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ES0265936015ABANCA CORPORACION BANCARIA, S.A.            ABANCA/VAR OBSUBD 20300407                                      20191007              20300407                 100000,00EUR
ES0414958142ABANCA CORPORACION BANCARIA, S.A.            CAIXANOVA/4,90 CEDHIP 20200731 GTIA                             20100506              20200731  4,900000        50000,00EUR
ES0465936054ABANCA CORPORACION BANCARIA, S.A.            ABANCA/0,75 CEDHIP 20290528 GTIA                                20190528              20290528  0,750000       100000,00EUR
ES0211845195ABERTIS INFRAESTRUCTURAS, S.A.               ABE/VAR OB 20241221                                             20050201              20241221                 100000,00EUR
ES0211845203ABERTIS INFRAESTRUCTURAS, S.A.               ABE/4,375 OB 20200330                                           20050330              20200330  4,375000       100000,00EUR
ES0211845203ABERTIS INFRAESTRUCTURAS, S.A.               ABE/4,375 OB 20200330                                           20111229              20200330  4,375000       100000,00EUR
ES0211845229ABERTIS INFRAESTRUCTURAS, S.A.               ABE/5,99 OB 20380514                                            20080514              20380514  5,990000        50000,00EUR
ES0211845245ABERTIS INFRAESTRUCTURAS, S.A.               ABE/5,875 OB 20200227                                           20120127              20200227  5,875000       100000,00EUR
ES0211845260ABERTIS INFRAESTRUCTURAS, S.A.               ABE/3,75 OB 20230620                                            20130620              20230620  3,750000       100000,00EUR
ES0211845278ABERTIS INFRAESTRUCTURAS, S.A.               ABE/3,125 OB 20240319                                           20140319              20240319  3,125000       100000,00EUR
ES0211845286ABERTIS INFRAESTRUCTURAS, S.A.               ABE/3,125 OB 20260331                                           20140331              20260331  3,125000       100000,00EUR
ES0211845294ABERTIS INFRAESTRUCTURAS, S.A.               ABE/2,50 OB 20250227                                            20140627              20250227  2,500000       100000,00EUR
ES0211845302ABERTIS INFRAESTRUCTURAS, S.A.               ABE/1,375 OB 20260520                                           20160520              20260520  1,375000       100000,00EUR
ES0211845310ABERTIS INFRAESTRUCTURAS, S.A.               ABE/1,00 OB 20270227                                            20161117              20270227  1,000000       100000,00EUR
ES0232105041ACERINOX, S.A.                               ACX/5,00 OB 20240725                                            20140725              20240725  5,000000       100000,00EUR
ES0200002006ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20250128                                       20150128              20250128  1,875000       100000,00EUR
ES0200002014ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20220922                                       20150922              20220922  1,875000       100000,00EUR
ES0200002014ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20220922                                       20151209              20220922  1,875000       100000,00EUR
ES0200002014ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20220922                                       20151209              20220922  1,875000       100000,00EUR
ES0200002014ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20220922                                       20151210              20220922  1,875000       100000,00EUR
ES0200002014ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20220922                                       20151214              20220922  1,875000       100000,00EUR
ES0200002014ADIF-ALTA VELOCIDAD                          ADIF AV/1,875 OB 20220922                                       20160428              20220922  1,875000       100000,00EUR
ES0200002022ADIF-ALTA VELOCIDAD                          ADIF AV/0,80 OB 20230705                                        20170705              20230705  0,800000       100000,00EUR
ES0200002030ADIF-ALTA VELOCIDAD                          ADIF AV/1,25 OB 20260504                                        20180504              20260504  1,250000       100000,00EUR
ES0200002048ADIF-ALTA VELOCIDAD                          ADIF AV/0,95 OB 20270430                                        20190425              20270430  0,950000       100000,00EUR
ES0505287146AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200515                                        20190517              20200515                 100000,00EUR
ES0505287146AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200515                                        20190607              20200515                 100000,00EUR
ES0505287146AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200515                                        20191220              20200515                 100000,00EUR
ES0505287195AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200619                                        20190621              20200619                 100000,00EUR
ES0505287195AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200619                                        20190705              20200619                 100000,00EUR
ES0505287195AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200619                                        20190719              20200619                 100000,00EUR
ES0505287203AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200710                                        20190717              20200710                 100000,00EUR
ES0505287211AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200124                                        20190719              20200124                 100000,00EUR
ES0505287211AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200124                                        20191122              20200124                 100000,00EUR
ES0505287229AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200918                                        20190920              20200918                 100000,00EUR
ES0505287237AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200925                                        20191001              20200925                 100000,00EUR
ES0505287237AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200925                                        20191002              20200925                 100000,00EUR
ES0505287245AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200221                                        20191018              20200221                 100000,00EUR
ES0505287245AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200221                                        20191220              20200221                 100000,00EUR
ES0505287252AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200424                                        20191018              20200424                 100000,00EUR
ES0505287252AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20200424                                        20191122              20200424                 100000,00EUR
ES0505287260AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20201120                                        20191122              20201120                 100000,00EUR
ES0505287260AEDAS HOMES, S.A.                            AEDAS HOMES/PAG 20201120                                        20191220              20201120                 100000,00EUR
ES0505046005AENA, S.M.E., S.A.                           AENA/PAG 20200116                                               20191212              20200116                 500000,00EUR
ES0505046013AENA, S.M.E., S.A.                           AENA/PAG 20200224                                               20191212              20200224                 500000,00EUR
ES0505046021AENA, S.M.E., S.A.                           AENA/PAG 20200324                                               20191212              20200324                 500000,00EUR
ES0509260008AMPER, S.A.                                  AMP/PAG 20200528                                                20191128              20200528                 100000,00EUR
ES0305106009ASSET-BACKED EUROPEAN SECURITISATION TRANSACTA-BEST 13/VAR BTA 20300823 A GTIA            A                  20151201              20300823                 100000,00EUR
ES0305106009ASSET-BACKED EUROPEAN SECURITISATION TRANSACTA-BEST 13/VAR BTA 20300823 A GTIA            A                  20171123              20300823                 100000,00EUR
ES0305106017ASSET-BACKED EUROPEAN SECURITISATION TRANSACTA-BEST 13/VAR BTA 20300823 B GTIA            B                  20151201              20300823                 100000,00EUR
ES0305106017ASSET-BACKED EUROPEAN SECURITISATION TRANSACTA-BEST 13/VAR BTA 20300823 B GTIA            B                  20171123              20300823                 100000,00EUR
ES0305106025ASSET-BACKED EUROPEAN SECURITISATION TRANSACTA-BEST 13/2,30 BTA 20300823 M GTIA           M                  20151201              20300823  2,300000       100000,00EUR
ES0305106025ASSET-BACKED EUROPEAN SECURITISATION TRANSACTA-BEST 13/2,30 BTA 20300823 M GTIA           M                  20171123              20300823  2,300000       100000,00EUR
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ES0505450017ATLANTICA YIELD, PLC                         ATLANTICA YIELD/PAG 20200717                                    20191018              20200717                 100000,00EUR
ES0505450025ATLANTICA YIELD, PLC                         ATLANTICA YIELD/PAG 20201016                                    20191018              20201016                 100000,00EUR
ES0305148001ATRYS HEALTH, S.A.                           ATRYS/VAR BO 20240710                                           20190710              20240710                 100000,00EUR
ES0305148001ATRYS HEALTH, S.A.                           ATRYS/VAR BO 20240710                                           20191105              20240710                 100000,00EUR
ES0305039010AUDAX RENOVABLES, S.A.                       AUDAX/4,20 BO 20220602                                          20170602              20220602  4,200000       100000,00EUR
ES0305039028AUDAX RENOVABLES, S.A.                       AUDAX/5,50 BO 20231010                                          20181010              20231010  5,500000       100000,00EUR
ES0305039028AUDAX RENOVABLES, S.A.                       AUDAX/5,50 BO 20231010                                          20191015              20231010  5,500000       100000,00EUR
ES0536463054AUDAX RENOVABLES, S.A.                       ADX/PAG 20200127                                                20190308              20200127                 100000,00EUR
ES0536463054AUDAX RENOVABLES, S.A.                       ADX/PAG 20200127                                                20190401              20200127                 100000,00EUR
ES0536463054AUDAX RENOVABLES, S.A.                       ADX/PAG 20200127                                                20190513              20200127                 100000,00EUR
ES0536463104AUDAX RENOVABLES, S.A.                       ADX/PAG 20200302                                                20190603              20200302                 100000,00EUR
ES0536463104AUDAX RENOVABLES, S.A.                       ADX/PAG 20200302                                                20190909              20200302                 100000,00EUR
ES0536463112AUDAX RENOVABLES, S.A.                       ADX/PAG 20200601                                                20190603              20200601                 100000,00EUR
ES0536463112AUDAX RENOVABLES, S.A.                       ADX/PAG 20200601                                                20190701              20200601                 100000,00EUR
ES0536463112AUDAX RENOVABLES, S.A.                       ADX/PAG 20200601                                                20191202              20200601                 100000,00EUR
ES0536463120AUDAX RENOVABLES, S.A.                       ADX/PAG 20200406                                                20190701              20200406                 100000,00EUR
ES0536463120AUDAX RENOVABLES, S.A.                       ADX/PAG 20200406                                                20191007              20200406                 100000,00EUR
ES0536463138AUDAX RENOVABLES, S.A.                       ADX/PAG 20200629                                                20190701              20200629                 100000,00EUR
ES0536463138AUDAX RENOVABLES, S.A.                       ADX/PAG 20200629                                                20190909              20200629                 100000,00EUR
ES0536463138AUDAX RENOVABLES, S.A.                       ADX/PAG 20200629                                                20191220              20200629                 100000,00EUR
ES0536463153AUDAX RENOVABLES, S.A.                       ADX/PAG 20200922                                                20190923              20200922                 100000,00EUR
ES0536463153AUDAX RENOVABLES, S.A.                       ADX/PAG 20200922                                                20191007              20200922                 100000,00EUR
ES0536463161AUDAX RENOVABLES, S.A.                       ADX/PAG 20210323                                                20190923              20210323                 100000,00EUR
ES0536463161AUDAX RENOVABLES, S.A.                       ADX/PAG 20210323                                                20191007              20210323                 100000,00EUR
ES0536463161AUDAX RENOVABLES, S.A.                       ADX/PAG 20210323                                                20191104              20210323                 100000,00EUR
ES0536463161AUDAX RENOVABLES, S.A.                       ADX/PAG 20210323                                                20191202              20210323                 100000,00EUR
ES0536463179AUDAX RENOVABLES, S.A.                       ADX/PAG 20201026                                                20191104              20201026                 100000,00EUR
ES0536463187AUDAX RENOVABLES, S.A.                       ADX/PAG 20201130                                                20191202              20201130                 100000,00EUR
ES0536463187AUDAX RENOVABLES, S.A.                       ADX/PAG 20201130                                                20191220              20201130                 100000,00EUR
ES0536463195AUDAX RENOVABLES, S.A.                       ADX/PAG 20210525                                                20191202              20210525                 100000,00EUR
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ES0305194013AUTO ABS SPANISH LOANS 2016, FONDO DE TITULIZAUTO SP LN 2016/2,00 BTA 20321031 B          B                  20161006              20321031  2,000000       100000,00EUR
ES0305194021AUTO ABS SPANISH LOANS 2016, FONDO DE TITULIZAUTO SP LN 2016/3,00 BTA 20321231 C          C                  20161006              20321231  3,000000       100000,00EUR
ES0305194039AUTO ABS SPANISH LOANS 2016, FONDO DE TITULIZAUTO SP LN 2016/4,00 BTA 20321231 D          D                  20161006              20321231  4,000000       100000,00EUR
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ES0312212030AYT CAJAGRANADA HIPOTECARIO 1, F.T.A.        AYT.CAJAGRA.H.1/VAR BTA 20470309  D          D                  20070629              20470309                 100000,00EUR
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ES0312298120AYT CEDULAS CAJAS GLOBAL, F.T.A.             AYT.CCG/4,75 BTA 20270525 XIII GTIA          13                 20070525              20270525  4,750000       100000,00EUR
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ES0312273016AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20470322 B            B                  20070425              20470322                 100000,00EUR
ES0312273024AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20470322 C            C                  20070425              20470322                 100000,00EUR
ES0312273032AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20470322 D            D                  20070425              20470322                 100000,00EUR
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ES0312273263AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20471128 C            C                  20071231              20471128                 100000,00EUR
ES0312273271AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20471128 D            D                  20071231              20471128                 100000,00EUR
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ES0312273388AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20430602 C            C                  20080411              20430602                 100000,00EUR
ES0312273396AYT COLATERALES GLOBAL HIPOTECARIO, F.T.A.   COLAT.GLB.HIP./VAR BTA 20430602 D            D                  20080411              20430602                 100000,00EUR
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ES0370143010AYT GENOVA HIPOTECARIO III, F.T.H.           AYT GENOVA HIP /VAR BTH 20350715 B           B                  20031112              20350715                 100000,00EUR
ES0370150007AYT GENOVA HIPOTECARIO IV, F.T.H.            AYT GENOVA HIP /VAR BTH 20360516 A           A                  20040401              20360516                  94122,89EUR
ES0370150015AYT GENOVA HIPOTECARIO IV, F.T.H.            AYT GENOVA HIP /VAR BTH 20360516 B           B                  20040401              20360516                 100000,00EUR
ES0312300017AYT GENOVA HIPOTECARIO IX, F.T.H.            AYT GEN HIP IX/VAR BTH 20390715 A2           A2                 20061205              20390715                  50000,00EUR
ES0312300025AYT GENOVA HIPOTECARIO IX, F.T.H.            AYT GEN HIP IX/VAR BTH 20390715 B            B                  20061205              20390715                  50000,00EUR
ES0312300033AYT GENOVA HIPOTECARIO IX, F.T.H.            AYT GEN HIP IX/VAR BTH 20390715 C            C                  20061205              20390715                  50000,00EUR
ES0312300041AYT GENOVA HIPOTECARIO IX, F.T.H.            AYT GEN HIP IX/VAR BTH 20390715 D            D                  20061205              20390715                  50000,00EUR
ES0312349014AYT GENOVA HIPOTECARIO VI, F.T.H.            AYT GENOVA HIP /VAR BTH 20380115 A2          A2                 20050614              20380115                 100000,00EUR
ES0312349022AYT GENOVA HIPOTECARIO VI, F.T.H.            AYT GENOVA HIP /VAR BTH 20380115 B           B                  20050614              20380115                 100000,00EUR
ES0312349030AYT GENOVA HIPOTECARIO VI, F.T.H.            AYT GENOVA HIP /VAR BTH 20380115 C           C                  20050614              20380115                 100000,00EUR
ES0312349048AYT GENOVA HIPOTECARIO VI, F.T.H.            AYT GENOVA HIP /VAR BTH 20380115 D           D                  20050614              20380115                 100000,00EUR
ES0312343017AYT GENOVA HIPOTECARIO VII, F.T.H.           AYT GEN HIP VII/VAR BTH 20380915 A2          A2                 20051128              20380915                  50000,00EUR
ES0312343025AYT GENOVA HIPOTECARIO VII, F.T.H.           AYT GEN HIP VII/VAR BTH 20380915 B           B                  20051128              20380915                  50000,00EUR
ES0312343033AYT GENOVA HIPOTECARIO VII, F.T.H.           AYT GEN HIP VII/VAR BTH 20380915 C           C                  20051128              20380915                  50000,00EUR
ES0312344015AYT GENOVA HIPOTECARIO VIII, F.T.H.          AYT GEN HIP VII/VAR BTH 20390515 A2          A2                 20060612              20390515                  50000,00EUR
ES0312344023AYT GENOVA HIPOTECARIO VIII, F.T.H.          AYT GEN HIP VII/VAR BTH 20390515 B           B                  20060612              20390515                  50000,00EUR
ES0312344031AYT GENOVA HIPOTECARIO VIII, F.T.H.          AYT GEN HIP VII/VAR BTH 20390515 C           C                  20060612              20390515                  50000,00EUR
ES0312344049AYT GENOVA HIPOTECARIO VIII, F.T.H.          AYT GEN HIP VII/VAR BTH 20390515 D           D                  20060612              20390515                  50000,00EUR
ES0312301015AYT GENOVA HIPOTECARIO X, F.T.H.             AYT GEN HIP X/VAR BTH 20400315 A2            A2                 20070626              20400315                  50000,00EUR
ES0312301023AYT GENOVA HIPOTECARIO X, F.T.H.             AYT GEN HIP X/VAR BTH 20400315 B             B                  20070626              20400315                  50000,00EUR
ES0312301031AYT GENOVA HIPOTECARIO X, F.T.H.             AYT GEN HIP X/VAR BTH 20400315 C             C                  20070626              20400315                  50000,00EUR
ES0312301049AYT GENOVA HIPOTECARIO X, F.T.H.             AYT GEN HIP X/VAR BTH 20400315 D             D                  20070626              20400315                  50000,00EUR
ES0312302013AYT GENOVA HIPOTECARIO XI, F.T.H.            AYT GEN HIP XI/VAR BTH 20401115 A2           A2                 20071218              20401115                  50000,00EUR
ES0312302021AYT GENOVA HIPOTECARIO XI, F.T.H.            AYT GEN HIP XI/VAR BTH 20401115 B            B                  20071218              20401115                  50000,00EUR
ES0312302039AYT GENOVA HIPOTECARIO XI, F.T.H.            AYT GEN HIP XI/VAR BTH 20401115 C            C                  20071218              20401115                  50000,00EUR
ES0312302047AYT GENOVA HIPOTECARIO XI, F.T.H.            AYT GEN HIP XI/VAR BTH 20401115 D            D                  20071218              20401115                  50000,00EUR
ES0312285002AYT GENOVA HIPOTECARIO XII, F.T.H.           AYT GEN HIP XII/VAR BTH 20510315 A           A                  20080721              20510315                  50000,00EUR
ES0312285010AYT GENOVA HIPOTECARIO XII, F.T.H.           AYT GEN HIP XII/VAR BTH 20510315 B           B                  20080721              20510315                  50000,00EUR
ES0312274006AYT GOYA HIPOTECARIO III, F.T.A.             AYT.GOYA.HIP.3/VAR BTA 20521221 A            A                  20101220              20521221                  50000,00EUR
ES0312274014AYT GOYA HIPOTECARIO III, F.T.A.             AYT.GOYA.HIP.3/VAR BTA 20521221 B            B                  20101220              20521221                  50000,00EUR
ES0312275003AYT GOYA HIPOTECARIO IV, F.T.A.              AYT.GOYA.HIP.IV/VAR BTA 20520915 A           A                  20110419              20520915                  50000,00EUR
ES0312275011AYT GOYA HIPOTECARIO IV, F.T.A.              AYT.GOYA.HIP.IV/VAR BTA 20520915 B           B                  20110419              20520915                  50000,00EUR
ES0312276001AYT GOYA HIPOTECARIO V, F.T.A                AYT.GOYA.HIP.V/VAR BTA 20530315 A            A                  20111227              20530315                  50000,00EUR
ES0312276019AYT GOYA HIPOTECARIO V, F.T.A                AYT.GOYA.HIP.V/VAR BTA 20530315 B            B                  20111227              20530315                  50000,00EUR
ES0312364005AYT HIPOTECARIO BBK I, F.T.A.                AYT.HIP.BBK.I/VAR BTA 20370420 A             A                  20050609              20370420                 100000,00EUR
ES0312364013AYT HIPOTECARIO BBK I, F.T.A.                AYT.HIP.BBK.I/VAR BTA 20370420 B             B                  20050609              20370420                 100000,00EUR
ES0312364021AYT HIPOTECARIO BBK I, F.T.A.                AYT.HIP.BBK.I/VAR BTA 20370420 C             C                  20050609              20370420                 100000,00EUR
ES0312251004AYT HIPOTECARIO BBK II, F.T.A.               AYT.HIP.BBK.II/VAR BTA 20410424 A            A                  20060608              20410424                 100000,00EUR
ES0312251012AYT HIPOTECARIO BBK II, F.T.A.               AYT.HIP.BBK.II/VAR BTA 20410424 B            B                  20060608              20410424                 100000,00EUR
ES0312251020AYT HIPOTECARIO BBK II, F.T.A.               AYT.HIP.BBK.II/VAR BTA 20410424 C            C                  20060608              20410424                 100000,00EUR
ES0370151005AYT HIPOTECARIO MIXTO II, F.T.A.             AYT.HIP.MIX.II/VAR BTA 20360620 PH1          PH1                20040630              20360620                 100000,00EUR
ES0370151013AYT HIPOTECARIO MIXTO II, F.T.A.             AYT.HIP.MIX.II/VAR BTA 20360620 PH2          PH2                20040630              20360620                 100000,00EUR
ES0370151039AYT HIPOTECARIO MIXTO II, F.T.A.             AYT.HIP.MIX.II/VAR BTA 20360620 CH2          CH2                20040630              20360620                 100000,00EUR
ES0312378013AYT HIPOTECARIO MIXTO III, F.T.A.            AYT.HIP.MIX.III/VAR BTA 20380321 B           B                  20050429              20380321                 100000,00EUR
ES0370152003AYT HIPOTECARIO MIXTO IV, F.T.A.             AYT.HIP.MIX.IV/VAR BTA 20400120 A            A                  20050627              20400120                 100000,00EUR
ES0370152011AYT HIPOTECARIO MIXTO IV, F.T.A.             AYT.HIP.MIX.IV/VAR BTA 20400120 B            B                  20050627              20400120                 100000,00EUR
ES0312252002AYT HIPOTECARIO MIXTO V, F.T.A.              AYT.HIP.MIX.V/VAR BTA 20410610 A             A                  20060721              20410610                 100000,00EUR
ES0312252010AYT HIPOTECARIO MIXTO V, F.T.A.              AYT.HIP.MIX.V/VAR BTA 20410610 B             B                  20060721              20410610                 100000,00EUR
ES0312252028AYT HIPOTECARIO MIXTO V, F.T.A.              AYT.HIP.MIX.V/VAR BTA 20410610 C             C                  20060721              20410610                 100000,00EUR
ES0312371000AYT HIPOTECARIO MIXTO, F.T.A.                AYT.HIP.MIX/VAR BTA 20330915 A GTIA          A                  20040303              20330915                 100000,00EUR
ES0312371018AYT HIPOTECARIO MIXTO, F.T.A.                AYT.HIP.MIX/VAR BTA 20330915 B GTIA          B                  20040303              20330915                 100000,00EUR
ES0312304001AYT ICO-FTVPO CAJA VITAL KUTXA, F.T.A.       ICO-FTVPO.VITAL/VAR BTA 20571018 AG          AG                 20090213              20571018                 100000,00EUR
ES0312304019AYT ICO-FTVPO CAJA VITAL KUTXA, F.T.A.       ICO-FTVPO.VITAL/VAR BTA 20571018 B           B                  20090213              20571018                 100000,00EUR
ES0312304027AYT ICO-FTVPO CAJA VITAL KUTXA, F.T.A.       ICO-FTVPO.VITAL/VAR BTA 20571018 C           C                  20090213              20571018                 100000,00EUR
ES0370153001AYT KUTXA HIPOTECARIO I, F.T.A.              KUTXA.HIP.I/VAR BTA 20410422 A GTIA          A                  20060531              20410422                 100000,00EUR
ES0370153019AYT KUTXA HIPOTECARIO I, F.T.A.              KUTXA.HIP.I/VAR BTA 20410422 B GTIA          B                  20060531              20410422                 100000,00EUR
ES0370153027AYT KUTXA HIPOTECARIO I, F.T.A.              KUTXA.HIP.I/VAR BTA 20410422 C GTIA          C                  20060531              20410422                 100000,00EUR
ES0370154009AYT KUTXA HIPOTECARIO II, F.T.A.             KUTXA.HIP.II/VAR BTA 20561015 A              A                  20070216              20561015                 100000,00EUR
ES0370154017AYT KUTXA HIPOTECARIO II, F.T.A.             KUTXA.HIP.II/VAR BTA 20561015 B              B                  20070216              20561015                 100000,00EUR
ES0370154025AYT KUTXA HIPOTECARIO II, F.T.A.             KUTXA.HIP.II/VAR BTA 20561015 C              C                  20070216              20561015                 100000,00EUR
ES0312379003AYT PROMOCIONES INMOBILIARIAS III, F.T.A.    AYT.INMO.III/VAR BTA 20461215 A              A                  20050609              20461215                 100000,00EUR
ES0312379011AYT PROMOCIONES INMOBILIARIAS III, F.T.A.    AYT.INMO.III/VAR BTA 20461215 B              B                  20050609              20461215                 100000,00EUR
ES0390305003AYT.7, PROMOCIONES INMOBILIARIAS I, F.T.A.   AYT.7.INMO.I/VAR BTA 20350616 GTIA                              20020619              20350616                 100000,00EUR
ES0200750034AYUNTAMIENTO DE BARCELONA                    AYTO.BCN/1,921 OB 20271220                                      20171220              20271220  1,921000       100000,00EUR
ES0201001130AYUNTAMIENTO DE MADRID                       AYTO.MAD/4,35 OB 20210616                                       20060616              20210616  4,350000       100000,00EUR
ES0201001148AYUNTAMIENTO DE MADRID                       AYTO.MAD/4,55 OB 20360616                                       20060616              20360616  4,550000       100000,00EUR
ES0201001163AYUNTAMIENTO DE MADRID                       AYTO.MAD/VAR OB 20221010                                        20071010              20221010                 100000,00EUR
ES0313040034BANCA MARCH, S.A.                            BCA MARCH/VAR BO 20211102                                       20171031              20211102                 100000,00EUR
ES0313040042BANCA MARCH, S.A.                            BCA MARCH/VAR BOESTR 20200218 1                                 20180221              20200218                   1000,00EUR
ES0313040059BANCA MARCH, S.A.                            BCA MARCH/VAR BOESTR 20200327                                   20180327              20200327                   1000,00EUR
ES0313040067BANCA MARCH, S.A.                            BCA MARCH/VAR BOESTR 20200710                                   20180710              20200710                 100000,00EUR
ES0413040066BANCA MARCH, S.A.                            BCA MARCH/VAR CEDHIP 20260413 GTIA                              20190412              20260413                 100000,00EUR
ES0413040074BANCA MARCH, S.A.                            BCA MARCH/VAR CEDHIP 20261128 III                               20191128              20261128                 100000,00EUR
ES0413040082BANCA MARCH, S.A.                            BCA MARCH/0,081 CEDHIP 20311128 II                              20191128              20311128  0,081000       100000,00EUR
ES0513045WH4BANCA MARCH, S.A.                            BCA MARCH/PAG 20200608                                          20190610              20200608                   1000,00EUR
ES0513045WJ0BANCA MARCH, S.A.                            BCA MARCH/PAG 20200331                                          20190912              20200331                   1000,00EUR
ES0312872015BANCAJA 10, F.T.A.                           BANCAJA10/VAR BTA 20500522 A2 GTIA           A2                 20070131              20500522                 100000,00EUR
ES0312872023BANCAJA 10, F.T.A.                           BANCAJA10/VAR BTA 20500522 A3 GTIA           A3                 20070131              20500522                 100000,00EUR
ES0312872031BANCAJA 10, F.T.A.                           BANCAJA10/VAR BTA 20500522 B GTIA            B                  20070131              20500522                 100000,00EUR
ES0312872049BANCAJA 10, F.T.A.                           BANCAJA10/VAR BTA 20500522 C GTIA            C                  20070131              20500522                 100000,00EUR
ES0312872056BANCAJA 10, F.T.A.                           BANCAJA10/VAR BTA 20500522 D GTIA            D                  20070131              20500522                 100000,00EUR
ES0312872064BANCAJA 10, F.T.A.                           BANCAJA10/VAR BTA 20500522 E GTIA            E                  20070131              20500522                 100000,00EUR
ES0312867015BANCAJA 11, F.T.A.                           BANCAJA.11/VAR BTA 20500427 A2 GTIA          A2                 20070720              20500427                 100000,00EUR
ES0312867023BANCAJA 11, F.T.A.                           BANCAJA.11/VAR BTA 20500427 A3 GTIA          A3                 20070720              20500427                 100000,00EUR
ES0312867031BANCAJA 11, F.T.A.                           BANCAJA.11/VAR BTA 20500427 B GTIA           B                  20070720              20500427                 100000,00EUR
ES0312867049BANCAJA 11, F.T.A.                           BANCAJA.11/VAR BTA 20500427 C GTIA           C                  20070720              20500427                 100000,00EUR
ES0312867056BANCAJA 11, F.T.A.                           BANCAJA.11/VAR BTA 20500427 D GTIA           D                  20070720              20500427                 100000,00EUR
ES0312867064BANCAJA 11, F.T.A.                           BANCAJA.11/VAR BTA 20500427 E GTIA           E                  20070720              20500427                 100000,00EUR
ES0312847009BANCAJA 13, F.T.A.                           BANCAJA.13/VAR BTA 20520423 A GTIA           A                  20081211              20520423                 100000,00EUR
ES0312847017BANCAJA 13, F.T.A.                           BANCAJA.13/VAR BTA 20520423 B GTIA           B                  20081211              20520423                 100000,00EUR
ES0312847025BANCAJA 13, F.T.A.                           BANCAJA.13/VAR BTA 20520423 C GTIA           C                  20081211              20520423                 100000,00EUR
ES0312886015BANCAJA 7, F.T.A.                            BANCAJA.7/VAR BTA 20361125 A2 GTIA           A2                 20040716              20361125                 100000,00EUR
ES0312886023BANCAJA 7, F.T.A.                            BANCAJA.7/VAR BTA 20361125 B GTIA            B                  20040716              20361125                 100000,00EUR
ES0312886031BANCAJA 7, F.T.A.                            BANCAJA.7/VAR BTA 20361125 C GTIA            C                  20040716              20361125                 100000,00EUR
ES0312886049BANCAJA 7, F.T.A.                            BANCAJA.7/VAR BTA 20361125 D GTIA            D                  20040716              20361125                 100000,00EUR
ES0312887005BANCAJA 8, F.T.A.                            BANCAJA.8/VAR BTA 20371025 A GTIA            A                  20050427              20371025                 100000,00EUR
ES0312887013BANCAJA 8, F.T.A.                            BANCAJA.8/VAR BTA 20371025 B GTIA            B                  20050427              20371025                 100000,00EUR
ES0312887021BANCAJA 8, F.T.A.                            BANCAJA.8/VAR BTA 20371025 C GTIA            C                  20050427              20371025                 100000,00EUR
ES0312887039BANCAJA 8, F.T.A.                            BANCAJA.8/VAR BTA 20371025 D GTIA            D                  20050427              20371025                 100000,00EUR
ES0312887047BANCAJA 8, F.T.A.                            BANCAJA.8/VAR BTA 20371025 E GTIA            E                  20050427              20371025                 100000,00EUR
ES0312888011BANCAJA 9, F.T.A.                            BANCAJA.9/VAR BTA 20430925 A2 GTIA           A2                 20060207              20430925                 100000,00EUR
ES0312888029BANCAJA 9, F.T.A.                            BANCAJA.9/VAR BTA 20430925 B GTIA            B                  20060207              20430925                 100000,00EUR
ES0312888037BANCAJA 9, F.T.A.                            BANCAJA.9/VAR BTA 20430925 C GTIA            C                  20060207              20430925                 100000,00EUR
ES0312888045BANCAJA 9, F.T.A.                            BANCAJA.9/VAR BTA 20430925 D GTIA            D                  20060207              20430925                 100000,00EUR
ES0312888052BANCAJA 9, F.T.A.                            BANCAJA.9/VAR BTA 20430925 E GTIA            E                  20060207              20430925                 100000,00EUR
ES0312980008BANCAJA-BVA VPO 1, F.T.A.                    BANCAJA-BVA.VPO/VAR BTA 20510723 A           A                  20090407              20510723                 100000,00EUR
ES0312980016BANCAJA-BVA VPO 1, F.T.A.                    BANCAJA-BVA.VPO/VAR BTA 20510723 B           B                  20090407              20510723                 100000,00EUR
ES0312980024BANCAJA-BVA VPO 1, F.T.A.                    BANCAJA-BVA.VPO/VAR BTA 20510723 C           C                  20090407              20510723                 100000,00EUR
ES0312980032BANCAJA-BVA VPO 1, F.T.A.                    BANCAJA-BVA.VPO/VAR BTA 20510723 D           D                  20090407              20510723                 100000,00EUR
ES0213211115BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OBSUBD 20330303                                        20080303              20330303                  50000,00EUR
ES0213211131BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/6,20 OBSUBD 20230704                                       20080704              20230704  6,200000        50000,00EUR
ES0213211149BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20220603                                            20090603              20220603                  50000,00EUR
ES0213211149BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20220603                                            20090710              20220603                  50000,00EUR
ES0213211149BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20220603                                            20090902              20220603                  50000,00EUR
ES0213211149BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20220603                                            20091030              20220603                  50000,00EUR
ES0213211149BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20220603                                            20091215              20220603                  50000,00EUR
ES0213211149BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20220603                                            20100120              20220603                  50000,00EUR
ES0213211156BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/5,65 OB 20230616                                           20100616              20230616  5,650000        50000,00EUR
ES0213211156BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/5,65 OB 20230616                                           20100729              20230616  5,650000        50000,00EUR
ES0213211156BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/5,65 OB 20230616                                           20100730              20230616  5,650000        50000,00EUR
ES0213211198BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/2,92 OB 20200121                                           20131205              20200121  2,920000       100000,00EUR
ES0213211206BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20200510 ICO 14                                     20140512              20200510                  25000,00EUR
ES0213211214BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20200710 ICO 26                                     20140710              20200710                  25000,00EUR
ES0213211222BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20200810 ICO 33                                     20140810              20200810                  25000,00EUR
ES0213211230BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20200910 ICO 37                                     20140910              20200910                  25000,00EUR
ES0213211248BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20201010 ICO 44                                     20141010              20201010                  25000,00EUR
ES0213211255BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20201110 ICO 49                                     20141110              20201110                  25000,00EUR
ES0213211263BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR OB 20201210 ICO 56                                     20141210              20201210                  25000,00EUR
ES0214840276BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.CATALUNYA/VAR OB 20210321                                    20060321              20210321                 100000,00EUR
ES0214840300BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.CATALUNYA/VAR OB 20261013                                    20061013              20261013                  50000,00EUR
ES0214840359BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.CATALUNYA/CUPCER OB 20381015                                 20081031              20381015                 100000,00EUR
ES0214840367BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.CATALUNYA/CUPCER OB 20380115                                 20081128              20380115                  50000,00EUR
ES0214840375BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.CATALUNYA/VAR OB 20390115                                    20090807              20390115                  50000,00EUR
ES0214973051BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.SABADELL/VAR OB SUBD 20200128                                20050128              20200128                 100000,00EUR
ES0214974059BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.TERRASSA/VAR OB SUBD 20210809             A                  20060809              20210809                 100000,00EUR
ES0214974067BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.TERRASSA/VAR OB SUBD 20210809             B                  20060809              20210809                 100000,00EUR
ES0214974075BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.TERRASSA/VAR OBSUBD PERP                                     20070301                                        50000,00EUR
ES0214974083BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.TERRASSA/VAR OB 20220312                                     20070312              20220312                  50000,00EUR
ES0413211071BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/4,00 CEDHIP 20250225 GTIA               A                  20050225              20250225  4,000000       100000,00EUR
ES0413211105BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/3,50 CEDHIP 20201007 GTIA                                  20051007              20201007  3,500000       100000,00EUR
ES0413211105BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/3,50 CEDHIP 20201007 GTIA                                  20110930              20201007  3,500000       100000,00EUR
ES0413211105BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/3,50 CEDHIP 20201007 GTIA                                  20110930              20201007  3,500000       100000,00EUR
ES0413211121BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/3,50 CEDHIP 20210124 GTIA                                  20060124              20210124  3,500000       100000,00EUR
ES0413211147BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/4,60 CEDHIP 20370202 GTIA                                  20060714              20370202  4,600000       100000,00EUR
ES0413211212BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20220627 GTIA                                   20070627              20220627                 100000,00EUR
ES0413211451BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20220307 GTIA                                   20110307              20220307  5,000000        50000,00EUR
ES0413211477BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20230803 GTIA                                   20110803              20230803                 100000,00EUR
ES0413211774BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20230602 GTIA 2                                 20120802              20230602                 100000,00EUR
ES0413211790BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/3,875 CEDHIP 20230130 GTIA                                 20130130              20230130  3,875000       100000,00EUR
ES0413211816BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/2,25 CEDHIP 20240612 GTIA                                  20140612              20240612  2,250000       100000,00EUR
ES0413211824BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/0,75 CEDHIP 20220120 GTIA                                  20150120              20220120  0,750000       100000,00EUR
ES0413211832BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20200227 GTIA                                   20150227              20200227                 100000,00EUR
ES0413211840BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20250514 GTIA                                   20150514              20250514                 100000,00EUR
ES0413211857BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20200911 GTIA                                   20150911              20200911                 100000,00EUR
ES0413211865BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/0,625 CEDHIP 20210517 GTIA                                 20151117              20210517  0,625000       100000,00EUR
ES0413211873BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/0,625 CEDHIP 20230318 GTIA                                 20160318              20230318  0,625000       100000,00EUR
ES0413211881BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20210531 GTIA                                   20160531              20210531                 100000,00EUR
ES0413211907BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20211017 GTIA                                   20161017              20211017                 100000,00EUR
ES0413211915BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/0,875 CEDHIP 20261122 GTIA                                 20161122              20261122  0,875000       100000,00EUR
ES0413211923BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20280115 GTIA                                   20180115              20280115                 100000,00EUR
ES0413211931BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20220921 GTIA                                   20180921              20220921                 100000,00EUR
ES0413211949BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20230329 2019 GTIA                              20190329              20230329                 100000,00EUR
ES0413211956BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20230726 GTIA                                   20190726              20230726                 100000,00EUR
ES0413211972BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDHIP 20231010 GTIA                                   20191010              20231010                 100000,00EUR
ES0413211980BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        BBVA/VAR CEDTER 20241014 GTIA                                   20191014              20241014                 100000,00EUR
ES0414840415BANCO BILBAO VIZCAYA ARGENTARIA, S.A.        CA.CATALUNYA/5,15 CEDHIP 20200731                               20100511              20200731  5,150000        50000,00EUR
ES0213580048BANCO DE SABADELL, S.A.                      GUI/VAR OB 20220418                                             20070418              20220418                  50000,00EUR
ES0213860051BANCO DE SABADELL, S.A.                      SAB/6,25 OBSUBD 20200426                                        20100426              20200426  6,250000        50000,00EUR
ES0213860077BANCO DE SABADELL, S.A.                      SAB/VAR OBESTR 20220725 II                                      20120725              20220725                  50000,00EUR
ES0213860127BANCO DE SABADELL, S.A.                      SAB/VAR OB 20200310 ICO 5                                       20140310              20200310                  25000,00EUR
ES0213860135BANCO DE SABADELL, S.A.                      SAB/4,423 OB 20200510 ICO 21                                    20140512              20200510  4,423000        25000,00EUR
ES0213860143BANCO DE SABADELL, S.A.                      SAB/VAR OB 20200510 ICO 22                                      20140512              20200510                  25000,00EUR
ES0213860150BANCO DE SABADELL, S.A.                      SAB/VAR OB 20200610 ICO 33                                      20140610              20200610                  25000,00EUR
ES0213860168BANCO DE SABADELL, S.A.                      SAB/VAR OB 20200610 ICO 34                                      20140610              20200610                  25000,00EUR
ES0213860184BANCO DE SABADELL, S.A.                      SAB/VAR OBESTR 20240715 4                                       20140714              20240715                 100000,00EUR
ES0213860192BANCO DE SABADELL, S.A.                      SAB/VAR OB 20200710 ICO 42                                      20140710              20200710                  25000,00EUR
ES0213860200BANCO DE SABADELL, S.A.                      SAB/VAR OBESTR 20210714 5                                       20140714              20210714                 100000,00EUR
ES0213860218BANCO DE SABADELL, S.A.                      SAB/VAR OB 20200810 ICO 50                                      20140811              20200810                  25000,00EUR
ES0213860226BANCO DE SABADELL, S.A.                      SAB/VAR OB 20201010 ICO 59                                      20141010              20201010                  25000,00EUR
ES0213860234BANCO DE SABADELL, S.A.                      SAB/VAR OB 20201110 ICO 65                                      20141110              20201110                  25000,00EUR
ES0213860242BANCO DE SABADELL, S.A.                      SAB/VAR OB 20201210 ICO 71                                      20141210              20201210                  25000,00EUR
ES0213860275BANCO DE SABADELL, S.A.                      SAB/VAR OB 20220704 IV                                          20170703              20220704                 100000,00EUR
ES0213860283BANCO DE SABADELL, S.A.                      SAB/VAR OB 20230227 1                                           20180226              20230227                 100000,00EUR
ES0213860291BANCO DE SABADELL, S.A.                      SAB/VAR OB 20250317 2                                           20181112              20250317                 100000,00EUR
ES0213860309BANCO DE SABADELL, S.A.                      SAB/VAR OBESTR 20250401 1                                       20181105              20250401                 100000,00EUR
ES0213860317BANCO DE SABADELL, S.A.                      SAB/VAR OB 20251114 6                                           20181114              20251114                 100000,00EUR
ES0213860325BANCO DE SABADELL, S.A.                      SAB/VAR OBESTR 20250401 2                                       20181112              20250401                 100000,00EUR
ES03138601S7BANCO DE SABADELL, S.A.                      SAB/VAR BOESTR 20200415 2                                       20150415              20200415                 100000,00EUR
ES03138602P1BANCO DE SABADELL, S.A.                      SAB/0,65 BO 20200305 V                           