 3,572
ES0337985016 BTN UCI 17-A2 VBLE 12/2049 Interés          415.381.246,98                       9.742                                           -                                               -   0 0
ES0337985024 BTN UCI 17-B VBLE 12/2049 Interés            72.800.000,00                          728                                           -                                               -   0 0
ES0337985032 BTN UCI 17-C VBLE 12/2049 Interés            28.000.000,00                          280                           12.307,40                                      43,96 0,043955 0,172
ES0337985040 BTN UCI 17-D VBLE 12/2049 Interés            15.400.000,00                          154                           61.866,88                                   401,73 0,401733 1,572
ES0378641064 BTN FADE-7 5,000 06/2026 Interés          125.000.000,00                       1.250                     6.250.000,00                                5.000,00 5 5
ES0378641213 BTN FADE-22 1,450 06/2022 Interés          274.400.000,00                       2.744                     3.978.800,00                                1.450,00 1,45 1,45
ES0378641221 BTN FADE-23 1,800 06/2026 Interés          120.000.000,00                       1.200                     2.160.000,00                                1.800,00 1,8 1,8
ES0378641304 BTN FADE-31 0,031 06/2020 Interés      1.120.000.000,00                    11.200                         347.200,00                                      31,00 0,031 0,031
ES0378641304 BTN FADE-31 0,031 06/2020 Amortización      1.120.000.000,00                    11.200             1.120.000.000,00                           100.000,00 100 0,031
ES0378641338 BTN FADE-34 0,500 06/2023 Interés      1.000.000.000,00                    10.000                     5.000.000,00                                   500,00 0,5 0,5
ES0413679442 CH  BANKINTER-II VBLE 09/2029 Interés      1.250.000.000,00                    12.500                                           -                                               -   0 0
ES0444251039 CH  IBERCAJA BAN-  VBLE 09/2020 Interés          800.000.000,00                       8.000                     6.280.608,00                                   785,08 0,785076 3,072
ES0464872086 CH  UNICAJA-  VBLE 12/2021 Interés            30.000.000,00                          600                           62.524,80                                   104,21 0,208416 0,41
18/06/2020 BE6279129280 BON DP BELGICA-  VBLE 06/2035 Interés          150.000.000,00                       1.500                         185.184,00                                   123,46 0,156
BE6279130296 BON DP BELGICA-  VBLE 06/2040 Interés          150.000.000,00                       1.500                         185.184,00                                   123,46 0,261
ES0213679D89 OS  BANKINTER-167 VBLE 09/2020 Interés               4.900.000,00                             98                              6.049,34                                      61,73 0
ES0305028005 BTN RMBS SANT 1 -A VBLE 03/2057 Interés          417.777.099,10                       9.407                         523.148,84                                      55,61 0,125222 0,49
ES0305028013 BTN RMBS SANT 1 -B VBLE 03/2057 Interés          359.300.000,00                       3.593                         817.206,29                                   227,44 0,227444 0,89
ES0305028021 BTN RMBS SANT 1 -C VBLE 03/2057 Interés            59.800.000,00                          598                           36.677,13                                      61,33 0,061333 0,24
ES0305292007 BTN CAIXA PYME 9-A VBLE 03/2053 Interés          685.279.249,60                    16.280                     1.033.291,46                                      63,47 0,150784 0,59
ES0305292015 BTN CAIXA PYME 9-B VBLE 03/2053 Interés          222.000.000,00                       2.220                         476.567,40                                   214,67 0,21467 0,84
ES0305295000 BTN BBVA RMBS 18-A VBLE 03/2064 Interés      1.219.905.392,40                    14.580                         280.578,24                                      19,24 0,023 0,09
ES0305426001 BTN BBVA CONS10-A 0.270 09/2033 Interés      1.810.000.000,00                    18.100                     1.248.900,00                                      69,00 0,069 0,27
ES0305426019 BTN BBVA CONS10-B 1,100 09/2033 Interés            58.000.000,00                          580                         163.044,38                                   281,11 0,281111 1,1
ES0305426027 BTN BBVA CONS10-C 2,300 09/2033 Interés            82.000.000,00                          820                         481.977,96                                   587,78 0,587778 2,3
ES0305426035 BTN BBVA CONS10-D 3,850 09/2033 Interés            30.000.000,00                          300                         295.166,70                                   983,89 0,983889 3,85
ES0305426043 BTN BBVA CONS10-E 5,600 09/2033 Interés            20.000.000,00                          200                         286.222,20                                1.431,11 1,431111 5,6
ES0305426050 BTN BBVA CONS10-Z 5,750 09/2033 Interés            10.000.000,00                          100                         146.944,40                                1.469,44 1,469444 5,75
ES0305477004 BTN SANTCONSUMO3-A VBLE 12/2031 Interés      1.705.000.000,00                    17.050                         218.240,00                                      12,80 0,0128 0,064
ES0305477012 BTN SANTCONSUMO3-B VBLE 12/2031 Interés          122.000.000,00                       1.220                         162.016,00                                   132,80 0,1328 0,664
ES0305477020 BTN SANTCONSUMO3-C VBLE 12/2031 Interés            81.000.000,00                          810                         269.568,00                                   332,80 0,3328 1,664
ES0305477038 BTN SANTCONSUMO3-D VBLE 12/2031 Interés            41.000.000,00                          410                         218.448,00                                   532,80 0,5328 2,664
ES0305477046 BTN SANTCONSUMO3-E VBLE 12/2031 Interés            51.000.000,00                          510                         373.728,00                                   732,80 0,7328 3,664
ES0305477053 BTN SANTCONSUMO3-F 5,000 12/2031 Interés            30.000.000,00                          300                         300.000,00                                1.000,00 1 5
ES0380957003 BTN UCI 15-A VBLE 12/2048 Interés          336.634.044,20                    13.406                                           -                                               -   0 0
ES0380957011 BTN UCI 15-B VBLE 12/2048 Interés            32.900.000,00                          329                                           -                                               -   0 0
ES0380957029 BTN UCI 15-C VBLE 12/2048 Interés            56.500.000,00                          565                           17.326,29                                      30,67 0,030666 0,12
ES0380957037 BTN UCI 15-D VBLE 12/2048 Interés            14.051.702,88                          216                              6.104,62                                      28,26 0,043444 0,17
ES0413860463 CH  B. SABADELL-IV VBLE 06/2020 Interés      1.500.000.000,00                    15.000                                           -                                               -   0 0
ES0413860463 CH  B. SABADELL-IV VBLE 06/2020 Amortización      1.500.000.000,00                    15.000             1.500.000.000,00                           100.000,00 100 0
ES0413860653 CH  B. SABADELL-II VBLE 06/2021 Interés      1.000.000.000,00                    10.000                                           -                                               -   0 0
ES0422714123 CH  CAJAMAR-I 0,875 06/2023 Interés          500.000.000,00                       5.000                     4.375.000,00                                   875,00 0,875 0,875
19/06/2020 ES02136799H6 OS  BANKINTER-96 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136799H6 OS  BANKINTER-96 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799I4 OS  BANKINTER-97 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136799I4 OS  BANKINTER-97 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES0213679BP0 OS  BANKINTER-166 VBLE 12/2022 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0305086003 BTN BBVA CONS 7-A 1,00 09/2028 Interés            81.943.426,18                    12.397                         209.411,34                                      16,89 0,255556 1
ES0305086011 BTN BBVA CONS 7-B 1,50 09/2028 Interés          210.300.000,00                       2.103                         806.149,30                                   383,33 0,383333 1,5
ES0305418008 BTN CAIXA LEAS 3-A 0,75 12/2039 Interés      1.186.401.418,38                    15.738                     2.273.987,46                                   144,49 0,191671 0,75
ES0305418016 BTN CAIXA LEAS 3-B 1,000 12/2039 Interés          256.200.000,00                       2.562                         654.744,72                                   255,56 0,25556 1
ES0314147010 BTN BBVA RMBS I-A2 VBLE 06/2050 Interés          170.849.840,00                    14.000                                           -                                               -   0 0
ES0314147028 BTN BBVA RMBS I-A3 VBLE 06/2050 Interés          495.000.000,00                       4.950                                           -                                               -   0 0
ES0314147036 BTN BBVA RMBS I-B VBLE 06/2050 Interés          120.000.000,00                       1.200                                           -                                               -   0 0
ES0314147044 BTN BBVA RMBS I-C VBLE 06/2050 Interés            85.000.000,00                          850                           28.673,05                                      33,73 0,033733 0,132
ES0338222005 BTN UCI 9-A VBLE 06/2035 Interés            99.608.596,28                    11.981                                           -                                               -   0 0
ES0338222013 BTN UCI 9-B VBLE 06/2035 Interés               8.506.268,75                          425                              5.260,62                                      12,38 0,061844 0,242
ES0338222021 BTN UCI 9-C VBLE 06/2035 Interés               1.876.382,88                             94                              3.797,80                                      40,40 0,2024 0,792
ES0340609736 BS  CAIXABANK-I VBLE 06/2020 Interés            15.200.000,00                          152                           18.765,31                                   123,46 0
ES0340609736 BS  CAIXABANK-I VBLE 06/2020 Amortización            15.200.000,00                          152                   15.200.000,00                           100.000,00 100 0
ES0413679467 CH  BANKINTER-IV VBLE 12/2027 Interés          220.400.000,00                       1.225                         958.572,50                                   782,45 0,434924 1,702
ES0440609156 CH  CAIXABANK-  VBLE 06/2026 Interés      3.000.000.000,00                    30.000                   51.972.000,00                                1.732,40 1,7324 3,408
ES0440609297 CT  CAIXABANK-8 VBLE 06/2021 Interés      1.500.000.000,00                    15.000                                           -                                               -   0 0
ES0468675022 CH  LIBERBANK-  VBLE 12/2025 Interés      1.500.000.000,00                    15.000                         927.660,00                                      61,84 0,061844 0,242
20/06/2020 AT0000A0VRQ6 BON DP AUSTRIA-  3,150 06/2044 Interés      6.799.272.000,00              6.799.272                 214.177.068,00                                      31,50 3,15 3,15
ES0001351370 AUT C.CAS LEON-  4,700 06/2022 Interés          174.500.000,00                  174.500                     8.201.500,00                                      47,00 4,7 4,7
ES0130124003 PPR SOS CUE PREF-  VBLE Perpetua Interés          300.000.000,00                       6.000                         370.368,00                                      61,73 0
ES0211845260 OS  ABERTIS-  3,750 06/2023 Interés          600.000.000,00                       6.000                   22.500.000,00                                3.750,00 3,75 3,75
ES0313679O19 BS  BANKINTER-145 VBLE 09/2020 Interés                  500.000,00                             10                                 617,28                                      61,73 0
ES0413900467 CH  SANTANDER-1 0,450 12/2021 Interés          250.000.000,00                       2.500                         281.250,00                                   112,50 0,1125 0,45
XS1629759439 ODP I.C.O.-491 0,530 06/2023 Interés          150.000.000,00                  150.000                         795.000,00                                        5,30 0,53 0,53
21/06/2020 ES0211845195 OS  ABERTIS-  VBLE 12/2024 Interés          160.000.000,00                       1.600                           74.825,60                                      46,77 0,046766 0,092
ES0315306011 BS  C.RURAL NAVA-II VBLE 06/2022 Interés          100.000.000,00                       1.000                           65.677,00                                      65,68 0,065677 0,257
ES0413211931 CH  B.B.V.A-  VBLE 09/2022 Interés      2.000.000.000,00                    20.000                                           -                                               -   0 0
ES0413900434 CH  SANTANDER-37 0,129 06/2021 Interés      4.000.000.000,00                    40.000                     5.160.000,00                                   129,00 0,129 0,129
ES0440609412 CT  CAIXABANK-9 VBLE 12/2022 Interés      2.000.000.000,00                    20.000                           81.200,00                                        4,06 0,00406 0,008
ES0440609420 CH  CAIXABANK-38 VBLE 12/2021 Interés      4.750.000.000,00                    47.500                                           -                                               -   0 0
22/06/2020 BE0000328378 BON DP BELGICA-  2,250 06/2023 Interés    13.652.000.000,00            13.652.000                 307.170.000,00                                      22,50 2,25 2,25
BE0000331406 BON DP BELGICA-  3,750 06/2045 Interés      9.737.000.000,00              9.737.000                 365.137.500,00                                      37,50 3,75 3,75
BE0000332412 BON DP BELGICA-  2,600 06/2024 Interés    15.885.000.000,00            15.885.000                 413.010.000,00                                      26,00 2,6 2,6
BE0000333428 BON DP BELGICA-  3,000 06/2034 Interés      7.250.000.000,00              7.250.000                 217.500.000,00                                      30,00 3 3
BE0000334434 BON DP BELGICA-  0,800 06/2025 Interés    16.452.000.000,00            16.452.000                 131.616.000,00                                        8,00 0,8 0,8
BE0000335449 BON DP BELGICA-  1,000 06/2031 Interés    10.193.000.000,00            10.193.000                 101.930.000,00                                      10,00 1 1
BE0000336454 BON DP BELGICA-  1,900 06/2038 Interés      6.627.000.000,00              6.627.000                 125.913.000,00                                      19,00 1,9 1,9
BE0000337460 BON DP BELGICA-  1,000 06/2026 Interés    14.388.000.000,00            14.388.000                 143.880.000,00                                      10,00 1 1
BE0000338476 BON DP BELGICA-  1,600 06/2047 Interés      7.734.000.000,00              7.734.000                 123.744.000,00                                      16,00 1,6 1,6
BE0000340498 BON DP BELGICA-  2,150 06/2066 Interés      3.000.000.000,00              3.000.000                   64.500.000,00                                      21,50 2,15 2,15
BE0000341504 BON DP BELGICA-  0,800 06/2027 Interés    13.728.000.000,00            13.728.000                 109.824.000,00                                        8,00 0,8 0,8
BE0000343526 BON DP BELGICA-  2,250 06/2057 Interés      3.000.000.000,00              3.000.000                   67.500.000,00                                      22,50 2,25 2,25
BE0000344532 BON DP BELGICA-  1,450 06/2037 Interés      3.000.000.000,00              3.000.000                   43.500.000,00                                      14,50 1,45 1,45
BE0000345547 BON DP BELGICA-  0,800 06/2028 Interés      5.000.000.000,00              5.000.000                   40.000.000,00                                        8,00 0,8 0,8
BE0000347568 BON DP BELGICA-  0,900 06/2029 Interés      6.000.000.000,00              6.000.000                   54.000.000,00                                        9,00 0,9 0,9
BE0000348574 BON DP BELGICA-  1,700 06/2050 Interés      5.000.000.000,00              5.000.000                   85.000.000,00                                      17,00 1,7 1,7
BE6251106389 BON DP BELGICA-  VBLE 06/2023 Interés          105.000.000,00                       1.050                           28.711,20                                      27,34 0,027344 0,107
BE6262130048 BON DP BELGICA-  VBLE 06/2024 Interés          300.000.000,00                       3.000                           58.389,00                                      19,46 0,019463 0,077
ES0205067079 OS  BBVA GLOBAL-32 1,700 06/2021 Interés            55.000.000,00                             55                         935.000,00                             17.000,00 1,7 1,7
ES0205067103 OS  BBVA GLOBAL-47 2,7000 06/2021 Interés               5.000.000,00                               5                         135.000,00                             27.000,00 2,7 2,7
ES02136799J2 OS  BANKINTER-98 VBLE 06/2020 Interés               2.302.500,00                          614                              2.842,57                                        4,63 0
ES02136799J2 OS  BANKINTER-98 VBLE 06/2020 Amortización               2.302.500,00                          614                         345.375,00                                   562,50 15 0
ES02136799S3 OS  BANKINTER-107 VBLE 06/2020 Interés               1.237.500,00                             99                              1.527,77                                      15,43 0
ES02136799S3 OS  BANKINTER-107 VBLE 06/2020 Amortización               1.237.500,00                             99                         309.375,00                                3.125,00 25 0
ES02136799T1 OS  BANKINTER-109 VBLE 06/2020 Interés                  742.500,00                             99                                 916,66                                        9,26 0
ES02136799T1 OS  BANKINTER-109 VBLE 06/2020 Amortización                  742.500,00                             99                         111.375,00                                1.125,00 15 0
ES0305053003 BTN SANT CAU 141-A 2,000 06/2032 Interés          375.564.885,10                       7.030                     1.877.824,43                                   267,12 0,5 2
ES0305053011 BTN SANT CAU 141-B 2,500 06/2032 Interés            27.400.000,00                          274                         171.250,00                                   625,00 0,625 2,5
ES0305053029 BTN SANT CAU 141-C 3,500 06/2032 Interés            15.200.000,00                          152                         133.000,00                                   875,00 0,875 3,5
ES0305053037 BTN SANT CAU 141-D 5,000 06/2032 Interés            14.400.000,00                          144                         180.000,00                                1.250,00 1,25 5
ES0305053045 BTN SANT CAU 141-E 5,000 06/2032 Interés            38.000.000,00                          380                         475.000,00                                1.250,00 1,25 5
ES0305067375 BS  BBVA GLOBAL-49 2,000 06/2021 Interés               1.600.000,00                             16                              8.000,00                                   500,00 0,5 2
ES0305115000 BTN IM BCC CM 1-A VBLE 03/2059 Interés          391.574.005,50                       6.150                         483.421,60                                      78,61 0
ES0305115018 BTN IM BCC CM 1-B VBLE 03/2059 Interés          135.000.000,00                       1.350                         166.665,60                                   123,46 0
ES0305249007 BTN MAGDALENA-  VBLE 03/2041 Interés            33.665.465,40                          665                         885.027,38                                1.330,87 2,628888 10,4
ES0305252001 BTN BBVA CONS9-A 0,700 09/2033 Interés          644.846.083,52                    12.512                     1.141.016,45                                      91,19 0,176944 0,7
ES0305252019 BTN BBVA CONS9-B 1,000 09/2033 Interés          123.800.000,00                       1.238                         312.939,16                                   252,78 0,252778 1
ES0305259006 BTN DRIVER ESP 4-A VBLE 04/2028 Interés          159.176.664,00                       8.880                         196.513,14                                      22,13 0
ES0305259014 BTN DRIVER ESP 4-B VBLE 04/2028 Interés            13.096.805,80                          260                           16.168,79                                      62,19 0,316
ES0305274005 BTN CAIXA CONS 3-A VBLE 03/2053 Interés          659.313.595,50                    22.785                         588.767,04                                      25,84 0,0893 0,342
ES0305274013 BTN CAIXA CONS 3-B VBLE 03/2053 Interés          171.500.000,00                       1.715                         265.104,70                                   154,58 0,15458 0,592
ES0305308001 BTN CAIXA RMBS 3-A VBLE 09/2062 Interés      1.824.534.409,50                    22.950                         438.344,39                                      19,10 0,024025 0,092
ES0305308019 BTN CAIXA RMBS 3-B VBLE 09/2062 Interés          255.000.000,00                       2.550                         161.134,50                                      63,19 0,06319 0,242
ES0305309009 BTN IM SAB PY 11-A VBLE 06/2057 Interés          380.552.007,00                    15.675                         339.832,94                                      21,68 0,0893 0,342
ES0305309017 BTN IM SAB PY 11-B VBLE 06/2057 Interés          332.500.000,00                       3.325                         427.152,78                                   128,47 0,128467 0,492
ES0305319008 BTN DRIVER ESP 5-A VBLE 12/2028 Interés          296.484.108,00                       8.880                         366.027,42                                      41,22 0
ES0305319016 BTN DRIVER ESP 5-B VBLE 12/2028 Interés            24.394.242,60                          260                           30.116,16                                   115,83 0,106
ES0305332001 BTN IM BCC CP 2-A VBLE 06/2057 Interés            81.260.340,00                       7.600                         100.320,77                                      13,20 0
ES0305332019 BTN IM BCC CP 2-B VBLE 06/2057 Interés          240.000.000,00                       2.400                         296.294,40                                   123,46 0
ES0305382006 BTN SANT SSA 181-1 VBLE 09/2030 Interés            54.322.973,22                          606                     1.262.405,06                                2.083,18 2,323888 8,9
ES0305388003 BTN IM WANNA II-  4,150 03/2027 Interés            26.837.825,30                          286                         100.696,86                                   352,09 0,375205 4,15
ES0305424006 BTN MAGDALENA 3-A VBLE 03/2052 Interés          128.466.158,25                       1.425                         389.109,86                                   273,06 0,302889 1,16
ES0305424014 BTN MAGDALENA 3-B VBLE 03/2052 Interés          179.852.621,55                       1.995                     3.756.919,83                                1.883,17 2,088888 8
ES0305442008 BTN SANT CAU 191-A VBLE 12/2035 Interés          440.000.000,00                       4.400                           48.250,40                                      10,97 0,010966 0,042
ES0305442016 BTN SANT CAU 191-B VBLE 12/2035 Interés            57.700.000,00                          577                           66.592,15                                   115,41 0,115411 0,442
ES0305442024 BTN SANT CAU 191-C 1,480 12/2035 Interés            27.800.000,00                          278                         107.431,43                                   386,44 0,386444 1,48
ES0305442032 BTN SANT CAU 191-D 1,980 12/2035 Interés            10.000.000,00                          100                           51.700,00                                   517,00 0,517 1,98
ES0305442040 BTN SANT CAU 191-E 3,190 12/2035 Interés            10.000.000,00                          100                           83.294,40                                   832,94 0,832944 3,19
ES0305442057 BTN SANT CAU 191-F 5,930 12/2035 Interés            10.000.000,00                          100                         154.838,80                                1.548,39 1,548388 5,93
ES0305459002 BTN IM BCC CM 2-A VBLE 12/2061 Interés          616.288.694,21                       6.307                                           -                                               -   0 0
ES0305459010 BTN IM BCC CM 2-B VBLE 12/2061 Interés            94.300.000,00                          943                           15.716,67                                      16,67 0,016667 0,2
ES0305471007 BTN DRIVER ESP 6-A VBLE 09/2030 Interés          938.095.300,00                    10.000                     1.158.134,93                                   115,81 0,266
ES0305471015 BTN DRIVER ESP 6-B VBLE 09/2030 Interés            35.700.000,00                          357                           44.073,79                                   123,46 0,366
ES0310003001 BTN BBVA RMBS 5-A VBLE 03/2061 Interés      1.871.552.100,00                    46.750                                           -                                               -   0 0
ES0310003019 BTN BBVA RMBS 5-B VBLE 03/2061 Interés          215.120.950,00                       2.500                         164.016,82                                      65,61 0,076244 0,292
ES0310003027 BTN BBVA RMBS 5-C VBLE 03/2061 Interés            64.536.285,00                          750                         116.609,97                                   155,48 0,180689 0,692
ES0312274006 BTN AYT GY HPIII-A VBLE 12/2052 Interés      1.558.711.500,00                    75.000                                           -                                               -   0 0
ES0312274014 BTN AYT GY HPIII-B VBLE 12/2052 Interés          222.673.050,00                       5.000                         290.439,14                                      58,09 0,130433 0,258
ES0312378013 BTN AYT HP MX 3-B VBLE 03/2038 Interés               6.282.444,16                          278                              4.081,33                                      14,68 0,064964 0,257
ES0313199004 BTN BBVA RMBS 9-  VBLE 09/2053 Interés          635.716.665,50                    12.950                                           -                                               -   0 0
ES0313529010 BTN BANKINTER 10-A2 VBLE 06/2043 Interés          294.821.616,32                    15.754                                           -                                               -   0 0
ES0313529028 BTN BANKINTER 10-B VBLE 06/2043 Interés               8.539.631,82                          207                                           -                                               -   0 0
ES0313529036 BTN BANKINTER 10-C VBLE 06/2043 Interés               9.241.227,52                          224                              7.171,47                                      32,02 0,077603 0,307
ES0313529044 BTN BANKINTER 10-D VBLE 06/2043 Interés               7.880.556,86                          191                           32.011,93                                   167,60 0,406214 1,607
ES0313529051 BTN BANKINTER 10-E VBLE 06/2043 Interés            11.164.401,92                          224                           98.971,53                                   441,84 0,886492 3,507
ES0323976003 BTN RURAL HP XII-A VBLE 06/2053 Interés          320.005.012,68                       8.622                                           -                                               -   0 0
ES0323976011 BTN RURAL HP XII-B VBLE 06/2053 Interés            16.137.794,75                          205                              4.364,79                                      21,29 0,027047 0,107
ES0323976029 BTN RURAL HP XII-C VBLE 06/2053 Interés            22.076.805,66                          273                           17.132,26                                      62,76 0,077603 0,307
ES0332235011 BTN GC PASTOR 5-A2 VBLE 06/2046 Interés          172.679.041,92                       4.928                                           -                                               -   0 0
ES0332235029 BTN GC PASTOR 5-B VBLE 06/2046 Interés            24.900.000,00                          249                                           -                                               -   0 0
ES0332235037 BTN GC PASTOR 5-C VBLE 06/2046 Interés               7.300.000,00                             73                              5.665,02                                      77,60 0,077603 0,307
ES0332235045 BTN GC PASTOR 5-D VBLE 06/2046 Interés            10.500.000,00                          105                           95.735,74                                   911,77 0,911769 3,607
ES0338146006 BTH UCI 10-A VBLE 06/2036 Interés            79.257.089,80                       6.790                                           -                                               -   0 0
ES0338146014 BTH UCI 10-B VBLE 06/2036 Interés               5.058.960,90                          210                              1.368,30                                        6,52 0,027047 0,107
ES0338341003 BTN UCI 14-A VBLE 06/2043 Interés          279.159.328,75                    13.775                                           -                                               -   0 0
ES0338341011 BTN UCI 14-B VBLE 06/2043 Interés            34.100.000,00                          341                                           -                                               -   0 0
ES0338341029 BTN UCI 14-C VBLE 06/2043 Interés            38.400.000,00                          384                           17.245,82                                      44,91 0,044911 0,172
ES0341068007 BTH GAT ICO-FTVP-A VBLE 06/2036 Interés            40.189.787,36                       3.316                              9.654,39                                        2,91 0,024022 0,092
ES0341068015 BTH GAT ICO-FTVP-BA VBLE 06/2036 Interés               9.800.000,00                             98                           10.030,89                                   102,36 0,102356 0,392
ES0341068023 BTH GAT ICO-FTVP-BM VBLE 06/2036 Interés               3.300.000,00                             33                              3.377,75                                   102,36 0,102356 0,392
ES0341068031 BTH GAT ICO-FTVP-BP VBLE 06/2036 Interés               2.700.000,00                             27                              2.763,61                                   102,36 0,102356 0,392
ES0341068049 BTH GAT ICO-FTVP-BT VBLE 06/2036 Interés               2.000.000,00                             20                              2.047,12                                   102,36 0,102356 0,392
ES0341068056 BTH GAT ICO-FTVP-CA VBLE 06/2036 Interés               3.200.000,00                             32                           13.302,05                                   415,69 0,415689 1,592
ES0341068064 BTH GAT ICO-FTVP-CM VBLE 06/2036 Interés               2.300.000,00                             23                              9.560,85                                   415,69 0,415689 1,592
ES0341068072 BTH GAT ICO-FTVP-CP VBLE 06/2036 Interés               1.500.000,00                             15                              6.235,33                                   415,69 0,415689 1,592
ES0341068080 BTH GAT ICO-FTVP-CT VBLE 06/2036 Interés               1.500.000,00                             15                              6.235,33                                   415,69 0,415689 1,592
ES0341068098 BTH GAT ICO-FTVP-DA VBLE 06/2036 Interés               3.168.108,20                             61                           37.986,31                                   622,73 1,199022 4,592
ES0341068106 BTH GAT ICO-FTVP-DM VBLE 06/2036 Interés               2.173.162,25                             25                           26.056,69                                1.042,27 1,199022 4,592
ES0341068114 BTH GAT ICO-FTVP-DP VBLE 06/2036 Interés                  899.208,16                             16                           10.781,70                                   673,86 1,199022 4,592
ES0341068122 BTH GAT ICO-FTVP-DT VBLE 06/2036 Interés               1.020.809,44                             14                           12.239,73                                   874,27 1,199022 4,592
ES0347421002 BTN IM BCG RMBS2-A VBLE 09/2061 Interés          727.850.095,70                    11.830                         898.574,61                                      75,96 0
ES0347458004 BTN IM CAJASTU 1-A VBLE 12/2052 Interés          168.173.718,00                       4.920                         207.620,55                                      42,20 0
ES0347458012 BTN IM CAJASTU 1-B VBLE 12/2052 Interés          112.115.816,10                       1.230                         138.413,70                                   112,53 0,162
ES0347559009 BTN IM CAJAMAR 6-A VBLE 12/2050 Interés          537.730.619,14                    18.362                                           -                                               -   0 0
ES0347559017 BTN IM CAJAMAR 6-B VBLE 12/2050 Interés            19.465.361,76                          312                                 344,34                                        1,10 0,001769 0,007
ES0347559025 BTN IM CAJAMAR 6-C VBLE 12/2050 Interés            12.165.851,10                          195                              3.290,50                                      16,87 0,027047 0,107
ES0347559033 BTN IM CAJAMAR 6-D VBLE 12/2050 Interés            38.930.723,52                          624                           59.733,74                                      95,73 0,153436 0,607
ES0347559041 BTN IM CAJAMAR 6-E VBLE 12/2050 Interés            31.642.584,87                          507                         248.514,85                                   490,17 0,785381 3,107
ES0347566004 BTN IM CAJAMAR 5-A VBLE 06/2050 Interés          241.369.359,40                       9.620                                           -                                               -   0 0
ES0347566012 BTN IM CAJAMAR 5-B VBLE 06/2050 Interés               6.008.111,75                          115                                           -                                               -   0 0
ES0347566020 BTN IM CAJAMAR 5-C VBLE 06/2050 Interés               6.269.334,00                          120                              1.695,67                                      14,13 0,027047 0,107
ES0347566038 BTN IM CAJAMAR 5-D VBLE 06/2050 Interés               7.575.445,25                          145                           10.666,00                                      73,56 0,140797 0,557
ES0347566046 BTN IM CAJAMAR 5-E VBLE 06/2050 Interés               7.836.667,50                          150                           71.452,30                                   476,35 0,911769 3,607
ES0347783005 BTN IM CAJAMAR 3-A VBLE 09/2048 Interés          221.001.396,00                    11.550                                           -                                               -   0 0
ES0347783013 BTN IM CAJAMAR 3-B VBLE 09/2048 Interés            11.468.183,04                          288                                           -                                               -   0 0
ES0347783021 BTN IM CAJAMAR 3-C VBLE 09/2048 Interés               2.389.204,80                             60                                 525,43                                        8,76 0,021992 0,087
ES0347783039 BTN IM CAJAMAR 3-D VBLE 09/2048 Interés               4.061.648,16                          102                           16.498,98                                   161,75 0,406214 1,607
ES0347854004 BTN IM PASTOR 4-A VBLE 03/2044 Interés          173.470.914,60                       8.860                                           -                                               -   0 0
ES0347854012 BTN IM PASTOR 4-B VBLE 03/2044 Interés            17.900.000,00                          179                                           -                                               -   0 0
ES0347854020 BTN IM PASTOR 4-C VBLE 03/2044 Interés               9.200.000,00                             92                              2.488,32                                      27,05 0,027047 0,107
ES0347854038 BTN IM PASTOR 4-D VBLE 03/2044 Interés               6.900.000,00                             69                           26.284,58                                   380,94 0,380936 1,507
ES0347861009 BTH IM PASTOR 2-A VBLE 09/2041 Interés            44.008.998,80                       9.620                                           -                                               -   0 0
ES0347861017 BTH IM PASTOR 2-B VBLE 09/2041 Interés            17.300.000,00                          173                                 306,04                                        1,77 0,001769 0,007
ES0347861025 BTH IM PASTOR 2-C VBLE 09/2041 Interés            14.200.000,00                          142                           16.403,70                                   115,52 0,115519 0,457
ES0347861033 BTH IM PASTOR 2-D VBLE 09/2041 Interés               6.500.000,00                             65                           39.548,34                                   608,44 0,608436 2,407
ES0347862007 BTH IM PASTOR 3-A VBLE 03/2043 Interés          133.993.671,50                       9.610                                           -                                               -   0 0
ES0347862015 BTH IM PASTOR 3-B VBLE 03/2043 Interés            17.000.000,00                          170                                           -                                               -   0 0
ES0347862023 BTH IM PASTOR 3-C VBLE 03/2043 Interés            12.000.000,00                          120                                           -                                               -   0 0
ES0347862031 BTH IM PASTOR 3-D VBLE 03/2043 Interés            10.000.000,00                          100                              5.232,50                                      52,32 0,052325 0,207
ES0349044000 BTN IM CAJAMAR 4-A VBLE 03/2049 Interés          230.771.249,55                       9.615                                           -                                               -   0 0
ES0349044018 BTN IM CAJAMAR 4-B VBLE 03/2049 Interés            12.501.150,00                          250                                           -                                               -   0 0
ES0349044026 BTN IM CAJAMAR 4-C VBLE 03/2049 Interés               2.500.230,00                             50                                 802,65                                      16,05 0,032103 0,127
ES0349044034 BTN IM CAJAMAR 4-D VBLE 03/2049 Interés               4.250.391,00                             85                           16.191,27                                   190,49 0,380936 1,507
ES0349044042 BTN IM CAJAMAR 4-E VBLE 03/2049 Interés               6.000.555,60                          120                           50.919,21                                   424,33 0,848575 3,357
ES0370151005 BTN AYT HP MX 2-P1 VBLE 06/2036 Interés            16.461.036,12                       3.678                                           -                                               -   0 0
ES0370151013 BTN AYT HP MX 2-P2 VBLE 06/2036 Interés            16.700.000,00                          167                           21.453,99                                   128,47 0,128467 0,492
ES0370151039 BTN AYT HP MX 2-C2 VBLE 06/2036 Interés               7.385.905,98                          127                           10.452,68                                      82,30 0,141522 0,542
ES0370460034 BTN BBVA-6 FTPYM-C VBLE 03/2046 Interés            19.010.788,39                          323                           12.350,17                                      38,24 0,064964 0,257
ES0377929007 BTN TDA-25-A VBLE 03/2041 Interés          104.422.506,82                       2.503                                           -                                               -   0 0
ES0377929015 BTN TDA-25-B VBLE 03/2041 Interés               6.900.000,00                             69                                 122,06                                        1,77 0,001769 0,007
ES0377929023 BTN TDA-25-C VBLE 03/2041 Interés               5.300.000,00                             53                              4.246,89                                      80,13 0,08013 0,317
ES0377929031 BTN TDA-25-D VBLE 03/2041 Interés               2.500.000,00                             25                           11.735,20                                   469,41 0,469408 1,857
ES0377952009 BTN TDA-24-A1 VBLE 06/2040 Interés               1.198.330,12                       3.614                                           -                                               -   0 0
ES0377952017 BTN TDA-24-A2 VBLE 06/2040 Interés            69.058.354,60                          970                                           -                                               -   0 0
ES0377952025 BTN TDA-24-B VBLE 06/2040 Interés            13.500.000,00                          135                                           -                                               -   0 0
ES0377952033 BTN TDA-24-C VBLE 06/2040 Interés               8.100.000,00                             81                              4.238,32                                      52,32 0,052325 0,207
ES0377952041 BTN TDA-24-D VBLE 06/2040 Interés               5.000.000,00                             50                           20.310,65                                   406,21 0,406213 1,607
ES0377964004 BTN TDA-19 MIXTO-A VBLE 03/2036 Interés            49.823.462,88                       5.673                                           -                                               -   0 0
ES0377964012 BTN TDA-19 MIXTO-B VBLE 03/2036 Interés               3.800.789,76                          192                              1.028,00                                        5,35 0,027047 0,107
ES0377964020 BTN TDA-19 MIXTO-C VBLE 03/2036 Interés               1.261.467,60                             60                              2.094,98                                      34,92 0,166075 0,657
ES0377964038 BTN TDA-19 MIXTO-D VBLE 03/2036 Interés               6.925.789,50                             75                           54.393,77                                   725,25 0,78538 3,107
ES0377979002 BTN TDA-15 MIXTO-A1 VBLE 03/2022 Interés               3.137.166,06                       2.289                                           -                                               -   0 0
ES0377979010 BTN TDA-15 MIXTO-B1 VBLE 03/2022 Interés               9.500.000,00                             95                              6.171,49                                      64,96 0,064963 0,257
ES0377979028 BTN TDA-15 MIXTO-A2 VBLE 03/2022 Interés               6.416.282,88                       2.008                                           -                                               -   0 0
ES0377979036 BTN TDA-15 MIXTO-B2 VBLE 03/2022 Interés            11.700.000,00                          117                              7.600,67                                      64,96 0,064963 0,257
ES0377984002 BTN TDA-23-A VBLE 09/2046 Interés            86.027.490,64                       8.372                                           -                                               -   0 0
ES0377984010 BTN TDA-23-B VBLE 09/2046 Interés            12.532.611,97                          163                                           -                                               -   0 0
ES0377984028 BTN TDA-23-C VBLE 09/2046 Interés               4.997.667,35                             65                              4.509,94                                      69,38 0,090241 0,357
ES0377989001 BTN TDA-18 MIXTO-A1 VBLE 06/2045 Interés            20.163.938,48                       3.017                                           -                                               -   0 0
ES0377989027 BTN TDA-18 MIXTO-B1 VBLE 06/2045 Interés            11.300.000,00                          113                              8.197,81                                      72,55 0,072547 0,287
ES0377989035 BTN TDA-18 MIXTO-B2 VBLE 06/2045 Interés            12.232.518,16                          124                           11.038,75                                      89,02 0,090241 0,357
ES0382746016 BTN VALENCIA HP3-A2 VBLE 09/2044 Interés          177.134.818,61                       7.807                                           -                                               -   0 0
ES0382746024 BTN VALENCIA HP3-B VBLE 09/2044 Interés               8.763.772,16                          208                                           -                                               -   0 0
ES0382746032 BTN VALENCIA HP3-C VBLE 09/2044 Interés               3.834.506,13                             91                              1.134,06                                      12,46 0,029575 0,117
ES0382746040 BTN VALENCIA HP3-D VBLE 09/2044 Interés               5.200.000,00                          104                           40.839,81                                   392,69 0,785381 3,107
ES0413790322 CH  B. POPULAR-  VBLE 12/2021 Interés          100.000.000,00                       1.000                     1.054.500,00                                1.054,50 1,0545 2,052
ES0440609321 CH  CAIXABANK-25 VBLE 12/2022 Interés      4.000.000.000,00                    40.000                     4.229.320,00                                   105,73 0,105733 0,208
ES0444251054 CH  IBERCAJA BAN-I VBLE 09/2022 Interés          750.000.000,00                       7.500                           13.267,50                                        1,77 0,001769 0,007
ES0444251062 CH  IBERCAJA BAN-II VBLE 09/2024 Interés          750.000.000,00                       7.500                         392.437,50                                      52,32 0,052325 0,207
IT0000366721 BON DP ITALIA-  8,500 12/2023 Interés      3.098.736.000,00              3.098.736                 131.696.280,00                                      42,50 4,25 8,5
IT0006592080 BON DP AUSTRIA-  VBLE 06/2022 Interés          125.000.000,00                  125.000                                           -                                               -   0 0
XS1435990863 BON DP ITALIA-  1,901 06/2031 Interés          700.000.000,00                       1.400                     6.653.500,00                                4.752,50 0,9505 1,901
XS1578916261 BS  SANTANDER-2 VBLE 03/2022 Interés          100.000.000,00                       1.000                         123.456,00                                   123,46 0,691
23/06/2020 ES0205147004 OS  SAINT CROIX-  2,500 06/2022 Interés               2.000.000,00                             20                           50.000,00                                2.500,00 2,5 2,5
ES0215424146 OS  C.C.M.-  1,50 06/2021 Interés            50.000.000,00                       1.000                         750.000,00                                   750,00 1,5 1,5
ES0305106009 BTN A-BEST 13-A VBLE 08/2030 Interés          106.862.215,20                       2.705                         131.927,82                                      48,77 0
ES0305106017 BTN A-BEST 13-B VBLE 08/2030 Interés            43.700.000,00                          437                           53.950,27                                   123,46 1
ES0305106025 BTN A-BEST 13-M 2,300 08/2030 Interés            63.500.000,00                          635                         121.708,33                                   191,67 0,191667 2,3
ES0305147003 BS  SAINT CROIX-  2,500 06/2021 Interés               8.000.000,00                             80                         200.000,00                                2.500,00 2,5 2,5
ES0805428002 PPR U.C.I., S.A.-  VBLE Perpetua Interés            82.000.000,00                          410                     1.537.500,00                                3.750,00 1,875 7,5
ES0840609012 PPR CAIXABANK-  VBLE Perpetua Interés      1.250.000.000,00                       6.250                   16.406.250,00                                2.625,00 1,3125 5,25
XS0572691979 BON DP ITALIA-  4,450 12/2021 Interés          150.000.000,00                          300                     3.337.500,00                             11.125,00 2,225 4,45
24/06/2020 BE6248289348 BON DP BELGICA-  VBLE 12/2029 Interés          100.000.000,00                       2.000                           92.770,00                                      46,38 0,09277 0,182
ES0205014097 OS  SANT ESPAŃA-87 VBLE 06/2024 Interés               4.299.000,00                       4.299                              5.307,37                                        1,23 0
ES0213679A09 OS  BANKINTER-119 VBLE 06/2020 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0213679A09 OS  BANKINTER-119 VBLE 06/2020 Amortización               1.000.000,00                             10                     1.000.000,00                           100.000,00 100 0
ES0213679A33 OS  BANKINTER-117 VBLE 06/2020 Interés               2.000.000,00                             20                              2.469,12                                   123,46 0
ES0213679A33 OS  BANKINTER-117 VBLE 06/2020 Amortización               2.000.000,00                             20                     2.000.000,00                           100.000,00 100 0
ES0213679A41 OS  BANKINTER-118 VBLE 06/2020 Interés               1.000.000,00                             10                              1.234,56                                   123,46 0
ES0213679A41 OS  BANKINTER-118 VBLE 06/2020 Amortización               1.000.000,00                             10                     1.000.000,00                           100.000,00 100 0
ES0213679AG1 OS  BANKINTER-112 VBLE 06/2022 Interés                  900.000,00                             18                              1.111,10                                      61,73 0
ES0213679DP6 OS  BANKINTER-64 VBLE 06/2023 Interés                  820.000,00                             82                              1.012,34                                      12,35 0
ES0213679EA6 OS  BANKINTER-86 VBLE 06/2023 Interés                  550.000,00                             13                                 679,01                                      53,23 0
ES0213679KB1 OS  BANKINTER-30 VBLE 03/2025 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0305050009 BTN BBVA RMBS 14-A VBLE 06/2055 Interés          374.999.033,50                       6.370                                           -                                               -   0 0
ES0305050017 BTN BBVA RMBS 14-B VBLE 06/2055 Interés            63.000.000,00                          630                              4.668,93                                        7,41 0,007411 0,029
ES0305443006 BTN SABADELL CON I-A VBLE 03/2031 Interés          719.251.925,00                       8.750                           71.687,84                                        8,19 0,009967 0,039
ES0305443014 BTN  SABADELL CON I-B VBLE 03/2031 Interés            28.770.077,00                          350                           75.655,81                                   216,16 0,262967 1,029
ES0305443022 BTN SABADELL CON I-C VBLE 03/2031 Interés            28.770.077,00                          350                         152.855,42                                   436,73 0,5313 2,079
ES0305443030 BTN  SABADELL CON I-D VBLE 03/2031 Interés            20.550.055,00                          250                         182.706,02                                   730,82 0,889078 3,479
ES0305443048 BTN SABADELL CON I-E VBLE 03/2031 Interés            24.660.066,00                          300                         338.985,41                                1.129,95 1,374633 5,379
ES0305443055 BTN SABADELL CON I-F VBLE 03/2031 Interés               4.114.121,40                             90                           58.972,27                                   655,25 1,433411 5,609
ES0305443063 BTN SABADELL CON I-Z VBLE 03/2031 Interés            57.512.964,60                          780                         900.825,56                                1.154,90 1,5663 6,129
ES0313679A23 BS  BANKINTER-111 VBLE 06/2020 Interés                  800.000,00                             16                                 987,65                                      61,73 0
ES0313679A23 BS  BANKINTER-111 VBLE 06/2020 Amortización                  800.000,00                             16                         800.000,00                             50.000,00 100 0
ES0313679F77 BS  BANKINTER-67 VBLE 06/2021 Interés               1.250.000,00                             25                              1.543,20                                      61,73 0
ES0813211002 PPR B.B.V.A-7 VBLE Perpetua Interés      1.000.000.000,00                       5.000                   14.687.500,00                                2.937,50 1,46875 5,875
25/06/2020 ES0213679DV4 OS  BANKINTER-78 VBLE 06/2023 Interés                  480.000,00                             12                                 592,59                                      49,38 0
ES0213679H69 OS  BANKINTER-216 VBLE 12/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0240609158 OS  CAIXABANK-I VBLE 06/2024 Interés               4.000.000,00                             40                           60.000,00                                1.500,00 1,5 0
ES0305067A03 BS  BBVA GLOBAL-139 VBLE 05/2021 Interés            74.000.000,00                             74                           91.357,44                                1.234,56 0
ES0305452007 BTN AUTONORIA SPAIN-A VBLE 12/2035 Interés          790.000.000,00                       7.900                         975.302,40                                   123,46 0,298
ES0305452015 BTN AUTONORIA SPAIN-B VBLE 12/2035 Interés            30.000.000,00                          300                           37.036,80                                   123,46 0,548
ES0305452023 BTN AUTONORIA SPAIN-C VBLE 12/2035 Interés            55.000.000,00                          550                           67.900,80                                   123,46 0,948
ES0305452031 BTN AUTONORIA SPAIN-D VBLE 12/2035 Interés            55.000.000,00                          550                           67.900,80                                   123,46 1,448
ES0305452049 BTN AUTONORIA SPAIN-E VBLE 12/2035 Interés            20.000.000,00                          200                           24.691,20                                   123,46 2,448
ES0305452056 BTN AUTONORIA SPAIN-F VBLE 12/2035 Interés            25.000.000,00                          250                           30.864,00                                   123,46 3,598
ES0305452064 BTN AUTONORIA SPAIN-G 6,000 12/2035 Interés            25.000.000,00                          250                         125.000,00                                   500,00 0,5 6
ES0312888011 BTN BANCAJA 9-A2 VBLE 09/2043 Interés          296.675.160,00                    17.000                                           -                                               -   0 0
ES0312888029 BTN BANCAJA 9-B VBLE 09/2043 Interés            52.000.000,00                          520                                           -                                               -   0 0
ES0312888037 BTN BANCAJA 9-C VBLE 09/2043 Interés            25.000.000,00                          250                           12.202,75                                      48,81 0,048811 0,191
ES0312888045 BTN BANCAJA 9-D VBLE 09/2043 Interés            23.000.000,00                          230                         125.255,47                                   544,59 0,544589 2,131
ES0312888052 BTN BANCAJA 9-E VBLE 09/2043 Interés            22.600.000,00                          226                         209.710,37                                   927,92 0,927922 3,631
ES0313307219 BS  BANKIA-1 1,000 06/2024 Interés          500.000.000,00                       5.000                     5.000.000,00                                1.000,00 1 1
ES0323975005 BTN RURAL HP XI-A VBLE 03/2053 Interés          619.418.708,37                    21.131                                           -                                               -   0 0
ES0323975013 BTN RURAL HP XI-B VBLE 03/2053 Interés            15.468.655,29                          253                              5.178,60                                      20,47 0,033478 0,131
ES0323975021 BTN RURAL HP XI-C VBLE 03/2053 Interés            37.662.812,88                          616                           31.858,60                                      51,72 0,084589 0,331
ES0413900293 CH  SANTANDER-  VBLE 06/2020 Interés          100.000.000,00                       1.000                         723.477,00                                   723,48 0,723477 2,831
ES0413900293 CH  SANTANDER-  VBLE 06/2020 Amortización          100.000.000,00                       1.000                 100.000.000,00                           100.000,00 100 2,831
FR0013234333 BON DP FRANCIA- 1,750 06/2039 Interés      9.697.000.000,00      9.697.000.000                 169.697.500,00                                        0,02 1,75 1,75
26/06/2020 ES02136799N4 OS  BANKINTER-102 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136799N4 OS  BANKINTER-102 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799O2 OS  BANKINTER-103 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136799O2 OS  BANKINTER-103 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799W5 OS  BANKINTER-112 VBLE 06/2020 Interés               1.500.000,00                             15                              1.851,84                                   123,46 0
ES02136799W5 OS  BANKINTER-112 VBLE 06/2020 Amortización               1.500.000,00                             15                     1.500.000,00                           100.000,00 100 0
ES02136799X3 OS  BANKINTER-115 VBLE 06/2020 Interés                  600.000,00                               6                                 740,74                                   123,46 0
ES02136799X3 OS  BANKINTER-115 VBLE 06/2020 Amortización                  600.000,00                               6                         600.000,00                           100.000,00 100 0
ES0305250021 BTN COLUMBUS MC-A 0,150 01/2034 Interés          430.000.000,00                       4.300                           53.750,00                                      12,50 0,0125 0,15
ES0305250039 BTN COLUMBUS MC-C 0,500 01/2034 Interés          121.400.000,00                       1.214                           50.583,33                                      41,67 0,041667 0,5
ES0305279046 BTN WIZINK MC-A VBLE 12/2031 Interés          200.800.000,00                       2.008                         247.899,65                                   123,46 0,048
ES0305279053 BTN WIZINK MC-C 1,000 12/2031 Interés            47.200.000,00                          472                           39.333,33                                      83,33 0,083333 1
ES0305279061 BTN WIZINK MC-A 0,450 12/2031 Interés          220.000.000,00                       2.200                           82.500,00                                      37,50 0,0375 0,45
ES0305279079 BTN WIZINK MC-C 1,250 12/2031 Interés            30.000.000,00                          300                           31.250,00                                   104,17 0,104167 1,25
ES0305279087 BTN WIZINK MC-A 0,450 03/2033 Interés          440.000.000,00                       4.400                         165.000,00                                      37,50 0,0375 0,45
ES0305279095 BTN WIZINK MC-C 1,250 03/2033 Interés            60.000.000,00                          600                           62.500,00                                   104,17 0,104167 1,25
ES0305279103 BTN WIZINK MC-A VBLE 03/2033 Interés          150.000.000,00                       1.500                         185.184,00                                   123,46 0,118
ES0305279111 BTN WIZINK MC-C 1,250 03/2033 Interés            31.000.000,00                          310                           32.291,67                                   104,17 0,104167 1,25
ES0305279129 BTN WIZINK MC-A 0,550 03/2033 Interés          115.000.000,00                       1.150                           52.708,33                                      45,83 0,045833 0,55
ES0305279137 BTN WIZINK MC-C 1,250 03/2033 Interés            16.000.000,00                          160                           16.666,67                                   104,17 0,104167 1,25
ES0313547004 BTH BK HIPOTEC.7-A VBLE 09/2040 Interés            52.383.529,38                       4.718                                           -                                               -   0 0
ES0313547012 BTH BK HIPOTEC.7-B VBLE 09/2040 Interés               3.151.879,90                          130                              1.425,69                                      10,97 0,045233 0,177
ES0313547020 BTH BK HIPOTEC.7-C VBLE 09/2040 Interés               1.248.858,00                             52                              2.639,39                                      50,76 0,211344 0,827
ES0361796016 BTN MBS BANCAJA3-A2 VBLE 12/2043 Interés          112.737.491,60                       6.680                                           -                                               -   0 0
ES0361796024 BTN MBS BANCAJA3-B VBLE 12/2043 Interés               4.406.822,64                          132                                           -                                               -   0 0
ES0361796032 BTN MBS BANCAJA3-C VBLE 12/2043 Interés               4.012.392,44                          116                                           -                                               -   0 0
ES0361796040 BTN MBS BANCAJA3-D VBLE 12/2043 Interés               7.200.000,00                             72                              2.336,83                                      32,46 0,032456 0,127
ES0361796057 BTN MBS BANCAJA3-E VBLE 12/2043 Interés            10.000.000,00                          100                           92.690,00                                   926,90 0,9269 3,627
ES0377965027 BTN TDA CJAMAR 2-A3 VBLE 06/2041 Interés          137.509.880,00                       2.000                                           -                                               -   0 0
ES0377965035 BTN TDA CJAMAR 2-B VBLE 06/2041 Interés               5.843.471,40                          195                                           -                                               -   0 0
ES0377965043 BTN TDA CJAMAR 2-C VBLE 06/2041 Interés               1.498.326,00                             50                                 677,74                                      13,55 0,045233 0,177
ES0377965050 BTN TDA CJAMAR 2-D VBLE 06/2041 Interés               4.644.810,60                          155                           17.532,07                                   113,11 0,377455 1,477
ES0377991007 BTN TDA CAM 4-A VBLE 06/2039 Interés          152.415.478,40                    19.520                                           -                                               -   0 0
ES0377991015 BTN TDA CAM 4-B VBLE 06/2039 Interés            48.000.000,00                          480                                           -                                               -   0 0
ES0413307069 CH  BANKIA-1 VBLE 05/2023 Interés      2.500.000.000,00                    25.000                     3.086.400,00                                   123,46 0,988
ES0413307077 CH  BANKIA-2 VBLE 05/2027 Interés      2.500.000.000,00                    25.000                     3.086.400,00                                   123,46 0,988
ES0413307085 CH  BANKIA-3 VBLE 05/2028 Interés      2.500.000.000,00                    25.000                     3.086.400,00                                   123,46 0,988
ES0413860364 CH  B. SABADELL-1 VBLE 09/2022 Interés          250.000.000,00                       2.500                         208.915,00                                      83,57 0,083566 0,327
ES0413900475 CH  SANTANDER-2 0,130 06/2022 Interés          350.000.000,00                       3.500                         113.750,00                                      32,50 0,0325 0,13
ES0413900483 CH  SANTANDER-3 0,025 06/2021 Interés      2.000.000.000,00                    20.000                         500.000,00                                      25,00 0,025 0,025
ES0413900491 CH  SANTANDER-4 0,160 06/2022 Interés      2.000.000.000,00                    20.000                     3.200.000,00                                   160,00 0,16 0,16
ES0413900517 CH  SANTANDER-6 VBLE 06/2023 Interés          350.000.000,00                       3.500                                           -                                               -   0 0
27/06/2020 ES0413900442 CH  SANTANDER-38 VBLE 06/2020 Interés          150.000.000,00                       1.500                                           -                                               -   0 0
ES0413900442 CH  SANTANDER-38 VBLE 06/2020 Amortización          150.000.000,00                       1.500                 150.000.000,00                           100.000,00 100 0
28/06/2020 ES03138603C7 BS  B. SABADELL-I 0,700 03/2022 Interés          601.415.000,00                  601.415                     1.058.490,40                                        1,76 0,176 0,7
ES0413790264 CH  B. POPULAR-  5,280 06/2029 Interés            14.700.000,00                          147                         776.160,00                                5.280,00 5,28 5,28
XS0098449456 BON DP ITALIA-  VBLE 06/2029 Interés      1.000.000.000,00              1.000.000                   42.500.000,00                                      42,50 4,25 4,25
29/06/2020 BE6239501735 BON DP BELGICA-  VBLE 09/2022 Interés          290.000.000,00                       2.900                         682.474,40                                   235,34 0,235336 0,931
ES0205014105 OS  SANT ESPAŃA-88 VBLE 06/2024 Interés                  540.300,00                       5.403                                 667,03                                        0,12 0
ES0213679A58 OS  BANKINTER-124 VBLE 06/2020 Interés               1.200.000,00                             48                              1.481,47                                      30,86 0
ES0213679A58 OS  BANKINTER-124 VBLE 06/2020 Amortización               1.200.000,00                             48                     1.200.000,00                             25.000,00 100 0
ES0213679A82 OS  BANKINTER-128 VBLE 06/2020 Interés                  150.000,00                             10                                 185,18                                      18,52 0
ES0213679A82 OS  BANKINTER-128 VBLE 06/2020 Amortización                  150.000,00                             10                           22.500,00                                2.250,00 15 0
ES0213679EV2 OS  BANKINTER-121 VBLE 09/2023 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0305014617 BS  SANT ESPAŃA-68 VBLE 06/2022 Interés            15.132.000,00                    15.132                           18.681,36                                        1,23 0
ES0305014708 BS  SANT ESPAŃA-80 VBLE 06/2023 Interés            14.980.000,00                    14.980                           18.493,71                                        1,23 0
ES0305194005 BTN AUT ABS SP L-A VBLE 12/2032 Interés          128.170.868,40                       6.372                         158.234,63                                      24,83 0,112
ES0305194013 BTN AUT ABS SP L-B 2,000 12/2032 Interés            52.900.000,00                          529                           88.166,67                                   166,67 0,166667 2
ES0305194021 BTN AUT ABS SP L-C 3,000 12/2032 Interés            29.900.000,00                          299                           74.750,00                                   250,00 0,25 3
ES0305194039 BTN AUT ABS SP L-D 4,000 12/2032 Interés               3.586.507,80                             62                           11.955,03                                   192,82 0,333333 4
ES0305370001 BTN AUT ABS S 18-A VBLE 06/2029 Interés          551.140.704,40                       5.720                         680.416,27                                   118,95 0,032
ES0305370019 BTN AUT ABS S 18-B 2,000 06/2029 Interés            48.000.000,00                          480                           80.000,00                                   166,67 0,166667 2
ES0313679O27 BS  BANKINTER-148 VBLE 12/2020 Interés                  500.000,00                               6                                 617,28                                   111,25 0
ES0313679O43 BS  BANKINTER-151 VBLE 12/2021 Interés               5.000.000,00                             50                              6.172,80                                   123,46 0
ES0313679Q09 BS  BANKINTER-35 VBLE 03/2025 Interés                  800.000,00                             16                                 987,65                                      61,73 0
ES03138602Y3 BS  B. SABADELL-6 VBLE 09/2022 Interés            10.000.000,00                          100                              7.583,30                                      75,83 0,075833 0,3
ES0338452008 BTN TDA IBERCA 3-A VBLE 12/2043 Interés          200.913.216,00                       9.600                                           -                                               -   0 0
ES0338452016 BTN TDA IBERCA 3-B VBLE 12/2043 Interés            15.008.188,00                          325                           15.212,75                                      46,81 0,101363 0,401
ES0338452024 BTN TDA IBERCA 3-C VBLE 12/2043 Interés               3.463.428,00                             75                           10.076,74                                   134,36 0,290947 1,151
ES0338452032 BTN TDA IBERCA 3-D VBLE 12/2043 Interés               5.000.000,60                             70                           39.825,10                                   568,93 0,796502 3,151
ES0338455001 BTN TDA TARRA. 1-A VBLE 06/2050 Interés            83.648.486,79                       3.597                              6.770,51                                        1,88 0,008094 0,031
ES0338455019 BTN TDA TARRA. 1-B VBLE 06/2050 Interés               7.245.405,12                          111                              4.370,14                                      39,37 0,060316 0,231
ES0338455027 BTN TDA TARRA. 1-C VBLE 06/2050 Interés               7.916.407,17                          119                           28.546,09                                   239,88 0,360594 1,381
ES0338455035 BTN TDA TARRA. 1-D VBLE 06/2050 Interés               7.689.681,72                          147                           62.866,07                                   427,66 0,817538 3,131
ES0339759039 BTN FTPYME CAM 4-B VBLE 09/2045 Interés            36.545.770,80                          660                                           -                                               -   0 0
ES0339759047 BTN FTPYME CAM 4-C VBLE 09/2045 Interés            38.000.000,00                          380                           25.070,50                                      65,98 0,065975 0,261
ES0339759054 BTN FTPYME CAM 4-D VBLE 09/2045 Interés            29.300.000,00                          293                         270.407,06                                   922,89 0,922891 3,651
ES0357326018 BTN CP PYME1 TDA-B VBLE 09/2045 Interés            17.052.069,64                          446                              4.353,39                                        9,76 0,02553 0,101
ES0357326026 BTN CP PYME1 TDA-C VBLE 09/2045 Interés            19.400.000,00                          194                           22.116,39                                   114,00 0,114002 0,451
ES0377844008 BTN TDA-30-A VBLE 09/2050 Interés          123.842.968,62                       3.642                                           -                                               -   0 0
ES0377844016 BTN TDA-30-B VBLE 09/2050 Interés               6.281.355,52                             88                                           -                                               -   0 0
ES0377844024 BTN TDA-30-C VBLE 09/2050 Interés               4.996.532,80                             70                              1.275,61                                      18,22 0,02553 0,101
ES0377844032 BTN TDA-30-D VBLE 09/2050 Interés               5.837.221,66                             82                           46.493,59                                   566,99 0,796502 3,151
ES0377954013 BTN TDA-27-A2 VBLE 12/2050 Interés            31.323.631,04                       3.952                                           -                                               -   0 0
ES0377954021 BTN TDA-27-A3 VBLE 12/2050 Interés          181.300.000,00                       1.813                                           -                                               -   0 0
ES0377954039 BTN TDA-27-B VBLE 12/2050 Interés            13.900.000,00                          139                                           -                                               -   0 0
ES0377954047 BTN TDA-27-C VBLE 12/2050 Interés               9.300.000,00                             93                                           -                                               -   0 0
ES0377954054 BTN TDA-27-D VBLE 12/2050 Interés            14.000.000,00                          140                              5.697,58                                      40,70 0,040697 0,161
ES0377954062 BTN TDA-27-E VBLE 12/2050 Interés            14.000.000,00                          140                           63.735,28                                   455,25 0,455252 1,801
ES0377954070 BTN TDA-27-F VBLE 12/2050 Interés                  600.000,00                               6                              4.020,68                                   670,11 0,670113 2,651
ES0377983012 BTN TDA-22 MIXTO-1b VBLE 06/2046 Interés            17.309.618,04                          572                                           -                                               -   0 0
ES0377983020 BTN TDA-22 MIXTO-B1 VBLE 06/2046 Interés               4.600.000,00                             46                                 244,17                                        5,31 0,005308 0,021
ES0377983038 BTN TDA-22 MIXTO-C1 VBLE 06/2046 Interés               3.700.000,00                             37                              3.750,43                                   101,36 0,101363 0,401
ES0377983046 BTN TDA-22 MIXTO-D1 VBLE 06/2046 Interés               2.700.000,00                             27                           21.505,55                                   796,50 0,796502 3,151
ES0377983061 BTN TDA-22 MIXTO-2b VBLE 06/2046 Interés            20.535.830,56                          488                                           -                                               -   0 0
ES0377983079 BTN TDA-22 MIXTO-B2 VBLE 06/2046 Interés            13.619.602,70                          146                              3.477,08                                      23,82 0,02553 0,101
ES0377983087 BTN TDA-22 MIXTO-C2 VBLE 06/2046 Interés               5.597.097,00                             60                              7.088,22                                   118,14 0,126641 0,501
ES0377983095 BTN TDA-22 MIXTO-D2 VBLE 06/2046 Interés               5.317.242,15                             57                           49.072,35                                   860,92 0,922891 3,651
ES0413211212 CT  B.B.V.A-  VBLE 06/2022 Interés          300.000.000,00                       3.000                                           -                                               -   0 0
ES0413211949 CH  B.B.V.A-  VBLE 03/2023 Interés      3.000.000.000,00                    30.000                                           -                                               -   0 0
ES0413440274 CT  BANESTO-  VBLE 06/2022 Interés          174.000.000,00                       1.740                     3.315.462,12                                1.905,44 1,905438 3,769
ES0413860315 CH  B. SABADELL-  VBLE 12/2020 Interés          200.000.000,00                       2.000                     1.921.616,00                                   960,81 0,960808 3,801
ES0813211010 PPR B.B.V.A-8 VBLE Perpetua Interés      1.000.000.000,00                       5.000                   15.000.000,00                                3.000,00 1,5 6
IT0005371247 BON DP ITALIA-  0,000 06/2021 Interés      3.500.000.000,00              3.500.000                                           -                                               -   0 0
XS0221500571 BON DP AUSTRIA-  VBLE 06/2020 Interés          100.000.000,00                  100.000                         166.366,00                                        1,66 0,166366 0,602
XS0221500571 BON DP AUSTRIA-  VBLE 06/2020 Amortización          100.000.000,00                  100.000                 100.000.000,00                                1.000,00 100 0,602
XS0222737529 BON DP ITALIA-  VBLE 06/2021 Interés          300.000.000,00                       1.200                     6.000.000,00                                5.000,00 2 2
XS1639739876 BON DP IRLANDA-  2,000 06/2064 Interés          100.000.000,00          100.000.000                     2.000.000,00                                        0,02 2 2
XS1639913067 BON DP IRLANDA-  2,000 06/2063 Interés          100.000.000,00          100.000.000                     2.000.000,00                                        0,02 2 2
XS1689234570 BS  SANTANDER-19 VBLE 03/2023 Interés          210.000.000,00                       2.100                         259.257,60                                   123,46 0,421
30/06/2020 ES0001350216 AUT C.CAS MANCHA-  5,800 01/2021 Interés            15.000.000,00                          150                           72.499,95                                   483,33 0,483333 5,8
ES0001350224 AUT C.CAS MANCHA-  6,000 01/2021 Interés            27.000.000,00                          540                         135.000,00                                   250,00 0,5 6
ES0205068002 OS  AUTOV. PLATA-  3,169 12/2041 Interés          175.474.739,70                       1.845                     2.811.291,33                                1.523,74 1,602106 3,169
ES0205068002 OS  AUTOV. PLATA-  3,169 12/2041 Amortización          175.474.739,70                       1.845                     1.438.299,76                                   779,57 0,819662 3,169
ES0205082003 OS  AUNOR-  4,750 06/2025 Interés            37.325.442,60                          540                         881.635,11                                1.632,66 2,362022 4,75
ES0205082003 OS  AUNOR-  4,750 06/2025 Amortización            37.325.442,60                          540                     1.948.909,71                                3.609,09 5,221397 4,75
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Interés            38.654.127,60                          453                         135.289,45                                   298,65 0,35 4,2
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Amortización            38.654.127,60                          453                         116.348,92                                   256,84 0,301 4,2
ES0205264007 OS  EKONDAKIN-1 3,662 05/2047 Interés            73.600.000,00                          736                     1.340.252,32                                1.821,00 1,820995 3,662
ES0205264007 OS  EKONDAKIN-1 3,662 05/2047 Amortización            73.600.000,00                          736                         329.728,00                                   448,00 0,448 3,662
ES0205406004 OS  PHOTONSOLAR-  3,750 03/2038 Interés            34.419.065,65                          365                         322.678,74                                   884,05 0,9375 3,75
ES0205406004 OS  PHOTONSOLAR-  3,750 03/2038 Amortización            34.419.065,65                          365                         385.493,54                                1.056,15 1,12 3,75
ES0252506003 OS  SAREB-Sb 8,000 11/2027 Interés      2.862.200.000,00                    28.622                 228.976.000,00                                8.000,00 8 8
ES0305067920 BS  BBVA GLOBAL-127 VBLE 12/2020 Interés            15.000.000,00                          150                           18.518,40                                   123,46 0
ES0312342019 CM  AYT CED.X-B 3,750 06/2025 Interés      2.000.000.000,00                    20.000                   75.000.000,00                                3.750,00 3,75 3,75
ES0352506234 BS  SAREB-3 VBLE 12/2020 Interés    13.550.500.000,00                  135.505                                           -                                               -   0 0
ES0352506242 BS  SAREB-4 VBLE 12/2021 Interés      1.386.000.000,00                    13.860                                           -                                               -   0 0
ES0352506283 BS  SAREB-4 VBLE 12/2020 Interés    10.260.300.000,00                  102.603                                           -                                               -   0 0
ES0384696003 BS  MASMÓVIL-  5,500 06/2020 Interés            27.000.000,00                          270                     1.485.000,00                                5.500,00 5,5 5,5
ES0384696003 BS  MASMÓVIL-  5,500 06/2020 Amortización            27.000.000,00                          270                   27.000.000,00                           100.000,00 100 5,5
ES0422714057 CH  CAJAMAR-I 0,550 06/2020 Interés          500.000.000,00                       5.000                     2.750.000,00                                   550,00 0,55 0,55
ES0422714057 CH  CAJAMAR-I 0,550 06/2020 Amortización          500.000.000,00                       5.000                 500.000.000,00                           100.000,00 100 0,55
ES0422714065 CH  CAJAMAR-II 0,750 06/2021 Interés          500.000.000,00                       5.000                     3.750.000,00                                   750,00 0,75 0,75
ES0422714073 CH  CAJAMAR-III 1,000 06/2022 Interés          500.000.000,00                       5.000                     5.000.000,00                                1.000,00 1 1
ES0213679EA6 OS  BANKINTER-86 VBLE 06/2023 Interés                  550.000,00                             13                                 679,01                                      53,23 0
ES0213679KB1 OS  BANKINTER-30 VBLE 03/2025 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0305050009 BTN BBVA RMBS 14-A VBLE 06/2055 Interés          374.999.033,50                       6.370                                           -                                               -   0 0
ES0305050017 BTN BBVA RMBS 14-B VBLE 06/2055 Interés            63.000.000,00                          630                              4.668,93                                        7,41 0,007411 0,029
ES0305443006 BTN SABADELL CON I-A VBLE 03/2031 Interés          719.251.925,00                       8.750                           71.687,84                                        8,19 0,009967 0,039
ES0305443014 BTN  SABADELL CON I-B VBLE 03/2031 Interés            28.770.077,00                          350                           75.655,81                                   216,16 0,262967 1,029
ES0305443022 BTN SABADELL CON I-C VBLE 03/2031 Interés            28.770.077,00                          350                         152.855,42                                   436,73 0,5313 2,079
ES0305443030 BTN  SABADELL CON I-D VBLE 03/2031 Interés            20.550.055,00                          250                         182.706,02                                   730,82 0,889078 3,479
ES0305443048 BTN SABADELL CON I-E VBLE 03/2031 Interés            24.660.066,00                          300                         338.985,41                                1.129,95 1,374633 5,379
ES0305443055 BTN SABADELL CON I-F VBLE 03/2031 Interés               4.114.121,40                             90                           58.972,27                                   655,25 1,433411 5,609
ES0305443063 BTN SABADELL CON I-Z VBLE 03/2031 Interés            57.512.964,60                          780                         900.825,56                                1.154,90 1,5663 6,129
ES0313679A23 BS  BANKINTER-111 VBLE 06/2020 Interés                  800.000,00                             16                                 987,65                                      61,73 0
ES0313679A23 BS  BANKINTER-111 VBLE 06/2020 Amortización                  800.000,00                             16                         800.000,00                             50.000,00 100 0
ES0313679F77 BS  BANKINTER-67 VBLE 06/2021 Interés               1.250.000,00                             25                              1.543,20                                      61,73 0
ES0813211002 PPR B.B.V.A-7 VBLE Perpetua Interés      1.000.000.000,00                       5.000                   14.687.500,00                                2.937,50 1,46875 5,875
25/06/2020 ES0213679DV4 OS  BANKINTER-78 VBLE 06/2023 Interés                  480.000,00                             12                                 592,59                                      49,38 0
ES0213679H69 OS  BANKINTER-216 VBLE 12/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES0240609158 OS  CAIXABANK-I VBLE 06/2024 Interés               4.000.000,00                             40                           60.000,00                                1.500,00 1,5 0
ES0305067A03 BS  BBVA GLOBAL-139 VBLE 05/2021 Interés            74.000.000,00                             74                           91.357,44                                1.234,56 0
ES0305452007 BTN AUTONORIA SPAIN-A VBLE 12/2035 Interés          790.000.000,00                       7.900                         975.302,40                                   123,46 0,298
ES0305452015 BTN AUTONORIA SPAIN-B VBLE 12/2035 Interés            30.000.000,00                          300                           37.036,80                                   123,46 0,548
ES0305452023 BTN AUTONORIA SPAIN-C VBLE 12/2035 Interés            55.000.000,00                          550                           67.900,80                                   123,46 0,948
ES0305452031 BTN AUTONORIA SPAIN-D VBLE 12/2035 Interés            55.000.000,00                          550                           67.900,80                                   123,46 1,448
ES0305452049 BTN AUTONORIA SPAIN-E VBLE 12/2035 Interés            20.000.000,00                          200                           24.691,20                                   123,46 2,448
ES0305452056 BTN AUTONORIA SPAIN-F VBLE 12/2035 Interés            25.000.000,00                          250                           30.864,00                                   123,46 3,598
ES0305452064 BTN AUTONORIA SPAIN-G 6,000 12/2035 Interés            25.000.000,00                          250                         125.000,00                                   500,00 0,5 6
ES0312888011 BTN BANCAJA 9-A2 VBLE 09/2043 Interés          296.675.160,00                    17.000                                           -                                               -   0 0
ES0312888029 BTN BANCAJA 9-B VBLE 09/2043 Interés            52.000.000,00                          520                                           -                                               -   0 0
ES0312888037 BTN BANCAJA 9-C VBLE 09/2043 Interés            25.000.000,00                          250                           12.202,75                                      48,81 0,048811 0,191
ES0312888045 BTN BANCAJA 9-D VBLE 09/2043 Interés            23.000.000,00                          230                         125.255,47                                   544,59 0,544589 2,131
ES0312888052 BTN BANCAJA 9-E VBLE 09/2043 Interés            22.600.000,00                          226                         209.710,37                                   927,92 0,927922 3,631
ES0313307219 BS  BANKIA-1 1,000 06/2024 Interés          500.000.000,00                       5.000                     5.000.000,00                                1.000,00 1 1
ES0323975005 BTN RURAL HP XI-A VBLE 03/2053 Interés          619.418.708,37                    21.131                                           -                                               -   0 0
ES0323975013 BTN RURAL HP XI-B VBLE 03/2053 Interés            15.468.655,29                          253                              5.178,60                                      20,47 0,033478 0,131
ES0323975021 BTN RURAL HP XI-C VBLE 03/2053 Interés            37.662.812,88                          616                           31.858,60                                      51,72 0,084589 0,331
ES0413900293 CH  SANTANDER-  VBLE 06/2020 Interés          100.000.000,00                       1.000                         723.477,00                                   723,48 0,723477 2,831
ES0413900293 CH  SANTANDER-  VBLE 06/2020 Amortización          100.000.000,00                       1.000                 100.000.000,00                           100.000,00 100 2,831
FR0013234333 BON DP FRANCIA- 1,750 06/2039 Interés      9.697.000.000,00      9.697.000.000                 169.697.500,00                                        0,02 1,75 1,75
26/06/2020 ES02136799N4 OS  BANKINTER-102 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136799N4 OS  BANKINTER-102 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799O2 OS  BANKINTER-103 VBLE 06/2020 Interés               4.950.000,00                             99                              6.111,07                                      61,73 0
ES02136799O2 OS  BANKINTER-103 VBLE 06/2020 Amortización               4.950.000,00                             99                     4.950.000,00                             50.000,00 100 0
ES02136799W5 OS  BANKINTER-112 VBLE 06/2020 Interés               1.500.000,00                             15                              1.851,84                                   123,46 0
ES02136799W5 OS  BANKINTER-112 VBLE 06/2020 Amortización               1.500.000,00                             15                     1.500.000,00                           100.000,00 100 0
ES02136799X3 OS  BANKINTER-115 VBLE 06/2020 Interés                  600.000,00                               6                                 740,74                                   123,46 0
ES02136799X3 OS  BANKINTER-115 VBLE 06/2020 Amortización                  600.000,00                               6                         600.000,00                           100.000,00 100 0
ES0305250021 BTN COLUMBUS MC-A 0,150 01/2034 Interés          430.000.000,00                       4.300                           53.750,00                                      12,50 0,0125 0,15
ES0305250039 BTN COLUMBUS MC-C 0,500 01/2034 Interés          121.400.000,00                       1.214                           50.583,33                                      41,67 0,041667 0,5
ES0305279046 BTN WIZINK MC-A VBLE 12/2031 Interés          200.800.000,00                       2.008                         247.899,65                                   123,46 0,048
ES0305279053 BTN WIZINK MC-C 1,000 12/2031 Interés            47.200.000,00                          472                           39.333,33                                      83,33 0,083333 1
ES0305279061 BTN WIZINK MC-A 0,450 12/2031 Interés          220.000.000,00                       2.200                           82.500,00                                      37,50 0,0375 0,45
ES0305279079 BTN WIZINK MC-C 1,250 12/2031 Interés            30.000.000,00                          300                           31.250,00                                   104,17 0,104167 1,25
ES0305279087 BTN WIZINK MC-A 0,450 03/2033 Interés          440.000.000,00                       4.400                         165.000,00                                      37,50 0,0375 0,45
ES0305279095 BTN WIZINK MC-C 1,250 03/2033 Interés            60.000.000,00                          600                           62.500,00                                   104,17 0,104167 1,25
ES0305279103 BTN WIZINK MC-A VBLE 03/2033 Interés          150.000.000,00                       1.500                         185.184,00                                   123,46 0,118
ES0305279111 BTN WIZINK MC-C 1,250 03/2033 Interés            31.000.000,00                          310                           32.291,67                                   104,17 0,104167 1,25
ES0305279129 BTN WIZINK MC-A 0,550 03/2033 Interés          115.000.000,00                       1.150                           52.708,33                                      45,83 0,045833 0,55
ES0305279137 BTN WIZINK MC-C 1,250 03/2033 Interés            16.000.000,00                          160                           16.666,67                                   104,17 0,104167 1,25
ES0313547004 BTH BK HIPOTEC.7-A VBLE 09/2040 Interés            52.383.529,38                       4.718                                           -                                               -   0 0
ES0313547012 BTH BK HIPOTEC.7-B VBLE 09/2040 Interés               3.151.879,90                          130                              1.425,69                                      10,97 0,045233 0,177
ES0313547020 BTH BK HIPOTEC.7-C VBLE 09/2040 Interés               1.248.858,00                             52                              2.639,39                                      50,76 0,211344 0,827
ES0361796016 BTN MBS BANCAJA3-A2 VBLE 12/2043 Interés          112.737.491,60                       6.680                                           -                                               -   0 0
ES0361796024 BTN MBS BANCAJA3-B VBLE 12/2043 Interés               4.406.822,64                          132                                           -                                               -   0 0
ES0361796032 BTN MBS BANCAJA3-C VBLE 12/2043 Interés               4.012.392,44                          116                                           -                                               -   0 0
ES0361796040 BTN MBS BANCAJA3-D VBLE 12/2043 Interés               7.200.000,00                             72                              2.336,83                                      32,46 0,032456 0,127
ES0361796057 BTN MBS BANCAJA3-E VBLE 12/2043 Interés            10.000.000,00                          100                           92.690,00                                   926,90 0,9269 3,627
ES0377965027 BTN TDA CJAMAR 2-A3 VBLE 06/2041 Interés          137.509.880,00                       2.000                                           -                                               -   0 0
ES0377965035 BTN TDA CJAMAR 2-B VBLE 06/2041 Interés               5.843.471,40                          195                                           -                                               -   0 0
ES0377965043 BTN TDA CJAMAR 2-C VBLE 06/2041 Interés               1.498.326,00                             50                                 677,74                                      13,55 0,045233 0,177
ES0377965050 BTN TDA CJAMAR 2-D VBLE 06/2041 Interés               4.644.810,60                          155                           17.532,07                                   113,11 0,377455 1,477
ES0377991007 BTN TDA CAM 4-A VBLE 06/2039 Interés          152.415.478,40                    19.520                                           -                                               -   0 0
ES0377991015 BTN TDA CAM 4-B VBLE 06/2039 Interés            48.000.000,00                          480                                           -                                               -   0 0
ES0413307069 CH  BANKIA-1 VBLE 05/2023 Interés      2.500.000.000,00                    25.000                     3.086.400,00                                   123,46 0,988
ES0413307077 CH  BANKIA-2 VBLE 05/2027 Interés      2.500.000.000,00                    25.000                     3.086.400,00                                   123,46 0,988
ES0413307085 CH  BANKIA-3 VBLE 05/2028 Interés      2.500.000.000,00                    25.000                     3.086.400,00                                   123,46 0,988
ES0413860364 CH  B. SABADELL-1 VBLE 09/2022 Interés          250.000.000,00                       2.500                         208.915,00                                      83,57 0,083566 0,327
ES0413900475 CH  SANTANDER-2 0,130 06/2022 Interés          350.000.000,00                       3.500                         113.750,00                                      32,50 0,0325 0,13
ES0413900483 CH  SANTANDER-3 0,025 06/2021 Interés      2.000.000.000,00                    20.000                         500.000,00                                      25,00 0,025 0,025
ES0413900491 CH  SANTANDER-4 0,160 06/2022 Interés      2.000.000.000,00                    20.000                     3.200.000,00                                   160,00 0,16 0,16
ES0413900517 CH  SANTANDER-6 VBLE 06/2023 Interés          350.000.000,00                       3.500                                           -                                               -   0 0
27/06/2020 ES0413900442 CH  SANTANDER-38 VBLE 06/2020 Interés          150.000.000,00                       1.500                                           -                                               -   0 0
ES0413900442 CH  SANTANDER-38 VBLE 06/2020 Amortización          150.000.000,00                       1.500                 150.000.000,00                           100.000,00 100 0
28/06/2020 ES03138603C7 BS  B. SABADELL-I 0,700 03/2022 Interés          601.415.000,00                  601.415                     1.058.490,40                                        1,76 0,176 0,7
ES0413790264 CH  B. POPULAR-  5,280 06/2029 Interés            14.700.000,00                          147                         776.160,00                                5.280,00 5,28 5,28
XS0098449456 BON DP ITALIA-  VBLE 06/2029 Interés      1.000.000.000,00              1.000.000                   42.500.000,00                                      42,50 4,25 4,25
29/06/2020 BE6239501735 BON DP BELGICA-  VBLE 09/2022 Interés          290.000.000,00                       2.900                         682.474,40                                   235,34 0,235336 0,931
ES0205014105 OS  SANT ESPAŃA-88 VBLE 06/2024 Interés                  540.300,00                       5.403                                 667,03                                        0,12 0
ES0213679A58 OS  BANKINTER-124 VBLE 06/2020 Interés               1.200.000,00                             48                              1.481,47                                      30,86 0
ES0213679A58 OS  BANKINTER-124 VBLE 06/2020 Amortización               1.200.000,00                             48                     1.200.000,00                             25.000,00 100 0
ES0213679A82 OS  BANKINTER-128 VBLE 06/2020 Interés                  150.000,00                             10                                 185,18                                      18,52 0
ES0213679A82 OS  BANKINTER-128 VBLE 06/2020 Amortización                  150.000,00                             10                           22.500,00                                2.250,00 15 0
ES0213679EV2 OS  BANKINTER-121 VBLE 09/2023 Interés                  500.000,00                               5                                 617,28                                   123,46 0
ES0305014617 BS  SANT ESPAŃA-68 VBLE 06/2022 Interés            15.132.000,00                    15.132                           18.681,36                                        1,23 0
ES0305014708 BS  SANT ESPAŃA-80 VBLE 06/2023 Interés            14.980.000,00                    14.980                           18.493,71                                        1,23 0
ES0305194005 BTN AUT ABS SP L-A VBLE 12/2032 Interés          128.170.868,40                       6.372                         158.234,63                                      24,83 0,112
ES0305194013 BTN AUT ABS SP L-B 2,000 12/2032 Interés            52.900.000,00                          529                           88.166,67                                   166,67 0,166667 2
ES0305194021 BTN AUT ABS SP L-C 3,000 12/2032 Interés            29.900.000,00                          299                           74.750,00                                   250,00 0,25 3
ES0305194039 BTN AUT ABS SP L-D 4,000 12/2032 Interés               3.586.507,80                             62                           11.955,03                                   192,82 0,333333 4
ES0305370001 BTN AUT ABS S 18-A VBLE 06/2029 Interés          551.140.704,40                       5.720                         680.416,27                                   118,95 0,032
ES0305370019 BTN AUT ABS S 18-B 2,000 06/2029 Interés            48.000.000,00                          480                           80.000,00                                   166,67 0,166667 2
ES0313679O27 BS  BANKINTER-148 VBLE 12/2020 Interés                  500.000,00                               6                                 617,28                                   111,25 0
ES0313679O43 BS  BANKINTER-151 VBLE 12/2021 Interés               5.000.000,00                             50                              6.172,80                                   123,46 0
ES0313679Q09 BS  BANKINTER-35 VBLE 03/2025 Interés                  800.000,00                             16                                 987,65                                      61,73 0
ES03138602Y3 BS  B. SABADELL-6 VBLE 09/2022 Interés            10.000.000,00                          100                              7.583,30                                      75,83 0,075833 0,3
ES0338452008 BTN TDA IBERCA 3-A VBLE 12/2043 Interés          200.913.216,00                       9.600                                           -                                               -   0 0
ES0338452016 BTN TDA IBERCA 3-B VBLE 12/2043 Interés            15.008.188,00                          325                           15.212,75                                      46,81 0,101363 0,401
ES0338452024 BTN TDA IBERCA 3-C VBLE 12/2043 Interés               3.463.428,00                             75                           10.076,74                                   134,36 0,290947 1,151
ES0338452032 BTN TDA IBERCA 3-D VBLE 12/2043 Interés               5.000.000,60                             70                           39.825,10                                   568,93 0,796502 3,151
ES0338455001 BTN TDA TARRA. 1-A VBLE 06/2050 Interés            83.648.486,79                       3.597                              6.770,51                                        1,88 0,008094 0,031
ES0338455019 BTN TDA TARRA. 1-B VBLE 06/2050 Interés               7.245.405,12                          111                              4.370,14                                      39,37 0,060316 0,231
ES0338455027 BTN TDA TARRA. 1-C VBLE 06/2050 Interés               7.916.407,17                          119                           28.546,09                                   239,88 0,360594 1,381
ES0338455035 BTN TDA TARRA. 1-D VBLE 06/2050 Interés               7.689.681,72                          147                           62.866,07                                   427,66 0,817538 3,131
ES0339759039 BTN FTPYME CAM 4-B VBLE 09/2045 Interés            36.545.770,80                          660                                           -                                               -   0 0
ES0339759047 BTN FTPYME CAM 4-C VBLE 09/2045 Interés            38.000.000,00                          380                           25.070,50                                      65,98 0,065975 0,261
ES0339759054 BTN FTPYME CAM 4-D VBLE 09/2045 Interés            29.300.000,00                          293                         270.407,06                                   922,89 0,922891 3,651
ES0357326018 BTN CP PYME1 TDA-B VBLE 09/2045 Interés            17.052.069,64                          446                              4.353,39                                        9,76 0,02553 0,101
ES0357326026 BTN CP PYME1 TDA-C VBLE 09/2045 Interés            19.400.000,00                          194                           22.116,39                                   114,00 0,114002 0,451
ES0377844008 BTN TDA-30-A VBLE 09/2050 Interés          123.842.968,62                       3.642                                           -                                               -   0 0
ES0377844016 BTN TDA-30-B VBLE 09/2050 Interés               6.281.355,52                             88                                           -                                               -   0 0
ES0377844024 BTN TDA-30-C VBLE 09/2050 Interés               4.996.532,80                             70                              1.275,61                                      18,22 0,02553 0,101
ES0377844032 BTN TDA-30-D VBLE 09/2050 Interés               5.837.221,66                             82                           46.493,59                                   566,99 0,796502 3,151
ES0377954013 BTN TDA-27-A2 VBLE 12/2050 Interés            31.323.631,04                       3.952                                           -                                               -   0 0
ES0377954021 BTN TDA-27-A3 VBLE 12/2050 Interés          181.300.000,00                       1.813                                           -                                               -   0 0
ES0377954039 BTN TDA-27-B VBLE 12/2050 Interés            13.900.000,00                          139                                           -                                               -   0 0
ES0377954047 BTN TDA-27-C VBLE 12/2050 Interés               9.300.000,00                             93                                           -                                               -   0 0
ES0377954054 BTN TDA-27-D VBLE 12/2050 Interés            14.000.000,00                          140                              5.697,58                                      40,70 0,040697 0,161
ES0377954062 BTN TDA-27-E VBLE 12/2050 Interés            14.000.000,00                          140                           63.735,28                                   455,25 0,455252 1,801
ES0377954070 BTN TDA-27-F VBLE 12/2050 Interés                  600.000,00                               6                              4.020,68                                   670,11 0,670113 2,651
ES0377983012 BTN TDA-22 MIXTO-1b VBLE 06/2046 Interés            17.309.618,04                          572                                           -                                               -   0 0
ES0377983020 BTN TDA-22 MIXTO-B1 VBLE 06/2046 Interés               4.600.000,00                             46                                 244,17                                        5,31 0,005308 0,021
ES0377983038 BTN TDA-22 MIXTO-C1 VBLE 06/2046 Interés               3.700.000,00                             37                              3.750,43                                   101,36 0,101363 0,401
ES0377983046 BTN TDA-22 MIXTO-D1 VBLE 06/2046 Interés               2.700.000,00                             27                           21.505,55                                   796,50 0,796502 3,151
ES0377983061 BTN TDA-22 MIXTO-2b VBLE 06/2046 Interés            20.535.830,56                          488                                           -                                               -   0 0
ES0377983079 BTN TDA-22 MIXTO-B2 VBLE 06/2046 Interés            13.619.602,70                          146                              3.477,08                                      23,82 0,02553 0,101
ES0377983087 BTN TDA-22 MIXTO-C2 VBLE 06/2046 Interés               5.597.097,00                             60                              7.088,22                                   118,14 0,126641 0,501
ES0377983095 BTN TDA-22 MIXTO-D2 VBLE 06/2046 Interés               5.317.242,15                             57                           49.072,35                                   860,92 0,922891 3,651
ES0413211212 CT  B.B.V.A-  VBLE 06/2022 Interés          300.000.000,00                       3.000                                           -                                               -   0 0
ES0413211949 CH  B.B.V.A-  VBLE 03/2023 Interés      3.000.000.000,00                    30.000                                           -                                               -   0 0
ES0413440274 CT  BANESTO-  VBLE 06/2022 Interés          174.000.000,00                       1.740                     3.315.462,12                                1.905,44 1,905438 3,769
ES0413860315 CH  B. SABADELL-  VBLE 12/2020 Interés          200.000.000,00                       2.000                     1.921.616,00                                   960,81 0,960808 3,801
ES0813211010 PPR B.B.V.A-8 VBLE Perpetua Interés      1.000.000.000,00                       5.000                   15.000.000,00                                3.000,00 1,5 6
IT0005371247 BON DP ITALIA-  0,000 06/2021 Interés      3.500.000.000,00              3.500.000                                           -                                               -   0 0
XS0221500571 BON DP AUSTRIA-  VBLE 06/2020 Interés          100.000.000,00                  100.000                         166.366,00                                        1,66 0,166366 0,602
XS0221500571 BON DP AUSTRIA-  VBLE 06/2020 Amortización          100.000.000,00                  100.000                 100.000.000,00                                1.000,00 100 0,602
XS0222737529 BON DP ITALIA-  VBLE 06/2021 Interés          300.000.000,00                       1.200                     6.000.000,00                                5.000,00 2 2
XS1639739876 BON DP IRLANDA-  2,000 06/2064 Interés          100.000.000,00          100.000.000                     2.000.000,00                                        0,02 2 2
XS1639913067 BON DP IRLANDA-  2,000 06/2063 Interés          100.000.000,00          100.000.000                     2.000.000,00                                        0,02 2 2
XS1689234570 BS  SANTANDER-19 VBLE 03/2023 Interés          210.000.000,00                       2.100                         259.257,60                                   123,46 0,421
30/06/2020 ES0001350216 AUT C.CAS MANCHA-  5,800 01/2021 Interés            15.000.000,00                          150                           72.499,95                                   483,33 0,483333 5,8
ES0001350224 AUT C.CAS MANCHA-  6,000 01/2021 Interés            27.000.000,00                          540                         135.000,00                                   250,00 0,5 6
ES0205068002 OS  AUTOV. PLATA-  3,169 12/2041 Interés          175.474.739,70                       1.845                     2.811.291,33                                1.523,74 1,602106 3,169
ES0205068002 OS  AUTOV. PLATA-  3,169 12/2041 Amortización          175.474.739,70                       1.845                     1.438.299,76                                   779,57 0,819662 3,169
ES0205082003 OS  AUNOR-  4,750 06/2025 Interés            37.325.442,60                          540                         881.635,11                                1.632,66 2,362022 4,75
ES0205082003 OS  AUNOR-  4,750 06/2025 Amortización            37.325.442,60                          540                     1.948.909,71                                3.609,09 5,221397 4,75
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Interés            38.654.127,60                          453                         135.289,45                                   298,65 0,35 4,2
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Amortización            38.654.127,60                          453                         116.348,92                                   256,84 0,301 4,2
ES0205264007 OS  EKONDAKIN-1 3,662 05/2047 Interés            73.600.000,00                          736                     1.340.252,32                                1.821,00 1,820995 3,662
ES0205264007 OS  EKONDAKIN-1 3,662 05/2047 Amortización            73.600.000,00                          736                         329.728,00                                   448,00 0,448 3,662
ES0205406004 OS  PHOTONSOLAR-  3,750 03/2038 Interés            34.419.065,65                          365                         322.678,74                                   884,05 0,9375 3,75
ES0205406004 OS  PHOTONSOLAR-  3,750 03/2038 Amortización            34.419.065,65                          365                         385.493,54                                1.056,15 1,12 3,75
ES0252506003 OS  SAREB-Sb 8,000 11/2027 Interés      2.862.200.000,00                    28.622                 228.976.000,00                                8.000,00 8 8
ES0305067920 BS  BBVA GLOBAL-127 VBLE 12/2020 Interés            15.000.000,00                          150                           18.518,40                                   123,46 0
ES0312342019 CM  AYT CED.X-B 3,750 06/2025 Interés      2.000.000.000,00                    20.000                   75.000.000,00                                3.750,00 3,75 3,75
ES0352506234 BS  SAREB-3 VBLE 12/2020 Interés    13.550.500.000,00                  135.505                                           -                                               -   0 0
ES0352506242 BS  SAREB-4 VBLE 12/2021 Interés      1.386.000.000,00                    13.860                                           -                                               -   0 0
ES0352506283 BS  SAREB-4 VBLE 12/2020 Interés    10.260.300.000,00                  102.603                                           -                                               -   0 0
ES0384696003 BS  MASMÓVIL-  5,500 06/2020 Interés            27.000.000,00                          270                     1.485.000,00                                5.500,00 5,5 5,5
ES0384696003 BS  MASMÓVIL-  5,500 06/2020 Amortización            27.000.000,00                          270                   27.000.000,00                           100.000,00 100 5,5
ES0422714057 CH  CAJAMAR-I 0,550 06/2020 Interés          500.000.000,00                       5.000                     2.750.000,00                                   550,00 0,55 0,55
ES0422714057 CH  CAJAMAR-I 0,550 06/2020 Amortización          500.000.000,00                       5.000                 500.000.000,00                           100.000,00 100 0,55