ISIN BB Ticker Issuer Name Coupon Maturity Exclusion date
FR0000186462 ACAFP Credit Agricole SA 5.5 11/4/2010 6/30/2005
FR0000186694 ACAFP Credit Agricole SA 5.6 12/20/2011 6/30/2005
FR0000188112 ACAFP Credit Agricole SA 5.1 12/10/2013 6/30/2005
FR0000188526 ACAFP Credit Agricole SA 5.4 6/28/2009 6/30/2005
NL0000113868 ACAFP CA Preferred Funding Trust 6 7/30/2009 6/30/2005
ES0214970024 CAIXAB Caja de Ahorros y Pensiones de Barcelona 'la Caixa' 4.89 10/4/2009 6/30/2005
FR0000186504 CDEE La Caisse Nationale des Caisses d´Epargne et de Prevoyance 5.6 11/5/2011 6/30/2005
FR0000187106 CDEE La Caisse Nationale des Caisses d´Epargne et de Prevoyance 5.5 10/30/2011 6/30/2005
FR0000188625 CDEE La Caisse Nationale des Caisses d'Epargne et de Prevoyance 5.2 7/19/2014 6/30/2005
DE000A0DTY34 DB Deutsche Bank Capital Funding Trust VI 6 1/28/2010 6/30/2005
IT0003801153 ENEL ENEL SpA 3.625 3/14/2012 6/30/2005
DE0009842542 HSHN RESPARCS Funding II LP 7.5 6/30/2009 6/30/2005
DE0002196615 IKB IKB Deutsche Industriebank AG 2.75 12/15/2006 9/30/2005
DE0002196649 IKB IKB Deutsche Industriebank AG 2.5 4/4/2007 9/30/2005
DE0002196680 IKB IKB Deutsche Industriebank AG 2.25 8/1/2007 9/30/2005
DE000A0CTJV1 MUNHYP Muenchener Hypothekenbank eG 3.75 5/27/2009 10/31/2005
NL0000080265 RABOBK Cooeperatieve Centrale Raiffeisen-Boerenleenbank BA 5 2/1/2008 10/31/2005
DE000DB2D9D6 DB Deutsche Bank AG 0.75 9/14/2007 6/30/2006
DE000A0E6C37 RBS The Royal Bank of Scotland Group Plc 5.25 6/30/2010 7/31/2006
DE000A0EUBN9 NDB Fuerstenberg Capital II GmbH 5.63 6/30/2011 7/31/2006
FR0010239319 BNP BNP Paribas Luxembourg SA 4.88 10/17/2011 7/31/2006
XS0205935470 RBS The Royal Bank of Scotland Group Plc 5.50 12/31/2009 7/31/2006
DE000A0GNPZ3 ALZ Allianz Finance II B.V. 5.375 3/3/2011 8/31/2006
DE0002196771 IKB IKB Deutsche Industriebank AG 3.625 5/30/2008 8/31/2006
FR0010337097 ACAFP Credit Agricole SA 4.3 6/26/2018 9/30/2006
FR0010353151 ACAFP Credit Agricole SA 4.61 6/30/2011 9/30/2006
DE0002196813 IKB IKB Deutsche Industriebank AG 3.75 7/21/2008 9/30/2006
FR0000181307 ACAFP Credit Agricole SA 5.2 3/7/2015 6/30/2007
FR0000188021 ACAFP Credit Agricole SA 5.1 11/15/2013 6/30/2007
FR0000188302 ACAFP Credit Agricole SA 5.2 3/6/2009 6/30/2007
FR0000188849 ACAFP Credit Agricole SA 4.9 12/19/2009 6/30/2007
FR0010036087 ACAFP Credit Agricole SA 5 12/24/2015 6/30/2007
FR0010163444 ACAFP Credit Agricole SA 3.9 2/28/2013 6/30/2007
FR0010378505 ACAFP Credit Agricole SA 4 10/30/2014 6/30/2007
XS0315528850 ACAFP Credit Agricole SA 5.065 8/10/2022 9/30/2007
DE000DB2J8H3 DB Deutsche Bank AG 1.95 12/10/2008 9/30/2007
FR0010521559 ACAFP Credit Agricole SA 4.7 10/15/2017 10/31/2007
IT0003966683 LAVORO Banca Nazionale del Lavoro SpA 0 12/16/2012 12/31/2007
DK0009277246 RDKRE Realkredit Danmark AS 4 1/1/2009 12/31/2007
IT0006646480 MER Merrill Lynch & Co Inc 4 9/28/2013 2/29/2008
XS0328758585 ISPIM Intesa Sanpaolo SpA 0 12/27/2015 2/29/2008
IT0004345127 CARPP Cassa di Risparmio di Parma e Piacenza SpA 3 12/31/2015 4/30/2008
FR0010525691 CDEE Caisse Nationale des Caisses d'Epargne et de Prevoyance 4.9 11/2/2019 5/31/2008
IT0004289473 ISPIM Intesa Sanpaolo SpA 4.25 11/30/2010 5/31/2008
IT0004296270 ISPIM Intesa Sanpaolo SpA 4.2 12/24/2010 5/31/2008
IT0003094676 ISPIM Intesa Sanpaolo SpA 5.35 4/9/2011 5/31/2008
XS0368735154 KBC KBC Bank NV 8 6/27/2013 7/31/2008
XS0368222872 BNP BNP Paribas 4.5 6/27/2011 7/31/2008
FR0010631671 ACAFP Credit Agricole SA 5.3 7/15/2011 9/30/2008
FR0010621532 CDEE Caisse Nationale des Caisses d'Epargne et de Prevoyance 5.1 6/27/2018 9/30/2008
DE000CB59FV0 CMZB Commerzbank AG 6.25 9/30/2014 9/30/2008
FR0010664094 CDEE Caisse Nationale des Caisses d'Epargne et de Prevoyance 5 1/17/2012 10/31/2008
XS0387966582 FORTIS Fortis Finance NV 5.6 9/30/2010 10/31/2008
XS0393640346 BFCM Banque Federative du Credit Mutuel 10.3 10/17/2018 11/30/2008
FR0010669259 ACAFP Credit Agricole SA 5.2 10/28/2012 11/30/2008
IT0004432743 CARPP Cassa di Risparmio di Parma e Piacenza SpA 3.43 11/20/2012 11/30/2008
IT0004437478 CARPP Cassa di Risparmio di Parma e Piacenza SpA 3 12/1/2011 12/31/2008
IT0004445273 CARPP Cassa di Risparmio di Parma e Piacenza SpA 0 6/29/2011 1/31/2009
FR0010706606 ACAFP Credit Agricole SA 5.2 1/29/2017 1/31/2009
IT0004436967 UCGIM UniCredit SpA 3.8 6/30/2012 2/28/2009
XS0409428231 ISPIM Banca IMI SpA 0 2/2/2011 2/28/2009
XS0408352960 ISPIM Banca IMI SpA 0 2/2/2011 2/28/2009
FR0000488108 CFCM Compagnie Financiere du Credit Mutuel 5.5 2/14/2012 2/28/2009
IT0004467145 CARPP Cassa di Risparmio di Parma e Piacenza SpA 2 2/23/2012 3/31/2009
IT0004468028 CARPP Cassa di Risparmio di Parma e Piacenza SpA 0 2/27/2012 3/31/2009
XS0413716928 BACRED Mediobanca International Luxembourg SA 4.5 8/27/2012 3/31/2009
DE000BLB4ER9 BYLAN Bayerische Landesbank 4.625 10/11/2010 4/30/2009
DE000BLB6DB0 BYLAN Bayerische Landesbank 4 1/18/2011 4/30/2009
DE000BLB6DC8 BYLAN Bayerische Landesbank 4 1/18/2012 4/30/2009
DE000BLB6DD6 BYLAN Bayerische Landesbank 4.25 1/21/2013 4/30/2009
IT0004475577 CARPP Cassa di Risparmio di Parma e Piacenza SpA 3 3/25/2015 4/30/2009
DE000CZ29DB9 CMZB Commerzbank AG 3.5 3/31/2014 5/31/2009
DE000WLB9CC9 WESTLB WestLB AG 2.5 7/1/2010 5/31/2009
ES0000095903 GENCAT Autonomous Community of Catalonia 4.125 4/23/2013 5/31/2009
ES0000095929 GENCAT Autonomous Community of Catalonia 4.75 6/4/2018 5/31/2009
IT0004452394 UCGIM UniCredit SpA 3.4 10/27/2012 5/31/2009
IT0004439292 UCGIM UniCredit Banca SpA 3.9 7/13/2012 5/31/2009
FR0010745752 CDEE Caisse Nationale des Caisses d'Epargne et de Prevoyance 5.1 5/15/2019 5/31/2009
DE000NRW1ZH6 NRW Land Nordrhein-Westfalen 3.75 2/15/2011 6/30/2009
DE000NWB10Y9 NRWBK NRW.Bank 2.75 4/3/2012 6/30/2009
IT0004511660 CARPP Cassa di Risparmio di Parma e Piacenza SpA 2.3 7/2/2013 7/31/2009
IT0004510969 CARPP Cassa di Risparmio di Parma e Piacenza SpA 2.3 12/29/2011 7/31/2009
IT0004503717 ENIIM ENI SpA 4 6/29/2015 7/31/2009
ES0318827013 CEDTDA Cedulas TDA 3.5 11/15/2014 7/31/2009
ES0318827005 CEDTDA Cedulas TDA 3.25 7/15/2013 7/31/2009
ES0318829019 CEDTDA Cedulas TDA 15 4.125 5/15/2014 7/31/2009
ES0318829001 CEDTDA Cedulas TDA 15 3.375 5/15/2014 7/31/2009
IT0004517295 CARPP Cassa di Risparmio di Parma e Piacenza SpA 3.43 7/27/2014 8/31/2009
IT0004517303 CARPP Cassa di Risparmio di Parma e Piacenza SpA 2 7/27/2014 8/31/2009
FR0010758888 EDF Electricite de France 4.5 7/17/2014 8/31/2009
DE000BLB6E72 BYLAN Bayerische Landesbank 2.5 12/12/2011 8/31/2009
DE000A0Z2AE3 BHH Berlin-Hannover Hypothekenbank 2.625 8/19/2011 8/31/2009