Próximos vencimientos Julio y Agosto 2020
Intervalo de Fechas  desde : 01/07/2020 hasta : 31/08/2020
Fecha Emisión Tipo vto. Saldo vivo Títulos Bruto vol.euros Bruto unit.euros Bruto % Facial %
01/07/2020 ES02136799Z8 OS  BANKINTER-116 VBLE 07/2020 Prima                  742.500,00                            99,00 -                  486.667,99 -                         4.915,84 -65,54451 0
ES02136799Z8 OS  BANKINTER-116 VBLE 07/2020 Interés                  742.500,00                            99,00                                     -                                         -   0 0
ES02136799Z8 OS  BANKINTER-116 VBLE 07/2020 Amortización                  742.500,00                            99,00                     111.375,00                           1.125,00 15 0
ES0213679AA4 OS  BANKINTER-101 VBLE 06/2022 Interés              4.950.000,00                            99,00                                     -                                         -   0 0
ES0213679DQ4 OS  BANKINTER-70 VBLE 06/2023 Interés              2.550.000,00                            51,00                     104.550,00                           2.050,00 4,1 0
ES0213679HF8 OS  BANKINTER-68 VBLE 06/2024 Interés              3.000.000,00                            30,00                                     -                                         -   0 0
ES0213679HG6 OS  BANKINTER-69 VBLE 06/2024 Interés              3.000.000,00                            30,00                                     -                                         -   0 0
ES0213679JI8 OS  BANKINTER-147 VBLE 12/2024 Interés                  650.000,00                            13,00                                     -                                         -   0 0
ES0213679KC9 OS  BANKINTER-32 VBLE 03/2025 Interés                  500.000,00                              5,00                                     -                                         -   0 0
ES0313679E94 BS  BANKINTER-46 VBLE 03/2021 Interés                  800.000,00                              8,00                                     -                                         -   0 0
ES0313679K47 BS  BANKINTER-30 VBLE 03/2022 Interés                  700.000,00                              7,00                                     -                                         -   0 0
ES0313679O35 BS  BANKINTER-150 VBLE 12/2023 Interés              1.000.000,00                            10,00                                     -                                         -   0 0
IT0005367492 BON DP ITALIA-  1,750 07/2024 Interés      3.750.000.000,00              3.750.000,00               32.812.500,00                                   8,75 0,875 1,75
02/07/2020 ES0413307176 CT  BANKIA-1 VBLE 07/2025 Devengo          900.000.000,00                      9.000,00                                     -                                         -   0 0
ES0865936001 PPR ABANCA-  VBLE Perpetua Interés          250.000.000,00                      1.250,00                 4.687.500,00                           3.750,00 1,875 7,5
03/07/2020 ES02136799R5 OS  BANKINTER-111 VBLE 07/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES02136799R5 OS  BANKINTER-111 VBLE 07/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES02136799U9 OS  BANKINTER-108 VBLE 07/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES02136799U9 OS  BANKINTER-108 VBLE 07/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES0213860275 OS  B. SABADELL-IV VBLE 07/2022 Interés            10.000.000,00                          100,00                         7.583,30                                 75,83 0,075833 0,3
ES0305067A29 BS  BBVA GLOBAL-141 VBLE 06/2023 Interés                  500.000,00                            20,00                             617,28                                 30,86 0
ES03138602Z0 BS  B. SABADELL-3 VBLE 04/2023 Interés              6.000.000,00                            60,00                         6.066,66                               101,11 0,101111 0,4
ES0413860372 CH  B. SABADELL-2 VBLE 10/2023 Interés            38.000.000,00                          380,00                       32.370,68                                 85,19 0,085186 0,337
ES0413860471 CH  B. SABADELL-II VBLE 07/2023 Interés            50.000.000,00                          500,00                                     -                                         -   0 0
ES0440609164 CH  CAIXABANK-  VBLE 07/2027 Interés      1.000.000.000,00                    10.000,00               18.584.220,00                           1.858,42 1,858422 3,676
04/07/2020 DE0001135044 BON DP ALEMANIA-  6,500 07/2027 Interés    11.250.000.000,00            11.250.000,00             731.250.000,00                                 65,00 6,5 6,5
DE0001135085 BON DP ALEMANIA-  4,750 07/2028 Interés    11.250.000.000,00            11.250.000,00             534.375.000,00                                 47,50 4,75 4,75
DE0001135226 BON DP ALEMANIA-  4,750 07/2034 Interés    20.000.000.000,00            20.000.000,00             950.000.000,00                                 47,50 4,75 4,75
DE0001135325 BON DP ALEMANIA-  4,250 07/2039 Interés    14.000.000.000,00            14.000.000,00             595.000.000,00                                 42,50 4,25 4,25
DE0001135366 BON DP ALEMANIA-  4,750 07/2040 Interés    16.000.000.000,00            16.000.000,00             760.000.000,00                                 47,50 4,75 4,75
DE0001135408 BON DP ALEMANIA-  3,000 07/2020 Interés    22.000.000.000,00            22.000.000,00             660.000.000,00                                 30,00 3 3
DE0001135408 BON DP ALEMANIA-  3,000 07/2020 Amortización    22.000.000.000,00            22.000.000,00       22.000.000.000,00                           1.000,00 100 3
DE0001135432 BON DP ALEMANIA-  3,250 07/2042 Interés    15.000.000.000,00            15.000.000,00             487.500.000,00                                 32,50 3,25 3,25
DE0001135440 BON DP ALEMANIA-  3,250 07/2021 Interés    19.000.000.000,00            19.000.000,00             617.500.000,00                                 32,50 3,25 3,25
DE0001135473 BON DP ALEMANIA-  1,750 07/2022 Interés    24.000.000.000,00            24.000.000,00             420.000.000,00                                 17,50 1,75 1,75
DE0001135481 BON DP ALEMANIA-  2,500 07/2044 Interés    22.000.000.000,00            22.000.000,00             550.000.000,00                                 25,00 2,5 2,5
ES0000107229 AUT C. ARAGON-  5,100 10/2020 Interés            25.000.000,00                          500,00                     106.250,00                               212,50 0,425 5,1
ES0213211131 OS  B.B.V.A-Sb 6,200 07/2023 Interés          100.000.000,00                      2.000,00                 6.200.000,00                           3.100,00 6,2 6,2
05/07/2020 ES0001350141 AUT C.CAS MANCHA-  VBLE 07/2025 Interés            25.000.000,00                          500,00                     950.000,00                           1.900,00 3,8 3,8
ES0200002022 OS  ADIF-AV- 0,800 07/2023 Interés          600.000.000,00                      6.000,00                 4.800.000,00                               800,00 0,8 0,8
ES0305105001 BS  TEKNIA-  5,500 07/2021 Interés            20.000.000,00                          200,00                 1.100.000,00                           5.500,00 5,5 5,5
06/07/2020 ES0255281075 ODP I.CATAL.FINA-  VBLE 07/2022 Interés          240.000.000,00                      2.400,00                                     -                                         -   0 0
ES03138621Z0 BS  B. SABADELL-7 VBLE 07/2020 Interés              1.300.000,00                            13,00                         1.604,93                               123,46 0
ES03138621Z0 BS  B. SABADELL-7 VBLE 07/2020 Amortización              1.300.000,00                            13,00                 1.300.000,00                       100.000,00 100 0
ES0413320039 CH  DEUTSCHE SAE-4 VBLE 07/2022 Interés          800.000.000,00                    16.000,00               18.407.088,00                           1.150,44 2,300886 2,257
ES0413320047 CH  DEUTSCHE SAE-5 VBLE 07/2024 Interés          555.000.000,00                    11.100,00               15.559.269,60                           1.401,74 2,803472 2,75
ES0413860307 CH  B. SABADELL-  VBLE 10/2022 Interés            95.000.000,00                          950,00                 1.071.980,00                           1.128,40 1,1284 4,464
ES0844251001 PPR IBERCAJA BAN-  VBLE Perpetua Interés          350.000.000,00                      1.750,00                 6.125.000,00                           3.500,00 1,75 7
XS0566355052 BON DP PORTUGAL-  VBLE 01/2021 Interés            50.000.000,00                      1.000,00                     752.519,00                               752,52 1,505038 2,977
07/07/2020 ES0213679I35 OS  BANKINTER-223 VBLE 01/2021 Interés              2.650.000,00                            53,00                         3.271,58                                 61,73 0
ES0240609133 OS  CAIXABANK-Sb VBLE 07/2042 Interés          150.000.000,00                      1.500,00                 6.000.000,00                           4.000,00 4 4
ES0284940006 OS  PHARMA MAR-  4,750 07/2027 Interés            17.000.000,00                          170,00                     807.500,00                           4.750,00 4,75 4,75
ES0312272000 BTN AYT.CJMUR.H2-A VBLE 04/2039 Interés            40.130.440,00                      3.031,00                                     -                                         -   0 0
ES0312272018 BTN AYT.CJMUR.H2-B VBLE 04/2039 Interés              2.232.530,91                            81,00                                     -                                         -   0 0
ES0312272026 BTN AYT.CJMUR.H2-C VBLE 04/2039 Interés              1.047.360,18                            38,00                             579,80                                 15,26 0,055358 0,219
ES0413676059 CH  BANKOA-  0,650 07/2025 Interés            50.000.000,00                          500,00                     325.000,00                               650,00 0,65 0,65
ES0413679475 CH  BANKINTER-I VBLE 04/2030 Interés      2.000.000.000,00                    20.000,00                     291.333,34                                 14,57 0,014567 0,057
08/07/2020 ES0213679CA0 OS  BANKINTER-182 VBLE 01/2023 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679CD4 OS  BANKINTER-186 VBLE 01/2023 Interés              1.000.000,00                              6,00                         1.234,56                               205,88 0
ES0213679HE1 OS  BANKINTER-67 VBLE 07/2024 Interés              1.000.000,00                            10,00                         1.234,56                               123,46 0
ES0213679HK8 OS  BANKINTER-70 VBLE 07/2024 Interés              1.300.000,00                            13,00                         1.604,93                               123,46 0
ES0213679HK8 OS  BANKINTER-70 VBLE 07/2024 Amortización              1.300.000,00                            13,00                 1.170.000,00                         90.000,00 90 0
ES0213679HN2 OS  BANKINTER-1 0,875 07/2026 Interés          750.000.000,00                      7.500,00                 6.562.500,00                               875,00 0,875 0,875
ES0213679IX9 OS  BANKINTER-129 VBLE 01/2025 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0305067B77 BS  BBVA GLOBAL-163 0,043 07/2020 Interés              1.000.000,00                            10,00                             430,00                                 43,00 0,043 0,043
ES0305067B77 BS  BBVA GLOBAL-163 0,043 07/2020 Amortización              1.000.000,00                            10,00                 1.000.000,00                       100.000,00 100 0,043
ES0313679C05 BS  BANKINTER-147 VBLE 10/2020 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0313679C88 BS  BANKINTER-180 VBLE 01/2021 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0313679C96 BS  BANKINTER-183 VBLE 01/2021 Interés                  800.000,00                              8,00                             987,65                               123,46 0
ES0313679D04 BS  BANKINTER-185 VBLE 01/2021 Interés              1.500.000,00                            15,00                         1.851,84                               123,46 0
ES0313679F36 BS  BANKINTER-43 VBLE 06/2023 Interés              9.000.000,00                    30.000,00                       11.111,04                                   0,37 0
ES0313679J99 BS  BANKINTER-18 VBLE 04/2022 Interés              2.650.000,00                            53,00                         3.271,58                                 61,73 0
ES0313679N69 BS  BANKINTER-133 VBLE 01/2023 Interés              1.900.000,00                            38,00                         2.345,66                                 61,73 0
ES0413900194 CH  SANTANDER-  VBLE 01/2022 Interés          100.000.000,00                      1.000,00                       58.640,00                                 58,64 0,05864 0,232
09/07/2020 ES0213307053 OS  BANKIA-2 0,750 07/2026 Interés          750.000.000,00                      7.500,00                 5.625.000,00                               750,00 0,75 0,75
10/07/2020 BE6254706490 BON DP BELGICA-  3,940 07/2053 Interés            52.000.000,00                          520,00                 2.048.800,00                           3.940,00 3,94 3,94
ES0205067194 OS  BBVA GLOBAL-92 VBLE 07/2027 Interés              2.000.000,00                              2,00                         2.469,12                           1.234,56 0
ES0205067228 OS  BBVA GLOBAL-97 VBLE 07/2022 Interés                  675.000,00                            27,00                         6.846,67                               253,58 1,014322 4,246
ES0205067301 OS  BBVA GLOBAL-111 VBLE 07/2027 Interés              1.750.000,00                            70,00                         3.118,68                                 44,55 0,17821 0,746
ES0205067319 OS  BBVA GLOBAL-115 VBLE 07/2024 Interés                  275.000,00                            11,00                         1.672,58                               152,05 0,60821 2,546
ES0205067384 OS  BBVA GLOBAL-138 VBLE 07/2023 Interés              1.275.000,00                            51,00                       11.866,57                               232,68 0,930711 3,896
ES0205067442 OS  BBVA GLOBAL-161 4,400 07/2024 Interés              1.000.000,00                            10,00                       11.000,00                           1.100,00 1,1 4,4
ES0205067459 OS  BBVA GLOBAL-162 5,740 07/2024 Interés              1.000.000,00                            10,00                       14.350,00                           1.435,00 1,435 5,74
ES0213211214 OS  B.B.V.A-26 VBLE 07/2020 Interés                    87.596,72                          188,00                         1.070,81                                   5,70 1,222433 2,418
ES0213211214 OS  B.B.V.A-26 VBLE 07/2020 Amortización                    87.596,72                          188,00                         7.299,73                                 38,83 8,333333 2,418
ES0213307012 OS  BANKIA-8 VBLE 07/2020 Interés                  262.739,96                          196,00                         3.211,82                                 16,39 1,222433 2,418
ES0213307012 OS  BANKIA-8 VBLE 07/2020 Amortización                  262.739,96                          196,00                       21.895,00                               111,71 8,333334 2,418
ES0213679A17 OS  BANKINTER-120 VBLE 07/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679A17 OS  BANKINTER-120 VBLE 07/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES0213790050 OS  B. POPULAR-24 VBLE 07/2020 Interés                  131.110,56                          144,00                         1.602,74                                 11,13 1,222433 2,418
ES0213790050 OS  B. POPULAR-24 VBLE 07/2020 Amortización                  131.110,56                          144,00                       10.925,88                                 75,87 8,333333 2,418
ES0213860192 OS  B. SABADELL-42 VBLE 07/2020 Interés                  200.438,91                          387,00                         2.450,23                                   6,33 1,222433 2,418
ES0213860192 OS  B. SABADELL-42 VBLE 07/2020 Amortización                  200.438,91                          387,00                       16.703,24                                 43,16 8,333333 2,418
ES0240609034 OS  CAIXABANK-17 VBLE 07/2023 Interés              1.660.850,57                          181,00                       24.501,05                               135,36 1,475211 2,918
ES0240609034 OS  CAIXABANK-17 VBLE 07/2023 Amortización              1.660.850,57                          181,00                       92.269,48                               509,78 5,555556 2,918
ES0305067763 BS  BBVA GLOBAL-101 VBLE 07/2020 Interés              1.150.000,00                            46,00                         4.796,65                               104,28 0,4171 1,746
ES0305067763 BS  BBVA GLOBAL-101 VBLE 07/2020 Amortización              1.150.000,00                            46,00                 1.150.000,00                         25.000,00 100 1,746
ES0305148001 BS  ATRYS HEALTH-1 VBLE 07/2024 Interés            15.000.000,00                          150,00                     205.684,80                           1.371,23 1,371232 5,5
ES0313040067 BS  BANCA MARCH-3 VBLE 07/2020 Interés              2.000.000,00                            20,00                         2.469,12                               123,46 0
ES0313040067 BS  BANCA MARCH-3 VBLE 07/2020 Amortización              2.000.000,00                            20,00                 2.000.000,00                       100.000,00 100 0
ES0337782017 BTN FONCAIXA G.5-AG VBLE 04/2053 Interés          124.183.510,92                      4.494,00                                     -                                         -   0 0
ES0337782025 BTN FONCAIXA G.5-B VBLE 04/2053 Interés            21.000.000,00                          210,00                       10.506,30                                 50,03 0,05003 0,207
ES0337782033 BTN FONCAIXA G.5-C VBLE 04/2053 Interés            16.500.000,00                          165,00                       26.198,70                               158,78 0,15878 0,657
ES0337782041 BTN FONCAIXA G.5-D VBLE 04/2053 Interés            26.500.000,00                          265,00                     237.402,90                               895,86 0,89586 3,707
ES0340609850 BS  CAIXABANK-I VBLE 07/2020 Interés            10.000.000,00                          100,00                       12.345,60                               123,46 0
ES0340609850 BS  CAIXABANK-I VBLE 07/2020 Amortización            10.000.000,00                          100,00               10.000.000,00                       100.000,00 100 0
ES0413211972 CH  B.B.V.A-  VBLE 10/2023 Interés      2.500.000.000,00                    25.000,00                                     -                                         -   0 0
ES0413900566 CH  SANTANDER-11 0,250 07/2029 Interés      1.500.000.000,00                    15.000,00                 3.750.000,00                               250,00 0,25 0,25
11/07/2020 ES0000107112 AUT C. ARAGON-  4,6455 07/2036 Interés            55.000.000,00                    55.000,00                 2.555.025,00                                 46,46 4,6455 4,646
ES0205067202 OS  BBVA GLOBAL-94 VBLE 01/2027 Interés              1.000.000,00                            40,00                       20.000,00                               500,00 2 4
12/07/2020 ES0000107120 AUT C. ARAGON-  4,470 07/2021 Interés            60.000.000,00                    60.000,00                 2.682.000,00                                 44,70 4,47 4,47
ES0413900459 CT  SANTANDER-9 0,098 07/2020 Interés      2.000.000.000,00                    20.000,00                 1.960.000,00                                 98,00 0,098 0,098
ES0413900459 CT  SANTANDER-9 0,098 07/2020 Amortización      2.000.000.000,00                    20.000,00         2.000.000.000,00                       100.000,00 100 0,098
13/07/2020 ES0000090573 AUT J.ANDALUCIA-  5,000 07/2022 Interés          100.000.000,00                  100.000,00                 5.000.000,00                                 50,00 5 5
ES0213679EC2 OS  BANKINTER-92 VBLE 07/2023 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0305067748 BS  BBVA GLOBAL-98 VBLE 07/2020 Interés              1.575.000,00                            63,00                         1.944,43                                 30,86 0
ES0305067748 BS  BBVA GLOBAL-98 VBLE 07/2020 Amortización              1.575.000,00                            63,00                 1.575.000,00                         25.000,00 100 0
ES0313679M86 BS  BANKINTER-110 VBLE 07/2020 Interés                  400.000,00                              4,00                             493,82                               123,46 0
ES0313679M86 BS  BANKINTER-110 VBLE 07/2020 Amortización                  400.000,00                              4,00                     400.000,00                       100.000,00 100 0
ES0313679M94 BS  BANKINTER-111 VBLE 07/2020 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0313679M94 BS  BANKINTER-111 VBLE 07/2020 Amortización                  500.000,00                              5,00                     500.000,00                       100.000,00 100 0
ES0413860257 CH  B. SABADELL-  VBLE 07/2021 Interés            50.000.000,00                          500,00                     293.250,00                               586,50 0,5865 2,346
XS1594368539 BS  B.B.V.A-149 VBLE 04/2022 Interés      1.500.000.000,00                    15.000,00                 1.851.840,00                               123,46 0,271
14/07/2020 ES0101339028 PPR CSABADELL PR-B VBLE Perpetua Interés            90.000.000,00                      1.800,00                     385.839,90                               214,36 0,428711 1,696
ES0205014055 OS  SANT ESPAŃA-49 VBLE 04/2021 Interés            20.000.000,00                          200,00                       17.492,00                                 87,46 0,08746 0,346
ES0213860184 OS  B. SABADELL-4 VBLE 07/2024 Interés            10.000.000,00                          100,00                     225.000,00                           2.250,00 2,25 0
ES0213860200 OS  B. SABADELL-5 VBLE 07/2021 Interés              3.000.000,00                            30,00                         3.703,68                               123,46 0
ES0305033005 BTN RURAL HPXVII-  VBLE 01/2057 Interés            35.961.219,00                          900,00                     113.263,81                               125,85 0,314961 1,246
ES0413211980 CT  B.B.V.A-  VBLE 10/2024 Interés          500.000.000,00                      5.000,00                                     -                                         -   0 0
ES0440609347 CH  CAIXABANK-27 1,625 07/2032 Interés      1.000.000.000,00                    10.000,00               16.250.000,00                           1.625,00 1,625 1,625
XS0578709585 BON DP PORTUGAL-  VBLE 01/2021 Interés            50.000.000,00                      1.000,00                     699.183,00                               699,18 1,398366 2,766
XS1645495349 BS  CAIXABANK-Sb VBLE 07/2028 Interés      1.000.000.000,00                    10.000,00               27.500.000,00                           2.750,00 2,75 2,75
15/07/2020 AT0000386115 BON DP AUSTRIA-  3,900 07/2020 Interés    14.117.220.000,00            14.117.220,00             550.571.580,00                                 39,00 3,9 3,9
AT0000386115 BON DP AUSTRIA-  3,900 07/2020 Amortización    14.117.220.000,00            14.117.220,00       14.117.220.000,00                           1.000,00 100 3,9
AT0000A1PE50 BON DP AUSTRIA-  0,000 07/2023 Interés      5.376.250.000,00              5.376.250,00                                     -                                         -   0 0
AT0000A28KX7 BON DP AUSTRIA-  0,000 07/2024 Interés      4.342.500.000,00              4.342.500,00                                     -                                         -   0 0
ES0000107237 AUT C. ARAGON-  5,100 11/2020 Interés            25.000.000,00                          500,00                     106.250,00                               212,50 0,425 5,1
ES0205032008 OS  FERROVIAL EM-  2,500 07/2024 Interés          300.000.000,00                      3.000,00                 7.500.000,00                           2.500,00 2,5 2,5
ES0205238001 OS  PSP6-  3,750 12/2037 Interés            38.836.908,88                          451,00                     121.365,34                               269,10 0,3125 3,75
ES0205238001 OS  PSP6-  3,750 12/2037 Amortización            38.836.908,88                          451,00                     124.278,11                               275,56 0,32 3,75
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Interés              8.299.391,76                            92,00                       28.699,30                               311,95 0,3458 4,15
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Amortización              8.299.391,76                            92,00                       25.728,11                               279,65 0,31 4,15
ES0213679AE6 OS  BANKINTER-105 VBLE 07/2022 Interés                  570.000,00                            57,00                             703,70                                 12,35 0
ES0213679DR2 OS  BANKINTER-73 VBLE 07/2023 Interés                  105.000,00                          105,00                             129,63                                   1,23 0
ES0213679DY8 OS  BANKINTER-84 VBLE 07/2023 Interés              1.080.000,00                            72,00                         1.333,32                                 18,52 0
ES0213679GX3 OS  BANKINTER-57 VBLE 07/2024 Interés              4.000.000,00                          200,00                         4.938,24                                 24,69 0
ES0213679GX3 OS  BANKINTER-57 VBLE 07/2024 Amortización              4.000.000,00                          200,00                 3.600.000,00                         18.000,00 90 0
ES0305381008 BTN SANT PYME 14-A VBLE 11/2057 Interés          552.803.100,85                    19.415,00                       64.274,42                                   3,31 0,011627 0,046
ES0305381016 BTN SANT PYME 14-B VBLE 11/2057 Interés          258.500.000,00                      2.585,00                     160.743,06                                 62,18 0,062183 0,246
ES0305381024 BTN SANT PYME 14-C VBLE 11/2057 Interés          110.000.000,00                      1.100,00                     110.110,00                               100,10 0,1001 0,396
ES0305404008 BS  SAMPOL-  VBLE 02/2024 Interés            25.000.000,00                          250,00                       30.864,00                               123,46 4,5
ES0309364000 BTN SANT HIPOT 1-A VBLE 07/2042 Interés            85.588.692,48                    17.184,00                                     -                                         -   0 0
ES0309364018 BTN SANT HIPOT 1-B VBLE 07/2042 Interés            53.400.000,00                          534,00                         6.208,82                                 11,63 0,011627 0,046
ES0309364026 BTN SANT HIPOT 1-C VBLE 07/2042 Interés            46.900.000,00                          469,00                       29.163,83                                 62,18 0,062183 0,246
ES0309364034 BTN SANT HIPOT 1-D VBLE 07/2042 Interés            56.300.000,00                          563,00                       99.050,28                               175,93 0,175933 0,696
ES0312300017 BTH AYT.GEN.H9-A2 VBLE 07/2039 Interés          252.681.900,00                    15.000,00                                     -                                         -   0 0
ES0312300025 BTH AYT.GEN.H9-B VBLE 07/2039 Interés              5.945.456,00                          220,00                                     -                                         -   0 0
ES0312300033 BTH AYT.GEN.H9-C VBLE 07/2039 Interés              5.837.356,80                          216,00                         3.187,20                                 14,76 0,0546 0,216
ES0312300041 BTH AYT.GEN.H9-D VBLE 07/2039 Interés              5.783.307,20                          214,00                       29.179,33                               136,35 0,504544 1,996
ES0312349014 BTH AYT.GEN. H6-A2 VBLE 01/2038 Interés          112.155.754,80                      5.240,00                                     -                                         -   0 0
ES0312349022 BTH AYT.GEN. H6-B VBLE 01/2038 Interés              2.399.373,20                            70,00                                     -                                         -   0 0
ES0312349030 BTH AYT.GEN. H6-C VBLE 01/2038 Interés              2.639.310,52                            77,00                         1.641,20                                 21,31 0,062183 0,246
ES0312349048 BTH AYT.GEN. H6-D VBLE 01/2038 Interés              2.502.203,48                            73,00                         9.462,23                               129,62 0,378156 1,496
ES0313679D53 BS  BANKINTER-13 VBLE 01/2021 Interés                  700.000,00                              7,00                             864,19                               123,46 0
ES0313679F10 BS  BANKINTER-51 VBLE 04/2021 Interés                  650.000,00                            13,00                             802,46                                 61,73 0
ES0313679H00 BS  BANKINTER-91 VBLE 07/2021 Interés              1.400.000,00                            14,00                         1.728,38                               123,46 0
ES0313679H18 BS  BANKINTER-93 VBLE 07/2021 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0323978009 BTN RURAL HP XVI-A VBLE 04/2055 Interés            59.109.034,05                      1.335,00                         6.873,20                                   5,15 0,011628 0,046
ES0323978017 BTN RURAL HP XVI-B VBLE 04/2055 Interés            16.500.000,00                          165,00                       10.260,20                                 62,18 0,062183 0,246
ES0332233057 BTN FT PASTOR 4-D VBLE 07/2045 Interés              6.849.278,73                          189,00                         4.778,54                                 25,28 0,069767 0,276
ES0332233065 BTN FT PASTOR 4-E VBLE 07/2045 Interés            12.600.000,00                          126,00                       68.350,09                               542,46 0,542461 2,146
ES0345672010 BTN HIPOCAT 11-A2 VBLE 01/2050 Interés          208.062.789,12                    10.832,00                                     -                                         -   0 0
ES0345672036 BTN HIPOCAT 11-B VBLE 01/2050 Interés            52.800.000,00                          528,00                             800,98                                   1,52 0,001517 0,006
ES0345672044 BTN HIPOCAT 11-C VBLE 01/2050 Interés            64.000.000,00                          640,00                       39.797,12                                 62,18 0,062183 0,246
ES0345672051 BTN HIPOCAT 11-D VBLE 01/2050 Interés            28.000.000,00                          280,00                     300.522,32                           1.073,29 1,073294 4,246
ES0345721015 BTN HIPOCAT 9-2A VBLE 07/2038 Interés            70.793.700,00                      5.000,00                                     -                                         -   0 0
ES0345721023 BTN HIPOCAT 9-A2B VBLE 07/2038 Interés            33.442.943,88                      2.362,00                                     -                                         -   0 0
ES0345721031 BTN HIPOCAT 9-B VBLE 07/2038 Interés            22.000.000,00                          220,00                                     -                                         -   0 0
ES0345721049 BTN HIPOCAT 9-C VBLE 07/2038 Interés            18.300.000,00                          183,00                         1.665,30                                   9,10 0,0091 0,036
ES0345721056 BTN HIPOCAT 9-D VBLE 07/2038 Interés            23.500.000,00                          235,00                       16.395,24                                 69,77 0,069767 0,276
ES0345721064 BTN HIPOCAT 9-E VBLE 07/2038 Interés            16.000.000,00                          160,00                     171.727,04                           1.073,29 1,073294 4,246
ES0345783015 BTN HIPOCAT 7-A2 VBLE 07/2036 Interés          125.419.967,09                    11.483,00                                     -                                         -   0 0
ES0345783023 BTN HIPOCAT 7-B VBLE 07/2036 Interés            14.009.372,44                          217,00                                     -                                         -   0 0
ES0345783031 BTN HIPOCAT 7-C VBLE 07/2036 Interés            27.114.914,40                          420,00                       10.007,03                                 23,83 0,036906 0,146
ES0345783049 BTN HIPOCAT 7-D VBLE 07/2036 Interés            18.076.609,60                          280,00                       24.948,79                                 89,10 0,138017 0,546
ES0370143002 BTH AYT.GEN. H3-A VBLE 07/2035 Interés            78.435.752,00                      7.760,00                                     -                                         -   0 0
ES0370143010 BTH AYT.GEN. H3-B VBLE 07/2035 Interés              7.549.708,80                          240,00                         7.557,26                                 31,49 0,1001 0,396
ES0370154009 BTN AYT KUTXA H2-A VBLE 10/2056 Interés          317.960.557,38                    11.178,00                                     -                                         -   0 0
ES0370154017 BTN AYT KUTXA H2-B VBLE 10/2056 Interés            58.200.000,00                          582,00                         3.824,90                                   6,57 0,006572 0,026
ES0370154025 BTN AYT KUTXA H2-C VBLE 10/2056 Interés            24.000.000,00                          240,00                       14.923,92                                 62,18 0,062183 0,246
ES0413320112 CI  DEUTSCHE SAE-1 VBLE 10/2023 Interés          500.000.000,00                      5.000,00                     796.250,00                               159,25 0,15925 0,63
IT0005185456 BON DP ITALIA-  VBLE 07/2023 Interés    15.429.870.000,00            15.429.870,00               29.330.331,29                                   1,90 0,190088 0,376
IT0005366007 BON DP ITALIA-  1,000 07/2022 Interés      4.000.000.000,00              4.000.000,00               20.000.000,00                                   5,00 0,5 1
IT0005370306 BON DP ITALIA-  2,100 07/2026 Interés      3.750.000.000,00              3.750.000,00               39.375.000,00                                 10,50 1,05 2,1
IT0005384497 BON DP ITALIA-  0,05 01/2023 Interés      4.000.000.000,00              4.000.000,00                 1.000.000,00                                   0,25 0,025 0,05
IT0005390874 BON DP ITALIA-  0,850 01/2027 Interés      3.250.000.000,00              3.250.000,00               13.812.500,00                                   4,25 0,425 0,85
NL0009348242 BON DP HOLANDA-  3,500 07/2020 Interés    15.069.615.000,00    15.069.615.000,00             527.436.525,00                                   0,04 3,5 3,5
NL0009348242 BON DP HOLANDA-  3,500 07/2020 Amortización    15.069.615.000,00    15.069.615.000,00       15.069.615.000,00                                   1,00 100 3,5
NL0009712470 BON DP HOLANDA-  3,250 07/2021 Interés    16.493.985.000,00    16.493.985.000,00             536.054.512,50                                   0,03 3,25 3,25
NL0010060257 BON DP HOLANDA-  2,250 07/2022 Interés    15.252.147.000,00    15.252.147.000,00             343.173.307,50                                   0,02 2,25 2,25
NL0010418810 BON DP HOLANDA-  1,750 07/2023 Interés    15.825.963.000,00    15.825.963.000,00             276.954.352,50                                   0,02 1,75 1,75
NL0010733424 BON DP HOLANDA-  2,000 07/2024 Interés    15.315.132.000,00    15.315.132.000,00             306.302.640,00                                   0,02 2 2
NL0011220108 BON DP HOLANDA-  0,250 07/2025 Interés    15.220.159.000,00    15.220.159.000,00               38.050.397,50                                       -   0,25 0,25
NL0011819040 BON DP HOLANDA-  0,500 07/2026 Interés    15.113.051.000,00    15.113.051.000,00               75.565.255,00                                       -   0,5 0,5
NL0012171458 BON DP HOLANDA-  0,750 07/2027 Interés    12.506.926.000,00    12.506.926.000,00               93.801.945,00                                   0,01 0,75 0,75
NL0012818504 BON DP HOLANDA-  0,750 07/2028 Interés    12.376.941.000,00    12.376.941.000,00               92.827.057,50                                   0,01 0,75 0,75
NL0013332430 BON DP HOLANDA-  0,250 07/2029 Interés      5.885.587.000,00      5.885.587.000,00               14.713.967,50                                       -   0,25 0,25
NL0014555419 BON DP HOLANDA-  0,000 07/2030 Interés      5.990.462.000,00      5.990.462.000,00                                     -                                         -   0 0
16/07/2020 ES0213679A25 OS  BANKINTER-125 VBLE 07/2020 Interés              2.931.250,00                          469,00                         3.618,80                                   7,72 0
ES0213679A25 OS  BANKINTER-125 VBLE 07/2020 Amortización              2.931.250,00                          469,00                     732.812,50                           1.562,50 25 0
ES0213679CG7 OS  BANKINTER-7 VBLE 01/2023 Interés              1.200.000,00                            24,00                         1.481,47                                 61,73 0
ES0213679CJ1 OS  BANKINTER-11 VBLE 01/2023 Interés                  850.000,00                            17,00                         1.049,38                                 61,73 0
ES0313814016 BTN BANKINTER 9-2P VBLE 07/2042 Interés          105.084.902,40                      6.560,00                                     -                                         -   0 0
ES0313814024 BTN BANKINTER 9-BP VBLE 07/2042 Interés              4.591.952,28                          153,00                         2.925,07                                 19,12 0,0637 0,252
ES0313814032 BTN BANKINTER 9-CP VBLE 07/2042 Interés              2.131.059,32                            71,00                         3.781,56                                 53,26 0,17745 0,702
ES0313814057 BTN BANKINTER 9-2T VBLE 07/2042 Interés            52.091.425,32                      2.442,00                                     -                                         -   0 0
ES0313814065 BTN BANKINTER 9-BT VBLE 07/2042 Interés              7.416.978,84                          172,00                         4.724,62                                 27,47 0,0637 0,252
ES0313814073 BTN BANKINTER 9-CT VBLE 07/2042 Interés              3.018.814,40                            70,00                         5.356,89                                 76,53 0,17745 0,702
17/07/2020 ES0000101644 AUT COM.MADRID-  2,875 07/2023 Interés          546.000.000,00                  546.000,00               15.697.500,00                                 28,75 2,875 2,875
ES0213679A66 OS  BANKINTER-123 VBLE 07/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679A66 OS  BANKINTER-123 VBLE 07/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES0213679AD8 OS  BANKINTER-104 VBLE 07/2022 Interés              4.500.000,00                            90,00                         5.555,52                                 61,73 0
ES0305108005 BTN RMBS SANT 5-A VBLE 10/2065 Interés          624.744.725,92                    10.136,00                     552.724,15                                 54,53 0,088472 0,35
ES0305108013 BTN RMBS SANT 5-B VBLE 10/2065 Interés          261.400.000,00                      2.614,00                     251.087,77                                 96,06 0,096055 0,38
ES0305108021 BTN RMBS SANT 5-C VBLE 10/2065 Interés            63.700.000,00                          637,00                       64.407,71                               101,11 0,101111 0,4
ES0305247001 BTN CAIXA RMBS 2-A VBLE 01/2061 Interés      1.928.778.955,20                    24.480,00                 1.218.853,29                                 49,79 0,063193 0,25
ES0305247019 BTN CAIXA RMBS 2-B VBLE 01/2061 Interés          272.000.000,00                      2.720,00                     275.019,20                               101,11 0,10111 0,4
ES0312282009 BTN AYT.CJMUR.H1-A VBLE 10/2038 Interés            35.878.338,32                      3.364,00                                     -                                         -   0 0
ES0312282017 BTN AYT.CJMUR.H1-B VBLE 10/2038 Interés              1.822.815,72                            82,00                             230,39                                   2,81 0,012639 0,05
ES0312282025 BTN AYT.CJMUR.H1-C VBLE 10/2038 Interés              1.200.390,84                            54,00                         1.213,73                                 22,48 0,101111 0,4
ES0313270011 BTN BANKINTER 13-A2 VBLE 07/2049 Interés          396.501.909,24                    13.974,00                                     -                                         -   0 0
ES0313270029 BTN BANKINTER 13-B VBLE 07/2049 Interés            12.548.025,28                          224,00                             634,43                                   2,83 0,005056 0,02
ES0313270037 BTN BANKINTER 13-C VBLE 07/2049 Interés            13.502.907,06                          241,00                         7.850,46                                 32,57 0,058139 0,23
ES0313270045 BTN BANKINTER 13-D VBLE 07/2049 Interés            11.484.633,00                          205,00                       58.061,25                               283,23 0,505556 2
ES0313270052 BTN BANKINTER 13-E VBLE 07/2049 Interés            12.169.592,14                          206,00                     112.281,40                               545,06 0,922639 3,65
ES0313679O84 BS  BANKINTER-7 VBLE 01/2023 Interés                  600.000,00                            12,00                             740,74                                 61,73 0
ES0374306001 BTN RURAL HP.VI-A VBLE 10/2036 Interés            78.045.507,72                      9.091,00                                     -                                         -   0 0
ES0374306019 BTN RURAL HP.VI-B VBLE 10/2036 Interés              5.691.261,90                          285,00                         2.157,96                                   7,57 0,037917 0,15
ES0374306027 BTN RURAL HP.VI-C VBLE 10/2036 Interés              2.579.120,64                          124,00                         4.563,60                                 36,80 0,176944 0,7
ES0405035009 CH  B.PASTOR SAU-1 VBLE 07/2028 Interés      1.000.000.000,00                    10.000,00               27.582.160,00                           2.758,22 2,758216 2,713
ES0440609172 CH  CAIXABANK-  VBLE 07/2027 Interés          750.000.000,00                      7.500,00               14.848.162,50                           1.979,76 1,979755 3,916
ES0440609180 CH  CAIXABANK-  VBLE 07/2028 Interés      2.800.000.000,00                    28.000,00               55.433.140,00                           1.979,76 1,979755 3,916
20/07/2020 ES0000090284 AUT J.ANDALUCIA-  5,700 07/2028 Interés          180.151.815,66    18.015.181.566,00               10.268.653,49                                       -   5,7 5,7
ES0213679A74 OS  BANKINTER-127 VBLE 07/2020 Interés              3.123.750,00                          833,00                         3.856,46                                   4,63 0
ES0213679A74 OS  BANKINTER-127 VBLE 07/2020 Amortización              3.123.750,00                          833,00                     468.562,50                               562,50 15 0
ES0213679A90 OS  BANKINTER-129 VBLE 07/2020 Interés                  742.500,00                            99,00                             916,66                                   9,26 0
ES0213679A90 OS  BANKINTER-129 VBLE 07/2020 Amortización                  742.500,00                            99,00                     111.375,00                           1.125,00 15 0
ES0213679B57 OS  BANKINTER-135 VBLE 07/2020 Interés              1.000.000,00                            10,00                         1.234,56                               123,46 0
ES0213679B57 OS  BANKINTER-135 VBLE 07/2020 Amortización              1.000.000,00                            10,00                 1.000.000,00                       100.000,00 100 0
ES0305067A37 BS  BBVA GLOBAL-142 VBLE 07/2023 Interés                  500.000,00                            50,00                             615,78                                 12,32 0,123156 0
ES0305067B85 BS  BBVA GLOBAL-164 VBLE 07/2024 Interés              2.000.000,00                          200,00                         2.469,12                                 12,35 0
ES0305115000 BTN IM BCC CM 1-A VBLE 03/2059 Interés          385.950.630,00                      6.150,00                                     -                                         -   0 0
ES0305115018 BTN IM BCC CM 1-B VBLE 03/2059 Interés          135.000.000,00                      1.350,00                                     -                                         -   0 0
ES0305124002 BTN SANT CAU 161-A 1,250 04/2032 Interés          434.674.174,76                      6.502,00                 1.358.356,80                               208,91 0,3125 1,25
ES0305124010 BTN SANT CAU 161-B 1,650 04/2032 Interés            30.600.000,00                          306,00                     126.225,00                               412,50 0,4125 1,65
ES0305124028 BTN SANT CAU 161-C 3,250 04/2032 Interés            42.100.000,00                          421,00                     342.062,50                               812,50 0,8125 3,25
ES0305124036 BTN SANT CAU 161-D 6,000 04/2032 Interés            23.000.000,00                          230,00                     345.000,00                           1.500,00 1,5 6
ES0305124044 BTN SANT CAU 161-E 8,000 04/2032 Interés            19.100.000,00                          191,00                     382.000,00                           2.000,00 2 8
ES0305124051 BTN SANT CAU 161-F 8,000 04/2032 Interés            15.300.000,00                          153,00                     306.000,00                           2.000,00 2 8
ES0305136006 BTN HT ABANCA I-  VBLE 07/2062 Interés          556.385.137,20                      7.380,00                     106.887,15                                 14,48 0,019211 0,076
ES0305137004 BTN CAIXA CONS 2-A VBLE 04/2060 Interés          153.849.033,00                    11.700,00                     301.784,11                                 25,79 0,196156 0,776
ES0305137012 BTN CAIXA CONS 2-B VBLE 04/2060 Interés          130.000.000,00                      1.300,00                     419.302,00                               322,54 0,32254 1,276
ES0305215008 BTN CAIXA PYME 8-A VBLE 01/2054 Interés          524.738.216,25                    19.575,00                 1.360.908,56                                 69,52 0,25935 1,026
ES0305215016 BTN CAIXA PYME 8-B VBLE 01/2054 Interés          292.500.000,00                      2.925,00                     943.429,50                               322,54 0,32254 1,276
ES0305364004 BTN BBVA CON AUT-A 0,270 07/2031 Interés          652.406.227,20                      7.280,00                     445.267,25                                 61,16 0,06825 0,27
ES0305364012 BTN BBVA CON AUT-B 1,100 07/2031 Interés            23.200.000,00                          232,00                       64.508,99                               278,06 0,278056 1,1
ES0305364020 BTN BBVA CON AUT-C 2,300 07/2031 Interés            32.800.000,00                          328,00                     190.695,59                               581,39 0,581389 2,3
ES0305364038 BTN BBVA CON AUT-D 4,100 07/2031 Interés            10.000.000,00                          100,00                     103.638,90                           1.036,39 1,036389 4,1
ES0305364046 BTN BBVA CON AUT-E 6,850 07/2031 Interés              6.000.000,00                            60,00                     103.891,68                           1.731,53 1,731528 6,85
ES0305364053 BTN BBVA CON AUT-Z 7,000 07/2031 Interés              3.542.031,20                            40,00                       62.674,26                           1.566,86 1,769444 7
ES0305371009 BS  RESTABELL-Sb VBLE 01/2022 Interés            14.000.000,00                          140,00                     244.328,70                           1.745,20 1,745205 7
ES0305388003 BTN IM WANNA II-  4,150 03/2027 Interés            23.996.481,08                          286,00                       76.394,24                               267,11 0,318356 4,15
ES0305458004 BTN SANT PYME 15-A VBLE 04/2051 Interés      2.400.000.000,00                    24.000,00                     461.064,00                                 19,21 0,019211 0,076
ES0305458012 BTN SANT PYME 15-B VBLE 04/2051 Interés          600.000.000,00                      6.000,00                     418.596,00                                 69,77 0,069766 0,276
ES0305458020 BTN SANT PYME 15-C VBLE 04/2051 Interés          150.000.000,00                      1.500,00                     161.524,50                               107,68 0,107683 0,426
ES0312304001 BTN AYT ICO C VI-A VBLE 10/2057 Interés            48.848.698,08                      1.404,00                       34.080,27                                 24,27 0,069767 0,276
ES0312304019 BTN AYT ICO C VI-B VBLE 10/2057 Interés              5.982.701,34                            77,00                         7.954,66                               103,31 0,132961 0,526
ES0312304027 BTN AYT ICO C VI-C VBLE 10/2057 Interés              5.356.744,62                            69,00                       10.507,58                               152,28 0,196156 0,776
ES0328421039 BTN EDT PASTOR 3-C VBLE 01/2039 Interés              2.836.931,02                          154,00                       16.321,49                               105,98 0,575322 2,276
ES0334699008 CM  PRO INDP CED -P1 5,125 07/2022 Interés      1.200.000.000,00                    12.000,00               61.500.000,00                           5.125,00 5,125 5,125
ES0338093000 BTN SANT HIPOT 3-A1 VBLE 01/2050 Interés          135.030.077,01                      6.133,00                                     -                                         -   0 0
ES0338093018 BTN SANT HIPOT 3-A2 VBLE 01/2050 Interés          481.823.650,00                    15.400,00                                     -                                         -   0 0
ES0338093026 BTN SANT HIPOT 3-A3 VBLE 01/2050 Interés          131.406.450,00                      4.200,00                                     -                                         -   0 0
ES0338093034 BTN SANT HIPOT 3-B VBLE 01/2050 Interés            79.200.000,00                          792,00                                     -                                         -   0 0
ES0338093042 BTN SANT HIPOT 3-C VBLE 01/2050 Interés            47.500.000,00                          475,00                         9.125,22                                 19,21 0,019211 0,076
ES0338093059 BTN SANT HIPOT 3-D VBLE 01/2050 Interés            72.000.000,00                          720,00                       59.331,60                                 82,40 0,082405 0,326
ES0338093067 BTN SANT HIPOT 3-E VBLE 01/2050 Interés            28.000.000,00                          280,00                     132.779,08                               474,21 0,474211 1,876
ES0338093075 BTN SANT HIPOT 3-F VBLE 01/2050 Interés            22.400.000,00                          224,00                       15.627,58                                 69,77 0,069766 0,276
ES0347458004 BTN IM CAJASTU 1-A VBLE 12/2052 Interés          165.804.147,60                      4.920,00                                     -                                         -   0 0
ES0347458012 BTN IM CAJASTU 1-B VBLE 12/2052 Interés          110.536.102,50                      1.230,00                         8.338,84                                   6,78 0,007544 0,097
ES0366367011 BTN RURAL HPVIII-2a VBLE 01/2044 Interés          134.391.970,00                      8.024,00                                     -                                         -   0 0
ES0366367029 BTN RURAL HPVIII-A2B VBLE 01/2044 Interés            58.620.625,00                      3.500,00                                     -                                         -   0 0
ES0366367037 BTN RURAL HPVIII-B VBLE 01/2044 Interés              9.011.208,57                          273,00                             592,22                                   2,17 0,006572 0,026
ES0366367045 BTN RURAL HPVIII-C VBLE 01/2044 Interés              5.328.741,60                          156,00                         4.391,20                                 28,15 0,082406 0,326
ES0366367052 BTN RURAL HPVIII-D VBLE 01/2044 Interés              7.200.000,00                            72,00                       32.323,18                               448,93 0,448933 1,776
ES0366367060 BTN RURAL HPVIII-E VBLE 01/2044 Interés              5.850.000,00                          234,00                       55.837,61                               238,62 0,954489 3,776
ES0370152003 BTN AYT HP MX 4-A VBLE 01/2043 Interés            44.417.225,58                      3.549,00                                     -                                         -   0 0
ES0370152011 BTN AYT HP MX 4-B VBLE 01/2043 Interés              5.333.251,59                          201,00                         5.743,01                                 28,57 0,107683 0,426
ES0374273003 BTN RURAL H GL I-A VBLE 01/2039 Interés          132.423.108,71                    10.081,00                                     -                                         -   0 0
ES0374273011 BTN RURAL H GL I-B VBLE 01/2039 Interés            10.109.836,77                          363,00                         2.964,41                                   8,17 0,029322 0,116
ES0374273029 BTN RURAL H GL I-C VBLE 01/2039 Interés              2.227.842,40                            80,00                         1.835,88                                 22,95 0,082406 0,326
ES0374273037 BTN RURAL H GL I-D VBLE 01/2039 Interés              3.564.250,88                          128,00                       16.001,10                               125,01 0,448933 1,776
ES0374273045 BTN RURAL H GL I-E VBLE 01/2039 Interés              6.391.200,00                          128,00                       61.003,30                               476,59 0,954489 3,776
ES0382042002 BTN SANT HIPOT 2-A VBLE 01/2049 Interés          288.841.881,15                    18.015,00                                     -                                         -   0 0
ES0382042010 BTN SANT HIPOT 2-B VBLE 01/2049 Interés            51.800.000,00                          518,00                                     -                                         -   0 0
ES0382042028 BTN SANT HIPOT 2-C VBLE 01/2049 Interés            32.300.000,00                          323,00                         6.205,15                                 19,21 0,019211 0,076
ES0382042036 BTN SANT HIPOT 2-D VBLE 01/2049 Interés            49.800.000,00                          498,00                       41.037,69                                 82,40 0,082405 0,326
ES0382042044 BTN SANT HIPOT 2-E VBLE 01/2049 Interés            19.600.000,00                          196,00                       92.945,36                               474,21 0,474211 1,876
ES0382042051 BTN SANT HIPOT 2-F VBLE 01/2049 Interés            17.600.000,00                          176,00                       34.523,28                               196,16 0,196155 0,776
ES0382043042 BTN SANT FINAN 1-E VBLE 07/2035 Interés            26.600.000,00                          266,00                     126.140,13                               474,21 0,474211 1,876
ES0382043059 BTN SANT FINAN 1-F VBLE 07/2035 Interés            14.300.000,00                          143,00                       67.812,17                               474,21 0,474211 1,876
ES0413860489 CH  B. SABADELL-V VBLE 07/2020 Interés      1.500.000.000,00                    15.000,00                                     -                                         -   0 0
ES0413860489 CH  B. SABADELL-V VBLE 07/2020 Amortización      1.500.000.000,00                    15.000,00         1.500.000.000,00                       100.000,00 100 0
ES0413860687 CH  B. SABADELL-III VBLE 07/2021 Interés      1.000.000.000,00                    10.000,00                                     -                                         -   0 0
21/07/2020 ES0000101461 AUT COM.MADRID-  7,550 07/2026 Interés            54.000.000,00                    54.000,00                 4.077.000,00                                 75,50 7,55 7,55
ES0305155006 BTN BBVA CONS8-A 1,000 10/2029 Interés          208.763.703,75                      6.125,00                     527.708,72                                 86,16 0,252778 1
ES0305155014 BTN BBVA CONS8-B 1,500 10/2029 Interés            87.500.000,00                          875,00                     331.771,12                               379,17 0,379167 1,5
ES0305259006 BTN DRIVER ESP 4-A VBLE 04/2028 Interés          139.764.273,60                      8.880,00                                     -                                         -   0 0
ES0305259014 BTN DRIVER ESP 4-B VBLE 04/2028 Interés            11.499.545,20                          260,00                         2.288,06                                   8,80 0,019897 0,247
ES0305319008 BTN DRIVER ESP 5-A VBLE 12/2028 Interés          265.713.842,40                      8.880,00                                     -                                         -   0 0
ES0305319016 BTN DRIVER ESP 5-B VBLE 12/2028 Interés            21.862.466,60                          260,00                             651,50                                   2,51 0,00298 0,037
ES0305471007 BTN DRIVER ESP 6-A VBLE 09/2030 Interés          879.221.900,00                    10.000,00                     139.523,72                                 13,95 0,015869 0,197
ES0305471015 BTN DRIVER ESP 6-B VBLE 09/2030 Interés            35.700.000,00                          357,00                         8.541,22                                 23,92 0,023925 0,297
ES0369994001 BTN BBVA RMBS 10-A VBLE 10/2054 Interés          834.324.252,80                    13.760,00                     120.209,44                                   8,74 0,014408 0,057
ES0369994019 BTN BBVA RMBS 10-B VBLE 10/2054 Interés          224.000.000,00                      2.240,00                     145.519,36                                 64,96 0,064964 0,257
ES0413790371 CT  B. POPULAR-1 VBLE 07/2022 Interés          135.000.000,00                      1.350,00                     490.033,80                               362,99 0,362988 0,718
ES0413860604 CH  B. SABADELL-I 0,886 07/2025 Interés          500.000.000,00                      5.000,00                 4.430.000,00                               886,00 0,886 0,886
PTOTETOE0012 BON DP PORTUGAL-  2,875 07/2026 Interés      7.982.982.000,00              7.982.982,00             229.510.732,50                                 28,75 2,875 2,875
22/07/2020 BE6265777621 BON DP BELGICA-  VBLE 10/2024 Interés          300.000.000,00                      3.000,00                     116.781,00                                 38,93 0,038927 0,154
ES0213679AM9 OS  BANKINTER-120 VBLE 07/2022 Interés                  500.000,00                            10,00                             617,28                                 61,73 0
ES0213679DU6 OS  BANKINTER-77 VBLE 07/2023 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679ED0 OS  BANKINTER-94 VBLE 07/2023 Interés                  500.000,00                              6,00                             617,28                               106,03 0
ES0213679GY1 OS  BANKINTER-58 VBLE 07/2024 Interés                  450.000,00                              9,00                             555,55                                 61,73 0
ES0213679GY1 OS  BANKINTER-58 VBLE 07/2024 Amortización                  450.000,00                              9,00                     225.000,00                         25.000,00 50 0
ES0213679HC5 OS  BANKINTER-62 VBLE 07/2024 Interés              3.300.000,00                            66,00                         4.074,05                                 61,73 0
ES0213679HC5 OS  BANKINTER-62 VBLE 07/2024 Amortización              3.300.000,00                            66,00                 2.475.000,00                         37.500,00 75 0
ES0255281133 ODP I.CATAL.FINA-  VBLE 10/2029 Interés            20.000.000,00                    20.000,00                     230.027,60                                 11,50 1,150138 4,55
ES0305332001 BTN IM BCC CP 2-A VBLE 06/2057 Interés            64.180.708,00                      7.600,00                                     -                                         -   0 0
ES0305332019 BTN IM BCC CP 2-B VBLE 06/2057 Interés          240.000.000,00                      2.400,00                                     -                                         -   0 0
ES0305386007 BTN IM BCC CA 1-A 0,312 04/2037 Interés          401.889.159,42                      6.027,00                     316.957,92                                 52,59 0,078867 0,312
ES0305386015 BTN IM BCC CA 1-B 0,700 04/2037 Interés          150.966.825,44                      2.264,00                     267.126,74                               117,99 0,176944 0,7
ES0305386023 BTN IM BCC CA 1-C 2,100 04/2037 Interés            42.876.178,78                          643,00                     227.600,91                               353,97 0,530833 2,1
ES0305386031 BTN IM BCC CA 1-D 7,490 04/2037 Interés            39.742.150,16                          596,00                     752.440,51                           1.262,48 1,893306 7,49
ES0305386049 BTN IM BCC CA 1-E 12,000 04/2037 Interés              4.251.637,08                          191,00                     128.966,31                               675,22 3,033333 12
ES0305459002 BTN IM BCC CM 2-A VBLE 12/2061 Interés          610.558.973,92                      6.307,00                                     -                                         -   0 0
ES0305459010 BTN IM BCC CM 2-B VBLE 12/2061 Interés            94.300.000,00                          943,00                       15.716,98                                 16,67 0,016667 0,2
ES0305460000 BTN CAIXA PYME 11-A 0,750 04/2052 Interés      1.906.654.885,80                    21.315,00                 3.614.598,20                               169,58 0,189578 0,75
ES0305460018 BTN CAIXA PYME 11-B 0,800 04/2052 Interés          318.500.000,00                      3.185,00                     644.070,70                               202,22 0,20222 0,8
ES0313679A64 BS  BANKINTER-116 VBLE 07/2020 Interés                  700.000,00                              7,00                             864,19                               123,46 0
ES0313679A64 BS  BANKINTER-116 VBLE 07/2020 Amortización                  700.000,00                              7,00                     700.000,00                       100.000,00 100 0
ES0347421002 BTN IM BCG RMBS2-A VBLE 09/2061 Interés          718.656.174,60                    11.830,00                                     -                                         -   0 0
ES0369995008 BTN BBVA RMBS 11-A VBLE 10/2055 Interés          725.855.480,00                    12.040,00                       99.079,27                                   8,23 0,01365 0,054
ES0369995016 BTN BBVA RMBS 11-B VBLE 10/2055 Interés          119.000.000,00                      1.190,00                       76.405,14                                 64,21 0,064206 0,254
ES0369995024 BTN BBVA RMBS 11-C VBLE 10/2055 Interés            77.000.000,00                          770,00                     127.294,09                               165,32 0,165317 0,654
ES0370153001 BTN AYT KUTXA H1-A VBLE 04/2041 Interés          176.230.642,21                      7.001,00                                     -                                         -   0 0
ES0370153019 BTN AYT KUTXA H1-B VBLE 04/2041 Interés            15.673.527,74                          289,00                         2.931,89                                 10,14 0,018706 0,074
ES0370153027 BTN AYT KUTXA H1-C VBLE 04/2041 Interés            11.384.144,10                          210,00                       10.186,87                                 48,51 0,089483 0,354
23/07/2020 ES0205037007 OS  EYSA-  6,875 07/2021 Interés            75.000.000,00                          750,00                 5.156.250,00                           6.875,00 6,875 6,875
ES0213679B24 OS  BANKINTER-133 VBLE 07/2020 Prima              1.237.500,00                            99,00 -                  594.832,59 -                         6.008,41 -48,06728 0
ES0213679B24 OS  BANKINTER-133 VBLE 07/2020 Interés              1.237.500,00                            99,00                                     -                                         -   0 0
ES0213679B24 OS  BANKINTER-133 VBLE 07/2020 Amortización              1.237.500,00                            99,00                     309.375,00                           3.125,00 25 0
ES0213679II0 OS  BANKINTER-105 VBLE 10/2024 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0244251015 OS  IBERCAJA BAN-Sb VBLE 07/2030 Interés          500.000.000,00                      5.000,00                 6.837.450,00                           1.367,49 1,36749 2,75
ES0305106009 BTN A-BEST 13-A VBLE 08/2030 Interés            90.581.415,30                      2.705,00                                     -                                         -   0 0
ES0305106017 BTN A-BEST 13-B VBLE 08/2030 Interés            43.700.000,00                          437,00                       36.416,52                                 83,33 0,083333 1
ES0305106025 BTN A-BEST 13-M 2,300 08/2030 Interés            63.500.000,00                          635,00                     121.708,33                               191,67 0,191667 2,3
ES0305343008 BTN CAIXA CONS 4-A 1,500 07/2056 Interés          573.632.972,00                    15.640,00                 2.175.055,61                               139,07 0,379172 1,5
ES0305343016 BTN CAIXA CONS 4-B 2,500 07/2056 Interés          136.000.000,00                      1.360,00                     859.438,40                               631,94 0,63194 2,5
ES0312847009 BTN BANCAJA 13-A VBLE 04/2052 Interés      1.047.601.729,09                    25.837,00                     177.421,83                                   6,87 0,016936 0,067
ES0312847017 BTN BANCAJA 13-B VBLE 04/2052 Interés          152.000.000,00                      1.520,00                     141.008,88                                 92,77 0,092769 0,367
ES0312847025 BTN BANCAJA 13-C VBLE 04/2052 Interés          159.300.000,00                      1.593,00                     389.386,55                               244,44 0,244436 0,967
ES0312980008 BTN BAN BVA VPOI-A VBLE 07/2051 Interés            91.633.367,88                      3.714,00                       15.519,03                                   4,18 0,016936 0,067
ES0312980016 BTN BAN BVA VPOI-B VBLE 07/2051 Interés              4.058.404,74                            78,00                         4.790,83                                 61,42 0,118047 0,467
ES0312980024 BTN BAN BVA VPOI-C VBLE 07/2051 Interés              2.653.182,18                            51,00                         6.485,33                               127,16 0,244436 0,967
ES0312980032 BTN BAN BVA VPOI-D VBLE 07/2051 Interés              3.115.149,18                            57,00                       13.914,06                               244,11 0,446658 1,767
ES0361797014 BTN MBS BANCAJA4-A2 VBLE 07/2050 Interés          305.452.039,38                    11.821,00                                     -                                         -   0 0
ES0361797030 BTN MBS BANCAJA4-B VBLE 07/2050 Interés            12.605.378,55                          305,00                                     -                                         -   0 0
ES0361797048 BTN MBS BANCAJA4-C VBLE 07/2050 Interés            18.900.000,00                          189,00                         4.634,09                                 24,52 0,024519 0,097
ES0361797055 BTN MBS BANCAJA4-D VBLE 07/2050 Interés            18.500.000,00                          185,00                       16.227,09                                 87,71 0,087714 0,347
ES0361797063 BTN MBS BANCAJA4-E VBLE 07/2050 Interés            23.100.000,00                          231,00                     219.961,43                               952,21 0,952214 3,767
PTEFWAOM0001 BS  EFACEC-  4,500 07/2024 Interés            58.000.000,00                          580,00                 2.610.000,00                           4.500,00 4,5 4,5
PTOTVMOE0000 BON DP PORTUGAL-  VBLE 07/2025 Interés      1.000.000.000,00              1.000.000,00                 5.055.550,00                                   5,06 0,505555 1
24/07/2020 ES0213679B81 OS  BANKINTER-142 VBLE 07/2020 Interés              1.200.000,00                            12,00                         1.481,47                               123,46 0
ES0213679B81 OS  BANKINTER-142 VBLE 07/2020 Amortización              1.200.000,00                            12,00                 1.200.000,00                       100.000,00 100 0
ES0308935008 BTN BBVA RMBS 12-A VBLE 04/2057 Interés      2.153.263.928,70                    36.105,00                     598.736,57                                 16,58 0,027806 0,11
ES0308935016 BTN BBVA RMBS 12-B VBLE 04/2057 Interés          739.500.000,00                      7.395,00                     392.548,78                                 53,08 0,053083 0,21
ES0313679O92 BS  BANKINTER-8 VBLE 01/2021 Interés                  475.000,00                            21,00                             586,42                                 28,14 0
ES0345671012 BTN HIPOCAT 10-A2 VBLE 10/2039 Interés          136.716.687,66                      7.334,00                                     -                                         -   0 0
ES0345671020 BTN HIPOCAT 10-A3 VBLE 10/2039 Interés            16.212.090,00                      3.000,00                                     -                                         -   0 0
ES0345671046 BTN HIPOCAT 10-B VBLE 10/2039 Interés            54.800.000,00                          548,00                       15.237,69                                 27,81 0,027806 0,11
ES0345671053 BTN HIPOCAT 10-C VBLE 10/2039 Interés            51.800.000,00                          518,00                       53.685,00                               103,64 0,103639 0,41
ES0345671061 BTN HIPOCAT 10-D VBLE 10/2039 Interés            25.500.000,00                          255,00                     277.815,36                           1.089,47 1,089472 4,31
ES0347552004 BTN IM C. LAB 2-A VBLE 01/2051 Interés          223.458.481,68                      5.244,00                       62.134,87                                 11,85 0,027806 0,11
ES0347552012 BTN IM C. LAB 2-B VBLE 01/2051 Interés            41.823.776,40                          420,00                       43.345,74                               103,20 0,103639 0,41
ES0347552020 BTN IM C. LAB 2-C VBLE 01/2051 Interés            33.459.021,12                          336,00                       68.507,35                               203,89 0,20475 0,81
ES0347565006 BTN IM C. LAB 1-A VBLE 10/2049 Interés          157.183.541,19                      8.563,00                                     -                                         -   0 0
ES0347565014 BTN IM C. LAB 1-B VBLE 10/2049 Interés              4.178.098,80                          108,00                             105,62                                   0,98 0,002528 0,01
ES0347565022 BTN IM C. LAB 1-C VBLE 10/2049 Interés              5.762.293,39                          149,00                         2.330,50                                 15,64 0,040444 0,16
ES0347565030 BTN IM C. LAB 1-D VBLE 10/2049 Interés              6.963.498,00                          180,00                         6.336,78                                 35,20 0,091 0,36
ES0347565048 BTN IM C. LAB 1-E VBLE 10/2049 Interés              5.400.000,00                          108,00                       45.181,48                               418,35 0,836694 3,31
ES0347851000 BTN IM CAJAMAR 1-A VBLE 01/2038 Interés            24.324.175,05                      3.533,00                                     -                                         -   0 0
ES0347851018 BTN IM CAJAMAR 1-B VBLE 01/2038 Interés              9.300.000,00                            93,00                         6.112,15                                 65,72 0,065722 0,26
ES0347851026 BTN IM CAJAMAR 1-C VBLE 01/2038 Interés              4.100.000,00                            41,00                         7.358,35                               179,47 0,179472 0,71
ES0347851034 BTN IM CAJAMAR 1-D VBLE 01/2038 Interés              3.300.000,00                            33,00                       23.440,10                               710,31 0,710306 2,81
ES0376156016 BS  COPASA-  6,000 07/2022 Interés            40.000.000,00                          400,00                 2.400.000,00                           6.000,00 6 6
ES0382745000 BTH VALENCIA HP2-A VBLE 01/2043 Interés          116.384.440,35                      9.095,00                                     -                                         -   0 0
ES0382745018 BTH VALENCIA HP2-B VBLE 01/2043 Interés              5.614.438,40                          212,00                         1.844,96                                   8,70 0,032861 0,13
ES0382745026 BTH VALENCIA HP2-C VBLE 01/2043 Interés              2.489.773,30                            94,00                         2.265,69                                 24,10 0,091 0,36
ES0382745034 BTH VALENCIA HP2-D VBLE 01/2043 Interés              5.000.000,94                            99,00                       41.834,71                               422,57 0,836694 3,31
XS1022037805 BON DP ITALIA-  VBLE 01/2044 Interés          250.000.000,00                          500,00                     308.640,00                               617,28 3,119
25/07/2020 ES0213860077 OS  B. SABADELL-II VBLE 07/2022 Interés              3.000.000,00                            60,00                         3.703,68                                 61,73 0
ES0232105041 OS  ACERINOX-  5,00 07/2024 Interés            75.000.000,00                          750,00                 3.750.000,00                           5.000,00 5 5
FR0000186413 BON DP FRANCIA-  VBLE 07/2029 Interés      8.734.144.000,00      8.734.144.000,00               10.782.824,82                                       -   4,421
FR0000188799 BON DP FRANCIA-  VBLE 07/2032 Interés    10.585.000.000,00    10.585.000.000,00               13.067.817,60                                       -   4,079
FR0010050559 BON DP FRANCIA-  VBLE 07/2020 Interés    20.310.000.000,00    20.310.000.000,00               25.073.913,60                                       -   2,876
FR0010050559 BON DP FRANCIA-  VBLE 07/2020 Amortización    20.310.000.000,00    20.310.000.000,00       20.310.000.000,00                                   1,00 100 2,876
FR0010447367 BON DP FRANCIA-  VBLE 07/2040 Interés    11.947.000.000,00    11.947.000.000,00               14.749.288,32                                       -   2,159
FR0010585901 BON DP FRANCIA-  VBLE 07/2023 Interés    16.405.000.000,00    16.405.000.000,00               20.252.956,80                                       -   2,395
FR0010899765 BON DP FRANCIA-  VBLE 07/2022 Interés    17.929.000.000,00    17.929.000.000,00               22.134.426,24                                       -   1,25
FR0011008705 BON DP FRANCIA-  VBLE 07/2027 Interés    18.093.000.000,00    18.093.000.000,00               22.336.894,08                                       -   2,072
FR0011347046 BON DP FRANCIA-  VBLE 07/2021 Interés      7.800.000.000,00      7.800.000.000,00                 9.629.568,00                                       -   0,105
FR0011427848 BON DP FRANCIA-  VBLE 07/2024 Interés    16.167.000.000,00    16.167.000.000,00               19.959.131,52                                       -   0,266
FR0011982776 BON DP FRANCIA-  VBLE 07/2030 Interés    10.873.000.000,00    10.873.000.000,00               13.423.370,88                                       -   0,735
FR0013209871 BON DP FRANCIA-  VBLE 07/2047 Interés      7.261.000.000,00      7.261.000.000,00                 8.964.140,16                                       -   0,105
FR0013327491 BON DP FRANCIA-  VBLE 07/2036 Interés      3.500.000.000,00      3.500.000.000,00                 4.320.960,00                                       -   0,103
XS0740661516 BON DP ITALIA-  VBLE 07/2042 Interés          230.000.000,00                          460,00                     283.948,80                               617,28 4,575
26/07/2020 ES0305198014 BS  ELCANO-  5,500 07/2023 Interés            50.000.000,00                          500,00                 2.750.000,00                           5.500,00 5,5 5,5
ES0413211956 CH  B.B.V.A-  VBLE 07/2023 Interés      3.000.000.000,00                    30.000,00                                     -                                         -   0 0
ES0440609198 CH  CAIXABANK-16 VBLE 07/2020 Interés          175.000.000,00                      1.750,00                 3.853.790,50                           2.202,17 2,202166 4,38
ES0440609198 CH  CAIXABANK-16 VBLE 07/2020 Amortización          175.000.000,00                      1.750,00             175.000.000,00                       100.000,00 100 4,38
27/07/2020 ES0213679B08 OS  BANKINTER-131 VBLE 07/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679B08 OS  BANKINTER-131 VBLE 07/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES0213679EF5 OS  BANKINTER-98 VBLE 07/2023 Interés                  550.000,00                            11,00                             679,01                                 61,73 0
ES0213679EG3 OS  BANKINTER-99 VBLE 07/2023 Interés              1.000.000,00                            10,00                         1.234,56                               123,46 0
ES0305014518 BS  SANT ESPAŃA-58 VBLE 07/2021 Interés            10.306.000,00                    10.306,00                       12.723,38                                   1,23 0
ES0305036008 BTN BBVA RMBS 13-A VBLE 10/2057 Interés      2.231.001.859,50                    34.850,00                     783.884,81                                 22,49 0,035136 0,139
ES0305036016 BTN BBVA RMBS 13-B VBLE 10/2057 Interés          615.000.000,00                      6.150,00                     371.546,10                                 60,41 0,060414 0,239
ES0305067A45 BS  BBVA GLOBAL-143 VBLE 07/2021 Interés              1.250.000,00                          125,00                         1.543,20                                 12,35 0
ES0305250021 BTN COLUMBUS MC-A 0,150 01/2034 Interés          430.000.000,00                      4.300,00                       55.543,10                                 12,92 0,012917 0,15
ES0305250039 BTN COLUMBUS MC-C 0,500 01/2034 Interés          121.400.000,00                      1.214,00                       52.269,98                                 43,06 0,043056 0,5
ES0305279046 BTN WIZINK MC-A VBLE 12/2031 Interés          200.800.000,00                      2.008,00                                     -                                         -   0 0
ES0305279053 BTN WIZINK MC-C 1,000 12/2031 Interés            47.200.000,00                          472,00                       40.644,39                                 86,11 0,086111 1
ES0305279061 BTN WIZINK MC-A 0,450 12/2031 Interés          220.000.000,00                      2.200,00                       85.250,00                                 38,75 0,03875 0,45
ES0305279079 BTN WIZINK MC-C 1,250 12/2031 Interés            30.000.000,00                          300,00                       32.291,70                               107,64 0,107639 1,25
ES0305279087 BTN WIZINK MC-A 0,450 03/2033 Interés          440.000.000,00                      4.400,00                     170.500,00                                 38,75 0,03875 0,45
ES0305279095 BTN WIZINK MC-C 1,250 03/2033 Interés            60.000.000,00                          600,00                       64.583,40                               107,64 0,107639 1,25
ES0305279103 BTN WIZINK MC-A VBLE 03/2033 Interés          150.000.000,00                      1.500,00                         1.549,50                                   1,03 0,001033 0,012
ES0305279111 BTN WIZINK MC-C 1,250 03/2033 Interés            31.000.000,00                          310,00                       33.368,09                               107,64 0,107639 1,25
ES0305279129 BTN WIZINK MC-A 0,550 03/2033 Interés          115.000.000,00                      1.150,00                       54.465,15                                 47,36 0,047361 0,55
ES0305279137 BTN WIZINK MC-C 1,250 03/2033 Interés            16.000.000,00                          160,00                       17.222,24                               107,64 0,107639 1,25
ES0305306005 BTN HT ABANCA II-A VBLE 01/2058 Interés          647.208.978,00                      7.800,00                     227.403,35                                 29,15 0,035136 0,139
ES0305368005 BS  CAIXABANK NOT-I VBLE 07/2023 Interés            48.606.000,00                    48.606,00                     486.060,00                                 10,00 1 0
ES0305380000 BTN CAIXA PYME 10-A VBLE 10/2051 Interés      1.601.670.149,10                    27.930,00                 3.396.854,09                               121,62 0,212082 0,839
ES0305380018 BTN CAIXA PYME 10-B VBLE 10/2051 Interés          532.000.000,00                      5.320,00                 1.464.489,60                               275,28 0,27528 1,089
ES0305452007 BTN AUTONORIA SPAIN-A VBLE 12/2035 Interés          790.000.000,00                      7.900,00                     134.774,00                                 17,06 0,01706 0,192
ES0305452015 BTN AUTONORIA SPAIN-B VBLE 12/2035 Interés            30.000.000,00                          300,00                       11.784,00                                 39,28 0,03928 0,442
ES0305452023 BTN AUTONORIA SPAIN-C VBLE 12/2035 Interés            55.000.000,00                          550,00                       41.162,00                                 74,84 0,07484 0,842
ES0305452031 BTN AUTONORIA SPAIN-D VBLE 12/2035 Interés            55.000.000,00                          550,00                       65.604,00                               119,28 0,11928 1,342
ES0305452049 BTN AUTONORIA SPAIN-E VBLE 12/2035 Interés            20.000.000,00                          200,00                       41.634,00                               208,17 0,20817 2,342
ES0305452056 BTN AUTONORIA SPAIN-F VBLE 12/2035 Interés            25.000.000,00                          250,00                       77.600,00                               310,40 0,3104 3,492
ES0305452064 BTN AUTONORIA SPAIN-G 6,000 12/2035 Interés            25.000.000,00                          250,00                     131.147,50                               524,59 0,52459 6
ES0312867015 BTN BANCAJA 11-A2 VBLE 04/2050 Interés          220.768.944,80                    11.930,00                         5.022,49                                   0,42 0,002275 0,009
ES0312867023 BTN BANCAJA 11-A3 VBLE 04/2050 Interés          404.991.136,00                      4.400,00                       50.162,20                                 11,40 0,012386 0,049
ES0312867031 BTN BANCAJA 11-B VBLE 04/2050 Interés            63.000.000,00                          630,00                       46.023,39                                 73,05 0,073053 0,289
ES0312867049 BTN BANCAJA 11-C VBLE 04/2050 Interés            24.000.000,00                          240,00                       38.766,00                               161,52 0,161525 0,639
ES0312867056 BTN BANCAJA 11-D VBLE 04/2050 Interés            20.000.000,00                          200,00                     143.527,20                               717,64 0,717636 2,839
ES0312867064 BTN BANCAJA 11-E VBLE 04/2050 Interés            22.900.000,00                          229,00                     222.224,81                               970,41 0,970414 3,839
ES0312887005 BTN BANCAJA 8-A VBLE 10/2037 Interés          168.466.981,97                    15.617,00                                     -                                         -   0 0
ES0312887013 BTN BANCAJA 8-B VBLE 10/2037 Interés            60.200.000,00                          602,00                       10.500,08                                 17,44 0,017442 0,069
ES0312887021 BTN BANCAJA 8-C VBLE 10/2037 Interés            14.900.000,00                          149,00                       10.884,90                                 73,05 0,073053 0,289
ES0312887039 BTN BANCAJA 8-D VBLE 10/2037 Interés            13.200.000,00                          132,00                       53.019,65                               401,66 0,401664 1,589
ES0312887047 BTN BANCAJA 8-E VBLE 10/2037 Interés            28.100.002,49                          301,00                     237.171,05                               787,94 0,844025 3,339
ES0338013016 BTN FONCAIXA G.4-AG VBLE 03/2049 Interés            36.441.258,00                      3.260,00                                     -                                         -   0 0
ES0338013024 BTN FONCAIXA G.4-B VBLE 03/2049 Interés              7.565.011,20                            96,00                         1.702,05                                 17,73 0,022499 0,089
ES0338013032 BTN FONCAIXA G.4-C VBLE 03/2049 Interés              5.673.758,40                            72,00                         6.296,40                                 87,45 0,110974 0,439
ES0338013040 BTN FONCAIXA G.4-D VBLE 03/2049 Interés              5.193.879,60                            60,00                       33.334,22                               555,57 0,641798 2,539
ES0338013057 BTN FONCAIXA G.4-E VBLE 03/2049 Interés              5.043.292,80                            60,00                       48.940,82                               815,68 0,970414 3,839
ES0338451000 BTN TDA IBERCA 2-A VBLE 10/2042 Interés          143.752.759,83                      8.703,00                                     -                                         -   0 0
ES0338451018 BTN TDA IBERCA 2-B VBLE 10/2042 Interés              6.836.795,33                          193,00                         1.883,67                                   9,76 0,027552 0,109
ES0338451026 BTN TDA IBERCA 2-C VBLE 10/2042 Interés              2.231.700,03                            63,00                         1.743,14                                 27,67 0,078108 0,309
ES0338451034 BTN TDA IBERCA 2-D VBLE 10/2042 Interés              1.452.376,21                            41,00                         4.915,84                               119,90 0,338469 1,339
ES0338451042 BTN TDA IBERCA 2-E VBLE 10/2042 Interés              3.231.764,55                            45,00                       27.276,90                               606,15 0,844025 3,339
ES0377978038 BTN TDA-14 MIXTO-B1 VBLE 10/2020 Interés            14.437.011,49                          187,00                       17.845,30                                 95,43 0,123608 0,489
ES0377978053 BTN TDA-14 MIXTO-BN VBLE 10/2020 Interés              5.355.032,31                            81,00                         6.619,25                                 81,72 0,123608 0,489
ES0377981008 BTN TDA-20 MIXTO-A1 VBLE 04/2036 Interés            23.698.240,92                      2.971,00                             538,90                                   0,18 0,002274 0,009
ES0377981016 BTN TDA-20 MIXTO-B1 VBLE 04/2036 Interés              7.900.000,00                            79,00                         5.771,11                                 73,05 0,073052 0,289
ES0377981024 BTN TDA-20 MIXTO-A2 VBLE 04/2036 Interés              4.185.783,36                      1.056,00                             306,82                                   0,29 0,00733 0,029
ES0377981032 BTN TDA-20 MIXTO-B2 VBLE 04/2036 Interés            10.400.000,00                          104,00                       10.226,32                                 98,33 0,09833 0,389
ES0377992005 BTN TDA CAM 5-A VBLE 10/2043 Interés          325.932.206,40                    19.440,00                                     -                                         -   0 0
ES0377992013 BTN TDA CAM 5-B VBLE 10/2043 Interés            56.000.000,00                          560,00                       26.754,00                                 47,78 0,047775 0,189
ES0413307069 CH  BANKIA-1 VBLE 05/2023 Interés      2.500.000.000,00                    25.000,00                 1.920.275,00                                 76,81 0,076811 0,892
ES0413307077 CH  BANKIA-2 VBLE 05/2027 Interés      2.500.000.000,00                    25.000,00                 1.920.275,00                                 76,81 0,076811 0,892
ES0413307085 CH  BANKIA-3 VBLE 05/2028 Interés      2.500.000.000,00                    25.000,00                 1.920.275,00                                 76,81 0,076811 0,892
ES0413307150 CH  BANKIA-1 VBLE 01/2027 Interés          475.000.000,00                      4.750,00                     432.250,00                                 91,00 0,091 0,18
ES0413676026 CH  BANKOA-  VBLE 01/2021 Interés            35.000.000,00                          350,00                     339.644,55                               970,41 0,970413 3,839
ES0413679384 CH  BANKINTER-I VBLE 04/2027 Interés      1.000.000.000,00                    10.000,00                 1.109.690,00                               110,97 0,110969 0,439
ES0413860521 CH  B. SABADELL-I VBLE 01/2024 Interés          550.000.000,00                      5.500,00                     888.387,50                               161,52 0,161525 0,639
ES0468675014 CH  LIBERBANK-  VBLE 07/2024 Interés      2.000.000.000,00                    20.000,00                     955.500,00                                 47,78 0,047775 0,189
28/07/2020 ES0000107195 AUT C. ARAGON-  VBLE 01/2025 Interés            54.000.000,00                    54.000,00                     168.440,58                                   3,12 0,311927 0,617
ES0244251007 OS  IBERCAJA BAN-Sb VBLE 07/2025 Interés          140.400.000,00                      1.404,00                 7.020.000,00                           5.000,00 5 5
ES0305194005 BTN AUT ABS SP L-A VBLE 12/2032 Interés          103.481.726,04                      6.372,00                         2.166,91                                   0,34 0,002094 0,026
ES0305194013 BTN AUT ABS SP L-B 2,000 12/2032 Interés            52.900.000,00                          529,00                       88.166,67                               166,67 0,166667 2
ES0305194021 BTN AUT ABS SP L-C 3,000 12/2032 Interés            29.900.000,00                          299,00                       74.750,00                               250,00 0,25 3
ES0305194039 BTN AUT ABS SP L-D 4,000 12/2032 Interés              3.166.793,22                            62,00                       10.555,98                               170,26 0,333333 4
ES0305370001 BTN AUT ABS S 18-A VBLE 06/2029 Interés          508.234.355,20                      5.720,00                                     -                                         -   0 0
ES0305370019 BTN AUT ABS S 18-B 2,000 06/2029 Interés            48.000.000,00                          480,00                       80.000,00                               166,67 0,166667 2
ES0313252001 BTN PENEDÉS 1TDA-A VBLE 01/2043 Interés          162.992.640,00                      9.500,00                                     -                                         -   0 0
ES0313252019 BTN PENEDÉS 1TDA-B VBLE 01/2043 Interés            11.353.340,50                          290,00                         3.960,39                                 13,66 0,034883 0,138
ES0313252027 BTN PENEDÉS 1TDA-C VBLE 01/2043 Interés              8.221.384,50                          210,00                         7.439,86                                 35,43 0,090494 0,358
ES03138602X5 BS  B. SABADELL-5 VBLE 07/2022 Interés            26.800.000,00                          268,00                       40.646,49                               151,67 0,151666 0,6
ES0338454020 BTN TDA PAST C 1-C VBLE 01/2021 Interés              5.520.784,22                          106,00                         5.693,75                                 53,71 0,103133 0,408
ES0347598007 BTN PENEDÉS 2TDA-A VBLE 10/2045 Interés          136.284.602,49                      7.263,00                       37.204,33                                   5,12 0,027299 0,108
ES0347598015 BTN PENEDÉS 2TDA-B VBLE 10/2045 Interés              3.201.222,24                            72,00                         3.301,52                                 45,85 0,103133 0,408
ES0347598023 BTN PENEDÉS 2TDA-C VBLE 10/2045 Interés              7.336.134,30                          165,00                       28.891,68                               175,10 0,393827 1,558
ES0377930005 BTN TDA-28-A VBLE 10/2050 Interés          199.375.858,80                      4.140,00                         4.031,38                                   0,97 0,002022 0,008
ES0377930013 BTN TDA-28-B VBLE 10/2050 Interés            11.700.000,00                          117,00                         2.898,32                                 24,77 0,024772 0,098
ES0377930021 BTN TDA-28-C VBLE 10/2050 Interés              9.000.000,00                            90,00                         5.186,97                                 57,63 0,057633 0,228
ES0377930039 BTN TDA-28-D VBLE 10/2050 Interés              7.200.000,00                            72,00                       11.065,54                               153,69 0,153688 0,608
ES0377930047 BTN TDA-28-E VBLE 10/2050 Interés              8.100.000,00                            81,00                       57.493,80                               709,80 0,7098 2,808
ES0377930054 BTN TDA-28-F VBLE 10/2050 Interés              1.350.000,00                            27,00                       21.526,05                               797,26 1,594522 6,308
ES0377953015 BTN TDA-26 MIXTO-12 VBLE 01/2049 Interés            95.781.572,92                      6.364,00                                     -                                         -   0 0
ES0377953023 BTN TDA-26 MIXTO-1B VBLE 01/2049 Interés              9.656.370,36                          182,00                         3.856,56                                 21,19 0,039938 0,158
ES0377953031 BTN TDA-26 MIXTO-1C VBLE 01/2049 Interés              3.077.050,68                            54,00                         2.395,64                                 44,36 0,077855 0,308
ES0377953049 BTN TDA-26 MIXTO-1D VBLE 01/2049 Interés              6.200.000,00                            62,00                       51.843,66                               836,19 0,836188 3,308
ES0377953056 BTN TDA-26 MIXTO-2A VBLE 01/2049 Interés            20.032.273,71                          701,00                                     -                                         -   0 0
ES0377953064 BTN TDA-26 MIXTO-2B VBLE 01/2049 Interés              3.054.735,46                            49,00                         1.374,45                                 28,05 0,044994 0,178
ES0377953072 BTN TDA-26 MIXTO-2C VBLE 01/2049 Interés              1.125.000,07                            19,00                         6.563,37                               345,44 0,583411 2,308
ES0377955002 BTN TDA CAM 9-A1 VBLE 04/2050 Interés            29.219.375,00                      2.500,00                                     -                                         -   0 0
ES0377955010 BTN TDA CAM 9-A2 VBLE 04/2050 Interés          201.594.248,40                      9.435,00                                     -                                         -   0 0
ES0377955028 BTN TDA CAM 9-A3 VBLE 04/2050 Interés            67.443.107,00                      2.300,00                         1.363,70                                   0,59 0,002022 0,008
ES0377955036 BTN TDA CAM 9-B VBLE 04/2050 Interés            48.000.000,00                          480,00                       25.236,96                                 52,58 0,052577 0,208
ES0377955044 BTN TDA CAM 9-C VBLE 04/2050 Interés            28.500.000,00                          285,00                       40.199,25                               141,05 0,14105 0,558
ES0377955051 BTN TDA CAM 9-D VBLE 04/2050 Interés            15.000.000,00                          150,00                     125.428,20                               836,19 0,836188 3,308
ES0377993029 BTN TDA CAM 6-A3 VBLE 04/2044 Interés          208.448.308,80                      7.520,00                                     -                                         -   0 0
ES0377993037 BTN TDA CAM 6-B VBLE 04/2044 Interés            50.000.000,00                          500,00                         9.858,00                                 19,72 0,019716 0,078
29/07/2020 BE6248483347 BON DP BELGICA-  VBLE 01/2027 Interés          101.000.000,00                      2.020,00                       35.231,83                                 17,44 0,034883 0,069
BE6254422569 BON DP BELGICA-  3,500 07/2053 Interés            50.000.000,00                          500,00                 1.750.000,00                           3.500,00 3,5 3,5
BE6254423575 BON DP BELGICA-  3,520 07/2053 Interés            50.000.000,00                          500,00                 1.760.000,00                           3.520,00 3,52 3,52
ES0000102162 AUT C. MURCIA-  VBLE 07/2031 Interés            25.000.000,00                          250,00                 1.325.000,00                           5.300,00 5,3 5,3
ES0213679DE0 OS  BANKINTER-49 VBLE 04/2023 Interés              1.800.000,00                            36,00                         2.222,21                                 61,73 0
ES0213679HJ0 OS  BANKINTER-73 VBLE 07/2024 Interés              3.100.000,00                            31,00                         3.827,14                               123,46 0
ES0213679HQ5 OS  BANKINTER-78 VBLE 07/2024 Interés                  700.000,00                            28,00                             864,19                                 30,86 0
ES0213679Y01 OS  BANKINTER-62 VBLE 04/2022 Interés              3.850.000,00                            77,00                         4.753,06                                 61,73 0
ES0313679B06 BS  BANKINTER-126 VBLE 07/2020 Interés              1.100.000,00                            11,00                         1.358,02                               123,46 0
ES0313679B06 BS  BANKINTER-126 VBLE 07/2020 Amortización              1.100.000,00                            11,00                 1.100.000,00                       100.000,00 100 0
ES0313679H34 BS  BANKINTER-97 VBLE 07/2021 Interés                  600.000,00                              6,00                             740,74                               123,46 0
30/07/2020 ES00000120N0 OBL TESORO PÚBLICO-  4,900 07/2040 Interés    18.802.496.000,00            18.802.496,00             921.322.304,00                                 49,00 4,9 4,9
ES00000121S7 OBL TESORO PÚBLICO-  4,700 07/2041 Interés    20.381.584.000,00            20.381.584,00             957.934.448,00                                 47,00 4,7 4,7
ES00000122E5 OBL TESORO PÚBLICO-  FIJO 07/2025 Interés    22.903.295.000,00            22.903.295,00         1.065.003.217,50                                 46,50 4,65 4,65
ES00000123C7 OBL TESORO PÚBLICO-  5,900 07/2026 Interés    23.424.743.000,00            23.424.743,00         1.382.059.837,00                                 59,00 5,9 5,9
ES0000012411 OBL TESORO PÚBLICO-  FIJO 07/2032 Interés    22.880.262.000,00            22.880.262,00         1.315.615.065,00                                 57,50 5,75 5,75
ES0000012650 CUP TESORO PÚBLICO-  DESC 07/2020 Amortización          693.543.900,00          693.543.900,00             693.543.900,00                                   1,00 100 0
ES00000127A2 OBL TESORO PÚBLICO-  1,950 07/2030 Interés    22.987.184.000,00            22.987.184,00             448.250.088,00                                 19,50 1,95 1,95
ES00000127H7 BON TESORO PÚBLICO-  1,150 07/2020 Interés    19.079.186.000,00            19.079.186,00             219.410.639,00                                 11,50 1,15 1,15
ES00000127H7 BON TESORO PÚBLICO-  1,150 07/2020 Amortización    19.079.186.000,00            19.079.186,00       19.079.186.000,00                           1.000,00 100 1,15
ES00000127I5 PRL TESORO PÚBLICO-  DESC 07/2020 Amortización            37.000.000,00                          370,00               37.000.000,00                       100.000,00 100 0
ES00000127N5 CUP TESORO PÚBLICO-  DESC 07/2020 Amortización            28.001.050,00            28.001.050,00               28.001.050,00                                   1,00 100 0
ES00000128B8 BON TESORO PÚBLICO-  0,750 07/2021 Interés    21.979.319.000,00            21.979.319,00             164.844.892,50                                   7,50 0,75 0,75
ES00000128E2 OBL TESORO PÚBLICO-  3,450 07/2066 Interés    13.350.676.000,00            13.350.676,00             460.598.322,00                                 34,50 3,45 3,45
ES00000128Q6 OBL TESORO PÚBLICO-  2,350 07/2033 Interés    19.206.619.000,00            19.206.619,00             451.355.546,50                                 23,50 2,35 2,35
ES0000012B62 BON TESORO PÚBLICO-  0,350 07/2023 Interés    21.184.643.000,00            21.184.643,00               74.146.250,50                                   3,50 0,35 0,35
ES0000012B88 OBL TESORO PÚBLICO-  1,400 07/2028 Interés    21.159.457.000,00            21.159.457,00             296.232.398,00                                 14,00 1,4 1,4
ES0000012E69 OBL TESORO PÚBLICO-  1,850 07/2035 Interés    15.134.795.000,00            15.134.795,00             279.993.707,50                                 18,50 1,85 1,85
ES0000012E85 BON TESORO PÚBLICO- 0,250 07/2024 Interés    16.242.784.000,00            16.242.784,00               40.606.960,00                                   2,50 0,25 0,25
ES0000012G26 OBL TESORO PÚBLICO-  0,800 07/2027 Interés    12.196.751.000,00            12.196.751,00               32.258.089,01                                   2,64 0,264481 0,8
ES0000099160 AUT J.EXTREMADURA-  5,500 07/2032 Interés            23.000.000,00                    23.000,00                 1.265.000,00                                 55,00 5,5 5,5
ES0000101859 AUT COM.MADRID-  2,738 07/2033 Interés          210.000.000,00                  210.000,00                 5.749.800,00                                 27,38 2,738 2,738
ES0000101966 AUT COM.MADRID-  0,827 07/2027 Interés          700.000.000,00                  700.000,00                 1.316.403,20                                   1,88 0,188058 0,827
ES0001350216 AUT C.CAS MANCHA-  5,800 01/2021 Interés            15.000.000,00                          150,00                       72.499,95                               483,33 0,483333 5,8
ES0305067060 BS  BBVA GLOBAL-8 VBLE 07/2020 Interés            10.000.000,00                          100,00                       12.345,60                               123,46 0
ES0305067060 BS  BBVA GLOBAL-8 VBLE 07/2020 Amortización            10.000.000,00                          100,00               10.000.000,00                       100.000,00 100 0
ES0413790280 CH  B. POPULAR-  VBLE 09/2026 Interés          400.000.000,00                      4.000,00                 1.534.864,00                               383,72 0,383716 1,518
ES0413790298 CH  B. POPULAR-  VBLE 10/2027 Interés          500.000.000,00                      5.000,00                 2.234.555,00                               446,91 0,446911 1,768
ES0413790306 CH  B. POPULAR-  VBLE 11/2028 Interés      1.500.000.000,00                    15.000,00                 7.651.575,00                               510,10 0,510105 2,018
ES0415462037 CH  CAJA LABORAL-  VBLE 10/2020 Interés            75.000.000,00                          750,00                     998.724,75                           1.331,63 1,331633 5,268
PTVAAAOM0001 BS  VISTA ALEGRE-A 4,500 10/2024 Interés            45.000.000,00                          450,00                 1.012.500,00                           2.250,00 2,25 4,5
31/07/2020 ES0001350224 AUT C.CAS MANCHA-  6,000 01/2021 Interés            27.000.000,00                          540,00                     135.000,00                               250,00 0,5 6
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Interés            38.518.463,16                          455,00                     134.814,62                               296,55 0,35 4,2
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Amortización            38.518.463,16                          455,00                     116.325,76                               255,88 0,302 4,2
ES0340609744 BS  CAIXABANK-I VBLE 07/2020 Interés              9.900.000,00                            99,00                       12.222,14                               123,46 0
ES0340609744 BS  CAIXABANK-I VBLE 07/2020 Amortización              9.900.000,00                            99,00                 9.900.000,00                       100.000,00 100 0
ES0413770100 CH  BANCO PASTOR-  4,550 07/2020 Interés            40.000.000,00                          400,00                 1.820.000,00                           4.550,00 4,55 4,55
ES0413770100 CH  BANCO PASTOR-  4,550 07/2020 Amortización            40.000.000,00                          400,00               40.000.000,00                       100.000,00 100 4,55
ES0414400087 CH  C.A.MEDITERR-  4,600 07/2020 Interés            30.000.000,00                          600,00                 1.380.000,00                           2.300,00 4,6 4,6
ES0414400087 CH  C.A.MEDITERR-  4,600 07/2020 Amortización            30.000.000,00                          600,00               30.000.000,00                         50.000,00 100 4,6
ES0414840415 CH  C.CATALUNYA-  5,150 07/2020 Interés            50.000.000,00                      1.000,00                 2.575.000,00                           2.575,00 5,15 5,15
ES0414840415 CH  C.CATALUNYA-  5,150 07/2020 Amortización            50.000.000,00                      1.000,00               50.000.000,00                         50.000,00 100 5,15
ES0414954174 CH  IBERCAJA-  4,500 07/2020 Interés          100.000.000,00                      2.000,00                 4.500.000,00                           2.250,00 4,5 4,5
ES0414954174 CH  IBERCAJA-  4,500 07/2020 Amortización          100.000.000,00                      2.000,00             100.000.000,00                         50.000,00 100 4,5
ES0414958142 CH  CAIXANOVA-  4,900 07/2020 Interés            50.000.000,00                      1.000,00                 2.450.000,00                           2.450,00 4,9 4,9
ES0414958142 CH  CAIXANOVA-  4,900 07/2020 Amortización            50.000.000,00                      1.000,00               50.000.000,00                         50.000,00 100 4,9
IT0003621460 BON DP ITALIA-  5,125 07/2024 Interés      3.250.000.000,00              3.250.000,00             166.562.500,00                                 51,25 5,125 5,125
IT0003685093 BON DP ITALIA-  5,200 07/2034 Interés      2.200.000.000,00              2.200.000,00             114.400.000,00                                 52,00 5,2 5,2
01/08/2020 IT0003256820 BON DP ITALIA-  5,750 02/2033 Interés    18.761.000.000,00            18.761.000,00             539.378.750,00                                 28,75 2,875 5,75
IT0003535157 BON DP ITALIA-  5,000 08/2034 Interés    25.110.921.000,00            25.110.921,00             627.773.025,00                                 25,00 2,5 5
IT0003934657 BON DP ITALIA-  4,000 02/2037 Interés    27.220.798.000,00            27.220.798,00             544.415.960,00                                 20,00 2 4
IT0004009673 BON DP ITALIA-  3,750 08/2021 Interés    28.148.325.000,00            28.148.325,00             527.781.093,75                                 18,75 1,875 3,75
IT0004286966 BON DP ITALIA-  5,000 08/2039 Interés    20.520.265.000,00            20.520.265,00             513.006.625,00                                 25,00 2,5 5
IT0004356843 BON DP ITALIA-  4,750 08/2023 Interés    24.799.152.000,00            24.799.152,00             588.979.860,00                                 23,75 2,375 4,75
IT0005274805 BON DP ITALIA-  2,050 08/2027 Interés    12.809.128.000,00            12.809.128,00             131.293.562,00                                 10,25 1,025 2,05
IT0005277444 BON DP ITALIA-  0,900 08/2022 Interés    11.216.448.000,00            11.216.448,00               50.474.016,00                                   4,50 0,45 0,9
IT0005323032 BON DP ITALIA-  2,000 02/2028 Interés      5.462.736.000,00              5.462.736,00               54.627.360,00                                 10,00 1 2
IT0005365165 BON DP ITALIA-  3,000 08/2029 Interés      4.000.000.000,00              4.000.000,00               60.000.000,00                                 15,00 1,5 3
IT0005386245 BON DP ITALIA-  0,350 02/2025 Interés      3.750.000.000,00              3.750.000,00                 6.562.500,00                                   1,75 0,175 0,35
IT0005403396 BON DP ITALIA-  0,950 08/2030 Interés      4.000.000.000,00              4.000.000,00               16.076.000,00                                   4,02 0,4019 0,95
02/08/2020 ES0413980022 CH  B.VALENCIA-  VBLE 08/2027 Interés          150.000.000,00                      3.000,00                 1.375.782,00                               458,59 0,917188 3,589
PTOTVKOE0002 BON DP PORTUGAL-  VBLE 08/2022 Interés      1.200.000.000,00              1.200.000,00                 9.706.656,00                                   8,09 0,808888 1,6
03/08/2020 ES0213679FB1 OS  BANKINTER-131 VBLE 11/2023 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0413211477 CT  B.B.V.A-  VBLE 08/2023 Interés          200.000.000,00                      2.000,00                     828.604,00                               414,30 0,414302 1,639
ES0413679343 CH  BANKINTER-IV 0,875 08/2022 Interés      1.000.000.000,00                    10.000,00                 8.750.000,00                               875,00 0,875 0,875
ES0413679459 CH  BANKINTER-III VBLE 11/2026 Interés      1.200.000.000,00                    12.000,00                                     -                                         -   0 0
04/08/2020 ES0000107229 AUT C. ARAGON-  5,100 10/2020 Interés            25.000.000,00                          500,00                     106.250,00                               212,50 0,425 5,1
ES0213679AL1 OS  BANKINTER-119 VBLE 08/2022 Interés                  840.000,00                            84,00                         1.037,03                                 12,35 0
ES0413860448 CH  B. SABADELL-  VBLE 05/2023 Interés          250.000.000,00                      2.500,00                                     -                                         -   0 0
XS0224366608 BON DP AUSTRIA-  VBLE 08/2025 Interés          102.000.000,00                  102.000,00                     212.453,76                                   2,08 0,208288 0,412
05/08/2020 ES0213679EE8 OS  BANKINTER-95 VBLE 08/2023 Interés                  300.000,00                            24,00                             370,37                                 15,43 0
ES0213679EH1 OS  BANKINTER-100 VBLE 08/2023 Interés              1.300.000,00                            52,00                         1.604,93                                 30,86 0
ES0213679GO2 OS  BANKINTER-40 VBLE 05/2024 Interés                  600.000,00                              5,00                             740,74                               142,99 0
ES0213679HU7 OS  BANKINTER-82 VBLE 08/2024 Interés                  850.000,00                            17,00                         1.049,38                                 61,73 0
ES0213679P28 OS  BANKINTER-83 VBLE 08/2021 Interés                  352.500,00                            47,00                             435,18                                   9,26 0
ES0413307101 CH  BANKIA-2 1,125 08/2022 Interés      1.250.000.000,00                    12.500,00               14.062.500,00                           1.125,00 1,125 1,125
06/08/2020 ES0213679B40 OS  BANKINTER-136 VBLE 08/2020 Interés              1.750.000,00                          280,00                         2.160,48                                   7,72 0
ES0213679B40 OS  BANKINTER-136 VBLE 08/2020 Amortización              1.750.000,00                          280,00                     437.500,00                           1.562,50 25 0
10/08/2020 ES0213211222 OS  B.B.V.A-33 VBLE 08/2020 Interés                    77.155,47                          189,00                             917,04                                   4,85 1,188561 2,351
ES0213211222 OS  B.B.V.A-33 VBLE 08/2020 Amortización                    77.155,47                          189,00                         6.429,62                                 34,02 8,333333 2,351
ES0213790068 OS  B. POPULAR-33 VBLE 08/2020 Interés                  195.765,16                          316,00                         2.382,21                                   7,54 1,216872 2,407
ES0213790068 OS  B. POPULAR-33 VBLE 08/2020 Amortización                  195.765,16                          316,00                       16.313,76                                 51,63 8,333334 2,407
ES0213860218 OS  B. SABADELL-50 VBLE 08/2020 Interés                  383.237,12                          448,00                         4.663,51                                 10,41 1,216872 2,407
ES0213860218 OS  B. SABADELL-50 VBLE 08/2020 Amortización                  383.237,12                          448,00                       31.936,43                                 71,29 8,333334 2,407
ES0214974059 OS  C. TERRASSA-Sb VBLE 08/2021 Interés            50.000.000,00                          500,00                     100.479,00                               200,96 0,200958 0,795
ES0214974067 OS  C. TERRASSA-Sb VBLE 08/2021 Interés            75.000.000,00                          750,00                     150.718,50                               200,96 0,200958 0,795
ES0240609042 OS  CAIXABANK-22 VBLE 08/2020 Interés                  143.820,44                          178,00                         1.750,11                                   9,83 1,216872 2,407
ES0240609042 OS  CAIXABANK-22 VBLE 08/2020 Amortización                  143.820,44                          178,00                       11.985,04                                 67,33 8,333334 2,407
ES0305067839 BS  BBVA GLOBAL-114 VBLE 08/2022 Interés              7.000.000,00                          280,00                       10.616,62                                 37,92 0,151666 0,15
ES0413679285 CH  BANKINTER-  VBLE 05/2023 Interés      1.300.000.000,00                    13.000,00                 7.583.186,00                               583,32 0,583322 2,234
ES0413860141 CH  B. SABADELL-  VBLE 05/2021 Interés          100.000.000,00                      1.000,00                     191.660,00                               191,66 0,19166 0,734
11/08/2020 ES0305067C92 BS  BBVA GLOBAL-176 VBLE 02/2022 Interés              1.750.000,00                            35,00                         2.160,48                                 61,73 0
ES0305067D00 BS  BBVA GLOBAL-177 VBLE 02/2022 Interés              1.250.000,00                            25,00                         1.543,20                                 61,73 0
12/08/2020 ES0213679AK3 OS  BANKINTER-118 VBLE 08/2022 Interés              2.000.000,00                            40,00                         2.469,12                                 61,73 0
ES0213679AR8 OS  BANKINTER-130 VBLE 08/2022 Interés              1.000.000,00                            10,00                         1.234,56                               123,46 0
ES0213679DZ5 OS  BANKINTER-82 VBLE 08/2023 Interés                  501.000,00                          501,00                             618,51                                   1,23 0
ES0213679EI9 OS  BANKINTER-101 VBLE 08/2023 Interés                  225.000,00                            15,00                             277,78                                 18,52 0
ES0213679HL6 OS  BANKINTER-71 VBLE 08/2024 Interés              1.675.000,00                            67,00                         2.067,89                                 30,86 0
ES0213679HM4 OS  BANKINTER-72 VBLE 08/2024 Interés                  350.000,00                            14,00                             432,10                                 30,86 0
ES0305014716 BS  SANT ESPAŃA-81 VBLE 08/2023 Interés            30.100.000,00                    30.100,00                       37.160,26                                   1,23 0
ES0313679D79 BS  BANKINTER-14 VBLE 02/2021 Interés                  750.000,00                            15,00                             925,92                                 61,73 0
ES0313679L53 BS  BANKINTER-74 VBLE 07/2024 Interés            35.000.000,00                    35.000,00                       43.209,60                                   1,23 0
ES0313679L53 BS  BANKINTER-74 VBLE 07/2024 Amortización            35.000.000,00                    35.000,00               31.500.000,00                               900,00 90 0
ES0374268003 BTN RURAL HP XIV-A VBLE 05/2055 Interés            78.947.885,25                      2.025,00                       10.894,81                                   5,38 0,0138 0,054
ES0374268011 BTN RURAL HP XIV-B VBLE 05/2055 Interés            22.500.000,00                          225,00                       14.604,97                                 64,91 0,064911 0,254
PTOTVHOE0007 BON DP PORTUGAL-  VBLE 08/2021 Interés      1.200.000.000,00              1.200.000,00               12.436.656,00                                 10,36 1,036388 2,05
13/08/2020 ES0213679C07 OS  BANKINTER-143 VBLE 08/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679C07 OS  BANKINTER-143 VBLE 08/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
14/08/2020 ES0213679JL2 OS  BANKINTER-4 VBLE 02/2025 Interés              4.800.000,00                            96,00                         5.925,89                                 61,73 0
ES0213679JQ1 OS  BANKINTER-15 VBLE 02/2025 Interés                  500.000,00                            10,00                             617,28                                 61,73 0
ES0213860317 OS  B. SABADELL-6 VBLE 11/2025 Interés              2.500.000,00                            25,00                         9.583,32                               383,33 0,383333 1,5
ES0313679O76 BS  BANKINTER-6 VBLE 02/2023 Interés                  900.000,00                            18,00                         1.111,10                                 61,73 0
ES0313679P00 BS  BANKINTER-9 VBLE 02/2021 Interés                  550.000,00                            12,00                             679,01                                 56,27 0
ES0313679P18 BS  BANKINTER-10 VBLE 02/2022 Interés                  850.000,00                            17,00                         1.049,38                                 61,73 0
ES03138603B9 BS  B. SABADELL-5 VBLE 11/2023 Interés              1.000.000,00                            10,00                         2.811,11                               281,11 0,281111 1,1
ES0413211840 CH  B.B.V.A-  VBLE 05/2025 Interés      2.000.000.000,00                    20.000,00                                     -                                         -   0 0
ES0414970501 CH  LA CAIXA-  VBLE 05/2021 Interés          175.000.000,00                      1.750,00                     337.652,00                               192,94 0,192944 0,755
15/08/2020 DE0001102325 BON DP ALEMANIA-  2,000 08/2023 Interés    18.000.000.000,00            18.000.000,00             360.000.000,00                                 20,00 2 2
DE0001102341 BON DP ALEMANIA-  2,500 08/2046 Interés    23.000.000.000,00            23.000.000,00             575.000.000,00                                 25,00 2,5 2,5
DE0001102366 BON DP ALEMANIA-  1,000 08/2024 Interés    18.000.000.000,00            18.000.000,00             180.000.000,00                                 10,00 1 1
DE0001102382 BON DP ALEMANIA-  1,000 08/2025 Interés    23.000.000.000,00            23.000.000,00             230.000.000,00                                 10,00 1 1
DE0001102408 BON DP ALEMANIA-  0,000 08/2026 Interés    25.000.000.000,00            25.000.000,00                                     -                                         -   0 0
DE0001102424 BON DP ALEMANIA-  0,500 08/2027 Interés    11.000.000.000,00            11.000.000,00               55.000.000,00                                   5,00 0,5 0,5
DE0001102432 BON DP ALEMANIA-  1,250 08/2048 Interés      4.000.000.000,00              4.000.000,00               50.000.000,00                                 12,50 1,25 1,25
DE0001102457 BON DP ALEMANIA-  0,250 08/2028 Interés      4.000.000.000,00              4.000.000,00               10.000.000,00                                   2,50 0,25 0,25
DE0001102473 BON DP ALEMANIA-  0,000 08/2029 Interés      4.000.000.000,00              4.000.000,00                                     -                                         -   0 0
DE0001102481 BON DP ALEMANIA-  0,000 08/2050 Interés      2.000.000.000,00              2.000.000,00                                     -                                         -   0 0
ES0000107237 AUT C. ARAGON-  5,100 11/2020 Interés            25.000.000,00                          500,00                     106.250,00                               212,50 0,425 5,1
ES0205238001 OS  PSP6-  3,750 12/2037 Interés            38.836.908,88                          451,00                     121.365,34                               269,10 0,3125 3,75
ES0205238001 OS  PSP6-  3,750 12/2037 Amortización            38.836.908,88                          451,00                     128.161,80                               284,17 0,33 3,75
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Interés              8.299.391,76                            92,00                       28.699,30                               311,95 0,3458 4,15
ES0205316005 OS  SOL CASIOPEA-  4,150 09/2040 Amortización              8.299.391,76                            92,00                       26.558,05                               288,67 0,32 4,15
IT0005218968 BON DP ITALIA-  VBLE 02/2024 Interés    14.956.168.000,00            14.956.168,00               29.715.363,27                                   1,99 0,198683 0,349
IT0005413684 BON DP ITALIA-  0,300 08/2023 Interés      5.000.000.000,00              5.000.000,00                 2.515.000,00                                   0,50 0,0503 0,3
17/08/2020 ES0305067979 BS  BBVA GLOBAL-134 VBLE 02/2021 Interés              5.000.000,00                            50,00                         6.172,80                               123,46 0
ES0305132005 BTN BBVA RMBS 16-  VBLE 08/2064 Interés          956.368.358,40                    13.440,00                     597.118,15                                 44,43 0,062436 0,247
ES0305217004 BTN BBVA RMBS 17-  VBLE 08/2066 Interés      1.204.088.212,80                    15.840,00                     143.057,72                                   9,03 0,011881 0,047
ES0305289003 BTN SANT PYME 13-A VBLE 05/2043 Interés          267.005.845,80                    22.545,00                       31.720,29                                   1,41 0,01188 0,047
ES0305289011 BTN SANT PYME 13-B VBLE 05/2043 Interés          445.500.000,00                      4.455,00                     278.152,38                                 62,44 0,062436 0,247
ES0305289029 BTN SANT PYME 13-C VBLE 05/2043 Interés            81.880.956,00                      1.350,00                       82.169,18                                 60,87 0,100352 0,397
ES0312302013 BTH AYT.GEN.H11-A2 VBLE 11/2040 Interés          336.672.000,00                    18.000,00                                     -                                         -   0 0
ES0312302021 BTH AYT.GEN.H11-B VBLE 11/2040 Interés            10.954.620,00                          360,00                         1.301,52                                   3,62 0,011881 0,047
ES0312302039 BTH AYT.GEN.H11-C VBLE 11/2040 Interés            10.224.312,00                          336,00                         8.968,15                                 26,69 0,087714 0,347
ES0312302047 BTH AYT.GEN.H11-D VBLE 11/2040 Interés              7.303.080,00                          240,00                       41.480,91                               172,84 0,567992 2,247
ES0312344015 BTH AYT.GEN.H8-A2 VBLE 05/2039 Interés          376.914.195,00                    31.500,00                                     -                                         -   0 0
ES0312344023 BTH AYT.GEN.H8-B VBLE 05/2039 Interés              9.046.716,00                          420,00                                     -                                         -   0 0
ES0312344031 BTH AYT.GEN.H8-C VBLE 05/2039 Interés              9.046.716,00                          420,00                         4.962,40                                 11,82 0,054853 0,217
ES0312344049 BTH AYT.GEN.H8-D VBLE 05/2039 Interés              9.046.716,00                          420,00                       39.950,57                                 95,12 0,441603 1,747
ES03138603H6 BS  B. SABADELL-4 VBLE 05/2024 Interés          120.000.000,00                      1.200,00                     108.726,00                                 90,60 0,090605 0,347
ES0323977001 BTN RURAL HP XV-A VBLE 05/2058 Interés          239.840.136,00                      4.761,00                       28.495,41                                   5,99 0,011881 0,047
ES0323977019 BTN RURAL HP XV-B VBLE 05/2058 Interés            52.900.000,00                          529,00                       33.028,64                                 62,44 0,062436 0,247
ES0336105004 BTN SANT HIPOT 8-A VBLE 11/2054 Interés          232.673.088,00                      6.400,00                     233.492,10                                 36,48 0,100352 0,397
ES0336105012 BTN SANT HIPOT 8-B VBLE 11/2054 Interés          160.000.000,00                      1.600,00                     302.120,00                               188,82 0,188825 0,747
ES0336105020 BTN SANT HIPOT 8-C VBLE 11/2054 Interés            28.100.000,00                          281,00                       28.198,91                               100,35 0,100352 0,397
ES0370150007 BTH AYT.GEN. H4-A VBLE 05/2036 Interés            93.593.592,80                      7.760,00                                     -                                         -   0 0
ES0370150015 BTH AYT.GEN. H4-B VBLE 05/2036 Interés              5.974.058,40                          240,00                         3.729,96                                 15,54 0,062436 0,247
ES0374274019 BTN RURAL HP IX-A2 VBLE 02/2050 Interés          110.751.973,49                    10.217,00                                     -                                         -   0 0
ES0374274027 BTN RURAL HP IX-A3 VBLE 02/2050 Interés          210.000.000,00                      2.100,00                                     -                                         -   0 0
ES0374274035 BTN RURAL HP IX-B VBLE 02/2050 Interés            13.836.936,72                          293,00                         2.343,42                                   8,00 0,016936 0,067
ES0374274043 BTN RURAL HP IX-C VBLE 02/2050 Interés            13.838.100,90                          285,00                         9.339,61                                 32,77 0,067492 0,267
ES0374274050 BTN RURAL HP IX-D VBLE 02/2050 Interés              5.730.553,50                          105,00                       25.306,30                               241,01 0,441603 1,747
ES0374274068 BTN RURAL HP IX-E VBLE 02/2050 Interés              7.500.000,00                          300,00                       71.036,85                               236,79 0,947158 3,747
ES0413679400 CH  BANKINTER-I VBLE 11/2027 Interés      1.000.000.000,00                    10.000,00                     222.440,00                                 22,24 0,022244 0,088
ES0413790330 CH  B. POPULAR-1 VBLE 02/2026 Interés      1.000.000.000,00                    10.000,00                 5.657.160,00                               565,72 0,565716 2,238
18/08/2020 ES0000101750 AUT COM.MADRID-  1,785 08/2031 Interés            48.000.000,00                    48.000,00                       85.680,00                                   1,78 0,1785 1,785
ES0305034003 BTN RMBS SANT 2-A VBLE 02/2057 Interés      1.211.420.831,06                    23.449,00                     145.503,76                                   6,21 0,012011 0,047
ES0305034011 BTN RMBS SANT 2-B VBLE 02/2057 Interés          655.100.000,00                      6.551,00                     246.094,87                                 37,57 0,037566 0,147
ES0305034029 BTN RMBS SANT 2-C VBLE 02/2057 Interés          142.400.000,00                      1.424,00                       89.885,73                                 63,12 0,063122 0,247
ES0305048003 BTN RMBS SANT 3-A VBLE 11/2064 Interés      2.581.369.087,04                    49.316,00                 2.157.146,89                                 43,74 0,083566 0,327
ES0305048011 BTN RMBS SANT 3-B VBLE 11/2064 Interés      1.568.400.000,00                    15.684,00                 1.511.059,30                                 96,34 0,096344 0,377
ES0305048029 BTN RMBS SANT 3-C VBLE 11/2064 Interés          313.600.000,00                      3.136,00                     318.162,88                               101,46 0,101455 0,397
ES0325636001 BTN SANT HIPOT 9-A VBLE 02/2056 Interés          227.214.329,28                      4.722,00                       27.290,71                                   5,78 0,012011 0,047
ES0325636019 BTN SANT HIPOT 9-B VBLE 02/2056 Interés          177.800.000,00                      1.778,00                       66.792,35                                 37,57 0,037566 0,147
ES0325636027 BTN SANT HIPOT 9-C VBLE 02/2056 Interés            28.600.000,00                          286,00                       18.052,89                                 63,12 0,063122 0,247
XS1192711189 BON DP ITALIA-  VBLE 02/2043 Interés          300.000.000,00                          600,00                     370.368,00                               617,28 1,249
19/08/2020 ES0213679AN7 OS  BANKINTER-123 VBLE 08/2022 Interés              3.000.000,00                            60,00                         3.703,68                                 61,73 0
ES0213679BF1 OS  BANKINTER-155 VBLE 11/2022 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679BG9 OS  BANKINTER-156 VBLE 11/2022 Interés              2.800.000,00                            56,00                         3.456,77                                 61,73 0
ES0213679HH4 OS  BANKINTER-64 VBLE 08/2024 Interés              5.820.000,00                          291,00                         7.185,14                                 24,69 0
ES0213679HH4 OS  BANKINTER-64 VBLE 08/2024 Amortización              5.820.000,00                          291,00                 5.238.000,00                         18.000,00 90 0
ES0213679HO0 OS  BANKINTER-75 VBLE 08/2024 Interés              1.300.000,00                            26,00                         1.604,93                                 61,73 0
ES0213679HO0 OS  BANKINTER-75 VBLE 08/2024 Amortización              1.300.000,00                            26,00                     975.000,00                         37.500,00 75 0
ES0305069009 BTN BBVA RMBS 15-A VBLE 05/2058 Interés      2.147.165.080,00                    32.800,00                 1.305.948,74                                 39,82 0,060822 0,238
ES0313679B48 BS  BANKINTER-133 VBLE 08/2020 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0313679B48 BS  BANKINTER-133 VBLE 08/2020 Amortización                  500.000,00                              5,00                     500.000,00                       100.000,00 100 0
ES0313679F51 BS  BANKINTER-59 VBLE 05/2021 Interés              1.950.000,00                            39,00                         2.407,39                                 61,73 0
ES0313679J81 BS  BANKINTER-12 VBLE 02/2022 Interés              1.650.000,00                            33,00                         2.037,02                                 61,73 0
20/08/2020 ES0213679C49 OS  BANKINTER-148 VBLE 08/2020 Interés              1.237.500,00                            99,00                         1.527,77                                 15,43 0
ES0213679C49 OS  BANKINTER-148 VBLE 08/2020 Amortización              1.237.500,00                            99,00                     309.375,00                           3.125,00 25 0
ES0213679C56 OS  BANKINTER-149 VBLE 08/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0213679C56 OS  BANKINTER-149 VBLE 08/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES0213679C98 OS  BANKINTER-152 VBLE 08/2020 Interés                  210.000,00                            21,00                             259,26                                 12,35 0
ES0213679C98 OS  BANKINTER-152 VBLE 08/2020 Amortización                  210.000,00                            21,00                       21.000,00                           1.000,00 10 0
ES0213679G37 OS  BANKINTER-200 VBLE 11/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0305115000 BTN IM BCC CM 1-A VBLE 03/2059 Interés          385.950.630,00                      6.150,00                     476.479,21                                 77,48 0
ES0305115018 BTN IM BCC CM 1-B VBLE 03/2059 Interés          135.000.000,00                      1.350,00                     166.665,60                               123,46 0
ES0305154009 BTN IM SAB PY 10-A VBLE 05/2049 Interés            62.724.885,93                    14.481,00                       75.980,54                                   5,25 0,121133 0,474
ES0305154017 BTN IM SAB PY 10-B VBLE 05/2049 Interés          301.900.000,00                      3.019,00                     481.430,87                               159,47 0,159467 0,624
ES0305213003 BTN SANT CAU 162-A 0,900 09/2033 Interés          552.400.000,00                      5.524,00                 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                          260,00                     136.500,00                               525,00 0,525 2,1
ES0305213029 BTN SANT CAU 162-C 3,100 09/2033 Interés            35.800.000,00                          358,00                     277.450,00                               775,00 0,775 3,1
ES0305213037 BTN SANT CAU 162-D 5,100 09/2033 Interés            19.500.000,00                          195,00                     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                          163,00                     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                          130,00                     357.500,00                           2.750,00 2,75 11
ES0305365001 BTN MAGDALENA 2-  VBLE 08/2057 Interés          120.049.142,90                      1.663,00                 2.715.110,65                           1.632,66 2,261666 8,85
ES0305388003 BTN IM WANNA II-  4,150 03/2027 Interés            23.996.481,08                          286,00                       84.579,44                               295,73 0,352466 4,15
ES0305462006 BTN BBVA RMBS 19-A VBLE 08/2062 Interés      1.744.269.840,00                    18.000,00                 2.153.405,77                               119,63 0,224
ES0314149008 BTN BBVA RMBS 3-A1 VBLE 02/2060 Interés          205.929.240,00                    12.000,00                                     -                                         -   0 0
ES0314149016 BTN BBVA RMBS 3-A2 VBLE 02/2060 Interés          369.076.072,05                      5.955,00                                     -                                         -   0 0
ES0314149032 BTN BBVA RMBS 3-B VBLE 02/2060 Interés          156.000.000,00                      1.560,00                     109.234,32                                 70,02 0,070022 0,274
ES0314149040 BTN BBVA RMBS 3-C VBLE 02/2060 Interés            88.500.000,00                          885,00                     129.819,77                               146,69 0,146689 0,574
ES0314149057 BTN BBVA RMBS 3-A3a VBLE 02/2060 Interés          367.973.496,00                      7.200,00                                     -                                         -   0 0
ES0314149065 BTN BBVA RMBS 3-A3b VBLE 02/2060 Interés          136.206.230,40                      1.440,00                                     -                                         -   0 0
ES0314149073 BTN BBVA RMBS 3-A3c VBLE 02/2060 Interés            63.562.907,52                          672,00                                     -                                         -   0 0
ES0314149081 BTN BBVA RMBS 3-A3d VBLE 02/2060 Interés            27.241.246,08                          288,00                                     -                                         -   0 0
ES0347458004 BTN IM CAJASTU 1-A VBLE 12/2052 Interés          165.804.147,60                      4.920,00                     204.695,17                                 41,60 0
ES0347458012 BTN IM CAJASTU 1-B VBLE 12/2052 Interés          110.536.102,50                      1.230,00                     136.463,45                               110,95 0,097
ES0413900350 CT  SANTANDER-7 VBLE 05/2021 Interés          218.300.000,00                      2.183,00                     208.644,59                                 95,58 0,095577 0,374
ES0413900541 CH  SANTANDER-9 0,403 11/2023 Interés          200.000.000,00                      2.000,00                     201.500,00                               100,75 0,10075 0,403
21/08/2020 ES0205324009 OS  JORGE PORK -A 2,950 02/2025 Interés            25.000.000,00                          250,00                     368.750,00                           1.475,00 1,475 2,95
ES0205324017 OS  JORGE PORK -B 3,100 02/2028 Interés            25.000.000,00                          250,00                     387.500,00                           1.550,00 1,55 3,1
ES0213679C80 OS  BANKINTER-154 VBLE 08/2020 Interés                  260.000,00                            13,00                             320,99                                 24,69 0
ES0213679C80 OS  BANKINTER-154 VBLE 08/2020 Amortización                  260.000,00                            13,00                       52.000,00                           4.000,00 20 0
ES0213679D14 OS  BANKINTER-157 VBLE 08/2020 Interés                  500.000,00                            10,00                             617,28                                 61,73 0
ES0213679D14 OS  BANKINTER-157 VBLE 08/2020 Amortización                  500.000,00                            10,00                     250.000,00                         25.000,00 50 0
ES0213679JT5 OS  BANKINTER-17 VBLE 02/2025 Interés                  500.000,00                              5,00                             617,28                               123,46 0
ES0213679JU3 OS  BANKINTER-18 VBLE 02/2025 Interés              1.550.000,00                            31,00                         1.913,57                                 61,73 0
ES0213679JV1 OS  BANKINTER-19 VBLE 02/2025 Interés                  500.000,00                            10,00                             617,28                                 61,73 0
ES0305259006 BTN DRIVER ESP 4-A VBLE 04/2028 Interés          139.764.273,60                      8.880,00                     172.547,38                                 19,43 0
ES0305259014 BTN DRIVER ESP 4-B VBLE 04/2028 Interés            11.499.545,20                          260,00                       14.196,88                                 54,60 0,247
ES0305319008 BTN DRIVER ESP 5-A VBLE 12/2028 Interés          265.713.842,40                      8.880,00                     328.039,68                                 36,94 0
ES0305319016 BTN DRIVER ESP 5-B VBLE 12/2028 Interés            21.862.466,60                          260,00                       26.990,53                               103,81 0,037
ES0305471007 BTN DRIVER ESP 6-A VBLE 09/2030 Interés          879.221.900,00                    10.000,00                 1.085.452,19                               108,55 0,197
ES0305471015 BTN DRIVER ESP 6-B VBLE 09/2030 Interés            35.700.000,00                          357,00                       44.073,79                               123,46 0,297
ES0313714018 BTH BANKINTER 11-A2 VBLE 08/2048 Interés          169.176.677,84                      8.168,00                                     -                                         -   0 0
ES0313714026 BTH BANKINTER 11-B VBLE 08/2048 Interés              7.276.749,48                          156,00                             762,46                                   4,89 0,010478 0,041
ES0313714034 BTH BANKINTER 11-C VBLE 08/2048 Interés              7.136.016,39                          153,00                         5.306,84                                 34,69 0,074367 0,291
ES0313714042 BTH BANKINTER 11-D VBLE 08/2048 Interés              4.571.769,58                            98,00                       23.261,67                               237,36 0,508811 1,991
ES0313714059 BTH BANKINTER 11-E VBLE 08/2048 Interés              6.212.500,00                          125,00                       57.805,95                               462,45 0,930478 3,641
23/08/2020 ES0277120020 BM  S.N.C.F.-  8,500 08/2021 Interés            60.101.000,00                  100.000,00                 5.108.585,00                                 51,09 8,5 8,5
24/08/2020 ES0213679C15 OS  BANKINTER-145 VBLE 08/2020 Interés                  495.000,00                            99,00                             611,11                                   6,17 0
ES0213679C15 OS  BANKINTER-145 VBLE 08/2020 Amortización                  495.000,00                            99,00                       49.500,00                               500,00 10 0
ES0213679C23 OS  BANKINTER-146 VBLE 08/2020 Interés              1.730.000,00                          692,00                         2.135,79                                   3,09 0
ES0213679C23 OS  BANKINTER-146 VBLE 08/2020 Amortización              1.730.000,00                          692,00                     173.000,00                               250,00 10 0
ES0305014633 BS  SANT ESPAŃA-70 VBLE 08/2022 Interés              4.852.000,00                      4.852,00                         5.990,09                                   1,23 0
ES0305067D18 BS  BBVA GLOBAL-178 VBLE 02/2022 Interés              1.000.000,00                            20,00                         1.234,56                                 61,73 0
ES0305106009 BTN A-BEST 13-A VBLE 08/2030 Interés            90.581.415,30                      2.705,00                     111.828,19                                 41,34 0
ES0305106017 BTN A-BEST 13-B VBLE 08/2030 Interés            43.700.000,00                          437,00                       53.950,27                               123,46 1
ES0305106025 BTN A-BEST 13-M 2,300 08/2030 Interés            63.500.000,00                          635,00                     121.708,33                               191,67 0,191667 2,3
ES0305332001 BTN IM BCC CP 2-A VBLE 06/2057 Interés            64.180.708,00                      7.600,00                       79.234,93                                 10,43 0
ES0305332019 BTN IM BCC CP 2-B VBLE 06/2057 Interés          240.000.000,00                      2.400,00                     296.294,40                               123,46 0
ES0305459002 BTN IM BCC CM 2-A VBLE 12/2061 Interés          610.558.973,92                      6.307,00                                     -                                         -   0 0
ES0305459010 BTN IM BCC CM 2-B VBLE 12/2061 Interés            94.300.000,00                          943,00                       15.716,67                                 16,67 0,016667 0,2
ES0312872015 BTN BANCAJA 10-A2 VBLE 05/2050 Interés          176.783.895,60                    15.370,00                                     -                                         -   0 0
ES0312872023 BTN BANCAJA 10-A3 VBLE 05/2050 Interés          485.998.850,00                      5.000,00                                     -                                         -   0 0
ES0312872031 BTN BANCAJA 10-B VBLE 05/2050 Interés            65.000.000,00                          650,00                                     -                                         -   0 0
ES0312872049 BTN BANCAJA 10-C VBLE 05/2050 Interés            52.000.000,00                          520,00                       29.870,88                                 57,44 0,057444 0,22
ES0312872056 BTN BANCAJA 10-D VBLE 05/2050 Interés            26.000.000,00                          260,00                     109.980,00                               423,00 0,423 1,62
ES0312872064 BTN BANCAJA 10-E VBLE 05/2050 Interés            31.000.000,00                          310,00                     301.113,23                               971,33 0,971333 3,72
ES0313280002 BTN BBVA EMP 4-A VBLE 02/2045 Interés            23.086.850,00                    17.000,00                         1.050,45                                   0,06 0,00455 0,018
ES0317104000 BTN SOL-LION-A VBLE 05/2047 Interés      1.306.865.232,00                    43.200,00                     224.624,00                                   5,20 0,017188 0,068
ES0317104018 BTN SOL-LION-B VBLE 05/2047 Interés            57.559.716,00                          900,00                       75.367,54                                 83,74 0,130938 0,518
ES0317104026 BTN SOL-LION-C VBLE 05/2047 Interés            57.559.716,00                          900,00                     140.841,72                               156,49 0,244688 0,968
ES0347421002 BTN IM BCG RMBS2-A VBLE 09/2061 Interés          718.656.174,60                    11.830,00                     887.224,17                                 75,00 0
ES0358968008 BTN MADRI RESI I-  VBLE 08/2051 Interés          173.038.199,56                      6.077,00                       54.218,06                                   8,92 0,031333 0,12
ES0358969006 BTN MADRI RESI II-  VBLE 02/2052 Interés          190.584.698,40                      4.560,00                       59.715,90                                 13,10 0,031333 0,12
ES0359091016 BTN MADR RMBS  I-A2 VBLE 06/2049 Interés          383.206.098,00                    13.400,00                                     -                                         -   0 0
ES0359091024 BTN MADR RMBS  I-B VBLE 06/2049 Interés            70.000.000,00                          700,00                                     -                                         -   0 0
ES0359091032 BTN MADR RMBS  I-C VBLE 06/2049 Interés            75.000.000,00                          750,00                         3.916,50                                   5,22 0,005222 0,02
ES0359091040 BTN MADR RMBS  I-D VBLE 06/2049 Interés            34.000.000,00                          340,00                       19.530,96                                 57,44 0,057444 0,22
ES0359091057 BTN MADR RMBS  I-E VBLE 06/2049 Interés            21.000.000,00                          210,00                       83.346,48                               396,89 0,396888 1,52
ES0359092014 BTN MADR RMBS II-A2 VBLE 08/2049 Interés            58.586.954,40                      9.360,00                                     -                                         -   0 0
ES0359092022 BTN MADR RMBS II-A3 VBLE 08/2049 Interés          270.000.000,00                      2.700,00                                     -                                         -   0 0
ES0359092030 BTN MADR RMBS II-B VBLE 08/2049 Interés            63.000.000,00                          630,00                                     -                                         -   0 0
ES0359092048 BTN MADR RMBS II-C VBLE 08/2049 Interés            67.500.000,00                          675,00                         3.524,85                                   5,22 0,005222 0,02
ES0359092055 BTN MADR RMBS II-D VBLE 08/2049 Interés            30.600.000,00                          306,00                       17.577,86                                 57,44 0,057444 0,22
ES0359092063 BTN MADR RMBS II-E VBLE 08/2049 Interés            18.900.000,00                          189,00                       84.881,98                               449,11 0,449111 1,72
ES0359093012 BTN MAD RMBS III-A2 VBLE 02/2050 Interés          279.225.292,50                    15.750,00                                     -                                         -   0 0
ES0359093020 BTN MAD RMBS III-A3 VBLE 02/2050 Interés          497.000.000,00                      4.970,00                                     -                                         -   0 0
ES0359093038 BTN MAD RMBS III-B VBLE 02/2050 Interés            55.500.000,00                          555,00                         2.898,21                                   5,22 0,005222 0,02
ES0359093046 BTN MAD RMBS III-C VBLE 02/2050 Interés            90.000.000,00                          900,00                       16.449,30                                 18,28 0,018277 0,07
ES0359093053 BTN MAD RMBS III-D VBLE 02/2050 Interés            72.000.000,00                          720,00                       60.159,60                                 83,56 0,083555 0,32
ES0359093061 BTN MAD RMBS III-E VBLE 02/2050 Interés            52.500.000,00                          525,00                     249.491,55                               475,22 0,475222 1,82
ES0359094010 BTN MAD RMBS IV-A2 VBLE 11/2050 Interés          558.688.080,96                      8.352,00                       58.349,38                                   6,99 0,010444 0,04
ES0359094028 BTN MAD RMBS IV-B VBLE 11/2050 Interés            60.000.000,00                          600,00                       42.300,00                                 70,50 0,0705 0,27
ES0359094036 BTN MAD RMBS IV-C VBLE 11/2050 Interés            74.400.000,00                          744,00                       81.591,50                               109,67 0,109666 0,42
ES0359094044 BTN MAD RMBS IV-D VBLE 11/2050 Interés            52.800.000,00                          528,00                       78.583,82                               148,83 0,148833 0,57
ES0359094051 BTN MAD RMBS IV-E VBLE 11/2050 Interés            26.400.000,00                          264,00                     153.031,82                               579,67 0,579666 2,22
ES0361745005 BTN MBS BANCAJA6-A VBLE 05/2052 Interés          223.583.246,40                      9.040,00                       10.173,04                                   1,13 0,00455 0,018
ES0361745013 BTN MBS BANCAJA6-B VBLE 05/2052 Interés            29.855.748,75                          375,00                       23.998,95                                 64,00 0,080383 0,318
ES0361745021 BTN MBS BANCAJA6-C VBLE 05/2052 Interés            28.500.000,00                          285,00                       66.134,25                               232,05 0,23205 0,918
ES0361745039 BTN MBS BANCAJA6-D VBLE 05/2052 Interés            30.000.000,00                          300,00                     130.281,60                               434,27 0,434272 1,718
ES0413860539 CH  B. SABADELL-2 VBLE 05/2024 Interés            50.000.000,00                          500,00                       31.976,00                                 63,95 0,063952 0,253
XS0595269365 BON DP ITALIA-  4,450 08/2020 Interés          450.000.000,00                          900,00               10.012.500,00                         11.125,00 2,225 4,45
XS0595269365 BON DP ITALIA-  4,450 08/2020 Amortización          450.000.000,00                          900,00             450.000.000,00                       500.000,00 100 4,45
25/08/2020 ES0213679D48 OS  BANKINTER-162 VBLE 08/2020 Interés                  250.000,00                            10,00                             308,64                                 30,86 0
ES0213679D48 OS  BANKINTER-162 VBLE 08/2020 Amortización                  250.000,00                            10,00                       62.500,00                           6.250,00 25 0
ES0305452007 BTN AUTONORIA SPAIN-A VBLE 12/2035 Interés          790.000.000,00                      7.900,00                     975.302,40                               123,46 0,192
ES0305452015 BTN AUTONORIA SPAIN-B VBLE 12/2035 Interés            30.000.000,00                          300,00                       37.036,80                               123,46 0,442
ES0305452023 BTN AUTONORIA SPAIN-C VBLE 12/2035 Interés            55.000.000,00                          550,00                       67.900,80                               123,46 0,842
ES0305452031 BTN AUTONORIA SPAIN-D VBLE 12/2035 Interés            55.000.000,00                          550,00                       67.900,80                               123,46 1,342
ES0305452049 BTN AUTONORIA SPAIN-E VBLE 12/2035 Interés            20.000.000,00                          200,00                       24.691,20                               123,46 2,342
ES0305452056 BTN AUTONORIA SPAIN-F VBLE 12/2035 Interés            25.000.000,00                          250,00                       30.864,00                               123,46 3,492
ES0305452064 BTN AUTONORIA SPAIN-G 6,000 12/2035 Interés            25.000.000,00                          250,00                     125.000,00                               500,00 0,5 6
ES0312092002 BTN CIN AYT 2-A VBLE 05/2051 Interés          173.404.577,25                      3.825,00                         7.976,61                                   2,09 0,0046 0,018
ES0312092010 BTN CIN AYT 2-B VBLE 05/2051 Interés            67.500.000,00                          675,00                       80.730,00                               119,60 0,1196 0,468
ES0312886015 BTN BANCAJA 7-A2 VBLE 11/2036 Interés          191.943.058,44                    16.702,00                                     -                                         -   0 0
ES0312886023 BTN BANCAJA 7-B VBLE 11/2036 Interés              8.800.886,64                          399,00                         2.429,04                                   6,09 0,0276 0,108
ES0312886031 BTN BANCAJA 7-C VBLE 11/2036 Interés              5.249.099,52                          238,00                         6.680,37                                 28,07 0,127267 0,498
ES0312886049 BTN BANCAJA 7-D VBLE 11/2036 Interés              3.551.785,58                          161,00                       20.132,30                               125,05 0,566822 2,218
ES0318559020 BTN CPENEDES T1-B VBLE 11/2049 Interés            23.856.162,60                          929,00                       25.483,63                                 27,43 0,106822 0,418
ES0318559038 BTN CPENEDES T1-C VBLE 11/2049 Interés            31.255.365,44                          416,00                     117.256,07                               281,87 0,375155 1,468
ES0361795000 BTN MBS BANCAJA2-A VBLE 02/2038 Interés            57.099.630,72                      7.544,00                                     -                                         -   0 0
ES0361795018 BTN MBS BANCAJA2-B VBLE 02/2038 Interés              2.800.531,80                          132,00                                     -                                         -   0 0
ES0361795026 BTN MBS BANCAJA2-C VBLE 02/2038 Interés              2.206.479,60                          104,00                             327,04                                   3,14 0,014822 0,058
ES0361795034 BTN MBS BANCAJA2-D VBLE 02/2038 Interés              2.606.515,12                            88,00                         1.452,12                                 16,50 0,055711 0,218
ES0361795042 BTN MBS BANCAJA2-E VBLE 02/2038 Interés            13.200.000,00                          132,00                       52.893,85                               400,71 0,400711 1,568
ES0361795059 BTN MBS BANCAJA2-F VBLE 02/2038 Interés              5.000.000,36                            92,00                       47.507,80                               516,39 0,950156 3,718
ES0374275008 BTN RURAL HP X-A VBLE 05/2053 Interés          463.349.286,40                    17.888,00                       21.314,07                                   1,19 0,0046 0,018
ES0374275016 BTN RURAL HP X-B VBLE 05/2053 Interés            20.525.343,68                          376,00                       11.434,87                                 30,41 0,055711 0,218
ES0374275024 BTN RURAL HP X-C VBLE 05/2053 Interés            29.258.873,20                          536,00                       31.254,91                                 58,31 0,106822 0,418
ES0377968005 BTN TDA IBERCA 6-A VBLE 11/2051 Interés          458.477.280,00                    14.400,00                       21.089,95                                   1,46 0,0046 0,018
ES0377968013 BTN TDA IBERCA 6-B VBLE 11/2051 Interés            28.437.042,00                          300,00                       23.109,65                                 77,03 0,081266 0,318
ES0377968021 BTN TDA IBERCA 6-C VBLE 11/2051 Interés            14.218.521,00                          150,00                       33.356,65                               222,38 0,2346 0,918
ES0377968039 BTN TDA IBERCA 6-D VBLE 11/2051 Interés            14.218.521,00                          150,00                       62.425,56                               416,17 0,439044 1,718
ES0377968047 BTN TDA IBERCA 6-E VBLE 11/2051 Interés            11.330.896,50                          210,00                       93.182,69                               443,73 0,822377 3,218
26/08/2020 ES0213679AO5 OS  BANKINTER-124 VBLE 08/2022 Interés              2.500.000,00                            50,00                         3.086,40                                 61,73 0
ES0213679HP7 OS  BANKINTER-76 VBLE 08/2024 Interés              1.500.000,00                            30,00                         1.851,84                                 61,73 0
ES0213679HP7 OS  BANKINTER-76 VBLE 08/2024 Amortización              1.500.000,00                            30,00                     750.000,00                         25.000,00 50 0
ES0213860283 OS  B. SABADELL-1 VBLE 02/2023 Interés              4.000.000,00                            40,00                         4.088,88                               102,22 0,102222 0,4
ES0305014526 BS  SANT ESPAŃA-59 VBLE 08/2021 Interés              9.508.000,00                      9.508,00                       11.738,20                                   1,23 0
ES0305250021 BTN COLUMBUS MC-A 0,150 01/2034 Interés          430.000.000,00                      4.300,00                       53.750,00                                 12,50 0,0125 0,15
ES0305250039 BTN COLUMBUS MC-C 0,500 01/2034 Interés          121.400.000,00                      1.214,00                       50.583,33                                 41,67 0,041667 0,5
ES0305279046 BTN WIZINK MC-A VBLE 12/2031 Interés          200.800.000,00                      2.008,00                     247.899,65                               123,46 0
ES0305279053 BTN WIZINK MC-C 1,000 12/2031 Interés            47.200.000,00                          472,00                       39.333,33                                 83,33 0,083333 1
ES0305279061 BTN WIZINK MC-A 0,450 12/2031 Interés          220.000.000,00                      2.200,00                       82.500,00                                 37,50 0,0375 0,45
ES0305279079 BTN WIZINK MC-C 1,250 12/2031 Interés            30.000.000,00                          300,00                       31.250,00                               104,17 0,104167 1,25
ES0305279087 BTN WIZINK MC-A 0,450 03/2033 Interés          440.000.000,00                      4.400,00                     165.000,00                                 37,50 0,0375 0,45
ES0305279095 BTN WIZINK MC-C 1,250 03/2033 Interés            60.000.000,00                          600,00                       62.500,00                               104,17 0,104167 1,25
ES0305279103 BTN WIZINK MC-A VBLE 03/2033 Interés          150.000.000,00                      1.500,00                     185.184,00                               123,46 0,012
ES0305279111 BTN WIZINK MC-C 1,250 03/2033 Interés            31.000.000,00                          310,00                       32.291,67                               104,17 0,104167 1,25
ES0305279129 BTN WIZINK MC-A 0,550 03/2033 Interés          115.000.000,00                      1.150,00                       52.708,33                                 45,83 0,045833 0,55
ES0305279137 BTN WIZINK MC-C 1,250 03/2033 Interés            16.000.000,00                          160,00                       16.666,67                               104,17 0,104167 1,25
ES0305299002 BTN TDA SA RMBS 4-A VBLE 11/2063 Interés      4.334.885.745,00                    54.300,00                 2.337.457,09                                 43,05 0,053922 0,211
ES0305299010 BTN TDA SA RMBS 4-B VBLE 11/2063 Interés          570.000.000,00                      5.700,00                     540.422,70                                 94,81 0,094811 0,371
ES0313546006 BTN BANKINTER 6-A VBLE 08/2038 Interés          132.234.974,99                    12.953,00                                     -                                         -   0 0
ES0313546014 BTN BANKINTER 6-B VBLE 08/2038 Interés              5.899.493,37                          277,00                         4.839,53                                 17,47 0,082033 0,321
ES0313546022 BTN BANKINTER 6-C VBLE 08/2038 Interés              5.755.603,50                          270,00                       15.753,09                                 58,34 0,2737 1,071
ES0313679B14 BS  BANKINTER-127 VBLE 08/2020 Interés              4.950.000,00                            99,00                         6.111,07                                 61,73 0
ES0313679B14 BS  BANKINTER-127 VBLE 08/2020 Amortización              4.950.000,00                            99,00                 4.950.000,00                         50.000,00 100 0
ES0313679Q25 BS  BANKINTER-47 VBLE 05/2023 Interés              2.200.000,00                            22,00                         2.716,03                               123,46 0
ES0314209034 BTN BBVA LEAS 1-C VBLE 05/2031 Interés            51.011.076,98                          613,00                       67.918,19                               110,80 0,133144 0,521
ES0338453006 BTN TDA IBERCA 4-A1 VBLE 08/2044 Interés            16.471.600,00                      2.500,00                                     -                                         -   0 0
ES0338453014 BTN TDA IBERCA 4-A2 VBLE 08/2044 Interés          274.500.229,10                      8.194,00                                     -                                         -   0 0
ES0338453030 BTN TDA IBERCA 4-B VBLE 08/2044 Interés              8.284.227,00                          140,00                                     -                                         -   0 0
ES0338453048 BTN TDA IBERCA 4-C VBLE 08/2044 Interés            16.568.454,00                          280,00                                     -                                         -   0 0
ES0338453055 BTN TDA IBERCA 4-D VBLE 08/2044 Interés              7.518.993,44                          112,00                         3.862,21                                 34,48 0,051366 0,201
ES0338453063 BTN TDA IBERCA 4-E VBLE 08/2044 Interés              5.209.726,90                            70,00                       21.581,55                               308,31 0,414255 1,621
ES0338453071 BTN TDA IBERCA 4-F VBLE 08/2044 Interés              7.000.000,35                          105,00                       62.092,31                               591,36 0,887033 3,471
ES0364376014 BTN CIN TDA 1-A2 VBLE 05/2049 Interés          101.743.021,68                      2.572,00                         5.459,53                                   2,12 0,005366 0,021
ES0364376022 BTN CIN TDA 1-B VBLE 05/2049 Interés              4.469.874,84                            54,00                         5.380,21                                 99,63 0,120366 0,471
ES0364376030 BTN CIN TDA 1-C VBLE 05/2049 Interés              4.469.874,84                            54,00                       13.833,23                               256,17 0,309477 1,211
ES0377849007 BTN TDA IBERCA 7-A VBLE 11/2060 Interés          852.757.050,00                    19.000,00                       45.758,94                                   2,41 0,005366 0,021
ES0377849015 BTN TDA IBERCA 7-B VBLE 11/2060 Interés            95.370.220,00                      1.000,00                     114.793,32                               114,79 0,120366 0,471
ES0377849023 BTN TDA IBERCA 7-C VBLE 11/2060 Interés            66.368.911,00                          700,00                     291.897,77                               417,00 0,439811 1,721
ES0377936002 BTH TDA ICO IBER-AG VBLE 05/2036 Interés          108.571.062,60                      4.095,00                       19.699,13                                   4,81 0,018144 0,071
ES0377936010 BTH TDA ICO IBER-B VBLE 05/2036 Interés            21.698.050,27                          377,00                     178.606,20                               473,76 0,823144 3,221
ES0377966009 BTN TDA CAM 8-A VBLE 02/2049 Interés          316.158.144,64                    16.354,00                                     -                                         -   0 0
ES0377966017 BTN TDA CAM 8-B VBLE 02/2049 Interés            44.543.384,19                          459,00                                     -                                         -   0 0
ES0377966025 BTN TDA CAM 8-C VBLE 02/2049 Interés            18.147.304,67                          187,00                         8.857,88                                 47,37 0,048811 0,191
ES0377966033 BTN TDA CAM 8-D VBLE 02/2049 Interés            12.231.722,24                          128,00                     100.684,69                               786,60 0,823144 3,221
ES0377967015 BTN TDA IBERCA 5-A2 VBLE 11/2049 Interés          303.806.500,20                    10.020,00                                     -                                         -   0 0
ES0377967023 BTN TDA IBERCA 5-B VBLE 11/2049 Interés            20.066.859,00                          324,00                               51,17                                   0,16 0,000255 0,001
ES0377967031 BTN TDA IBERCA 5-C VBLE 11/2049 Interés              6.688.953,00                          108,00                         3.606,82                                 33,40 0,053922 0,211
ES0377967049 BTN TDA IBERCA 5-D VBLE 11/2049 Interés              3.311.812,32                            48,00                       14.396,45                               299,93 0,4347 1,701
ES0377967056 BTN TDA IBERCA 5-E VBLE 11/2049 Interés              6.000.000,30                            70,00                       53.221,98                               760,31 0,887033 3,471
ES0377994019 BTN TDA CAM 7-A2 VBLE 02/2049 Interés          252.041.743,04                    12.073,00                                     -                                         -   0 0
ES0377994027 BTN TDA CAM 7-A3 VBLE 02/2049 Interés            57.188.520,00                      2.000,00                                     -                                         -   0 0
ES0377994035 BTN TDA CAM 7-B VBLE 02/2049 Interés            92.700.000,00                          927,00                         4.974,28                                   5,37 0,005366 0,021
ES0413307069 CH  BANKIA-1 VBLE 05/2023 Interés      2.500.000.000,00                    25.000,00                 3.086.400,00                               123,46 0,892
ES0413307077 CH  BANKIA-2 VBLE 05/2027 Interés      2.500.000.000,00                    25.000,00                 3.086.400,00                               123,46 0,892
ES0413307085 CH  BANKIA-3 VBLE 05/2028 Interés      2.500.000.000,00                    25.000,00                 3.086.400,00                               123,46 0,892
28/08/2020 ES0213679C64 OS  BANKINTER-144 VBLE 08/2020 Interés                  742.500,00                            99,00                             916,66                                   9,26 0
ES0213679C64 OS  BANKINTER-144 VBLE 08/2020 Amortización                  742.500,00                            99,00                     111.375,00                           1.125,00 15 0
ES0213679JW9 OS  BANKINTER-20 VBLE 02/2025 Interés                  600.000,00                              6,00                             740,74                               123,46 0
ES0213679JX7 OS  BANKINTER-21 VBLE 02/2025 Interés                  700.000,00                            14,00                             864,19                                 61,73 0
ES0305194005 BTN AUT ABS SP L-A VBLE 12/2032 Interés          103.481.726,04                      6.372,00                     127.754,40                                 20,05 0,026
ES0305194013 BTN AUT ABS SP L-B 2,000 12/2032 Interés            52.900.000,00                          529,00                       88.166,67                               166,67 0,166667 2
ES0305194021 BTN AUT ABS SP L-C 3,000 12/2032 Interés            29.900.000,00                          299,00                       74.750,00                               250,00 0,25 3
ES0305194039 BTN AUT ABS SP L-D 4,000 12/2032 Interés              3.166.793,22                            62,00                       10.555,98                               170,26 0,333333 4
ES0305370001 BTN AUT ABS S 18-A VBLE 06/2029 Interés          508.234.355,20                      5.720,00                     627.445,81                               109,69 0
ES0305370019 BTN AUT ABS S 18-B 2,000 06/2029 Interés            48.000.000,00                          480,00                       80.000,00                               166,67 0,166667 2
ES0313679A49 BS  BANKINTER-108 VBLE 08/2022 Interés            17.300.000,00                    17.300,00                       21.357,89                                   1,23 0
ES0352506267 BS  SAREB-2 VBLE 02/2021 Interés      5.414.000.000,00                    54.140,00                                     -                                         -   0 0
ES0352506275 BS  SAREB-3 VBLE 02/2022 Interés          423.100.000,00                      4.231,00                                     -                                         -   0 0
ES0377931011 BTN TDA-29-A2 VBLE 02/2050 Interés          188.380.665,00                      4.350,00                                     -                                         -   0 0
ES0377931029 BTN TDA-29-B VBLE 02/2050 Interés            10.858.972,86                          174,00                         6.271,60                                 36,04 0,057755 0,226
ES0377931037 BTN TDA-29-C VBLE 02/2050 Interés              5.803.933,77                            93,00                         8.543,39                                 91,86 0,1472 0,576
ES0377931045 BTN TDA-29-D VBLE 02/2050 Interés              4.900.000,00                            49,00                       40.396,68                               824,42 0,824422 3,226
ES0413679483 CH  BANKINTER-I VBLE 05/2025 Interés      2.000.000.000,00                    20.000,00                     362.880,00                                 18,14 0,018144 0,071
30/08/2020 ES0001350216 AUT C.CAS MANCHA-  5,800 01/2021 Interés            15.000.000,00                          150,00                       72.499,95                               483,33 0,483333 5,8
31/08/2020 ES0001350224 AUT C.CAS MANCHA-  6,000 01/2021 Interés            27.000.000,00                          540,00                     135.000,00                               250,00 0,5 6
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Interés            38.518.463,16                          455,00                     134.814,62                               296,55 0,35 4,2
ES0205135009 OS  GLOBASOL-  4,200 01/2037 Amortización            38.518.463,16                          455,00                     116.710,94                               256,73 0,303 4,2
ES0305014765 BS  SANT ESPAŃA-90 VBLE 08/2024 Interés                  766.400,00                      7.664,00                             946,17                                   0,12 0
ES03138602Q9 BS  B. SABADELL-15 VBLE 11/2021 Interés            45.000.000,00                          450,00                       76.374,90                               169,72 0,169722 0,65
ES03138603A1 BS  B. SABADELL-4 VBLE 05/2023 Interés              3.000.000,00                            30,00                         2.349,99                                 78,33 0,078333 0,3
ES0352506291 BS  SAREB-1 VBLE 02/2021 Interés      4.064.100.000,00                    40.641,00                                     -                                         -   0 0
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