prezzi al 27-02-12

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prezzi al 27-02-12 Powered By Docstoc
					Covered



                                       Cpn                                Rating Rating Bid Ask Ask Yield Mid Swap Mid Gov   Mid 5y   Amount      Min
Issuer                     Ccy Cpn              Collateral    Maturity
                                       type                               Mdy's S&P Price Price  to Mat    Spread  Spread     CDS     Out. Mln   Denom
ABBEY NATL TREASURY SERV EUR       2.5 FIXED   COVERED       18.03.2013    Aaa      AAA    101.2   101.3   1.2   16    100    262       1,600    50,000
ABBEY NATL TREASURY SERV EUR     2.875 FIXED   COVERED       14.06.2013    Aaa      AAA    101.2   101.8   2.0   100   184    262       1,000    100,000
ABBEY NATL TREASURY SERV EUR     3.125 FIXED   COVERED       30.06.2014    Aaa      AAA    102.7   102.9   1.7   61    150    262       1,525    50,000
ABBEY NATL TREASURY SERV EUR     3.375 FIXED   COVERED       08.06.2015    Aaa      AAA    103.1   103.4   2.3   109   191    262       3,375    50,000
ABBEY NATL TREASURY SERV EUR     3.625 FIXED   COVERED       08.09.2016    Aaa      AAA    103.5   103.8   2.7   133   208    262       1,000    100,000
ABBEY NATL TREASURY SERV EUR     3.625 FIXED   COVERED       14.10.2016    Aaa      AAA    103.2   103.5   3.0   159   234    262       2,356    50,000
ABBEY NATL TREASURY SERV EUR     3.625 FIXED   COVERED       05.10.2017    Aaa      AAA    102.4   102.8   3.1   149   218    262       1,250    50,000
ABBEY NATL TREASURY SERV EUR     4.375 FIXED   COVERED       24.01.2018    Aaa      AAA    106.1   106.4   3.1   151   217    262       1,100    100,000
ABBEY NATL TREASURY SERV EUR     3.375 FIXED   COVERED       13.02.2019                                    3.6   181   242    262       1,328     1,000
ABBEY NATL TREASURY SERV EUR      4.25 FIXED   COVERED       12.04.2021    Aaa      AAA    103.3   103.9   3.1   98    140    262       1,750    50,000
ABBEY NATL TREASURY SERV GBP     5.125 FIXED   COVERED       14.04.2021    Aaa      AAA    105.1   105.4   4.5   231   250    262       1,250    100,000
LLOYDS TSB BANK PLC        EUR                C
                                 1.186 FLOATINGOVERED        02.09.2013    Aaa                             1.3    9           268       1,451    100,000
ABBEY NATL TREASURY SERV GBP      5.75 FIXED   COVERED       02.03.2026    Aaa      AAA    111.7   112.1   4.7   209   214    262       1,000    100,000
ABN AMRO BANK NV           EUR    3.25 FIXED   COVERED       18.01.2013    Aaa      AAA    102.1   102.3   0.6   -48   40     194       2,000    50,000
ABN AMRO BANK NV           EUR    3.75 FIXED   COVERED       15.07.2014    Aaa      AAA    105.6   105.8   1.2   12    101    194       2,000    50,000
ABN AMRO BANK NV           EUR    3.25 FIXED   COVERED       21.09.2015    Aaa      AAA    105.7   106.0   1.4   19    101    194       2,000    50,000
ABN AMRO BANK NV           CHF     2.5 FIXED   COVERED       30.12.2015    Aaa      AAA    106.5   107.4   0.7   49    65     194       1,000    100,000
ABN AMRO BANK NV           EUR    4.25 FIXED   COVERED       01.03.2017    Aaa      AAA    109.8   110.3   2.1   54    126    194       1,500    50,000
ABN AMRO BANK NV           EUR     3.5 FIXED   COVERED       12.01.2018    Aaa      AAA    106.0   106.1   2.3   61    128    194       1,550    100,000
ABN AMRO BANK NV           EUR   3.625 FIXED   COVERED       22.06.2020    Aaa      AAA    105.3   105.4   2.8   78    128    194       2,000    50,000
ABN AMRO BANK NV           EUR    4.25 FIXED   COVERED       06.04.2021    Aaa      AAA    109.8   109.9   2.9   81    123    194       2,000    100,000
ABN AMRO BANK NV           EUR     3.5 FIXED   COVERED       18.01.2022    Aaa      AAA    103.1   103.4   3.1   85    123    194       1,000    100,000
ABN AMRO BANK NV           EUR     3.5 FIXED   COVERED       21.09.2022             AAA    102.7   103.1   3.1   83    120    194       1,500    50,000
ACHMEA HYPOTHEEKBANK NV EUR       4.75 FIXED   COVERED       01.08.2012    Aa2      NR     101.5   101.7   0.8   -26   76               1,250    50,000
ACHMEA HYPOTHEEKBANK NV EUR       4.25 FIXED   COVERED       26.02.2014    Aa2      NR     104.4   104.7   1.2   31    122              1,500    50,000
AIB MORTGAGE BANK          EUR    3.75 FIXED   COVERED       30.04.2013    Baa3      A     95.6    97.3    5.4   520   602    3272      1,000    50,000
AIB MORTGAGE BANK          EUR   4.875 FIXED   COVERED       29.06.2017    Baa3      A     80.7    84.3    8.0   687   756    3272      1,675    50,000
AYT CEDULAS CAJAS GLOBAL   EUR                C
                                  1.48 FLOATINGOVERED        14.12.2012   A3 /*-    A+                     3.7   291                    2,640    100,000
AYT CEDULAS CAJAS GLOBAL   EUR     3.5 FIXED   COVERED       14.03.2016   A3 /*-     A-    89.5    91.9    5.8   479   557              3,600    100,000
AYT CEDULAS CAJAS GLOBAL   EUR      4 FIXED    COVERED       20.12.2016   Aa3 /*-   A+     90.3    92.0    6.0   466   539              2,575    100,000
AYT CEDULAS CAJAS GLOBAL   EUR    4.25 FIXED   COVERED       14.06.2018   A2 /*-    BBB+   84.5    86.6    6.9   539   603              2,230    100,000
AYT CEDULAS CAJAS GLOBAL   EUR      4 FIXED    COVERED       24.03.2021   A1 /*-     A-    74.5    76.8    7.6   570   611              1,500    100,000
AYT CEDULAS CAJAS GLOBAL   EUR    3.75 FIXED   COVERED       14.12.2022   A2 /*-    BBB    64.5    67.0    8.6   649   682              1,400    100,000
AYT CEDULAS CAJAS GLOBAL   EUR    4.75 FIXED   COVERED       25.05.2027   A2 /*-    BBB-   63.4    66.1    8.9   663   672              1,545    100,000
AYT CEDULAS CAJAS III      EUR    5.25 FIXED   COVERED       28.06.2012   A3 /*-     AA    100.2   101.0   2.2   216   307              3,500    100,000
AYT CEDULAS CAJAS IV     EUR      4 FIXED    COVERED   13.03.2013    A3 /*-     AA-     99.5    100.5   3.5    281    364           3,800   100,000
AYT CEDULAS CAJAS IX     EUR    3.75 FIXED   COVERED   31.03.2015    A3 /*-    BBB+     93.9    95.5    5.4    445    528           3,500   100,000
AYT CEDULAS CAJAS IX     EUR      4 FIXED    COVERED   31.03.2020    A3 /*-    BBB+     77.7    80.0    7.4    555    605           1,500   100,000
AYT CEDULAS CAJAS V      EUR    4.75 FIXED   COVERED   04.12.2018    A3 /*-     A-      85.7    88.0    7.0    542    602           2,100   100,000
AYT CEDULAS CAJAS VI     EUR      4 FIXED    COVERED   07.04.2014    A1 /*-     A-      97.5    99.0    4.5    374    465           2,500   100,000
AYT CEDULAS CAJAS VIII   EUR      4 FIXED    COVERED   18.11.2014   Aa3 /*-     AA      97.1    98.2    4.7    375    461           3,000   100,000
AYT CEDULAS CAJAS VIII   EUR    4.25 FIXED   COVERED   18.11.2019    A1 /*-     AA      80.9    83.1    7.2    539    593           1,100   100,000
AYT CEDULAS CAJAS X      EUR                C
                               1.457 FLOATINGOVERED    30.06.2015    A2 /*-    BBB                      6.4    531                  1,900   100,000
AYT CEDULAS CAJAS X      EUR    3.75 FIXED   COVERED   30.06.2025    A2 /*-    BBB+     57.2    60.5    8.9    678    702           2,000   100,000
BA COVERED BOND ISSUER   EUR   4.125 FIXED   COVERED   05.04.2012   Aa3 /*-     A+      100.2   100.4   0.6     72    120           2,000   50,000
BA COVERED BOND ISSUER   EUR    4.25 FIXED   COVERED   05.04.2017   Aa3 /*-     A+      101.8   102.9   3.3    187    258           2,000   50,000
BANCA CARIGE SPA         EUR    3.75 FIXED   COVERED   25.11.2016   Aa3 /*-             95.2    96.4    4.7    330    404           1,180   50,000
BANCA POPOLARE DI MILANO EUR    3.25 FIXED   COVERED   16.11.2015    A2 /*-             95.6    96.6    4.4    318    399    387    1,100   50,000
BANCA POPOLARE DI MILANO EUR     3.5 FIXED   COVERED   17.10.2016    A2 /*-             93.9    95.2    4.7    334    409    387    1,000   50,000
BANCO BILBAO VIZCAYA ARG EUR   4.625 FIXED   COVERED   02.08.2012     Aa2       NR      101.0   101.4   1.1     54    154    283    1,000   100,000
BANCO BILBAO VIZCAYA ARG EUR    4.25 FIXED   COVERED   29.01.2013     Aa2               101.5   102.1   1.6     80    164    283    3,000   100,000
BANCO BILBAO VIZCAYA ARG EUR     3.5 FIXED   COVERED   26.07.2013     Aa2               101.4   101.7   2.1    124    209    283    2,000   50,000
BANCO BILBAO VIZCAYA ARG EUR    3.75 FIXED   COVERED   04.10.2013     Aa2               101.3   102.0   2.3    144    231    283    1,500   100,000
BANCO BILBAO VIZCAYA ARG EUR     2.5 FIXED   COVERED   07.10.2013     Aa2       NR      99.3    99.8    3.0    214    300    283    2,139   50,000
BANCO BILBAO VIZCAYA ARG EUR   4.125 FIXED   COVERED   13.01.2014     Aa2               102.0   102.3   2.8    173    263    283    1,600   50,000
BANCO BILBAO VIZCAYA ARG EUR     4.5 FIXED   COVERED   30.05.2014     Aa2       NR      102.7   103.4   2.8    175    265    283    1,642   50,000
BANCO BILBAO VIZCAYA ARG EUR    4.25 FIXED   COVERED   15.07.2014     Aa2               102.4   102.9   2.9    177    266    283    3,013   100,000
BANCO BILBAO VIZCAYA ARG EUR      3 FIXED    COVERED   09.10.2014     Aa2               99.5    100.4   2.9    185    273    283    1,594   50,000
BANCO BILBAO VIZCAYA ARG EUR     3.5 FIXED   COVERED   25.02.2015     Aa2               100.3   101.2   3.1    196    280    283    1,598   100,000
BANCO BILBAO VIZCAYA ARG EUR    4.25 FIXED   COVERED   30.03.2015     Aa2               102.8   103.2   3.0    189    272    283    2,000   50,000
BANCO BILBAO VIZCAYA ARG EUR    3.25 FIXED   COVERED   24.01.2016     Aa2               98.9    99.8    3.4    219    298    283    2,500   100,000
BANCO BILBAO VIZCAYA ARG EUR    4.75 FIXED   COVERED   10.02.2016     Aa2               104.3   104.9   3.4    209    288    283    2,000   50,000
BANCO BILBAO VIZCAYA ARG EUR   3.625 FIXED   COVERED   18.01.2017     Aa2               98.4    99.4    4.2    276    349    283    2,222   50,000
BANCO BILBAO VIZCAYA ARG EUR    4.25 FIXED   COVERED   18.01.2017     Aa2               101.7   102.8   3.8    241    314    283    2,250   100,000
BANCO BILBAO VIZCAYA ARG USD    5.75 FIXED   COVERED   20.07.2017     Aa2       A+      103.6   106.6   4.4    322    346    283    1,000   100,000
BANCO BILBAO VIZCAYA ARG EUR     3.5 FIXED   COVERED   07.10.2020     Aa2               90.4    91.7    4.7    272    319    283    2,051   100,000
BANCO BILBAO VIZCAYA ARG EUR     3.5 FIXED   COVERED   24.01.2021     Aa2               89.9    91.2    4.8    268    313    283    1,500   100,000
BANCO BILBAO VIZCAYA ARG EUR      4 FIXED    COVERED   25.02.2025     Aa2       NR      88.4    90.1    5.3    290    318    283    2,000   100,000
BANCO BPI SA             EUR      3 FIXED    COVERED   17.07.2012   Baa3 /*-   A- /*-   98.8    99.9    2.8    351    444           1,000   50,000
BANCO BPI SA             EUR    3.25 FIXED   COVERED   15.01.2015   Baa3 /*-   A- /*-   85.1    88.2    8.5    823    908           1,000   50,000
BANCO CAM SA             EUR   3.375 FIXED   COVERED   22.10.2014   Baa1 /*+            94.6    96.4    4.9    404    491    711    1,000   50,000
BANCO COMERC PORTUGUES   EUR    4.75 FIXED   COVERED   29.10.2014   Baa3 /*-    NR      86.3    87.7    10.1   964    1051   1192   1,000   50,000
BANCO COMERC PORTUGUES   EUR    3.75 FIXED   COVERED   08.10.2016   Baa3 /*-            72.7    74.7    10.6   980    1054   1192   1,000   50,000
BANCO COMERC PORTUGUES   EUR    4.75 FIXED   COVERED   22.06.2017   Baa3 /*-    NR      73.2    75.2    11.2   1028   1096   1192   1,500   50,000
BANCO ESPANOL DE CREDITO EUR    2.75 FIXED   COVERED   07.09.2012     Aa2               100.2   100.7   1.3     47    155           2,000   100,000
BANCO ESPANOL DE CREDITO EUR   2.625 FIXED   COVERED   28.02.2013     Aa2               99.8    100.5   1.9    116    199           1,310   50,000
BANCO ESPANOL DE CREDITO EUR   3.625 FIXED   COVERED   04.06.2013     Aa2               100.8   101.6   2.3    147    230           1,105   100,000
BANCO ESPANOL DE CREDITO EUR    4.25 FIXED   COVERED   16.09.2014     Aa2               102.0   102.8   2.8    184    272           1,805   100,000
BANCO ESPANOL DE CREDITO EUR     3.5 FIXED   COVERED   27.01.2015     Aa2               99.9    100.8   3.2    216    300           2,200   100,000
BANCO ESPANOL DE CREDITO EUR   3.625 FIXED   COVERED   07.09.2015     Aa2               99.7    100.4   3.3    216    297           1,005   100,000
BANCO ESPANOL DE CREDITO EUR      3.5 FIXED   COVERED   18.01.2016     Aa2               98.9    99.8    3.5    232    311          2,200   100,000
BANCO ESPANOL DE CREDITO EUR     5.75 FIXED   COVERED   27.03.2017     Aa2               108.3   109.6   3.7    229    299          1,085   100,000
BANCO ESPIRITO SANTO SA   EUR   3.375 FIXED   COVERED   17.02.2015   Baa3 /*-    NR      83.5    83.5    11.3   1102   1187   926   1,000   50,000
BANCO PASTOR              EUR   3.875 FIXED   COVERED   20.09.2013   Baa1 /*+            99.1    100.1   3.4    264    349          1,300   100,000
BANCO PASTOR              EUR    3.25 FIXED   COVERED   17.03.2014   Baa1 /*+            95.6    97.8    4.3    345    436          1,000   100,000
BANCO PASTOR SA           EUR    3.75 FIXED   COVERED   04.03.2015   Baa1 /*+            94.4    97.3    4.6    353    437          1,300   100,000
BANCO POPOLARE SC         EUR   3.875 FIXED   COVERED   31.03.2014    A1 /*-             99.2    99.9    3.6    301    392    510   1,250   100,000
BANCO POPOLARE SC         EUR    4.75 FIXED   COVERED   31.03.2016    A1 /*-             98.8    99.7    4.8    351    428    510   1,550   100,000
BANCO POPOLARE SC         EUR   3.625 FIXED   COVERED   31.03.2017    A1 /*-             91.0    92.7    5.2    390    461    510   1,400   50,000
BANCO POPULAR ESPANOL     EUR      3 FIXED    COVERED   18.10.2012   Aa2 /*- AA- /*-     100.3   101.0   1.4     66    165          1,435   100,000
BANCO POPULAR ESPANOL     EUR     4.5 FIXED   COVERED   04.02.2013   Aa2 /*- AA- /*-     101.5   101.9   2.4    140    224          1,100   50,000
BANCO POPULAR ESPANOL     EUR   4.375 FIXED   COVERED   16.06.2014   Aa2 /*- AA- /*-     101.8   102.8   3.1    215    305          1,250   50,000
BANCO POPULAR ESPANOL     EUR    4.25 FIXED   COVERED   30.09.2015   Aa2 /*- AA- /*-     101.0   101.4   3.8    257    338          1,900   50,000
BANCO POPULAR ESPANOL     EUR      4 FIXED    COVERED   18.10.2016   Aa2 /*- AA- /*-     98.1    99.5    4.1    279    354          2,000   100,000
BANCO POPULAR ESPANOL     EUR   4.125 FIXED   COVERED   09.04.2018   Aa2 /*- AA- /*-     96.3    98.3    4.5    288    353          1,100   50,000
BANCO SABADELL SA         EUR    3.25 FIXED   COVERED   10.09.2012   Aa2 /*-             100.3   100.9   1.2     68    176    433   1,000   50,000
BANCO SABADELL SA         EUR     4.5 FIXED   COVERED   11.02.2013   Aa2 /*-             101.7   101.8   2.1    139    222    433   1,200   100,000
BANCO SABADELL SA         EUR     4.5 FIXED   COVERED   29.04.2013   Aa2 /*-             101.5   102.4   2.2    146    229    433   1,500   100,000
BANCO SABADELL SA         EUR   3.125 FIXED   COVERED   20.01.2014   Aa2 /*-             99.3    100.1   3.2    214    304    433   1,000   100,000
BANCO SABADELL SA         EUR    3.25 FIXED   COVERED   15.06.2015   Aa2 /*-             97.7    98.8    3.6    254    336    433   1,500   100,000
BANCO SABADELL SA         EUR     3.5 FIXED   COVERED   19.01.2016   Aa2 /*-             97.1    98.3    3.8    255    335    433   1,750   100,000
BANCO SABADELL SA         EUR    4.25 FIXED   COVERED   24.01.2017   Aa2 /*-             98.4    99.5    4.4    298    370    433   1,500   100,000
BANCO SANTANDER SA        EUR    4.25 FIXED   COVERED   06.05.2013     Aa2               102.1   102.6   2.0    105    188    273   1,500   100,000
BANCO SANTANDER SA        EUR      4 FIXED    COVERED   08.07.2013     Aa2               101.7   102.4   2.2    129    213    273   2,000   100,000
BANCO SANTANDER SA        EUR     3.5 FIXED   COVERED   06.02.2014     Aa2               101.2   101.7   2.6    159    250    273   3,000   100,000
BANCO SANTANDER SA        EUR   3.875 FIXED   COVERED   27.05.2014     Aa2               101.9   102.6   2.6    157    248    273   1,500   100,000
BANCO SANTANDER SA        EUR   3.125 FIXED   COVERED   28.01.2015     Aa2               99.9    100.7   3.0    185    270    273   1,000   100,000
BANCO SANTANDER SA        EUR   4.375 FIXED   COVERED   16.03.2015     Aa2               103.5   103.9   3.0    185    269    273   2,000   100,000
BANCO SANTANDER SA        EUR   3.125 FIXED   COVERED   28.09.2015     Aa2               99.1    99.9    3.1    196    277    273   2,500   100,000
BANCO SANTANDER SA        EUR   4.625 FIXED   COVERED   20.01.2016     Aa2               104.0   104.6   3.3    207    286    273   1,000   100,000
BANCO SANTANDER SA        EUR   4.625 FIXED   COVERED   21.06.2016     Aa2               103.1   103.7   3.7    236    312    273   1,000   100,000
BANCO SANTANDER SA        EUR     4.5 FIXED   COVERED   29.07.2016     Aa2               102.8   103.8   3.5    221    297    273   1,500   100,000
BANCO SANTANDER SA        EUR   4.125 FIXED   COVERED   09.01.2017     Aa2               100.8   101.8   3.7    229    302    273   1,500   100,000
BANCO SANTANDER SA        EUR   3.625 FIXED   COVERED   06.04.2017     Aa2               98.0    98.7    3.9    240    312    273   1,250   100,000
BANCO SANTANDER SA        EUR      4 FIXED    COVERED   07.04.2020     Aa2               95.1    96.3    4.6    259    310    273   1,000   100,000
BANCO SANTANDER SA        EUR   3.875 FIXED   COVERED   06.02.2026     Aa2               86.0    87.5    5.2    272    296    273   1,500   100,000
BANCO SANTANDER SA        EUR   4.625 FIXED   COVERED   04.05.2027     Aa2               93.3    94.8    5.1    266    281    273   1,500   100,000
BANCO SANTANDER TOTTA SA EUR    2.625 FIXED   COVERED   15.04.2013   Baa1 /*-   A- /*-   96.1    97.6    4.6    432    515    273   1,000   50,000
BANCO SANTANDER TOTTA SA EUR     3.25 FIXED   COVERED   21.10.2014   Baa1 /*-   A- /*-   92.1    93.4    6.0    545    632    273   1,000   50,000
BANK OF IRELAND MTGE BNK EUR       4 FIXED    COVERED   05.07.2013    Baa3       NR      95.8    96.7    6.9    645    728    896   2,093   50,000
BANK OF IRELAND MTGE BNK EUR    4.625 FIXED   COVERED   16.09.2014    Baa3       NR      92.6    93.9    7.3    656    744    896   1,442   50,000
BANK OF IRELAND MTGE BNK EUR     3.25 FIXED   COVERED   22.06.2015    Baa3       NR      83.6    85.4    7.5    679    761    896   1,980   50,000
BANK OF MONTREAL          EUR    4.25 FIXED   COVERED   23.01.2013     Aaa       NR      102.7   103.1   0.7    -33     54          1,000   50,000
BANK OF MONTREAL          USD    2.85 FIXED   COVERED   09.06.2015     Aaa       NR      105.9   106.1   0.9     12     42          2,000   100,000
BANK OF MONTREAL          USD   2.625 FIXED   COVERED   25.01.2016     Aaa       NR      105.3   105.6   1.1     27     55          1,500   250,000
BANK OF MONTREAL        USD    1.95 FIXED   COVERED   30.01.2017    Aaa            102.0   102.2   1.5     38    66          2,000   250,000
BANK OF NOVA SCOTIA     USD    1.45 FIXED   COVERED   26.07.2013    Aaa            100.3   102.2   0.5     -5    30          2,500   100,000
BANK OF NOVA SCOTIA     USD    1.65 FIXED   COVERED   29.10.2015    Aaa            101.8   102.3   1.0     23    52          2,500   100,000
BANK OF NOVA SCOTIA     USD    2.15 FIXED   COVERED   03.08.2016    Aaa            103.2   103.5   1.3     36    65          2,000   200,000
BANK OF NOVA SCOTIA     USD    1.95 FIXED   COVERED   30.01.2017    Aaa            102.0   102.2   1.5     36    64          2,500   200,000
BANK OF SCOTLAND PLC    EUR    3.25 FIXED   COVERED   25.01.2013    Aaa      AAA   101.8   102.0   0.9     -16   70    149   2,000   50,000
BANK OF SCOTLAND PLC    EUR     4.5 FIXED   COVERED   23.10.2013    Aaa      AAA   104.8   105.1   1.2     19    106   149   2,000   50,000
BANK OF SCOTLAND PLC    EUR   3.875 FIXED   COVERED   15.01.2014    Aaa      AAA   103.9   104.3   1.7     66    156   149   2,000   50,000
BANK OF SCOTLAND PLC    EUR    4.25 FIXED   COVERED   23.09.2014    Aaa      AAA   105.9   106.3   1.8     66    153   149   2,000   50,000
BANK OF SCOTLAND PLC    EUR    4.75 FIXED   COVERED   26.01.2015    Aaa      AAA   107.4   107.9   1.9     76    160   149   2,000   50,000
BANK OF SCOTLAND PLC    EUR   4.375 FIXED   COVERED   13.07.2016    Aaa      AAA   107.6   108.2   2.4     99    175   149   1,500   50,000
BANK OF SCOTLAND PLC    USD    5.25 FIXED   COVERED   21.02.2017    Aaa      AAA   107.0   108.6   2.8     224   249   149   3,000   100,000
BANK OF SCOTLAND PLC    EUR   4.625 FIXED   COVERED   08.06.2017    Aaa      AAA   108.8   109.4   2.6     109   179   149   1,250   50,000
BANK OF SCOTLAND PLC    EUR   4.875 FIXED   COVERED   04.06.2019    Aaa      AAA   110.0   110.9   3.2     132   189   149   1,250   50,000
BANK OF SCOTLAND PLC    EUR   3.875 FIXED   COVERED   07.02.2020    Aaa      AAA   102.4   103.3   3.4     141   194   149   1,500   50,000
BANK OF SCOTLAND PLC    EUR     4.5 FIXED   COVERED   13.07.2021    Aaa      AAA   106.3   107.3   3.5     137   176   149   1,500   50,000
BANK OF SCOTLAND PLC    EUR    4.75 FIXED   COVERED   08.06.2022    Aaa      AAA   108.3   109.4   3.6     140   175   149   1,250   50,000
BANKIA SA               EUR    5.25 FIXED   COVERED   01.03.2012     A2      AA    99.8    100.2   -78.3   204   224         1,445   100,000
BANKIA SA               EUR     3.5 FIXED   COVERED   14.03.2013     A2      AA    99.8    100.2   3.3     233   315         1,325   50,000
BANKIA SA               EUR      3 FIXED    COVERED   15.04.2013     A2      AA    99.2    99.8    3.2     226   309         1,350   50,000
BANKIA SA               EUR    4.25 FIXED   COVERED   21.02.2014     A2      NR    99.9    100.7   3.8     292   383         1,525   50,000
BANKIA SA               EUR      5 FIXED    COVERED   30.10.2014     A2      AA    101.6   102.5   3.8     277   364         1,500   100,000
BANKIA SA               EUR     3.5 FIXED   COVERED   13.11.2014     A2      AA    97.6    98.6    4.1     306   392         1,750   50,000
BANKIA SA               EUR     3.5 FIXED   COVERED   14.12.2015     A2      AA    95.6    96.5    4.5     331   410         2,000   100,000
BANKIA SA               EUR    5.75 FIXED   COVERED   29.06.2016     A2      AA    102.7   103.7   4.8     347   423         1,000   100,000
BANKIA SA               EUR    4.25 FIXED   COVERED   05.07.2016     A2      AA    96.7    97.6    4.9     355   431         2,644   50,000
BANKIA SA               EUR   3.625 FIXED   COVERED   05.10.2016     A2      AA    93.3    94.4    5.0     367   442         1,750   50,000
BANKIA SA               EUR    4.25 FIXED   COVERED   25.05.2018     A2      AA    92.3    93.3    5.5     387   451         2,060   50,000
BANKIA SA               EUR      5 FIXED    COVERED   28.06.2019     A2      AA    94.7    96.1    5.7     385   441         1,600   50,000
BANKIA SA               EUR     4.5 FIXED   COVERED   26.04.2022     A2      AA    89.3    90.6    5.7     358   392         1,500   50,000
BANKIA SA               EUR      4 FIXED    COVERED   03.02.2025     A2      AA    77.6    80.2    6.3     401   428         2,000   100,000
BANKIA SA               EUR   4.125 FIXED   COVERED   24.03.2036     A2      AA    68.9    71.0    6.6     412   415         2,000   50,000
BANKINTER SA            EUR   4.875 FIXED   COVERED   21.01.2013   Aa2 /*-         101.9   102.3   2.0     125   210         1,100   50,000
BANKINTER SA            EUR   2.625 FIXED   COVERED   09.04.2013   Aa2 /*-         99.8    100.3   2.2     148   230         2,000   50,000
BANKINTER SA            EUR    3.25 FIXED   COVERED   13.11.2014   Aa2 /*-         98.5    99.5    3.4     239   326         1,400   100,000
BANQUES POPULAIRES CB   EUR    4.25 FIXED   COVERED   29.01.2013    Aaa      AAA   102.8   103.0   0.8     -18   66          1,200   50,000
BANQUES POPULAIRES CB   EUR   3.875 FIXED   COVERED   05.06.2014    Aaa      AAA   105.1   105.4   1.2     16    107         1,600   50,000
BANQUES POPULAIRES CB   EUR   2.625 FIXED   COVERED   30.06.2015    Aaa      AAA   102.6   102.6   1.7     51    134         1,250   50,000
BARCLAYS BANK PLC       EUR   2.125 FIXED   COVERED   08.09.2014    Aaa      AAA   101.5   101.6   1.5     37    125   172   2,450   100,000
BARCLAYS BANK PLC       EUR   3.125 FIXED   COVERED   14.01.2015    Aaa      AAA   104.0   104.3   1.5     44    129   172   1,500   50,000
BARCLAYS BANK PLC       USD     2.5 FIXED   COVERED   21.09.2015    Aaa      AAA   99.6    103.8   2.0     124   153   172   1,000   200,000
BARCLAYS BANK PLC       EUR   3.625 FIXED   COVERED   13.04.2016    Aaa            106.1   106.4   2.1     73    151   172   1,500   100,000
BARCLAYS BANK PLC       EUR      4 FIXED    COVERED   07.10.2019    Aaa            107.6   108.1   2.7     80    136   172   2,000   50,000
BARCLAYS BANK PLC       EUR      4 FIXED    COVERED   12.01.2021    Aaa      AAA   107.0   107.6   3.0     92    137   172   1,000   100,000
BARCLAYS BANK PLC       GBP    4.25 FIXED   COVERED   12.01.2022    Aaa            103.3   103.7   3.8     150   170   172   1,000   100,000
BARCLAYS BANK PLC          EUR    4.25 FIXED   COVERED       02.03.2022    Aaa      AAA   108.8   108.9   3.5   124   160   172   1,300   50,000
BAWAG P.S.K.               EUR    4.25 FIXED   COVERED       18.02.2014    Aa1            104.7   105.2   1.5   49    140   328   965      1,000
BAYERISCHE LANDESBANK      EUR    4.25 FIXED                 02.05.2012
                                               JUMBO PFANDBRIEF           Aaa /*-   NR    100.6   100.6   0.5   -9    58    179   1,000    1,000
BAYERISCHE LANDESBANK      EUR     4.5 FIXED                 04.01.2013
                                               JUMBO PFANDBRIEF           Aaa /*-   NR    103.0   103.2   0.7   -46   43    179   1,500    1,000
BAYERISCHE LANDESBANK      EUR   1.875 FIXED                 30.06.2014
                                               JUMBO PFANDBRIEF           Aaa /*-         101.7   101.8   1.1   -7    83    179   1,625    1,000
BAYERISCHE LANDESBANK      EUR   2.625 FIXED                 26.11.2014
                                               JUMBO PFANDBRIEF           Aaa /*-         103.8   103.9   1.1   -2    84    179   1,250    1,000
BAYERISCHE LANDESBANK      EUR    3.25 FIXED                 08.06.2015
                                               JUMBO PFANDBRIEF           Aaa /*-   NR    106.0   106.2   1.3    8    91    179   1,250    1,000
BAYERISCHE LANDESBANK      EUR    2.75 FIXED                 25.07.2016
                                               JUMBO PFANDBRIEF           Aaa /*-         105.0   105.2   1.6   16    92    179   1,000    1,000
BAYERISCHE LANDESBANK      EUR   3.375 FIXED                 04.09.2017
                                               JUMBO PFANDBRIEF           Aaa /*-         107.8   108.2   1.8   17    86    179   1,000    1,000
BERLIN-HANNOVER HYPBK AG EUR        4 FIXED                  20.07.2012
                                               JUMBO PFANDBRIEF            Aa1            101.2   101.3   0.5   -48   50          1,375    1,000
BERLIN-HANNOVER HYPBK AG EUR      3.75 FIXED                 30.08.2012
                                               JUMBO PFANDBRIEF            Aaa      NR    101.4   101.5   0.6   -61   49          1,000    1,000
BERLIN-HANNOVER HYPBK AG EUR       3.5 FIXED                 22.02.2013
                                               JUMBO PFANDBRIEF            Aa1            102.4   102.6   0.7   -35   49          1,500    1,000
BERLIN-HANNOVER HYPBK AG EUR        4 FIXED                  24.01.2014
                                               JUMBO PFANDBRIEF            Aaa      NR    105.3   105.5   1.1    2    93          1,250    1,000
BERLIN-HANNOVER HYPBK AG EUR       2.5 FIXED                 23.09.2014
                                               JUMBO PFANDBRIEF            Aa1            103.3   103.4   1.1   -1    86          1,000    1,000
BERLIN-HANNOVER HYPBK AG EUR     4.125 FIXED                 28.03.2017
                                               JUMBO PFANDBRIEF            Aaa      NR    111.2   111.6   1.7   18    90          1,250    1,000
BERLIN-HANNOVER HYPBK AG EUR       4.5 FIXED                 03.05.2019
                                               JUMBO PFANDBRIEF            Aaa      NR    114.8   115.3   2.2   27    86          1,000    1,000
BNP PARIBAS HOME LOAN      EUR   2.875 FIXED   COVERED       22.05.2012    Aaa      AAA   100.4   100.6   0.5   -14   69          1,250   50,000
BNP PARIBAS HOME LOAN      EUR    2.25 FIXED   COVERED       01.10.2012    Aaa      AAA   100.8   100.9   0.7   -45   58          1,500   50,000
BNP PARIBAS HOME LOAN      EUR    4.75 FIXED   COVERED       28.05.2013    Aaa      AAA   104.5   104.7   0.9   -10   75          1,500   50,000
BNP PARIBAS HOME LOAN      EUR      3 FIXED    COVERED       23.07.2013    Aaa      AAA   102.5   102.8   1.0   -1    83          1,250   50,000
BNP PARIBAS HOME LOAN      EUR   4.125 FIXED   COVERED       15.01.2014    Aaa      AAA   105.0   105.2   1.2   12    102         1,500   50,000
BNP PARIBAS HOME LOAN      EUR     4.5 FIXED   COVERED       30.05.2014    Aaa      AAA   106.6   106.8   1.2   11    101         2,500   50,000
BNP PARIBAS HOME LOAN      EUR     2.5 FIXED   COVERED       09.06.2015    Aaa      AAA   102.6   102.6   1.6   40    123         1,500   50,000
BNP PARIBAS HOME LOAN      USD     2.2 FIXED   COVERED       02.11.2015    Aaa      AAA   100.0   100.6   2.0   114   143         2,000   100,000
BNP PARIBAS HOME LOAN      EUR   3.375 FIXED   COVERED       12.01.2017    Aaa      AAA   104.3   104.8   2.3   81    154         1,500   50,000
BNP PARIBAS HOME LOAN      EUR    3.75 FIXED   COVERED       20.04.2020    Aaa      AAA   104.5   104.5   3.2   120   171         1,000   50,000
BNP PARIBAS HOME LOAN      EUR    3.75 FIXED   COVERED       11.01.2021    Aaa      AAA   103.8   103.8   3.2   110   155         1,750   100,000
BNP PARIBAS HOME LOAN      EUR   3.875 FIXED   COVERED       12.07.2021    Aaa      AAA   104.5   104.8   3.2   108   149         2,000   100,000
BNP PARIBAS PUB SEC SCF    EUR   3.625 FIXED   COVERED       16.06.2014    Aaa      AAA   104.6   104.9   1.4   26    116         1,000    1,000
BNP PARIBAS PUB SEC SCF    EUR    2.25 FIXED   COVERED       22.10.2015    Aaa      AAA   101.5   101.8   1.7   45    126         1,000    1,000
BNP PARIBAS PUB SEC SCF    EUR   3.125 FIXED   COVERED       09.06.2016    Aaa      AAA   104.0   104.2   2.0   69    146         1,000    1,000
BNP PARIBAS PUB SEC SCF    EUR    3.75 FIXED   COVERED       26.02.2020    Aaa      AAA   104.0   104.5   3.1   110   163         1,000    1,000
BNZ INTERNATIONAL FNDNG    EUR   3.125 FIXED   COVERED       23.11.2017    Aaa            102.5   102.7   2.4   79    147         1,000   100,000
BPCE SFH - SOCIETE DE FI   EUR    3.75 FIXED   COVERED       13.09.2021    Aaa      AAA   101.4   101.6   3.5   134   173         2,700   100,000
CAISSE CENTRALE DESJARDN USD      2.55 FIXED   COVERED       24.03.2016    Aaa            104.6   105.0   1.3   41    69          1,000   250,000
CAISSE REFINANCE L'HABIT   EUR      5 FIXED    COVERED       25.10.2013    Aaa            106.3   106.6   0.9   -16   71          4,705     1
CAISSE REFINANCE L'HABIT   EUR    4.25 FIXED   COVERED       25.10.2014    Aaa            107.1   107.4   1.3   20    106         4,095     1
CAISSE REFINANCE L'HABIT   EUR     2.5 FIXED   COVERED       07.05.2015    Aaa            102.8   103.0   1.5   27    110         1,050     1
CAISSE REFINANCE L'HABIT   EUR     4.1 FIXED   COVERED       25.10.2015    Aaa            108.0   108.4   1.6   35    116         4,970     1
CAISSE REFINANCE L'HABIT   EUR     2.6 FIXED   COVERED       26.04.2016    Aaa            102.7   103.0   1.9   48    126         1,100     1
CAISSE REFINANCE L'HABIT   EUR     3.5 FIXED   COVERED       25.04.2017    Aaa            105.6   106.0   2.1   57    128         4,870     1
CAISSE REFINANCE L'HABIT   EUR     4.5 FIXED   COVERED       25.10.2017    Aaa            110.6   111.0   2.3   67    135         2,415     1
CAISSE REFINANCE L'HABIT   EUR      4 FIXED    COVERED       25.04.2018    Aaa            107.4   107.8   2.5   77    143         4,040     1
CAISSE REFINANCE L'HABIT   EUR      5 FIXED    COVERED       08.04.2019    Aaa            113.5   114.0   2.8   89    148         2,905     1
CAISSE REFINANCE L'HABIT   EUR    3.75 FIXED   COVERED       19.02.2020    Aaa            104.5   105.2   3.0   100   153         2,000     1
CAISSE REFINANCE L'HABIT   EUR     3.5 FIXED   COVERED   22.06.2020     Aaa            102.5   102.9   3.0   99    149         2,100     1
CAISSE REFINANCE L'HABIT   EUR     3.9 FIXED   COVERED   18.01.2021     Aaa            104.8   105.3   3.2   105   150         1,900     1
CAISSE REFINANCE L'HABIT   EUR     3.6 FIXED   COVERED   13.09.2021     Aaa            101.9   102.5   3.2   102   141         1,500     1
CAISSE REFINANCE L'HABIT   EUR      4 FIXED    COVERED   10.01.2022     Aaa            105.2   105.8   3.3   108   145         2,100     1
CAISSE REFINANCE L'HABIT   EUR      4 FIXED    COVERED   17.06.2022     Aaa            105.1   105.4   3.4   111   147         2,000     1
CAISSE REFINANCE L'HABIT   EUR     3.3 FIXED   COVERED   23.09.2022     Aaa            98.6    99.1    3.4   113   151         2,000     1
CAISSE REFINANCE L'HABIT   EUR     4.3 FIXED   COVERED   24.02.2023     Aaa            107.6   108.1   3.4   106   142         2,900     1
CAISSE REFINANCE L'HABIT   EUR     3.9 FIXED   COVERED   20.10.2023     Aaa            103.4   104.0   3.6   118   153         1,400     1
CAIXA GERAL DE DEPOSITOS   EUR   4.625 FIXED   COVERED   28.06.2012   Baa3 /*-   NR    99.4    99.9    2.3   332   421   841   2,000   50,000
CAIXA GERAL DE DEPOSITOS   EUR   3.625 FIXED   COVERED   21.07.2014   Baa3 /*-         86.9    88.6    8.9   882   971   841   1,000   50,000
CAIXA GERAL DE DEPOSITOS   EUR   3.875 FIXED   COVERED   06.12.2016   Baa3 /*-   NR    78.7    80.4    8.6   773   846   841   2,150   50,000
CAIXA GERAL DE DEPOSITOS   EUR    4.25 FIXED   COVERED   27.01.2020   Baa3 /*-   NR    71.9    75.5    9.9   836   887   841   1,000   50,000
CAIXABANK                  EUR     4.5 FIXED   COVERED   21.11.2012     Aa2      AAA   101.6   102.2   1.4   54    149         1,500   100,000
CAIXABANK                  EUR     2.5 FIXED   COVERED   29.04.2013     Aa2            99.6    100.2   1.9   120   204         1,000   50,000
CAIXABANK                  EUR   3.125 FIXED   COVERED   16.09.2013     Aa2      AAA   100.3   100.8   2.6   160   245         1,000   50,000
CAIXABANK                  EUR    4.25 FIXED   COVERED   31.10.2013     Aa2      AAA   101.9   102.5   2.7   171   258         2,000   100,000
CAIXABANK                  EUR    3.75 FIXED   COVERED   26.05.2014     Aa2      AAA   100.7   101.7   2.9   201   292         2,000   50,000
CAIXABANK                  EUR   3.375 FIXED   COVERED   30.06.2014     Aa2      AAA   99.9    100.7   3.1   208   297         2,500   50,000
CAIXABANK                  EUR    4.75 FIXED   COVERED   18.03.2015     Aa2      AAA   103.7   104.3   3.2   213   296         1,250   50,000
CAIXABANK                  EUR    3.25 FIXED   COVERED   05.10.2015     Aa2      AAA   98.6    99.4    3.4   224   305         2,500   100,000
CAIXABANK                  EUR      5 FIXED    COVERED   22.02.2016     Aa2      AAA   104.2   104.7   3.7   241   320         2,000   50,000
CAIXABANK                  EUR     3.5 FIXED   COVERED   31.03.2016     Aa2      AAA   98.5    99.3    3.7   240   318         1,000   50,000
CAIXABANK                  EUR   5.125 FIXED   COVERED   27.04.2016     Aa2      AAA   104.7   105.3   3.7   240   317         1,250   50,000
CAIXABANK                  EUR    4.25 FIXED   COVERED   26.01.2017     Aa2      AAA   100.3   101.3   3.9   252   324         2,000   50,000
ABBEY NATL TREASURY SERV EUR      3.25 FIXED   COVERED   13.02.2018                                                      262   1,328    1,000
CAIXABANK                  EUR    4.75 FIXED   COVERED   31.10.2018     Aa2      AAA   100.5   102.0   4.5   274   336         1,000   100,000
CAIXABANK                  EUR   4.625 FIXED   COVERED   04.06.2019     Aa2      AAA   97.0    98.5    4.9   307   364         2,500   50,000
CAIXABANK                  EUR   3.625 FIXED   COVERED   18.01.2021     Aa2      AAA   88.2    89.8    5.1   305   349         2,500   50,000
CAIXABANK                  EUR     4.5 FIXED   COVERED   26.01.2022     Aa2      AAA   93.3    95.1    5.1   303   338         1,000   50,000
CAIXABANK                  EUR   3.875 FIXED   COVERED   17.02.2025     Aa2      AAA   82.8    84.5    5.6   323   351         2,500   100,000
CAJA RONDA CADIZ ALMERIA EUR     3.125 FIXED   COVERED   06.10.2014   Aa2 /*-          97.3    99.4    4.9   396   484         1,000   50,000
CAJAMAR CAJA RURAL SCC     EUR     3.5 FIXED   COVERED   23.10.2014    A2 /*-          95.9    97.5    4.5   372   459         1,100   100,000
CANADIAN IMPERIAL BANK     USD      2 FIXED    COVERED   04.02.2013     Aaa      AAA   101.3   101.5   0.4   -2    36          2,400   100,000
CANADIAN IMPERIAL BANK     USD     0.9 FIXED   COVERED   19.09.2014     Aaa      AAA   98.8    101.5   0.7   14    44          2,000   200,000
CANADIAN IMPERIAL BANK     USD     2.6 FIXED   COVERED   02.07.2015     Aaa      AAA   105.0   105.4   1.0   23    52          1,250   100,000
CANADIAN IMPERIAL BANK     USD    2.75 FIXED   COVERED   27.01.2016     Aaa      AAA   105.8   106.2   1.2   26    54          2,000   150,000
CATALUNYA BANC SA          EUR     3.5 FIXED   COVERED   07.03.2016   Baa1 /*-         91.6    94.7    5.4   432   511         1,750   100,000
CATALUNYA BANC SA          EUR   4.875 FIXED   COVERED   29.06.2017   Baa1 /*-         91.8    95.2    6.0   474   543         1,500   100,000
CEDULAS GRUPO POPULAR 1    EUR    4.25 FIXED   COVERED   12.02.2014   Aa2 /*-    AAA   99.4    100.5   4.0   313   404         2,000   100,000
CEDULAS GRUPO POPULAR 3    EUR    4.25 FIXED   COVERED   26.04.2017   Aa2 /*-    AAA   95.0    97.1    4.9   356   426         2,000   100,000
CEDULAS TDA 2              EUR     4.5 FIXED   COVERED   26.11.2013    A3 /*-    AA-   98.7    99.6    4.2   338   426         2,000   100,000
CEDULAS TDA 3              EUR   4.375 FIXED   COVERED   03.03.2016   Aa3 /*-    AA-   93.3    95.2    5.9   481   559         2,000   100,000
CEDULAS TDA 5              EUR   4.125 FIXED   COVERED   29.11.2019    A1 /*-    AA    78.1    80.5    7.5   577   630         1,500   100,000
CEDULAS TDA 6 FONDO ACTI EUR     3.875 FIXED   COVERED   23.05.2025    A2 /*-    A+    60.2    62.0    8.9   659   682         3,000   100,000
CEDULAS TDA 6 FONDO ACTI EUR      4.25 FIXED   COVERED   10.04.2031    A2 /*-    BBB   56.2    59.9    8.6   636   634         3,805   100,000
CEDULAS TDA 7 FONDO ACTI EUR      3.5 FIXED   COVERED   20.06.2017   A2 /*-    BBB-   84.0    85.6    6.8   541   611         2,000   100,000
CEDULAS TDA A-4           EUR   4.125 FIXED   COVERED   10.04.2021   A2 /*-     A-    74.0    76.1    7.9   595   635         2,310   100,000
CEDULAS TDA A-5           EUR    4.25 FIXED   COVERED   28.03.2027   Aa3 /*-    A-    59.3    62.8    8.8   660   671         1,310   100,000
CIE FINANCEMENT FONCIER   EUR      2 FIXED    COVERED   17.02.2012    WR       NR                                              0       1,000
CIE FINANCEMENT FONCIER   USD   1.625 FIXED   COVERED   23.07.2012    Aaa      AAA    100.1   100.7   0.7   39    73          1,500   100,000
CIE FINANCEMENT FONCIER   EUR      4 FIXED    COVERED   25.10.2012    Aaa      AAA    102.0   102.1   0.6   -47   52          1,820    1,000
CIE FINANCEMENT FONCIER   EUR     4.5 FIXED   COVERED   09.01.2013    Aaa      AAA    102.9   103.1   0.7   -31   59          1,230    1,000
CIE FINANCEMENT FONCIER   EUR    2.25 FIXED   COVERED   25.01.2013    Aaa      AAA    101.1   101.3   0.8   -24   61          2,950    1,000
CIE FINANCEMENT FONCIER   EUR   5.375 FIXED   COVERED   02.03.2013    Aaa      AAA    104.3   104.5   0.8   -20   64          1,400    1,000
CIE FINANCEMENT FONCIER   USD   2.125 FIXED   COVERED   22.04.2013    Aaa      AAA    100.6   101.1   0.8   72    108         2,000   100,000
CIE FINANCEMENT FONCIER   EUR    4.25 FIXED   COVERED   29.01.2014    Aaa      AAA    105.1   105.4   1.4   30    120         3,520    1,000
CIE FINANCEMENT FONCIER   USD    2.25 FIXED   COVERED   07.03.2014    Aaa      AAA    100.6   101.4   1.6   97    128         1,500   100,000
CIE FINANCEMENT FONCIER   EUR   4.375 FIXED   COVERED   19.11.2014    Aaa      AAA    106.9   107.3   1.5   38    124         1,100   50,000
CIE FINANCEMENT FONCIER   EUR   6.125 FIXED   COVERED   23.02.2015    Aaa      AAA    111.9   112.3   1.7   64    148         1,500    1,000
CIE FINANCEMENT FONCIER   EUR   2.625 FIXED   COVERED   16.04.2015    Aaa      AAA    102.0   102.3   1.8   70    153         1,600    1,000
CIE FINANCEMENT FONCIER   EUR    4.75 FIXED   COVERED   25.06.2015    Aaa      AAA    108.5   108.9   1.9   74    156         1,435    1,000
CIE FINANCEMENT FONCIER   USD     2.5 FIXED   COVERED   16.09.2015    Aaa      AAA    100.6   101.9   1.9   130   159         1,000   100,000
CIE FINANCEMENT FONCIER   EUR   2.875 FIXED   COVERED   14.01.2016    Aaa      AAA    102.5   102.7   2.2   92    172         1,550    1,000
CIE FINANCEMENT FONCIER   EUR   3.375 FIXED   COVERED   18.01.2016    Aaa      AAA    104.2   104.5   2.2   90    170         2,745    1,000
CIE FINANCEMENT FONCIER   EUR    3.75 FIXED   COVERED   24.01.2017    Aaa      AAA    104.8   105.4   2.6   111   183         3,200    1,000
CIE FINANCEMENT FONCIER   USD   5.625 FIXED   COVERED   19.06.2017    Aaa      AAA    108.1   110.2   3.3   242   263         1,000    2,000
CIE FINANCEMENT FONCIER   EUR   4.625 FIXED   COVERED   23.09.2017    Aaa      AAA    108.8   109.3   2.6   102   170         2,500    1,000
CIE FINANCEMENT FONCIER   EUR   4.125 FIXED   COVERED   25.10.2017    Aaa      AAA    106.4   106.7   2.7   109   177         2,305    1,000
CIE FINANCEMENT FONCIER   EUR     4.5 FIXED   COVERED   16.05.2018    Aaa      AAA    107.7   108.3   2.9   123   187         3,205    1,000
CIE FINANCEMENT FONCIER   CHF   2.375 FIXED   COVERED   24.08.2018    Aaa      AAA    103.2   104.1   1.7   116   142         1,025    5,000
CIE FINANCEMENT FONCIER   EUR   4.375 FIXED   COVERED   25.04.2019    Aaa      AAA    106.5   107.3   3.2   135   194         3,045    1,000
CIE FINANCEMENT FONCIER   EUR     3.5 FIXED   COVERED   05.11.2020    Aaa      AAA    99.4    99.9    3.5   139   186         1,400    1,000
CIE FINANCEMENT FONCIER   EUR   4.375 FIXED   COVERED   15.04.2021    Aaa      AAA    105.8   106.3   3.5   137   179         1,000    1,000
CIE FINANCEMENT FONCIER   EUR   4.875 FIXED   COVERED   25.05.2021    Aaa      AAA    109.8   110.2   3.5   138   178         3,065    1,000
CIE FINANCEMENT FONCIER   EUR    5.75 FIXED   COVERED   04.10.2021    Aaa      AAA    116.5   117.4   3.4   125   161         1,250    1,000
CIE FINANCEMENT FONCIER   EUR      4 FIXED    COVERED   24.10.2025    Aaa      AAA    100.2   100.7   3.9   146   172         2,510    1,000
CIE FINANCEMENT FONCIER   EUR   3.875 FIXED   COVERED   25.04.2055    Aaa      AAA    88.4    90.3    3.3   88    91          1,100    1,000
CIF EUROMORTGAGE          EUR   1.875 FIXED   COVERED   30.04.2012   Aaa /*-          100.2   100.3   0.5    3    70          1,250   50,000
CIF EUROMORTGAGE          EUR   4.625 FIXED   COVERED   11.10.2012   Aaa /*-          102.2   102.4   0.5   -53   50          1,750    1,000
CIF EUROMORTGAGE          EUR   3.625 FIXED   COVERED   25.03.2013   Aaa /*-   NR     102.7   102.8   0.7   -26   58          1,025   50,000
CIF EUROMORTGAGE          EUR     4.5 FIXED   COVERED   10.12.2013   Aaa /*-          105.7   105.9   1.0    1    89          1,260    1,000
CIF EUROMORTGAGE          EUR     4.5 FIXED   COVERED   10.06.2014   Aaa /*-          106.5   106.7   1.3   23    113         1,450    1,000
CIF EUROMORTGAGE          EUR   4.125 FIXED   COVERED   19.12.2014   Aaa /*-          106.7   106.9   1.4   31    116         2,000   50,000
CIF EUROMORTGAGE          EUR    3.25 FIXED   COVERED   20.10.2015   Aaa /*-          104.4   104.8   1.8   53    134         1,750   50,000
CIF EUROMORTGAGE          EUR    3.25 FIXED   COVERED   03.02.2016   Aaa /*-          103.9   104.1   2.1   83    162         1,000   100,000
CIF EUROMORTGAGE          EUR      4 FIXED    COVERED   25.10.2016   Aaa /*-          106.8   107.3   2.3   87    161         2,015   50,000
CIF EUROMORTGAGE          EUR    3.75 FIXED   COVERED   23.10.2019   Aaa /*-          103.9   104.5   3.0   108   164         1,725   50,000
CIF EUROMORTGAGE          EUR     3.5 FIXED   COVERED   17.06.2020   Aaa /*-          101.6   101.8   3.3   122   173         1,000   50,000
CIF EUROMORTGAGE          EUR   4.125 FIXED   COVERED   19.01.2022   Aaa /*-          105.6   106.1   3.4   119   155         1,000   100,000
COMMONWEALTH BANK AUST EUR      2.625 FIXED   COVERED   12.01.2017    Aaa             101.9   102.2   2.1   64    137   146   1,500   100,000
CRED MUTUEL- CIC HOME LO EUR    4.75 FIXED   COVERED       17.07.2012    Aaa       AAA     101.4   101.6   0.6   -33   65          2,500   50,000
CRED MUTUEL- CIC HOME LO EUR   1.875 FIXED   COVERED       14.06.2013    Aaa       AAA     100.9   101.1   0.8   -16   68          1,000   50,000
CRED MUTUEL- CIC HOME LO EUR    2.75 FIXED   COVERED       11.02.2014    Aaa       AAA     102.5   102.6   1.3   29    119         2,700   100,000
CRED MUTUEL- CIC HOME LO EUR   3.125 FIXED   COVERED       21.01.2015    Aaa       AAA     103.8   104.1   1.6   44    129         1,500   50,000
CRED MUTUEL- CIC HOME LO EUR   3.375 FIXED   COVERED       18.07.2016    Aaa       AAA     104.7   104.9   2.1   78    154         2,000   100,000
CRED MUTUEL- CIC HOME LO EUR     3.5 FIXED   COVERED       25.04.2017    Aaa       AAA     104.6   105.2   2.4   89    160         1,000   50,000
CRED MUTUEL- CIC HOME LO EUR   3.125 FIXED   COVERED       09.09.2020    Aaa       AAA     98.7    98.9    3.4   133   182         1,500   50,000
CRED MUTUEL- CIC HOME LO EUR   4.375 FIXED   COVERED       17.03.2021    Aaa       AAA     107.9   108.1   3.3   116   159         1,850   100,000
CRED MUTUEL- CIC HOME LO EUR   4.125 FIXED   COVERED       16.01.2023    Aaa       AAA     105.1   105.4   3.6   137   172         1,650   100,000
CREDIT AGRICOLE HOME LOA EUR    2.25 FIXED   COVERED       29.01.2013    Aaa       AAA     101.1   101.4   0.9   -16   70          2,000   50,000
CREDIT AGRICOLE HOME LOA EUR   2.625 FIXED   COVERED       28.01.2014    Aaa       AAA     102.2   102.4   1.3   25    115         2,250   100,000
CREDIT AGRICOLE HOME LOA EUR     3.5 FIXED   COVERED       21.07.2014    Aaa       AAA     104.4   104.8   1.3   24    113         1,250   50,000
CREDIT AGRICOLE HOME LOA EUR     2.5 FIXED   COVERED       24.06.2015    Aaa       AAA     102.4   102.5   1.7   45    128         1,200   50,000
CREDIT AGRICOLE HOME LOA EUR     4.5 FIXED   COVERED       29.01.2016    Aaa       AAA     108.8   109.3   1.9   67    146         1,650   50,000
CREDIT AGRICOLE HOME LOA EUR   2.875 FIXED   COVERED       09.09.2016    Aaa       AAA     102.6   102.9   2.2   78    154         1,250   100,000
CREDIT AGRICOLE HOME LOA EUR    3.25 FIXED   COVERED       23.03.2017    Aaa       AAA     103.8   104.0   2.3   82    154         1,675   50,000
CREDIT AGRICOLE HOME LOA EUR     3.5 FIXED   COVERED       14.06.2018    Aaa       AAA     104.2   104.6   2.7   95    160         1,850   100,000
CREDIT AGRICOLE HOME LOA EUR   3.875 FIXED   COVERED       12.01.2021    Aaa       AAA     104.5   104.6   3.3   120   165         2,000   100,000
CREDIT AGRICOLE HOME LOA EUR      4 FIXED    COVERED       17.01.2022    Aaa       AAA     104.9   105.0   3.4   125   162         1,500   100,000
CREDIT AGRICOLE HOME LOA EUR      4 FIXED    COVERED       16.07.2025    Aaa       AAA     103.0   103.8   3.6   120   147         2,150   50,000
CREDIT MUTUEL ARKEA HOME EUR     2.5 FIXED   COVERED       16.06.2015              AAA     101.8   102.1   1.8   61    144         1,500   50,000
CREDIT MUTUEL ARKEA HOME EUR     4.5 FIXED   COVERED       13.04.2021              AAA     108.3   108.7   3.7   153   194         1,750   100,000
CREDIT SUISSE GUERNSEY   EUR   2.625 FIXED   COVERED       01.12.2015    Aaa               103.3   103.5   1.6   34    114   143   1,250   100,000
CREDIT SUISSE GUERNSEY   USD     2.6 FIXED   COVERED       27.05.2016    Aaa               102.5   102.9   1.8   92    120   143   1,000   200,000
CREDIT SUISSE GUERNSEY   EUR   2.125 FIXED   COVERED       18.01.2017    Aaa               100.0   100.1   2.1   56    129   143   1,250   100,000
CREDIT SUISSE GUERNSEY   EUR   2.875 FIXED   COVERED       18.10.2018    Aaa               102.0   102.2   2.5   67    131   143   1,250   100,000
DANSKE BANK A/S          EUR   4.875 FIXED   COVERED       11.06.2013   Aaa /*-    AAA     104.6   104.8   1.0   -6    79    255   1,250   50,000
DANSKE BANK A/S          EUR    3.25 FIXED   COVERED       07.10.2015   Aaa /*-    AAA     104.8   105.2   1.7   43    124   255   1,250   50,000
DANSKE BANK A/S          EUR    3.25 FIXED   COVERED       09.03.2016              AAA     104.9   105.1   1.9   57    135   255   1,000   100,000
DANSKE BANK A/S          EUR     4.5 FIXED   COVERED       01.07.2016   Aaa /*-    AAA     110.0   110.2   1.9   51    127   255   1,250   50,000
DANSKE BANK A/S          EUR     3.5 FIXED   COVERED       16.04.2018   Aaa /*-    AAA     105.7   106.2   2.4   66    132   255   1,250   50,000
DANSKE BANK A/S          EUR   4.125 FIXED   COVERED       26.11.2019   Aaa /*-    AAA     109.2   109.7   2.6   64    118   255   1,250   50,000
DANSKE BANK A/S          EUR    3.75 FIXED   COVERED       23.06.2022   Aaa /*-    AAA     105.7   106.1   3.0   77    114   255   1,000   50,000
DEKABANK                 EUR    4.25 FIXED                 23.01.2013
                                             JUMBO PFANDBRIEF            Aaa       AAA     103.0   103.2   0.7   -44   43          1,500    1,000
DEPFA ACS BANK           EUR    3.25 FIXED   COVERED       15.02.2012    WR        NR                                               0      50,000
DEPFA ACS BANK           EUR   3.875 FIXED   COVERED       15.07.2013    Aa3      AA /*-   101.7   102.3   2.0   118   202         3,500   50,000
DEPFA ACS BANK           EUR   4.375 FIXED   COVERED       15.01.2015    Aa3      AA /*-   102.8   103.7   2.9   188   273         3,000   50,000
DEPFA ACS BANK           USD   4.875 FIXED   COVERED       28.10.2015    Aa3      AA /*-   100.4   103.3   4.0   360   388         1,000   100,000
DEPFA ACS BANK           EUR   3.875 FIXED   COVERED       14.11.2016    Aa3      AA /*-   98.8    99.8    3.8   243   317         2,000   50,000
DEPFA ACS BANK           EUR   4.875 FIXED   COVERED       21.05.2019    Aa3      AA /*-   99.6    100.9   4.9   310   368         1,000   50,000
DEPFA ACS BANK           USD   5.125 FIXED   COVERED       16.03.2037    Aa3      AA /*-   70.8    74.8    7.7   520   491         1,000   100,000
DEUT PFANDBRIEFBANK AG   EUR    3.25 FIXED                 16.03.2012
                                             JUMBO PFANDBRIEF            Aa1      AA+      100.1   100.1   0.4   45    78          2,000    1,000
DEUT PFANDBRIEFBANK AG   EUR   2.875 FIXED                 22.06.2012
                                             JUMBO PFANDBRIEF            Aaa      AA+      100.5   100.7   0.6   -24   69          1,500    1,000
DEUT PFANDBRIEFBANK AG   EUR     5.5 FIXED                 15.01.2013
                                             JUMBO PFANDBRIEF            Aaa      AA+      103.7   103.9   0.8   -22   67          2,000     0
DEUT PFANDBRIEFBANK AG   EUR      4 FIXED                  15.03.2013
                                             JUMBO PFANDBRIEF            Aaa      AA+      102.9   103.1   1.5   46    130         2,000    1,000
DEUT PFANDBRIEFBANK AG   EUR    3.75 FIXED                 31.05.2013
                                             JUMBO PFANDBRIEF            Aa1       AA+      102.9   103.3   1.0    -4    79          1,250   1,000
DEUT PFANDBRIEFBANK AG   EUR     4.5 FIXED                 15.01.2014
                                             JUMBO PFANDBRIEF            Aaa       AA+      105.7   105.9   1.3    20    110         1,250     0
DEUT PFANDBRIEFBANK AG   EUR   3.125 FIXED                 15.09.2014
                                             JUMBO PFANDBRIEF            Aa1       AA+      104.2   104.5   1.3    19    107         1,500   1,000
DEUT PFANDBRIEFBANK AG   EUR   3.375 FIXED                 18.01.2017
                                             JUMBO PFANDBRIEF            Aaa       AA+      105.8   106.2   1.9    45    118         1,000   1,000
DEUT PFANDBRIEFBANK AG   EUR     4.5 FIXED                 15.01.2018
                                             JUMBO PFANDBRIEF            Aaa       AA+      111.6   112.2   2.3    59    126         1,000   1,000
DEUT PFANDBRIEFBANK AG   EUR      4 FIXED                  22.10.2019
                                             JUMBO PFANDBRIEF            Aaa       AA+      109.0   109.6   2.6    64    120         1,000   1,000
DEUTSCHE BANK AG         EUR    3.75 FIXED                 09.06.2016
                                             JUMBO PFANDBRIEF            Aaa       AAA      109.2   109.5   1.4     8    85    152   1,000   1,000
DEUTSCHE BANK AG         EUR   3.375 FIXED                 06.04.2018
                                             JUMBO PFANDBRIEF            Aaa       AAA      108.3   108.5   1.9    15    82    152   1,000   1,000
DEUTSCHE GENOSSEN-HYPOBKEUR      4.5 FIXED                 17.01.2013
                                             JUMBO PFANDBRIEF                      AAA      103.2   103.3   0.6    -50   36          1,750   1,000
DEUTSCHE GENOSSEN-HYPOBKEUR     4.25 FIXED                 16.01.2014
                                             JUMBO PFANDBRIEF                      AAA      105.8   106.0   0.9    -15   75          1,500   1,000
DEUTSCHE GENOSSEN-HYPOBKEUR     3.25 FIXED                 15.06.2015
                                             JUMBO PFANDBRIEF                      AAA      106.1   106.3   1.2     2    84          1,500   1,000
DEUTSCHE GENOSSEN-HYPOBKEUR       4 FIXED                  31.10.2016
                                             JUMBO PFANDBRIEF                      AAA      110.3   110.7   1.6    12    86          2,000   50,000
DEUTSCHE HYPOTHEKENBANK EUR       6 FIXED                  14.02.2012
                                             JUMBO PFANDBRIEF            WR         NR                                                0      1,000
DEUTSCHE HYPOTHEKENBANK EUR     4.25 FIXED                 11.02.2013
                                             JUMBO PFANDBRIEF           Aaa /*-             103.1   103.2   0.8    -38   45          1,500   1,000
DEUTSCHE HYPOTHEKENBANK EUR    2.625 FIXED                 09.04.2014
                                             JUMBO PFANDBRIEF           Aaa /*-             103.0   103.1   1.0    -10   82          1,000   1,000
DEUTSCHE HYPOTHEKENBANK EUR     4.25 FIXED                 18.05.2016
                                             JUMBO PFANDBRIEF           Aaa /*-             110.4   110.7   1.6    22    99          1,250   1,000
DEUTSCHE POSTBANK AG     EUR    4.25 FIXED                 16.01.2013
                                             JUMBO PFANDBRIEF            Aaa       AAA      102.9   103.1   0.7    -45   42          1,500   1,000
DEUTSCHE POSTBANK AG     EUR    3.75 FIXED                 12.02.2014
                                             JUMBO PFANDBRIEF            Aaa       AAA      105.2   105.3   1.0    -6    85          1,000   1,000
DEUTSCHE POSTBANK AG     EUR   3.125 FIXED                 10.07.2014
                                             JUMBO PFANDBRIEF            Aaa      AAA /*- 104.6     104.8   1.1    -8    82          1,500   1,000
DEUTSCHE POSTBANK AG     EUR     4.5 FIXED                 27.05.2015
                                             JUMBO PFANDBRIEF            Aaa       AAA      110.1   110.4   1.1    -8    74          1,000   1,000
DEUTSCHE POSTBANK AG     EUR   3.375 FIXED                 31.03.2020
                                             JUMBO PFANDBRIEF            Aaa       AAA      108.2   108.5   2.2    16    69          1,000   1,000
DEUTSCHE POSTBANK AG     EUR   3.625 FIXED                 15.02.2021
                                             JUMBO PFANDBRIEF            Aaa       AAA      109.7   110.0   2.4    22    66          1,000   1,000
DEXIA KOMMUNALBANK AG    EUR   1.875 FIXED                 11.03.2013
                                             JUMBO PFANDBRIEF                     AAA /*-   99.9    100.5   1.0    24    106   873   1,000   1,000
DEXIA KOMMUNALBANK AG    EUR   1.625 FIXED                 21.10.2013
                                             JUMBO PFANDBRIEF                     AAA /*-   99.1    99.9    1.6    77    163   873   1,000   1,000
DEXIA KOMMUNALBANK AG    EUR    2.75 FIXED                 30.05.2014
                                             JUMBO PFANDBRIEF                     AAA /*- 101.1     101.8   1.9    93    184   873   1,000   1,000
DEXIA KOMMUNALBANK AG    EUR     3.5 FIXED                 05.06.2014
                                             JUMBO PFANDBRIEF                     AAA /*- 102.4     103.1   1.9    91    181   873   1,500   1,000
DEXIA KOMMUNALBANK AG    EUR    2.75 FIXED                 18.01.2016
                                             JUMBO PFANDBRIEF                     AAA /*- 100.7     101.4   2.7    129   209   873   1,000   1,000
DEXIA KOMMUNALBANK AG    EUR   3.375 FIXED                 12.01.2017
                                             JUMBO PFANDBRIEF                     AAA /*- 101.8     102.9   2.5    120   193   873   1,250   1,000
DEXIA KOMMUNALBANK AG    EUR    4.75 FIXED                 23.05.2018
                                             JUMBO PFANDBRIEF                     AAA /*- 108.3     109.6   3.1    142   206   873   1,650   1,000
DEXIA MUNICIPAL AGENCY   USD   5.125 FIXED   COVERED       31.05.2012   Aa1 /*- AAA /*- 100.0       101.1   -0.1   330   363         1,400   10,000
DEXIA MUNICIPAL AGENCY   EUR     5.5 FIXED   COVERED       25.10.2012   Aa1 /*- AAA /*- 102.1       102.6   0.9    28    127         1,620   10,000
DEXIA MUNICIPAL AGENCY   EUR    4.25 FIXED   COVERED       20.02.2013   Aa1 /*- AAA /*- 101.9       102.6   1.2    46    129         2,750   1,000
DEXIA MUNICIPAL AGENCY   EUR   4.125 FIXED   COVERED       05.06.2013   Aa1 /*- AAA /*- 102.2       102.9   1.5    71    155         2,000   1,000
DEXIA MUNICIPAL AGENCY   EUR   3.875 FIXED   COVERED       12.03.2014   Aa1 /*- AAA /*- 102.5       103.2   2.3    126   218         1,900   1,000
DEXIA MUNICIPAL AGENCY   EUR     4.5 FIXED   COVERED       27.04.2015   Aa1 /*- AAA /*- 104.8       105.8   2.6    150   233         1,000   1,000
DEXIA MUNICIPAL AGENCY   EUR    2.75 FIXED   COVERED       20.07.2015   Aa1 /*- AAA /*-     99.6    100.1   2.7    160   242         1,200   1,000
DEXIA MUNICIPAL AGENCY   EUR   3.125 FIXED   COVERED       15.09.2015   Aa1 /*- AAA /*- 100.5       101.2   2.8    154   235         2,565   1,000
DEXIA MUNICIPAL AGENCY   EUR    2.75 FIXED   COVERED       25.01.2016   Aa1 /*- AAA /*-     99.0    99.8    2.9    167   247         1,250   1,000
DEXIA MUNICIPAL AGENCY   EUR    3.75 FIXED   COVERED       18.05.2016   Aa1 /*- AAA /*- 102.7       103.3   2.9    161   238         1,000   1,000
DEXIA MUNICIPAL AGENCY   EUR     3.5 FIXED   COVERED       16.09.2016   Aa1 /*- AAA /*- 101.3       102.2   3.0    165   240         2,000   1,000
DEXIA MUNICIPAL AGENCY   EUR   3.875 FIXED   COVERED       24.11.2016   Aa1 /*- AAA /*- 102.7       103.6   3.0    161   235         1,055   1,000
DEXIA MUNICIPAL AGENCY   EUR    5.25 FIXED   COVERED       06.02.2017   Aa1 /*- AAA /*- 108.7       109.8   3.1    167   239         1,400   1,000
DEXIA MUNICIPAL AGENCY   USD    5.25 FIXED   COVERED       16.02.2017   Aa1 /*- AAA /*- 101.1       103.5   4.4    359   380         1,000   10,000
DEXIA MUNICIPAL AGENCY   EUR   4.875 FIXED   COVERED       03.07.2017   Aa1 /*- AAA /*- 106.9       108.2   3.2    169   238         1,450   1,000
DEXIA MUNICIPAL AGENCY   EUR     4.5 FIXED   COVERED       13.11.2017   Aa1 /*- AAA /*- 104.9       106.0   3.2    169   237         1,500   1,000
DEXIA MUNICIPAL AGENCY   EUR   3.625 FIXED   COVERED       26.02.2018   Aa1 /*- AAA /*- 100.0     101.2   3.4   180   246          1,300    1,000
DEXIA MUNICIPAL AGENCY   EUR    4.25 FIXED   COVERED       07.02.2019   Aa1 /*- AAA /*- 102.6     103.9   3.6   180   241          1,820    1,000
DEXIA MUNICIPAL AGENCY   EUR     3.5 FIXED   COVERED       24.09.2020   Aa1 /*- AAA /*-   97.5    99.0    3.9   180   228          1,250    1,000
DEXIA MUNICIPAL AGENCY   EUR    4.25 FIXED   COVERED       26.01.2021   Aa1 /*- AAA /*- 101.4     103.0   4.0   190   233          2,000    1,000
DEXIA MUNICIPAL AGENCY   EUR   4.875 FIXED   COVERED       02.06.2021   Aa1 /*- AAA /*- 105.9     107.4   3.9   182   222          1,650    1,000
DEXIA MUNICIPAL AGENCY   EUR    4.25 FIXED   COVERED       26.01.2022   Aa1 /*- AAA /*- 100.0     101.6   4.1   195   231          1,900    1,000
DEXIA MUNICIPAL AGENCY   EUR   5.375 FIXED   COVERED       08.07.2024   Aa1 /*- AAA /*- 108.5     110.1   4.4   202   230          2,000    1,000
DNB BOLIGKREDITT AS      EUR   4.625 FIXED   COVERED       03.07.2012    Aaa      AAA     101.3   101.4   0.6   -31    64    130   1,500   50,000
DNB BOLIGKREDITT AS      EUR   4.125 FIXED   COVERED       01.02.2013    Aaa      AAA     103.0   103.2   0.7   -37    47    130   2,000   50,000
DNB BOLIGKREDITT AS      EUR    2.75 FIXED   COVERED       20.04.2015    Aaa      AAA     104.0   104.2   1.3   12     95    130   2,000   50,000
DNB BOLIGKREDITT AS      USD     2.1 FIXED   COVERED       14.10.2015    Aaa      AAA     101.2   101.7   1.8   90    119    130   2,000   200,000
DNB BOLIGKREDITT AS      EUR   2.625 FIXED   COVERED       11.01.2016    Aaa      AAA     103.4   103.6   1.7   36    116    130   2,000   50,000
DNB BOLIGKREDITT AS      USD     2.9 FIXED   COVERED       29.03.2016    Aaa      AAA     103.5   103.8   1.9   100   128    130   2,000   200,000
DNB BOLIGKREDITT AS      EUR     2.5 FIXED   COVERED       18.10.2016    Aaa      AAA     102.5   102.6   1.8   38    113    130   2,000   100,000
DNB BOLIGKREDITT AS      EUR   3.375 FIXED   COVERED       20.01.2017    Aaa      AAA     106.3   106.5   1.9   43    116    130   1,500   50,000
DNB BOLIGKREDITT AS      EUR   2.375 FIXED   COVERED       11.04.2017    Aaa      AAA     101.6   101.7   2.0   46    118    130   2,000   50,000
DNB BOLIGKREDITT AS      EUR   2.375 FIXED   COVERED       31.08.2017    Aaa      AAA     101.2   101.4   2.1   51    121    130   1,500   50,000
DNB BOLIGKREDITT AS      EUR   3.875 FIXED   COVERED       16.06.2021    Aaa      AAA     108.7   108.9   2.8   59    100    130   1,500   100,000
EAA COVERED BOND BNK PLC EUR      4 FIXED    COVERED       25.03.2014    Aaa      NR      103.8   104.8   1.5   42    134          1,500   50,000
EBS MORTGAGE FINANCE     EUR   3.875 FIXED   COVERED       23.11.2012    Baa3             96.4    98.4    9.6   983   1063         1,000   50,000
ERSTE GROUP BANK AG      EUR    4.25 FIXED                 08.06.2016
                                             JUMBO PFANDBRIEF           Aaa /*-           107.6   108.3   2.1   71    148    273   1,087   50,000
ERSTE GROUP BANK AG      EUR      4 FIXED    PFANDBRIEFE   20.01.2021   Aaa /*-           106.3   106.5   3.1   102   146    273   1,000   100,000
ERSTE GROUP BANK AG      EUR     3.5 FIXED   PFANDBRIEFE   08.02.2022   Aaa /*-           101.5   101.9   3.3   104   142    273   1,000   100,000
EUROHYPO AG              EUR    3.75 FIXED                 28.09.2012
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     101.6   101.7   0.8   -35    69          1,200    1,000
EUROHYPO AG              EUR    4.25 FIXED                 20.11.2012
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     102.3   102.4   0.8   -30    67          2,500    1,000
EUROHYPO AG              EUR      2 FIXED                  18.02.2013
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     100.8   101.0   0.7   -33    51          1,500    1,000
EUROHYPO AG              EUR     4.5 FIXED                 28.08.2013
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     104.7   105.0   1.3   33    118          1,000    1,000
EUROHYPO AG              EUR   1.875 FIXED                 01.10.2013
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     101.0   101.1   0.9   -5     81          1,000    1,000
EUROHYPO AG              EUR   3.875 FIXED                 21.11.2013
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     104.2   104.5   1.0   -3     86          1,000    1,000
EUROHYPO AG              EUR    3.75 FIXED                 24.03.2014
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     104.6   104.8   1.3   22    114          1,500    1,000
EUROHYPO AG              EUR    2.75 FIXED                 26.05.2014
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     102.8   102.9   1.4   29    120          1,500    1,000
EUROHYPO AG              EUR    2.75 FIXED                 09.09.2014
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     102.9   103.2   1.4   25    113          1,250    1,000
EUROHYPO AG              EUR      3 FIXED                  26.01.2015
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     103.7   104.0   1.6   43    128          1,000    1,000
EUROHYPO AG              EUR    2.25 FIXED                 15.06.2015
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     101.8   101.9   1.7   46    128          1,250    1,000
EUROHYPO AG              EUR    3.25 FIXED                 26.10.2015
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     104.9   105.3   1.7   45    125          2,300    1,000
EUROHYPO AG              EUR   2.875 FIXED                 19.01.2016
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     103.7   103.8   1.8   51    130          1,250    1,000
EUROHYPO AG              EUR    3.75 FIXED                 25.05.2016
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     107.0   107.3   1.9   56    133          1,925    1,000
EUROHYPO AG              EUR   3.875 FIXED                 21.11.2016
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     107.7   108.2   1.9   47    121          1,125    1,000
EUROHYPO AG              EUR    4.75 FIXED                 04.06.2018
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     113.2   113.7   2.4   65    130          1,250    1,000
EUROHYPO AG              EUR   4.375 FIXED                 02.07.2019
                                             JUMBO PFANDBRIEF           Aaa /*-   AAA     111.5   112.1   2.6   68    125          1,500    1,000
EUROHYPO SA LUXEMBOURG   USD   5.125 FIXED   COVERED       21.01.2016             AAA     99.8    104.2   4.4   389   411          1,000    1,000
EUROHYPO SA LUXEMBOURG   EUR    4.25 FIXED   COVERED       04.06.2018             AAA     104.8   105.7   2.9   119   184          1,000    1,000
GCE COVERED BONDS        EUR    2.25 FIXED   COVERED       04.02.2013    Aaa      AAA     101.0   101.3   0.8   -21    63          1,320   50,000
GCE COVERED BONDS        EUR      2 FIXED    COVERED       30.09.2013    Aaa      AAA     101.2   101.4   1.0    3     89          1,750   50,000
GCE COVERED BONDS        EUR   2.125 FIXED   COVERED       03.06.2014    Aaa      AAA     101.1   101.3   1.4   39    130          1,000   50,000
GCE COVERED BONDS        EUR    2.75 FIXED   COVERED       14.01.2015    Aaa      AAA   102.8   103.0   1.6   51    136         1,250   100,000
GENERAL ELECTRIC SCF     EUR    3.75 FIXED   COVERED       22.07.2014    Aaa      AAA   104.6   105.0   1.6   52    141   129   1,000    1,000
HSBC BANK PLC            USD   1.625 FIXED   COVERED       07.07.2014    Aaa            100.3   100.8   1.2   75    105   131   1,250   200,000
HSBC COVERED BONDS FRANC EUR   3.375 FIXED   COVERED       20.01.2017    Aaa      AAA   104.4   105.1   2.3   81    154   131   1,500   50,000
IM CEDULAS 10            EUR     4.5 FIXED   COVERED       21.02.2022   A2 /*-          76.1    78.4    7.7   564   598         1,300   100,000
IM CEDULAS 2             EUR     4.5 FIXED   COVERED       11.06.2014     A3            97.6    99.4    4.5   386   476         1,475   100,000
IM CEDULAS 3             EUR      4 FIXED    COVERED       19.11.2014    WR       AA+   95.2    96.6    4.9   390   477         1,060   100,000
IM CEDULAS 4             EUR    3.75 FIXED   COVERED       11.03.2015   A3 /*-     A    93.9    95.3    5.5   453   536         2,075   100,000
IM CEDULAS 5             EUR     3.5 FIXED   COVERED       15.06.2020              A    73.5    75.7    7.5   562   611         1,250   100,000
IM CEDULAS 6-M1          EUR     3.5 FIXED   COVERED       02.12.2015   A1 /*-    A+    91.1    92.2    5.9   471   551         1,655   100,000
IM CEDULAS 7             EUR      4 FIXED    COVERED       31.03.2021   A1 /*-          75.0    77.0    7.6   563   604         1,250   100,000
IM CEDULAS 9             EUR    4.25 FIXED   COVERED       09.06.2016   A1 /*-          91.3    93.6    6.0   490   566         1,275   100,000
ING BANK NV              EUR    4.25 FIXED   COVERED       19.03.2013    Aaa      AAA   103.6   103.8   0.6   -41   42    167   1,000   50,000
ING BANK NV              EUR      3 FIXED    COVERED       30.09.2014    Aaa      AAA   104.2   104.3   1.3   12    100   167   2,000   50,000
ING BANK NV              EUR    2.25 FIXED   COVERED       31.08.2015    Aaa      AAA   102.3   102.3   1.4   19    100   167   2,000   50,000
ING BANK NV              USD     2.5 FIXED   COVERED       14.01.2016    Aaa      AAA   98.8    103.2   2.4   152   180   167   1,000   100,000
ING BANK NV              EUR    3.25 FIXED   COVERED       03.03.2016    Aaa      AAA   105.6   105.8   1.7   42    120   167   2,000   100,000
ING BANK NV              EUR   3.375 FIXED   COVERED       23.03.2017    Aaa      AAA   106.0   106.1   2.0   45    117   167   1,850   50,000
ING BANK NV              EUR   3.375 FIXED   COVERED       11.01.2018    Aaa      AAA   105.4   105.4   2.3   66    133   167   1,550   50,000
ING BANK NV              EUR    5.25 FIXED   COVERED       05.06.2018    Aaa      AAA   115.7   116.2   2.4   63    127   167   2,400   50,000
ING BANK NV              EUR    4.75 FIXED   COVERED       27.05.2019    Aaa      AAA   113.2   113.4   2.6   72    129   167   1,250   50,000
ING BANK NV              EUR      4 FIXED    COVERED       17.01.2020    Aaa      AAA   108.1   108.2   2.7   75    129   167   1,250   50,000
ING BANK NV              EUR   3.625 FIXED   COVERED       31.08.2021    Aaa      AAA   104.6   104.7   3.0   85    125   167   1,750   100,000
ING BANK NV              EUR   3.375 FIXED   COVERED       10.01.2022    Aaa      AAA   102.3   102.3   3.1   85    123   167   1,750   100,000
INTESA SANPAOLO SPA      EUR      3 FIXED    COVERED       04.11.2015    Aa2            97.6    98.6    3.4   218   298   323   1,000   100,000
INTESA SANPAOLO SPA      EUR   4.375 FIXED   COVERED       16.08.2016    Aa2            101.8   102.3   3.5   218   293   323   2,500   100,000
INTESA SANPAOLO SPA      EUR    3.25 FIXED   COVERED       28.04.2017   Aa3 /*-         94.9    96.2    4.1   262   334   323   2,000   50,000
INTESA SANPAOLO SPA      EUR      5 FIXED    COVERED       27.01.2021   Aa3 /*-         99.8    101.3   5.0   291   334   323   1,500   100,000
KOMMUNALKREDIT AUSTRIA   EUR     4.5 FIXED   COVERED       10.09.2013    Aa2            104.1   104.4   1.9   92    177         1,000    1,000
KOMMUNALKREDIT AUSTRIA   EUR   4.125 FIXED   COVERED       07.02.2014    Aa2            104.3   104.5   1.6   58    149         1,000    1,000
KOMMUNALKREDIT AUSTRIA   EUR     3.5 FIXED   COVERED       09.02.2015    Aa2            103.8   104.2   1.8   70    154         1,000    1,000
KUTXABANK SA             EUR   3.375 FIXED   COVERED       29.09.2014    Aa3            99.6    100.6   3.3   229   317         1,100   100,000
LANDBK HESSEN-THUERINGEN EUR    3.25 FIXED                 20.04.2016
                                             JUMBO PFANDBRIEF            Aaa      AAA   107.2   107.3   1.4    4    82    176   1,000    1,000
LANDBK HESSEN-THUERINGEN EUR   2.875 FIXED                 21.04.2017
                                             JUMBO PFANDBRIEF            Aaa      AAA   105.5   105.9   1.7   10    82    176   1,000    1,000
LANSFORSAKRINGAR HYPOTEK EUR   2.625 FIXED   COVERED       16.06.2014    Aaa      AAA   102.6   102.8   1.3   24    114         1,000   100,000
LANSFORSAKRINGAR HYPOTEK EUR   2.875 FIXED   COVERED       23.03.2015    Aaa      AAA   103.6   103.8   1.5   29    113         1,000   50,000
LB BADEN-WUERTTEMBERG    EUR     4.5 FIXED                 05.10.2012
                                             JUMBO PFANDBRIEF            Aaa            102.2   102.3   0.6   -55   48    177   2,000    1,000
LB BADEN-WUERTTEMBERG    EUR    3.25 FIXED                 15.02.2013
                                             JUMBO PFANDBRIEF            Aaa      NR    102.3   102.4   0.7   -40   44    177   1,250   50,000
LB BADEN-WUERTTEMBERG    EUR      4 FIXED                  26.08.2013
                                             JUMBO PFANDBRIEF            Aaa      NR    104.5   104.7   0.7   -34   50    177   1,500    1,000
LB BADEN-WUERTTEMBERG    EUR    1.75 FIXED                 17.01.2014
                                             JUMBO PFANDBRIEF            Aaa            101.5   101.6   1.0   -6    84    177   1,500    1,000
LB BADEN-WUERTTEMBERG    EUR    3.75 FIXED                 12.02.2014
                                             JUMBO PFANDBRIEF            Aaa      NR    105.1   105.3   1.0   -13   78    177   1,500    1,000
LB BADEN-WUERTTEMBERG    EUR     3.5 FIXED                 09.02.2015
                                             JUMBO PFANDBRIEF            Aaa      NR    106.5   106.7   1.2    5    89    177   1,500    1,000
LB BADEN-WUERTTEMBERG    EUR    2.25 FIXED                 21.06.2016
                                             JUMBO PFANDBRIEF            Aaa            103.3   103.5   1.4   -2    75    177   1,250    1,000
LLOYDS TSB BANK PLC      EUR   2.875 FIXED   COVERED       11.03.2013    Aaa            101.5   101.9   1.4   49    132   268   1,000   100,000
LLOYDS TSB BANK PLC      EUR                C
                               2.417 FLOATINGOVERED        03.07.2028    Aaa                            2.4   138         268   1,451   100,000
LLOYDS TSB BANK PLC       EUR   3.375 FIXED   COVERED       17.03.2015    Aaa            103.6   103.8   1.9   75    159   268   1,500   50,000
LLOYDS TSB BANK PLC       EUR   4.125 FIXED   COVERED       06.04.2016    Aaa            106.5   106.5   2.2   92    170   268   1,750   100,000
WESTPAC BANKING CORP      EUR   2.125 FIXED   COVERED       16.02.2016    Aaa            100.3   100.4   2.0   66    145   146   1,750   100,000
LLOYDS TSB BANK PLC       EUR     3.5 FIXED   COVERED       11.01.2017    Aaa            103.6   103.8   2.6   111   184   268   1,250   100,000
LLOYDS TSB BANK PLC       EUR      4 FIXED    COVERED       29.09.2020    Aaa            103.2   103.8   3.4   135   182   268   2,000   50,000
LLOYDS TSB BANK PLC       EUR   4.875 FIXED   COVERED       13.01.2023    Aaa            109.4   109.5   3.8   151   185   268   1,000   100,000
LLOYDS TSB BANK PLC       GBP   5.125 FIXED   COVERED       07.03.2025    Aaa            103.9   104.1   4.7   212   223   268   1,250   100,000
BARCLAYS BANK PLC         EUR    2.25 FIXED   COVERED       22.02.2017    Aaae           99.5    99.6    2.3   77    150   172   2,000   100,000
LLOYDS TSB BANK PLC       GBP      6 FIXED    COVERED       08.02.2029    Aaa            112.9   113.8   4.8   207   199   268   1,250   100,000
CIE FINANCEMENT FONCIER   EUR    2.25 FIXED   COVERED       21.08.2015    Aaae     AAA   100.6   100.7   2.0   80    161         2,000    1,000
MONTE DEI PASCHI SIENA    EUR     2.5 FIXED   COVERED       23.09.2013   Aa3 /*-         98.3    99.3    2.9   209   295   416   1,250   50,000
MONTE DEI PASCHI SIENA    EUR   3.125 FIXED   COVERED       30.06.2015   Aa3 /*-         97.0    98.0    3.7   255   337   416   1,000   50,000
MONTE DEI PASCHI SIENA    EUR   4.875 FIXED   COVERED       15.09.2016   Aa3 /*-         101.7   102.2   4.2   289   363   416   1,250   100,000
MONTE DEI PASCHI SIENA    EUR      5 FIXED    COVERED       09.02.2018   Aa3 /*-         99.7    100.4   5.0   340   406   416   1,870   100,000
                       EUR
MUENCHENER HYPOTHEKENBNK         3.25 FIXED                 23.11.2012
                                              JUMBO PFANDBRIEF            Aaa            101.7   101.9   0.6   -50   47          1,250    1,000
                       EUR
MUENCHENER HYPOTHEKENBNK         4.25 FIXED                 08.04.2013
                                              JUMBO PFANDBRIEF            Aaa            103.6   103.8   0.7   -45   37          1,500    1,000
                       EUR
MUENCHENER HYPOTHEKENBNK          1.5 FIXED                 04.10.2013
                                              JUMBO PFANDBRIEF            Aaa            101.0   101.1   0.8   -26   61          1,350    1,000
                       EUR
MUENCHENER HYPOTHEKENBNK           2 FIXED                  15.06.2015
                                              JUMBO PFANDBRIEF            Aaa            102.5   102.5   1.3    5    88          1,500    1,000
                       EUR
MUENCHENER HYPOTHEKENBNK          2.5 FIXED                 11.01.2016
                                              JUMBO PFANDBRIEF            Aaa            104.2   104.3   1.5   16    95          1,250    1,000
NATIONAL AUSTRALIA BANK   EUR   2.625 FIXED   COVERED       13.01.2017    Aaa            101.6   101.9   2.2   70    144   146   1,000   100,000
NATIONAL BANK OF CANADA   USD    1.65 FIXED   COVERED       30.01.2014    Aaa            101.8   102.3   0.6    3    35          1,000   250,000
NATIONAL BANK OF CANADA   USD     2.2 FIXED   COVERED       19.10.2016    Aaa            103.3   103.6   1.4   35    63          1,400   250,000
NORDDEUTSCHE LANDESBANK EUR      4.25 FIXED                 15.03.2012
                                              JUMBO PFANDBRIEF           Aaa /*-         100.1   100.2   0.3   12    44    207   1,000    1,000
NORDDEUTSCHE LANDESBANK EUR        3 FIXED                  15.03.2013
                                              JUMBO PFANDBRIEF           Aaa /*-         102.1   102.2   1.0   -19   65    207   1,000    1,000
NORDDEUTSCHE LANDESBANK EUR     4.625 FIXED                 10.06.2013
                                              JUMBO PFANDBRIEF           Aaa /*-         104.6   104.8   0.7   -36   47    207   1,000    1,000
NORDDEUTSCHE LANDESBANK EUR                  P
                                1.225 FLOATINGFANDBRIEFE    15.10.2014   Aaa /*-                         1.2   -3          207   1,000    500
NORDDEUTSCHE LANDESBANK EUR      3.25 FIXED                 18.01.2021
                                              JUMBO PFANDBRIEF           Aaa /*-         106.0   106.4   2.5   33    79    207   1,000    1,000
NORDEA BANK FINLAND PLC   EUR     2.5 FIXED   COVERED       02.06.2014    Aaa            102.7   102.8   1.2    6    96    127   2,000   100,000
NORDEA BANK FINLAND PLC   EUR    2.25 FIXED   COVERED       16.11.2015    Aaa            102.5   102.7   1.5   20    100   127   2,000   50,000
NORDEA BANK FINLAND PLC   EUR   2.375 FIXED   COVERED       02.09.2016    Aaa            102.2   102.3   1.8   39    115   127   1,500   100,000
NORDEA BANK FINLAND PLC   EUR      4 FIXED    COVERED       10.02.2021    Aaa            110.0   110.2   2.7   56    100   127   1,000   100,000
NORDEA EIENDOMSKREDITT A USD    1.875 FIXED   COVERED       07.04.2014    Aaa            101.3   101.9   1.1   51    82    127   1,000   200,000
NORDEA EIENDOMSKREDITT A USD    2.125 FIXED   COVERED       22.09.2016    Aaa            100.3   100.8   1.9   90    119   127   1,000   200,000
NORDEA HYPOTEK AB         EUR    4.25 FIXED   COVERED       06.02.2014    Aaa      AAA   105.8   106.0   1.2   13    104         1,250   50,000
NORDEA HYPOTEK AB         EUR     3.5 FIXED   COVERED       18.01.2017    Aaa      AAA   107.2   107.4   1.9   38    111         1,500   50,000
NORTHERN ROCK ASSET MANA EUR    3.625 FIXED   COVERED       28.03.2013    Aaa      AAA   102.0   102.4   1.3   29    113   169   2,000   50,000
NORTHERN ROCK ASSET MANA EUR    3.625 FIXED   COVERED       20.04.2015    Aaa      AAA   102.3   103.0   2.7   160   243   169   1,500   50,000
NORTHERN ROCK ASSET MANA EUR    4.125 FIXED   COVERED       27.03.2017    Aaa      AAA   101.9   102.9   3.5   199   270   169   1,750   50,000
NORTHERN ROCK ASSET MANA USD    5.625 FIXED   COVERED       22.06.2017    Aaa      AAA   106.0   108.8   4.2   302   326   169   1,500   100,000
NORTHERN ROCK ASSET MANA EUR    3.875 FIXED   COVERED       16.11.2020    Aaa      AAA   95.3    96.9    4.4   229   275   169   2,000   50,000
OP MORTGAGE BANK          EUR     4.5 FIXED   COVERED       06.06.2012    Aaa      AAA   100.9   101.0   0.4   -27   63          1,000   50,000
OP MORTGAGE BANK          EUR   3.125 FIXED   COVERED       19.11.2014    Aaa      AAA   104.6   104.7   1.3   12    98          1,250   50,000
OP MORTGAGE BANK          EUR   2.375 FIXED   COVERED       15.06.2015    Aaa      AAA   102.6   102.7   1.5   27    110         1,000   50,000
OP MORTGAGE BANK          EUR    3.25 FIXED   COVERED       01.04.2016    Aaa      AAA   105.7   105.7   1.7   39    118         1,000   100,000
OP MORTGAGE BANK          EUR     3.5 FIXED   COVERED       11.07.2018    Aaa      AAA   106.6   106.9   2.3   53    118         1,000   100,000
PITCH1                     EUR   5.125 FIXED   COVERED       20.07.2022   Aa3 /*-   AA+   78.5    81.3    7.8    579   611         1,200   100,000
ROYAL BANK OF CANADA       EUR     4.5 FIXED   COVERED       05.11.2012    Aaa      AAA   102.3   102.6   0.6    -42   55          2,000   50,000
ROYAL BANK OF CANADA       USD   3.125 FIXED   COVERED       14.04.2015    Aaa      AAA   106.1   106.5   1.1    34    64          1,500   100,000
ROYAL BANK OF CANADA       EUR   4.625 FIXED   COVERED       22.01.2018    Aaa      AAA   113.8   114.4   2.0    27    94          1,250   50,000
ROYAL BK OF SCOTLAND PLC   EUR    2.75 FIXED   COVERED       18.06.2013    Aaa            101.8   102.0   1.1    17    101   277   1,250   50,000
ROYAL BK OF SCOTLAND PLC   EUR     2.5 FIXED   COVERED       07.09.2014    Aaa            102.0   102.2   1.4    34    122   277   2,000   100,000
ROYAL BK OF SCOTLAND PLC   EUR      3 FIXED    COVERED       08.09.2015    Aaa            102.9   103.1   2.0    79    160   277   1,500   50,000
ROYAL BK OF SCOTLAND PLC   EUR      4 FIXED    COVERED       15.03.2016    Aaa            106.1   106.2   2.2    94    173   277   2,000   100,000
ROYAL BK OF SCOTLAND PLC   EUR   4.125 FIXED   COVERED       15.01.2018    Aaa            105.9   106.0   2.9    131   198   277   1,000   100,000
ROYAL BK OF SCOTLAND PLC   EUR   3.875 FIXED   COVERED       19.10.2020    Aaa            102.7   103.1   3.4    136   183   277   2,000   50,000
SAMPO HOUSING LOAN BANK EUR      2.625 FIXED   COVERED       02.12.2015   Aaa /*-         103.0   103.1   1.7    44    124         1,000   100,000
SAMPO HOUSING LOAN BANK EUR       2.75 FIXED   COVERED       19.10.2016   Aaa /*-         102.8   103.1   2.0    58    132         1,000   100,000
SAMPO HOUSING LOAN BANK EUR      3.875 FIXED   COVERED       21.06.2021   Aaa /*-         107.9   108.3   2.8    68    109         1,000   100,000
SANTAN CONSUMER FINANCE EUR      3.875 FIXED   COVERED       23.03.2016    Aa2            100.3   101.3   3.5    227   305   273   1,200   100,000
SEB AG                     EUR      4 FIXED                  06.03.2012
                                               JUMBO PFANDBRIEF           Aa1 /*-         100.0   100.1   -1.8   -4    19          1,000    1,000
SEB AG                     EUR    4.25 FIXED                 07.05.2013
                                               JUMBO PFANDBRIEF           Aa1 /*-         103.7   103.8   0.9    -16   67          1,000    1,000
SKANDINAVISKA ENSKILDA     EUR     4.5 FIXED   COVERED       25.04.2013   Aaa /*-         103.9   104.0   0.8    -21   62    164   1,000   50,000
SKANDINAVISKA ENSKILDA     EUR      4 FIXED    COVERED       31.03.2014   Aaa /*-         105.6   105.7   1.1     3    94    164   1,000   50,000
SKANDINAVISKA ENSKILDA     EUR     2.5 FIXED   COVERED       17.06.2015   Aaa /*-         103.2   103.4   1.4    20    102   164   1,000   50,000
SKANDINAVISKA ENSKILDA     EUR      3 FIXED    COVERED       20.01.2016   Aaa /*-         104.8   105.0   1.6    30    110   164   1,250   50,000
SKANDINAVISKA ENSKILDA     EUR   2.625 FIXED   COVERED       16.10.2017   Aaa /*-         102.8   103.0   2.0    37    107   164   1,000   50,000
SKANDINAVISKA ENSKILDA     EUR   4.125 FIXED   COVERED       07.04.2021   Aaa /*-         110.8   111.0   2.7    58    101   164   1,250   100,000
SNS BANK NV                EUR     3.5 FIXED   COVERED       27.10.2015   Aa1 /*-         102.8   103.3   2.4    124   204   366   1,000   50,000
SNS BANK NV                EUR   3.625 FIXED   COVERED       10.03.2017   Aa1 /*-         102.8   103.4   2.6    113   184   366   1,000   50,000
SNS BANK NV                EUR     3.5 FIXED   COVERED       28.09.2020   Aa1 /*-         98.0    98.6    3.5    145   193   366   1,000   50,000
SOCIETE GENERALE SCF       EUR    4.75 FIXED   COVERED       06.06.2013    Aaa      AAA   104.6   104.9   0.7    -33   50          1,100   50,000
SOCIETE GENERALE SCF       EUR      4 FIXED    COVERED       07.07.2016    Aaa      AAA   106.9   107.4   2.1    78    154         1,250   50,000
SOCIETE GENERALE SCF       EUR   3.375 FIXED   COVERED       16.04.2018    Aaa      AAA   103.4   103.9   2.6    92    159         1,250   50,000
SOCIETE GENERALE SCF       EUR      5 FIXED    COVERED       27.03.2019    Aaa      AAA   112.6   113.2   3.2    131   190         2,250   50,000
SOCIETE GENERALE SCF       EUR   4.125 FIXED   COVERED       15.02.2022    Aaa      AAA   105.6   106.2   3.5    125   161         1,250   50,000
SOCIETE GENERALE SCF       EUR    4.25 FIXED   COVERED       03.02.2023    Aaa      AAA   106.7   107.3   3.7    136   171         1,000   100,000
SOCIETE GENERALE SFH       EUR    3.25 FIXED   COVERED       06.06.2016    Aaa            103.9   104.1   2.1    80    157         1,500   100,000
SOCIETE GENERALE SFH       EUR      4 FIXED    COVERED       18.01.2022    Aaa            104.5   104.7   3.4    116   153         1,250   100,000
SPAREBANK 1 BOLIGKREDITT EUR     2.375 FIXED   COVERED       03.12.2012    Aaa            101.2   101.3   0.7    -42   53          1,000   50,000
SPAREBANK 1 BOLIGKREDITT EUR        5 FIXED    COVERED       10.09.2013    Aaa            105.9   105.9   0.9    -8    77          1,000   50,000
SPAREBANK 1 BOLIGKREDITT USD      1.25 FIXED   COVERED       25.10.2013    Aaa            100.3   100.4   1.0    92    125         1,500   100,000
SPAREBANK 1 BOLIGKREDITT EUR       2.5 FIXED   COVERED       23.06.2015    Aaa            102.8   103.0   1.5    32    115         1,000   50,000
SPAREBANK 1 BOLIGKREDITT USD     2.625 FIXED   COVERED       27.05.2016    Aaa            102.2   102.5   1.9    103   131         1,250   200,000
SPAREBANK 1 BOLIGKREDITT EUR     2.375 FIXED   COVERED       22.11.2016    Aaa            101.7   101.9   1.9    41    115         1,000   100,000
SPAREBANK 1 BOLIGKREDITT EUR      3.25 FIXED   COVERED       17.03.2017    Aaa            105.3   105.4   2.0    52    123         1,250   50,000
SPAREBANK 1 BOLIGKREDITT EUR      2.75 FIXED   COVERED       01.02.2019    Aaa            101.1   101.2   2.5    62    125         1,250   100,000
SPAREBANK 1 BOLIGKREDITT EUR        4 FIXED    COVERED       03.02.2021    Aaa            109.0   109.2   2.8    64    108         1,000   100,000
SPAREBANK 1 BOLIGKREDITT EUR     3.375 FIXED   COVERED       07.09.2021    Aaa            103.4   103.5   2.9    70    111         1,000   100,000
STADSHYPOTEK AB            USD    1.45 FIXED   COVERED       30.09.2013    Aaa            100.3   100.9   0.8    33    66    115   1,000   250,000
STADSHYPOTEK AB            EUR    3.75 FIXED   COVERED       12.12.2013    Aaa            104.7   104.7   1.0    -9    80    115   2,000   50,000
STADSHYPOTEK AB           EUR      3 FIXED    COVERED       01.10.2014    Aaa            104.3   104.4   1.2   12    100   115   1,500   50,000
STADSHYPOTEK AB           EUR    2.75 FIXED   COVERED       30.04.2015    Aaa            104.0   104.2   1.4   18    101   115   1,250   50,000
STADSHYPOTEK AB           EUR   3.375 FIXED   COVERED       11.05.2016    Aaa            106.7   106.8   1.7   30    108   115   1,500   100,000
SWEDBANK HYPOTEK AB       EUR     2.5 FIXED   COVERED       21.01.2013    Aaa      AAA   101.3   101.5   0.7   -35   51          1,000   50,000
SWEDBANK HYPOTEK AB       EUR      2 FIXED    COVERED       31.01.2014    Aaa      NR    101.4   101.6   1.1    7    98          1,000   50,000
SWEDBANK HYPOTEK AB       EUR   4.125 FIXED   COVERED       09.06.2014    Aaa      AAA   106.3   106.4   1.1    4    94          1,250   50,000
SWEDBANK HYPOTEK AB       EUR    2.75 FIXED   COVERED       10.09.2014    Aaa      AAA   103.4   103.5   1.3   16    104         1,500   50,000
SWEDBANK HYPOTEK AB       EUR     2.5 FIXED   COVERED       15.06.2015    Aaa      AAA   103.1   103.2   1.5   24    107         1,000   50,000
SWEDBANK HYPOTEK AB       EUR    2.25 FIXED   COVERED       07.09.2015    Aaa      AAA   102.2   102.3   1.5   22    103         1,500   100,000
SWEDBANK HYPOTEK AB       EUR      3 FIXED    COVERED       21.01.2016    Aaa      AAA   104.7   104.8   1.7   37    117         1,000   50,000
SWEDBANK HYPOTEK AB       USD    2.95 FIXED   COVERED       28.03.2016    Aaa      AAA   103.7   104.0   1.8   101   129         1,000   200,000
SWEDBANK HYPOTEK AB       USD   2.125 FIXED   COVERED       31.08.2016    Aaa      AAA   100.3   100.9   1.9   95    123         1,000   200,000
SWEDBANK HYPOTEK AB       EUR   3.625 FIXED   COVERED       05.10.2016    Aaa      AAA   107.3   107.4   1.9   44    119         1,250   50,000
SWEDBANK HYPOTEK AB       EUR   3.375 FIXED   COVERED       22.03.2017    Aaa      AAA   106.3   106.4   2.0   51    122         1,050   50,000
SWEDISH COVERED BOND      EUR      3 FIXED    COVERED       03.02.2015    Aaa      AAA   104.5   104.6   1.3   15    100         1,000   50,000
SWEDISH COVERED BOND      EUR   3.375 FIXED   COVERED       20.04.2016    Aaa      AAA   106.6   106.7   1.7   30    108         1,000   100,000
SWEDISH COVERED BOND      EUR    3.25 FIXED   COVERED       30.03.2017    Aaa      AAA   106.0   106.1   1.9   40    112         1,000   50,000
TORONTO-DOMINION BANK     USD   0.875 FIXED   COVERED       12.09.2014    Aaa            99.9    100.4   0.7   13    43          2,000   200,000
TORONTO-DOMINION BANK     USD     2.2 FIXED   COVERED       29.07.2015    Aaa            103.8   104.1   1.0   21    50          2,000   100,000
TORONTO-DOMINION BANK     USD   1.625 FIXED   COVERED       14.09.2016    Aaa            100.9   101.2   1.5   40    68          3,000   200,000
UBI BANCA SPCA            EUR   3.625 FIXED   COVERED       23.09.2016   Aa2 /*-         96.9    97.8    4.3   291   367   346   1,000   50,000
UBI BANCA SPCA            EUR   3.375 FIXED   COVERED       15.09.2017   Aa2 /*-         93.6    94.8    4.7   318   387   346   1,000   50,000
UBI BANCA SPCA            EUR      4 FIXED    COVERED       16.12.2019   Aa2 /*-         92.2    93.5    5.3   341   395   346   1,000   50,000
UBI BANCA SPCA            EUR    5.25 FIXED   COVERED       28.01.2021   Aa2 /*-         100.0   101.7   5.1   305   347   346   1,000   100,000
UBS AG LONDON             EUR   2.375 FIXED   COVERED       21.01.2013    Aaa            101.2   101.4   0.7   -35   50    168   1,500    1,000
UBS AG LONDON             EUR      3 FIXED    COVERED       06.10.2014    Aaa            104.0   104.2   1.3   21    109   168   2,000    1,000
UBS AG LONDON             USD   1.875 FIXED   COVERED       23.01.2015    Aaa            100.4   101.0   1.6   93    124   168   1,500   200,000
WM COVERED BOND PROGRAM EUR        4 FIXED    COVERED       27.09.2016    WR       A+    105.4   106.1   2.5   114   189         2,000   50,000
UBS AG LONDON             EUR      2 FIXED    COVERED       10.04.2015    Aaa            101.2   101.3   1.5   36    119   168   1,000    1,000
UBS AG LONDON             EUR      3 FIXED    COVERED       06.06.2016    Aaa            104.4   104.6   1.8   45    122   168   1,000    1,000
CAIXABANK                 EUR      4 FIXED    COVERED       16.02.2017    Aa2      AAA   99.4    99.7    4.1   255   327         1,000   100,000
UBS AG LONDON             EUR    2.25 FIXED   COVERED       10.01.2017    Aaa            100.5   100.7   2.1   58    132   168   1,500    1,000
UBS AG LONDON             EUR   3.875 FIXED   COVERED       02.12.2019    Aaa            108.4   108.8   2.6   60    114   168   1,000    1,000
ABBEY NATL TREASURY SERV EUR    3.625 FIXED   COVERED       13.02.2020    Aaae                                             262   1,200   100,000
UBS AG LONDON             EUR      4 FIXED    COVERED       08.04.2022    Aaa            109.2   109.7   2.9   63    100   168   1,250    1,000
UNICREDIT BANK AG         EUR     1.5 FIXED                 14.01.2013
                                              JUMBO PFANDBRIEF           Aaa /*-   AAA   100.5   100.6   0.8   -35   53    285   1,000    1,000
ABBEY NATL TREASURY SERV EUR    3.875 FIXED   COVERED       13.02.2022                                                     262   1,200    1,000
UNICREDIT BANK AG         EUR     3.5 FIXED                 07.02.2013
                                              JUMBO PFANDBRIEF           Aa1 /*-         102.3   102.4   0.8   -33   52    285   1,500    1,000
UNICREDIT BANK AG         EUR     3.5 FIXED                 03.02.2015
                                              JUMBO PFANDBRIEF           Aa1 /*-         105.4   105.6   1.4   24    109   285   1,625    1,000
LLOYDS TSB BANK PLC       EUR                C
                                 1.71 FLOATINGOVERED        01.10.2014    Aaa                            1.6   48          268   1,210   100,000
UNICREDIT BANK AG         EUR   2.875 FIXED                 07.06.2016
                                              JUMBO PFANDBRIEF           Aaa /*-   AAA   103.8   103.8   1.9   56    133   285   1,000    1,000
UNICREDIT BANK AG         EUR   2.625 FIXED   PFANDBRIEFE   31.05.2017   Aa1 /*-         102.4   102.4   2.1   48    120   285   1,000    1,000
LLOYDS TSB BANK PLC       EUR                C
                                2.246 FLOATINGOVERED        13.07.2016    Aaa                            2.0   85          268   1,210   100,000
UNICREDIT BK AUSTRIA AG   EUR      3 FIXED    PFANDBRIEFE   09.05.2014   Aaa /*-         102.3   102.4   1.8   71    162         1,000   100,000
UNICREDIT BK AUSTRIA AG   EUR   4.125 FIXED                 24.02.2021
                                              JUMBO PFANDBRIEF           Aaa /*-         105.5   105.8   3.4   125   168         1,000   100,000
LLOYDS TSB BANK PLC        EUR                C
                                 2.482 FLOATINGOVERED        11.01.2027    Aaa                            2.5   139         268   1,210   100,000
UNICREDIT SPA              EUR   2.625 FIXED   COVERED       31.10.2015   Aa2 /*-         96.6    97.5    3.4   225   306   349   1,250   50,000
UNICREDIT SPA              EUR    4.25 FIXED   COVERED       29.07.2016   Aa2 /*-   AA+   101.4   102.2   3.6   229   305   349   2,500   50,000
LLOYDS TSB BANK PLC        EUR                C
                                 2.595 FLOATINGOVERED        27.07.2029    Aaa                            2.4   139         268   1,210   100,000
UNICREDIT SPA              EUR   3.375 FIXED   COVERED       31.10.2017   Aa2 /*-   AA+   94.9    95.8    4.2   264   332   349   1,000   50,000
UNICREDIT SPA              EUR    4.25 FIXED   COVERED       31.07.2018   Aa2 /*-   AA+   98.7    99.7    4.3   258   322   349   1,000   100,000
UNICREDIT SPA              EUR      5 FIXED    COVERED       31.10.2021   Aa2 /*-   AA+   99.5    100.9   4.9   280   315   349   1,000   100,000
UNICREDIT SPA              EUR   4.375 FIXED   COVERED       31.01.2022   Aa2 /*-   AA+   93.5    94.8    5.0   288   323   349   1,000   50,000
UNICREDIT SPA              EUR    5.25 FIXED   COVERED       30.04.2023   Aa2 /*-   AA+   100.3   101.5   5.2   298   330   349   1,250   100,000
WESTLB AG                  EUR    4.75 FIXED                 20.06.2012
                                               JUMBO PFANDBRIEF           Aaa /*-   NR    101.1   101.2   0.6   -23   71    229   1,625    1,000
WESTLB AG                  EUR    2.75 FIXED                 26.02.2015
                                               JUMBO PFANDBRIEF           Aaa /*-   NR    103.1   103.4   1.4   28    112   229   1,000    1,000
WESTLB AG                  EUR   4.125 FIXED                 08.06.2016
                                               JUMBO PFANDBRIEF           Aaa /*-   NR    109.0   109.4   1.8   42    119   229   1,450   50,000
WESTPAC SECURITIES NZ LT   EUR     3.5 FIXED   COVERED       16.06.2016    Aaa            105.1   105.6   2.1   74    151   146   1,000   100,000
BERLIN-HANNOVER HYPBK AG EUR                  P
                                 0.624 FLOATINGFANDBRIEFE    26.02.2015                                   0.8   -34               1,000   50,000
WL BANK                    EUR    2.75 FIXED                 01.10.2012
                                               JUMBO PFANDBRIEF                     AAA   101.1   101.2   0.7   -56   49          1,000   50,000
WL BANK                    EUR    3.75 FIXED                 04.11.2013
                                               JUMBO PFANDBRIEF                     AAA   104.5   104.7   0.8   -28   59          1,000   50,000
WL BANK                    EUR      4 FIXED                  14.03.2014
                                               JUMBO PFANDBRIEF                     AAA   105.8   106.0   0.9   -15   77          1,000   50,000
WL BANK                    EUR      3 FIXED                  20.11.2014
                                               JUMBO PFANDBRIEF                     AAA   104.8   105.1   1.1   -8    78          1,500   50,000
WL BANK                    EUR     2.5 FIXED                 01.09.2015
                                               JUMBO PFANDBRIEF                     AAA   103.8   104.0   1.3    2    84          1,000   50,000
WL BANK                    EUR      3 FIXED                  18.05.2016
                                               JUMBO PFANDBRIEF                     AAA   106.0   106.0   1.4    9    87          1,000    1,000
WM COVERED BOND PROGRAM EUR      4.375 FIXED   COVERED       19.05.2014    WR       A+    104.8   105.4   1.6   66    156         2,000   50,000
BPCE SFH - SOCIETE DE FI   EUR    2.75 FIXED   COVERED       16.02.2017    Aaa      AAA   101.4   101.6   2.4   88    161         1,250   100,000
 Issue       Country
                               Isin
  date       of Risk
18.03.2010       UK        XS0496065672
14.06.2011       UK        XS0637455618
30.06.2010       UK        XS0520785394
08.06.2005       UK        XS0220989692
08.09.2011       UK        XS0674635288
14.10.2009       UK        XS0457688215
05.10.2010       UK        XS0546057570
24.01.2011       UK        XS0582479522
13.02.2012       UK        XS0746419380
12.04.2006       UK        XS0250729109
14.04.2011       UK        XS0616897616
10.02.2012       UK        XS0746090405
28.02.2011       UK        XS0596191360
18.01.2006   Netherlands   XS0241183804
15.07.2009   Netherlands   XS0439522938
21.09.2005   Netherlands   XS0230182338
30.03.2006   Netherlands   CH0024683077
01.03.2007   Netherlands   XS0289334368
12.01.2011   Netherlands   XS0576912124
22.06.2010   Netherlands   XS0519053184
06.04.2011   Netherlands   XS0613145712
18.01.2012   Netherlands   XS0732631824
21.09.2010   Netherlands   XS0543370430
01.08.2007   Netherlands   XS0312464158
26.02.2007   Netherlands   XS0288133761
06.04.2006     Ireland     XS0250267647
29.06.2007     Ireland     XS0308936037
14.12.2005     Spain       ES0312298005
14.12.2005     Spain       ES0312298013
20.12.2006     Spain       ES0312298104
14.06.2006     Spain       ES0312298070
24.03.2006     Spain       ES0312298054
14.12.2005     Spain       ES0312298021
25.05.2007     Spain       ES0312298120
28.06.2002     Spain       ES0361002001
13.03.2003    Spain     ES0312368006
31.03.2005    Spain     ES0312358007
31.03.2005    Spain     ES0312358015
04.12.2003    Spain     ES0370148019
07.04.2004    Spain     ES0312360003
18.11.2004    Spain     ES0312362009
18.11.2004    Spain     ES0312362017
30.06.2005    Spain     ES0312342001
30.06.2005    Spain     ES0312342019
05.04.2007     USA      XS0294900583
05.04.2007     USA      XS0294901045
05.11.2009    Italy     IT0004548464
04.11.2010    Italy     IT0004654288
09.10.2009    Italy     IT0004540289
02.08.2007    Spain     ES0413211261
29.01.2003    Spain     ES0413211030
26.07.2010    Spain     ES0413211386
04.10.2006    Spain     ES0413211154
07.04.2010    Spain     ES0413211352
13.01.2011    Spain     ES0413211410
01.06.2007    Spain     ES0413211204
15.07.2004    Spain     ES0413211055
09.10.2009    Spain     ES0413211337
25.02.2005    Spain     ES0413211089
30.03.2011    Spain     ES0413211469
24.01.2006    Spain     ES0413211113
10.02.2011    Spain     ES0413211428
18.01.2010    Spain     ES0413211345
18.01.2007    Spain     ES0413211170
20.07.2007    Spain     USE11805AN38
07.10.2005    Spain     ES0413211105
24.01.2006    Spain     ES0413211121
25.02.2005    Spain     ES0413211071
17.07.2009   Portugal   PTBB24OE0000
15.01.2010   Portugal   PTBB5JOE0000
22.10.2009    Spain     ES0414400079
29.10.2007   Portugal   PTBCU31E0002
08.10.2009   Portugal   PTBCSSOE0011
22.06.2007   Portugal   PTBCUB1E0005
07.09.2005    Spain     ES0413440076
14.09.2009    Spain     ES0413440167
04.06.2009    Spain     ES0413440159
16.09.2004    Spain     ES0413440050
27.01.2005    Spain     ES0413440068
07.09.2010    Spain     ES0413440175
18.01.2006    Spain     ES0413440084
27.03.2002    Spain     ES0413440027
17.11.2009   Portugal   PTBLMVOE0011
20.09.2006    Spain     ES0413770019
17.09.2009    Spain     ES0413770092
04.03.2005    Spain     ES0413770001
26.01.2011    Italy     IT0004680648
14.03.2011    Italy     IT0004701568
03.03.2010    Italy     IT0004587363
18.10.2005    Spain     ES0413790009
03.02.2011    Spain     ES0413790124
16.06.2009    Spain     ES0413790058
30.09.2010    Spain     ES0413790116
18.10.2006    Spain     ES0413790017
09.04.2010    Spain     ES0413790074
10.09.2010    Spain     ES0413860208
11.02.2011    Spain     ES0413860232
29.04.2003    Spain     ES0413860000
20.01.2010    Spain     ES0413860182
15.06.2005    Spain     ES0413860026
19.01.2006    Spain     ES0413860034
24.01.2007    Spain     ES0413860067
04.05.2007    Spain     ES0413900152
08.07.2003    Spain     ES0413900020
06.02.2006    Spain     ES0413900111
27.05.2009    Spain     ES0413900186
28.01.2010    Spain     ES0413900202
16.03.2011    Spain     ES0413900244
28.09.2005    Spain     ES0413900103
20.01.2011    Spain     ES0413900228
21.06.2011    Spain     ES0413900251
29.07.2004    Spain     ES0413900061
08.09.2006    Spain     ES0413900145
06.04.2010    Spain     ES0413900210
07.04.2005    Spain     ES0413900087
06.02.2006    Spain     ES0413900129
04.05.2007    Spain     ES0413900160
15.04.2010   Portugal   PTCPPROE0027
21.10.2009   Portugal   PTCPP7OE0020
05.07.2006   Ireland    XS0259283009
16.09.2009   Ireland    XS0451805906
22.06.2005   Ireland    XS0222695008
23.01.2008   Canada     XS0341749116
09.06.2010   Canada     USC0623PAN80
25.01.2011   Canada     USC0623PAP39
30.01.2012   Canada   USC3331CDA92
26.07.2010   Canada   USC06840AU30
29.10.2010   Canada   US06415BAA98
03.08.2011   Canada   US06415DAA54
30.01.2012   Canada   US06415DAC11
25.01.2006    UK      XS0241851764
23.10.2003    UK      XS0178952650
17.11.2006    UK      XS0275093473
23.09.2004    UK      XS0201674594
26.10.2007    UK      XS0327502224
13.07.2006    UK      XS0260981229
20.02.2007    UK      XS0286774483
08.06.2007    UK      XS0304458721
04.06.2004    UK      XS0193640629
08.02.2005    UK      XS0212074388
13.07.2006    UK      XS0260981658
08.06.2007    UK      XS0304459026
01.03.2002   Spain    ES0414950586
14.09.2010   Spain    ES0414950826
15.04.2010   Spain    ES0414977357
21.02.2007   Spain    ES0414950677
30.10.2002   Spain    ES0414950594
13.11.2009   Spain    ES0414950784
14.12.2005   Spain    ES0414950636
29.06.2001   Spain    ES0414950560
05.07.2006   Spain    ES0414950669
05.10.2009   Spain    ES0414950776
25.05.2006   Spain    ES0414950651
28.06.2007   Spain    ES0414950693
26.04.2007   Spain    ES0414950685
03.02.2005   Spain    ES0414950628
24.03.2006   Spain    ES0414950644
20.01.2011   Spain    ES0413679111
09.04.2010   Spain    ES0413679079
13.11.2009   Spain    ES0413679061
29.01.2008   France   FR0010574236
05.06.2009   France   FR0010762385
30.06.2010   France   FR0010915918
08.09.2011    UK      XS0673716238
14.01.2010    UK      XS0478265274
21.09.2010    UK      XS0541565379
13.04.2011    UK      XS0616754007
07.10.2009    UK      XS0456178580
12.01.2011    UK      XS0576797947
12.01.2012    UK      XS0729895200
02.03.2010     UK      XS0491009659
18.02.2004   Austria   XS0186452974
02.05.2007   Germany   DE000BLB2348
28.11.2002   Germany   DE0002131067
30.06.2010   Germany   DE000BLB6C74
26.05.2011   Germany   DE000BLB8DA8
08.06.2005   Germany   DE000BLB1YQ5
25.01.2011   Germany   DE000BLB6C82
04.09.2009   Germany   DE000BLB6C58
20.07.2004   Germany   DE000A0BVD94
30.08.2006   Germany   DE000A0KAH03
23.02.2005   Germany   DE000A0D61R0
24.01.2007   Germany   DE000A0MFBA0
23.03.2011   Germany   DE000BHY1042
28.03.2007   Germany   DE000A0NKTQ6
04.05.2007   Germany   DE000A0N3YJ4
22.05.2009   France    FR0010758953
01.10.2009   France    FR0010807917
28.05.2008   France    FR0010622753
23.07.2009   France    FR0010784009
15.01.2009   France    FR0010709386
30.05.2007   France    FR0010479717
09.06.2010   France    FR0010908814
02.11.2010   France    XS0554948272
12.01.2010   France    FR0010843375
20.04.2010   France    FR0010887133
11.01.2011   France    FR0010988873
12.07.2011   France    FR0011075167
16.06.2009   France    FR0010767194
22.10.2010   France    FR0010955377
09.06.2011   France    FR0011059930
26.02.2010   France    FR0010859967
23.11.2010 New Zealand XS0562630391
13.09.2011   France    FR0011109321
24.03.2011   Canada    USC1473XBB58
22.03.2002   France    FR0000488702
29.09.2003   France    FR0010018275
07.05.2010   France    FR0010892521
22.11.2004   France    FR0010134379
17.11.2010   France    FR0010962670
21.12.2005   France    FR0010261495
10.03.2008   France    FR0010591578
30.06.2006   France    FR0010345181
08.04.2009   France    FR0010744904
19.02.2010   France    FR0010857672
22.06.2010   France     FR0010910240
18.01.2011   France     FR0010989889
13.09.2011   France     FR0011108976
08.06.2011   France     FR0011057306
17.01.2012   France     FR0011178946
23.09.2010   France     FR0010945451
24.02.2011   France     FR0011011188
20.10.2011   France     FR0011133008
28.06.2007   Portugal   PTCGFC1E0029
21.07.2009   Portugal   PTCGGFOM0015
06.12.2006   Portugal   PTCGF11E0000
27.01.2010   Portugal   PTCG2YOE0001
21.11.2002    Spain     ES0414970162
29.04.2010    Spain     ES0414970550
16.09.2010    Spain     ES0414970584
31.10.2003    Spain     ES0414970188
26.05.2009    Spain     ES0414970519
18.01.2006    Spain     ES0414970238
18.03.2011    Spain     ES0414970667
05.10.2005    Spain     ES0414970212
22.02.2011    Spain     ES0414970659
31.03.2010    Spain     ES0414970535
27.04.2011    Spain     ES0414970683
28.06.2006    Spain     ES0414970295
13.02.2012     UK       XS0746418499
31.10.2003    Spain     ES0414970196
04.06.2007    Spain     ES0414970402
18.01.2006    Spain     ES0414970246
28.06.2006    Spain     ES0414970303
17.02.2005    Spain     ES0414970204
06.10.2009    Spain     ES0464872060
23.10.2009    Spain     ES0414601023
03.02.2010   Canada     USC2428PAE19
20.09.2011   Canada     USC2428PAL51
02.07.2010   Canada     USC2428PAG66
27.01.2011   Canada     USC24282FA52
07.03.2006    Spain     ES0414840274
29.06.2007    Spain     ES0414840308
12.02.2004    Spain     ES0347858005
26.04.2007    Spain     ES0318822006
26.11.2003    Spain     ES0317019000
03.03.2004    Spain     ES0317043000
29.11.2004    Spain     ES0317045005
23.05.2005    Spain     ES0317046003
10.04.2006    Spain     ES0371622020
20.06.2005    Spain      ES0317047001
10.04.2006    Spain      ES0371622012
28.03.2007    Spain      ES0371622046
17.11.2009    France     FR0010821298
22.07.2010    France     XS0527923550
19.01.2007    France     FR0010422600
09.10.2007    France     FR0010526988
25.01.2010    France     FR0010849117
02.03.2001    France     FR0000485724
22.04.2010    France     XS0504189449
29.01.2004    France     FR0010039149
08.03.2011    France     XS0602335191
19.11.2007    France     FR0010541946
23.02.2000    France     FR0000499113
16.04.2010    France     FR0010885871
25.06.2007    France     FR0010489831
16.09.2010    France     XS0542722862
14.01.2011    France     FR0010989152
18.01.2006    France     FR0010271148
24.01.2005    France     FR0010157297
19.06.2007    France     FR0010485185
23.10.2007    France     FR0010532762
19.01.2007    France     FR0010422618
16.05.2003    France     FR0000474652
24.08.2005    France     CH0022271362
25.04.2007    France     FR0010464321
05.11.2010    France     FR0010960070
15.04.2011    France     FR0011035575
25.05.2009    France     FR0010758599
04.10.2001    France     FR0000487225
24.06.2010    France     FR0010913749
17.02.2006    France     FR0010292169
30.11.2009    France     FR0010827626
11.10.2002    France     FR0000470387
24.03.2006    France     FR0010257683
10.12.2003    France     FR0010034348
10.06.2004    France     FR0010089821
19.06.2009    France     FR0010770529
20.10.2005    France     FR0010242685
03.02.2011    France     FR0011001379
25.10.2006    France     FR0010385906
23.10.2009    France     FR0010814319
17.06.2010    France     FR0010910620
30.05.2011    France     FR0011053255
12.01.2012   Australia   XS0729014281
17.07.2007     France      FR0010500298
14.06.2010     France      FR0010909374
11.02.2011     France      FR0011004423
21.01.2010     France      FR0010844423
18.07.2011     France      FR0011077023
18.02.2010     France      FR0010857946
09.09.2010     France      FR0010939207
17.03.2011     France      FR0011022094
14.01.2011     France      FR0010990390
29.01.2010     France      FR0010851337
28.01.2011     France      FR0010998872
21.07.2009     France      FR0010781047
24.06.2010     France      FR0010913806
29.01.2009     France      FR0010717785
09.09.2011     France      FR0011109164
23.03.2010     France      FR0010875880
14.06.2011     France      FR0011060367
12.01.2011     France      FR0010989087
17.01.2012     France      FR0011179852
16.07.2010     France      FR0010920900
16.06.2010     France      FR0010908640
13.04.2011     France      FR0011033125
01.12.2010   Switzerland   XS0564366770
27.05.2011   Switzerland   USG2534PAB43
18.01.2012   Switzerland   XS0732551550
18.10.2011   Switzerland   XS0692723553
11.06.2008    Denmark      XS0369059216
07.10.2009    Denmark      XS0456413847
09.03.2011    Denmark      XS0601855652
01.07.2009    Denmark      XS0437056954
16.04.2010    Denmark      XS0501663099
26.11.2009    Denmark      XS0469000144
23.06.2010    Denmark      XS0519458755
23.01.2003    Germany      DE0007809097
26.01.2005     Ireland     DE000A0DXH13
30.05.2003     Ireland     DE0007009482
21.07.2004     Ireland     DE000A0DALH4
28.10.2005     Ireland     DE000A0GHGN0
14.11.2006     Ireland     DE000A0G1RB8
21.05.2004     Ireland     DE000A0BCLA9
15.03.2007     Ireland     DE000A0LPMX0
16.03.2005    Germany      DE000A0C43T6
22.06.2005    Germany      DE000A0EULH0
19.01.1998    Germany      DE0002475365
27.02.2008    Germany      DE000A0S8XU7
31.05.2006   Germany   DE000A0JFHL0
04.12.1998   Germany   DE0002294592
15.09.2009   Germany   DE000A0Z21P1
18.01.2010   Germany   DE000A1A6PY8
24.01.2003   Germany   DE0001617561
22.10.2009   Germany   DE000A1A6LM2
09.06.2009   Germany   DE000DB7URS2
06.04.2011   Germany   DE000DB5EVA0
17.01.2003   Germany   DE0007483141
16.01.2004   Germany   DE0001196608
15.06.2005   Germany   DE000A0EUMQ9
31.10.2006   Germany   DE000A0EUP98
14.02.2000   Germany   DE0002537958
11.02.2003   Germany   DE0002539863
06.04.2011   Germany   DE000DHY3053
18.05.2006   Germany   DE000DHY1AA6
16.01.2008   Germany   XS0340217248
12.02.2009   Germany   XS0413115337
10.07.2009   Germany   DE000A0WMA02
27.05.2008   Germany   XS0366127545
31.03.2010   Germany   DE000A0WMBH0
15.02.2011   Germany   DE000A1C9558
11.03.2010   Germany   DE000DXA1M21
21.10.2010   Germany   DE000DXA1NB5
30.05.2011   Germany   DE000DXA1NP5
05.06.2009   Germany   DE000DXA1ME1
18.01.2011   Germany   DE000DXA1NH2
12.01.2010   Germany   DE000DXA1MV5
23.05.2008   Germany   DE000DXA1LK0
31.05.2007   France    FR0010479964
29.05.2002   France    FR0000489296
20.02.2003   France    FR0000472417
05.02.2008   France    FR0010581520
12.09.2006   France    FR0010369306
25.04.2008   France    FR0010611491
26.04.2010   France    FR0010888420
15.09.2005   France    FR0010231357
24.09.2010   France    FR0010945956
18.05.2011   France    FR0011049782
16.09.2009   France    FR0010801068
24.11.2006   France    FR0010398115
06.02.2002   France    FR0000488132
16.02.2007   France    FR0010437368
03.07.2007   France    FR0010492025
13.11.2007   France    FR0010539734
26.02.2010     France    FR0010859777
07.02.2007     France    FR0010428185
24.09.2010     France    FR0010945964
26.01.2011     France    FR0010998039
02.06.2009     France    FR0010762039
26.01.2010     France    FR0010850982
08.07.2009     France    FR0010775486
03.07.2007    Norway     XS0308736023
01.02.2008    Norway     XS0342241295
20.04.2010    Norway     XS0502969388
14.10.2010    Norway     XS0550064314
11.01.2011    Norway     XS0576372691
29.03.2011    Norway     XS0609014575
18.10.2011    Norway     XS0691355282
20.01.2010    Norway     XS0478979551
11.01.2012    Norway     XS0728790402
31.08.2010    Norway     XS0537686288
16.06.2011    Norway     XS0637846725
25.03.2004     Ireland   XS0188568751
23.11.2009     Ireland   XS0467861653
08.06.2009     Austria   XS0432079381
20.01.2011     Austria   XS0580561545
08.02.2012     Austria   XS0743547183
28.09.2006    Germany    DE000HBE1LM4
20.11.2007    Germany    DE000EH093P1
18.02.2010    Germany    DE000EH1AAD8
28.08.2008    Germany    DE000EH095Q4
01.09.2011    Germany    DE000EH1ACG7
21.11.2006    Germany    DE000HBE1MM2
24.03.2009    Germany    DE000EH1A3F3
26.05.2011    Germany    DE000EH1ACD4
09.09.2009    Germany    DE000EH1A4G9
26.10.2009    Germany    DE000EH1A4X4
15.06.2010    Germany    DE000EH1AAZ1
26.10.2005    Germany    DE000EH0A2E9
19.01.2011    Germany    DE000EH1ABV8
25.05.2009    Germany    DE000EH1A3M9
21.11.2006    Germany    DE000HBE1MP5
04.06.2008    Germany    DE000EH094Y1
02.07.2009    Germany    DE000EH1A311
21.02.2006   Luxembourg XS0244930599
04.06.2003   Luxembourg XS0169781753
04.02.2010     France    FR0010852707
30.09.2010     France    FR0010945907
03.06.2010     France    FR0010906651
14.01.2011     France      FR0010989806
22.07.2009     France      FR0010778928
07.07.2011       UK        USG4637EFV23
20.01.2010     France      FR0010849174
21.02.2007     Spain       ES0349045007
11.06.2004     Spain       ES0347859003
19.11.2004     Spain       ES0347852008
11.03.2005     Spain       ES0347848006
15.06.2005     Spain       ES0347849004
02.12.2005     Spain       ES0362859003
31.03.2006     Spain       ES0347784003
09.06.2006     Spain       ES0347785000
19.03.2008   Netherlands   XS0353943540
30.09.2009   Netherlands   XS0455122076
31.08.2010   Netherlands   XS0537421736
24.11.2010   Netherlands USN4605HAX63
03.03.2011   Netherlands   XS0598250115
23.03.2010   Netherlands   XS0497141142
11.01.2011   Netherlands   XS0576072622
05.06.2008   Netherlands   XS0368232327
27.05.2009   Netherlands   XS0430609296
18.01.2010   Netherlands   XS0479696204
31.08.2011   Netherlands   XS0671362506
10.01.2012   Netherlands   XS0728783373
04.11.2010      Italy      IT0004653124
16.02.2011      Italy      IT0004690126
28.04.2010      Italy      IT0004603434
27.01.2011      Italy      IT0004679368
10.09.2003     Austria     XS0176120268
07.02.2007     Austria     XS0286031777
09.02.2005     Austria     XS0212122534
29.09.2009     Spain       ES0414100026
20.04.2011    Germany      XS0619232928
21.04.2010    Germany      XS0503579459
15.06.2011    Sweden       XS0637812313
23.03.2010    Sweden       XS0496605295
05.10.2007    Germany      DE000LBW3Q69
15.02.2006    Germany      DE000LBW6P00
26.02.2008    Germany      DE000LBW0PP2
17.01.2011    Germany      DE000LB0ECU9
12.02.2009    Germany      DE000LBW2WC2
09.02.2005    Germany      DE000LBW3GE9
21.06.2010    Germany      DE000LB0B9J0
11.03.2011       UK        XS0603282939
10.02.2012       UK        XS0746096782
17.03.2010      UK       XS0482808465
06.04.2011      UK       XS0613942738
15.02.2012   Australia   XS0747205101
11.01.2012      UK       XS0729188606
29.09.2010      UK       XS0542950810
13.01.2011      UK       XS0577606725
27.01.2012      UK       XS0737747211
22.02.2012      UK       XS0748955142
08.02.2011      UK       XS0589945459
21.02.2012    France     FR0011201995
23.09.2010     Italy     IT0004640881
30.06.2010     Italy     IT0004618226
15.03.2011     Italy     IT0004702251
09.02.2011     Italy     IT0004689912
23.11.2005   Germany     DE0002158946
08.04.2003   Germany     DE0005335483
05.10.2010   Germany     DE000MHB04J6
15.06.2010   Germany     DE000MHB03J8
11.01.2011   Germany     DE000MHB05J3
13.01.2012   Australia   XS0730559894
31.01.2011   Canada      US63307FAA21
19.10.2011   Canada      US63307FAB04
22.11.2007   Germany     DE000NLB25B8
15.07.2005   Germany     DE000NLB0SL6
10.06.2008   Germany     DE000NLB4CJ6
15.10.2007   Germany     DE000NLB24A3
18.01.2011   Germany     DE000NLB2DX9
02.06.2011   Finland     XS0632992607
16.11.2010   Finland     XS0559068662
02.09.2011   Finland     XS0672636262
10.02.2011   Finland     XS0591428445
07.04.2011   Norway      XS0613034213
22.09.2011   Norway      XS0681797345
06.02.2007   Sweden      XS0285686738
18.01.2010   Sweden      XS0478492415
29.03.2006      UK       XS0249073767
20.04.2005      UK       XS0217395705
27.03.2007      UK       XS0293187273
22.06.2007      UK       XS0307583582
16.11.2005      UK       XS0235418828
06.06.2007   Finland     XS0304073694
19.11.2009   Finland     XS0467956529
15.06.2010   Finland     XS0517466784
01.04.2011   Finland     XS0611353086
11.07.2011   Finland     XS0646202407
20.07.2007     Spain       ES0334699008
05.11.2007     Canada      XS0328142715
14.04.2010     Canada      USC80087BC95
22.01.2008     Canada      XS0340256147
18.06.2010       UK        XS0517769500
07.09.2011       UK        XS0673715859
08.09.2010       UK        XS0539871763
15.03.2011       UK        XS0605124857
13.01.2011       UK        XS0577751141
19.10.2010       UK        XS0551478844
02.12.2010     Finland     XS0565041174
19.10.2011     Finland     XS0693226978
21.06.2011     Finland     XS0640463062
23.03.2006     Spain       ES0413495005
06.03.2007    Germany      DE000SEB1P32
07.05.2008    Germany      DE000SEB2P07
25.04.2008    Sweden       XS0360829419
31.03.2009    Sweden       XS0420248568
17.06.2010    Sweden       XS0518441570
20.01.2011    Sweden       XS0580613106
15.10.2010    Sweden       XS0548881555
07.04.2011    Sweden       XS0614401197
27.10.2009   Netherlands   XS0460318495
10.03.2010   Netherlands   XS0493713902
28.09.2010   Netherlands   XS0544664989
06.06.2008     France      FR0010627984
07.07.2009     France      FR0010776351
16.04.2010     France      FR0010885376
27.03.2009     France      FR0010742908
15.02.2010     France      FR0010855155
03.02.2011     France      FR0011001684
06.06.2011     France      FR0011056126
18.01.2012     France      FR0011180017
03.12.2009     Norway      XS0470740969
10.09.2008     Norway      XS0386753031
26.10.2010     Norway      XS0552808940
23.06.2010     Norway      XS0519708613
27.05.2011     Norway      XS0632246426
22.11.2011     Norway      XS0707700919
17.03.2010     Norway      XS0495145657
01.02.2012     Norway      XS0738895373
03.02.2011     Norway      XS0587952085
07.09.2011     Norway      XS0674396782
30.09.2010    Sweden       US85235YAA10
12.12.2006    Sweden       XS0278556286
01.10.2009    Sweden       XS0455319029
14.04.2010    Sweden       XS0501715311
11.05.2011    Sweden       XS0625427215
21.01.2010    Sweden       XS0479630013
02.11.2010    Sweden       XS0554369081
09.06.2009    Sweden       XS0432619087
10.03.2011    Sweden       XS0603232165
05.07.2010    Sweden       XS0517421920
07.09.2011    Sweden       XS0673599097
21.01.2011    Sweden       XS0581062675
28.03.2011    Sweden       XS0609192678
31.08.2011    Sweden       XS0670236842
05.10.2009    Sweden       XS0455687920
22.03.2010    Sweden       XS0496542787
03.02.2010    Sweden       XS0483829320
20.04.2011    Sweden       XS0619631624
30.03.2010    Sweden       XS0498316255
14.09.2011    Canada       USC8888MBJ65
29.07.2010    Canada       USC8888LAY68
14.09.2011    Canada       USC8888MBL12
23.09.2009      Italy      IT0004533896
15.09.2010      Italy      IT0004619109
16.12.2009      Italy      IT0004558794
28.01.2011      Italy      IT0004682305
21.01.2010   Switzerland   XS0479878570
06.10.2009   Switzerland   XS0455624170
24.01.2012   Switzerland   XS0737588151
27.09.2006      USA        XS0269268586
01.09.2011   Switzerland   XS0672219580
06.06.2011   Switzerland   XS0632934583
16.02.2012     Spain       ES0440609040
10.01.2012   Switzerland   XS0728789578
30.11.2009   Switzerland   XS0470204172
13.02.2012       UK        XS0746420040
08.04.2010   Switzerland   XS0500331557
14.01.2011    Germany      DE000HV2AB92
13.02.2012       UK        XS0746420719
07.02.2006    Germany      DE000HV0EDA1
03.02.2005    Germany      DE000HV0EBA5
10.02.2012       UK        XS0746091395
07.06.2011    Germany      DE000HV2ADJ6
31.05.2010    Germany      DE000HV2AAX3
10.02.2012       UK        XS0746092526
10.05.2011     Austria     AT000B049010
24.02.2011     Austria     AT000B048988
10.02.2012     UK      XS0746094498
09.09.2010    Italy    IT0004638737
08.07.2009    Italy    IT0004511959
10.02.2012     UK      XS0746100725
13.10.2010    Italy    IT0004648603
16.06.2011    Italy    IT0004734429
01.09.2011    Italy    IT0004760341
05.11.2009    Italy    IT0004547409
10.02.2011    Italy    IT0004689433
20.06.2007   Germany   DE000WLB6GT0
26.02.2010   Germany   DE000WLB28L2
08.06.2006   Germany   DE000WLB6AL0
16.06.2011 New Zealand XS0638499367
24.02.2012   Germany   DE000BHY1208
30.08.2005   Germany   DE000A0FAAA7
17.11.2006   Germany   DE000A0KAA75
14.03.2007   Germany   DE000A0LRX78
20.05.2009   Germany   DE000A0XFGH1
25.02.2010   Germany   DE000A1CR966
18.05.2011   Germany   DE000A1H3U39
18.05.2007    USA      XS0301056999
16.02.2012   France    FR0011200849
Senior



                                                                                 Rating Rating Bid Ask Ask Yield Ask Yield Mid Swap   Mid 5y   Amount
Issuer                     Ccy Cpn     Cpn type       Collateral     Maturity
                                                                                 Mdy's S&P Price Price  to call   to Mat    Spread     CDS     Out. Mln
ABBEY NATL TREASURY SERV   EUR   2.493 FLOATING   BANK GUARANTEED   04.10.2012   A1 /*-    A+     100.2   100.2         1.9   40       262       1,000
ABBEY NATL TREASURY SERV   EUR   4.125 FIXED      BANK GUARANTEED   03.03.2014   A1 /*-    A+     101.3   101.3         3.5   232      262       1,000
ABBEY NATL TREASURY SERV   USD   2.137 FLOATING   BANK GUARANTEED   25.04.2014   A1 /*-    A+                           4.0   351      262       1,000
ABBEY NATL TREASURY SERV   USD   3.875 FIXED      BANK GUARANTEED   10.11.2014   A1 /*-    A+     99.1    100.6         3.6   326      262       1,500
ABBEY NATL TREASURY SERV   EUR   3.375 FIXED      BANK GUARANTEED   20.10.2015   A1 /*-    A+     98.4    98.6          3.8   249      262       1,000
ABBEY NATL TREASURY SERV   USD      4 FIXED       BANK GUARANTEED   27.04.2016   A1 /*-    A+     98.4    99.4          4.2   334      262       1,000
ABN AMRO BANK NV           EUR   2.195 FLOATING   SR UNSECURED      15.01.2013   Aa3 /*-   A+     100.6   100.6         1.3   -11      194       1,150
ABN AMRO BANK NV           EUR    2.75 FIXED      SR UNSECURED      29.10.2013   Aa3 /*-   A+     101.1   101.1         2.0   91       194       2,000
ABN AMRO BANK NV           EUR    2.77 FLOATING   SR UNSECURED      10.01.2014   Aa3 /*-   A+     101.3   101.3         1.8   54       194       1,250
ABN AMRO BANK NV           EUR   3.375 FIXED      SR UNSECURED      21.01.2014   Aa3 /*-   A+     102.1   102.1         2.2   110      194       1,000
ABN AMRO BANK NV           USD   2.323 FLOATING   SR UNSECURED      30.01.2014   Aa3 /*-   A+     99.7    100.5         2.0   173      194       1,000
ABN AMRO BANK NV           USD      3 FIXED       SR UNSECURED      31.01.2014   Aa3 /*-   A+                           3.1   255      194       1,000
ABN AMRO BANK NV           EUR   3.375 FIXED      GOVT LIQUID GTD   19.05.2014    Aaa      AAA    105.1   105.3         0.9   -18      194       2,500
ABN AMRO BANK NV           EUR   4.625 FIXED      SR UNSECURED      09.07.2014   Aa3 /*-   A+     105.2   105.3         2.3   114      194       1,000
ABN AMRO BANK NV           EUR      4 FIXED       SR UNSECURED      03.02.2015   Aa3 /*-   A+     104.6   104.6         2.4   115      194       2,000
ABN AMRO BANK NV           EUR    4.25 FIXED      SR UNSECURED      11.04.2016   Aa3 /*-   A+     105.0   105.1         2.9   154      194       1,500
ABN AMRO BANK NV           EUR   3.625 FIXED      SR UNSECURED      06.10.2017   Aa3 /*-   A+     101.0   101.0         3.4   175      194       1,400
ABN AMRO BANK NV           EUR    4.75 FIXED      SR UNSECURED      11.01.2019   Aa3 /*-   A+     105.0   105.0         3.9   202      194       1,000
ACHMEA HYPOTHEEKBANK NV    USD     3.2 FIXED      GOVT LIQUID GTD   03.11.2014    Aaa      AAA    104.6   105.3         1.2   64                 1,671
AGENCE FRANCAISE DEVELOP   USD    1.25 FIXED      SR UNSECURED      25.11.2013             AA+    99.8    100.1         1.2   67       184       1,250
AGENCE FRANCAISE DEVELOP   USD    1.25 FIXED      SR UNSECURED      09.06.2014     NR      AA+    99.6    99.8          1.4   76       184       1,250
AGENCE FRANCAISE DEVELOP   EUR   2.058 FLOATING   NOTES             26.01.2015    Aaae     AA+                          1.8   60       184       1,000
AGENCE FRANCAISE DEVELOP   USD     2.5 FIXED      NOTES             15.07.2015     NR      AA+    102.5   102.8         1.6   88       184       1,000
AGENCE FRANCAISE DEVELOP   EUR   3.625 FIXED      SENIOR NOTES      21.04.2020             AA+    103.7   104.1         3.0   100      184       1,000
AGENCE FRANCAISE DEVELOP   EUR      4 FIXED       NOTES             14.03.2023     NR      AA+    104.0   105.0         3.5   115      184       1,500
AGENCE FRANCAISE DEVELOP   EUR    3.75 FIXED      NOTES             15.02.2027             AA+                          3.9   134      184       1,500
ALLIANZ FINANCE II B.V.    EUR      5 FIXED       COMPANY GUARNT    06.03.2013    Aa3       AA    103.7   103.8         1.2   7        105       1,500
ALLIANZ FINANCE II B.V.    EUR      4 FIXED       COMPANY GUARNT    23.11.2016    Aa3       AA    108.8   109.1         2.0   49       105       1,500
ALLIANZ FINANCE II B.V.    EUR    4.75 FIXED      COMPANY GUARNT    22.07.2019    Aa3       AA    111.8   112.3         2.9   96       105       1,500
ALLIANZ FINANCE II B.V.    EUR     3.5 FIXED      COMPANY GUARNT    14.02.2022    Aa3       AA    101.0   101.1         3.4   111      105       1,500
ALLIANZ FINANCE II B.V.    EUR   6.125 VARIABLE   COMPANY GUARNT    31.05.2022     A2      A+     99.3    99.6    7.3   2.9   721      177       2,000
ALLIANZ FINANCE II B.V.    EUR   4.375 VARIABLE   COMPANY GUARNT                   A2      A+     84.0    84.9    8.2   3.9   677      177       1,400
ALLIED IRISH BANKS PLC     EUR    3.25 FIXED      GOVT LIQUID GTD   04.02.2013    Ba1      BBB+   97.0    97.9          5.6   497      3272      1,800
ALLIED IRISH BANKS PLC     EUR      4 FIXED       GOVT LIQUID GTD   19.03.2015    Ba1      BBB+   86.8    90.8          7.5   707      3272      2,000
ALLY FINANCIAL INC         USD    1.75 FIXED      FDIC GUARANTEED   30.10.2012    Aaa      AA+    101.0   101.1         0.1   -33      409       2,900
ALLY FINANCIAL INC         USD     5.5 FIXED      COMPANY GUARNT    15.02.2017    B1e      B+     100.4   101.9   5.1    410    409    1,000
ALPHA BANK AE              EUR    13.5 FIXED      GOVT GUARANTEED   22.05.2012                                                  2203   2,000
AMER EXPRESS CREDIT CO     USD     7.3 FIXED      SR UNSECURED      20.08.2013     A2      BBB+   108.5   109.3   0.9    59            2,000
AMERICAN EXPRESS CO        USD   4.875 FIXED      SR UNSECURED      15.07.2013     A3      BBB+   104.8   105.6   0.8    49     89     1,000
AMERICAN EXPRESS CO        USD    6.15 FIXED      SR UNSECURED      28.08.2017     A3      BBB+   117.0   118.6   2.5    141    89     1,500
AMERICAN EXPRESS CO        USD      7 FIXED       SR UNSECURED      19.03.2018     A3      BBB+   121.7   123.7   2.7    154    89     2,000
AMERICAN EXPRESS CO        USD    8.15 FIXED      SR UNSECURED      19.03.2038     A3      BBB+   145.6   153.1   4.6    224    89     1,000
AMERICAN INTL GROUP        USD    4.25 FIXED      SR UNSECURED      15.09.2014    Baa1      A-    102.4   104.9   2.2    209    271    1,200
AMERICAN INTL GROUP        USD    5.05 FIXED      SR UNSECURED      01.10.2015    Baa1      A-    104.3   110.2   2.1    207    271    1,000
AMERICAN INTL GROUP        USD    5.45 FIXED      SR UNSECURED      18.05.2017    Baa1      A-    104.6   106.4   4.1    309    271    1,250
AMERICAN INTL GROUP        USD    5.85 FIXED      SR UNSECURED      16.01.2018    Baa1      A-    106.1   107.7   4.4    318    271    2,500
AMERICAN INTL GROUP        USD    8.25 FIXED      SR UNSECURED      15.08.2018    Baa1      A-    116.9   120.4   4.6    344    271    3,245
AMERICAN INTL GROUP        USD     6.4 FIXED      SR UNSECURED      15.12.2020    Baa1      A-    109.2   113.1   4.6    303    271    1,500
ANZ NATIONAL (INT'L) LTD   USD   2.375 FIXED      BANK GUARANTEED   21.12.2012    Aa3      AA-                    1.2    85            1,250
ANZ NATIONAL (INT'L) LTD   USD   3.125 FIXED      BANK GUARANTEED   10.08.2015    Aa3      AA-    101.1   101.6   2.6    190           1,000
ANZ NATIONAL INTL NZ       USD     6.2 FIXED      BANK GUARANTEED   19.07.2013    Aa3      AA-    105.8   106.1   1.8    128           2,000
ANZ NATIONAL INTL NZ       USD   1.563 FLOATING   BANK GUARANTEED   20.12.2013    Aa3      AA-    99.0    99.8    1.6    134           1,000
ASSICURAZIONI GENERALI     EUR   5.125 FIXED      SR UNSECURED      16.09.2024     A2       A-    95.9    96.7    5.5    312    272    1,750
ASSOCIATES CORP NA         USD    6.95 FIXED      SR UNSECURED      01.11.2018   A3 /*-     A-                    2.0    61            1,000
AUST & NZ BANKING GROUP    USD   0.839 FLOATING   GOVT LIQUID GTD   18.06.2012    Aaa      AAA                    0.5    14     146    1,500
AUST & NZ BANKING GROUP    EUR   2.625 FIXED      SR UNSECURED      16.11.2012    Aa2      AA-    101.0   101.1   1.0    -16    146    1,000
AUST & NZ BANKING GROUP    EUR    5.25 FIXED      SR UNSECURED      20.05.2013    Aa2      AA-    104.7   104.7   1.3    18     146    1,949
AUST & NZ BANKING GROUP    USD   1.322 FLOATING   SR UNSECURED      10.01.2014    Aa2      AA-    99.6    100.2   1.1    82     146    1,000
AUST & NZ BANKING GROUP    USD   2.125 FIXED      SR UNSECURED      10.01.2014    Aa2             100.9   101.4   1.4    91     146    1,000
AUST & NZ BANKING GROUP    USD     3.7 FIXED      SR UNSECURED      13.01.2015    Aa2      AA-    104.5   104.8   2.0    132    146    1,250
AUST & NZ BANKING GROUP    USD    3.25 FIXED      SR UNSECURED      01.03.2016    Aa2      AA-    102.8   103.0   2.5    156    146    1,300
AUST & NZ BANKING GROUP    EUR    3.75 FIXED      SR UNSECURED      10.03.2017    Aa2      AA-    104.4   104.6   2.8    121    146    1,250
AUST & NZ BANKING GROUP    USD     5.1 FIXED      SR UNSECURED      13.01.2020    Aa2      AA-    109.3   109.8   3.7    199    146    1,250
AUST & NZ BANKING GROUP    USD   4.875 FIXED      SR UNSECURED      12.01.2021    Aa2      AA-    108.6   109.1   3.7    185    146    1,000
AXA SA                     EUR      6 FIXED       SR UNSECURED      18.06.2013     A2       A     105.5   105.7   1.5    44     238    1,000
AXA SA                     EUR     4.5 FIXED      SR UNSECURED      23.01.2015     A2       A     106.7   106.9   2.0    85     238    1,000
BANCA INTESA SPA           EUR   1.569 FLOATING   SR UNSECURED      01.10.2014   A2 /*-    BBB+   93.7    93.8    3.7    248    323    1,100
BANCA NAZIONALE LAVORO     EUR   1.619 FLOATING   SR UNSECURED      06.03.2013   Aa3 /*-   AA-    98.9    99.5    1.7    61     218    1,000
BANCA POPOLARE DI MILANO   EUR      4 FIXED       SR UNSECURED      15.04.2013    Baa3     BBB-   99.3    99.5    4.5    341    387    1,250
BANCA POPOLARE DI MILANO   EUR   1.338 FLOATING   SR UNSECURED      31.01.2014    Baa3     BBB-   93.1    93.5    4.8    354    387    1,000
BANCO CAM SA               EUR      3 FIXED       GOVT LIQUID GTD   12.11.2014     A3             98.0    99.3    3.3    221    711    1,357
BANCO COMERC PORTUGUES     EUR   5.625 FIXED      SR UNSECURED      23.04.2014   Ba3 /*-   B+     83.8    84.5    14.2   1354   1192   1,000
BANCO COMERC PORTUGUES     EUR   1.236 FLOATING   SR UNSECURED      09.05.2014   Ba3 /*-   B+     73.2    73.9    14.7   1419   1192   1,250
BANCO DE VALENCIA S.A.     EUR      4 FIXED       GOVT GUARANTEED   24.02.2017                                                         1,200
BANCO ESPIRITO SANTO SA    EUR   2.014 FLOATING   SR UNSECURED      25.02.2013   Ba2 /*-   BB-    93.9    93.9    6.7    638    926    1,000
BANCO ESPIRITO SANTO SA    EUR   5.625 FIXED      SR UNSECURED      05.06.2014   Ba2 /*-   BB-    87.0    87.0    12.8   1290   926    1,750
BANCO FINANC Y AHORROS     EUR   3.875 FIXED      GOVT LIQUID GTD   30.11.2013     A3       A     101.3   101.7   2.9    187           2,658
BANCO FINANC Y AHORROS     EUR      3 FIXED       GOVT LIQUID GTD   27.10.2014     A3             98.7    99.0    3.4    227           1,500
BANCO FINANC Y AHORROS     EUR   3.125 FIXED      GOVT LIQUID GTD   21.01.2015     A3             98.5    99.6    3.5    237           1,000
BANCO FINANC Y AHORROS     EUR    5.25 FIXED      GOVT LIQUID GTD   07.04.2016     A3       A     103.7   104.1   4.2    284           1,250
BANCO POPOLARE SC          EUR    3.75 FIXED      SR UNSECURED      07.08.2012   Baa2 /*-   BBB-   100.0   100.2         3.3   221   510   1,350
BANCO POPOLARE SC          EUR      4 FIXED       SR UNSECURED      06.04.2013   Baa2 /*-   BBB-   99.5    99.6          4.4   325   510   1,000
BANCO POPOLARE SC          EUR   4.125 FIXED      SR UNSECURED      22.10.2014   Baa2 /*-   BBB-   98.3    98.6          4.7   355   510   1,000
BANCO SANTANDER TOTTA SA   EUR    3.75 FIXED      SR UNSECURED      12.06.2012   Baa2 /*-    BB    99.3    99.7          4.7   449   273   1,000
BANESTO FINANCIAL PR PLC   EUR   1.776 FLOATING   BANK GUARANTEED   11.01.2013    A2 /*-    A+     98.7    98.8          3.0   160         1,000
BANK OF AMERICA CORP       USD   3.125 FIXED      FDIC GUARANTEED   15.06.2012     Aaa      AA+    100.9   100.9         0.1   -37   274   8,250
BANK OF AMERICA CORP       USD   4.875 FIXED      SR UNSECURED      15.09.2012   Baa1 /*-    A-    101.2   101.8         1.5   154   274   1,000
BANK OF AMERICA CORP       USD   4.875 FIXED      SR UNSECURED      15.01.2013   Baa1 /*-    A-    102.1   102.7         1.7   156   274   1,000
BANK OF AMERICA CORP       USD     4.9 FIXED      SR UNSECURED      01.05.2013   Baa1 /*-    A-    102.2   103.0         2.3   208   274   2,000
BANK OF AMERICA CORP       EUR    1.62 FLOATING   SR UNSECURED      12.09.2013   Baa1 /*-    A-    96.3    96.4          3.5   225   274   1,201
BANK OF AMERICA CORP       USD   1.973 FLOATING   SR UNSECURED      30.01.2014   Baa1 /*-    A-    96.2    97.8          3.1   305   274   1,800
BANK OF AMERICA CORP       EUR   1.258 FLOATING   SR UNSECURED      05.02.2014   Baa1 /*-    A-    94.8    95.0          3.8   259   274   2,000
BANK OF AMERICA CORP       EUR   4.625 FIXED      SR UNSECURED      18.02.2014   Baa1 /*-    A-    102.2   102.4         3.5   252   274   1,250
BANK OF AMERICA CORP       USD   5.375 FIXED      SR UNSECURED      15.06.2014   Baa1 /*-    A-    102.5   104.7         3.2   308   274   1,000
BANK OF AMERICA CORP       EUR   5.125 FIXED      SR UNSECURED      26.09.2014   Baa1 /*-    A-    103.3   103.5         3.7   253   274   1,775
BANK OF AMERICA CORP       USD   5.125 FIXED      SR UNSECURED      15.11.2014   Baa1 /*-    A-    103.7   106.1         2.8   254   274   1,000
BANK OF AMERICA CORP       USD     4.5 FIXED      SR UNSECURED      01.04.2015   Baa1 /*-    A-    101.7   102.0         3.8   312   274   2,750
BANK OF AMERICA CORP       USD    4.75 FIXED      SR UNSECURED      01.08.2015   Baa1 /*-    A-    102.4   103.2         3.7   306   274   1,250
BANK OF AMERICA CORP       USD     3.7 FIXED      SR UNSECURED      01.09.2015   Baa1 /*-    A-    99.7    100.3         3.6   288   274   1,500
BANK OF AMERICA CORP       USD   3.625 FIXED      SR UNSECURED      17.03.2016   Baa1 /*-    A-    98.2    99.2          3.8   305   274   1,500
BANK OF AMERICA CORP       EUR   1.236 FLOATING   SR UNSECURED      18.05.2016   Baa1 /*-    A-    88.1    88.1          4.3   305   274   1,250
BANK OF AMERICA CORP       EUR      7 FIXED       SR UNSECURED      15.06.2016   Baa1 /*-    A-    109.3   109.7         4.5   308   274   1,500
BANK OF AMERICA CORP       USD     6.5 FIXED      SR UNSECURED      01.08.2016   Baa1 /*-    A-    107.5   108.3         4.4   350   274   3,432
BANK OF AMERICA CORP       USD   5.625 FIXED      SR UNSECURED      14.10.2016   Baa1 /*-    A-    103.9   105.0         4.4   349   274   1,556
BANK OF AMERICA CORP       EUR    4.75 FIXED      SR UNSECURED      03.04.2017   Baa1 /*-    A-    99.8    100.0         4.8   321   274   1,500
BANK OF AMERICA CORP       EUR   4.625 FIXED      SR UNSECURED      07.08.2017   Baa1 /*-    A-    98.6    98.8          4.9   326   274   2,000
BANK OF AMERICA CORP       USD      6 FIXED       SR UNSECURED      01.09.2017   Baa1 /*-    A-    104.9   106.1         4.7   362   274   2,210
BANK OF AMERICA CORP       USD    5.75 FIXED      SR UNSECURED      01.12.2017   Baa1 /*-    A-    102.9   104.7         4.8   368   274   3,500
BANK OF AMERICA CORP       USD    5.65 FIXED      SR UNSECURED      01.05.2018   Baa1 /*-    A-    102.7   103.7         4.9   366   274   4,000
BANK OF AMERICA CORP       USD   7.625 FIXED      SR UNSECURED      01.06.2019   Baa1 /*-    A-    111.0   112.8         5.5   405   274   2,864
BANK OF AMERICA CORP       USD     5.7 FIXED      SR UNSECURED      24.01.2022   Baa1 /*-    A-    102.2   103.4         5.3   338   274   2,250
BANK OF AMERICA CORP       GBP      7 FIXED       SR UNSECURED      31.07.2028   Baa1 /*-    A-    104.3   105.6         6.4   379   274   1,240
BANK OF IRELAND            EUR      4 FIXED       GOVT LIQUID GTD   28.01.2015     Ba1      BBB+   87.0    90.1          8.0   741   896   2,500
BANK OF MONTREAL           USD   0.606 FLOATING   DEPOSIT NOTES     14.08.2012     Aa2      A+                                             2,000
BANK OF MONTREAL           USD   2.125 FIXED      SR UNSECURED      28.06.2013     Aa2      A+                           0.2   -4          1,000
BANK OF NEW YORK MELLON    USD    4.95 FIXED      SR UNSECURED      01.11.2012   Aa2 /*-    A+     102.8   103.1         0.3   2           1,800
BANK OF NEW YORK MELLON    USD    3.55 FIXED      SR UNSECURED      23.09.2021   Aa2 /*-    A+     102.8   105.0   2.9   2.9   111         1,500
BANK OF NOVA SCOTIA        USD    2.25 FIXED      SR UNSECURED      22.01.2013     Aa1      AA-    101.4   101.7         0.3   -3          2,000
BANK OF NOVA SCOTIA        USD   2.375 FIXED      SR UNSECURED      17.12.2013     Aa1      AA-    102.6   103.3         0.5   13          1,650
BANK OF NOVA SCOTIA        USD    1.85 FIXED      SENIOR NOTES      12.01.2015     Aa1      AA-                          1.0   33          1,000
BANK OF NOVA SCOTIA        USD     3.4 FIXED      SR UNSECURED      22.01.2015     Aa1      AA-    105.5   106.3         1.2   60          2,250
BANK OF NOVA SCOTIA        USD     2.9 FIXED      SR UNSECURED      29.03.2016     Aa1      AA-    103.9   105.3         1.6   79          1,000
BANK OF NOVA SCOTIA        USD    2.55 FIXED      SR UNSECURED      12.01.2017     Aa1      AA-    102.6   104.0         1.7   71          1,250
BANK OF SCOTLAND PLC       EUR    1.53 FLOATING   BANK GUARANTEED   14.06.2012    A1 /*-     A     99.9    99.9          1.4   31    149   1,250
BANK OF SCOTLAND PLC       EUR   5.625 FIXED      BANK GUARANTEED   23.05.2013    A1 /*-     A     103.5   103.5         2.7   151   149   1,500
BANK OF SCOTLAND PLC       EUR   1.257 FLOATING   BANK GUARANTEED    24.10.2013   A1 /*-     A     97.7    97.7    2.5    120   149   1,250
BANKIA SA                  EUR   1.122 FLOATING   SR UNSECURED       01.06.2012    Baa3     BBB-   99.4    99.6    2.9    222         1,307
BANKIA SA                  EUR   1.619 FLOATING   SR UNSECURED       06.06.2012    Baa3     BBB-   99.4    99.5    -1.5   113         1,200
BANQUE FED CRED MUTUEL     EUR    1.91 FLOATING   SR UNSECURED       24.09.2012   Aa3 /*-   A+     100.1   100.2   1.3    -14         1,000
BANQUE FED CRED MUTUEL     EUR   1.982 FLOATING   SR UNSECURED       24.01.2013   Aa3 /*-   A+     100.2   100.2   1.6    27          2,250
BANQUE FED CRED MUTUEL     EUR    1.86 FLOATING   SR UNSECURED       25.03.2013   Aa3 /*-   A+     99.7    99.8    1.7    37          1,375
BANQUE FED CRED MUTUEL     EUR   1.417 FLOATING   SR UNSECURED       12.07.2013   Aa3 /*-   A+     98.9    98.9    2.0    66          1,290
BANQUE FED CRED MUTUEL     EUR    4.25 FIXED      SR UNSECURED       05.02.2014   Aa3 /*-   A+     103.5   103.5   2.4    124         1,000
BANQUE FED CRED MUTUEL     EUR   1.164 FLOATING   SR UNSECURED       27.02.2014   Aa3 /*-   A+     96.9    97.1    2.7    140         1,100
BANQUE FED CRED MUTUEL     EUR   4.375 FIXED      SR UNSECURED       31.05.2016   Aa3 /*-   A+     104.8   104.9   3.1    171         1,800
BANQUE FED CRED MUTUEL     EUR   4.125 FIXED      SR UNSECURED       20.07.2020   Aa3 /*-   A+     99.2    99.3    4.2    214         1,500
BARCLAYS BANK PLC          USD    5.45 FIXED      SR UNSECURED       12.09.2012   Aa3 /*-   A+     102.0   102.4   0.9    80    172   2,200
BARCLAYS BANK PLC          USD     2.5 FIXED      SR UNSECURED       23.01.2013   Aa3 /*-   A+     100.4   101.3   1.0    99    172   2,000
BARCLAYS BANK PLC          EUR   1.942 FLOATING   SR UNSECURED       28.01.2013   Aa3 /*-   A+     100.3   100.3   1.5    14    172   2,560
BARCLAYS BANK PLC          USD   2.375 FIXED      SR UNSECURED       13.01.2014   Aa3 /*-   A+     99.9    101.4   1.6    140   172   1,250
BARCLAYS BANK PLC          EUR    5.25 FIXED      SR UNSECURED       27.05.2014   Aa3 /*-   A+     106.3   106.5   2.2    112   172   3,000
BARCLAYS BANK PLC          USD     5.2 FIXED      SR UNSECURED       10.07.2014   Aa3 /*-   A+     105.3   106.6   2.3    195   172   2,500
BARCLAYS BANK PLC          USD    2.75 FIXED      SR UNSECURED       23.02.2015    Aa3e            100.0   100.4   2.6    197   172   1,250
BARCLAYS BANK PLC          EUR     3.5 FIXED      SR UNSECURED       18.03.2015   Aa3 /*-   A+     102.7   102.8   2.5    132   172   1,500
BARCLAYS BANK PLC          USD     3.9 FIXED      SR UNSECURED       07.04.2015   Aa3 /*-   A+     103.0   103.6   2.7    205   172   1,000
BARCLAYS BANK PLC          EUR   4.125 FIXED      SR UNSECURED       15.03.2016   Aa3 /*-   A+     104.3   104.5   2.9    158   172   1,250
BARCLAYS BANK PLC          USD      5 FIXED       SR UNSECURED       22.09.2016   Aa3 /*-   A+     107.2   108.0   3.1    216   172   2,000
BARCLAYS BANK PLC          EUR      4 FIXED       SR UNSECURED       20.01.2017   Aa3 /*-   A+     103.5   103.5   3.2    167   172   2,000
BARCLAYS BANK PLC          USD    6.75 FIXED      SR UNSECURED       22.05.2019   Aa3 /*-   A+     114.1   115.6   4.2    277   172   2,000
BARCLAYS BANK PLC          EUR   4.875 FIXED      SR UNSECURED       13.08.2019   Aa3 /*-   A+     106.2   106.4   3.9    192   172   2,000
BARCLAYS BANK PLC          USD   5.125 FIXED      SR UNSECURED       08.01.2020   Aa3 /*-   A+     104.6   104.6   4.4    273   172   3,000
BAYERISCHE LANDESBANK      EUR     3.5 FIXED      SR UNSECURED       08.10.2013    Baa1            102.0   102.7   1.7    83    179   1,000
BAYERISCHE LANDESBANK      EUR   4.375 FIXED      SR UNSECURED       22.01.2014    Aaa      NR     105.7   106.2   1.1    4     179   1,500
BAYERISCHE LANDESBANK      EUR    1.19 FLOATING   SR UNSECURED       11.11.2015    Aaa      NR     99.3    99.6    1.2    5     179   1,000
BAYERISCHE LANDESBANK      EUR   1.161 FLOATING   BONDS              19.11.2015    Aaa             99.3    99.5    1.3    8     179   1,000
BAYERISCHE LANDESBODEN     EUR   4.375 FIXED      LOCAL GOVT GUARN   31.10.2014             AAA    108.0   108.4   1.2    5           1,000
BBVA SENIOR FINANCE SA     EUR   1.521 FLOATING   BANK GUARANTEED    29.06.2012   Aa3 /*-    A     100.0   100.0   1.3    2     283   1,000
BBVA SENIOR FINANCE SA     EUR    2.75 FIXED      BANK GUARANTEED    10.09.2012   Aa3 /*-    A     100.3   100.3   2.1    86    283   1,250
BBVA SENIOR FINANCE SA     EUR   1.615 FLOATING   BANK GUARANTEED    22.01.2013   Aa3 /*-    A     99.1    99.2    2.4    102   283   1,500
BBVA SENIOR FINANCE SA     EUR      4 FIXED       BANK GUARANTEED    22.03.2013   Aa3 /*-    A     101.0   101.1   3.0    182   283   1,750
BBVA SENIOR FINANCE SA     EUR      3 FIXED       COMPANY GUARNT     22.08.2013   Aa3 /*-    A     99.7    99.8    3.2    203   283   2,000
BBVA SENIOR FINANCE SA     EUR   4.875 FIXED      BANK GUARANTEED    23.01.2014   Aa3 /*-    A     102.9   103.1   3.2    207   283   1,230
BBVA SENIOR FINANCE SA     EUR    3.25 FIXED      BANK GUARANTEED    23.04.2015   Aa3 /*-    A     97.7    97.9    3.9    277   283   1,000
BBVA SENIOR FINANCE SA     EUR   3.875 FIXED      BANK GUARANTEED    06.08.2015   Aa3 /*-    A     99.2    99.3    4.1    282   283   1,420
BEAR STEARNS COS LLC       USD     5.7 FIXED      SR UNSECURED       15.11.2014   Aa3 /*-    A     110.4   111.3   1.4    92    119   1,690
BEAR STEARNS COS LLC       USD     6.4 FIXED      SR UNSECURED       02.10.2017   Aa3 /*-    A     116.0   116.8   3.1    193         2,490
BEAR STEARNS COS LLC       USD    7.25 FIXED      SR UNSECURED       01.02.2018   Aa3 /*-    A     120.3   121.1   3.3    205         2,990
BK NEDERLANDSE GEMEENTEN   USD   2.375 FIXED      SR UNSECURED       04.06.2012    Aaa      AAA    100.5   100.5   0.5    3           1,500
BK NEDERLANDSE GEMEENTEN   EUR   4.625 FIXED      SR UNSECURED       13.09.2012    Aaa      AAA    102.1   102.2   0.5    -73         1,500
BK NEDERLANDSE GEMEENTEN   USD      2 FIXED       SR UNSECURED       17.09.2012    Aaa      AAA    100.7   100.8   0.6    15          1,250
BK NEDERLANDSE GEMEENTEN   EUR   3.875 FIXED      SR UNSECURED      21.02.2013    Aaa      AAA   103.0   103.1   0.7   -48         1,250
BK NEDERLANDSE GEMEENTEN   USD   1.875 FIXED      SR UNSECURED      01.03.2013    Aaa      AAA   101.1   101.3   0.6   14          1,000
BK NEDERLANDSE GEMEENTEN   USD   3.375 FIXED      SR UNSECURED      15.05.2013    Aaa      AAA   103.0   103.3   0.6   16          1,000
BK NEDERLANDSE GEMEENTEN   EUR   4.375 FIXED      SR UNSECURED      04.07.2013    Aaa      AAA   104.6   104.7   0.8   -28         1,000
BK NEDERLANDSE GEMEENTEN   USD    3.75 FIXED      SR UNSECURED      15.07.2013    Aaa      AAA   103.8   103.9   0.9   36          2,500
BK NEDERLANDSE GEMEENTEN   USD   4.375 FIXED      SR UNSECURED      24.07.2013    Aaa      AAA   104.7   104.8   0.9   40          1,000
BK NEDERLANDSE GEMEENTEN   GBP   2.625 FIXED      SR UNSECURED      10.12.2013    Aaa      AAA   101.9   102.0   1.0   -27         1,275
BK NEDERLANDSE GEMEENTEN   EUR    3.75 FIXED      SR UNSECURED      16.12.2013    Aaa      AAA   104.9   105.0   0.9   -20         2,000
BK NEDERLANDSE GEMEENTEN   EUR    3.75 FIXED      SR UNSECURED      14.03.2014    Aaa      AAA   105.3   105.5   1.0   -10         1,250
BK NEDERLANDSE GEMEENTEN   USD     1.5 FIXED      SR UNSECURED      28.03.2014    Aaa      AAA   100.8   100.9   1.1   49          2,000
BK NEDERLANDSE GEMEENTEN   EUR   1.126 FLOATING   SR UNSECURED      23.05.2014    Aaa      AAA   100.0   100.4   0.9   -28         1,400
BK NEDERLANDSE GEMEENTEN   EUR      4 FIXED       SR UNSECURED      15.07.2014    Aaa      AAA   106.5   106.7   1.1   -2          1,000
BK NEDERLANDSE GEMEENTEN   USD   3.125 FIXED      SR UNSECURED      12.01.2015    Aaa      AAA   104.5   104.6   1.5   77          1,000
BK NEDERLANDSE GEMEENTEN   EUR   2.875 FIXED      SR UNSECURED      15.01.2015    Aaa      AAA   104.6   104.8   1.2   -2          2,000
BK NEDERLANDSE GEMEENTEN   EUR   3.375 FIXED      SR UNSECURED      01.06.2015    Aaa      AAA   106.1   106.3   1.4   16          1,200
BK NEDERLANDSE GEMEENTEN   USD    2.75 FIXED      SR UNSECURED      01.07.2015    Aaa      AAA   103.6   103.8   1.6   80          1,000
BK NEDERLANDSE GEMEENTEN   EUR   2.125 FIXED      SR UNSECURED      14.07.2015    Aaa      AAA   102.2   102.3   1.4   16          2,000
BK NEDERLANDSE GEMEENTEN   USD    1.75 FIXED      SR UNSECURED      06.10.2015    Aaa      AAA   100.3   100.4   1.6   80          1,500
BK NEDERLANDSE GEMEENTEN   USD     2.5 FIXED      SR UNSECURED      11.01.2016    Aaa      AAA   102.5   102.5   1.8   92          1,500
BK NEDERLANDSE GEMEENTEN   EUR     2.5 FIXED      SR UNSECURED      18.01.2016    Aaa      AAA   103.0   103.3   1.6   30          1,000
BK NEDERLANDSE GEMEENTEN   EUR   4.125 FIXED      SR UNSECURED      28.06.2016    Aaa      AAA   109.5   109.7   1.8   36          2,000
BK NEDERLANDSE GEMEENTEN   EUR    2.25 FIXED      SR UNSECURED      24.08.2016    Aaa      AAA   101.8   102.1   1.8   32          1,750
BK NEDERLANDSE GEMEENTEN   USD   5.125 FIXED      SR UNSECURED      05.10.2016    Aaa      AAA   112.9   113.1   2.1   107         1,000
BK NEDERLANDSE GEMEENTEN   EUR    2.25 FIXED      NOTES             12.01.2017    Aaa      AAA   101.5   101.6   1.9   36          1,250
BK NEDERLANDSE GEMEENTEN   USD    5.25 FIXED      SR UNSECURED      31.01.2017    Aaa      AAA   114.1   114.3   2.2   106         1,250
BK NEDERLANDSE GEMEENTEN   EUR      3 FIXED       SR UNSECURED      30.03.2017    Aaa      AAA   104.6   104.8   2.0   44          1,250
BK NEDERLANDSE GEMEENTEN   EUR     2.5 FIXED      SR UNSECURED      15.11.2017    Aaa      AAA   101.7   102.0   2.1   44          1,000
BK NEDERLANDSE GEMEENTEN   EUR   3.875 FIXED      SR UNSECURED      04.11.2019    Aaa      AAA   109.0   109.3   2.5   55          1,000
BK NEDERLANDSE GEMEENTEN   EUR    3.75 FIXED      SR UNSECURED      14.01.2020    Aaa      AAA   108.0   108.4   2.6   55          1,750
BK NEDERLANDSE GEMEENTEN   EUR   2.625 FIXED      SR UNSECURED      01.09.2020    Aaa      AAA   99.2    99.5    2.7   58          1,000
BK NEDERLANDSE GEMEENTEN   CHF    2.25 FIXED      SR UNSECURED      14.10.2020    Aaa      AAA   107.0   107.9   1.3   41          1,125
BK NEDERLANDSE GEMEENTEN   USD   4.375 FIXED      SR UNSECURED      16.02.2021    Aaa      AAA   107.9   108.3   3.3   145         1,000
BK NEDERLANDSE GEMEENTEN   EUR      3 FIXED       NOTES             25.10.2021    Aaa      AAA   101.1   101.3   2.8   61          1,000
BK NEDERLANDSE GEMEENTEN   EUR   3.875 FIXED      SR UNSECURED      26.05.2023    Aaa      AAA   108.3   108.8   2.9   60          1,250
BK OF ENGLAND EURO NOTE    USD   1.625 FIXED      SR UNSECURED      18.03.2013    Aaa      AAA   101.2   101.4   0.3   -14         2,000
BK OF ENGLAND EURO NOTE    USD   1.375 FIXED      SR UNSECURED      07.03.2014    Aaa      AAA   101.8   101.9   0.4   -14         2,000
BK TOKYO-MITSUBISHI UFJ    USD     2.6 FIXED      SR UNSECURED      22.01.2013    Aa3      A+    101.1   101.3   1.1   71    130   1,000
BK TOKYO-MITSUBISHI UFJ    USD    3.85 FIXED      SR UNSECURED      22.01.2015    Aa3      A+    105.6   106.5   1.6   100   130   1,000
BK TOKYO-MITSUBISHI UFJ    USD    2.45 FIXED      NOTES             11.09.2015    Aa3      A+    102.3   102.7   1.7   89    130   1,250
BK TOKYO-MITSUBISHI UFJ    USD    2.35 FIXED      SR UNSECURED      23.02.2017    Aa3      A+    100.6   100.8   2.2   106   130   1,000
BNP PARIBAS                EUR   1.668 FLOATING   SR UNSECURED      21.06.2012   Aa3 /*-   AA-   100.1   100.1   1.1   -14   206   1,000
BNP PARIBAS                EUR   1.517 FLOATING   SR UNSECURED      12.04.2013   Aa3 /*-   AA-   99.7    99.8    1.5   16    206   1,100
BNP PARIBAS                EUR   1.823 FLOATING   SR UNSECURED      16.09.2013   Aa3 /*-   AA-   99.6    99.7    1.6   30    206   1,000
BNP PARIBAS                EUR      5 FIXED       SR UNSECURED      16.12.2013   Aa3 /*-   AA-   105.2   105.3   2.0   85    206   1,600
BNP PARIBAS                USD   1.482 FLOATING   BANK GUARANTEED   10.01.2014   Aa3 /*-   AA-   97.2    97.4    2.8   240   206   2,250
BNP PARIBAS                EUR    1.52 FLOATING   SR UNSECURED      13.05.2014   Aa3 /*-   AA-    99.2    99.2    1.8    54    206   1,000
BNP PARIBAS                EUR   2.875 FIXED      SR UNSECURED      13.07.2015   Aa3 /*-   AA-    102.0   102.0   2.2    97    206   1,500
BNP PARIBAS                USD     3.6 FIXED      BANK GUARANTEED   23.02.2016   Aa3 /*-   AA-    100.3   101.7   3.1    241   206   2,150
BNP PARIBAS                EUR     3.5 FIXED      SR UNSECURED      07.03.2016   Aa3 /*-   AA-    103.4   103.5   2.6    120   206   1,500
BNP PARIBAS                EUR      3 FIXED       SR UNSECURED      24.02.2017   Aa3 /*-   AA-    100.4   100.4   2.9    134   206   1,000
BNP PARIBAS                EUR    3.75 FIXED      SR UNSECURED      25.11.2020   Aa3 /*-   AA-    101.6   101.9   3.5    137   206   2,050
BNP PARIBAS                USD      5 FIXED       BANK GUARANTEED   15.01.2021   Aa3 /*-   AA-    101.0   101.0   4.9    302   206   3,000
BNP PARIBAS                EUR     4.5 FIXED      SR UNSECURED      21.03.2023   Aa3 /*-   AA-    107.5   107.9   3.6    129   206   1,450
BPCE SA                    EUR   1.654 FLOATING   SR UNSECURED      20.07.2012   Aa3 /*-    A     100.2   100.2   1.2    -16         4,350
BPCE SA                    EUR    1.57 FLOATING   SR UNSECURED      12.09.2012   Aa3 /*-    A     99.9    99.9    1.3    -19         2,200
BPCE SA                    EUR   1.614 FLOATING   SR UNSECURED      27.05.2013   Aa3 /*-    A     99.8    99.8    1.8    44          1,500
BPCE SA                    USD   2.277 FLOATING   SR UNSECURED      07.02.2014   Aa3 /*-                          3.4    300         1,100
BPCE SA                    EUR   2.875 FIXED      SR UNSECURED      22.09.2015   Aa3 /*-    A     100.7   100.9   2.6    132         1,100
BPCE SA                    EUR    3.75 FIXED      SR UNSECURED      21.07.2017   Aa3 /*-    A     102.0   102.3   3.3    167         1,170
BRADFORD & BINGLEY BS      EUR    4.25 FIXED      GOVT GUARANTEED   04.05.2016    Aa1      AAA    104.5   105.6   2.7    142         1,945
BRADFORD & BINGLEY BS      EUR   4.875 FIXED      GOVT GUARANTEED   28.06.2017    Aa1      AAA    106.6   108.4   3.3    177         1,099
CAISSE CENT CREDIT IMMOB   EUR   3.986 FLOATING   SR UNSECURED      09.08.2013   A1 /*-           100.2   100.2   3.8    248         1,000
CAISSE CENT CREDIT IMMOB   EUR    3.75 FIXED      SR UNSECURED      10.03.2014   A1 /*-    NR     100.2   100.5   3.5    244         1,000
CAISSE D'AMORT DETTE SOC   EUR      4 FIXED       SR UNSECURED      15.12.2025    Aaa      AA+    103.3   103.5   3.7    116   184   4,000
CAIXA GERAL DE DEPOSITOS   EUR   4.375 FIXED      SR UNSECURED      13.05.2013   Ba2 /*-   BB-    97.4    97.8    6.0    549   841   1,000
CAIXA GERAL DE DEPOSITOS   EUR   5.125 FIXED      SR UNSECURED      19.02.2014   Ba2 /*-   BB-    92.8    93.8    8.2    805   841   1,250
CAIXABANK                  EUR    3.75 FIXED      SR UNSECURED      05.11.2013   Aa3 /*-   BBB+   100.2   100.4   3.5    240         1,000
CAIXABANK                  EUR    4.91 FIXED      SR UNSECURED      20.01.2015             BBB+                   4.0    291         3,000
CANADIAN IMPERIAL BANK     USD    2.35 FIXED      SR UNSECURED      11.12.2015    Aa2      A+     100.8   104.9   1.0    69          1,450
CANADIAN IMPERIAL BANK     USD   0.668 FLOATING   DEPOSIT NOTES     21.02.2017    Aa2             93.7    95.7    1.6    129         1,000
CAPITAL ONE FINANCIAL CO   USD    4.75 FIXED      SR UNSECURED      15.07.2021    Baa1     BBB    104.2   106.0   4.0    218   127   1,250
CATALUNYA BANC SA          EUR      3 FIXED       GOVT LIQUID GTD   29.10.2014     A3             98.1    99.4    3.3    221         1,500
CEDULAS TDA 1 FONDO ACTI   EUR   1.363 FLOATING   NOTES             08.04.2016   A3 /*-    AA-                    6.2    560         1,585
CITIGROUP FUNDING INC      USD   1.875 FIXED      FDIC GUARANTEED   15.11.2012    Aaa      AA+    101.2   101.2   0.1    -33   239   2,500
CITIGROUP FUNDING INC      USD    2.25 FIXED      FDIC GUARANTEED   10.12.2012    Aaa      AA+    101.6   101.6   0.1    -33   239   2,500
CITIGROUP INC              USD     5.5 FIXED      SR UNSECURED      27.08.2012   A3 /*-     A-    101.9   102.8   -0.2   25    239   1,000
CITIGROUP INC              USD     5.3 FIXED      SR UNSECURED      17.10.2012   A3 /*-     A-    102.0   102.7   1.0    107   239   3,000
CITIGROUP INC              EUR     6.4 FIXED      SR UNSECURED      27.03.2013   A3 /*-     A-    104.0   104.1   2.5    133   239   2,000
CITIGROUP INC              USD     5.5 FIXED      SR UNSECURED      11.04.2013   A3 /*-     A-    102.9   104.2   1.6    172   239   4,750
CITIGROUP INC              EUR   1.564 FLOATING   SR UNSECURED      28.06.2013   A3 /*-     A-    98.4    98.5    2.3    105   239   1,000
CITIGROUP INC              USD    5.85 FIXED      SR UNSECURED      02.07.2013   A3 /*-     A-    104.1   105.0   2.0    179   239   1,000
CITIGROUP INC              USD     6.5 FIXED      SR UNSECURED      19.08.2013   A3 /*-     A-    105.8   106.2   2.2    175   239   3,000
CITIGROUP INC              EUR    3.95 FIXED      SR UNSECURED      10.10.2013   A3 /*-     A-    102.0   102.1   2.6    151   239   1,250
CITIGROUP INC              EUR    4.75 FIXED      SR UNSECURED      12.11.2013   A3 /*-     A-    103.3   103.4   2.9    192   239   1,000
CITIGROUP INC              USD   2.027 FLOATING   SR UNSECURED      13.01.2014   A3 /*-     A-                    2.5    201   239   1,000
CITIGROUP INC              EUR   1.609 FLOATING   SR UNSECURED      05.03.2014   A3 /*-     A-    96.4    96.5    2.9    163   239   1,750
CITIGROUP INC              USD   5.125 FIXED      SR UNSECURED      05.05.2014   A3 /*-     A-    105.1   105.9   2.3    189   239   1,750
CITIGROUP INC              EUR   7.375 FIXED      SR UNSECURED      16.06.2014   A3 /*-     A-    109.4   109.5   3.0    188   239   1,500
CITIGROUP INC              USD   0.811 FLOATING   SR UNSECURED      05.11.2014   A3 /*-     A-    92.6    95.1    2.6    265   239   1,500
CITIGROUP INC              USD    6.01 FIXED      SR UNSECURED      15.01.2015   A3 /*-     A-    108.8   109.8   2.4    191   239   1,875
CITIGROUP INC            USD    2.65 FIXED      SR UNSECURED      02.03.2015     A3e            99.9    100.1   2.6   193   239   1,250
CITIGROUP INC            EUR     3.5 FIXED      SR UNSECURED      05.08.2015    A3 /*-    A-    100.8   100.9   3.2   194   239   1,250
CITIGROUP INC            EUR      4 FIXED       SR UNSECURED      26.11.2015    A3 /*-    A-    101.7   101.9   3.5   214   239   1,250
CITIGROUP INC            USD     5.3 FIXED      SR UNSECURED      07.01.2016    A3 /*-    A-    107.7   108.8   2.9   212   239   1,000
CITIGROUP INC            EUR   1.286 FLOATING   SR UNSECURED      09.02.2016    A3 /*-    A-    91.0    91.4    3.5   236   239   1,800
CITIGROUP INC            USD   3.953 FIXED      SR UNSECURED      15.06.2016    A3 /*-    A-    103.3   104.0   3.0   206   239   1,875
CITIGROUP INC            USD    5.85 FIXED      SR UNSECURED      02.08.2016    A3 /*-    A-    107.3   111.8   3.0   250   239   1,150
CITIGROUP INC            USD    4.45 FIXED      SR UNSECURED      10.01.2017     A3e      A-    104.8   105.4   3.2   219   239   2,500
CITIGROUP INC            EUR   4.375 FIXED      SR UNSECURED      30.01.2017    A3 /*-    A-    102.5   102.8   3.7   223   239   1,460
CITIGROUP INC            USD      6 FIXED       SR UNSECURED      15.08.2017    A3 /*-    A-    110.0   111.6   3.6   257   239   2,000
CITIGROUP INC            USD   6.125 FIXED      SR UNSECURED      21.11.2017    A3 /*-    A-    110.4   112.3   3.7   261   239   4,000
CITIGROUP INC            USD   6.125 FIXED      SR UNSECURED      15.05.2018    A3 /*-    A-    111.1   111.6   4.0   266   239   3,000
CITIGROUP INC            USD     8.5 FIXED      UNSECURED         22.05.2019    A3 /*-    A-    123.7   125.5   4.3   293   239   3,000
CITIGROUP INC            EUR      5 FIXED       SR UNSECURED      02.08.2019    A3 /*-    A-    102.4   102.7   4.6   263   239   2,500
CITIGROUP INC            EUR   7.375 FIXED      SR UNSECURED      04.09.2019    A3 /*-    A-    115.8   116.2   4.8   285   239   1,750
CITIGROUP INC            USD   5.375 FIXED      SR UNSECURED      09.08.2020    A3 /*-    A-    107.7   109.0   4.1   241   239   2,250
CITIGROUP INC            USD    5.85 FIXED      SR UNSECURED      11.12.2034    A3 /*-    A-                    5.3   275   239   1,000
CITIGROUP INC            USD   5.875 FIXED      SR UNSECURED      29.05.2037    A3 /*-    A-    104.1   107.7   5.3   287   239   1,000
CITIGROUP INC            USD   6.875 FIXED      SR UNSECURED      05.03.2038    A3 /*-    A-    115.3   120.8   5.4   300   239   2,500
CITIGROUP INC            USD   5.875 FIXED      SR UNSECURED      30.01.2042    A3 /*-    A-    104.1   106.8   5.4   288   239   1,000
COMMERZBANK AG           EUR      5 FIXED       SR UNSECURED      06.02.2014    A2 /*-    A     105.1   105.2   2.2   109   204   1,500
COMMERZBANK AG           EUR    4.75 FIXED      SR UNSECURED      26.01.2015    A2 /*-    A     106.2   106.4   2.4   125   204   1,000
COMMERZBANK AG           EUR   3.875 FIXED      SR UNSECURED      22.03.2017    A2 /*-    A     101.7   101.8   3.5   192   204   1,500
COMMERZBANK AG           EUR   3.625 FIXED      SR UNSECURED      10.07.2017    A2 /*-    A     99.4    99.4    3.8   212   204   1,000
COMMERZBANK AG           EUR      4 FIXED       SR UNSECURED      16.09.2020    A2 /*-    A     98.6    98.6    4.2   209   204   1,000
COMMONWEALTH BANK AUST   USD      5 FIXED       SR UNSECURED      06.11.2012     Aa2      AA-   102.6   102.9   0.8   48    146   1,000
COMMONWEALTH BANK AUST   USD     2.5 FIXED      GOVT LIQUID GTD   10.12.2012     Aaa      AAA   101.4   101.6   0.5   4     146   1,000
COMMONWEALTH BANK AUST   USD    0.92 FLOATING   GOVT LIQUID GTD   10.12.2012     Aaa      AAA                   0.5   7     146   1,100
COMMONWEALTH BANK AUST   USD      1 FLOATING    GOVT LIQUID GTD   12.07.2013     Aaa      AAA                   0.4   -2    146   1,000
COMMONWEALTH BANK AUST   USD   1.289 FLOATING   SR UNSECURED      17.03.2014     Aa2      AA-   99.4    100.0   1.2   89    146   1,600
COMMONWEALTH BANK AUST   USD   3.625 FIXED      GOVT LIQUID GTD   25.06.2014     Aaa      AAA   106.0   106.1   0.9   33    146   1,200
COMMONWEALTH BANK AUST   USD   1.074 FLOATING   GOVT LIQUID GTD   25.06.2014     Aaa      AAA   100.7   101.0   0.6   16    146   1,800
COMMONWEALTH BANK AUST   USD   0.839 FLOATING   GOVT LIQUID GTD   17.09.2014     Aaa      AAA   100.2   100.5   0.6   15    146   1,250
COMMONWEALTH BANK AUST   USD     2.9 FIXED      GOVT LIQUID GTD   17.09.2014     Aaa      AAA   104.6   105.0   0.9   33    146   1,500
COMMONWEALTH BANK AUST   USD    3.75 FIXED      NOTES             15.10.2014     Aa2      AA-   104.5   104.5   2.0   131   146   2,000
COMMONWEALTH BANK AUST   USD     2.7 FIXED      GOVT LIQUID GTD   25.11.2014     Aaa      AAA   104.4   105.1   0.8   26    146   1,250
COMMONWEALTH BANK AUST   USD     3.5 FIXED      SR UNSECURED      19.03.2015     Aa2      AA-   104.1   104.3   2.0   134   146   1,750
COMMONWEALTH BANK AUST   USD    3.25 FIXED      SR UNSECURED      17.03.2016     Aa2      AA-   102.6   102.7   2.6   162   146   1,200
COMMONWEALTH BANK AUST   EUR    4.25 FIXED      SR UNSECURED      10.11.2016     Aa2      AA-   106.8   106.9   2.7   117   146   1,500
COMMONWEALTH BANK AUST   USD      5 FIXED       SR UNSECURED      15.10.2019     Aa2      AA-   107.9   108.2   3.7   211   146   1,500
COMMONWEALTH BANK AUST   EUR   4.375 FIXED      SR UNSECURED      25.02.2020     Aa2      AA-   105.9   106.1   3.5   147   146   1,000
COMMONWEALTH BANK AUST   USD      5 FIXED       SR UNSECURED      19.03.2020     Aa2      AA-   108.4   108.7   3.7   203   146   1,000
COUNCIL OF EUROPE        USD     1.5 FIXED      SR UNSECURED      22.02.2017     Aaa      AAA   99.4    99.5    1.5   47          1,000
COUNTRYWIDE FINL CORP    USD     5.8 FIXED      COMPANY GUARNT    07.06.2012   Baa1 /*-   A-                    1.2   164   274   1,963
CREDIT AGRICOLE LONDON   EUR   1.713 FLOATING   SR UNSECURED      19.07.2012   Aa3 /*-    A     100.2   100.2   1.2   -13   250   2,750
CREDIT AGRICOLE LONDON    EUR    1.85 FLOATING   SR UNSECURED      12.03.2013   Aa3 /*-   A     99.9    99.9    1.5   14    250   1,500
CREDIT AGRICOLE LONDON    EUR      6 FIXED       SR UNSECURED      24.06.2013   Aa3 /*-   A     105.0   105.0   2.1   97    250   2,000
CREDIT AGRICOLE LONDON    USD   2.011 FLOATING   SR UNSECURED      21.01.2014   Aa3 /*-   A     97.2    97.5    3.3   288   250   1,250
CREDIT AGRICOLE LONDON    USD     3.5 FIXED      SR UNSECURED      13.04.2015   Aa3 /*-   A     98.9    100.0   3.5   293   250   1,600
CREDIT AGRICOLE LONDON    EUR      3 FIXED       SR UNSECURED      20.07.2015   Aa3 /*-   A     100.2   100.3   2.9   163   250   1,000
CREDIT AGRICOLE LONDON    EUR   3.625 FIXED      SR UNSECURED      08.03.2016   Aa3 /*-   A     101.6   101.6   3.2   183   250   1,000
CREDIT AGRICOLE LONDON    EUR   5.125 FIXED      SR UNSECURED      18.04.2023   Aa3 /*-   A     106.3   106.8   4.3   204   250   1,000
CREDIT AGRICOLE SA        EUR   3.875 FIXED      SR UNSECURED      13.02.2019   Aa3 /*-   A     98.3    98.3    4.2   226   250   1,250
CREDIT MUTUEL ARKEA       EUR   2.169 FLOATING   SR UNSECURED      02.07.2012             A+    100.2   100.3   1.1   -4          1,395
CREDIT MUTUEL ARKEA       EUR   5.375 FIXED      SR UNSECURED      22.04.2014             A+    105.2   105.4   2.7   162         1,000
CREDIT MUTUEL ARKEA       EUR      5 FIXED       SR UNSECURED      28.06.2017             A+    104.8   105.2   3.9   233         1,423
CREDIT SUISSE GUERNSEY    EUR   2.875 FIXED      SR UNSECURED      24.09.2015   Aa1 /*-   A+    101.4   101.5   2.4   114   143   1,750
CREDIT SUISSE LONDON      EUR   1.519 FLOATING   SR UNSECURED      04.06.2012   Aa1 /*-   A+    100.0   100.0   1.0   -2    143   2,000
CREDIT SUISSE LONDON      EUR   1.903 FLOATING   SR UNSECURED      07.01.2013   Aa1 /*-   A+    100.4   100.4   1.3   -15   143   1,750
CREDIT SUISSE LONDON      EUR   2.319 FLOATING   SR UNSECURED      17.06.2013   Aa1 /*-   A+    100.7   100.7   1.4   6     143   1,400
CREDIT SUISSE LONDON      EUR   6.125 FIXED      SR UNSECURED      05.08.2013   Aa1 /*-   A+    105.8   105.8   1.9   79    143   3,650
CREDIT SUISSE LONDON      EUR   3.875 FIXED      SR UNSECURED      25.01.2017   Aa1 /*-   A+    104.2   104.4   2.9   137   143   2,250
CREDIT SUISSE LONDON      EUR   5.125 FIXED      SR UNSECURED      18.09.2017   Aa1 /*-   A+    110.1   110.3   3.1   144   143   2,000
CREDIT SUISSE LONDON      EUR    4.75 FIXED      SR UNSECURED      05.08.2019   Aa1 /*-   A+    106.8   106.9   3.7   172   143   2,550
CREDIT SUISSE NEW YORK    USD     5.5 FIXED      SR UNSECURED      01.05.2014   Aa1 /*-   A+    106.6   107.2   2.1   160   143   2,250
CREDIT SUISSE NEW YORK    USD     5.3 FIXED      SR UNSECURED      13.08.2019   Aa1 /*-   A+    105.5   106.4   4.3   273   143   2,000
CREDIT SUISSE USA INC     USD     5.5 FIXED      BANK GUARANTEED   15.08.2013   Aa1 /*-   A+    104.7   105.4   1.7   137         1,000
CREDIT SUISSE USA INC     USD   5.125 FIXED      BANK GUARANTEED   15.01.2014   Aa1 /*-   A+    105.3   106.0   1.8   143         1,000
CREDIT SUISSE USA INC     USD   4.875 FIXED      BANK GUARANTEED   15.01.2015   Aa1 /*-   A+    106.8   107.7   2.1   155         2,000
CREDIT SUISSE USA INC     USD   5.125 FIXED      BANK GUARANTEED   15.08.2015   Aa1 /*-   A+    107.1   109.5   2.2   179         1,750
CREDIT SUISSE USA INC     USD   5.375 FIXED      BANK GUARANTEED   02.03.2016   Aa1 /*-   A+    108.9   110.8   2.5   184         1,000
CREDIT SUISSE USA INC     USD   7.125 FIXED      BANK GUARANTEED   15.07.2032   Aa1 /*-   A+                    5.2   281         1,000
DANSKE BANK A/S           EUR   1.446 FLOATING   SR UNSECURED      29.06.2012   A2 /*-          100.0   100.0   1.2   -12   255   2,250
DANSKE BANK A/S           EUR   1.973 FLOATING   SR UNSECURED      16.09.2013   A2 /*-    A     99.7    99.7    1.7   43    255   1,000
DANSKE BANK A/S           EUR    4.75 FIXED      SR UNSECURED      04.06.2014   A2 /*-    A     105.0   105.1   2.4   127   255   1,500
DANSKE BANK A/S           USD   3.875 FIXED      SR UNSECURED      14.04.2016   A2 /*-    A     96.4    99.5    4.0   347   255   1,250
DANSKE BANK A/S           EUR   3.875 FIXED      SR UNSECURED      18.05.2016   A2 /*-    A     102.1   102.2   3.3   190   255   1,000
DANSKE BANK A/S           EUR   3.875 FIXED      SR UNSECURED      28.02.2017   A2 /*-    A     100.5   100.5   3.8   220   255   1,000
DBS BANK LTD/SINGAPORE    USD   2.375 FIXED      SR UNSECURED      14.09.2015    Aa1      AA-   101.4   101.6   1.9   110         1,000
DBS BANK LTD/SINGAPORE    USD    2.35 FIXED      UNSECURED         28.02.2017    Aa1e           100.0   100.0   2.3   120         1,000
DEKABANK                  EUR    4.25 FIXED      SR UNSECURED      23.07.2013    Aaa      AA-   104.3   104.6   1.2   16          1,500
DEKABANK                  EUR   4.375 FIXED      SR UNSECURED      06.02.2014    Aaa      AA-                   1.4   37          1,000
DEUTSCHE BANK AG          EUR   4.875 FIXED      SR UNSECURED      24.09.2012   Aa3 /*-   A+    102.0   102.0   1.2   -6    152   3,600
DEUTSCHE BANK AG          EUR   1.463 FLOATING   SR UNSECURED      14.02.2013   Aa3 /*-   A+    100.2   100.2   1.2   -17   152   2,000
DEUTSCHE BANK AG          EUR   1.826 FLOATING   SR UNSECURED      15.03.2013   Aa3 /*-   A+    100.2   100.2   1.2   -13   152   2,200
DEUTSCHE BANK AG          EUR   2.153 FLOATING   SR UNSECURED      07.10.2013   Aa3 /*-   A+    100.8   100.8   1.4   5     152   2,000
DEUTSCHE BANK AG          EUR   5.125 FIXED      SR UNSECURED      31.08.2017   Aa3 /*-   A+    112.5   112.5   2.7   100   152   3,350
DEUTSCHE BANK AG LONDON   USD   5.375 FIXED      SR UNSECURED      12.10.2012   Aa3 /*-   A+    102.1   102.7   1.0   94    152   3,200
DEUTSCHE BANK AG LONDON   USD   2.375 FIXED      SR UNSECURED      11.01.2013   Aa3 /*-   A+    100.5   101.1   1.0   92    152   2,000
DEUTSCHE BANK AG LONDON   USD   4.875 FIXED      SR UNSECURED      20.05.2013   Aa3 /*-   A+    103.4   104.0   1.5   125   152   2,759
DEUTSCHE BANK AG LONDON    USD   3.875 FIXED      SR UNSECURED      18.08.2014   Aa3 /*-   A+     104.2   104.5   2.0   141   152   1,000
DEUTSCHE BANK AG LONDON    USD    3.45 FIXED      SR UNSECURED      30.03.2015   Aa3 /*-          103.0   103.6   2.2   159   152   1,500
DEUTSCHE BANK AG LONDON    USD    3.25 FIXED      SR UNSECURED      11.01.2016   Aa3 /*-   A+     101.4   102.1   2.7   188   152   2,100
DEUTSCHE BANK AG LONDON    USD      6 FIXED       SR UNSECURED      01.09.2017   Aa3 /*-   A+     113.2   114.1   3.2   203   152   3,300
DEXIA CREDIT LOCAL         EUR   1.704 FLOATING   GOVT LIQUID GTD   28.06.2012     Aa3                            1.3   14    658   1,350
DEXIA CREDIT LOCAL         GBP    1.39 FLOATING   GOVT LIQUID GTD   14.01.2013     Aa3      AA     97.1   98.7    3.0   194   658   1,250
DEXIA CREDIT LOCAL         EUR   1.291 FLOATING   GOVT LIQUID GTD   19.02.2013     Aa3      AA     98.4   99.3    2.0   108   658   3,550
DEXIA CREDIT LOCAL         USD    2.75 FIXED      GOVT LIQUID GTD   10.01.2014     Aa3      AA     96.0   98.1    3.8   382   658   2,000
DEXIA CREDIT LOCAL         EUR   2.625 FIXED      GOVT LIQUID GTD   21.01.2014     Aa3      AA     99.8   100.4   2.4   143   658   3,200
DEXIA CREDIT LOCAL         USD    2.75 FIXED      GOVT LIQUID GTD   29.04.2014     Aa3      AA     95.6   97.7    3.8   377   658   2,250
DEXIA CREDIT LOCAL         EUR   5.375 FIXED      SR UNSECURED      21.07.2014   Baa1 /*- BBB+ /*- 94.4   94.8    7.8   673   658   1,300
DEXIA CREDIT LOCAL SA NY   USD      2 FIXED       GOVT LIQUID GTD   05.03.2013     Aa3      AA     98.2   99.9    2.1   242   658   2,250
DNB BANK ASA               EUR   5.875 FIXED      SR UNSECURED      20.06.2013   Aa3 /*-   A+     105.6   105.7   1.5   33    130   2,000
DNB BANK ASA               EUR    1.37 FLOATING   SR UNSECURED      16.01.2014   Aa3 /*-   A+      99.6   99.6    1.4   7     130   1,585
DNB BANK ASA               EUR     4.5 FIXED      SR UNSECURED      29.05.2014   Aa3 /*-   A+     106.1   106.1   1.7   55    130   2,000
DNB BANK ASA               EUR   3.875 FIXED      SR UNSECURED      29.06.2020   Aa3 /*-          102.1   102.3   3.5   147   130   1,000
DNB BANK ASA               EUR   4.375 FIXED      SR UNSECURED      24.02.2021   Aa3 /*-   A+     104.3   104.6   3.8   163   130   2,000
DNB BANK ASA               EUR    4.25 FIXED      SR UNSECURED      18.01.2022   Aa3 /*-   A+     102.6   102.8   3.9   167   130   1,000
DUESSELDORFER HYPOBANK     EUR   1.875 FIXED      GOVT LIQUID GTD   13.12.2013                    101.6   101.6   2.0   90          1,500
ERSTE GROUP BANK AG        EUR    4.75 FIXED      SR UNSECURED      18.09.2013    A1 /*-          103.9   104.3   1.9   89    273   1,000
ERSTE GROUP BANK AG        EUR   1.233 FLOATING   SR UNSECURED      06.02.2014    A1 /*-    A      97.3   97.5    2.5   121   273   1,000
ERSTE GROUP BANK AG        EUR   3.375 FIXED      GOVT LIQUID GTD   19.02.2014   Aaa /*-   AA+    104.0   104.3   1.1   9     273   1,000
EUROFIMA                   USD   1.875 FIXED      SR UNSECURED      28.05.2013     Aaa     AAA    101.3   101.3   0.8   28          1,000
EUROFIMA                   USD    4.25 FIXED      SR UNSECURED      05.09.2013     Aaa     AAA    104.9   104.9   1.3   69          1,000
EUROFIMA                   USD    4.25 FIXED      SR UNSECURED      04.02.2014     Aaa     AAA    105.3   105.7   1.1   72          1,000
EUROFIMA                   USD     4.5 FIXED      SR UNSECURED      06.03.2015     Aaa     AAA    108.2   108.6   1.5   97          1,000
EUROFIMA                   USD    5.25 FIXED      NOTES             07.04.2016     Aaa     AAA    112.9   113.4   1.9   93          1,000
EUROFIMA                   USD      5 FIXED       SR UNSECURED      03.04.2017     Aaa     AAA    113.2   113.9   2.1   99          1,000
EUROFIMA                   EUR      4 FIXED       SR UNSECURED      27.10.2021     Aaa     AAA    109.5   109.9   2.8   61          1,000
EUROPEAN BK RECON & DEV    USD      1 FIXED       NOTES             16.02.2017    Aaae             99.4   99.5    1.1   -4          1,500
EUROPEAN INVESTMENT BANK   USD   1.125 FIXED      SR UNSECURED      15.04.2015    Aaae            100.1   100.1   1.0   33          3,500
EUROPEAN INVESTMENT BANK   USD    1.75 FIXED      SR UNSECURED      15.03.2017    Aaae     AAA    100.7   100.8   1.5   43          3,500
EUROPEAN INVESTMENT BANK   EUR   2.625 FIXED      NOTES             16.03.2020    Aaae             99.5   99.6    2.7   63          1,000
EUROPEAN INVESTMENT BANK   EUR   3.625 FIXED      UNSECURED         14.03.2042    Aaae            100.1   100.6   3.6   106         1,000
FINANCE FOR DANISH IND     USD    1.75 FIXED      GOVT LIQUID GTD   06.12.2012     Aaa            100.7   101.1   0.3   5           1,000
FINANCE FOR DANISH IND     EUR   2.125 FIXED      GOVT LIQUID GTD   21.03.2013     Aaa            101.3   101.4   0.8   -34         1,500
FINANCE FOR DANISH IND     USD      2 FIXED       GOVT LIQUID GTD   12.06.2013     Aaa            101.2   102.0   0.4   19          1,000
FMS WERTMANAGEMENT         EUR   1.275 FLOATING   GOVT GUARANTEED   02.02.2015    Aaae     AAA    100.1   100.2   1.1   -13         1,250
FORTIS BANK SA/NV          EUR     4.5 FIXED      SR UNSECURED      30.05.2014    A1 /*-   AA-    103.3   103.6   2.8   174   190   1,000
GERMAN POSTAL PENSION 2    EUR    4.25 FIXED      SECURED           18.01.2017     Aaa     AAA    110.2   110.4   2.0   48          2,000
GERMAN POSTAL PENSION 2    EUR   4.375 FIXED      SECURED           18.01.2022     Aaa     AAA    113.3   114.2   2.7   51          1,500
GERMAN POSTAL PENSIONS     EUR   3.375 FIXED      SECURED           18.01.2016     Aaa     AAA    105.7   105.9   1.8   45          3,000
GOLDMAN SACHS GROUP INC    USD    3.25 FIXED      FDIC GUARANTEED   15.06.2012     Aaa     AA+    100.9   100.9   0.0   -41   274   5,500
GOLDMAN SACHS GROUP INC    USD   3.625 FIXED      SR UNSECURED      01.08.2012    A1 /*-    A-    100.8   101.3   0.4   58    274   1,000
GOLDMAN SACHS GROUP INC    USD     5.7 FIXED      SR UNSECURED      01.09.2012    A1 /*-    A-    101.7   102.2   1.2   124   274   2,230
GOLDMAN SACHS GROUP INC   USD    5.45 FIXED      SR UNSECURED      01.11.2012   A1 /*-    A-    102.5   103.1   0.8   71    274   2,430
GOLDMAN SACHS GROUP INC   EUR    3.75 FIXED      SR UNSECURED      04.02.2013   A1 /*-    A-    101.1   101.1   2.6   144   274   1,000
GOLDMAN SACHS GROUP INC   EUR   1.408 FLOATING   SR UNSECURED      04.02.2013   A1 /*-    A-    98.8    98.9    2.5   121   274   2,500
GOLDMAN SACHS GROUP INC   EUR   5.375 FIXED      SR UNSECURED      15.02.2013   A1 /*-    A-    102.6   102.7   2.5   135   274   2,000
GOLDMAN SACHS GROUP INC   USD    5.25 FIXED      SR UNSECURED      01.04.2013   A1 /*-    A-    103.5   104.0   1.5   120   274   1,200
GOLDMAN SACHS GROUP INC   USD    4.75 FIXED      SR UNSECURED      15.07.2013   A1 /*-    A-    103.0   104.0   1.8   158   274   2,000
GOLDMAN SACHS GROUP INC   USD    5.25 FIXED      SR UNSECURED      15.10.2013   A1 /*-    A-    104.7   105.1   2.1   161   274   2,640
GOLDMAN SACHS GROUP INC   USD    5.15 FIXED      SR UNSECURED      15.01.2014   A1 /*-    A-    105.0   105.6   2.1   164   274   1,500
GOLDMAN SACHS GROUP INC   EUR    4.75 FIXED      SR UNSECURED      28.01.2014   A1 /*-    A-    103.1   103.2   2.7   171   274   1,500
GOLDMAN SACHS GROUP INC   USD   1.527 FLOATING   SR UNSECURED      07.02.2014   A1 /*-    A-    97.1    97.6    2.8   241   274   2,000
GOLDMAN SACHS GROUP INC   USD      5 FIXED       SR UNSECURED      01.10.2014   A1 /*-    A-    105.4   106.4   2.4   196   274   1,250
GOLDMAN SACHS GROUP INC   EUR   5.125 FIXED      SR UNSECURED      16.10.2014   A1 /*-    A-    104.0   104.2   3.5   238   274   1,750
GOLDMAN SACHS GROUP INC   EUR   1.357 FLOATING   SR UNSECURED      15.11.2014   A1 /*-    A-    93.9    94.1    3.6   239   274   1,000
GOLDMAN SACHS GROUP INC   USD     5.5 FIXED      SR UNSECURED      15.11.2014   A1 /*-    A-    107.2   107.9   2.4   191   274   1,300
GOLDMAN SACHS GROUP INC   USD   5.125 FIXED      SR UNSECURED      15.01.2015   A1 /*-    A-    106.0   106.5   2.8   215   274   2,500
GOLDMAN SACHS GROUP INC   EUR   1.575 FLOATING   SR UNSECURED      02.02.2015   A1 /*-    A-    92.9    93.0    4.0   274   274   1,500
GOLDMAN SACHS GROUP INC   EUR      4 FIXED       SR UNSECURED      02.02.2015   A1 /*-    A-    101.2   101.4   3.5   230   274   1,750
GOLDMAN SACHS GROUP INC   EUR   1.386 FLOATING   SR UNSECURED      18.05.2015   A1 /*-    A-    91.7    92.0    4.0   282   274   1,250
GOLDMAN SACHS GROUP INC   USD     3.7 FIXED      SR UNSECURED      01.08.2015   A1 /*-    A-    101.2   102.0   3.1   238   274   2,250
GOLDMAN SACHS GROUP INC   USD    5.35 FIXED      SR UNSECURED      15.01.2016   A1 /*-    A-    106.1   106.6   3.5   269   274   2,500
GOLDMAN SACHS GROUP INC   USD   3.625 FIXED      SR UNSECURED      07.02.2016   A1 /*-    A-    99.6    100.0   3.6   277   274   3,850
GOLDMAN SACHS GROUP INC   USD    1.02 FLOATING   SR UNSECURED      22.03.2016   A1 /*-    A-    89.9    92.0    3.0   283   274   2,500
GOLDMAN SACHS GROUP INC   EUR     4.5 FIXED      SR UNSECURED      09.05.2016   A1 /*-    A-    100.5   100.8   4.3   292   274   1,250
GOLDMAN SACHS GROUP INC   EUR   1.376 FLOATING   SR UNSECURED      23.05.2016   A1 /*-    A-    88.3    88.6    4.4   313   274   1,500
GOLDMAN SACHS GROUP INC   USD    5.75 FIXED      SR UNSECURED      01.10.2016   A1 /*-    A-    107.6   108.1   3.8   283   274   1,600
GOLDMAN SACHS GROUP INC   EUR     4.5 FIXED      SR UNSECURED      30.01.2017   A1 /*-    A-    99.5    99.6    4.7   331   274   1,000
GOLDMAN SACHS GROUP INC   EUR   1.492 FLOATING   SR UNSECURED      30.01.2017   A1 /*-    A-    86.4    86.6    4.4   317   274   1,500
GOLDMAN SACHS GROUP INC   EUR   4.375 FIXED      SR UNSECURED      16.03.2017     NR      A-    98.3    98.7    4.7   314   274   1,250
GOLDMAN SACHS GROUP INC   USD    6.25 FIXED      SR UNSECURED      01.09.2017   A1 /*-    A-    109.3   110.0   4.2   303   274   2,750
GOLDMAN SACHS GROUP INC   USD    5.95 FIXED      SR UNSECURED      18.01.2018   A1 /*-    A-    106.5   108.3   4.3   319   274   3,200
GOLDMAN SACHS GROUP INC   USD    6.15 FIXED      SR UNSECURED      01.04.2018   A1 /*-    A-    106.9   108.0   4.6   336   274   4,000
GOLDMAN SACHS GROUP INC   EUR   6.375 FIXED      SR UNSECURED      02.05.2018   A1 /*-    A-    106.6   106.9   5.0   332   274   1,250
GOLDMAN SACHS GROUP INC   USD     7.5 FIXED      SR UNSECURED      15.02.2019   A1 /*-    A-    112.8   114.0   5.1   367   274   3,000
GOLDMAN SACHS GROUP INC   EUR   5.125 FIXED      SR UNSECURED      23.10.2019   A1 /*-    A-    98.5    98.9    5.3   335   274   1,000
GOLDMAN SACHS GROUP INC   USD   5.375 FIXED      SR UNSECURED      15.03.2020   A1 /*-    A-    100.9   101.6   5.1   346   274   2,750
GOLDMAN SACHS GROUP INC   USD    5.25 FIXED      SR UNSECURED      27.07.2021   A1 /*-    A-    98.6    99.4    5.3   349   274   3,750
GOLDMAN SACHS GROUP INC   USD    5.75 FIXED      SR UNSECURED      24.01.2022   A1 /*-    A-    102.7   103.4   5.3   340   274   4,250
GOLDMAN SACHS GROUP INC   USD   6.125 FIXED      SR UNSECURED      15.02.2033   A1 /*-    A-    99.1    101.4   6.0   361   274   2,350
GOLDMAN SACHS GROUP INC   USD    6.25 FIXED      SENIOR NOTES      01.02.2041   A1 /*-    A-    99.9    101.7   6.1   362   274   2,500
GRUPO BANCA CIVICA        EUR      4 FIXED       GOVT LIQUID GTD   24.02.2015                                   3.8   266         1,000
HSBC BANK PLC             EUR   1.803 FLOATING   SR UNSECURED      08.04.2013     NR      AA-   100.2   100.2   1.4   5     131   1,750
HSBC BANK PLC             USD   0.933 FLOATING   SR UNSECURED      15.05.2013   Aa2 /*-   AA-                   0.8   56    131   1,500
HSBC BANK PLC             USD   1.625 FIXED      SENIOR NOTES      12.08.2013   Aa2 /*-   AA-                   1.4   109   131   1,250
HSBC BANK PLC             USD   1.367 FLOATING   SR UNSECURED      17.01.2014   Aa2 /*-   AA-   98.9    99.9    1.4   114   131   1,350
HSBC BANK PLC             USD     3.5 FIXED      SENIOR NOTES      28.06.2015   Aa2 /*-   AA-   103.5   104.3   2.1   149   131   2,000
HSBC BANK PLC              USD     3.1 FIXED      SR UNSECURED       24.05.2016   Aa2 /*-   AA-    101.5   103.0         2.3   155   131   1,500
HSBC BANK PLC              EUR    3.75 FIXED      SR UNSECURED       30.11.2016   Aa2 /*-   AA-    105.3   105.5         2.5   102   131   1,250
HSBC BANK PLC              EUR   3.125 FIXED      SR UNSECURED       15.11.2017   Aa2 /*-   AA-    101.8   101.9         2.8   107   131   1,000
HSBC BANK PLC              EUR   3.875 FIXED      SR UNSECURED       24.10.2018   Aa2 /*-   AA-    104.5   104.7         3.1   124   131   1,250
HSBC BANK PLC              USD   4.125 FIXED      SENIOR NOTES       12.08.2020   Aa2 /*-   AA-    102.1   103.7         3.6   192   131   1,500
HSBC BANK PLC              EUR      4 FIXED       SR UNSECURED       15.01.2021   Aa2 /*-   AA-    105.1   105.3         3.3   117   131   1,500
HSBC BANK PLC              USD    4.75 FIXED      SR UNSECURED       19.01.2021   Aa2 /*-   AA-    106.5   108.3         3.7   191   131   1,000
HSBC FINANCE CORP          EUR   3.375 FIXED      SR UNSECURED       08.06.2012   A3 /*-     A     100.5   100.6         1.2   28    158   1,000
HSBC FINANCE CORP          USD     5.9 FIXED      SR UNSECURED       19.06.2012   A3 /*-     A     98.9    101.6         0.6   462   158   1,000
HSBC FINANCE CORP          USD   0.896 FLOATING   SR UNSECURED       14.09.2012   A3 /*-     A     99.4    99.7          1.3   116   158   1,250
HSBC FINANCE CORP          USD   6.375 FIXED      SR UNSECURED       27.11.2012   A3 /*-     A     103.1   103.9         1.1   112   158   1,500
HSBC FINANCE CORP          EUR   1.583 FLOATING   SR UNSECURED       05.04.2013   A3 /*-     A     98.5    98.5          2.7   131   158   1,500
HSBC FINANCE CORP          USD    4.75 FIXED      SR UNSECURED       15.07.2013   A3 /*-     A     102.8   103.7         2.0   174   158   1,230
HSBC FINANCE CORP          EUR   1.382 FLOATING   SR UNSECURED       28.10.2013   A3 /*-     A     97.5    97.5          2.8   147   158   1,500
HSBC FINANCE CORP          USD      5 FIXED       SR UNSECURED       30.06.2015   A3 /*-     A     103.8   107.1         2.7   248   158   1,694
HSBC FINANCE CORP          EUR    3.75 FIXED      SR UNSECURED       04.11.2015   A3 /*-     A     103.5   103.9         2.6   136   158   1,100
HSBC FINANCE CORP          USD     5.5 FIXED      SR UNSECURED       19.01.2016   A3 /*-     A     107.7   108.9         3.0   231   158   1,859
HSBC FINANCE CORP          USD   0.921 FLOATING   SR UNSECURED       01.06.2016   A3 /*-     A     88.9    91.0          3.2   296   158   1,300
HSBC FINANCE CORP          EUR   4.875 FIXED      SR UNSECURED       30.05.2017   A3 /*-     A     108.3   108.3         3.1   153   158   1,000
HSBC FRANCE                EUR   1.247 FLOATING   SR UNSECURED       01.12.2012   Aa3 /*-   AA-    99.9    100.4         0.8   -32   131   1,000
HSBC FRANCE                EUR    5.75 FIXED      SR UNSECURED       19.06.2013   Aa3 /*-   AA-    105.0   105.1         1.8   63    131   1,500
HSBC FRANCE                EUR   1.594 FLOATING   SR UNSECURED       06.12.2013   Aa3 /*-   AA-    99.0    99.1          1.6   36    131   1,500
HSBC FRANCE                EUR   4.875 FIXED      SR UNSECURED       15.01.2014   Aa3 /*-   AA-    105.4   105.5         1.9   73    131   1,500
HSBC HOLDINGS PLC          EUR     4.5 FIXED      SR UNSECURED       30.04.2014   Aa2 /*-   A+     105.4   105.5         1.9   75    152   1,250
HSBC HOLDINGS PLC          USD     5.1 FIXED      SR UNSECURED       05.04.2021   Aa2 /*-   A+     108.0   109.8         3.8   205   152   2,500
HSBC USA INC               USD   2.375 FIXED      SR UNSECURED       13.02.2015   A1 /*-    A+     100.7   101.3         1.9   131   152   1,500
HSH FINANZFONDS            EUR   3.625 FIXED      LOCAL GOVT GUARN   17.06.2014                    105.2   105.5         1.4   25          1,500
HSH NORDBANK AG            EUR   1.462 FLOATING   SR UNSECURED       15.06.2012    Baa2     NR                           1.5   43    284   1,500
HSH NORDBANK AG            EUR    2.25 FIXED      GOVT LIQUID GTD    23.07.2012    Aaa      NR     100.7   100.8         0.3   -75   284   3,000
HSH NORDBANK AG            EUR   4.375 FIXED      SR UNSECURED       18.02.2014    Aa1      NR                           1.5   52    284   1,000
HYPO ALPE-ADRIA INTL AG    EUR   4.625 FIXED      SR UNSECURED       29.10.2013     A1      NR     102.3   103.2         2.6   175         1,000
HYPO ALPE-ADRIA INTL AG    EUR    4.25 FIXED      SR UNSECURED       31.10.2016     A1             99.9    101.4         3.9   259         1,250
HYPO ALPE-ADRIA INTL AG    EUR   4.375 FIXED      SR UNSECURED       24.01.2017     A1             100.0   102.0         3.9   261         2,000
ICAHN ENTERPRISES/FIN      USD    7.75 FIXED      COMPANY GUARNT     15.01.2016    Ba3      BBB-   104.2   106.6   4.4   5.8   508         1,049
ICAHN ENTERPRISES/FIN      USD      8 FIXED       COMPANY GUARNT     15.01.2018    Ba3      BBB-   101.4   106.1   6.5   6.7   600         1,450
IKB DEUTSCHE INDUSTRIEBK   EUR   2.125 FIXED      GOVT LIQUID GTD    10.09.2012    Aaa      AAA    100.7   100.9         0.4   -76   446   2,000
ING BANK NV                EUR   2.169 FLOATING   SR UNSECURED       18.06.2012   Aa3 /*-          100.2   100.2         1.1   -13   167   1,000
ING BANK NV                EUR   1.853 FLOATING   SR UNSECURED       08.01.2013   Aa3 /*-   A+     100.0   100.1         1.6   16    167   1,500
ING BANK NV                USD    2.65 FIXED      SR UNSECURED       14.01.2013   Aa3 /*-   A+                           3.0   275   167   1,000
ING BANK NV                USD   1.596 FLOATING   SR UNSECURED       15.03.2013   Aa3 /*-   A+     99.5    99.8          1.8   141   167   2,000
ING BANK NV                EUR   1.954 FLOATING   SR UNSECURED       28.03.2013   Aa3 /*-   A+     100.0   100.0         1.6   26    167   1,500
ING BANK NV                EUR    2.25 FIXED      SR UNSECURED       23.09.2013   Aa3 /*-          100.7   100.7         1.8   66    167   1,600
ING BANK NV                USD      2 FIXED       SENIOR NOTES       18.10.2013   Aa3 /*-   A+     97.6    99.6          2.2   228   167   1,500
ING BANK NV                EUR   3.375 FIXED      GOVT LIQUID GTD    03.03.2014    Aaa      AAA    104.6   104.9         0.9   -17   167   4,000
ING BANK NV                USD     3.9 FIXED      GOVT LIQUID GTD    19.03.2014    Aaa      AAA    105.5   105.8         1.0   50    167   2,250
ING BANK NV               USD    1.94 FLOATING   SR UNSECURED      09.06.2014   Aa3 /*-   A+     97.6    98.0    2.8   240   167    1,400
ING BANK NV               EUR   3.375 FIXED      SR UNSECURED      03.03.2015   Aa3 /*-   A+     102.9   102.9   2.4   116   167    1,650
ING BANK NV               USD      4 FIXED       SR UNSECURED      15.03.2016   Aa3 /*-   A+     102.0   103.0   3.2   240   167    1,250
ING BANK NV               EUR   3.875 FIXED      SR UNSECURED      24.05.2016   Aa3 /*-   A+     103.7   103.8   2.9   150   167    1,500
ING BANK NV               EUR    4.25 FIXED      SR UNSECURED      13.01.2017   Aa3 /*-          104.7   104.8   3.2   165   167    1,000
ING BANK NV               EUR     4.5 FIXED      SR UNSECURED      21.02.2022   Aa3 /*-   A+     100.9   100.9   4.4   214   167    1,750
ING GROEP NV              EUR   5.625 FIXED      SR UNSECURED      03.09.2013   A1 /*-     A     104.4   104.5   2.5   143   186    1,000
ING GROEP NV              EUR   1.476 FLOATING   SR UNSECURED      11.04.2016   A1 /*-     A     92.9    93.2    3.0   178   186    1,000
ING GROEP NV              EUR    4.75 FIXED      SR UNSECURED      31.05.2017   A1 /*-     A     104.2   104.3   3.8   223   186    1,750
ING VERZEKERINGEN NV      EUR      4 FIXED       SR UNSECURED      18.09.2013    Baa2      A-    101.6   101.8   2.8   171   126    1,000
ING VERZEKERINGEN NV      EUR   1.594 FLOATING   SR UNSECURED      18.09.2013    Baa2      A-    98.2    98.5    2.2   94    126    1,000
INTESA SANPAOLO IRELAND   EUR      4 FIXED       COMPANY GUARNT    08.08.2013   A2 /*-    BBB+   100.6   100.6   3.6   242   323    1,500
INTESA SANPAOLO SPA       EUR   2.625 FIXED      SR UNSECURED      04.12.2012   A2 /*-    BBB+   100.0   100.1   2.5   131   323    1,500
INTESA SANPAOLO SPA       EUR    3.25 FIXED      SR UNSECURED      01.02.2013   A2 /*-    BBB+   100.2   100.2   3.0   182   323    1,500
INTESA SANPAOLO SPA       EUR   1.526 FLOATING   SR UNSECURED      15.03.2013   A2 /*-    BBB+   97.9    98.0    3.1   178   323    1,250
INTESA SANPAOLO SPA       EUR   1.451 FLOATING   SR UNSECURED      11.04.2013   A2 /*-    BBB+   97.8    97.8    3.2   187   323    1,000
INTESA SANPAOLO SPA       EUR   5.375 FIXED      SR UNSECURED      19.12.2013   A2 /*-    BBB+   103.1   103.2   3.5   239   323    1,250
INTESA SANPAOLO SPA       EUR   1.539 FLOATING   SR UNSECURED      19.03.2014   A2 /*-    BBB+   94.6    94.7    3.8   254   323    1,000
INTESA SANPAOLO SPA       EUR    2.17 FLOATING   SR UNSECURED      12.05.2014   A2 /*-    BBB+   96.1    96.3    3.9   261   323    2,000
INTESA SANPAOLO SPA       EUR   3.375 FIXED      SR UNSECURED      19.01.2015   A2 /*-    BBB+   98.3    98.5    3.9   276   323    1,000
INTESA SANPAOLO SPA       EUR   4.125 FIXED      SR UNSECURED      14.01.2016   A2 /*-    BBB+   98.5    98.7    4.5   316   323    1,200
INTESA SANPAOLO SPA       EUR    3.75 FIXED      SR UNSECURED      23.11.2016   A2 /*-    BBB+   96.1    96.3    4.6   315   323    1,500
INTESA SANPAOLO SPA       EUR      5 FIXED       SR UNSECURED      28.02.2017   A2 /*-    BBB+   100.2   100.2   5.0   340   323    1,000
INTESA SANPAOLO SPA       EUR   1.191 FLOATING   SR UNSECURED      18.05.2017   A2 /*-    BBB+   83.7    84.2    4.5   339   323    1,250
INTESA SANPAOLO SPA       EUR    4.75 FIXED      SR UNSECURED      15.06.2017   A2 /*-    BBB+   99.3    99.5    4.9   333   323    1,450
INTESA SANPAOLO SPA       EUR      4 FIXED       SR UNSECURED      08.11.2018   A2 /*-    BBB+   93.0    93.3    5.2   338   323    1,500
INTESA SANPAOLO SPA       EUR   4.125 FIXED      SR UNSECURED      14.04.2020   A2 /*-    BBB+   91.6    92.1    5.3   333   323    1,750
INTL LEASE FINANCE CORP   USD   8.625 FIXED      SR UNSECURED      15.09.2015     B1      BBB-                   5.2   463   462    1,250
INTL LEASE FINANCE CORP   USD    5.75 FIXED      SR UNSECURED      15.05.2016     B1      BBB-   100.0   102.8   5.0   440   462    1,000
INTL LEASE FINANCE CORP   USD    8.75 FIXED      SR UNSECURED      15.03.2017     B1      BBB-                   5.9   492   462    1,500
INTL LEASE FINANCE CORP   USD    6.25 FIXED      SR UNSECURED      15.05.2019     B1      BBB-   100.0   106.4   5.2   413   462    1,250
IRISH LIFE & PERMANENT    USD     3.6 FIXED      GOVT LIQUID GTD   14.01.2013    Ba1      BBB+   95.5    96.5    7.8   789   1140   1,750
IRISH LIFE & PERMANENT    EUR   3.125 FIXED      GOVT LIQUID GTD   22.04.2013    Ba1      BBB+   93.5    96.5    6.4   667   1140   1,232
IRISH LIFE & PERMANENT    EUR      4 FIXED       GOVT LIQUID GTD   10.03.2015    Ba1      BBB+   85.7    89.5    8.0   762   1140   1,898
JPMORGAN CHASE & CO       USD     2.2 FIXED      FDIC GUARANTEED   15.06.2012    Aaa      AA+    100.6   100.6   0.0   -39   119    3,000
JPMORGAN CHASE & CO       USD   5.375 FIXED      SR UNSECURED      01.10.2012   Aa3 /*-    A     102.5   102.9   0.3   24    119    2,500
JPMORGAN CHASE & CO       USD    4.75 FIXED      SR UNSECURED      01.05.2013   Aa3 /*-    A     104.2   104.6   0.8   43    119    2,495
JPMORGAN CHASE & CO       EUR    5.25 FIXED      SR UNSECURED      08.05.2013   Aa3 /*-    A     104.0   104.0   1.8   67    119    2,000
JPMORGAN CHASE & CO       EUR   1.654 FLOATING   SR UNSECURED      26.09.2013   Aa3 /*-    A     99.4    99.5    1.6   32    119    1,741
JPMORGAN CHASE & CO       USD   1.361 FLOATING   SR UNSECURED      24.01.2014   Aa3 /*-    A     99.6    100.6   1.0   79    119    2,250
JPMORGAN CHASE & CO       EUR   1.292 FLOATING   SR UNSECURED      30.01.2014   Aa3 /*-    A     98.8    98.8    1.8   49    119    2,500
JPMORGAN CHASE & CO       EUR   6.125 FIXED      SR UNSECURED      01.04.2014   Aa3 /*-    A     108.2   108.3   2.0   88    119    2,000
JPMORGAN CHASE & CO       EUR    5.25 FIXED      SR UNSECURED      14.01.2015   Aa3 /*-    A     108.8   108.8   2.1   86    119    1,000
JPMORGAN CHASE & CO       USD    4.75 FIXED      SR UNSECURED      01.03.2015   Aa3 /*-    A     108.3   108.8   1.7   108   119    1,250
JPMORGAN CHASE & CO       USD     2.6 FIXED      SR UNSECURED      15.01.2016   Aa3 /*-    A     100.7   101.3   2.2   142   119    1,750
JPMORGAN CHASE & CO   USD    3.45 FIXED      SR UNSECURED      01.03.2016   Aa3 /*-    A    103.2   103.9   2.4   159    119   3,000
JPMORGAN CHASE & CO   EUR    3.75 FIXED      SR UNSECURED      15.06.2016   Aa3 /*-    A    104.2   104.4   2.6   124    119   1,000
JPMORGAN CHASE & CO   USD    3.15 FIXED      SR UNSECURED      05.07.2016   Aa3 /*-    A    102.1   102.7   2.5   157    119   3,855
JPMORGAN CHASE & CO   USD     6.3 FIXED      SR UNSECURED      23.04.2019   Aa3 /*-    A    115.0   117.5   3.5   213    119   3,000
JPMORGAN CHASE & CO   USD     4.4 FIXED      SR UNSECURED      22.07.2020   Aa3 /*-    A    103.5   104.9   3.7   202    119   2,500
JPMORGAN CHASE & CO   EUR   3.875 FIXED      SR UNSECURED      23.09.2020   Aa3 /*-    A    100.7   101.0   3.7   164    119   1,500
JPMORGAN CHASE & CO   USD   4.625 FIXED      SENIOR NOTES      10.05.2021   Aa3 /*-    A    104.8   105.9   3.9   203    119   2,000
JPMORGAN CHASE & CO   USD     6.4 FIXED      SR UNSECURED      15.05.2038   Aa3 /*-    A    115.7   120.3   5.0   255    119   2,500
JPMORGAN CHASE & CO   USD     5.6 FIXED      SR UNSECURED      15.07.2041   Aa3 /*-    A    106.6   111.1   4.9   239    119   1,750
JPMORGAN CHASE & CO   USD     5.4 FIXED      SENIOR NOTES      06.01.2042   Aa3 /*-    A    103.5   107.4   4.9   240    119   1,250
KA FINANZ AG          EUR    2.25 FIXED      GOVT LIQUID GTD   17.12.2012    Aaa      AA+   101.2   101.3   0.6   -57          1,250
KA FINANZ AG          EUR    1.75 FIXED      GOVT LIQUID GTD   17.06.2013    Aaa      AA+   101.0   101.2   0.8   -26          1,000
KA FINANZ AG          EUR    2.25 FIXED      GOVT LIQUID GTD   24.03.2014    Aaa      AA+   101.9   102.2   1.2   10           1,000
KBC IFIMA NV          EUR   1.508 FLOATING   BANK GUARANTEED   26.10.2012   A1 /*-    A-    99.6    99.7    1.8   47     345   1,000
KBC IFIMA NV          EUR      4 FIXED       BANK GUARANTEED   01.03.2013   A1 /*-    A-    100.8   100.9   3.0   193    345   1,000
KBC IFIMA NV          EUR     4.5 FIXED      BANK GUARANTEED   17.09.2014   A1 /*-    A-    101.1   101.5   3.9   275    345   1,450
KBC IFIMA NV          EUR   3.875 FIXED      BANK GUARANTEED   31.03.2015   A1 /*-    A-    98.6    98.9    4.3   309    345   1,000
KEY BANK NA           USD     3.2 FIXED      FDIC GUARANTEED   15.06.2012    Aaa      AA+                   0.3   -11          1,000
KFW                   USD    1.25 FIXED      GOVT GUARANTEED   15.06.2012    Aaa      AAA   100.2   100.3   0.3   -10          4,000
KFW                   EUR    5.25 FIXED      GOVT GUARANTEED   04.07.2012    Aaa      AAA   101.7   101.7   0.1   -95          5,000
KFW                   USD    1.25 FIXED      GOVT GUARANTEED   28.09.2012    Aaa      AAA   100.5   100.5   0.3   -10          1,250
KFW                   EUR   4.625 FIXED      GOVT GUARANTEED   12.10.2012    Aaa      AAA   102.6   102.7   0.3   -100         5,000
KFW                   GBP    4.75 FIXED      GOVT GUARANTEED   07.12.2012    Aaa      AAA   103.0   103.0   1.6   23           1,650
KFW                   USD   4.625 FIXED      GOVT GUARANTEED   14.12.2012    Aaa      AAA   103.2   103.3   0.4    -5          1,000
KFW                   USD   1.875 FIXED      GOVT GUARANTEED   14.01.2013    Aaa      AAA   101.2   101.3   0.4   -10          4,000
KFW                   GBP   4.875 FIXED      GOVT GUARANTEED   15.01.2013    Aaa      AAA   103.5   103.5   0.9   -43          1,580
KFW                   USD    0.56 FLOATING   GOVT GUARANTEED   25.01.2013    Aaa      AAA   99.8    100.1   0.4    7           1,500
KFW                   EUR   1.419 FLOATING   GOVT GUARANTEED   04.03.2013    Aaa      AAA   100.4   100.4   0.5   -79          1,000
KFW                   USD    3.25 FIXED      GOVT GUARANTEED   15.03.2013    Aaa      AAA   102.9   102.9   0.5    -7          4,000
KFW                   USD   5.125 FIXED      GOVT GUARANTEED   28.03.2013    Aaa      AAA   104.9   105.0   0.4    -4          1,000
KFW                   EUR   1.875 FIXED      GOVT GUARANTEED   16.05.2013    Aaa      AAA   101.9   101.9   0.3   -86          2,000
KFW                   USD     3.5 FIXED      GOVT GUARANTEED   16.05.2013    Aaa      AAA   103.6   103.6   0.5    -3          3,000
KFW                   USD     2.5 FIXED      GOVT GUARANTEED   28.05.2013    Aaa      AAA   102.4   102.5   0.5    -3          2,000
KFW                   EUR   5.125 FIXED      GOVT GUARANTEED   17.06.2013    Aaa      AAA   105.9   106.0   0.5   -56          1,000
KFW                   EUR    1.25 FIXED      GOVT GUARANTEED   17.06.2013    Aaa      AAA   101.1   101.2   0.4   -75          5,000
KFW                   EUR   3.875 FIXED      GOVT GUARANTEED   04.07.2013    Aaa      AAA   104.6   104.6   0.4   -73          5,000
KFW                   USD   1.375 FIXED      GOVT GUARANTEED   15.07.2013    Aaa      AAA   101.2   101.2   0.5    -5          5,000
KFW                   GBP      3 FIXED       GOVT GUARANTEED   09.09.2013    Aaa      AAA   103.1   103.1   1.0   -28          1,750
KFW                   EUR   4.375 FIXED      GOVT GUARANTEED   11.10.2013    Aaa      AAA   106.2   106.3   0.4   -69          5,000
KFW                   USD      4 FIXED       GOVT GUARANTEED   15.10.2013    Aaa      AAA   105.4   105.4   0.6    6           3,000
KFW                   USD   1.375 FIXED      GOVT GUARANTEED   13.01.2014    Aaa      AAA   101.4   101.4   0.6    2           5,000
KFW                   USD   0.747 FLOATING   GOVT GUARANTEED   17.01.2014    Aaa      AAA   100.0   100.2   0.6   14           1,250
KFW                   GBP    3.25 FIXED      GOVT GUARANTEED   24.02.2014    Aaa      AAA   104.6   104.6   0.9   -29          2,000
KFW                   EUR   3.125 FIXED      GOVT GUARANTEED   25.02.2014    Aaa      AAA   105.1   105.2   0.5   -61          5,000
KFW                   USD     3.5 FIXED      GOVT GUARANTEED   10.03.2014    Aaa      AAA   105.6   105.6   0.7    9           5,000
KFW   USD     1.5 FIXED      GOVT GUARANTEED   04.04.2014   Aaa   AAA   101.7   101.7   0.7   8          4,000
KFW   EUR   2.125 FIXED      GOVT GUARANTEED   11.04.2014   Aaa   AAA   103.3   103.3   0.5   -60        5,000
KFW   USD    4.75 FIXED      GOVT GUARANTEED   15.05.2014   Aaa   AAA   108.6   108.6   0.8   16         1,000
KFW   USD    2.25 FIXED      GOVT GUARANTEED   10.06.2014   Aaa   AAA   103.3   103.4   0.8   14         1,250
KFW   EUR    4.25 FIXED      GOVT GUARANTEED   04.07.2014   Aaa   AAA   108.3   108.4   0.6   -54        3,000
KFW   EUR    1.75 FIXED      GOVT GUARANTEED   04.08.2014   Aaa   AAA   102.6   102.7   0.6   -53        2,000
KFW   USD   0.671 FLOATING   GOVT GUARANTEED   05.08.2014   Aaa   AAA   99.8    100.9   0.3   0          1,500
KFW   USD   4.125 FIXED      GOVT GUARANTEED   15.10.2014   Aaa   AAA   108.4   108.6   0.8   17         2,000
KFW   USD    2.75 FIXED      GOVT GUARANTEED   21.10.2014   Aaa   AAA   105.0   105.0   0.8   14         3,000
KFW   USD      5 FIXED       GOVT GUARANTEED   31.10.2014   Aaa   AAA   110.7   110.9   0.8   20         1,250
KFW   GBP   3.125 FIXED      GOVT GUARANTEED   08.12.2014   Aaa   AAA   105.2   105.3   1.2   -8         1,625
KFW   USD      1 FIXED       GOVT GUARANTEED   12.01.2015   Aaa   AAA   100.5   100.5   0.8   11         4,500
KFW   USD   2.625 FIXED      GOVT GUARANTEED   03.03.2015   Aaa   AAA   105.1   105.1   0.9   17         3,000
KFW   EUR    2.25 FIXED      GOVT GUARANTEED   10.04.2015   Aaa   AAA   104.3   104.4   0.8   -40        5,000
KFW   EUR     3.5 FIXED      GOVT GUARANTEED   04.07.2015   Aaa   AAA   108.4   108.5   0.9   -38        4,000
KFW   USD   4.375 FIXED      GOVT GUARANTEED   21.07.2015   Aaa   AAA   111.0   111.2   1.0   23    59   1,000
KFW   USD   1.375 FIXED      GOVT GUARANTEED   04.08.2015   Aaa   AAA   101.2   101.3   1.0   19         2,000
KFW   GBP    2.75 FIXED      GOVT GUARANTEED   07.09.2015   Aaa   AAA   104.7   104.8   1.4   7          1,900
KFW   USD    1.25 FIXED      GOVT GUARANTEED   26.10.2015   Aaa   AAA   100.9   100.9   1.0   14         4,000
KFW   EUR   1.875 FIXED      GOVT GUARANTEED   16.11.2015   Aaa   AAA   103.0   103.1   1.0   -29        3,000
KFW   GBP     5.5 FIXED      GOVT GUARANTEED   07.12.2015   Aaa   AAA   114.6   114.8   1.5   15         2,050
KFW   EUR   1.111 FLOATING   GOVT GUARANTEED   01.02.2016   Aaa   AAA   100.1   100.2   0.9   -27        1,500
KFW   USD   2.625 FIXED      GOVT GUARANTEED   16.02.2016   Aaa   AAA   105.9   106.0   1.1   17         4,000
KFW   USD   5.125 FIXED      GOVT GUARANTEED   14.03.2016   Aaa   AAA   115.6   115.8   1.1   20         2,000
KFW   EUR   3.125 FIXED      GOVT GUARANTEED   08.04.2016   Aaa   AAA   107.8   107.9   1.1   -26        5,000
KFW   USD      2 FIXED       GOVT GUARANTEED   01.06.2016   Aaa   AAA   103.5   103.6   1.1   16         5,000
KFW   EUR   3.125 FIXED      GOVT GUARANTEED   04.07.2016   Aaa   AAA   107.9   108.1   1.2   -23        3,000
KFW   GBP    3.75 FIXED      GOVT GUARANTEED   07.09.2016   Aaa   AAA   109.0   109.2   1.7   21         1,475
KFW   EUR      2 FIXED       GOVT GUARANTEED   07.09.2016   Aaa   AAA   103.1   103.2   1.3   -20        5,000
KFW   USD    1.25 FIXED      GOVT GUARANTEED   05.10.2016   Aaa   AAA   100.3   100.4   1.2   10         3,000
KFW   USD   4.875 FIXED      GOVT GUARANTEED   17.01.2017   Aaa   AAA   116.5   116.7   1.3   23         3,000
KFW   EUR   1.158 FLOATING   GOVT GUARANTEED   26.01.2017   Aaa   AAA   100.0   100.1   1.0   -21        1,000
KFW   USD    1.25 FIXED      GOVT GUARANTEED   15.02.2017   Aaa   AAA   99.6    99.6    1.3   18         5,000
KFW   EUR   1.375 FIXED      GOVT GUARANTEED   21.02.2017   Aaa   AAA   99.6    99.7    1.4   -12        5,000
KFW   EUR   4.125 FIXED      GOVT GUARANTEED   04.07.2017   Aaa   AAA   113.0   113.2   1.5   -8         5,000
KFW   USD    2.75 FIXED      GOVT GUARANTEED   27.07.2017   Aaa   AAA   106.7   106.8   1.4   19         2,000
KFW   GBP   5.625 FIXED      GOVT GUARANTEED   25.08.2017   Aaa   AAA   119.7   120.1   1.8   16         1,200
KFW   EUR    2.25 FIXED      GOVT GUARANTEED   21.09.2017   Aaa   AAA   103.6   103.7   1.5   -12        5,000
KFW   USD   2.375 FIXED      GOVT GUARANTEED   22.12.2017   Aaa   AAA   104.1   104.2   1.6   28         1,000
KFW   EUR     5.5 FIXED      GOVT GUARANTEED   22.01.2018   Aaa   AAA   120.6   121.0   1.7   4          1,000
KFW   USD   4.375 FIXED      GOVT GUARANTEED   15.03.2018   Aaa   AAA   115.3   115.4   1.7   33         3,000
KFW   USD   3.125 FIXED      GOVT GUARANTEED   20.04.2018   Aaa   AAA   108.1   108.2   1.7   30         1,000
KFW   EUR   3.125 FIXED      GOVT GUARANTEED   15.06.2018   Aaa   AAA   107.9   108.0   1.7   -3         5,000
KFW   EUR   4.375 FIXED      GOVT GUARANTEED   04.07.2018   Aaa   AAA   115.2   115.5   1.8   -1         5,000
KFW   USD     4.5 FIXED      GOVT GUARANTEED   16.07.2018   Aaa   AAA   116.6   116.6   1.7   29         3,000
KFW                        EUR   3.875 FIXED      GOVT GUARANTEED   21.01.2019   Aaa    AAA   112.3   112.5   1.9   3           6,000
KFW                        USD   4.875 FIXED      GOVT GUARANTEED   17.06.2019   Aaa    AAA   119.3   119.6   2.0   39          3,000
KFW                        EUR   2.625 FIXED      GOVT GUARANTEED   16.08.2019   Aaa    AAA   103.9   104.1   2.0   5           2,000
KFW                        EUR   3.625 FIXED      GOVT GUARANTEED   20.01.2020   Aaa    AAA   110.7   111.0   2.1   8           5,000
KFW                        USD      4 FIXED       GOVT GUARANTEED   27.01.2020   Aaa    AAA   113.6   113.6   2.1   40          4,000
KFW                        USD    2.75 FIXED      GOVT GUARANTEED   08.09.2020   Aaa    AAA   103.6   103.6   2.3   43          4,000
KFW                        EUR   3.375 FIXED      GOVT GUARANTEED   18.01.2021   Aaa    AAA   108.8   109.1   2.2   8           6,000
KFW                        GBP    5.55 FIXED      GOVT GUARANTEED   07.06.2021   Aaa    AAA   122.9   123.4   2.7   47          2,523
KFW                        EUR     3.5 FIXED      GOVT GUARANTEED   04.07.2021   Aaa    AAA   109.8   110.1   2.3   9           5,000
KFW                        USD   2.375 FIXED      GOVT GUARANTEED   25.08.2021   Aaa    AAA   99.6    99.6    2.4   43          2,000
KFW                        USD   2.625 FIXED      GOVT GUARANTEED   25.01.2022   Aaa    AAA   100.0   100.0   2.6   58          3,000
KFW                        EUR   4.625 FIXED      GOVT GUARANTEED   04.01.2023   Aaa    AAA   119.6   119.9   2.5   19          3,000
KFW                        CHF     2.5 FIXED      GOVT GUARANTEED   25.08.2025   Aaa    AAA   113.0   114.5   1.4   11          1,075
KFW                        GBP      6 FIXED       GOVT GUARANTEED   07.12.2028   Aaa    AAA   134.5   135.1   3.2   47          3,035
KFW                        GBP    5.75 FIXED      GOVT GUARANTEED   07.06.2032   Aaa    AAA   132.4   133.3   3.5   56          1,500
KFW                        USD      0 ZERO COUPONGOVT GUARANTEED    18.04.2036   Aaa    AAA   41.9    42.5    3.6   75          2,000
KFW                        USD      0 ZERO COUPONGOVT GUARANTEED    29.06.2037   Aaa    AAA   40.0    40.7    3.6   73          2,000
KOMMUNALKREDIT AUSTRIA     EUR   3.125 FIXED      GOVT GUARANTEED   08.07.2013   Aaa    AA+   102.9   103.1   0.8   -26         1,000
LAND NORDRHEIN-WESTFALEN   EUR    1.75 FIXED      SR UNSECURED      15.02.2017   Aa1e   AA-   100.4   100.5   1.6   9           1,000
LANDBK HESSEN-THUERINGEN   EUR    4.25 FIXED      SR UNSECURED      05.03.2013   Aa1    AA    103.0   103.4   0.8   -16   176   1,000
LANDESBANK BERLIN AG       EUR   4.625 FIXED      SR UNSECURED      18.06.2014   Aa1                          1.6   43          1,500
LANDESBANK BERLIN AG       EUR   4.375 FIXED      SR UNSECURED      22.12.2015   Aa1          109.8   110.5   1.5   20          1,000
LANDWIRTSCH. RENTENBANK    USD    5.25 FIXED      GOVT GUARANTEED   02.07.2012   Aaa    AAA   101.6   101.7   0.3   -9          1,500
LANDWIRTSCH. RENTENBANK    USD   1.875 FIXED      GOVT GUARANTEED   24.09.2012   Aaa    AAA   100.8   100.8   0.4   -3          2,250
LANDWIRTSCH. RENTENBANK    USD   4.375 FIXED      GOVT GUARANTEED   15.01.2013   Aaa    AAA   103.3   103.4   0.5   -1          1,750
LANDWIRTSCH. RENTENBANK    USD      5 FIXED       GOVT GUARANTEED   15.02.2013   Aaa    AAA   104.2   104.3   0.5   2           1,275
LANDWIRTSCH. RENTENBANK    USD    3.25 FIXED      GOVT GUARANTEED   15.03.2013   Aaa    AAA   102.7   102.8   0.6   5           1,750
LANDWIRTSCH. RENTENBANK    EUR    3.75 FIXED      GOVT GUARANTEED   12.04.2013   Aaa    AAA   103.5   103.6   0.5   -65         1,000
LANDWIRTSCH. RENTENBANK    USD   4.125 FIXED      GOVT GUARANTEED   15.07.2013   Aaa    AAA   104.7   104.8   0.6   11          1,250
LANDWIRTSCH. RENTENBANK    USD   4.875 FIXED      GOVT GUARANTEED   10.01.2014   Aaa    AAA   107.6   107.6   0.8   17          1,850
LANDWIRTSCH. RENTENBANK    USD    2.25 FIXED      GOVT GUARANTEED   11.03.2014   Aaa    AAA   103.0   103.1   0.7   12          1,000
LANDWIRTSCH. RENTENBANK    EUR    3.25 FIXED      GOVT GUARANTEED   12.03.2014   Aaa    AAA   104.9   105.0   0.7   -39         1,500
LANDWIRTSCH. RENTENBANK    USD   0.712 FLOATING   GOVT GUARANTEED   19.10.2014   Aaa    AAA   99.8    100.0   0.7   21          1,550
LANDWIRTSCH. RENTENBANK    USD      4 FIXED       GOVT GUARANTEED   02.02.2015   Aaa    AAA   108.6   108.6   1.0   27          1,100
LANDWIRTSCH. RENTENBANK    EUR      2 FIXED       GOVT GUARANTEED   15.06.2015   Aaa    AAA   103.0   103.1   1.0   -22         1,000
LANDWIRTSCH. RENTENBANK    USD   3.125 FIXED      GOVT GUARANTEED   15.07.2015   Aaa    AAA   106.7   106.7   1.1   29          1,500
LANDWIRTSCH. RENTENBANK    USD   4.875 FIXED      GOVT GUARANTEED   16.11.2015   Aaa    AAA   113.4   113.4   1.2   31          1,000
LANDWIRTSCH. RENTENBANK    USD   3.125 FIXED      GOVT GUARANTEED   15.01.2016   Aaa    AAA   107.4   107.4   1.2   27          1,000
LANDWIRTSCH. RENTENBANK    EUR    3.75 FIXED      GOVT GUARANTEED   11.02.2016   Aaa    AAA   109.2   109.2   1.3   -3          1,000
LANDWIRTSCH. RENTENBANK    USD     2.5 FIXED      GOVT GUARANTEED   15.02.2016   Aaa    AAA   105.1   105.1   1.2   26          1,000
LANDWIRTSCH. RENTENBANK    USD   2.125 FIXED      GOVT GUARANTEED   15.07.2016   Aaa    AAA   103.5   103.5   1.3   28          1,500
LANDWIRTSCH. RENTENBANK    USD      5 FIXED       GOVT GUARANTEED   08.11.2016   Aaa    AAA   116.1   116.1   1.4   36          1,000
LANDWIRTSCH. RENTENBANK    USD   5.125 FIXED      GOVT GUARANTEED   01.02.2017   Aaa    AAA   117.2   117.3   1.5   35          1,250
LANDWIRTSCH. RENTENBANK    USD   2.375 FIXED      GOVT GUARANTEED   13.09.2017   Aaa    AAA   103.9   104.1   1.6   34          1,250
LANDWIRTSCH. RENTENBANK    EUR   4.375 FIXED      GOVT GUARANTEED   27.11.2017   Aaa    AAA   114.2   114.3   1.7   5           1,000
LANDWIRTSCH. RENTENBANK    EUR   3.125 FIXED      GOVT GUARANTEED    02.03.2018     Aaa      AAA    107.4   107.6   1.8   4           1,250
LANDWIRTSCH. RENTENBANK    USD   1.875 FIXED      GOVT GUARANTEED    17.09.2018     Aaa      AAA    100.2   100.3   1.8   33          1,500
LANDWIRTSCH. RENTENBANK    EUR   2.875 FIXED      GOVT GUARANTEED    30.08.2021     Aaa      AAA    104.1   104.3   2.4   14          1,250
LB SCHLESWIG-HOLSTEIN      EUR    4.25 FIXED      SR UNSECURED       11.03.2013     Aa1      NR                     1.5   47    284   1,500
L-BANK BW FOERDERBANK      USD      2 FIXED       LOCAL GOVT GUARN   01.10.2012     Aaa      AA+    100.8   100.9   0.5   6           1,000
L-BANK BW FOERDERBANK      EUR   4.125 FIXED      LOCAL GOVT GUARN   15.04.2013     Aaa      AA+    103.7   103.8   0.7   -41         1,500
L-BANK BW FOERDERBANK      EUR   0.997 FLOATING   LOCAL GOVT GUARN   30.08.2013     Aaa      AA+    100.2   100.3   0.8   -49         1,000
L-BANK BW FOERDERBANK      USD      1 FIXED       LOCAL GOVT GUARN   15.10.2013     Aaa      AA+    100.2   100.3   0.8   27          1,500
L-BANK BW FOERDERBANK      EUR    3.25 FIXED      LOCAL GOVT GUARN   29.01.2014     Aaa      AA+    104.2   104.4   0.9   -18         1,000
L-BANK BW FOERDERBANK      USD    1.75 FIXED      LOCAL GOVT GUARN   18.02.2014     Aaa      AA+    101.3   101.4   1.0   44          1,500
L-BANK BW FOERDERBANK      EUR   1.625 FIXED      LOCAL GOVT GUARN   25.08.2014     Aaa      AA+    101.4   101.5   1.0   -15         1,500
L-BANK BW FOERDERBANK      USD    2.75 FIXED      LOCAL GOVT GUARN   26.05.2015     Aaa      AA+    104.3   104.4   1.3   59          1,000
L-BANK BW FOERDERBANK      EUR   2.125 FIXED      LOCAL GOVT GUARN   04.08.2015     Aaa      AA+    103.0   103.3   1.1   -10         1,000
L-BANK BW FOERDERBANK      EUR     3.5 FIXED      LOCAL GOVT GUARN   04.07.2016     Aaa      AA+    108.4   108.6   1.4   2           1,500
L-BANK BW FOERDERBANK      USD    2.25 FIXED      LOCAL GOVT GUARN   15.07.2016     Aaa      AA+    102.3   102.5   1.7   67          1,250
LCR FINANCE PLC            GBP     4.5 FIXED      GOVT GUARANTEED    07.12.2028     Aaa      AAA    115.9   116.6   3.2   43          1,225
LCR FINANCE PLC            GBP     5.1 FIXED      GOVT GUARANTEED    07.03.2051     Aaa      AAA    130.2   130.5   3.7   63          1,100
LEASEPLAN CORPORATION NV   EUR    3.25 FIXED      GOVT LIQUID GTD    22.05.2014     Aaa      AAA    104.9   105.0   1.0   -17         1,500
LLOYDS TSB BANK PLC        EUR    3.25 FIXED      SR UNSECURED       26.11.2012    A1 /*-     A     101.0   101.1   1.7   52    268   1,500
LLOYDS TSB BANK PLC        EUR   2.722 FLOATING   SR UNSECURED       18.01.2013    A1 /*-     A     100.7   100.7   1.8   36    268   1,500
LLOYDS TSB BANK PLC        EUR   2.604 FLOATING   SR UNSECURED       25.03.2013    A1 /*-     A     100.3   100.4   1.9   55    268   1,250
LLOYDS TSB BANK PLC        USD   2.911 FLOATING   BANK GUARANTEED    24.01.2014    A1 /*-     A     99.3    99.6    3.1   268   268   2,000
LLOYDS TSB BANK PLC        EUR     4.5 FIXED      SR UNSECURED       15.09.2014    A1 /*-     A     102.4   102.4   3.5   232   268   1,500
LLOYDS TSB BANK PLC        USD   4.375 FIXED      BANK GUARANTEED    12.01.2015    A1 /*-     A     102.0   102.3   3.5   288   268   2,250
LLOYDS TSB BANK PLC        EUR    3.75 FIXED      SR UNSECURED       07.09.2015    A1 /*-     A     99.6    99.7    3.8   256   268   1,250
LLOYDS TSB BANK PLC        USD   4.875 FIXED      BANK GUARANTEED    21.01.2016    A1 /*-     A     102.9   103.1   4.0   313   268   2,250
LLOYDS TSB BANK PLC        EUR   6.375 FIXED      SR UNSECURED       17.06.2016    A1 /*-     A     107.7   107.9   4.3   291   268   2,000
LLOYDS TSB BANK PLC        EUR   4.625 FIXED      SR UNSECURED       02.02.2017    A1 /*-     A     100.0   100.0   4.6   308   268   1,500
LLOYDS TSB BANK PLC        EUR   5.375 FIXED      SR UNSECURED       03.09.2019    A1 /*-     A     102.3   102.6   4.9   301   268   1,500
LLOYDS TSB BANK PLC        USD     5.8 FIXED      BANK GUARANTEED    13.01.2020    A1 /*-     A     101.5   102.4   5.4   381   268   2,750
LLOYDS TSB BANK PLC        USD   6.375 FIXED      BANK GUARANTEED    21.01.2021    A1 /*-     A     106.1   106.1   5.5   369   268   2,500
LLOYDS TSB BANK PLC        GBP     6.5 FIXED      SR UNSECURED       17.09.2040    A1 /*-     A     95.7    96.9    6.8   390   268   1,000
MACQUARIE BANK LTD         USD     4.1 FIXED      GOVT LIQUID GTD    17.12.2013     Aaa      AAA    105.6   106.2   0.6   20    257   2,100
MACQUARIE GROUP LTD        USD     7.3 FIXED      SR UNSECURED       01.08.2014    A2 /*-    BBB    105.9   106.3   4.5   395         1,000
MACQUARIE GROUP LTD        USD      6 FIXED       SR UNSECURED       14.01.2020    A2 /*-    BBB    98.2    99.1    6.1   454         1,000
MEDIOBANCA                 EUR   4.875 FIXED      SENIOR NOTES       20.12.2012              BBB+   101.9   101.9   2.4   120   311   1,000
MERRILL LYNCH & CO         USD    5.45 FIXED      SR UNSECURED       05.02.2013   Baa1 /*-    A-    101.4   103.0   2.2   252   306   2,250
MERRILL LYNCH & CO         USD    6.15 FIXED      SR UNSECURED       25.04.2013   Baa1 /*-    A-    102.5   104.3   2.4   260   306   1,500
MERRILL LYNCH & CO         EUR    6.75 FIXED      SR UNSECURED       21.05.2013   Baa1 /*-    A-    103.8   103.9   3.4   232   306   1,500
MERRILL LYNCH & CO         EUR   1.361 FLOATING   SR UNSUB           09.08.2013   Baa1 /*-    A-    96.4    96.5    3.7   246   306   1,000
MERRILL LYNCH & CO         EUR   4.625 FIXED      SR UNSECURED       02.10.2013   Baa1 /*-    A-    101.4   101.6   3.6   248   306   1,600
MERRILL LYNCH & CO         EUR    4.45 FIXED      SR UNSECURED       31.01.2014   Baa1 /*-    A-    101.2   101.3   3.7   262   306   1,000
MERRILL LYNCH & CO         EUR   1.398 FLOATING   SR UNSECURED       31.01.2014   Baa1 /*-    A-    94.3    94.4    4.3   302   306   2,242
MERRILL LYNCH & CO         EUR   4.875 FIXED      SR UNSECURED       30.05.2014   Baa1 /*-    A-    102.1   102.2   3.8   270   306   1,375
MERRILL LYNCH & CO         EUR   1.306 FLOATING   SR UNSECURED       30.05.2014   Baa1 /*-    A-    93.3    93.4    4.3   309   306   2,240
MERRILL LYNCH & CO       EUR   1.645 FLOATING   SR UNSECURED      22.07.2014   Baa1 /*-   A-    93.2    93.4    4.3   312   306   2,200
MERRILL LYNCH & CO       USD      5 FIXED       SR UNSECURED      15.01.2015   Baa1 /*-   A-    102.6   103.3   3.8   321   306   1,850
MERRILL LYNCH & CO       USD     6.4 FIXED      SR UNSECURED      28.08.2017   Baa1 /*-   A-    105.3   106.1   5.1   397   306   2,750
MERRILL LYNCH & CO       USD   6.875 FIXED      SR UNSECURED      15.11.2018   Baa1 /*-   A-    106.9   108.7   5.3   401   306   1,061
METLIFE INC              USD   2.375 FIXED      SR UNSECURED      06.02.2014     A3       A-    102.4   103.3   0.7   28    235   1,000
METLIFE INC              USD      5 FIXED       SR UNSECURED      15.06.2015     A3       A-    110.0   111.5   1.4   85    235   1,000
METLIFE INC              USD   7.717 FIXED      SR UNSECURED      15.02.2019     A3       A-    126.6   128.4   3.1   175   235   1,035
METLIFE INC              USD    4.75 FIXED      SR UNSECURED      08.02.2021     A3       A-    109.6   110.9   3.3   155   235   1,000
METLIFE INC              USD     5.7 FIXED      SR UNSECURED      15.06.2035     A3       A-    115.3   119.6   4.3   190   235   1,000
MONTE DEI PASCHI SIENA   EUR   2.463 FLOATING   SR UNSECURED      19.10.2012   Baa1 /*-   BBB   99.6    99.7    2.8   148   416   1,000
MONTE DEI PASCHI SIENA   EUR      5 FIXED       SR UNSECURED      25.10.2012   Baa1 /*-   BBB   101.1   101.3   3.0   187   416   1,500
MONTE DEI PASCHI SIENA   EUR   1.568 FLOATING   SR UNSECURED      22.03.2013   Baa1 /*-   BBB   97.2    97.3    3.7   244   416   1,000
MONTE DEI PASCHI SIENA   EUR   4.125 FIXED      SR UNSECURED      11.11.2013   Baa1 /*-   BBB   99.3    99.4    4.5   340   416   1,750
MONTE DEI PASCHI SIENA   EUR    4.75 FIXED      SR UNSECURED      30.04.2014   Baa1 /*-   BBB   100.3   100.5   4.5   340   416   1,000
MONTE DEI PASCHI SIENA   EUR   1.211 FLOATING   SR UNSECURED      09.05.2014   Baa1 /*-   BBB   93.3    93.5    4.2   296   416   1,000
MORGAN STANLEY           USD    1.95 FIXED      FDIC GUARANTEED   20.06.2012     Aaa      AA+   100.6   100.6   0.1   -36   342   2,895
MORGAN STANLEY           EUR   1.504 FLOATING   SR UNSECURED      20.07.2012    A2 /*-    A-    99.8    99.9    1.8   48    342   1,431
MORGAN STANLEY           USD     5.3 FIXED      SR UNSECURED      01.03.2013    A2 /*-    A-    102.6   103.4   1.8   171   342   2,305
MORGAN STANLEY           EUR   1.327 FLOATING   SR UNSECURED      01.03.2013    A2 /*-    A-    98.2    98.2    3.1   175   342   2,752
MORGAN STANLEY           USD   3.006 FLOATING   SR UNSECURED      14.05.2013    A2 /*-    A-                    2.5   244   342   1,713
MORGAN STANLEY           EUR   1.306 FLOATING   SR UNSECURED      29.11.2013    A2 /*-    A-    95.7    95.9    3.7   244   342   1,921
MORGAN STANLEY           USD   0.883 FLOATING   SR UNSECURED      09.01.2014    A2 /*-    A-    93.6    94.6    3.8   356   342   1,630
MORGAN STANLEY           EUR   1.525 FLOATING   SR UNSECURED      02.05.2014    A2 /*-    A-    94.0    94.0    4.3   302   342   1,624
MORGAN STANLEY           USD      6 FIXED       SR UNSECURED      13.05.2014    A2 /*-    A-    104.0   105.7   3.3   306   342   2,285
MORGAN STANLEY           EUR     4.5 FIXED      SENIOR NOTES      29.10.2014    A2 /*-    A-    101.6   101.9   3.7   261   342   1,500
MORGAN STANLEY           USD     4.2 FIXED      SR UNSECURED      20.11.2014    A2 /*-    A-    100.9   102.3   3.3   290   342   1,852
MORGAN STANLEY           USD     4.1 FIXED      SR UNSECURED      26.01.2015    A2 /*-    A-    100.2   100.8   3.8   322   342   1,958
MORGAN STANLEY           USD      6 FIXED       SR UNSECURED      28.04.2015    A2 /*-    A-    105.0   105.7   4.0   343   342   2,549
MORGAN STANLEY           USD      4 FIXED       SR UNSECURED      24.07.2015    A2 /*-    A-    99.6    100.4   3.9   321   342   1,194
MORGAN STANLEY           USD   5.375 FIXED      SR UNSECURED      15.10.2015    A2 /*-    A-    103.5   104.6   4.0   332   342   2,112
MORGAN STANLEY           USD   1.047 FLOATING   SR UNSECURED      15.10.2015    A2 /*-    A-    86.2    91.0    3.6   388   342   2,249
MORGAN STANLEY           EUR      4 FIXED       SR UNSECURED      17.11.2015    A2 /*-    A-    98.7    98.8    4.3   304   342   1,248
MORGAN STANLEY           EUR     4.5 FIXED      SENIOR NOTES      23.02.2016    A2 /*-    A-    97.8    98.0    5.1   374   342   1,500
MORGAN STANLEY           EUR   1.657 FLOATING   SR UNSECURED      13.04.2016    A2 /*-    A-    87.1    87.3    4.8   359   342   2,250
MORGAN STANLEY           USD     3.8 FIXED      SR UNSECURED      29.04.2016    A2 /*-    A-    97.0    97.2    4.5   362   342   2,500
MORGAN STANLEY           EUR   4.375 FIXED      SR UNSECURED      12.10.2016    A2 /*-    A-    96.9    97.1    5.1   362   342   1,242
MORGAN STANLEY           USD    5.75 FIXED      SR UNSECURED      18.10.2016    A2 /*-    A-    104.0   106.0   4.3   348   342   1,381
MORGAN STANLEY           USD    5.45 FIXED      SR UNSECURED      09.01.2017    A2 /*-    A-    102.1   103.3   4.7   372   342   2,326
MORGAN STANLEY           EUR   1.651 FLOATING   SR UNSECURED      16.01.2017    A2 /*-    A-    84.9    85.1    4.8   367   342   1,610
MORGAN STANLEY           USD    5.55 FIXED      SR UNSECURED      27.04.2017    A2 /*-    A-    101.7   103.4   4.8   382   342   1,520
MORGAN STANLEY           USD    6.25 FIXED      SR UNSECURED      28.08.2017    A2 /*-    A-    104.4   106.2   4.9   389   342   1,330
MORGAN STANLEY           EUR     5.5 FIXED      SR UNSECURED      02.10.2017    A2 /*-    A-    100.1   100.3   5.4   379   342   1,177
MORGAN STANLEY           USD    5.95 FIXED      SR UNSECURED      28.12.2017    A2 /*-    A-    103.4   104.8   5.0   382   342   2,008
MORGAN STANLEY           USD   6.625 FIXED      SR UNSECURED      01.04.2018    A2 /*-    A-    105.1   106.1   5.4   417   342   3,563
MORGAN STANLEY           USD     7.3 FIXED      SR UNSECURED      13.05.2019    A2 /*-    A-    107.2   109.0   5.7   435   342   2,731
MORGAN STANLEY            USD   5.625 FIXED      SR UNSECURED      23.09.2019   A2 /*-   A-    99.0    100.0   5.6   407   342   2,966
MORGAN STANLEY            USD     5.5 FIXED      SR UNSECURED      26.01.2020   A2 /*-   A-    97.9    98.9    5.7   406   342   2,000
MORGAN STANLEY            USD     5.5 FIXED      SR UNSECURED      24.07.2020   A2 /*-   A-    97.8    98.6    5.7   401   342   1,890
MORGAN STANLEY            EUR   5.375 FIXED      SENIOR NOTES      10.08.2020   A2 /*-   A-    96.1    96.6    5.9   386   342   1,500
MORGAN STANLEY            USD    7.25 FIXED      SR UNSECURED      01.04.2032   A2 /*-   A-                    5.9   378   342   1,000
NATIONAL AUSTRALIA BANK   USD     2.5 FIXED      SR UNSECURED      08.01.2013    Aa2     AA-   101.1   101.3   0.9   58    146   1,250
NATIONAL AUSTRALIA BANK   EUR   4.875 FIXED      SR UNSECURED      21.01.2013    Aa2     AA-   103.1   103.2   1.3   8     146   1,000
NATIONAL AUSTRALIA BANK   USD    5.35 FIXED      SENIOR NOTES      12.06.2013    Aa2     AA-                   1.3   94    146   2,000
NATIONAL AUSTRALIA BANK   EUR   1.665 FLOATING   NOTES             22.10.2013    Aa2     AA-   100.1   100.2   1.4   11    146   1,000
NATIONAL AUSTRALIA BANK   USD   1.301 FLOATING   SR UNSECURED      11.04.2014    Aa2     AA-                   1.4   99    146   1,600
NATIONAL AUSTRALIA BANK   USD   3.375 FIXED      GOVT LIQUID GTD   08.07.2014    Aaa     AAA   105.5   106.0   0.8   25    146   1,000
NATIONAL AUSTRALIA BANK   USD   1.083 FLOATING   GOVT LIQUID GTD   08.07.2014    Aaa     AAA   100.7   101.0   0.6   16    146   1,750
NATIONAL AUSTRALIA BANK   USD   1.507 FLOATING   BANK GUARANTEED   25.07.2014    Aa2     AA-   99.3    100.2   1.4   108   146   1,850
NATIONAL AUSTRALIA BANK   EUR     3.5 FIXED      SR UNSECURED      23.01.2015    Aa2     AA-   103.9   104.0   2.1   85    146   2,000
NATIONAL AUSTRALIA BANK   USD    3.75 FIXED      BONDS             02.03.2015    Aa2     AA-   104.7   104.9   2.1   138   146   1,250
NATIONAL AUSTRALIA BANK   EUR     5.5 FIXED      SR UNSECURED      20.05.2015    Aa2     AA-   109.9   109.9   2.3   103   146   1,250
NATIONAL AUSTRALIA BANK   USD    2.75 FIXED      SR UNSECURED      28.09.2015    Aa2     AA-   101.9   102.2   2.1   131   146   1,000
NATIONAL AUSTRALIA BANK   EUR    4.75 FIXED      SR UNSECURED      15.07.2016    Aa2     AA-   108.4   108.4   2.7   124   146   1,000
NATIONAL AUSTRALIA BANK   USD      3 FIXED       SR UNSECURED      27.07.2016    Aa2     AA-   101.7   101.9   2.5   154   146   1,550
NATIONAL AUSTRALIA BANK   EUR      4 FIXED       NOTES             13.07.2020    Aa2     AA-   103.2   103.3   3.5   145   146   1,250
NATIONAL AUSTRALIA BANK   USD   4.375 FIXED      SENIOR NOTES      10.12.2020    Aa2     AA-   104.6   105.1   3.7   188   146   1,000
NCG BANCO SA              EUR      3 FIXED       GOVT LIQUID GTD   03.11.2014    A3            98.4    99.0    3.3   223         1,125
NEDER WATERSCHAPSBANK     USD   5.375 FIXED      SR UNSECURED      04.09.2012    Aaa     AAA   102.3   102.5   0.5   19          1,150
NEDER WATERSCHAPSBANK     USD      2 FIXED       SR UNSECURED      20.10.2012    Aaa     AAA   100.8   100.9   0.5   13          1,100
NEDER WATERSCHAPSBANK     EUR      4 FIXED       SR UNSECURED      12.03.2013    Aaa     AAA   103.1   103.3   0.8   -33         1,050
NEDER WATERSCHAPSBANK     EUR    4.25 FIXED      SR UNSECURED      21.11.2013    Aaa     AAA   105.7   105.9   0.8   -29         1,500
NEDER WATERSCHAPSBANK     USD   1.375 FIXED      SR UNSECURED      16.05.2014    Aaa     AAA   100.4   100.5   1.1   54          2,000
NEDER WATERSCHAPSBANK     EUR    4.25 FIXED      SR UNSECURED      16.09.2014    Aaa     AAA   107.5   107.7   1.2   1           1,000
NEDER WATERSCHAPSBANK     USD    1.25 FIXED      SR UNSECURED      20.10.2014    Aaa     AAA   99.8    100.1   1.2   59          1,000
NEDER WATERSCHAPSBANK     USD      3 FIXED       SR UNSECURED      17.03.2015    Aaa     AAA   103.8   103.9   1.7   96          1,650
NEDER WATERSCHAPSBANK     USD   0.773 FLOATING   SR UNSECURED      23.05.2015    Aaa     AAA   98.5    99.6    0.9   58          1,000
NEDER WATERSCHAPSBANK     EUR   2.375 FIXED      SR UNSECURED      04.06.2015    Aaa     AAA   103.0   103.2   1.4   12          2,000
NEDER WATERSCHAPSBANK     USD      2 FIXED       SR UNSECURED      09.09.2015    Aaa     AAA   100.7   100.9   1.7   93          1,400
NEDER WATERSCHAPSBANK     EUR   3.375 FIXED      SR UNSECURED      19.01.2016    Aaa     AAA   106.2   106.4   1.7   32          1,000
NEDER WATERSCHAPSBANK     USD   2.125 FIXED      SR UNSECURED      16.06.2016    Aaa     AAA   100.3   100.5   2.0   104         1,000
NEDER WATERSCHAPSBANK     EUR      3 FIXED       SR UNSECURED      12.07.2016    Aaa     AAA   104.9   105.1   1.8   35          1,000
NEDER WATERSCHAPSBANK     EUR   4.125 FIXED      SR UNSECURED      23.01.2017    Aaa     AAA   109.8   110.1   2.0   44          1,000
NEDER WATERSCHAPSBANK     EUR   3.375 FIXED      SR UNSECURED      01.02.2017    Aaa     AAA   106.3   106.5   2.0   44          1,000
NEDER WATERSCHAPSBANK     EUR   4.375 FIXED      SR UNSECURED      22.01.2018    Aaa     AAA   111.8   112.1   2.2   46          1,000
NEDER WATERSCHAPSBANK     EUR   3.875 FIXED      SR UNSECURED      17.02.2020    Aaa     AAA   109.0   109.3   2.6   54          1,425
NEDER WATERSCHAPSBANK     EUR     3.5 FIXED      SR UNSECURED      14.01.2021    Aaa     AAA   105.8   106.2   2.7   57          1,000
NETWORK RAIL INFRA FIN    USD    1.75 FIXED      GOVT GUARANTEED   18.03.2013    Aaa     AAA   101.2   101.3   0.5   -1          1,000
NETWORK RAIL INFRA FIN    USD     3.5 FIXED      GOVT GUARANTEED   17.06.2013    Aaa     AAA   103.7   103.8   0.6   3           1,250
NETWORK RAIL INFRA FIN    USD     1.5 FIXED      GOVT GUARANTEED   13.01.2014    Aaa     AAA   101.4   101.5   0.7   12          1,750
NETWORK RAIL INFRA FIN    GBP     2.5 FIXED      GOVT GUARANTEED   07.03.2014    Aaa     AAA   103.4   103.5   0.8   -46         1,000
NETWORK RAIL INFRA FIN     GBP   4.875 FIXED      GOVT GUARANTEED    27.11.2015     Aaa      AAA    114.2   114.3   1.0    -39         1,000
NETWORK RAIL INFRA FIN     USD    1.25 FIXED      GOVT GUARANTEED    31.08.2016     Aaa      AAA    100.0   100.1   1.2    19          1,000
NETWORK RAIL INFRA FIN     GBP   4.625 FIXED      GOVT GUARANTEED    21.07.2020     Aaa      AAA    117.2   117.5   2.3    22          1,000
NETWORK RAIL INFRA FIN     GBP    1.75 FIXED      GOVT GUARANTEED    22.11.2027     Aaa      AAA    126.3   126.7   0.1    49          3,070
NETWORK RAIL INFRA FIN     GBP    4.75 FIXED      GOVT GUARANTEED    29.11.2035     Aaa      AAA    118.5   119.0   3.6    56          1,250
NETWORK RAIL INFRA FIN     GBP   1.375 FIXED      GOVT GUARANTEED    22.11.2037     Aaa      AAA    128.4   128.4   0.2    50          3,575
NETWORK RAIL INFRA FIN     GBP   1.125 FIXED      GOVT GUARANTEED    22.11.2047     Aaa      AAA    130.2   130.2   0.2    48          3,140
NIBC BANK NV               EUR     3.5 FIXED      GOVT LIQUID GTD    07.04.2014     Aaa             105.2   105.3   1.0    -18   294   1,500
NIBC BANK NV               USD   0.909 FLOATING   GOVT LIQUID GTD    02.12.2014     Aaa      AAA    99.1    100.1   0.8    52    294   1,000
NIBC BANK NV               USD     2.8 FIXED      GOVT LIQUID GTD    02.12.2014     Aaa      AAA    103.7   104.7   1.1    56    294   2,000
NOMURA EUROPE FINANCE NV   EUR   5.125 FIXED      COMPANY GUARNT     09.12.2014              BBB+   103.8   104.0   3.6    241   272   1,250
NOMURA HOLDINGS INC        USD      5 FIXED       SR UNSECURED       04.03.2015   Baa2 /*-   BBB+   102.6   104.8   3.3    296   272   1,500
NOMURA HOLDINGS INC        USD     6.7 FIXED      SR UNSECURED       04.03.2020   Baa2 /*-   BBB+   106.6   109.9   5.2    373   272   1,500
NORD/LB G-MTN SA           EUR   2.875 FIXED      LOCAL GOVT GUARN   22.05.2013     Aa1             102.2   102.2   1.0    -12   207   1,500
NORD/LB G-MTN SA           EUR     3.5 FIXED      LOCAL GOVT GUARN   18.02.2014     Aa1             104.2   104.5   1.2    11    207   2,000
NORDDEUTSCHE LANDESBANK    EUR     4.5 FIXED      SR UNSECURED       23.04.2013     Aa1                             1.3    26    207   1,000
NORDDEUTSCHE LANDESBANK    EUR    4.25 FIXED      SR UNSECURED       06.01.2014     Aa1             105.2   106.1   0.9    1     207   1,000
NORDDEUTSCHE LANDESBANK    EUR     4.5 FIXED      SR UNSECURED       04.07.2014     Aa1                             1.4    36    207   1,000
NORDDEUTSCHE LANDESBANK    EUR   1.345 FLOATING   SR UNSECURED       22.10.2015     Aa1             99.5    99.7    1.2    4     207   1,250
NORDEA BANK AB             EUR      3 FIXED       SR UNSECURED       06.08.2012   Aa2 /*-    AA-    100.9   100.9   0.9    -35   127   2,000
NORDEA BANK AB             EUR    1.47 FLOATING   SR UNSECURED       11.02.2013   Aa2 /*-    AA-    100.3   100.3   1.1    -27   127   2,000
NORDEA BANK AB             EUR   2.119 FLOATING   SR UNSECURED       17.06.2013   Aa2 /*-    AA-    100.6   100.7   1.2    -11   127   1,000
NORDEA BANK AB             EUR   2.238 FLOATING   SR UNSECURED       10.01.2014   Aa2 /*-    AA-    101.0   101.0   1.4    12    127   1,000
NORDEA BANK AB             USD   1.467 FLOATING   SR UNSECURED       14.01.2014   Aa2 /*-    AA-    99.2    99.4    1.7    129   127   1,000
NORDEA BANK AB             EUR     4.5 FIXED      SR UNSECURED       12.05.2014   Aa2 /*-    AA-    106.2   106.3   1.6    43    127   2,000
NORDEA BANK AB             USD     3.7 FIXED      NOTES              13.11.2014   Aa2 /*-    AA-    102.0   104.2   2.1    183   127   1,500
NORDEA BANK AB             EUR    2.75 FIXED      SR UNSECURED       11.08.2015   Aa2 /*-    AA-    102.8   103.0   1.8    59    127   1,250
NORDEA BANK AB             EUR   3.625 FIXED      SR UNSECURED       11.02.2016   Aa2 /*-    AA-    104.6   104.8   2.3    99    127   1,000
NORDEA BANK AB             EUR    3.75 FIXED      SR UNSECURED       24.02.2017   Aa2 /*-    AA-    105.3   105.5   2.6    101   127   1,500
NORDEA BANK AB             EUR      4 FIXED       SR UNSECURED       11.07.2019   Aa2 /*-    AA-    104.9   104.9   3.2    128   127   1,250
NORDEA BANK AB             EUR      4 FIXED       SR UNSECURED       29.06.2020   Aa2 /*-    AA-    104.5   104.7   3.3    127   127   1,250
NORDEA BANK AB             USD   4.875 FIXED      SR UNSECURED       14.01.2021   Aa2 /*-    AA-    104.9   107.1   3.9    221   127   1,000
NOVA LJUBLJANSKA BANKA D   EUR    3.25 FIXED      GOVT GUARANTEED    23.07.2012     A2              100.6   101.4   -0.3   -56         1,204
NRW.BANK                   EUR    4.25 FIXED      LOCAL GOVT GUARN   14.05.2013     Aa1      AA-    104.0   104.2   0.7    -36         1,500
NRW.BANK                   EUR     1.5 FIXED      LOCAL GOVT GUARN   06.08.2013     Aa1      AA-    100.5   100.8   0.7    -34         1,000
NRW.BANK                   USD   1.375 FIXED      LOCAL GOVT GUARN   26.08.2013     Aa1      AA-    100.6   100.7   0.9    38          1,000
NRW.BANK                   USD   1.625 FIXED      LOCAL GOVT GUARN   17.01.2014     Aa1      AA-    100.9   101.1   1.0    48          1,000
NRW.BANK                   EUR   3.375 FIXED      LOCAL GOVT GUARN   18.03.2014     Aa1      AA-    104.4   104.7   1.0    -8          2,000
NRW.BANK                   EUR   2.125 FIXED      LOCAL GOVT GUARN   22.04.2014     NR       AA-    101.9   102.2   1.1    3           1,000
NRW.BANK                   EUR   2.625 FIXED      LOCAL GOVT GUARN   25.04.2014     Aa1      AA-    103.0   103.3   1.1    2           1,500
NRW.BANK                   EUR   2.375 FIXED      LOCAL GOVT GUARN   04.08.2014     Aa1      AA-    102.7   102.9   1.1    1           1,000
NRW.BANK                   EUR    4.25 FIXED      LOCAL GOVT GUARN   27.11.2014     Aa1      AA-    108.0   108.2   1.2    3           1,000
NRW.BANK                   EUR     2.5 FIXED      LOCAL GOVT GUARN   02.03.2015     Aa1      AA-    103.4   103.7   1.3    7           1,000
NRW.BANK                   EUR   1.125 FIXED      LOCAL GOVT GUARN   08.07.2015     Aa1      AA-    99.4    99.6    1.3    1           1,750
NRW.BANK                   EUR   1.316 FLOATING   LOCAL GOVT GUARN   09.11.2015    Aa1e                             1.3    12          1,000
NRW.BANK                  EUR      3 FIXED       LOCAL GOVT GUARN   17.05.2016    Aa1      AA-   105.9   106.1   1.5    10           1,000
NRW.BANK                  EUR     4.5 FIXED      LOCAL GOVT GUARN   29.05.2017    Aa1      AA-   113.3   113.6   1.8    19           1,000
NRW.BANK                  EUR    4.25 FIXED      LOCAL GOVT GUARN   29.04.2019    Aa1      AA-   113.5   113.7   2.2    25           1,000
NRW.BANK                  EUR   3.875 FIXED      LOCAL GOVT GUARN   27.01.2020    Aa1      AA-   110.9   111.3   2.3    28           1,250
NYSE EURONEXT             EUR   5.375 FIXED      SR UNSECURED       30.06.2015     A3      A+    107.2   107.7   2.9    171          1,000
OEKB OEST. KONTROLLBANK   USD    4.75 FIXED      GOVT GUARANTEED    16.10.2012    Aaa      AA+   102.5   102.6   0.6    20           1,750
OEKB OEST. KONTROLLBANK   CHF     2.5 FIXED      GOVT GUARANTEED    18.10.2012    Aaa      AA+   101.3   101.7   0.0     0           1,050
OEKB OEST. KONTROLLBANK   USD    1.75 FIXED      GOVT GUARANTEED    11.03.2013    Aaa      AA+   100.9   100.9   0.9    35           1,250
OEKB OEST. KONTROLLBANK   USD   3.625 FIXED      GOVT GUARANTEED    17.06.2013    Aaa      AA+   103.4   103.4   1.0    45           1,000
OEKB OEST. KONTROLLBANK   EUR   3.625 FIXED      GOVT GUARANTEED    10.12.2013             AA+   104.5   104.6   1.0    -13          1,500
OEKB OEST. KONTROLLBANK   USD   1.375 FIXED      GOVT GUARANTEED    21.01.2014    Aaa      AA+   100.5   100.6   1.1    49           1,000
OEKB OEST. KONTROLLBANK   EUR     3.5 FIXED      GOVT GUARANTEED    28.04.2014    Aaa      AA+   105.0   105.0   1.1     -1          1,500
OEKB OEST. KONTROLLBANK   USD     4.5 FIXED      GOVT GUARANTEED    09.03.2015    Aaa      AA+   108.9   109.0   1.5    74           1,000
OEKB OEST. KONTROLLBANK   USD    1.75 FIXED      GOVT GUARANTEED    05.10.2015    Aaa      AA+   100.4   100.5   1.6    77           1,000
OEKB OEST. KONTROLLBANK   CHF      3 FIXED       GOVT GUARANTEED    23.10.2015    Aaa      AA+   107.8   108.7   0.6    49           1,050
OEKB OEST. KONTROLLBANK   USD   4.875 FIXED      GOVT GUARANTEED    16.02.2016    Aaa      AA+   112.1   112.3   1.7    77           1,000
OEKB OEST. KONTROLLBANK   USD      2 FIXED       GOVT GUARANTEED    03.06.2016    Aaa      AA+   100.7   100.9   1.8    81           1,250
OEKB OEST. KONTROLLBANK   EUR   3.875 FIXED      GOVT GUARANTEED    15.09.2016             AA+   108.3   108.7   1.9    42           1,500
OEKB OEST. KONTROLLBANK   USD      5 FIXED       GOVT GUARANTEED    25.04.2017    Aaa      AA+   114.2   114.6   2.0    88           1,000
OEKB OEST. KONTROLLBANK   CHF   2.875 FIXED      GOVT GUARANTEED    25.02.2030    Aaa      AA+   109.2   113.5   2.1    78           1,090
OESTERREICH VOLKSBANKEN   EUR    2.25 FIXED      GOVT LIQUID GTD    14.09.2012    Aaa      AA+   100.7   100.9   0.5    -61          1,000
OESTERREICH VOLKSBANKEN   EUR   3.375 FIXED      GOVT LIQUID GTD    18.03.2013    Aaa      AA+   102.6   102.8   0.7    -40          1,000
PIRAEUS BANK SA           EUR   13.11 FLOATING   GOVT GUARANTEED    07.05.2012                                   42.4   4255         1,500
PIRAEUS BANK SA           EUR    13.1 FLOATING   GOVT GUARANTEED    08.05.2012                                   22.6   2429         1,750
RABOBANK NEDERLAND        USD    2.65 FIXED      SR UNSECURED       17.08.2012   Aaa /*-   AA    100.8   100.9   0.7    30     118   1,500
RABOBANK NEDERLAND        USD      3 FIXED       SR UNSECURED       18.09.2012   Aaa /*-   AA    101.0   101.1   0.9    50     118   1,350
RABOBANK NEDERLAND        EUR   1.545 FLOATING   SR UNSECURED       14.01.2013   Aaa /*-   AA    100.1   100.2   1.2    -21    118   2,900
RABOBANK NEDERLAND        USD   3.375 FIXED      COMPANY GUARNT     19.02.2013   Aaa /*-   AA    102.0   102.1   1.2    73     118   1,000
RABOBANK NEDERLAND        EUR    4.25 FIXED      SR UNSECURED       25.04.2013   Aaa /*-   AA    103.3   103.4   1.3    11     118   1,050
RABOBANK NEDERLAND        EUR   1.869 FLOATING   SR UNSECURED       17.06.2013   Aaa /*-   AA    100.1   100.1   1.4     8     118   2,125
RABOBANK NEDERLAND        USD     2.5 FIXED      SR UNSECURED       12.12.2013   Aaa /*-   AA    101.5   101.7   1.5    98     118   1,000
RABOBANK NEDERLAND        USD    1.85 FIXED      COMPANY GUARNT     10.01.2014   Aaa /*-   AA    100.4   100.7   1.4    95     118   1,250
RABOBANK NEDERLAND        EUR   4.375 FIXED      SR UNSECURED       22.01.2014   Aaa /*-   AA    105.1   105.1   1.6    48     118   5,000
RABOBANK NEDERLAND        EUR    4.25 FIXED      SR UNSECURED       22.04.2014   Aaa /*-   AA    105.4   105.4   1.7    52     118   1,000
RABOBANK NEDERLAND        USD     4.2 FIXED      SR UNSECURED       13.05.2014   Aaa /*-   AA    104.8   105.1   1.8    126    118   2,000
RABOBANK NEDERLAND        EUR   1.391 FLOATING   SR UNSECURED       19.05.2014   Aaa /*-   AA    99.4    99.4    1.6    35     118   1,500
RABOBANK NEDERLAND        USD   1.875 FIXED      SENIOR NOTES       15.12.2014   Aaa /*-   AA    99.8    100.0   1.9    123    118   1,000
RABOBANK NEDERLAND        EUR      3 FIXED       SR UNSECURED       16.02.2015   Aaa /*-   AA    102.7   102.8   2.0    82     118   3,050
RABOBANK NEDERLAND        USD     3.2 FIXED      SR UNSECURED       11.03.2015   Aaa /*-   AA    102.9   103.3   2.1    142    118   1,500
RABOBANK NEDERLAND        GBP      4 FIXED       SR UNSECURED       10.09.2015   Aaa /*-   AA    105.4   105.5   2.4    104    118   1,400
RABOBANK NEDERLAND        USD   2.125 FIXED      COMPANY GUARNT     13.10.2015   Aaa /*-   AA    99.8    100.1   2.1    128    118   1,500
RABOBANK NEDERLAND        EUR   3.375 FIXED      SR UNSECURED       18.01.2016   Aaa /*-   AA    103.8   103.9   2.3    97     118   1,850
RABOBANK NEDERLAND        EUR   3.875 FIXED      SR UNSECURED       20.04.2016   Aaa /*-   AA    105.1   105.2   2.5    114    118   3,500
RABOBANK NEDERLAND        EUR   4.375 FIXED      SR UNSECURED       05.05.2016   Aaa /*-   AA    107.2   107.3   2.5    111    118   2,000
RABOBANK NEDERLAND        EUR    4.25 FIXED      SR UNSECURED       16.01.2017   Aaa /*-   AA    106.9   107.0   2.7    117    118   3,000
RABOBANK NEDERLAND         EUR   3.375 FIXED      SR UNSECURED      21.04.2017   Aaa /*-   AA    102.8   103.0   2.7   117   118   2,000
RABOBANK NEDERLAND         EUR    4.75 FIXED      SR UNSECURED      15.01.2018   Aaa /*-   AA    109.1   109.3   3.0   130   118   3,425
RABOBANK NEDERLAND         EUR     3.5 FIXED      UNSECURED         17.10.2018   Aaa /*-   AA    102.2   102.3   3.1   126   118   1,500
RABOBANK NEDERLAND         EUR   4.125 FIXED      SR UNSECURED      14.01.2020   Aaa /*-   AA    104.2   104.4   3.5   146   118   3,500
RABOBANK NEDERLAND         USD    4.75 FIXED      SR UNSECURED      15.01.2020   Aaa /*-   AA    104.9   105.4   3.9   228   118   1,750
RABOBANK NEDERLAND         EUR   6.875 FIXED      SR UNSECURED      19.03.2020                   96.8    97.1    7.4   539   118   1,250
RABOBANK NEDERLAND         USD     4.5 FIXED      COMPANY GUARNT    11.01.2021   Aaa /*-   AA    103.8   104.2   3.9   210   118   1,500
RABOBANK NEDERLAND         EUR   4.125 FIXED      SR UNSECURED      12.01.2021   Aaa /*-   AA    102.9   103.1   3.7   157   118   2,000
RABOBANK NEDERLAND         EUR   4.375 FIXED      SR UNSECURED      07.06.2021   Aaa /*-   AA    104.5   104.8   3.7   158   118   1,250
RABOBANK NEDERLAND         EUR      4 FIXED       SR UNSECURED      11.01.2022   Aaa /*-   AA    101.6   101.8   3.8   154   118   1,750
RABOBANK NEDERLAND         EUR    4.75 FIXED      SR UNSECURED      06.06.2022   Aaa /*-   AA    107.4   107.8   3.8   157   118   2,500
RABOBANK NEDERLAND         EUR   4.125 FIXED      SR UNSECURED      14.07.2025   Aaa /*-   AA    101.7   102.0   3.9   146   118   2,350
RABOBANK NEDERLAND         USD    5.25 FIXED      BANK GUARANTEED   24.05.2041   Aaa /*-   AA    104.0   107.5   4.8   223   118   1,500
RAIFFEISEN BANK INTL       EUR   2.369 FLOATING   SR UNSECURED      04.03.2013   A1 /*-     A    100.0   100.1   1.8   47          1,000
RAIFFEISEN BANK INTL       EUR   3.625 FIXED      SR UNSECURED      27.01.2014   A1 /*-     A    102.7   102.8   2.1   100         1,000
RAIFFEISEN BANK INTL       EUR   3.625 FIXED      GOVT LIQUID GTD   05.02.2014    Aaa      AA+   104.3   104.4   1.3   19          1,500
ROYAL BANK OF CANADA       USD   1.125 FIXED      SR UNSECURED      15.01.2014   Aa1 /*-   AA-   99.9    101.3   0.4   20          1,000
ROYAL BANK OF CANADA       USD   0.867 FLOATING   SR UNSECURED      17.04.2014   Aa1 /*-   AA-                   1.0   51          1,250
ROYAL BANK OF CANADA       USD     2.3 FIXED      SENIOR NOTES      20.07.2016   Aa1 /*-   AA-   101.3   102.7   1.7   81          1,250
ROYAL BK OF SCOTLAND NV    EUR    4.75 FIXED      SR UNSECURED      04.01.2014   A2 /*-     A    103.1   103.2   2.9   182   264   1,000
ROYAL BK OF SCOTLAND NV    EUR    4.25 FIXED      SR UNSECURED      11.05.2016   A2 /*-     A    101.1   101.5   3.8   249   264   1,000
ROYAL BK OF SCOTLAND PLC   GBP    3.09 FLOATING   SR UNSECURED      13.07.2012   A2 /*-     A    100.3   100.4   2.1   85    277   1,150
ROYAL BK OF SCOTLAND PLC   EUR   2.876 FLOATING   NOTES             17.09.2012   A2 /*-     A    100.5   100.5   1.5   10    277   1,250
ROYAL BK OF SCOTLAND PLC   EUR   2.191 FLOATING   SR UNSECURED      18.05.2013   A2 /*-     A    99.7    99.7    2.4   108   277   1,000
ROYAL BK OF SCOTLAND PLC   USD     3.4 FIXED      COMPANY GUARNT    23.08.2013   A2 /*-     A    100.7   102.0   2.0   191   277   1,500
ROYAL BK OF SCOTLAND PLC   EUR    5.75 FIXED      SR UNSECURED      21.05.2014   A2 /*-     A    105.1   105.2   3.3   213   277   1,500
ROYAL BK OF SCOTLAND PLC   USD   4.875 FIXED      COMPANY GUARNT    25.08.2014   A2 /*-     A    102.8   103.6   3.4   287   277   2,000
ROYAL BK OF SCOTLAND PLC   USD   4.875 FIXED      BANK GUARANTEED   16.03.2015   A2 /*-     A    103.2   104.1   3.5   287   277   2,000
ROYAL BK OF SCOTLAND PLC   EUR   4.875 FIXED      SR UNSECURED      15.07.2015   A2 /*-     A    103.2   103.4   3.8   253   277   1,250
ROYAL BK OF SCOTLAND PLC   USD    3.95 FIXED      BANK GUARANTEED   21.09.2015   A2 /*-     A    100.5   101.5   3.5   281   277   2,000
ROYAL BK OF SCOTLAND PLC   USD   4.375 FIXED      BANK GUARANTEED   16.03.2016   A2 /*-     A    101.6   102.4   3.7   291   277   1,500
ROYAL BK OF SCOTLAND PLC   EUR    4.75 FIXED      SR UNSECURED      18.05.2016   A2 /*-     A    101.5   101.7   4.3   291   277   1,000
ROYAL BK OF SCOTLAND PLC   EUR   4.875 FIXED      SR UNSECURED      20.01.2017   A2 /*-     A    100.3   100.7   4.7   321   277   2,000
ROYAL BK OF SCOTLAND PLC   EUR   5.375 FIXED      SR UNSECURED      30.09.2019   A2 /*-     A    99.7    100.0   5.4   343   277   2,000
ROYAL BK OF SCOTLAND PLC   EUR     5.5 FIXED      SR UNSECURED      23.03.2020   A2 /*-     A    100.0   100.2   5.5   346   277   1,000
ROYAL BK OF SCOTLAND PLC   USD   5.625 FIXED      COMPANY GUARNT    24.08.2020   A2 /*-     A    103.1   104.2   5.0   332   277   1,500
ROYAL BK OF SCOTLAND PLC   USD   6.125 FIXED      BANK GUARANTEED   11.01.2021   A2 /*-     A    107.0   108.6   4.9   320   277   1,500
ROYAL BK SCOTLND GRP PLC   EUR    5.25 FIXED      SR UNSECURED      15.05.2013   A3 /*-    A-    102.4   102.4   3.2   203   277   3,000
ROYAL BK SCOTLND GRP PLC   USD     6.4 FIXED      SR UNSECURED      21.10.2019   A3 /*-    A-    103.0   104.5   5.7   415   277   1,500
SANTANDER INTL DEBT SA     EUR   1.672 FLOATING   BANK GUARANTEED   18.01.2013   Aa3 /*-   A+    99.2    99.2    2.4   103   273   2,000
SANTANDER INTL DEBT SA     EUR    3.75 FIXED      BANK GUARANTEED   28.02.2013   Aa3 /*-   A+    100.9   100.9   2.9   166   273   2,000
SANTANDER INTL DEBT SA     EUR   2.663 FLOATING   BANK GUARANTEED   19.04.2013   Aa3 /*-   A+    99.5    99.5    3.0   161   273   1,500
SANTANDER INTL DEBT SA     EUR   2.875 FIXED      BANK GUARANTEED   20.09.2013   Aa3 /*-   A+    99.5    99.7    3.1   199   273   1,000
SANTANDER INTL DEBT SA     EUR    4.25 FIXED      BANK GUARANTEED   07.04.2014   Aa3 /*-   A+    101.4   101.5   3.5   238   273   1,000
SANTANDER INTL DEBT SA     EUR     3.5 FIXED      BANK GUARANTEED   12.08.2014   Aa3 /*-   A+    99.7    99.7    3.6   245   273   1,500
SANTANDER INTL DEBT SA     EUR     3.5 FIXED      BANK GUARANTEED   10.03.2015   Aa3 /*-   A+     98.8    98.9    3.9   268   273   1,000
SANTANDER INTL DEBT SA     EUR     4.5 FIXED      BANK GUARANTEED   18.05.2015   Aa3 /*-   A+     101.3   101.5   4.0   276   273   1,000
SANTANDER INTL DEBT SA     EUR   4.125 FIXED      BANK GUARANTEED   04.10.2017   Aa3 /*-   A+     98.8    98.9    4.4   269   273   1,000
SANTANDER UK PLC           EUR   1.517 FLOATING   SR UNSECURED      20.06.2012   A1 /*-    A+     99.9    99.9    1.6   33    262   1,000
SBAB BANK AB               EUR   1.681 FLOATING   SR UNSECURED      01.02.2013     A2      A+     100.4   100.4   1.2   -17         1,250
SID BANKA EXPORT AND DEV   EUR      3 FIXED       GOVT GUARANTEED   21.04.2015     A2                             5.5   460         1,100
SKANDINAVISKA ENSKILDA     EUR     5.5 FIXED      SR UNSECURED      06.05.2014   A1 /*-    A+     107.8   107.8   1.8   66    164   1,000
SLM CORP                   USD    6.25 FIXED      SENIOR NOTES      25.01.2016    Ba1      BBB-                   5.0   456   425   2,000
SLM CORP                   USD    8.45 FIXED      SR UNSECURED      15.06.2018    Ba1      BBB-                   6.3   489   425   2,500
SNS BANK NV                EUR     3.5 FIXED      GOVT LIQUID GTD   10.03.2014    Aaa      AAA    104.8   105.1   1.0   -13   366   2,000
SOCIETE GENERALE           EUR   1.745 FLOATING   SR UNSECURED      14.01.2013   A1 /*-     A     100.0   100.0   1.5   14    275   2,000
SOCIETE GENERALE           EUR    5.25 FIXED      SR UNSECURED      28.03.2013   A1 /*-     A     103.4   103.4   2.0   80    275   2,450
SOCIETE GENERALE           EUR   2.104 FLOATING   SR UNSECURED      22.07.2013   A1 /*-     A     100.4   100.4   1.7   33    275   1,000
SOCIETE GENERALE           EUR   1.847 FLOATING   UNSECURED         01.09.2013              A     100.0   100.0   1.8   53    275   1,000
SOCIETE GENERALE           USD     2.2 FIXED      SR UNSECURED      14.09.2013   A1 /*-     A     97.9    99.1    2.8   263   275   1,000
SOCIETE GENERALE           EUR   5.125 FIXED      SR UNSECURED      19.12.2013   A1 /*-     A     105.2   105.2   2.1   100   275   1,000
SOCIETE GENERALE           USD     2.5 FIXED      SR UNSECURED      15.01.2014   A1 /*-     A     97.9    98.9    3.1   279   275   1,130
SOCIETE GENERALE           USD   1.631 FLOATING   SR UNSECURED      11.04.2014   A1 /*-     A     95.9    96.1    3.4   300   275   1,500
SOCIETE GENERALE           EUR    3.75 FIXED      SR UNSECURED      21.08.2014   A1 /*-     A     102.5   102.7   2.6   147   275   1,350
SOCIETE GENERALE           EUR      3 FIXED       SR UNSECURED      31.03.2015   A1 /*-     A     100.3   100.4   2.9   166   275   1,250
SOCIETE GENERALE           USD     3.1 FIXED      SR UNSECURED      14.09.2015   A1 /*-     A     96.7    97.7    3.8   313   275   1,000
SOCIETE GENERALE           EUR      4 FIXED       SR UNSECURED      20.04.2016   A1 /*-     A     102.4   102.5   3.3   195   275   1,250
SOCIETE GENERALE           EUR   3.125 FIXED      SR UNSECURED      21.09.2017   A1 /*-           96.6    96.9    3.8   212   275   1,300
SOCIETE GENERALE           EUR    4.75 FIXED      SR UNSECURED      02.03.2021   A1 /*-     A     102.5   102.6   4.4   226   275   1,250
SOCIETE GENERALE           USD     5.2 FIXED      SR UNSECURED      15.04.2021   A1 /*-     A     95.4    95.4    5.9   400   275   2,000
STANDARD CHARTERED PLC     EUR    5.75 FIXED      SR UNSECURED      30.04.2014     A2      A+     107.5   107.6   2.1   99    145   1,250
STANDARD CHARTERED PLC     USD     5.5 FIXED      SR UNSECURED      18.11.2014     A2      A+     107.2   108.1   2.4   188   145   1,500
STANDARD CHARTERED PLC     USD    3.85 FIXED      SR UNSECURED      27.04.2015     A2      A+     103.1   104.3   2.4   187   145   2,000
STANDARD CHARTERED PLC     EUR   3.625 FIXED      SR UNSECURED      15.12.2015     A2      A+     103.9   104.0   2.5   118   145   1,250
STANDARD CHARTERED PLC     USD     3.2 FIXED      SR UNSECURED      12.05.2016     A2      A+     100.5   101.7   2.8   195   145   1,750
STANDARD CHARTERED PLC     EUR   3.875 FIXED      SR UNSECURED      20.10.2016     A2      A+     104.1   104.1   2.9   142   145   1,250
STANDARD CHARTERED PLC     EUR   4.125 FIXED      SR UNSECURED      18.01.2019     A2      A+     103.6   103.6   3.5   164   145   1,000
SUMITOMO MITSUI BANKING    USD    2.15 FIXED      SR UNSECURED      22.07.2013    Aa3      A+     101.1   101.4   1.1   68    149   1,000
SUMITOMO MITSUI BANKING    USD    3.15 FIXED      SR UNSECURED      22.07.2015    Aa3      A+     103.4   104.9   1.7   108   149   1,000
SUMITOMO MITSUI BANKING    USD     2.9 FIXED      SR UNSECURED      22.07.2016    Aa3      A+     102.8   103.4   2.1   114   149   1,100
SVENSKA HANDELSBANKEN AB   EUR      3 FIXED       SR UNSECURED      20.08.2012   Aa2 /*-   AA-    100.9   100.9   1.0   -30   115   2,000
SVENSKA HANDELSBANKEN AB   USD   1.544 FLOATING   SR UNSECURED      14.09.2012   Aa2 /*-   AA-    100.3   100.4   0.7   32    115   1,000
SVENSKA HANDELSBANKEN AB   USD   2.875 FIXED      SR UNSECURED      14.09.2012   Aa2 /*-   AA-                    0.6   15    115   1,500
SVENSKA HANDELSBANKEN AB   EUR   1.645 FLOATING   SR UNSECURED      14.01.2013   Aa2 /*-   AA-    100.4   100.4   1.0   -38   115   1,000
SVENSKA HANDELSBANKEN AB   EUR   4.875 FIXED      SR UNSECURED      25.03.2014   Aa2 /*-   AA-    106.7   106.8   1.5   39    115   1,400
SVENSKA HANDELSBANKEN AB   USD   4.875 FIXED      SR UNSECURED      10.06.2014   Aa2 /*-                          1.8   130   115   1,850
SVENSKA HANDELSBANKEN AB   EUR   3.625 FIXED      SR UNSECURED      16.02.2016   Aa2 /*-   AA-    105.3   105.4   2.2   84    115   1,000
SVENSKA HANDELSBANKEN AB   EUR    3.75 FIXED      SR UNSECURED      24.02.2017   Aa2 /*-   AA-    105.5   105.5   2.6   100   115   1,250
SVENSKA HANDELSBANKEN AB   USD   5.125 FIXED      SR UNSECURED      30.03.2020   Aa2 /*-   AA-    108.6   111.0   3.6   198   115   1,000
SVENSKA HANDELSBANKEN AB   EUR   4.375 FIXED      SR UNSECURED      20.10.2021   Aa2 /*-   AA-    107.6   107.8   3.4   120   115   1,250
SWEDBANK AB                USD     2.9 FIXED      GOVT LIQUID GTD   14.01.2013   Aaa /*-   AAA    101.9   102.1   0.5   9     166   1,000
SWEDBANK AB                EUR   3.125 FIXED      SR UNSECURED      04.03.2013   A2 /*-    A+     101.7   101.7   1.4   22    166   1,230
SWEDBANK AB                EUR   3.375 FIXED      GOVT LIQUID GTD   27.05.2014   Aaa /*-   AAA    105.3   105.5   0.9   -24   166   1,500
SWEDBANK AB                EUR   3.375 FIXED      SR UNSECURED      09.02.2017             A+     100.8   100.9   3.2   162   166   1,000
SYDBANK A/S                EUR   2.469 FLOATING   SENIOR NOTES      03.09.2012   A2 /*-           100.2   100.2   1.6   20          1,000
TORONTO-DOMINION BANK      EUR   4.875 FIXED      SR UNSECURED      23.01.2013    Aaa      AA-    103.4   103.4   1.0   -17         1,000
TORONTO-DOMINION BANK      EUR   5.375 FIXED      SR UNSECURED      14.05.2015    Aaa      AA-    111.0   111.2   1.8   53          2,000
TORONTO-DOMINION BANK      USD     2.5 FIXED      SR UNSECURED      14.07.2016    Aaa      AA-    103.2   103.9   1.6   65          1,250
TORONTO-DOMINION BANK      USD   2.375 FIXED      SR UNSECURED      19.10.2016    Aaa      AA-    102.4   103.3   1.6   66          2,100
TOYOTA MOTOR CREDIT CORP   EUR   6.625 FIXED      SR UNSECURED      03.02.2016    Aa3      AA-    119.0   119.0   1.6   24    67    1,250
UBI BANCA SPCA             EUR   2.408 FLOATING   SR UNSECURED      05.11.2012   A3 /*-    BBB+   99.7    99.8    2.7   133   346   1,000
UBI BANCA SPCA             EUR   4.125 FIXED      SR UNSECURED      21.10.2013   A3 /*-    BBB+   99.6    99.9    4.2   314   346   1,000
UBS AG LONDON              EUR   4.625 FIXED      SR UNSECURED      06.07.2012   Aa3 /*-    A     101.2   101.2   1.1   2     168   2,000
UBS AG LONDON              EUR   4.875 FIXED      SR UNSECURED      21.01.2013   Aa3 /*-    A     102.8   102.8   1.7   47    168   2,500
UBS AG LONDON              EUR   1.869 FLOATING   SR UNSECURED      17.06.2013   Aa3 /*-    A     99.8    99.9    1.6   25    168   1,250
UBS AG LONDON              EUR    6.25 FIXED      SR UNSECURED      03.09.2013   Aa3 /*-    A     106.3   106.3   1.9   81    168   1,750
UBS AG LONDON              EUR   5.625 FIXED      SR UNSECURED      19.05.2014   Aa3 /*-    A     106.7   106.8   2.4   128   168   1,500
UBS AG LONDON              EUR     3.5 FIXED      SR UNSECURED      15.07.2015   Aa3 /*-    A     102.8   102.9   2.6   133   168   1,750
UBS AG LONDON              EUR   3.125 FIXED      SR UNSECURED      18.01.2016   Aa3 /*-    A     101.2   101.2   2.8   144   168   1,500
UBS AG LONDON              EUR      6 FIXED       SR UNSECURED      18.04.2018   Aa3 /*-    A     113.9   114.2   3.4   167   168   1,500
UBS AG STAMFORD CT         USD    2.25 FIXED      SR UNSECURED      12.08.2013   Aa3 /*-    A     99.7    101.7   1.1   121   168   1,500
UBS AG STAMFORD CT         USD   5.875 FIXED      SR UNSECURED      20.12.2017   Aa3 /*-    A     109.9   110.7   3.8   257   168   3,000
UBS AG STAMFORD CT         USD    5.75 FIXED      SR UNSECURED      25.04.2018   Aa3 /*-    A     109.6   110.5   3.8   252   168   2,500
UNEDIC                     EUR    1.75 FIXED      GOVT GUARANTEED   27.02.2015    Aaa      AA+    100.4   100.5   1.6   39          2,500
UNEDIC                     EUR      3 FIXED       GOVT GUARANTEED   25.04.2019                    99.7    100.3   3.0   106         1,000
UNICREDIT SPA              EUR   2.472 FLOATING   SR UNSECURED      18.07.2012   A2 /*-    BBB+   100.0   100.0   2.4   107   349   1,250
UNICREDIT SPA              EUR    2.28 FLOATING   SR UNSECURED      14.09.2012   A2 /*-    BBB+   99.6    99.6    2.6   115   349   1,000
UNICREDIT SPA              EUR   1.453 FLOATING   SR UNSECURED      09.01.2013   A2 /*-    BBB+   98.5    98.6    2.9   148   349   1,000
UNICREDIT SPA              EUR   4.875 FIXED      SR UNSECURED      12.02.2013   A2 /*-    BBB+   101.4   101.4   3.3   213   349   2,500
UNICREDIT SPA              EUR   3.625 FIXED      SR UNSECURED      21.08.2013   A2 /*-    BBB+   99.8    99.9    3.7   259   349   1,250
UNICREDIT SPA              EUR    5.25 FIXED      SR UNSECURED      14.01.2014   A2 /*-    BBB+   102.5   102.5   3.8   270   349   1,000
UNICREDIT SPA              EUR   1.258 FLOATING   SR UNSECURED      05.02.2014   A2 /*-    BBB+   95.0    95.0    3.8   252   349   1,250
UNICREDIT SPA              EUR   4.375 FIXED      SR UNSECURED      10.02.2014   A2 /*-    BBB+   100.9   101.0   3.8   273   349   1,250
UNICREDIT SPA              EUR   1.216 FLOATING   SR UNSECURED      18.02.2015   A2 /*-    BBB+   91.0    91.2    4.3   310   349   1,500
UNICREDIT SPA              EUR      4 FIXED       BONDS             30.01.2016                                    3.9   258   349   1,020
UNICREDIT SPA              EUR   1.651 FLOATING   SR UNSECURED      15.03.2016   A2 /*-    BBB+   87.0    87.0    4.7   350   349   1,000
US BANCORP                 USD     4.2 FIXED      SR UNSECURED      15.05.2014    Aa3       A     107.2   107.9   0.6   12          1,000
WACHOVIA CORP              EUR    1.22 FLOATING   SR UNSECURED      13.02.2014     A2      A+     98.5    98.6    1.9   62          1,000
WACHOVIA CORP              USD    5.75 FIXED      SR UNSECURED      15.06.2017     A2      A+     115.8   116.6   2.4   127         1,950
WELLS FARGO & COMPANY      USD    5.25 FIXED      SR UNSECURED      23.10.2012     A2      A+     102.9   103.1   0.4   13    108   3,000
WELLS FARGO & COMPANY      USD   4.375 FIXED      SR UNSECURED      31.01.2013     A2      A+     103.4   103.6   0.5   5     108   3,000
WELLS FARGO & COMPANY      USD    3.75 FIXED      SR UNSECURED      01.10.2014     A2      A+     106.2   106.8   1.1   52    108   2,000
WELLS FARGO & COMPANY      USD   3.625 FIXED      SR UNSECURED      15.04.2015     A2      A+     106.4   107.1   1.3   65    108   1,250
WELLS FARGO & COMPANY      USD   0.753 FLOATING   SR UNSECURED      28.10.2015     A2      A+     95.3    97.1    1.5   127   108   1,750
WELLS FARGO & COMPANY      EUR   1.616 FLOATING   SR UNSECURED      23.03.2016     A2      A+     95.9    96.1    2.2   100   108   1,000
WELLS FARGO & COMPANY      USD   3.676 STEP CPN   SR UNSECURED      15.06.2016    A2     A+    105.9   107.1   1.9   109   108   2,501
WELLS FARGO & COMPANY      EUR   4.125 FIXED      SR UNSECURED      03.11.2016    A2     A+    107.0   107.2   2.5   99    108   1,350
WELLS FARGO & COMPANY      USD     4.6 FIXED      SR UNSECURED      01.04.2021    A2     A+    109.1   110.5   3.3   146   108   2,500
WESTLB AG                  EUR     3.5 FIXED      SR UNSECURED      03.09.2012   A3 /*   NR    100.6   100.9   1.7   65    229   1,000
WESTPAC BANKING CORP       EUR   4.875 FIXED      SR UNSECURED      28.09.2012   Aa2     AA-   102.1   102.2   1.1   -15   146   1,500
WESTPAC BANKING CORP       USD    2.25 FIXED      SR UNSECURED      19.11.2012   Aa2     AA-   100.5   100.9   0.9   73    146   2,000
WESTPAC BANKING CORP       USD     1.9 FIXED      GOVT LIQUID GTD   14.12.2012   Aaa     AAA   100.9   101.3   0.3   -1    146   1,500
WESTPAC BANKING CORP       USD   1.133 FLOATING   SR UNSECURED      08.04.2013   Aa2     AA-                   0.9   37    146   1,000
WESTPAC BANKING CORP       USD     2.1 FIXED      SR UNSECURED      02.08.2013   Aa2     AA-   100.9   101.3   1.2   77    146   1,000
WESTPAC BANKING CORP       USD    1.85 FIXED      SR UNSECURED      09.12.2013   Aa2     AA-   100.7   101.7   0.9   58    146   1,100
WESTPAC BANKING CORP       USD   1.309 FLOATING   SR UNSECURED      31.03.2014   Aa2     AA-                   1.4   99    146   1,400
WESTPAC BANKING CORP       USD     2.9 FIXED      GOVT LIQUID GTD   10.09.2014   Aaa     AAA   104.7   105.2   0.8   26    146   1,750
WESTPAC BANKING CORP       USD     4.2 FIXED      SR UNSECURED      27.02.2015   Aa2     AA-   105.9   106.3   2.0   136   146   1,800
WESTPAC BANKING CORP       USD      3 FIXED       SR UNSECURED      04.08.2015   Aa2     AA-   102.6   103.1   2.1   133   146   2,000
WESTPAC BANKING CORP       USD      3 FIXED       SR UNSECURED      09.12.2015   Aa2     AA-   102.9   103.5   2.0   124   146   1,000
WESTPAC BANKING CORP       EUR    4.25 FIXED      SR UNSECURED      22.09.2016   Aa2     AA-   106.3   106.3   2.8   127   146   1,698
WESTPAC BANKING CORP       EUR   4.125 FIXED      SR UNSECURED      25.05.2018   Aa2     AA-   105.1   105.2   3.2   142   146   1,000
WESTPAC BANKING CORP       USD   4.875 FIXED      SR UNSECURED      19.11.2019   Aa2     AA-   107.7   108.0   3.7   202   146   2,000
WESTPAC SECURITIES NZ LT   USD    3.45 FIXED      GOVT LIQUID GTD   28.07.2014   Aaa     AA    105.5   106.1   0.9   36    146   1,000
ZURICH FINANCE USA INC     EUR     4.5 FIXED      COMPANY GUARNT    17.09.2014   A1      A+    106.2   106.5   1.9   73    108   1,000
 Min       Issue       Country
                                         Isin
Denom       date       of Risk
100,000   04.04.2011       UK        XS0612402767
100,000   03.03.2011       UK        XS0597611705
 1,000    27.04.2011       UK        US002799AH77
100,000   10.11.2009       UK        XS0465403367
50,000    20.10.2010       UK        XS0550978364
 1,000    27.04.2011       UK        US002799AJ34
50,000    06.10.2010   Netherlands   XS0546217521
50,000    29.10.2010   Netherlands   XS0553727131
100,000   11.01.2012   Netherlands   XS0729216662
100,000   21.01.2011   Netherlands   XS0581166708
200,000   01.02.2011   Netherlands   XS0588430164
200,000   01.02.2011   Netherlands   XS0588430081
50,000    19.05.2009   Netherlands   XS0428611973
 1,000    09.07.2004   Netherlands   XS0196047723
50,000    03.02.2010   Netherlands   XS0483673132
100,000   11.04.2011   Netherlands   XS0615797700
50,000    06.10.2010   Netherlands   XS0546218925
100,000   11.01.2012   Netherlands   XS0729213131
100,000   03.11.2009   Netherlands US00448NAA72
 2,000    23.11.2010     France      XS0562102615
 2,000    09.06.2011     France      XS0635033128
100,000   26.01.2012     France      XS0737108984
 2,000    15.07.2010     France      XS0526282453
50,000    21.04.2010     France      XS0503251489
100,000   14.03.2011     France      XS0603832782
100,000   15.02.2012     France      XS0745896000
50,000    06.03.2008    Germany      DE000A0TR7K7
50,000    23.11.2006    Germany      XS0275880267
50,000    22.07.2009    Germany      DE000A1AKHB8
100,000   14.02.2012    Germany      DE000A1G0RU9
 1,000    31.05.2002    Germany      XS0148887564
 1,000    17.02.2005    Germany      XS0211637839
50,000    04.02.2010     Ireland     XS0484576813
50,000    19.03.2010     Ireland     XS0496222877
 2,000    30.10.2009      USA        US36185JAA79
 2,000    14.02.2012     USA       US02005NAL47
100,000   22.02.2012   Greece      XS0744838367
 1,000    20.08.2008     USA       US0258M0CY36
 1,000    24.07.2003     USA       US025816AQ27
 2,000    28.08.2007     USA       US025816AX77
 2,000    19.03.2008     USA       US025816AY50
 2,000    19.03.2008     USA       US025816AZ26
 2,000    13.09.2011     USA       US026874CA38
100,000   23.08.2006     USA       US026874AX58
 2,000    18.05.2007     USA       US02687QBW78
 2,000    12.12.2007     USA       US02687QDG01
100,000   02.07.2009     USA       US026874BT38
 2,000    03.12.2010     USA       US026874BW66
100,000   22.12.2009 New Zealand US00182FAH91
100,000   10.08.2010 New Zealand US00182FAJ57
100,000   16.07.2008   Australia   US00182FAF36
100,000   20.12.2010   Australia   US00182FAK21
50,000    16.09.2009     Italy     XS0452314536
 1,000    30.10.1998     USA       US046003JU47
100,000   18.06.2009   Australia   US05252BAD10
50,000    16.11.2009   Australia   XS0466878419
50,000    20.05.2008   Australia   XS0363415489
100,000   12.01.2011   Australia   US05252BBH15
100,000   12.01.2011   Australia   US05252BBJ70
100,000   13.01.2010   Australia   US05252BAM19
100,000   01.03.2011   Australia   US05252BBN82
50,000    10.03.2010   Australia   XS0493543986
100,000   13.01.2010   Australia   US05252BAN91
100,000   12.01.2011   Australia   US05252BBK44
 1,000    18.06.2001    France     XS0130738213
50,000    23.06.2009    France     XS0434882014
 1,000    01.10.2004     Italy     XS0201271045
50,000    06.03.2006     Italy     XS0245306716
100,000   15.04.2011     Italy     XS0616474499
50,000    31.01.2007     Italy     XS0283708575
50,000    12.11.2009    Spain      ES0314400187
50,000    23.04.2009   Portugal    PTBCLQOM0010
 1,000    09.05.2007   Portugal    PTBCT3OM0000
50,000    24.02.2012    Spain      ES0313980031
50,000    25.11.2009   Portugal    PTBLMWOM0002
50,000    05.06.2009   Portugal    PTBLMGOM0002
50,000    30.11.2010    Spain      ES0314950660
50,000    27.10.2009    Spain      ES0314977358
50,000    21.01.2010    Spain      ES0314977366
50,000    07.04.2011    Spain      ES0314950694
50,000    07.08.2009    Italy     XS0443820088
100,000   06.04.2011    Italy     XS0614173622
50,000    22.10.2009    Italy     XS0459200035
50,000    12.06.2009   Portugal   PTCPP4OM0023
50,000    13.01.2010    Spain     XS0478822496
 2,000    04.12.2008    USA       US06050BAA98
 1,000    25.09.2002    USA       US060505AR52
 1,000    23.01.2003    USA       US060505AX21
 5,000    02.05.2008    USA       US06051GDW69
50,000    12.09.2006    USA       XS0267299633
 5,000    02.02.2011    USA       US06051GEF28
50,000    05.02.2007    USA       XS0285100391
 1,000    18.02.2004    USA       XS0186317417
10,000    08.06.2004    USA       US060505BM56
50,000    26.09.2007    USA       XS0323119973
 1,000    07.11.2002    USA       US060505AU81
 5,000    11.03.2010    USA       US06051GEB14
 5,000    26.07.2005    USA       US060505BS27
 5,000    20.08.2010    USA       US06051GED79
 5,000    17.03.2011    USA       US06051GEG01
50,000    18.05.2006    USA       XS0255015603
50,000    10.06.2009    USA       XS0433130456
 5,000    28.07.2009    USA       US06051GEA31
 5,000    26.10.2006    USA       US060505CS18
50,000    18.03.2010    USA       XS0495891821
50,000    05.08.2010    USA       XS0530879658
 5,000    23.08.2007    USA       US060505DH44
 5,000    04.12.2007    USA       US060505DP69
 5,000    02.05.2008    USA       US06051GDX43
 5,000    02.06.2009    USA       US06051GDZ90
 2,000    24.01.2012    USA       US06051GEM78
50,000    31.07.2008    USA       XS0379947236
50,000    28.01.2010   Ireland    XS0482810958
100,000   28.06.2007   Canada     XS0308094837
 2,000    28.06.2010   Canada     US063679CG73
 1,000    01.11.2007    USA       US06406HBE80
 1,000    23.09.2011    USA       US06406HBY45
 2,000    22.01.2010   Canada     US064149A567
 2,000    17.06.2010   Canada     US064149B979
 2,000    12.01.2012   Canada     US064159AL00
 2,000    22.01.2010   Canada     US064149A641
 2,000    29.03.2011   Canada     US064149D876
 2,000    12.01.2012   Canada     US064159AM82
50,000    14.06.2005     UK       XS0221500811
50,000    23.05.2008     UK       XS0365381473
50,000    24.10.2006       UK        XS0272266049
100,000   01.06.2005     Spain       ES0214950133
100,000   06.06.2005     Spain       ES0214977086
50,000    24.09.2010     France      XS0543795446
100,000   24.01.2011     France      XS0580400884
50,000    25.03.2010     France      XS0496636175
50,000    12.07.2006     France      XS0259993045
50,000    05.02.2007     France      XS0284756755
50,000    27.11.2006     France      XS0275257920
50,000    31.05.2006     France      XS0255300633
50,000    20.07.2010     France      XS0526612188
100,000   12.09.2007       UK        US06738GUZ17
100,000   23.11.2009       UK        US06739FGP09
50,000    28.10.2009       UK        XS0459903620
100,000   13.01.2011       UK        US06739GBS75
50,000    27.05.2009       UK        XS0430452457
100,000   10.07.2009       UK        US06739FFZ99
100,000   23.02.2012       UK        US06741JS261
50,000    18.03.2010       UK        XS0495946310
100,000   07.04.2010       UK        US06739GBB41
50,000    15.03.2011       UK        XS0605207983
100,000   22.09.2009       UK        US06739FGF27
50,000    20.01.2010       UK        XS0479945353
100,000   22.05.2009       UK        US06739FFS56
50,000    13.08.2009       UK        XS0445843526
100,000   08.01.2010       UK        US06739GAR02
 1,000    08.10.2009    Germany      XS0456612885
 1,000    22.01.2004    Germany      XS0184468550
10,000    11.11.2003    Germany      XS0179749808
 1,000    19.08.2004    Germany      DE000BLB0UY9
 1,000    31.10.2007    Germany      DE000A0PM797
100,000   29.06.2005     Spain       XS0222699414
50,000    10.09.2010     Spain       XS0540506077
50,000    22.01.2010     Spain       XS0479528753
100,000   22.03.2011     Spain       XS0605136273
100,000   22.02.2012     Spain       XS0746025336
50,000    23.01.2009     Spain       XS0408528833
50,000    23.04.2010     Spain       XS0503253345
50,000    06.08.2010     Spain       XS0531068897
 1,000    06.11.2002      USA        US07385TAJ51
 1,000    02.10.2007      USA        US073902PR32
 1,000    01.02.2008      USA        US073902RU43
 2,000    04.06.2009   Netherlands   XS0431986701
 1,000    20.09.2002   Netherlands   XS0155035727
 2,000    15.09.2009   Netherlands   XS0451654189
 1,000    21.02.2008   Netherlands   XS0347879131
 2,000    01.03.2010   Netherlands   XS0490844718
 2,000    19.03.2008   Netherlands   XS0353485492
 1,000    16.04.2003   Netherlands   XS0166957000
 1,000    15.07.2003   Netherlands   XS0172157876
 2,000    24.06.2008   Netherlands   XS0372089572
 1,000    10.12.2009   Netherlands   XS0472751055
 1,000    30.11.2006   Netherlands   XS0276679023
 1,000    10.12.2008   Netherlands   XS0404219809
 2,000    30.03.2011   Netherlands   XS0610555681
 1,000    25.05.2011   Netherlands   XS0630395191
 1,000    25.03.2004   Netherlands   XS0189326951
 2,000    12.01.2010   Netherlands   XS0477137813
 1,000    05.10.2009   Netherlands   XS0455762640
 1,000    01.06.2005   Netherlands   XS0220923246
 2,000    01.07.2010   Netherlands   XS0521024132
 1,000    14.07.2010   Netherlands   XS0525890967
 2,000    06.10.2010   Netherlands   XS0546548636
 2,000    11.01.2011   Netherlands   XS0576210289
 1,000    18.01.2011   Netherlands   XS0579339416
 1,000    28.06.2006   Netherlands   XS0259231974
 1,000    24.08.2011   Netherlands   XS0667463995
 1,000    05.10.2006   Netherlands   XS0270250136
 1,000    12.01.2012   Netherlands   XS0729662014
 1,000    31.01.2007   Netherlands   XS0284982922
 1,000    30.03.2010   Netherlands   XS0498417798
 1,000    15.11.2010   Netherlands   XS0558847579
 1,000    02.11.2009   Netherlands   XS0463097237
 1,000    14.01.2010   Netherlands   XS0478263816
 1,000    01.09.2010   Netherlands   XS0537711144
 5,000    14.10.2005   Netherlands   CH0022721762
 2,000    16.02.2011   Netherlands   XS0592582653
 1,000    24.10.2011   Netherlands   XS0695263730
 1,000    26.05.2011   Netherlands   XS0630644168
 1,000    16.03.2010       UK        XS0494555187
 1,000    07.03.2011       UK        XS0599645263
100,000   22.01.2010     Japan       USJ0423XCH73
100,000   22.01.2010     Japan       USJ0423XCJ30
100,000   15.09.2010     Japan       USJ04237AB91
200,000   23.02.2012     Japan       USJ0423YAT13
 1,000    21.12.2009     France      XS0474526273
 1,000    12.04.2010     France      XS0501070782
 1,000    16.09.2010     France      XS0542371975
 1,000    16.12.2008     France      XS0405121368
 1,000    10.01.2011     France      US05567LS572
 1,000    13.05.2011   France     XS0625786701
 1,000    13.07.2010   France     XS0525490198
 1,000    23.02.2011   France     US05567LU545
 1,000    07.03.2011   France     XS0599711826
 1,000    24.02.2012   France     XS0749822556
 1,000    25.11.2010   France     XS0562852375
 1,000    18.01.2011   France     US05567LT315
 1,000    21.03.2011   France     XS0606704558
50,000    20.01.2010   France     FR0010844381
50,000    12.12.2006   France     FR0010398321
50,000    27.05.2011   France     FR0011052703
100,000   07.02.2011   France     USF11494AJ45
50,000    22.09.2010   France     FR0010945006
50,000    21.07.2010   France     FR0010921544
50,000    04.05.2006     UK       XS0252901607
50,000    28.06.2007     UK       XS0307322437
100,000   09.02.2012   France     XS0743577768
50,000    10.03.2011   France     XS0599959953
 1,000    01.02.2012   France     FR0011192392
50,000    12.05.2009   Portugal   PTCG16OM0004
50,000    19.02.2009   Portugal   PTCG1LOM0007
50,000    05.11.2010    Spain     ES0314970163
 1,000    20.01.2012    Spain     ES0340609058
 2,000    13.12.2010   Canada     US136069DS70
100,000   21.02.2007   Canada     XS0287338015
 2,000    19.07.2011    USA       US14040HAY18
50,000    29.10.2009    Spain     ES0314840184
100,000   08.03.2006    Spain     ES0371622004
 1,000    06.10.2009    USA       US17313YAN13
 1,000    06.08.2009    USA       US17313YAJ01
 1,000    27.08.2007    USA       US172967EJ60
 1,000    17.10.2007    USA       US172967EL17
50,000    27.03.2008    USA       XS0354858564
 1,000    11.04.2008    USA       US172967EQ04
50,000    28.06.2006    USA       XS0259257003
100,000   28.06.2006    USA       US172967DP30
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50,000    26.11.2010     USA       XS0563159184
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50,000    09.02.2006     USA       XS0243636866
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50,000    30.01.2007     USA       XS0284710257
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50,000    10.11.2009   Australia   XS0465601754
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50,000    25.02.2010   Australia   XS0490013801
 2,000    22.03.2010   Australia   US2027A1EL71
 1,000    22.02.2012 Supranational US222213AE07
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100,000   18.01.2011    France     XS0579526525
50,000    12.03.2010     France      XS0493818834
50,000    24.06.2008     France      XS0372104710
200,000   21.01.2011     France      US22532MAE21
100,000   12.04.2010     France      US22532MAC64
50,000    20.07.2010     France      XS0526903827
100,000   08.03.2011     France      XS0599962072
100,000   18.04.2011     France      XS0617251995
100,000   13.02.2012     France      XS0746002392
50,000    02.07.2010     France      FR0010915512
50,000    22.04.2009     France      FR0010749598
50,000    28.06.2007     France      FR0010490235
50,000    24.09.2010   Switzerland   XS0544720641
50,000    04.06.2007   Switzerland   XS0302887772
50,000    07.12.2009   Switzerland   XS0472310860
50,000    17.06.2010   Switzerland   XS0518615074
50,000    05.08.2008   Switzerland   XS0381268068
50,000    25.01.2010   Switzerland   XS0480903466
50,000    18.09.2007   Switzerland   XS0321334442
50,000    05.08.2009   Switzerland   XS0444030646
100,000   04.05.2009   Switzerland   US22546QAA58
100,000   13.08.2009   Switzerland   US22546QAC15
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50,000    29.06.2007    Denmark      XS0307699453
50,000    16.09.2010    Denmark      XS0541896485
50,000    04.06.2009    Denmark      XS0431725901
200,000   14.04.2011    Denmark      US23636BAB53
100,000   18.05.2011    Denmark      XS0627692204
100,000   28.02.2012    Denmark      XS0751166835
100,000   14.09.2010   Singapore     XS0541403803
200,000   28.02.2012   Singapore     US24023DAB01
 1,000    23.07.2003    Germany      XS0173131698
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50,000    24.09.2007    Germany      DE000DB5S501
100,000   14.02.2011    Germany      DE000DB5DDL7
50,000    15.03.2010    Germany      DE000DB5DDK9
100,000   07.10.2011    Germany      DE000DB5DDD4
50,000    31.08.2007    Germany      DE000DB5S5U8
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 1,000    11.01.2011   Germany    US2515A14E85
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50,000    28.06.2010    France    XS0520005645
50,000    14.01.2010    France    XS0478388357
50,000    19.02.2010    France    XS0488173864
100,000   12.01.2010    France    XS0477372063
50,000    21.01.2010    France    XS0480266484
250,000   29.04.2010    France    XS0505615772
 1,000    21.07.2009    France    XS0440007176
250,000   05.03.2010    France    XS0493636137
50,000    20.06.2008   Norway     XS0371409292
50,000    16.01.2007   Norway     XS0282238467
50,000    29.05.2009   Norway     XS0430768332
50,000    29.06.2010   Norway     XS0522030310
100,000   24.02.2011   Norway     XS0595092098
100,000   18.01.2012   Norway     XS0732513972
 1,000    15.12.2010   Germany    DE000DUS4S04
 1,000    18.09.2003    Austria   XS0176311792
50,000    06.02.2007    Austria   XS0284761169
50,000    19.02.2009    Austria   XS0413876532
 2,000    28.05.2010 Supranational XS0511907858
 2,000    18.06.2008 Supranational XS0371172262
 5,000    04.02.2004 Supranational XS0184812435
 5,000    07.03.2005 Supranational XS0213706905
 2,000    07.04.2006 Supranational XS0250240875
 2,000    03.04.2007 Supranational XS0294358634
50,000    27.10.2009 Supranational XS0460357550
 1,000    16.02.2012 Supranational US29874QCE26
 1,000    29.02.2012 Supranational US298785FV33
 1,000    25.01.2012 Supranational US298785FU59
 1,000    21.02.2012 Supranational XS0748631164
 1,000    02.03.2012 Supranational XS0752034206
100,000   09.12.2009   Denmark    XS0472335180
50,000    22.03.2010   Denmark    XS0496145946
100,000   14.06.2010   Denmark    XS0516379848
100,000   02.02.2012   Germany    DE000A1KQ8B3
50,000    30.05.2007   Belgium    BE0932900518
50,000    09.06.2006   Ireland    XS0256171181
50,000    09.06.2006   Ireland    XS0256171777
50,000    23.06.2005   Germany    XS0222473877
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50,000    03.02.2006   USA     XS0242988334
50,000    03.02.2006   USA     XS0242988177
50,000    06.02.2008   USA     XS0344541916
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50,000    16.10.2007   USA     XS0325920824
50,000    15.11.2006   USA     XS0275122165
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50,000    18.05.2007   USA     XS0300975306
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50,000    23.05.2006   USA     XS0255243064
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50,000    30.01.2007   USA     XS0284727814
50,000    30.01.2007   USA     XS0284728465
50,000    16.03.2010   USA     XS0494996043
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50,000    23.10.2009   USA     XS0459410782
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 2,000    28.01.2011   USA     US38141GGM06
50,000    24.02.2012   Spain   ES0348873003
50,000    08.10.2009    UK     XS0455483254
150,000   24.05.2011    UK     USG4639DWD31
100,000   12.08.2010    UK     USG4639DVW21
150,000   19.01.2011    UK     USG4639DWA91
100,000   28.06.2010    UK     USG4637EFT76
150,000   24.05.2011       UK        USG4637EFU40
50,000    30.11.2009       UK        XS0470370932
50,000    15.11.2010       UK        XS0558893094
100,000   24.10.2011       UK        XS0695461458
100,000   12.08.2010       UK        USG4639DVV48
50,000    15.07.2010       UK        XS0526606537
150,000   19.01.2011       UK        USG4639DWC57
 1,000    08.06.2005      USA        XS0220826555
100,000   19.06.2007      USA        US40429CFZ05
100,000   15.09.2005      USA        US40429CCW01
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50,000    05.04.2006      USA        XS0249277681
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50,000    26.10.2006      USA        XS0272672113
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50,000    04.11.2005      USA        XS0233988004
100,000   19.01.2006      USA        US40429CFN74
100,000   30.05.2006      USA        US40429CFR88
50,000    30.05.2007      USA        XS0302868475
100,000   01.06.2011     France      FR0011057256
50,000    19.06.2008     France      FR0010631614
50,000    06.12.2006     France      FR0010398164
50,000    15.01.2009     France      FR0010709097
50,000    30.04.2009       UK        XS0426016753
 2,000    05.04.2011       UK        US404280AK50
100,000   13.02.2012       UK        US40428HPG10
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50,000    15.06.2007    Germany      XS0305150137
 1,000    23.07.2009    Germany      DE000HSH29Z3
 1,000    18.02.2004    Germany      XS0186500293
 1,000    29.10.2003     Austria     XS0178887732
50,000    31.10.2006     Austria     XS0272401356
50,000    24.01.2007     Austria     XS0281875483
 1,000    21.07.2010      USA        US451102AD98
 1,000    21.07.2010      USA        US451102AH03
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50,000    18.06.2010   Netherlands   XS0518626949
100,000   07.07.2011   Netherlands   XS0645948000
100,000   14.01.2010   Netherlands USN4578BPX65
200,000   15.03.2011   Netherlands USN3113TAP41
100,000   28.03.2011   Netherlands   XS0609572663
50,000    23.09.2010   Netherlands   XS0543110364
100,000   20.10.2010   Netherlands USN3113TAM10
50,000    03.03.2009   Netherlands   XS0415072098
100,000   19.03.2009   Netherlands USN31288AC28
200,000   09.06.2011   Netherlands USN4578BPZ14
50,000    03.03.2010   Netherlands   XS0491432901
200,000   15.03.2011   Netherlands USN3113TAQ24
100,000   24.05.2011   Netherlands   XS0629960302
 1,000    13.01.2012   Netherlands   XS0731153291
100,000   21.02.2012   Netherlands   XS0748187902
50,000    03.09.2008   Netherlands   XS0385699029
 1,000    11.04.2006   Netherlands   XS0250338844
50,000    31.05.2007   Netherlands   XS0303396062
50,000    18.09.2006   Netherlands   XS0267516598
50,000    18.09.2006   Netherlands   XS0267516911
100,000   08.02.2012      Italy      XS0742590739
50,000    04.12.2009      Italy      XS0470624205
100,000   01.02.2011      Italy      XS0586635061
50,000    15.03.2006      Italy      XS0246688435
50,000    11.04.2006      Italy      XS0249278655
50,000    19.12.2008      Italy      XS0405713883
50,000    19.03.2007      Italy      XS0291639440
100,000   12.05.2011      Italy      XS0624833421
50,000    19.01.2010      Italy      XS0478285389
100,000   14.01.2011      Italy      XS0577347528
50,000    23.11.2009      Italy      XS0467864160
100,000   28.02.2012      Italy      XS0750763806
50,000    18.05.2007      Italy      XS0300196879
50,000    15.06.2007      Italy      XS0304508921
100,000   08.11.2010      Italy      XS0555977312
50,000    14.04.2010      Italy      XS0500187843
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100,000   14.01.2010     Ireland     XS0478619694
50,000    22.04.2010     Ireland     XS0504108118
50,000    10.03.2010     Ireland     XS0493444060
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50,000    08.05.2008      USA        XS0362269945
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50,000    30.01.2007      USA        XS0284839882
50,000    01.04.2009      USA        XS0421410621
50,000    14.12.2007      USA        XS0335880463
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100,000   15.06.2011    USA      XS0637844605
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50,000    23.09.2010    USA      XS0543758246
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 1,000    16.06.2010   Austria   XS0518439756
 1,000    24.03.2010   Austria   XS0494852717
50,000    26.10.2007   Belgium   XS0327159074
50,000    01.03.2011   Belgium   XS0597921724
50,000    17.09.2009   Belgium   XS0452462723
50,000    31.03.2010   Belgium   XS0498962124
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 1,000    28.05.2010   Germany   XS0513307578
 1,000    17.07.2007   Germany   DE000A0S8KS8
 1,000    08.02.2005   Germany   XS0212069115
 1,000    17.03.2005   Germany   XS0215165209
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 1,000    26.05.2006   Germany   XS0255658600
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 1,000    12.04.2006   Germany   XS0250875266
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 1,000    28.05.2009   Germany   XS0431157584
  0       17.06.1998   Germany   DE0002760790
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 1,000    24.08.2009   Germany   XS0447671040
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 1,000    24.02.2009   Germany   XS0414238898
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 1,000    04.04.2011   Germany   US500769EK69
 1,000    23.02.2011   Germany   DE000A1H36U5
 1,000    20.03.2007   Germany   XS0292406476
 1,000    10.06.2010   Germany   XS0516292306
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 1,000    03.08.2010   Germany   DE000A1DAML2
 1,000    05.08.2009   Germany   XS0443728869
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 1,000    03.11.2006   Germany   XS0273786847
 1,000    18.01.2010   Germany   XS0479413931
 1,000    12.01.2012   Germany   US500769ET78
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 1,000    26.01.2005   Germany   DE0002760956
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 1,000    04.08.2011   Germany   XS0655886686
 1,000    17.01.2011   Germany   XS0579273219
 1,000    26.10.2010   Germany   US500769EB60
 1,000    16.11.2010   Germany   DE000A1EWEB2
 1,000    16.11.2001   Germany   XS0138034631
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 1,000    01.06.2011   Germany   US500769EM26
 1,000    02.12.2009   Germany   DE000A0Z2KS2
 1,000    10.06.2009   Germany   XS0433107041
 1,000    07.09.2011   Germany   DE000A1K0UB7
 1,000    05.10.2011   Germany   US500769ES95
 1,000    17.01.2007   Germany   US500769BY90
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 1,000    21.02.2012   Germany   DE000A1MBB54
 1,000    30.01.2007   Germany   DE000A0MFJX5
 1,000    27.07.2010   Germany   XS0528837841
 1,000    16.11.2001   Germany   XS0138036099
 1,000    21.09.2010   Germany   DE000A1DAMM0
100,000   22.11.2010   Germany   XS0561737577
  0       22.01.1998   Germany   DE0002764198
 1,000    04.03.2008   Germany   US500769CR31
 1,000    20.04.2011   Germany   XS0619263485
 1,000    15.06.2011   Germany   DE000A1H36X9
 1,000    16.01.2008   Germany   DE000A0SLD89
 1,000    10.06.2008   Germany   US500769CU69
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 1,000    16.08.2011   Germany   DE000A1K0UA9
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 1,000    27.01.2010   Germany   US500769DP65
 1,000    08.09.2010   Germany   US500769DZ48
 1,000    18.01.2011   Germany   DE000A1EWEJ5
100,000   16.11.2001   Germany   XS0138036412
 1,000    17.01.2006   Germany   DE0002760980
 1,000    25.08.2011   Germany   US500769EQ30
 1,000    25.01.2012   Germany   US500769EX80
 1,000    16.10.2007   Germany   DE000A0PM5F0
 5,000    25.08.2005   Germany   CH0022268004
 1,000    16.11.2001   Germany   XS0138037733
 1,000    16.11.2001   Germany   XS0138038624
 1,000    19.04.2006   Germany   US500769BR40
 1,000    29.06.2007   Germany   US500769CH58
 1,000    08.07.2009   Austria   XS0437341307
 1,000    30.01.2012   Germany   DE000NRW0D77
 1,000    05.03.2003   Germany   XS0163686529
 1,000    18.06.2004   Germany   XS0194605506
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 1,000    13.06.2007   Germany   US515110AX21
 1,000    24.09.2009   Germany   US515110BA19
 1,000    06.10.2005   Germany   XS0231018663
 1,000    03.03.2006   Germany   XS0245900203
 1,000    07.02.2008   Germany   US515110AY04
 1,000    13.03.2008   Germany   XS0352745458
 1,000    05.06.2008   Germany   US515110AZ78
 1,000    11.01.2007   Germany   XS0281916931
 1,000    08.03.2010   Germany   XS0492096739
 1,000    12.03.2009   Germany   XS0417172540
100,000   19.10.2009   Germany   XS0458163382
 1,000    15.01.2008   Germany   XS0339494303
 1,000    15.06.2010   Germany   XS0517904560
 1,000    13.01.2010   Germany   US515110BB91
 1,000    16.11.2005   Germany   US515110AP96
 1,000    29.04.2010   Germany   XS0504937250
 1,000    11.02.2009   Germany   XS0412896861
 1,000    12.01.2011   Germany   US515110BD57
 1,000    31.05.2011   Germany   US515110BE31
 1,000    08.11.2006   Germany   US515110AU81
 1,000    01.02.2007   Germany   US515110AV64
 1,000    13.09.2010   Germany   US515110BC74
 1,000    27.11.2007   Germany   XS0332675502
100,000   02.03.2011    Germany      XS0597914273
 1,000    15.09.2011    Germany      US515110BF06
 1,000    30.08.2011    Germany      XS0670798171
 1,000    11.03.2003    Germany      XS0164437351
 1,000    01.10.2009    Germany      XS0455436252
 1,000    15.04.2008    Germany      DE000A0SLJ42
 1,000    30.08.2011    Germany      XS0671359031
 1,000    15.10.2010    Germany      XS0548999043
 1,000    29.01.2009    Germany      DE000A0SLKS8
 1,000    15.02.2011    Germany      XS0592010853
 1,000    25.08.2011    Germany      DE000A1KRF54
 1,000    26.05.2010    Germany      XS0512291856
 1,000    04.08.2010    Germany      DE000A0XFFY8
 1,000    01.03.2006    Germany      DE000A0E97W2
 1,000    08.06.2011    Germany      XS0634931637
 1,000    18.02.1999       UK        XS0094804126
 1,000    02.07.2002       UK        XS0150670551
50,000    22.05.2009   Netherlands   XS0429894529
50,000    26.11.2009       UK        XS0469192388
100,000   18.01.2011       UK        XS0579627984
50,000    25.03.2010       UK        XS0498391894
 1,000    25.01.2011       UK        US539473AK43
100,000   15.03.2011       UK        XS0604400001
100,000   12.01.2010       UK        US53947PAA75
50,000    07.09.2010       UK        XS0539845171
 1,000    21.01.2011       UK        US539473AG31
50,000    19.06.2009       UK        XS0435070288
100,000   02.02.2012       UK        XS0740795041
50,000    03.09.2009       UK        XS0449361350
100,000   12.01.2010       UK        US53947PAB58
 1,000    21.01.2011       UK        US539473AH14
 1,000    17.09.2010       UK        XS0543369184
 2,000    17.12.2008    Australia    US55607GAA31
 2,000    06.08.2009    Australia    US55608KNN18
 2,000    14.01.2010    Australia    US55608KAB17
 1,000    20.09.2007      Italy      XS0321515073
 1,000    05.02.2008      USA        US59018YM403
 1,000    25.04.2008      USA        US59018YN567
50,000    21.05.2008      USA        XS0364958719
 1,000    09.08.2006      USA        XS0263593765
 1,000    02.10.2003      USA        XS0177573937
 1,000    31.01.2007      USA        XS0284283081
 1,000    31.01.2007      USA        XS0284282356
50,000    30.05.2007      USA        XS0302633168
50,000    30.05.2007      USA        XS0302633598
 1,000    22.07.2004   USA     XS0197079972
 1,000    22.11.2004   USA     US59018YUW91
 1,000    28.08.2007   USA     US59018YJ698
 1,000    24.11.1998   USA     US590188JN99
100,000   06.08.2010   USA     US59156RAW88
 2,000    23.06.2005   USA     US59156RAN89
 1,000    17.02.2009   USA     US59156RAT59
100,000   06.08.2010   USA     US59156RAX61
 2,000    23.06.2005   USA     US59156RAM07
50,000    19.10.2010   Italy   XS0550862063
50,000    25.10.2007   Italy   XS0327156138
50,000    22.03.2006   Italy   XS0247027070
100,000   11.05.2011   Italy   XS0625353262
50,000    30.04.2009   Italy   XS0426505102
50,000    09.05.2007   Italy   XS0298329516
100,000   20.01.2009   USA     US61757UAH32
50,000    20.07.2005   USA     XS0225152411
 1,000    26.02.2003   USA     US617446HR39
50,000    01.03.2006   USA     XS0245836431
100,000   14.05.2010   USA     US61747YCQ61
50,000    29.11.2006   USA     XS0276891594
100,000   09.01.2007   USA     US617446B997
50,000    02.05.2007   USA     XS0298900217
100,000   13.05.2009   USA     US61747YCF07
50,000    29.10.2009   USA     XS0461758830
100,000   20.11.2009   USA     US61747YCK91
100,000   26.01.2010   USA     US61747YCL74
100,000   28.04.2008   USA     US61747YCE32
100,000   26.07.2010   USA     US6174467N38
100,000   21.10.2005   USA     US61746SBR94
100,000   21.10.2005   USA     US61746SBQ12
50,000    17.11.2005   USA     XS0235620142
50,000    23.02.2011   USA     XS0594515966
50,000    13.04.2006   USA     XS0250971222
100,000   29.04.2011   USA     US61747YDD40
50,000    12.10.2006   USA     XS0270800815
100,000   18.10.2006   USA     US61746BDB99
100,000   09.01.2007   USA     US617446C235
50,000    16.01.2007   USA     XS0282583722
100,000   27.04.2007   USA     US617446H515
100,000   28.08.2007   USA     US617446V714
50,000    02.10.2007   USA     XS0323657527
100,000   28.12.2007   USA     US61744YAD04
100,000   01.04.2008   USA     US6174466Q77
100,000   13.05.2009   USA     US61747YCG89
100,000   23.09.2009      USA        US61747YCJ29
100,000   26.01.2010      USA        US61747YCM57
100,000   26.07.2010      USA        US6174467P85
50,000    10.08.2010      USA        XS0531922465
 1,000    03.04.2002      USA        US617446HD43
100,000   08.01.2010    Australia    US6325C1AZ20
50,000    21.01.2008    Australia    XS0341092731
250,000   12.06.2008    Australia    US6325C1AK50
50,000    22.10.2010    Australia    XS0552807629
100,000   11.04.2011    Australia    US6325C1BK42
100,000   08.07.2009    Australia    US6325C1AV16
100,000   08.07.2009    Australia    US6325C1AW98
100,000   27.07.2011    Australia    US6325C1BM08
50,000    23.11.2009    Australia    XS0469028582
100,000   02.03.2010    Australia    US6325C1BB43
50,000    20.05.2008    Australia    XS0365320174
100,000   27.09.2010    Australia    US6325C1BC26
50,000    20.07.2009    Australia    XS0440279338
100,000   27.07.2011    Australia    US6325C1BN80
50,000    13.07.2010    Australia    XS0525146907
100,000   10.12.2010    Australia    US6325C1BJ78
50,000    03.11.2009     Spain       ES0314843329
100,000   18.07.2007   Netherlands   XS0311512957
100,000   20.10.2009   Netherlands   XS0458548921
 1,000    12.03.2003   Netherlands   XS0163939753
50,000    21.11.2008   Netherlands   XS0400200043
200,000   16.05.2011   Netherlands US63983UAA07
 1,000    16.09.2004   Netherlands   XS0201176640
200,000   18.10.2011   Netherlands USN9638CAY59
 1,000    17.03.2010   Netherlands   XS0495091620
200,000   23.05.2011   Netherlands   XS0629704643
50,000    04.06.2010   Netherlands   XS0514870368
 1,000    09.09.2010   Netherlands   XS0540029807
 1,000    19.01.2006   Netherlands   XS0241164176
200,000   16.06.2011   Netherlands US63983UAB89
100,000   12.07.2011   Netherlands   XS0647624609
 1,000    23.01.2007   Netherlands   XS0283746070
50,000    14.01.2010   Netherlands   XS0478137192
100,000   22.01.2008   Netherlands   XS0341439197
 1,000    17.02.2005   Netherlands   XS0212342066
100,000   14.01.2011   Netherlands   XS0578368143
100,000   16.03.2010       UK        XS0494896417
100,000   15.05.2008       UK        XS0364132471
100,000   13.01.2011       UK        XS0576906316
100,000   16.02.2011       UK        XS0592437726
50,000    29.11.2004       UK        XS0206362039
100,000   31.08.2011       UK        XS0671005576
50,000    21.07.2005       UK        XS0225051811
50,000    26.06.2007       UK        XS0307538016
50,000    29.11.2004       UK        XS0206361221
50,000    10.05.2007       UK        XS0299655448
50,000    20.09.2007       UK        XS0322049296
50,000    07.04.2009   Netherlands   XS0422411214
100,000   02.12.2009   Netherlands   XS0470810259
100,000   02.12.2009   Netherlands   XS0470811497
50,000    09.12.2009     Japan       XS0472505287
 2,000    04.03.2010     Japan       US65535HAA77
 2,000    04.03.2010     Japan       US65535HAB50
50,000    22.05.2009    Germany      XS0429292393
50,000    18.02.2009    Germany      XS0413529222
 1,000    23.04.2003    Germany      XS0167014918
 1,000    14.10.2003    Germany      XS0177899530
 1,000    07.07.2004    Germany      XS0195569990
 1,000    22.10.2003    Germany      DE0007840670
50,000    06.08.2009    Sweden       XS0443210090
100,000   11.02.2011    Sweden       XS0590184858
50,000    17.06.2010    Sweden       XS0517990031
100,000   10.01.2012    Sweden       XS0728764233
200,000   14.01.2011    Sweden       US65557DAD30
50,000    12.05.2009    Sweden       XS0428007081
100,000   13.11.2009    Sweden       US65557DAE13
50,000    11.08.2010    Sweden       XS0532183935
100,000   11.02.2011    Sweden       XS0590179692
50,000    24.02.2010    Sweden       XS0489825223
100,000   11.01.2012    Sweden       XS0728763938
50,000    29.06.2010    Sweden       XS0520755488
200,000   14.01.2011    Sweden       US65557DAF87
50,000    23.07.2009    Slovenia     XS0439410035
 1,000    14.05.2008    Germany      DE000NWB0410
 1,000    06.08.2010    Germany      DE000NWB13T3
 1,000    26.08.2010    Germany      XS0536586950
 1,000    18.01.2011    Germany      XS0579362319
 1,000    18.03.2009    Germany      DE000NWB0444
 1,000    21.01.2011    Germany      DE000NWB14D5
 1,000    26.04.2011    Germany      DE000NWB14J2
100,000   04.02.2011    Germany      DE000NWB27L0
 1,000    27.11.2007    Germany      DE000NWB0402
 1,000    01.03.2010    Germany      DE000NWB0469
 1,000    08.02.2012    Germany      DE000NWB29J0
 1,000    09.02.2012    Germany      DE000NWB15B6
 1,000    17.05.2011    Germany      DE000NWB0493
 1,000    29.05.2007    Germany      DE000NWB0386
 1,000    27.04.2009    Germany      DE000NWB0451
 1,000    27.01.2005    Germany      DE000NWB0329
50,000    23.04.2008      USA        XS0358820222
 1,000    16.10.2007     Austria     US676167AV17
 5,000    18.10.2004     Austria     CH0019557401
 1,000    09.03.2010     Austria     US676167BB44
 1,000    07.05.2008     Austria     US676167AX72
 1,000    10.12.2008     Austria     XS0403964116
 1,000    21.01.2011     Austria     US676167BD00
 1,000    28.04.2009     Austria     XS0425446712
 1,000    09.03.2005     Austria     US676167AQ22
 1,000    05.10.2010     Austria     US676167BC27
 5,000    23.10.2003     Austria     CH0016833805
 1,000    16.02.2006     Austria     US676167AS87
 1,000    03.06.2011     Austria     US676167BE82
 1,000    15.09.2006     Austria     XS0267884806
 1,000    25.04.2007     Austria     US676167AU34
 5,000    25.02.2005     Austria     CH0020632144
 1,000    14.09.2009     Austria     XS0451759012
 1,000    18.03.2009     Austria     XS0417722393
100,000   06.02.2012     Greece      XS0741923196
100,000   07.02.2012     Greece      XS0741923352
100,000   17.08.2009   Netherlands   US74977SBU50
 1,000    18.06.2009   Netherlands   XS0433292512
 1,000    14.01.2011   Netherlands   XS0577548695
 1,000    19.02.2009   Netherlands   XS0412484163
 1,000    25.04.2003   Netherlands   XS0167068849
 1,000    17.06.2010   Netherlands   XS0518422513
 1,000    12.02.2010   Netherlands   XS0486153413
 1,000    11.01.2011   Netherlands US21685WBS52
 1,000    22.01.2009   Netherlands   XS0408832151
 1,000    22.04.2004   Netherlands   XS0190990837
100,000   13.05.2009   Netherlands US74977SBQ49
 1,000    19.05.2011   Netherlands   XS0627162075
 1,000    15.09.2010   Netherlands   XS0541928353
 1,000    16.02.2010   Netherlands   XS0487438979
100,000   11.03.2010   Netherlands   US74977SCE00
 1,000    10.09.2009   Netherlands   XS0451037062
 1,000    13.10.2010   Netherlands US21685WBL00
 1,000    18.01.2006   Netherlands   XS0240383603
 1,000    20.04.2011   Netherlands   XS0619051971
 1,000    05.05.2009   Netherlands   XS0426090485
 1,000    16.01.2007   Netherlands   XS0282445336
 1,000    21.04.2010   Netherlands   XS0503734872
 1,000    15.01.2008   Netherlands   XS0339454851
 1,000    17.10.2011   Netherlands   XS0691801327
 1,000    14.01.2010   Netherlands   XS0478074924
100,000   15.01.2010   Netherlands   US74977SCA87
50,000    19.03.2010   Netherlands   XS0496281618
 1,000    11.01.2011   Netherlands US21685WBT36
 1,000    12.01.2011   Netherlands   XS0576532054
 1,000    07.06.2006   Netherlands   XS0256967869
 1,000    11.01.2012   Netherlands   XS0728812495
 1,000    06.06.2007   Netherlands   XS0304159576
 1,000    14.07.2010   Netherlands   XS0525602339
 1,000    24.05.2011   Netherlands US21685WCJ45
50,000    04.03.2011     Austria     XS0597215937
50,000    27.01.2011     Austria     XS0584381544
 1,000    05.02.2009     Austria     XS0412067489
 1,000    06.10.2010     Canada      US78008KNA78
 1,000    19.04.2011     Canada      US78008K5X71
 1,000    20.07.2011     Canada      US78008TLB88
 1,000    20.11.2003   Netherlands   XS0180772484
 1,000    11.05.2006   Netherlands   XS0254035768
50,000    13.07.2010       UK        XS0525571864
50,000    15.09.2010       UK        XS0541883400
100,000   18.05.2011       UK        XS0627824120
 1,000    24.08.2010       UK        US78010XAD30
50,000    21.05.2009       UK        XS0430052869
100,000   25.08.2009       UK        US78010KCV98
100,000   16.03.2010       UK        US78010XAC56
50,000    15.07.2010       UK        XS0526338693
 1,000    20.09.2010       UK        US78010XAG60
 2,000    16.03.2011       UK        US78009PCC32
100,000   18.05.2011       UK        XS0627824633
50,000    20.01.2010       UK        XS0480133338
50,000    30.09.2009       UK        XS0454984765
50,000    23.03.2010       UK        XS0496481200
 1,000    24.08.2010       UK        US78010XAE13
 2,000    11.01.2011       UK        US78010XAK72
50,000    15.05.2008       UK        XS0363669408
100,000   21.10.2009       UK        US780097AW11
50,000    18.01.2010     Spain       XS0477243843
100,000   28.02.2011     Spain       XS0593970014
100,000   19.04.2011     Spain       XS0616562277
50,000    20.09.2010     Spain       XS0541340021
100,000   07.04.2011     Spain       XS0611215103
50,000    12.08.2010     Spain       XS0531257193
50,000    10.03.2010     Spain       XS0491856265
100,000   18.05.2011     Spain       XS0624668801
50,000    04.10.2010     Spain       XS0544546780
 1,000    20.06.2005       UK        XS0222335134
50,000    01.02.2011    Sweden       XS0586693003
50,000    21.04.2010    Slovenia     XS0504013912
50,000    06.05.2009    Sweden       XS0427065585
 2,000    14.01.2011      USA        US78442FEK03
 2,000    18.06.2008      USA        US78442FEH73
50,000    10.03.2009   Netherlands   XS0416768686
100,000   14.01.2011     France      XS0576601396
50,000    28.03.2008     France      XS0354843533
50,000    20.07.2010     France      XS0526282701
100,000   01.03.2012     France      XS0751533414
100,000   14.09.2010     France      USF8586CAE24
50,000    19.12.2008     France      XS0404952078
100,000   15.12.2010     France      USF8586CAL66
200,000   18.04.2011     France      US83368TAB44
50,000    21.08.2009     France      XS0446860826
50,000    31.03.2010     France      XS0498717163
100,000   14.09.2010     France      USF8586CAF98
100,000   20.04.2011     France      XS0618909807
50,000    21.09.2010     France      XS0542607683
100,000   02.03.2011     France      XS0596704170
200,000   18.04.2011     France      US83368TAA60
50,000    30.04.2009       UK        XS0426682570
100,000   18.05.2009       UK        XS0429649212
100,000   27.04.2010       UK        XS0505252956
50,000    29.06.2010       UK        XS0521103860
100,000   12.05.2011       UK        XS0627063091
100,000   20.10.2011       UK        XS0693854605
100,000   18.01.2012       UK        XS0732522965
100,000   22.07.2010     Japan       USJ7771KMW47
100,000   22.07.2010     Japan       USJ7771KMX20
200,000   22.07.2011     Japan       USJ7771KNY93
50,000    20.08.2009    Sweden       XS0447005223
100,000   14.09.2009    Sweden       US86959NAC39
100,000   14.09.2009    Sweden       US86959NAB55
50,000    14.01.2010    Sweden       XS0478420184
50,000    25.03.2009    Sweden       XS0418783477
100,000   10.06.2009    Sweden       US86959NAA72
100,000   16.02.2011    Sweden       XS0592450232
50,000    24.02.2010    Sweden       XS0490111563
100,000   31.03.2010    Sweden       US86959NAE94
100,000   20.10.2011    Sweden       XS0693812355
100,000   25.06.2009    Sweden       US87019FAJ12
50,000    04.03.2010    Sweden       XS0491438429
50,000    27.05.2009    Sweden       XS0429465163
100,000   02.02.2012    Sweden       XS0740788699
50,000    03.09.2010    Denmark      XS0537763376
50,000    23.01.2008    Canada       XS0341681483
50,000    14.05.2008    Canada       XS0363922823
 2,000    14.07.2011    Canada       US89114QAB41
 2,000    19.10.2011    Canada       US89114QAE89
 1,000    03.02.2009     Japan       XS0411602765
50,000    05.11.2010      Italy      XS0556404837
100,000   21.04.2011      Italy      XS0618976582
 1,000    06.07.2009   Switzerland   XS0433853644
 1,000    21.01.2008   Switzerland   XS0341224151
50,000    17.06.2011   Switzerland   XS0637843979
 1,000    03.09.2008   Switzerland   XS0385798276
 1,000    19.05.2009   Switzerland   XS0428956287
 1,000    15.07.2010   Switzerland   XS0526073290
 1,000    18.01.2012   Switzerland   XS0732496194
50,000    18.04.2008   Switzerland   XS0359388690
250,000   12.08.2010   Switzerland   US90261XGF33
100,000   20.12.2007   Switzerland   US90261XEM02
100,000   25.04.2008   Switzerland   US90261XFA54
100,000   27.02.2012     France      FR0011208230
100,000   29.02.2012     France      FR0011212232
100,000   17.01.2011      Italy      XS0579221507
50,000    14.09.2010      Italy      XS0541506365
50,000    09.09.2005      Italy      XS0229318737
50,000    12.02.2008      Italy      XS0345983638
100,000   21.02.2011      Italy      XS0592628746
50,000    14.01.2009      Italy      XS0408165008
 1,000    05.02.2007      Italy      XS0285148598
50,000    10.02.2004      Italy      XS0185030698
10,000    18.02.2005      Italy      XS0212401920
 1,000    30.03.2012      Italy      IT0004799927
50,000    15.03.2006      Italy      XS0247757718
 1,000    14.05.2009      USA        US91159HGR57
50,000    13.02.2007      USA        XS0286634711
 1,000    08.06.2007      USA        US929903DT69
 5,000    23.10.2007      USA        US949746NW79
 5,000    31.01.2008      USA        US949746NY36
 1,000    01.10.2009      USA        US94974BET35
 1,000    30.03.2010      USA        US94974BEU08
 5,000    28.10.2005      USA        US949746NA59
50,000    23.03.2006      USA        XS0248766833
 1,000    15.02.2011     USA       US949746QU86
50,000    03.11.2006     USA       XS0273766732
 1,000    29.03.2011     USA       US94974BEV80
 1,000    03.09.2009   Germany     DE000WLB26G6
50,000    28.09.2007   Australia   XS0323421916
 2,000    19.11.2009   Australia   US961214BJ11
100,000   14.12.2009   Australia   US9612ENAL11
100,000   08.04.2010   Australia   US9612E1BC87
 2,000    03.08.2010   Australia   US961214BM40
 2,000    09.12.2010   Australia   US961214BR37
100,000   31.03.2011   Australia   US9612E1CD51
100,000   10.09.2009   Australia   US9612ENAH09
 2,000    27.08.2009   Australia   US961214BH54
 2,000    03.08.2010   Australia   US961214BN23
 2,000    09.12.2010   Australia   US961214BP70
50,000    22.09.2009   Australia   XS0453410978
100,000   25.05.2011   Australia   XS0630545852
 2,000    19.11.2009   Australia   US961214BK83
100,000   28.07.2009 New Zealand XS0442194923
 50,000   17.09.2004 Switzerland XS0201168894
Lower Tier 2



                                                                                           Cpn       Ratin
                                                   Maturity                                                Ratin Bid    Ask Ask Yield Ask Yield Mid Swap        Mid 5y   Amount
Issuer                     Ccy Cpn     Cpn type                Maturity    Next Call     Spread        g
                                                    type                                                   g S&P Price Price to call   to Mat    Spread          CDS     Out. Mln
                                                                                        after Call   Mdy's
ABN AMRO BANK NV           EUR   2.188 FLOATING   CALLABLE    22.06.2015   22.06.2012       77        A1 /*-    BBB+    91.5    91.5    31.3     4.5    329                377
ABN AMRO BANK NV           EUR    2.13 FLOATING   CALLABLE    14.09.2016   14.06.2012       70        A1 /*-    BBB+    88.1    88.1    47.5     4.6    337                441
ABN AMRO BANK NV           USD   1.267 FLOATING   CALLABLE    17.01.2017   17.04.2012       70        A1 /*-    BBB+    85.6    86.1    124.8    4.3    393                457
ABN AMRO BANK NV           EUR   6.375 FIXED      AT MATURITY 27.04.2021                              A1 /*-    BBB+    101.8   102.3            6.0    395                1,228
ABN AMRO BANK NV           USD    6.25 FIXED      AT MATURITY 27.04.2022                              A1 /*-    BBB+    97.8    98.4             6.5    455                595
ALFA BANK (ALFA BOND)      USD   8.635 VARIABLE   CALLABLE    22.02.2017                   546         Ba2      B+      92.9    93.9             7.9    686                300
ALLIANZ FINANCE II B.V.    EUR     6.5 VARIABLE   CALLABLE    13.01.2025   13.01.2015      277         A2       A+      104.9   105.5    4.4     4.0    330      177       1,000
ASSICURAZIONI GENERALI     EUR     6.9 VARIABLE   CALLABLE    20.07.2022   20.07.2012      200         A3       BBB+    97.6    98.4    10.8     3.7    1104     372       750
AUST & NZ BANKING GROUP    GBP    4.75 VARIABLE   CALLABLE    07.12.2018   07.12.2013      143         Aa3       A-     98.4    98.9     5.6     3.4    440      234       400
AUST & NZ BANKING GROUP    EUR   5.125 FIXED      AT MATURITY 10.09.2019                               Aa3       A-     103.5   103.6            4.5    258      234       750
AVIVA PLC                  USD   0.899 FLOATING   CALLABLE    19.06.2017   19.06.2012       34         A3        A-     96.3    98.3     6.4     1.6    135      255       300
AVIVA PLC                  GBP   6.125 VARIABLE   CALLABLE    14.11.2036   16.11.2026      285         A3       BBB+    81.7    82.4     8.2     7.1    562      255       700
AVIVA PLC                  EUR   6.875 VARIABLE   CALLABLE    22.05.2038   22.05.2018      335         A3       BBB+    91.5    92.1     8.6     6.0    688      255       500
AVIVA PLC                  GBP   6.875 VARIABLE   CALLABLE    20.05.2058   20.05.2038      326         A3       BBB+    80.6    81.8     8.7     8.2    597      255       600
AXA SA                     EUR     2.5 FIXED      AT MATURITY 01.01.2014                               A3       BBB+                            58.9    5780     312       1,516
AXA SA                     GBP   7.125 FIXED      AT MATURITY 15.12.2020                               A3       BBB+    101.6   102.8           -18.1   -1424    312       325
AXA SA                     EUR    5.25 VARIABLE   CALLABLE    16.04.2040   16.04.2020      305         A3       BBB+    82.7    83.0     8.2     5.9    619      312       1,300
BANCA CARIGE SPA           EUR    2.49 FLOATING   CALLABLE    07.06.2016   07.06.2012      102                  BB+     79.1    80.1    93.2     7.5    663                352
BANCA POP EMILIA ROMAGNA EUR     1.407 FLOATING   CALLABLE    15.05.2017   15.05.2012       35                  BBB-    77.1    78.2    135.6    6.9    584                400
BANCA POPOLARE DI MILANO EUR     2.446 FLOATING   CALLABLE    29.06.2015   29.03.2012      105       Ba1 /*-    BB+     85.1    86.9    198.3    6.5    583      714       554
BANCA POPOLARE DI MILANO EUR     7.125 FIXED      AT MATURITY 01.03.2021                             Ba1 /*-            94.2    94.7             7.7    591      714       475
BANCO BILBAO VIZCAYA ARG   EUR   4.375 VARIABLE   CALLABLE    20.10.2019   20.10.2014       87        A2 /*-    BBB+    81.6    82.1    12.7     5.8    1191     533       1,000
BANCO DO BRASIL (CAYMAN) USD     5.375 FIXED      AT MATURITY 15.01.2021                              Baa1              102.5   103.1            4.9    315                660
BANCO FINANC Y AHORROS     EUR    6.25 FIXED      AT MATURITY 10.04.2012                              Caa1       B      99.3    100.4            4.7    755                550
BANCO FINANC Y AHORROS     EUR   2.001 FLOATING   CALLABLE    17.10.2016   17.04.2012       77        Caa1       B      46.2    48.3    556.1   14.2    1509               487
BANCO POPOLARE SC          EUR   5.473 FIXED      AT MATURITY 12.11.2016                             Baa3 /*-   BB-     88.8    90.5             8.1    685      812       308
BANCO POPOLARE SC          EUR      6 FIXED       AT MATURITY 05.11.2020                             Baa3 /*-   BB-     90.2    91.0             6.4    485      812       782
BANCO POPOLARE SC          EUR   6.375 FIXED      AT MATURITY 31.05.2021                             Baa3 /*-   BB-     90.0    90.6             6.9    521      812       397
BANCO POPULAR ESPANOL      EUR   5.702 VARIABLE   CALLABLE    22.12.2019   22.12.2014      360       Baa2 /*- BB- /*-   75.5    77.3    16.5     9.4    1545               273
BANCO SABADELL SA          EUR    6.25 FIXED      AT MATURITY 26.04.2020                             Baa3 /*- B+ /*-    83.1    84.0             8.5    699                500
BANK OF AMERICA CORP       GBP    5.25 FIXED      AT MATURITY 09.11.2016                             Baa2 /*-   BBB+    98.7    99.7             5.5    406      379       454
BANK OF AMERICA CORP       EUR   4.625 FIXED      AT MATURITY 07.02.2017                             Baa2 /*-   BBB+    95.2    95.4             5.7    420      379       562
BANK OF AMERICA CORP       EUR    4.75 VARIABLE   CALLABLE    23.05.2017   23.05.2012       77       Baa2 /*-   BBB+    81.9    82.3    96.1     5.5    13999    379       1,020
BANK OF AMERICA CORP       EUR      4 VARIABLE    CALLABLE    28.03.2018   28.03.2013       84       Baa2 /*-   BBB+    80.9    81.2    26.3     6.1    2495     379       1,379
BANK OF AMERICA CORP       EUR    4.75 VARIABLE   CALLABLE    06.05.2019   06.05.2014      146       Baa2 /*-   BBB+    83.2    84.1    12.3     5.7    1230     379       1,000
BANK OF EAST ASIA LTD      USD    1.09 FLOATING   CALLABLE    22.06.2017   22.06.2012       52         A3        A-     98.8    99.7     2.2     2.0    162                600
BANK OF EAST ASIA LTD      USD   6.125 FIXED      AT MATURITY 16.07.2020                               A3        A-     105.3   105.9            5.2    354                600
BANK OF SCOTLAND PLC       EUR     5.5 FIXED      AT MATURITY 29.10.2012                             Baa2 /*-   BBB-    100.7   100.9            4.0    294      421       750
BANK OF SCOTLAND PLC       EUR   6.125 FIXED      AT MATURITY 05.02.2013                              Baa2 /*-   BBB-   101.1   101.2           4.8   364    421   325
BANK OF SCOTLAND PLC       GBP   9.375 FIXED      AT MATURITY 15.05.2021                              Baa2 /*-   BBB-   99.7    100.4           9.4   727    421   500
BANQUE FED CRED MUTUEL     EUR     6.5 FIXED      AT MATURITY 19.07.2013                               A1 /*-     A-    104.8   105.0           2.8   169          700
BANQUE FED CRED MUTUEL     EUR      5 FIXED       AT MATURITY 30.09.2015                               A1 /*-     A-    103.0   103.0           4.1   277          800
BANQUE FED CRED MUTUEL     EUR      4 FIXED       AT MATURITY 22.10.2020                               A1 /*-     A-    87.1    87.1            5.9   383          1,000
BARCLAYS BANK PLC          EUR   4.875 FIXED      AT MATURITY 31.03.2013                              Baa1 /*-   BBB+   102.3   102.4           2.6   150    346   750
BARCLAYS BANK PLC          USD   0.746 FLOATING   CALLABLE    23.03.2017   23.03.2012      17.5       Baa1 /*-   BBB+   99.8    100.0    0.8    0.8   229    346   1,500
BARCLAYS BANK PLC          EUR   1.206 FLOATING   CALLABLE    30.05.2017   30.05.2012       20        Baa1 /*-   BBB+   98.0    98.5     7.3    2.0   82     346   1,500
BARCLAYS BANK PLC          USD    0.74 FLOATING   CALLABLE    11.09.2017   11.09.2012       20        Baa1 /*-   BBB+   96.2    97.0     6.5    1.7   130    346   500
BARCLAYS BANK PLC          USD    6.05 FIXED      AT MATURITY 04.12.2017                              Baa1 /*-   BBB+   101.6   102.4           5.5   435    346   2,250
BARCLAYS BANK PLC          EUR      6 FIXED       AT MATURITY 23.01.2018                              Baa1 /*-   BBB+   98.9    99.2            6.2   449    346   1,750
BARCLAYS BANK PLC          EUR     4.5 VARIABLE   CALLABLE    04.03.2019   04.03.2014      139        Baa1 /*-   BBB+   90.5    90.9     9.7    4.6   867    346   1,000
BARCLAYS BANK PLC          USD    5.14 FIXED      AT MATURITY 14.10.2020                              Baa1 /*-   BBB+   95.2    95.7            5.8   402    346   1,250
BARCLAYS BANK PLC          EUR      6 FIXED       AT MATURITY 14.01.2021                              Baa1 /*-   BBB+   93.5    93.9            6.9   487    346   1,500
BARCLAYS BANK PLC          GBP     10 FIXED       AT MATURITY 21.05.2021                              Baa1 /*-   BBB+   113.9   114.0           7.8   566    346   1,961
BARCLAYS BANK PLC          EUR   6.625 FIXED      AT MATURITY 30.03.2022                              Baa1 /*-   BBB+   96.3    96.6            7.1   493    346   1,000
BARCLAYS BANK PLC          GBP    6.75 VARIABLE   CALLABLE    16.01.2023   16.01.2018      249        Baa1 /*-   BBB+   94.9    95.1     7.9    6.3   627    346   500
BARCLAYS BANK PLC          GBP    5.75 FIXED      AT MATURITY 14.09.2026                              Baa1 /*-   BBB+   85.7    85.9            7.4   478    346   600
BAYERISCHE LANDESBANK      CHF      4 FIXED       AT MATURITY 23.04.2013                                Aaa      NR     102.9   103.7           0.9   90           625
BAYERISCHE LANDESBANK      CHF      4 FIXED       AT MATURITY 21.09.2015                                Aaa      NR     108.1   110.8           0.9   98           300
BAYERISCHE LANDESBANK      EUR      6 FIXED       AT MATURITY 30.12.2015                                Aaa      NR     109.1   111.4           2.8   177          400
BAYERISCHE LANDESBANK      EUR    5.75 FIXED      AT MATURITY 23.10.2017                                Ba2      NR     105.5   106.1           4.5   289          1,000
BAYERISCHE LANDESBANK      EUR     4.5 VARIABLE   CALLABLE    07.02.2019   07.02.2014       81          Ba2      NR     74.8    76.3    20.5    7.2   1998         647
BBVA SUB CAPITAL UNIPERS   EUR   1.576 FLOATING   CALLABLE    03.04.2017   03.04.2012       22         A2 /*-    BBB+   93.9    93.9    73.1    3.0   181    533   700
BBVA SUB CAPITAL UNIPERS   EUR   1.326 FLOATING   CALLABLE    23.05.2017   23.05.2012       30         A2 /*-    BBB+   95.1    95.3    23.1    2.7   156    533   459
BK OF MOSCOW (KUZNETSKI) USD     5.967 VARIABLE   CALLABLE    25.11.2015                                Ba3             97.8    98.7            6.4   565          300
BK OF MOSCOW (KUZNETSKI) USD     6.807 VARIABLE   CALLABLE    10.05.2017   10.05.2012      525          Ba3             93.9    94.8    35.2    7.4   3951         400
BNP PARIBAS                EUR    5.25 FIXED      AT MATURITY 17.12.2012                               A1 /*-     A     102.4   102.4           2.1   87     367   1,500
BNP PARIBAS                USD   0.732 FLOATING   CALLABLE    27.04.2017   27.04.2012      17.5        A1 /*-     A     98.4    98.8     8.9    1.4   95     367   570
BNP PARIBAS                EUR   5.431 FIXED      AT MATURITY 07.09.2017                               A1 /*-     A     104.5   104.8           4.4   281    367   1,508
BNP PARIBAS                EUR   4.375 VARIABLE   CALLABLE    22.01.2019   22.01.2014       71         A1 /*-     A     97.7    97.9     5.5    2.8   447    367   386
BNP PARIBAS/BNP US MTN     USD     4.8 FIXED      AT MATURITY 24.06.2015                               A1 /*-     A     99.3    101.2           4.4   392    367   447
CAJA ZARAGOZA ARAGON & R EUR     1.528 FLOATING   CALLABLE    25.04.2019   25.04.2014       36        Baa3 /*-   BB+    60.7    67.0                               350
CAM INTERNATIONAL SA       EUR   2.296 FLOATING   CALLABLE    29.09.2016   29.03.2012       90        Caa1 /*+   NR     72.3    72.3    424.6   8.4   739          304
CATHAY UNITED BANK         USD     5.5 VARIABLE   CALLABLE    05.10.2020   05.10.2015      180          A3       BBB+                    4.4    3.4   362          327
CBQ FINANCE LTD            USD     7.5 FIXED      AT MATURITY 18.11.2019                                A2       BBB+   115.4   116.1           5.0   338          600
CITIC BK INTL LTD          USD   6.875 FIXED      AT MATURITY 24.06.2020                               Baa3             105.8   106.5           5.9   420          500
CITIGROUP INC              EUR    4.75 VARIABLE   CALLABLE    31.05.2017   31.05.2012       74        Baa1 /*-   BBB+   86.2    86.8    63.9    4.4   8214   321   1,250
CITIGROUP INC              EUR   3.625 VARIABLE   CALLABLE    30.11.2017   30.11.2012      127        Baa1 /*-   BBB+   86.4    87.1    23.8    5.2   2356   321   800
CITIGROUP INC              GBP   5.125 FIXED      AT MATURITY 12.12.2018                              Baa1 /*-   BBB+   97.1    98.0            5.6   378    321   800
CITIGROUP INC              EUR    4.75 VARIABLE   CALLABLE    10.02.2019   10.02.2014      140        Baa1 /*-   BBB+   87.5    88.4    11.4    5.1   1070   321   1,350
CITIGROUP INC              GBP   5.875 FIXED      AT MATURITY 01.07.2024                              Baa1 /*-   BBB+   94.3    95.1            6.5   402    321   400
CITIGROUP INC              EUR    4.25 VARIABLE   CALLABLE    25.02.2030   25.02.2025      138        Baa1 /*-   BBB+   76.7    78.0     6.9    5.9   451    321   1,250
CITIGROUP INC              GBP     4.5 FIXED      AT MATURITY 03.03.2031                              Baa1 /*-   BBB+   75.1    75.8            6.9   408    321   500
CITIGROUP INC              USD   6.125 FIXED      AT MATURITY 25.08.2036                              Baa1 /*-   BBB+   96.2    101.1           6.0   370    321   2,000
CLOVERIE (ZURICH INS)      EUR     7.5 VARIABLE   CALLABLE    24.07.2039   24.07.2019      585          A2        A     106.4   106.5    6.4    6.7   446    174   425
CNP ASSURANCES             EUR    5.25 VARIABLE   CALLABLE    16.05.2023   16.05.2013      200                          83.0    84.6    20.8    5.2   2040         300
CNP ASSURANCES             GBP   7.375 VARIABLE   CALLABLE    30.09.2041   30.09.2021   448.2000122               A-    80.7    82.4    10.6    8.8   847          300
CNP ASSURANCES             EUR   6.875 VARIABLE   CALLABLE    30.09.2041   30.09.2021   440                 A-      78.1    79.3     10.4    8.5    836           700
COMMERZBANK AG             EUR   2.337 VARIABLE   CALLABLE    13.09.2016   13.03.2012    90     Ba1 /*-     BBB     77.6    78.6    815.9    7.4    638    566    502
COMMERZBANK AG             EUR   6.375 FIXED      AT MATURITY 22.03.2019                        Ba1 /*-     BBB     86.4    86.8             9.0    714    566    1,254
COMMERZBANK AG             EUR    7.75 FIXED      AT MATURITY 16.03.2021                        Ba1 /*-     BBB     89.7    90.0             9.4    739    566    1,250
COMMONWEALTH BANK AUST EUR         5.5 FIXED      AT MATURITY 06.08.2019                          Aa3       A-      105.5   105.7            4.6    264    234    1,000
CRED SUISSE GP FIN (GRN)   EUR   6.375 FIXED      AT MATURITY 07.06.2013                        Aa3 /*-     BBB     104.7   104.9            2.4    132    246    750
CRED SUISSE GP FIN (GRN)   EUR   3.625 VARIABLE   CALLABLE    23.01.2018   23.01.2013    87     Aa3 /*-     BBB     97.1    97.4     6.6     2.6    529    246    1,000
CRED SUISSE GP FIN (US)    EUR   3.625 VARIABLE   CALLABLE    14.09.2020   14.09.2015    93     Aa3 /*-     BBB     92.6    93.0     5.9     3.7    464    246    900
CREDIT AGRICOLE SA         EUR     5.4 FIXED      CALLABLE    28.06.2014                                            101.5   103.1            3.8    284    483    600
CREDIT AGRICOLE SA         EUR   5.971 FIXED      AT MATURITY 01.02.2018                         A1 /*-    BBB+     99.5    99.8             6.0    433    483    2,375
CREDIT AGRICOLE SA         EUR   5.875 FIXED      AT MATURITY 11.06.2019                         A1 /*-    BBB+     96.7    97.1             6.4    450    483    1,250
CREDIT AGRICOLE SA         EUR     3.9 FIXED      AT MATURITY 19.04.2021                         A1 /*-    BBB+     80.5    80.8             6.8    465    483    1,250
CREDIT AGRICOLE SA         GBP   7.375 FIXED      AT MATURITY 18.12.2023                         A1 /*-    BBB+     93.7    94.6             8.3    586    483    450
CREDIT LOGEMENT SA         EUR   1.626 FLOATING   CALLABLE    15.06.2017   15.06.2012    20     Aa3 /*-      A      96.1    96.7     12.9    2.3    96            900
CREDIT LOGEMENT SA         EUR   5.454 FIXED      AT MATURITY 16.02.2021                        Aa3 /*-      A      95.6    96.1             6.0    394           500
CREDIT MUTUEL ARKEA        EUR   1.236 FLOATING   CALLABLE    21.05.2017   21.05.2012    20                 A-      96.3    97.8     11.6    2.1    108           300
CREDIT SUISSE LONDON       GBP    6.75 VARIABLE   CALLABLE    16.01.2023   16.01.2018   255     Aa2 /*-    BBB+     104.7   105.5    5.8     5.0    415    246    400
CREDIT SUISSE NEW YORK     USD      6 FIXED       AT MATURITY 15.02.2018                        Aa2 /*-    BBB+     104.1   104.7            5.1    381    246    2,000
CREDIT SUISSE NEW YORK     CHF   4.875 FIXED      AT MATURITY 14.03.2018                        Aa2 /*-    BBB+     105.6   107.5            3.5    302    246    500
CREDIT SUISSE NEW YORK     USD     5.4 FIXED      AT MATURITY 14.01.2020                        Aa2 /*-    BBB+     100.3   100.7            5.3    363    246    2,500
DBS BANK LTD/SINGAPORE     USD   5.125 VARIABLE   CALLABLE    16.05.2017   16.05.2012   122       Aa2       A+      100.5   100.6    2.1     1.7    193           500
DBS BANK LTD/SINGAPORE     USD   0.718 FLOATING   CALLABLE    16.05.2017   16.05.2012    22       Aa2       A+      99.3    99.8     1.8     1.7    127           1,500
DEPFA BANK PLC             EUR   2.126 FLOATING   CALLABLE    15.12.2015   15.03.2012    70       B3                69.0    71.3    1072.7   11.3   1013          500
DEUTSCHE BANK AG           EUR   5.125 FIXED      AT MATURITY 31.01.2013                         A3 /*-    BBB+     102.5   102.6            2.2    103    253    1,100
DEUTSCHE BANK AG           EUR   2.125 VARIABLE   CALLABLE    16.01.2014   16.04.2012    88      A3 /*-    BBB+     97.5    97.8     19.8    3.1    187    253    1,000
DEUTSCHE BANK AG           USD   1.295 FLOATING   CALLABLE    17.02.2015   17.05.2012    80      A3 /*-    BBB+     90.3    91.2     46.8    4.4    414    253    350
DEUTSCHE BANK AG           EUR   2.118 FLOATING   CALLABLE    22.09.2015   22.06.2012    70      A3 /*-    BBB+     92.4    93.1     25.2    3.8    263    253    744
DEUTSCHE BANK AG           EUR   2.217 FLOATING   CALLABLE    20.09.2016   20.06.2012    80      A3 /*-    BBB+     89.4    89.5     39.6    4.3    314    253    500
DEUTSCHE BANK AG           EUR   3.625 VARIABLE   CALLABLE    09.03.2017   09.06.2012    76      A3 /*-    BBB+     88.5    88.8     57.3    4.3    5683   253    500
DEUTSCHE BANK AG           EUR      5 FIXED       AT MATURITY 24.06.2020                          NR       BBB+     100.3   100.8            4.9    285    253    1,150
DEUTSCHE POSTBANK AG       EUR   1.908 FLOATING   CALLABLE    04.11.2015   04.05.2012    80     Baa2 /*-   BBB+     91.2    91.8     51.1    4.1    306           500
DEXIA CREDIT LOCAL         EUR   1.453 FLOATING   CALLABLE    09.07.2017   09.07.2012    15      B3 /*-    B- /*-   46.8    46.9    241.5    15.6   1523   1416   500
DEXIA CREDIT LOCAL         EUR   4.375 VARIABLE   CALLABLE    12.02.2019   12.02.2014    72      B3 /*-    B- /*-   48.0    51.5                           1416   300
DNB BANK ASA               EUR   1.197 FLOATING   CALLABLE    30.05.2017   30.05.2012    20      A1 /*-      A      99.1    99.7     2.5     2.0    84            500
DNB BANK ASA               GBP    7.25 VARIABLE   CALLABLE    23.06.2020   23.06.2015   220      A1 /*-      A      104.0   104.8    6.2     4.6    490           400
EFG HELLAS PLC             EUR   1.772 FLOATING   CALLABLE    08.06.2017   08.06.2012    30       Ca        CC      47.0    50.3    283.6    14.8   1571          582
ERSTE GROUP BANK AG        EUR   1.613 FLOATING   CALLABLE    19.07.2017   19.07.2012    40      A2 /*-     A-      87.8    88.4     34.4    4.3    314    478    800
ESPIRITO SANTO FIN GRP     EUR   6.875 FIXED      AT MATURITY 21.10.2019                         B2 /*-                                      15.4   1386          351
FORTIS BANK SA/NV          USD   0.713 FLOATING   CALLABLE    22.05.2017   22.05.2012    22      A2 /*-      A      97.3    98.4     7.7     1.5    113    345    700
FORTIS BANK SA/NV          EUR   5.757 FIXED      AT MATURITY 04.10.2017                         A2 /*-      A      101.4   101.8            5.4    376    345    1,225
FORTIS BANK SA/NV          EUR   1.313 FLOATING   CALLABLE    14.02.2018   14.02.2013    25      A2 /*-      A      91.3    91.9     10.2    3.1    202    345    800
FORTIS BANK SA/NV          EUR    4.25 VARIABLE   CALLABLE    23.03.2021   23.03.2016    90      A2 /*-      A      91.1    91.7     6.6     4.2    535    345    500
GOLDMAN SACHS GROUP INC GBP      6.125 FIXED      CALLABLE    14.05.2017                         A2 /*-    BBB+     102.0   102.7            5.6    404           500
GOLDMAN SACHS GROUP INC EUR       4.75 FIXED      AT MATURITY 12.10.2021                         A2 /*-    BBB+     88.5    89.2             5.7    382           750
GOLDMAN SACHS GROUP INC GBP      6.875 FIXED      CALLABLE    18.01.2038                         A2 /*-    BBB+     89.6    90.7             7.9    513           325
GROUPAMA SA                EUR   7.875 VARIABLE   CALLABLE    27.10.2039   27.10.2019   536                BB /*-   59.5    60.8     17.7    12.6   1601          750
HANNOVER FINANCE SA        EUR    5.75 VARIABLE   CALLABLE    26.02.2024   26.02.2014   263                  A      100.3   100.9    5.2     4.0    424    172    750
HANNOVER FINANCE SA        EUR    5.75 VARIABLE   CALLABLE    14.09.2040   14.09.2020   423.5                A      99.3    99.7     5.8     5.4    375    172    500
HBOS PLC                  EUR   4.875 FIXED      AT MATURITY 20.03.2015                        Baa3 /*-   BB+   93.0    93.0            7.5   632    418   1,000
HBOS PLC                  USD   1.279 FLOATING   CALLABLE    30.09.2016   30.06.2012    70     Baa3 /*-   BB+   75.3    76.9    86.1    7.1   686    418   497
HBOS PLC                  EUR   1.618 FLOATING   CALLABLE    21.03.2017   21.06.2012    20     Baa3 /*-   BB+   75.2    76.1    98.7    7.3   628    418   460
HBOS PLC                  USD   0.728 FLOATING   CALLABLE    06.09.2017   06.09.2012    20     Baa3 /*-   BB+   72.2    74.0    62.3    6.7   656    418   487
HBOS PLC                  EUR   4.375 VARIABLE   CALLABLE    30.10.2019   30.10.2014   136     Baa3 /*-   BB+   75.1    76.0    16.1    7.4   1518   418   750
HBOS PLC                  EUR     4.5 VARIABLE   CALLABLE    18.03.2030   18.03.2025   136.5   Baa3 /*-   BB+   65.9    65.9     9.1    7.7   664    418   750
HSBC BANK PLC             GBP    5.75 VARIABLE   CALLABLE    27.06.2017   27.06.2012   170      A2 /*-     A    99.5    99.6     7.8    3.0   686    193   350
HSBC BANK PLC             GBP    4.75 VARIABLE   CALLABLE    29.09.2020   29.09.2015    82      A2 /*-     A    98.6    99.1     5.1    3.3   373    193   500
HSBC BANK PLC             EUR   1.687 FLOATING   CALLABLE    30.09.2020   30.09.2015    30      A2 /*-     A    88.3    89.1     4.6    3.0   193    193   500
HSBC BANK PLC             GBP      5 VARIABLE    CALLABLE    20.03.2023   20.03.2018   180      A2 /*-     A    96.3    97.2     5.7    4.5   401    193   350
HSBC BANK PLC             GBP   5.375 VARIABLE   CALLABLE    04.11.2030   04.11.2025   150      A2 /*-     A    93.4    94.3     6.1    5.5   351    193   350
HSBC BANK PLC             GBP   5.375 FIXED      AT MATURITY 22.08.2033                         A2 /*-     A    93.6    95.0            5.9   299    193   500
HSBC BANK PLC             GBP    4.75 FIXED      AT MATURITY 24.03.2046                         A2 /*-     A    79.9    81.0            6.1   310    193   600
HSBC BANK USA NA          USD   4.875 FIXED      AT MATURITY 24.08.2020                         A1 /*-     A    98.3    101.5           4.7   310          1,250
HSBC HOLDINGS PLC         USD    5.25 FIXED      AT MATURITY 12.12.2012                         A1 /*-    A-    102.6   103.0           1.3   109    216   1,400
HSBC HOLDINGS PLC         EUR   5.375 FIXED      AT MATURITY 20.12.2012                         A1 /*-    A-    102.5   102.7           2.0   82     216   1,000
HSBC HOLDINGS PLC         EUR    6.25 FIXED      AT MATURITY 19.03.2018                         A1 /*-    A-    109.6   109.9           4.3   264    216   1,600
HSBC HOLDINGS PLC         EUR      6 FIXED       AT MATURITY 10.06.2019                         A1 /*-    A-    108.0   108.7           4.6   270    216   1,750
HSBC HOLDINGS PLC         EUR   3.625 VARIABLE   CALLABLE    29.06.2020   29.06.2015    93      A1 /*-    A-    97.3    97.8     4.4    3.0   316    216   700
HSBC HOLDINGS PLC         GBP   6.375 VARIABLE   CALLABLE    18.10.2022   18.10.2017   130      A1 /*-    A-    102.7   103.7    5.8    4.4   418    216   900
HSBC HOLDINGS PLC         GBP    5.75 FIXED      AT MATURITY 20.12.2027                         A1 /*-    A-    98.8    98.9            5.8   310    216   650
HSBC HOLDINGS PLC         GBP    6.75 FIXED      AT MATURITY 11.09.2028                         A1 /*-    A-    107.9   108.3           6.0   326    216   650
HSBC HOLDINGS PLC         USD     6.5 FIXED      AT MATURITY 02.05.2036                         A1 /*-    A-    101.4   112.4           5.6   343    216   2,000
HSBC HOLDINGS PLC         USD     6.5 FIXED      AT MATURITY 15.09.2037                         A1 /*-    A-    107.4   114.3           5.5   313    216   2,500
HSBC HOLDINGS PLC         GBP      7 FIXED       AT MATURITY 07.04.2038                         A1 /*-    A-    111.0   112.0           6.1   318    216   750
HSBC HOLDINGS PLC         USD     6.8 FIXED      AT MATURITY 01.06.2038                         A1 /*-    A-    110.9   118.1           5.5   317    216   1,500
HSBC HOLDINGS PLC         GBP      6 FIXED       AT MATURITY 29.03.2040                         A1 /*-    A-    97.6    99.5            6.1   318    216   900
HSH NORDBANK AG           EUR   1.903 VARIABLE   CALLABLE    14.02.2017   14.05.2012    84       Ba3      NR    67.4    68.2    221.2   9.7   883          430
HSH NORDBANK AG           EUR   1.863 FLOATING   CALLABLE    14.02.2017   14.05.2012    80       Ba3      NR    67.4    68.3    226.3   9.8   878          498
ING BANK NV               EUR    5.25 FIXED      AT MATURITY 04.01.2013                         A1 /*-    A-    102.5   102.5           2.2   96     274   750
ING BANK NV               EUR   2.094 FLOATING   CALLABLE    18.03.2016   18.06.2012   67.5     A1 /*-          88.4    89.1    41.6    4.6   348    274   1,000
ING BANK NV               USD   1.168 FLOATING   CALLABLE    23.05.2016   23.05.2012   67.5     A1 /*-          87.8    89.1    54.2    3.9   363    274   1,250
ING BANK NV               USD   0.781 FLOATING   CALLABLE    03.07.2017   03.07.2012    20      A1 /*-    A-    86.3    87.1    42.8    3.8   344    274   2,000
ING BANK NV               EUR   4.625 VARIABLE   CALLABLE    15.03.2019   15.03.2014   144      A1 /*-          92.2    92.6     8.7    4.4   771    274   1,000
ING BANK NV               EUR     3.5 VARIABLE   CALLABLE    16.09.2020   16.09.2015   136      A1 /*-    A-    88.1    88.6     7.2    4.5   604    274   1,000
ING BANK NV               GBP   6.875 VARIABLE   CALLABLE    29.05.2023   29.05.2018   255      A1 /*-    A-    99.6    100.0    6.8    5.6   523    274   800
ING BANK NV               EUR   6.125 VARIABLE   CALLABLE    29.05.2023   29.05.2018   255      A1 /*-    A-    94.9    95.3     7.1    5.8   535    274   1,000
ING VERZEKERINGEN NV      EUR   3.268 VARIABLE   CALLABLE    21.06.2021   21.06.2012   185       Ba1      BBB   91.6    92.1    25.4    3.7   271    228   1,250
ING VERZEKERINGEN NV      EUR   6.375 VARIABLE   CALLABLE    07.05.2027   07.05.2017   190       Ba1      BBB   85.2    85.8    10.1    5.9   873    228   476
INTESA SANPAOLO SPA       EUR   5.375 FIXED      AT MATURITY 13.12.2012                         A3 /*-    BBB   101.1   101.7           3.1   226    528   300
INTESA SANPAOLO SPA       EUR   1.291 FLOATING   CALLABLE    20.02.2018   20.02.2013    25      A3 /*-    BBB   87.3    87.8    14.8    4.0   290    528   750
INTESA SANPAOLO SPA       EUR    5.75 VARIABLE   CALLABLE    28.05.2018   28.05.2013   198      A3 /*-    BBB   92.0    92.5    12.6    5.1   1145   528   1,000
INTESA SANPAOLO SPA       EUR   4.375 VARIABLE   CALLABLE    26.06.2018   26.06.2013   100      A3 /*-    BBB   90.0    90.9    12.2    4.2   1128   528   500
INTESA SANPAOLO SPA       EUR      5 FIXED       AT MATURITY 23.09.2019                         A3 /*-    BBB   94.6    94.7            5.9   393    528   1,500
INTESA SANPAOLO SPA       EUR    3.75 VARIABLE   CALLABLE    02.03.2020   02.03.2015    89      A3 /*-    BBB   80.6    81.0    11.6    5.7   1049   528   500
INTESA SANPAOLO SPA       EUR    5.15 FIXED      AT MATURITY 16.07.2020                         A3 /*-    BBB   93.7    93.8            6.1   406    528   1,250
JP MORGAN CHASE BANK NA   GBP   5.375 FIXED      AT MATURITY 28.09.2016                        Aa2 /*-     A    105.4   106.2           4.0   256          400
JP MORGAN CHASE BANK NA   EUR   4.625 VARIABLE   CALLABLE    31.05.2017   29.05.2012    76     Aa2 /*-     A    92.4    92.9    35.0    3.0   4040         1,000
JP MORGAN CHASE BANK NA   EUR   4.375 VARIABLE   CALLABLE    30.11.2021   14.11.2016    90     Aa2 /*-     A     90.5    91.5     6.5    4.1    515          1,000
JPMORGAN CHASE & CO       EUR   1.667 FLOATING   AT MATURITY 12.10.2015                 40      A1 /*-     A-    91.8    92.4            3.6    249    157   1,190
JPMORGAN CHASE & CO       GBP   6.125 VARIABLE   CALLABLE    30.05.2017   16.05.2012    56      A1 /*-     A-    92.5    93.4    46.1    3.2    5421   157   700
JPMORGAN CHASE & CO       EUR   3.875 VARIABLE   CALLABLE    31.03.2018   15.03.2013   122      A1 /*-     A-    92.6    93.1    11.3    3.5    997    157   750
JPMORGAN CHASE & CO       EUR   4.375 VARIABLE   CALLABLE    12.11.2019   12.11.2014   150      A1 /*-     A-    94.7    95.2     6.4    4.0    527    157   750
KBC IFIMA NV              EUR    2.13 FLOATING   CALLABLE    14.12.2015   14.06.2012    70      A2 /*-    BBB    77.8    80.2    84.8    7.7    688          300
LA BANQUE POSTALE         EUR   4.375 FIXED      AT MATURITY 30.11.2020                                   BBB+   91.2    92.4            5.1    327          750
LANDBK HESSEN-THUERINGEN EUR      5.5 FIXED      AT MATURITY 21.12.2015                          Aa1                                     3.1    175    176   650
LANDESBANK BERLIN AG      EUR   5.875 FIXED      AT MATURITY 25.11.2019                         Baa2             99.0    99.7            5.9    400          500
LBG CAPITAL NO.1 PLC      GBP   7.867 FIXED      AT MATURITY 17.12.2019                        Ba3 /*-     BB    84.6    85.5            11.0   905    421   331
LBG CAPITAL NO.1 PLC      GBP   11.04 FIXED      AT MATURITY 19.03.2020                        Ba3 /*-     BB    99.3    99.8            11.3   942    421   736
LBG CAPITAL NO.1 PLC      GBP   7.588 FIXED      AT MATURITY 12.05.2020                        Ba3 /*-     BB    83.9    84.3            10.5   858    421   732
LBG CAPITAL NO.1 PLC      EUR   6.439 FIXED      AT MATURITY 23.05.2020                        Ba3 /*-     BB    78.6    79.1            10.1   828    421   711
LBG CAPITAL NO.1 PLC      GBP   7.869 FIXED      AT MATURITY 25.08.2020                        Ba3 /*-     BB    84.3    84.8            10.7   874    421   597
LBG CAPITAL NO.1 PLC      USD   7.875 FIXED      AT MATURITY 01.11.2020                        Ba3 /*-     BB    85.2    87.7            10.0   855    421   986
LBG CAPITAL NO.2 PLC      EUR     15 FIXED       AT MATURITY 21.12.2019                        Ba2 /*-    BB+    121.5   122.3           10.8   907    421   487
LBG CAPITAL NO.2 PLC      GBP     15 FIXED       AT MATURITY 21.12.2019                        Ba2 /*-    BB+    122.6   123.1           10.6   878    421   775
LBG CAPITAL NO.2 PLC      EUR   6.385 FIXED      AT MATURITY 12.05.2020                        Ba2 /*-    BB+    78.6    79.1            10.1   823    421   662
LEGAL & GENERAL GROUP     EUR      4 VARIABLE    CALLABLE    08.06.2025   08.06.2015   170      Baa1      BBB+   89.3    89.7     7.7    4.1    649    217   600
LEGAL & GENERAL GROUP     GBP     10 VARIABLE    CALLABLE    23.07.2041   23.07.2021   932.5    Baa1      BBB+   117.9   117.9    7.5    8.5    535    217   300
LLOYDS BANKING GROUP PLC EUR    5.875 FIXED      AT MATURITY 08.07.2014                        Baa2 /*-   BBB-   101.4   101.9           5.0    392    538   750
LLOYDS TSB BANK PLC       GBP   6.625 FIXED      AT MATURITY 30.03.2015                        Baa2 /*-   BBB-   102.8   103.0           5.5    427    538   350
LLOYDS TSB BANK PLC       EUR   5.625 VARIABLE   CALLABLE    05.03.2018   05.03.2013   203     Baa2 /*-   BBB-   87.1    87.5    20.6    6.1    1922   538   1,000
LLOYDS TSB BANK PLC       EUR     6.5 FIXED      AT MATURITY 24.03.2020                        Baa2 /*-   BBB-   88.9    89.3            8.4    641    538   1,500
LLOYDS TSB BANK PLC       GBP   6.963 VARIABLE   CALLABLE    29.05.2020   29.05.2015   195     Baa2 /*-   BBB-   82.0    83.2    13.8    7.8    1271   538   750
LLOYDS TSB BANK PLC       USD     6.5 FIXED      AT MATURITY 14.09.2020                        Baa2 /*-   BBB-   94.0    95.4            7.2    560    538   2,000
LLOYDS TSB BANK PLC       GBP   9.625 FIXED      AT MATURITY 06.04.2023                        Baa2 /*-   BBB-   101.3   102.2           9.5    718    538   300
LLOYDS TSB BANK PLC       GBP   7.625 FIXED      AT MATURITY 22.04.2025                        Baa2 /*-   BBB-   88.1    88.8            9.3    682    538   750
LLOYDS TSB BANK PLC       GBP    5.75 VARIABLE   CALLABLE    09.07.2025   09.07.2020   139     Baa2 /*-   BBB-   78.8    79.1     9.7    7.6    765    538   350
MACQUARIE BANK LTD        EUR      6 FIXED       AT MATURITY 21.09.2020                         A2 /*-    BBB    86.9    87.2            8.1    609    473   600
MAPFRE SA                 EUR   5.921 VARIABLE   CALLABLE    24.07.2037   24.07.2017   205                BBB-   70.8    72.2    13.2    6.3    1210         590
MASHREQBANK PSC           USD   1.686 FLOATING   CALLABLE    24.01.2017   24.04.2012   112.5    Baa2      BBB    79.7    81.0    158.0   6.1    580          354
MERRILL LYNCH & CO        EUR   4.625 FIXED      AT MATURITY 14.09.2018                        Baa2 /*-   BBB+   86.8    87.5            7.1    532    427   630
MERRILL LYNCH & CO        GBP     5.5 FIXED      AT MATURITY 22.11.2021                        Baa2 /*-   BBB+   85.3    86.3            7.6    536    427   266
MERRILL LYNCH & CO        GBP   8.125 FIXED      AT MATURITY 02.06.2028                        Baa2 /*-   BBB+   99.1    101.3           8.1    558    427   245
MIZUHO FIN GROUP(CAYMAN) USD     5.79 FIXED      AT MATURITY 15.04.2014                          A2        A                             2.2    209          1,500
MONTE DEI PASCHI SIENA    EUR   1.397 FLOATING   CALLABLE    30.11.2017   30.11.2012    40     Baa2 /*-   BBB-   81.6    81.6    29.1    5.6    445    662   500
MONTE DEI PASCHI SIENA    EUR      5 FIXED       AT MATURITY 21.04.2020                        Baa2 /*-          90.0    90.0            6.6    460    662   500
MONTE DEI PASCHI SIENA    EUR     5.6 FIXED      AT MATURITY 09.09.2020                        Baa2 /*-   BBB-   95.1    95.8            6.2    422    662   500
MUNICH RE                 EUR    6.75 VARIABLE   CALLABLE    21.06.2023   21.06.2013   345       A2        A     104.0   104.6    3.1    4.4    198    148   1,746
MUNICH RE                 GBP   7.625 VARIABLE   CALLABLE    21.06.2028   21.06.2018   395       A2        A     115.4   116.1    4.7    4.8    298    148   300
MUNICH RE                 EUR      6 VARIABLE    CALLABLE    26.05.2041   26.05.2021   350                 A     99.9    100.3    5.9    5.2    384    148   1,000
NATIONAL AUSTRALIA BANK   USD   0.749 FLOATING   CALLABLE    19.06.2017   19.06.2012    19       Aa3       A-    99.1    99.8     1.2    1.2    77     234   831
NATIONAL AUSTRALIA BANK   EUR   4.625 FIXED      AT MATURITY 10.02.2020                          Aa3       A-    99.6    100.0           4.6    263    234   1,000
NATIONAL AUSTRALIA BANK   GBP   7.125 VARIABLE   CALLABLE    12.06.2023   12.06.2018   275       Aa3       A-    107.9   108.9    5.6    4.9    386    234   350
NATIONAL AUSTRALIA BANK   EUR    6.75 VARIABLE   CALLABLE    26.06.2023   26.06.2018   285       Aa3       A-    107.5   107.5    5.3    4.8    355    234   500
NATIXIS                   EUR   4.375 FIXED      AT MATURITY 20.06.2013                         A1 /*-    BBB+   100.5   100.8           3.7    267    432   400
NATIXIS                   EUR   4.125 FIXED      AT MATURITY 20.01.2017                         A1 /*-    BBB+   94.0    94.7            5.4    393    432   500
NATIXIS                    EUR   1.519 FLOATING   CALLABLE    06.07.2017   06.07.2012       20         A1 /*-    BBB+   96.3    97.0    10.1    2.3    114    432   1,000
NATIXIS                    EUR   4.375 VARIABLE   CALLABLE    24.07.2018   24.07.2013       89         A1 /*-    BBB+   90.4    91.7    11.1    4.0    1042   432   500
NATIXIS                    USD   0.817 FLOATING   CALLABLE    15.01.2019   15.01.2014       25         A1 /*-           81.9    82.6    11.0    4.0    360    432   300
NATIXIS                    EUR     4.5 VARIABLE   CALLABLE    14.05.2019   14.05.2014       74         A1 /*-    BBB+   87.2    88.1    10.9    4.7    997    432   500
NATL WESTMINSTER BANK      GBP   7.875 FIXED      AT MATURITY 09.09.2015                              Baa3 /*-          104.2   104.7           6.5    512    552   300
NATL WESTMINSTER BANK      GBP     6.5 FIXED      AT MATURITY 07.09.2021                              Baa3 /*-   BBB-   89.7    90.3            8.4    619    552   300
NORDDEUTSCHE LANDESBANK EUR         6 FIXED       AT MATURITY 29.06.2020                              Baa2 /*-          102.0   103.3           5.5    354    207   500
NORDEA BANK AB             EUR    6.25 VARIABLE   CALLABLE    10.09.2018   10.09.2013      320        Aa3 /*-    A+     103.5   103.6    3.8    4.1    266    210   500
NORDEA BANK AB             EUR     4.5 FIXED      AT MATURITY 26.03.2020                              Aa3 /*-           98.7    99.1            4.6    262    210   1,000
NORDEA BANK AB             EUR      4 FIXED       AT MATURITY 29.03.2021                              Aa3 /*-    A+     93.9    94.3            4.8    265    210   750
NORDEA BANK AB             EUR   4.625 VARIABLE   CALLABLE    15.02.2022   15.02.2017      315         Aa3e      A+     100.5   100.5    4.5    4.6    296    210   750
OESTERREICH VOLKSBANKEN EUR      1.856 FLOATING   CALLABLE    28.11.2016   28.05.2012       85        Baa3 /*-          58.3    61.0    264.6   12.8   1213         300
OJSC RUSS AGRIC BK(RSHB)   USD      6 VARIABLE    CALLABLE    03.06.2021   03.06.2016   581.7000122    Baa2             97.9    98.8     6.3    6.5    547    271   800
OTP BANK PLC               EUR    5.27 FIXED      AT MATURITY 19.09.2016                                Ba2             82.0    84.3            9.4    838          500
OVERSEA-CHINESE BANKING    USD    4.25 VARIABLE   CALLABLE    18.11.2019   18.11.2014   299.7000122     Aa2      A+     103.1   103.5    2.9    3.5    227          500
PIRAEUS GROUP FINANCE      EUR   3.054 FLOATING   CALLABLE    20.07.2016   20.07.2012      185          Ca        CC    41.0    45.5                                400
POHJOLA BANK PLC           EUR    5.75 FIXED      AT MATURITY 28.02.2022                                                100.5   100.6           5.7    346          500
PRUDENTIAL PLC             GBP   6.125 FIXED      AT MATURITY 19.12.2031                                A3        A-    100.4   101.1           6.1    329    218   435
PRUDENTIAL PLC             GBP   11.38 VARIABLE   CALLABLE    29.05.2039   29.05.2019   1134.800049     A3        A-    130.3   131.4    6.0    5.2    423    218   400
RABOBANK NEDERLAND         EUR   5.875 FIXED      AT MATURITY 20.05.2019                              Aa1 /*-    A+     109.4   109.8           4.3    238    187   1,000
RABOBANK NEDERLAND         EUR    3.75 FIXED      AT MATURITY 09.11.2020                              Aa1 /*-    A+     93.3    93.8            4.6    254    187   1,000
RAIFF ZENTRALBK OEST AG    EUR     4.5 VARIABLE   CALLABLE    05.03.2019   05.03.2014       87         A2 /*-     A-    86.3    87.4    11.9    4.9    1113   403   500
RAIFFEISEN BANK INTL       EUR   6.625 FIXED      AT MATURITY 18.05.2021                               A2 /*-     A-    91.2    92.0            7.9    581          500
ROYAL BK OF SCOTLAND NV    USD    1.24 FLOATING   CALLABLE    09.03.2015   09.06.2012       70         A3 /*-    BBB-   84.8    85.4    62.2    6.5    613    519   1,500
ROYAL BK OF SCOTLAND NV    EUR   2.222 FLOATING   CALLABLE    08.06.2015   08.06.2012       75         A3 /*-           84.7    84.8    66.4    6.9    569    519   1,500
ROYAL BK OF SCOTLAND PLC   EUR      6 FIXED       AT MATURITY 10.05.2013                              Baa3 /*-   BBB-   101.8   102.1           4.1    307    552   1,500
ROYAL BK OF SCOTLAND PLC   EUR   4.875 FIXED      AT MATURITY 22.04.2015                              Baa3 /*-   BBB-   94.9    94.9            6.7    548    552   750
ROYAL BK OF SCOTLAND PLC   USD   1.316 FLOATING   CALLABLE    29.09.2015   29.06.2012       74        Baa3 /*-   BBB-   82.8    83.9    57.5    6.2    594    552   750
ROYAL BK OF SCOTLAND PLC   CHF   2.375 FIXED      AT MATURITY 02.11.2015                              Baa3 /*-   BBB-   81.9    83.2            8.2    798    552   700
ROYAL BK OF SCOTLAND PLC   EUR   1.992 FLOATING   CALLABLE    28.01.2016   28.04.2012       85        Baa3 /*-   BBB-   82.7    82.8    131.7   6.9    565    552   500
ROYAL BK OF SCOTLAND PLC   USD   1.281 FLOATING   CALLABLE    11.04.2016   11.07.2012       70        Baa3 /*-   BBB-   80.4    81.6    60.3    6.2    596    552   1,500
ROYAL BK OF SCOTLAND PLC   USD   1.352 FLOATING   CALLABLE    14.10.2016   14.04.2012       78        Baa3 /*-   BBB-   79.7    80.4    201.3   6.1    577    552   500
ROYAL BK OF SCOTLAND PLC   EUR    4.35 FIXED      AT MATURITY 23.01.2017                              Baa3 /*-   BBB-   84.0    84.1            8.5    693    552   750
ROYAL BK OF SCOTLAND PLC   EUR   1.892 FLOATING   CALLABLE    30.01.2017   30.04.2012       75        Baa3 /*-   BBB-   79.9    80.4    148.4   6.4    524    552   500
ROYAL BK OF SCOTLAND PLC   USD   0.691 FLOATING   CALLABLE    29.08.2017   29.08.2012       20        Baa3 /*-   BBB-   77.9    78.6    51.7    5.6    529    552   1,500
ROYAL BK OF SCOTLAND PLC   EUR   6.934 FIXED      AT MATURITY 09.04.2018                              Baa3 /*-   BBB-   89.8    90.3            9.1    739    552   2,000
ROYAL BK OF SCOTLAND PLC   EUR   4.625 VARIABLE   CALLABLE    22.09.2021   22.09.2016      130        Ba1 /*-    BBB-   77.2    77.8    11.1    6.9    971    552   1,000
ROYAL BK SCOTLND GRP PLC   USD      5 FIXED       AT MATURITY 12.11.2013                              Ba2 /*-    BB+    98.2    100.3           4.8    489    552   750
ROYAL BK SCOTLND GRP PLC   USD      5 FIXED       AT MATURITY 01.10.2014                              Ba2 /*-    BB+    96.7    98.2            5.8    541    552   1,000
ROYAL BK SCOTLND GRP PLC   USD    5.05 FIXED      AT MATURITY 08.01.2015                              Ba2 /*-    BB+    96.0    97.2            6.1    567    552   675
RSA INSURANCE GROUP PLC    GBP   9.375 VARIABLE   CALLABLE    20.05.2039   20.05.2019      847.5       Baa1      BBB+   116.9   117.7    6.3    7.8    446    221   500
SANTANDER ISSUANCES        EUR   1.666 FLOATING   CALLABLE    23.03.2017   23.06.2012       25         A2 /*-     A-    78.8    80.0    77.9    6.3    530    445   1,226
SANTANDER ISSUANCES        EUR   1.543 FLOATING   CALLABLE    25.07.2017   25.07.2012      37.5        A2 /*-     A-    77.9    79.8    60.7    6.2    527    445   348
SANTANDER ISSUANCES        EUR   5.435 VARIABLE   CALLABLE    24.10.2017   24.10.2012      140         A2 /*-     A-    83.3    84.0    35.2    6.3    3655   445   1,106
SANTANDER ISSUANCES        EUR    4.25 VARIABLE   CALLABLE    30.05.2018   30.05.2013       82         A2 /*-     A-    80.2    81.3    23.1    6.1    2239   445   335
SANTANDER ISSUANCES        EUR    4.75 VARIABLE   CALLABLE    29.05.2019   29.05.2014       80         A2 /*-     A-    79.9    80.9    15.4    6.2    1459   445   415
SANTANDER ISSUANCES        EUR     6.5 VARIABLE   CALLABLE    27.07.2019   27.07.2014      414         A2 /*-     A-    95.1    95.9     8.4    6.2    746    445   314
SANTANDER ISSUANCES        GBP     7.3 VARIABLE   CALLABLE    27.07.2019   27.09.2014      416         A2 /*-     A-    92.4    92.6    10.9    7.6    964    445   772
SANTANDER ISSUANCES        EUR     4.5 VARIABLE   CALLABLE    30.09.2019   30.09.2014       86         A2 /*-     A-      79.4    80.4     14.0    6.2   1314    445   500
SANTANDER UK PLC           GBP   9.625 VARIABLE   CALLABLE    30.10.2023   30.10.2018      656         A3 /*-     A-      103.7   104.1    8.8     8.5   706     410   350
SANTANDER UK PLC           USD    7.95 FIXED      AT MATURITY 26.10.2029                              Baa1 /*-    A-      94.0    103.2            7.6   578     410   537
SCOR SE                    CHF   5.375 VARIABLE   PERP/CALL                02.08.2016   373.5899963    Baa1      BBB+     92.9    94.4     6.7     4.5   671     265   650
SCOTLAND INTL FIN NO.2     USD    4.25 FIXED      AT MATURITY 23.05.2013                              Baa2 /*-   BBB-     96.7    99.4             4.7   535     421   1,000
SHINSEI BANK LTD           EUR   7.375 VARIABLE   CALLABLE    14.09.2020   14.09.2015      550          Ba2      BBB      88.7    90.0     10.5    8.5   1018    536   347
SKANDINAVISKA ENSKILDA     EUR   1.654 FLOATING   CALLABLE    28.09.2017   28.09.2012       25         A2 /*-     A       98.3    99.6     2.1     2.7   161     294   500
SOCIETE GENERALE           EUR   5.625 FIXED      AT MATURITY 13.02.2012                                WR       NR                                              469    0
SOCIETE GENERALE           EUR   6.625 FIXED      AT MATURITY 27.04.2015                               A2 /*-    BBB+     105.3   105.3            4.8   352     469   625
SOCIETE GENERALE           EUR   5.875 FIXED      AT MATURITY 21.12.2016                               A2 /*-    BBB+     100.6   101.7            5.5   407     469   410
SOCIETE GENERALE           EUR   1.645 FLOATING   CALLABLE    07.06.2017   07.06.2012      17.5        A2 /*-    BBB+     97.4    97.9     9.0     2.1    92     469   1,000
SOCIETE GENERALE           GBP     5.4 FIXED      AT MATURITY 30.01.2018                               A2 /*-    BBB+     88.0    88.9             8.0   631     469   600
SOCIETE GENERALE           EUR   6.125 FIXED      AT MATURITY 20.08.2018                               A2 /*-    BBB+     98.8    99.3             6.3   451     469   1,000
SOCIETE GENERALE           EUR     4.5 VARIABLE   CALLABLE    12.03.2019   12.03.2014       92         A2 /*-    BBB+     91.4    91.7     9.2     4.1   811     469   300
SOCIETY OF LLOYD'S         GBP   6.875 VARIABLE   CALLABLE    17.11.2025   17.11.2015      307                    A-      101.2   101.6    6.3     4.8   512           300
STANDARD BANK PLC          USD   8.125 FIXED      AT MATURITY 02.12.2019                               Baa3               106.6   107.2            6.9   534           500
STANDARD CHARTERED BANK USD        6.4 FIXED      AT MATURITY 26.09.2017                                A3        A       109.2   109.6            4.4   322     214   1,000
STANDARD CHARTERED BANK EUR      5.875 FIXED      AT MATURITY 26.09.2017                                A2        A       106.7   107.1            4.4   280     214   1,100
STANDARD CHARTERED BANK GBP         6 VARIABLE    CALLABLE    25.01.2018   25.01.2013       79          A2        A       98.7    98.8     7.5     2.8   572     214   300
STANDARD CHARTERED BANK EUR      1.704 FLOATING   CALLABLE    28.03.2018   28.03.2013       30          A2        A       93.8    94.3     6.8     2.7   159     214   675
STANDARD CHARTERED BANK GBP       7.75 FIXED      AT MATURITY 03.04.2018                                A2        A       114.2   114.9            4.9   325     214   700
STANDARD CHARTERED BK HK USD     1.327 FLOATING   CALLABLE    13.04.2017   13.04.2012       75          A1       A+       98.6    99.4     6.8     1.4    96     212   300
STANDARD CHARTERED BK HK USD     5.875 FIXED      AT MATURITY 24.06.2020                                A1       A+       106.9   107.4            4.8   308     212   750
STANDARD CHARTERED PLC     USD     5.7 FIXED      AT MATURITY 25.01.2022                                A3        A-      103.5   103.8            5.2   327     212   1,000
SUMITOMO MITSUI BANKING    EUR      4 FIXED       AT MATURITY 09.11.2020                                A1        A       99.8    100.6            3.9   185     140   750
SUMITOMO MITSUI BANKING    USD    4.85 FIXED      AT MATURITY 01.03.2022                                A1        A       100.6   100.7            4.8   279     140   1,500
SVENSKA HANDELSBANKEN AB EUR     1.413 FLOATING   CALLABLE    19.10.2017   19.10.2012       20        Aa3 /*-    A+       98.7    99.3     2.4     2.7   152     202   700
SWEDBANK AB                USD   0.673 FLOATING   CALLABLE    18.05.2017   18.05.2012       18         A3 /*-     A       97.8    99.7     2.3     2.2   187           310
SWEDBANK AB                EUR    5.57 VARIABLE   CALLABLE    27.09.2017   27.09.2012      260         A3 /*-             100.7   100.9    4.0     3.7   277           358
SWEDBANK AB                EUR   7.375 VARIABLE   CALLABLE    26.06.2018   26.06.2013      380         A3 /*-     A       103.4   103.8    4.3     4.7   315           400
UBS AG JERSEY BRANCH       CHF   2.375 FIXED      AT MATURITY 30.06.2015                               A1 /*-             100.0   100.6            2.2   209     263   650
UBS AG JERSEY BRANCH       EUR   4.125 VARIABLE   CALLABLE    25.09.2018   25.09.2013       75         A1 /*-    BBB      97.3    97.6     5.8     2.8   472     263   578
UBS AG JERSEY BRANCH       EUR     4.5 VARIABLE   CALLABLE    16.09.2019   16.09.2014      126         A1 /*-    BBB      97.0    97.2     5.7     3.5   455     263   893
UBS AG JERSEY BRANCH       GBP    5.25 VARIABLE   CALLABLE    21.06.2021   21.06.2016      129         A1 /*-             95.8    96.2     6.5     4.5   509     263   300
UBS AG JERSEY BRANCH       USD    7.25 VARIABLE   CALLABLE    22.02.2022   22.02.2017   606.0999756              BBB-     98.8    98.9     7.5     7.4   642     263   2,000
UFJ FINANCE ARUBA AEC      USD    6.75 FIXED      AT MATURITY 15.07.2013                                A1        A       106.4   107.5            1.2   106     128   1,250
UNICREDIT BANK AG          EUR      6 FIXED       AT MATURITY 05.02.2014                              Baa2 /*-   BBB+     101.8   102.2            4.8   374     471   750
UNICREDIT BK AUSTRIA AG    EUR    5.75 FIXED      AT MATURITY 22.02.2013                                Aa3       AA      102.7   103.3            2.3   141           650
UNICREDIT SPA              EUR    5.75 FIXED      AT MATURITY 26.09.2017                               A3 /*-    BBB      95.7    96.1             6.6   499     564   1,000
UNICREDIT SPA              GBP   6.375 VARIABLE   CALLABLE    16.10.2018   16.10.2013      138         A3 /*-    BBB      83.5    84.3     18.4    6.7   1712    564   350
UNICREDIT SPA              EUR     4.5 VARIABLE   CALLABLE    22.09.2019   22.09.2014       95         A3 /*-    BBB      85.7    86.5     10.8    5.1   982     564   500
UNICREDIT SPA              EUR   6.125 FIXED      AT MATURITY 19.04.2021                               A3 /*-    BBB      92.5    92.9             7.2   512     564   750
UNICREDITO LUXEM FIN       USD      6 FIXED       AT MATURITY 31.10.2017                               A3 /*-    BBB      84.1    87.1             9.0   807     564   750
UNIPOL ASSICURAZIONI SPA   EUR   3.926 FLOATING   CALLABLE    15.06.2021   15.03.2012      250        Baa2 /*- BBB- /*-   68.1    70.2    1083.5   8.0   721     600   300
UNIPOL ASSICURAZIONI SPA   EUR    5.66 VARIABLE   CALLABLE    28.07.2023   28.07.2013      250        Baa2 /*- BBB- /*-   67.8    69.2     37.3    8.2   3714    600   300
US BANK NA                 EUR   4.375 VARIABLE   CALLABLE    28.02.2017   28.03.2012       70          Aa3       A       89.8    91.7    118.5    3.1   27851         1,000
WACHOVIA CORP              EUR   4.375 FIXED      AT MATURITY 27.11.2018                                A3        A       97.3    97.6             4.8   297           500
WELLS FARGO & COMPANY      GBP   4.875 FIXED      AT MATURITY 29.11.2035                                A3        A       90.0    90.7             5.6   269     153   700
WELLS FARGO BANK NA        GBP    5.25 FIXED      AT MATURITY 01.08.2023                      A1    A+     104.8   105.9         4.6   220   153   750
WESTLB AG                  EUR      5 FIXED       AT MATURITY 15.12.2015                      Aa1   NR     99.8    106.8         3.1   270   628   300
WOORI BANK                 USD    7.63 FIXED      AT MATURITY 14.04.2015                      A2    BBB+   109.6   111.8         3.6   320         389
WOORI BANK                 USD   5.875 FIXED      AT MATURITY 13.04.2021                      A2    BBB+   104.8   105.7         5.1   330         500
ZURICH FINANCE (USA) INC   EUR    5.75 VARIABLE   CALLABLE    02.10.2023   02.10.2013   267   A2     A     100.9   101.5   4.7   3.9   376   174   500
ZURICH FINANCE (USA) INC   EUR     4.5 VARIABLE   CALLABLE    15.06.2025   15.06.2015   220   A2     A     99.6    100.1   4.5   3.6   327   132   500
 Min       Issue       Country
                                         Isin
Denom       date       of Risk
 1,000    22.06.2005   Netherlands   XS0221514879
 1,000    14.09.2006   Netherlands   XS0267063435
50,000    17.01.2007   Netherlands   XS0282833184
100,000   27.04.2011   Netherlands   XS0619548216
200,000   27.04.2011   Netherlands   XS0619547838
100,000   22.02.2007     Russia      XS0288690539
 1,000    13.12.2002    Germany      XS0159527505
 1,000    20.07.2000      Italy      XS0114165276
 1,000    27.06.2003    Australia    XS0171431660
50,000    10.09.2009    Australia    XS0450880496
100,000   19.12.2006       UK        XS0279569395
10,000    14.11.2001       UK        XS0138717441
50,000    20.05.2008       UK        XS0364908375
50,000    20.05.2008       UK        XS0364880186
 165      08.02.1999     France      FR0000492076
 1,000    15.12.2000     France      XS0122028904
50,000    16.04.2010     France      XS0503665290
50,000    07.06.2006      Italy      XS0256396697
50,000    15.05.2007      Italy      XS0300345971
 1,000    29.06.2005      Italy      XS0222841933
100,000   01.03.2011      Italy      XS0597182665
100,000   20.10.2004     Spain       ES0213211099
100,000   05.10.2010      Brazil     USP3772WAB83
100,000   10.04.2000     Spain       ES0214950059
50,000    17.10.2006     Spain       ES0214950166
50,000    12.11.2009      Italy      XS0464464964
50,000    05.11.2010      Italy      XS0555834984
50,000    31.05.2011      Italy      XS0632503412
50,000    22.12.2009     Spain       ES0213790001
50,000    26.04.2010     Spain       ES0213860051
50,000    09.11.2006      USA        XS0274375673
50,000    07.02.2007      USA        XS0286040331
50,000    23.05.2007      USA        XS0301928262
50,000    28.03.2006      USA        XS0249443879
 1,000    06.05.2004      USA        XS0191752434
100,000   21.06.2007   Hong Kong     XS0306271999
100,000   16.07.2010   Hong Kong     XS0521073428
 1,000    29.10.2002       UK        XS0156924051
 1,000    05.02.2001       UK        XS0124047431
10,000    15.05.1996       UK        XS0066120915
 1,000    19.07.2001     France      FR0000486730
 1,000    30.09.2003     France      FR0010015982
50,000    22.10.2010     France      XS0548803757
 1,000    31.03.2003       UK        XS0165867226
100,000   23.03.2007       UK        XS0292937165
50,000    30.05.2007       UK        XS0301811070
 1,000    09.09.2005       UK        XS0229313696
100,000   04.12.2007       UK        XS0334249223
50,000    23.01.2008       UK        XS0342289575
 1,000    04.03.2004       UK        XS0187033864
100,000   14.10.2010       UK        US06739GBP37
50,000    14.07.2010       UK        XS0525912449
50,000    21.05.2009       UK        XS0429325748
50,000    30.03.2011       UK        XS0611398008
50,000    07.12.2007       UK        XS0334370565
 1,000    14.09.2001       UK        XS0134886067
 5,000    23.04.2001    Germany      CH0012123755
 5,000    21.09.2001    Germany      CH0012814965
 1,000    01.08.2001    Germany      XS0132853812
50,000    23.10.2007    Germany      XS0326869665
50,000    07.02.2007    Germany      XS0285330717
50,000    03.04.2007     Spain       XS0292336756
100,000   23.05.2005     Spain       XS0218479334
100,000   25.11.2005     Russia      XS0236336045
100,000   10.05.2007     Russia      XS0299183250
 1,000    17.12.2002     France      XS0159590610
50,000    27.04.2007     France      XS0296895047
50,000    07.09.2007     France      XS0320303943
50,000    22.01.2007     France      XS0283256062
 1,000    24.06.2005     France      US05568HAA32
 500      25.04.2007     Spain       ES0214954150
50,000    29.09.2006     Spain       XS0268160768
100,000   05.10.2005     Taiwan      XS0231644427
100,000   18.11.2009     Qatar       XS0466365383
100,000   24.06.2010     China       XS0520490672
50,000    31.05.2007      USA        XS0303074883
50,000    30.11.2005      USA        XS0236075908
 1,000    01.08.2003      USA        XS0173603969
 1,000    10.02.2004      USA        XS0185490934
 1,000    01.07.2004      USA        XS0195612592
 1,000    25.02.2005      USA        XS0213026197
50,000    03.03.2006      USA        XS0245936496
100,000   25.08.2006      USA        US172967DR95
50,000    24.07.2009   Switzerland   XS0442190855
 1,000    16.05.2003     France      FR0000474421
100,000   07.04.2011     France      FR0011034065
100,000   07.04.2011     France      FR0011033851
50,000    13.09.2006    Germany      DE000CB07899
 1,000    22.03.2011    Germany      DE000CB83CE3
100,000   16.03.2011    Germany      DE000CB83CF0
50,000    06.08.2009    Australia    XS0443708242
 1,000    07.06.2001   Switzerland   XS0130171159
50,000    23.01.2006   Switzerland   XS0241241180
50,000    14.09.2005   Switzerland   XS0229097034
  1       28.06.2002     France      FR0000188526
50,000    01.02.2008     France      XS0343877451
50,000    11.06.2009     France      XS0432092137
50,000    19.10.2010     France      XS0550466469
50,000    18.12.2008     France      XS0405953257
50,000    15.05.2007     France      FR0010469858
100,000   16.02.2011     France      FR0011000231
50,000    21.05.2007     France      FR0010469221
50,000    14.12.2007   Switzerland   XS0336248082
 2,000    20.02.2008   Switzerland   US22541HCC43
 5,000    14.03.2008   Switzerland   CH0037972392
 2,000    14.01.2010   Switzerland   US22546QAD97
100,000   16.05.2007   Singapore     USY2023JAW00
100,000   16.05.2007   Singapore     USY2023JAX82
50,000    15.09.2005     Ireland     XS0229524128
 1,000    31.01.2003    Germany      DE0003933263
 1,000    16.01.2004    Germany      DE0003933511
 1,000    17.08.2004    Germany      XS0198456054
 1,000    22.09.2005    Germany      XS0229840474
 1,000    20.09.2004    Germany      DE0003933685
 1,000    09.03.2005    Germany      DE0003933941
50,000    24.06.2010    Germany      DE000DB5DCW6
 1,000    04.11.2005    Germany      DE0001397081
50,000    09.07.2007     France      XS0307581883
50,000    12.02.2007     France      XS0284386306
50,000    30.05.2006    Norway       XS0255264656
50,000    23.06.2008    Norway       XS0371048330
50,000    08.06.2007     Greece      XS0302804744
50,000    19.07.2006     Austria     XS0260783005
100,000   21.10.2009    Portugal     XS0458566071
100,000   22.05.2007    Belgium      BE0932894455
50,000    04.10.2007    Belgium      BE0933514839
50,000    14.11.2005    Belgium      BE0930831194
50,000    23.03.2006    Belgium      BE0931376793
 1,000    14.05.2007      USA        XS0300096491
 1,000    12.10.2006      USA        XS0270347304
50,000    18.01.2008      USA        XS0340470490
50,000    27.10.2009     France      FR0010815464
 1,000    26.02.2004    Germany      XS0187043079
50,000    14.09.2010    Germany      XS0541620901
 1,000    20.03.2003       UK        XS0165449736
75,000    29.09.2006       UK        XS0269136163
50,000    20.03.2007       UK        XS0292269544
100,000   06.06.2007       UK        XS0304201790
 1,000    29.10.2004       UK        XS0203871651
 1,000    17.03.2005       UK        XS0214965534
 1,000    26.06.2002       UK        XS0150055217
50,000    29.09.2005       UK        XS0230339417
50,000    30.09.2005       UK        XS0230370339
 1,000    20.03.2003       UK        XS0164876517
 1,000    04.11.2004       UK        XS0204377310
 1,000    22.08.2003       UK        XS0174470764
50,000    24.03.2006       UK        XS0247840969
250,000   24.08.2010      USA        US4042Q1AE77
 1,000    12.12.2002       UK        US404280AB51
 1,000    20.12.2002       UK        XS0159496867
50,000    19.03.2008       UK        XS0353643744
50,000    10.06.2009       UK        XS0433028254
 1,000    28.06.2005       UK        XS0222053315
50,000    18.10.2007       UK        XS0326347373
 1,000    20.12.2002       UK        XS0159497162
50,000    11.09.2008       UK        XS0387079907
100,000   03.05.2006       UK        US404280AG49
100,000   12.09.2007       UK        US404280AH22
50,000    07.04.2008       UK        XS0356452929
100,000   27.05.2008       UK        US404280AJ87
50,000    29.03.2010       UK        XS0498768315
50,000    14.02.2007    Germany      DE000HSH2H15
50,000    14.02.2007    Germany      DE000HSH2H23
 1,000    22.10.2002   Netherlands   NL0000113140
 1,000    18.01.2006   Netherlands   XS0240868793
75,000    23.05.2006   Netherlands   XS0255306671
75,000    26.06.2007   Netherlands   XS0306992545
 1,000    15.03.2004   Netherlands   NL0000113892
50,000    16.09.2005   Netherlands   XS0229593529
50,000    29.05.2008   Netherlands   XS0366066222
50,000    29.05.2008   Netherlands   XS0366066149
10,000    21.06.2001   Netherlands   XS0130855108
10,000    07.05.2002   Netherlands   XS0147306301
 1,000    13.12.2002      Italy      XS0158876564
50,000    20.02.2006      Italy      XS0243399556
50,000    28.05.2008      Italy      XS0365303675
50,000    26.06.2006      Italy      XS0258143477
50,000    23.09.2009      Italy      XS0452166324
50,000    02.03.2005      Italy      XS0213101230
50,000    16.07.2010      Italy      XS0526326334
50,000    28.09.2006      USA        XS0269436472
50,000    29.05.2007      USA        XS0301885603
50,000    14.11.2006     USA       XS0274112076
50,000    12.10.2005     USA       XS0231555672
50,000    16.05.2007     USA       XS0300190831
50,000    15.03.2006     USA       XS0246862485
50,000    12.11.2004     USA       XS0205436040
50,000    14.12.2005   Belgium     XS0238065170
100,000   30.11.2010   France      FR0010969410
 1,000    08.11.2001   Germany     XS0137919535
50,000    25.11.2009   Germany     XS0468940068
 1,000    01.12.2009      UK       XS0459086749
50,000    01.12.2009      UK       XS0459088877
 1,000    01.12.2009      UK       XS0459086582
50,000    01.12.2009      UK       XS0459088281
50,000    01.12.2009      UK       XS0459093364
100,000   10.12.2009      UK       XS0459093521
50,000    01.12.2009      UK       XS0459089412
100,000   01.12.2009      UK       XS0459089255
 1,000    01.12.2009      UK       XS0459088794
50,000    08.06.2005      UK       XS0221574931
50,000    23.07.2009      UK       XS0441379095
 1,000    08.04.2002      UK       XS0145620281
 1,000    30.03.2000      UK       XS0109722990
50,000    04.03.2008      UK       XS0350487400
50,000    24.03.2010      UK       XS0497187640
50,000    29.05.2008      UK       XS0366686284
100,000   14.09.2010      UK       US53947QAA58
 1,000    06.04.1993      UK       XS0043098127
 1,000    20.04.2010      UK       XS0503834821
 1,000    09.07.2004      UK       XS0195762991
50,000    21.09.2010   Australia   XS0543111768
50,000    24.07.2007    Spain      ES0224244063
100,000   24.01.2007    U.A.E      XS0283928264
50,000    14.09.2006     USA       XS0267828308
50,000    22.11.2006     USA       XS0275719135
50,000    02.06.2008     USA       XS0365909125
100,000   08.03.2004    Japan      USG6175TAB10
50,000    30.11.2005     Italy     XS0236480322
50,000    21.04.2010     Italy     XS0503326083
50,000    09.09.2010     Italy     XS0540544912
 1,000    16.04.2003   Germany     XS0166965797
 1,000    16.04.2003   Germany     XS0167260529
100,000   05.04.2011   Germany     XS0608392550
100,000   19.06.2007   Australia   XS0305190604
50,000    10.02.2010   Australia   XS0485326085
50,000    12.06.2008   Australia   XS0368359310
50,000    26.06.2008   Australia   XS0372174689
 1,000    20.06.2003   France      FR0000475709
50,000    22.12.2006   France      FR0010410068
50,000    06.06.2007     France      FR0010479527
 1,000    24.07.2003     France      FR0010002113
50,000    15.12.2006     France      FR0010405688
50,000    14.05.2007     France      FR0010468546
10,000    09.09.1997       UK        XS0079432299
10,000    07.09.1998       UK        XS0090254722
50,000    29.06.2010    Germany      XS0520938647
50,000    10.09.2008    Sweden       XS0386569296
50,000    26.03.2010    Sweden       XS0497179035
50,000    29.09.2010    Sweden       XS0544654162
100,000   15.02.2012    Sweden       XS0743689993
50,000    28.11.2006     Austria     XS0275528627
200,000   03.06.2011     Russia      XS0632887997
100,000   19.09.2006    Hungary      XS0268320800
100,000   18.11.2009   Singapore     XS0466655890
50,000    20.07.2006     Greece      XS0261785504
100,000   28.02.2012     Finland     XS0750702507
 1,000    19.12.2001       UK        XS0140198044
50,000    29.05.2009       UK        XS0431150902
50,000    20.05.2009   Netherlands   XS0429484891
50,000    09.11.2010   Netherlands   XS0557252417
50,000    05.03.2007     Austria     XS0289338609
100,000   18.05.2011     Austria     XS0619437147
 1,000    09.03.2005   Netherlands   XS0213858243
 1,000    08.06.2005   Netherlands   XS0221082125
 1,000    10.05.2001       UK        XS0128842571
 1,000    22.04.2003       UK        XS0167127447
100,000   29.06.2005       UK        XS0223318501
 5,000    02.11.2005       UK        CH0022976853
 1,000    05.12.2003       UK        XS0180946906
100,000   11.04.2006       UK        XS0250214797
 1,000    14.10.2004       UK        XS0202629407
50,000    23.10.2006       UK        XS0271858606
50,000    29.06.2006       UK        XS0259579547
100,000   29.05.2007       UK        XS0302127625
50,000    09.04.2008       UK        XS0356705219
 1,000    22.09.2004       UK        XS0201065496
 1,000    12.11.2003       UK        US780097AN12
 1,000    02.10.2002       UK        US780097AL55
 1,000    08.12.2004       UK        US780097AP69
50,000    20.05.2009       UK        XS0429467961
50,000    23.03.2007     Spain       XS0291652203
50,000    25.07.2006     Spain       XS0261717416
50,000    24.10.2007     Spain       XS0327533617
50,000    30.05.2006     Spain       XS0255291626
50,000    29.05.2007     Spain       XS0301810262
50,000    27.07.2009     Spain       XS0440402393
50,000    27.07.2009     Spain       XS0440403797
100,000   30.09.2004      Spain       XS0201169439
50,000    30.04.2008       UK         XS0361244311
 1,000    26.10.1999       UK         US002920AC09
 5,000    02.02.2011     France       CH0123693969
 1,000    23.05.2003   Netherlands    US80932SAG84
50,000    14.09.2010      Japan       XS0540981460
50,000    28.09.2005     Sweden       XS0230339847
 1,000    13.02.2002     France       XS0142908770
10,000    27.04.2000     France       XS0110673950
10,000    21.12.2001     France       FR0000487886
50,000    07.06.2007     France       XS0303483621
 1,000    30.01.2003     France       XS0161798417
50,000    20.08.2008     France       XS0383634762
 1,000    12.03.2004     France       XS0187584312
50,000    17.11.2004       UK         XS0205875049
100,000   02.12.2009   South Africa   XS0470473231
100,000   26.09.2007       UK         XS0323650787
50,000    26.09.2007       UK         XS0323411016
50,000    26.04.2007       UK         XS0297667205
50,000    29.11.2006       UK         XS0276889937
50,000    02.04.2008       UK         XS0355789271
100,000   12.04.2007       UK         XS0295153109
100,000   24.06.2010       UK         XS0520042416
200,000   25.01.2012       UK         XS0736418962
50,000    09.11.2010      Japan       XS0555833580
200,000   01.03.2012      Japan       XS0748939880
50,000    19.10.2005     Sweden       XS0232843671
100,000   18.05.2007     Sweden       XS0300645180
50,000    27.09.2007     Sweden       XS0322614420
50,000    26.06.2008     Sweden       XS0372124403
 5,000    30.06.2005   Switzerland    CH0021896813
50,000    25.09.2006   Switzerland    XS0268105821
 1,000    16.09.2004   Switzerland    XS0200985207
50,000    21.06.2006   Switzerland    XS0257741834
200,000   22.02.2012   Switzerland    XS0747231362
100,000   25.07.2003      Japan       US902671AA45
 1,000    05.02.2002    Germany       DE0005934426
 1,000    22.02.2001     Austria      XS0124750471
50,000    26.09.2007      Italy       XS0322918565
50,000    16.10.2007      Italy       XS0326211801
50,000    22.09.2004      Italy       XS0200676160
100,000   19.04.2011      Italy       XS0618847775
100,000   31.10.2007      Italy       US90466MAC38
 1,000    15.06.2001      Italy       XS0130717134
 1,000    28.07.2003      Italy       XS0173649798
50,000    28.02.2007      USA         XS0288811853
50,000    27.11.2006      USA         XS0275769403
50,000    29.11.2006      USA         XS0276684700
50,000    01.08.2006      USA        XS0262913725
 1,000    30.10.2003    Germany      DE0008079575
100,000   14.07.2009   South Korea USY9695NDG52
200,000   13.04.2011   South Korea US98105HAB69
 1,000    02.10.2003   Switzerland   XS0177601811
50,000    15.06.2005   Switzerland   XS0221705204
Upper Tier 2



                                                                                           Cpn        Ratin
                                                   Maturity                                                 Ratin Bid    Ask Ask Yield Ask Yield Mid Swap      Mid 5y   Amount
Issuer                     Ccy Cpn     Cpn type                Maturity    Next Call     Spread         g
                                                    type                                                    g S&P Price Price to call   to Mat    Spread        CDS     Out. Mln
                                                                                        after Call    Mdy's
AGENCE FRANCAISE DEVELOP EUR     4.615 VARIABLE   PERP/CALL                20.07.2016      130                   A+     78.8    80.5     10.4    3.7    921     184       500
AMERICAN INTL GROUP        GBP    5.75 VARIABLE   CALLABLE    15.03.2067   15.03.2017      170.5       Baa2      BBB    73.1    75.5     13.1    4.9    1164    271       310
AUST & NZ BANKING GROUP    USD   0.769 FLOATING   PERP/CALL                30.04.2012       15          A2              54.3    58.5    425.5    1.5    296     234       300
AVIVA PLC                  EUR     5.7 VARIABLE   PERP/CALL                29.09.2015      235          A3       BBB+   80.0    80.7     12.7    5.0    1156    255       500
AVIVA PLC                  GBP   6.125 VARIABLE   PERP/CALL                29.09.2022      240          A3       BBB+   70.8    72.0     10.8    7.1    849     255       800
BANCO POPOLARE SCARL       EUR   4.625 FIXED      AT MATURITY 23.03.2015                              Ba1 /*-           89.3    91.3             8.0    714     812       294
BANK OF BARODA/LONDON      USD   6.625 VARIABLE   CALLABLE    25.05.2022   25.05.2017      247         Baa3      NR     97.5    100.6    6.5     5.1    567               300
BARCLAYS BANK PLC          USD      1 FLOATING    PERP/CALL                20.07.2012       25        Baa2 /*-   BBB    45.5    49.3    263.7    1.9            346       403
BARCLAYS BANK PLC          USD   0.878 FLOATING   PERP/CALL                12.04.2012       25        Baa2 /*-   BBB    45.6    49.1    889.3    1.8            346       483
BAYERISCHE LANDESBANK      EUR   5.125 FIXED      AT MATURITY 31.12.2019                               Caa1                                      12.1                     300
BUPA FINANCE PLC           GBP   6.125 VARIABLE   PERP/CALL                16.09.2020      260         Baa1             80.3    82.3     9.8     6.1    773               330
CHINATRUST COMM BANK HK USD      5.625 VARIABLE   PERP/CALL                17.03.2015      186         Baa3      BBB    95.9    97.9     6.4     3.1    603               500
CNP ASSURANCES             EUR    3.29 FLOATING   PERP/CALL                21.03.2012       10                          44.2    46.6    2039.7   6.6                      300
COMMERZBANK AG             EUR   5.386 FIXED      AT MATURITY 31.12.2015                              Ba2 /*-                                                   566       750
CRED SUISSE GP FIN (GRN)   GBP   6.875 VARIABLE   PERP/CALL                07.06.2017      245         A2 /*-    BBB-   94.5    97.7     7.5     4.4    605     246       500
CREDIT AGRICOLE SA         EUR     4.5 FIXED      CALLABLE    22.12.2019   22.12.2014                                                    9.0     6.3    440     483       942
CREDIT AGRICOLE SA         EUR     4.7 VARIABLE   PERP/CALL                03.07.2016                 Baa1 /*-                                                  483       497
CREDIT AGRICOLE SA         EUR   2.677 VARIABLE   PERP/CALL                30.03.2012      129                                          1065.0   5.0    576     483       500
CREDIT AGRICOLE SA         EUR      5 VARIABLE    PERP/CALL                24.12.2015                                                    9.6     6.0    344     483       505
CREDIT AGRICOLE SA         EUR     5.2 VARIABLE   PERP/CALL                07.03.2015                                                    10.2    6.1    354     483       636
DANSKE BANK A/S            EUR   5.875 VARIABLE   CALLABLE    26.03.2015   26.03.2012      207        Baa2 /*-   BBB-   99.8    100.4    -0.3    -0.3   394     390       400
DANSKE BANK A/S            EUR      6 VARIABLE    CALLABLE    20.03.2016   20.03.2013      295        Baa2 /*-   BBB-   100.2   101.2    4.8     4.2    373     390       500
DANSKE BANK A/S            EUR    4.25 VARIABLE   CALLABLE    20.06.2016   20.06.2013      205        Baa2 /*-   BBB-   98.7    99.5     4.6     3.6    362     390       500
DANSKE BANK A/S            EUR     4.1 VARIABLE   CALLABLE    16.03.2018   16.03.2015      181        Baa2 /*-   BBB-   95.9    96.9     5.2     4.1    418     390       700
DANSKE BANK A/S            GBP   5.375 VARIABLE   CALLABLE    29.09.2021   29.09.2018      194        Baa2 /*-   BBB-   83.2    84.3     8.2     6.8    652     390       350
DBS BANK LTD/SINGAPORE     USD      5 VARIABLE    CALLABLE    15.11.2019   15.11.2014      161          A1       BBB+   105.0   105.3    2.9     2.6    230               750
DBS BANK LTD/SINGAPORE     USD   1.182 FLOATING   CALLABLE    15.07.2021   15.07.2016       61          A1       BBB+   90.3    92.5     2.9     2.5    214               900
GE CAPITAL TRUST IV        EUR   4.625 VARIABLE   CALLABLE    15.09.2066   15.09.2016      160          Aa3      AA-    87.1    87.9     7.9     3.5    653     155       728
GENERAL ELEC CAP CORP      EUR   4.125 FIXED      AT MATURITY 19.09.2035                                Aa3       AA    77.7    78.6             5.8    329     155       750
GENERAL ELEC CAP CORP      GBP     6.5 VARIABLE   CALLABLE    15.09.2067   15.09.2017      200          Aa3      AA-    96.2    97.8     7.3     4.0    571     155       513
GENERAL ELEC CAP CORP      EUR     5.5 VARIABLE   CALLABLE    15.09.2067   15.09.2017      200          Aa3      AA-    87.9    88.8     8.1     4.1    655     155       880
GENERAL ELEC CAP CORP      USD   6.375 VARIABLE   CALLABLE    15.11.2067   15.11.2017   228.8999939     Aa3      AA-    100.7   102.3    5.9     3.4    478     155       1,687
HONGKONG & SHANGHAI BANK USD        5 FLOATING    PERP/CALL                21.06.2012       25        Aa3 /*-           91.9    92.9     30.3    5.4            158       400
IND & CON BANK (OR-ICB)    USD    5.01 VARIABLE   CALLABLE    29.09.2015                               Baa2             96.8    98.0             5.6    500               400
INTESA SANPAOLO SPA        EUR   6.625 FIXED      AT MATURITY 08.05.2018                               A3 /*-    BBB-   97.2    97.2             7.2    546     528       1,250
KOMM LANDSPENSJONSKASSE EUR       5.25 VARIABLE   PERP/CALL                11.04.2016      227                   BBB    93.7    95.1     6.7     3.9    547               300
LANDBK HESSEN-THUERINGEN EUR     4.875 FIXED      AT MATURITY 31.12.2016                              Baa2 /*-                                   9.6            176       300
LB BADEN-WUERTTEMBERG     EUR     6.5 FIXED      AT MATURITY 31.12.2012                                                                        16.3            177   300
LBG CAPITAL NO.1 PLC      USD      8 VARIABLE    PERP/CALL                15.06.2020      640.5                 BB-    81.8    83.5    11.1     9.1     960    421   1,259
LEGAL & GENERAL GROUP     GBP   5.875 VARIABLE   PERP/CALL                01.04.2019      233         Baa1      BBB+   85.1    86.1     8.7     5.1     687    217   400
LLOYDS TSB BANK PLC       USD   0.853 FLOATING   PERP/CALL                29.08.2012       10          Ba2      BB+    39.5    48.5    212.9    1.8     428    538   359
MONTE DEI PASCHI SIENA    EUR   4.875 FIXED      AT MATURITY 31.05.2016                              Ba1 /*-    B+     93.4    93.4             7.6     645    662   750
MONTE DEI PASCHI SIENA    EUR   4.188 FLOATING   AT MATURITY 15.05.2018                   250                                                                  662   1,603
NORDEA BANK FINLAND PLC   GBP    6.25 VARIABLE   PERP/CALL                18.07.2014      235         A2 /*-           99.7    101.1    6.0     3.7     495    210   300
OLD MUTUAL PLC            EUR      5 VARIABLE    PERP/CALL                04.11.2015      263         Baa3             86.6    87.3     9.2     4.9     801          500
RAIFF ZENTRALBK OEST AG   EUR    5.77 VARIABLE   CALLABLE    29.10.2015   29.10.2012      215        Ba1 /*-    BBB-   93.6    95.0                            403   600
RL FINANCE BONDS PLC      GBP   6.125 VARIABLE   PERP/CALL                15.12.2015      245         Baa1      BBB    70.9    72.9    16.6     6.1     1549         400
RSA INSURANCE GROUP PLC   GBP     8.5 VARIABLE   PERP/CALL                08.12.2014      437.5       Baa1      BBB+   104.0   106.1    6.4     5.5     529          450
SANTANDER PERPETUAL       EUR   4.375 VARIABLE   PERP/CALL                10.12.2014      160         A3 /*-    BBB    76.3    78.3    14.4     4.0     1373   445   314
SCOTTISH WIDOWS PLC       GBP   5.125 VARIABLE   PERP/CALL                24.09.2015      163        Baa1 /*-   BBB+   75.3    76.5    14.2     4.5     1310         560
SOCIETE GENERALE          GBP    5.75 VARIABLE   PERP/CALL                27.03.2012      110        Baa2 /*-   BBB    100.0   100.2   25.9    25.9     3289   469   350
SRLEV NV                  EUR      9 VARIABLE    CALLABLE    15.04.2041   15.04.2021      616.5      Baa2 /*-   BBB    77.1    78.4    13.2    11.1     1130         400
STANDARD CHARTERED BANK GBP     5.375 VARIABLE   PERP/CALL                14.07.2020      189          A3        A-    86.9    88.1     7.5     4.7     553    214   394
STANDARD CHARTERED BANK USD     5.376 FLOATING   PERP/CALL                29.06.2014      480          A3                                                      214   1,800
STOREBRAND LIVSFORSIKRIN EUR    9.404 VARIABLE   PERP/CALL                26.06.2013      600         Baa2      BBB                     5.1     7.0     494          300
SVENSKA HANDELSBANKEN AB GBP    5.375 VARIABLE   PERP/CALL                04.09.2013      189         A3 /*-    BBB+   100.0   101.1    6.8     3.2     588    202   300
SVENSKA HANDELSBANKEN AB EUR    1.716 FLOATING   PERP/CALL                23.03.2012       30         A3 /*-    BBB+   98.0    99.7     7.7     7.7     2083   202   600
SWISS LIFE (JPM BANK)     EUR      5 VARIABLE    PERP/CALL                16.11.2015      243                   BBB-   76.5    77.0    13.2     5.2     1199         343
UNICREDIT BANCA SPA       EUR   2.089 FLOATING   AT MATURITY 22.12.2016                    67                                                                  564   930
UNICREDIT SPA             EUR     6.1 FIXED      AT MATURITY 28.02.2012                              Baa2 /*-   BBB-   98.5    100.6           -208.1          564   500
UNICREDIT SPA             GBP      5 FIXED       AT MATURITY 01.02.2016                              Baa2 /*-   BBB-   82.4    84.3            11.3     1004   564   360
UNICREDIT SPA             EUR    3.95 FIXED      AT MATURITY 01.02.2016                              Baa2 /*-   BBB-   91.4    92.3             6.2     501    564   818
UNICREDIT SPA             EUR     6.7 FIXED      AT MATURITY 05.06.2018                              Baa2 /*-   BBB-   92.2    93.8             8.0     641    564   835
UNITED OVERSEAS BANK LTD USD      4.5 FIXED      AT MATURITY 02.07.2013                                A1       BBB    103.2   103.5            1.9     140          1,000
UNITED OVERSEAS BANK LTD USD    5.375 VARIABLE   CALLABLE    03.09.2019   03.09.2014   166.6000061     A1       BBB    105.5   105.7    3.0     2.6     237          1,000
VIENNA INSURANCE GRP AGW EUR       8 VARIABLE    PERP/CALL                12.09.2018      480                    A-                     7.3     6.5     563          500
WESTPAC BANKING CORP      USD   0.744 FLOATING   PERP/CALL                30.03.2012       15          A2              57.5    59.5    842.3    1.5     277    234   390
WING HANG BANK LTD        USD      6 VARIABLE    PERP/CALL                20.04.2017      185         Baa1             94.8    96.4     6.8     3.3     588          400
ZURICH FINANCE (UK) PLC   GBP   6.625 VARIABLE   PERP/CALL                02.10.2022       285         A2        A     95.8     96.9    7.1     5.4     484    174   450
ZURICH INSURANCE CO       CHF    4.25 VARIABLE   PERP/CALL                26.05.2016   304.6000061     A2        A     100.4   101.3    3.9     3.3     367    174   700
 Min       Issue       Country
                                         Isin
Denom       date       of Risk
50,000    20.07.2006     France      FR0010348052
50,000    15.03.2007      USA        XS0291641420
10,000    30.10.1986    Australia    GB0040024555
10,000    29.09.2003       UK        XS0177448288
10,000    29.09.2003       UK        XS0177447983
10,000    23.03.2005      Italy      XS0215451559
100,000   24.05.2007      India      XS0301888615
10,000    02.07.1985       UK        GB0000779529
10,000    14.02.1986       UK        GB0000777705
50,000    15.05.2007    Germany      DE000BLB37M5
 1,000    16.12.2004       UK        XS0208374891
 1,000    17.03.2005     Taiwan      XS0215262402
 1,000    21.06.2004     France      FR0010093328
  0       20.07.2006    Germany      DE000DR2U704
 1,000    07.06.2002   Switzerland   XS0148995888
  1       22.12.2009     France      FR0010827030
  1       30.06.2003     France      FR0000189268
  1       30.06.2006     France      FR0010353151
  1       24.12.2003     France      FR0010036087
  1       07.03.2003     France      FR0000181307
10,000    26.03.2002    Denmark      XS0144920385
50,000    20.12.2007    Denmark      XS0336634711
10,000    20.06.2003    Denmark      XS0170248503
 1,000    16.03.2005    Denmark      XS0214318007
 1,000    29.09.2003    Denmark      XS0176929684
 1,000    01.10.2004   Singapore     USY2023JAR15
100,000   16.06.2006   Singapore     USY2023JAV27
50,000    02.03.2010      USA        XS0491212451
 1,000    19.09.2005      USA        XS0229567440
50,000    05.09.2007      USA        XS0319640834
50,000    05.09.2007      USA        XS0319639232
 5,000    15.11.2007      USA        US36962G3M40
 5,000    05.12.1985   Hong Kong     GB0004355383
100,000   29.09.2005     Russia      XS0230683111
50,000    08.05.2008      Italy      XS0360809577
50,000    11.04.2006    Norway       XS0250742896
50,000    01.11.2006    Germany      DE000HLB88H5
 1,000      01.03.2002    Germany      DE0005456131
100,000     15.12.2009       UK        XS0471767276
 1,000      30.03.2004       UK        XS0189013823
 10,000     28.08.1986       UK        GB0005232391
 50,000     31.05.2006      Italy      XS0255820804
 1,000      15.05.2008      Italy      IT0004352586
 1,000      18.07.2002     Finland     XS0151270310
 50,000     04.11.2005       UK        XS0234284668
 50,000     29.10.2007     Austria     XS0326967832
 50,000     14.12.2005       UK        XS0236968946
 1,000      23.07.2004       UK        XS0197028714
100,000     10.12.2004     Spain       XS0206920141
 50,000     23.09.2005       UK        XS0230493842
 50,000     27.03.2007     France      XS0292464244
100,000     15.04.2011   Netherlands   XS0616936372
 1,000      17.06.2005       UK        XS0222434200
100,000     29.06.2009       UK        XS0437746208
 50,000     26.02.2008     Norway      XS0349201847
 50,000     04.09.2006    Sweden       XS0266243806
 50,000     23.03.2007    Sweden       XS0292434684
 50,000     16.11.2005   Switzerland   XS0235535035
1,000,000   22.12.2006      Italy      IT0004163447
 1,000      28.02.2002      Italy      XS0143731445
 50,000     01.02.2006      Italy      XS0241198315
 50,000     01.02.2006      Italy      XS0241369577
 50,000     05.06.2008      Italy      XS0367777884
100,000     30.06.2003   Singapore     USY9244WAF69
100,000     24.08.2004   Singapore     USY9244WAW92
 1,000      12.06.2008     Austria     AT0000A09SA8
 10,000     30.09.1986    Australia    GB0009573998
100,000     19.04.2007   Hong Kong     XS0296645012
 1,000      02.10.2003       UK        XS0177600920
 5,000      26.11.2010   Switzerland   CH0117606514
Tier I



                                                                                Cpn       Ratin                                                   Mid 5y
                                                                                                Ratin Bid    Ask Ask Yield Ask Yield Mid Swap              Amount
Issuer                    Ccy Cpn     Cpn type       Maturity   Next Call     Spread        g                                                     senior
                                                                                                g S&P Price Price to call   to Mat    Spread               Out. Mln
                                                                             after Call   Mdy's                                                    CDS
ABBEY NATL CAP TRUST I    USD   8.963 VARIABLE                  30.06.2030      283       Baa2 /*-   BBB    95.5    106.0    8.3    7.3    659     410       798
ABERDEEN ASSET MANAGEMENUSD       7.9 FIXED                     29.05.2012                                  93.9    96.2    24.5    8.2    588               400
ABN AMRO BANK NV          EUR    4.31 VARIABLE                  10.03.2016      166         Ba2      BBB-   72.5    73.5    13.0    4.5    1204             1,000
ACHMEA BV                 EUR      6 FIXED                      01.11.2012                           BBB    70.5    72.1    64.5    8.5    613               600
ACHMEA BV                 EUR   5.125 VARIABLE                  24.06.2015      280                  BBB    75.9    76.2    14.6    5.7    1347              500
AGEAS HYBRID FINANCING    EUR      8 FIXED                      02.06.2013                           BBB    83.1    84.5    23.5    9.5    719               625
AGEAS HYBRID FINANCING    USD    8.25 FIXED                     27.08.2013                  Ba2      BBB    79.9    80.8    24.4    10.3   798               750
AGEAS HYBRID FINANCING    EUR   5.125 VARIABLE                  20.06.2016      200         Ba2      BBB    62.1    62.8    17.5    6.0    1680              500
AGEASFINLUX SA            EUR   2.452 FLOATING                                  135         Ba3       BB                            6.4                     1,250
AGENCE FRANCAISE DEVELOP EUR    4.605 VARIABLE                  22.04.2014      132                  A+     82.3    84.3    13.5    3.3    1304    184       300
ALPHA GROUP JERSEY LTD    EUR   4.476 FLAT TRADING              18.02.2015       0          Ca        CC                                           3721      313
AMERICAN INTL GROUP       EUR   4.875 VARIABLE   15.03.2067     15.03.2017      173        Baa2      BBB    69.8    71.1    14.6    5.1    1339    271       409
AMERICAN INTL GROUP       GBP   8.625 VARIABLE   22.05.2038     22.05.2018      440        Baa2      BBB    92.9    94.2    11.0    7.8    935     271       528
AMERICAN INTL GROUP       EUR      8 VARIABLE    22.05.2038     22.05.2018      445        Baa2      BBB    91.7    93.1     9.5    7.2    793     271       750
ANZ CAPITAL TRUST II      USD    5.36 FIXED                     15.12.2013                 A3 /*-    BBB    100.5   102.4    4.0    5.2    392     234       750
ANZ CAPITAL TRUST III     EUR   2.086 FLOATING   15.12.2053     15.12.2014       66        Baa1      BBB    83.3    83.9     8.1    3.2    234     234       500
ASR NEDERLAND NV          EUR     10 VARIABLE                   26.10.2019      971                  BBB+   101.4   102.8    9.4    10.2   767               386
ASSICURAZIONI GENERALI    EUR     8.5 VARIABLE                  06.03.2019      609                                         12.4    9.7    1067    372       350
ASSICURAZIONI GENERALI    GBP   6.416 VARIABLE                  08.02.2022      220         A3       BBB    65.5    66.3    12.7    8.0    1045    372       495
ASSICURAZIONI GENERALI    GBP   6.269 VARIABLE                  16.06.2026      235         A3       BBB    65.3    65.3    11.3    8.7    874     372       350
AUST & NZ BANKING GROUP   GBP    6.54 VARIABLE                  15.06.2012       96        Baa1      BBB    99.4    100.1    7.3    2.0    713     234       450
AVIVA PLC                 EUR   4.729 VARIABLE                  28.11.2014      177        Baa1      BBB+   78.9    78.9    14.6    4.2    1339    255       700
AVIVA PLC                 GBP   5.902 VARIABLE                  27.07.2020      188        Baa1      BBB+   70.1    72.0    11.2    6.5    920     255       500
AXA SA                    USD     7.1 FIXED                     07.05.2012                  A3       BBB+   95.7    96.8    25.0    7.3    488     312       500
AXA SA                    EUR   2.646 VARIABLE                  29.10.2012       5         Baa1      BBB+   48.7    50.4    132.4   5.5    390     312       375
AXA SA                    GBP   6.667 VARIABLE                  06.07.2016      250        Baa1      BBB    80.9    82.0    12.4    5.5    1103    312       500
AXA SA                    EUR   5.777 VARIABLE                  06.07.2016      250        Baa1      BBB    78.4    79.1    12.3    5.4    1093    312      1,000
AXA SA                    EUR   6.211 VARIABLE                  05.10.2017      250        Baa1      BBB    78.3    78.5    11.6    5.8    1000    312       750
AXA SA                    USD   6.463 VARIABLE                  14.12.2018      145        Baa1      BBB    78.5    79.5    10.8    4.5    945     312       750
AXA SA                    GBP   6.772 VARIABLE                  16.10.2019      237        Baa1      BBB    76.3    77.9    11.6    6.6    968     312       700
AXA SA                    GBP   6.686 VARIABLE                  06.07.2026      275        Baa1      BBB    71.3    72.4    10.6    8.4    813     312       350
AXA SA                    USD   6.379 VARIABLE                  14.12.2036      226        Baa1      BBB                     8.3    7.6    598     312       750
BANCA NAZIONALE LAVORO    EUR      9 FIXED                      28.06.2020                                                                         400       550
BANCA POPOLARE LODI TRST EUR    6.742 VARIABLE                  30.06.2015      525       Ba3 /*-           75.9    77.2    14.3    8.1    1369    812       373
BANCO ESPANOL DE CREDITO EUR       4 VARIABLE                   29.06.2014      230         Ba1                                                              497
BANCO POPOLARE SCARL       EUR   6.756 VARIABLE                21.06.2017   188    Ba3 /*-    B /*-   66.9    68.3    14.0    5.8    1292   812   160
BANCO POPOLARE SCARL       EUR   6.156 VARIABLE                21.06.2017   228    Ba3 /*-    B /*-   65.9    67.3    15.0    6.4    1398   812   157
BANCO SABADELL SA          EUR   5.713 VARIABLE   21.07.2013                450    Ba3 /*-                                                        500
BANCO SABADELL SA          EUR    7.75 FIXED      11.11.2013                                                                                      468
BANK OF AMERICA CORP       USD   8.125 VARIABLE                15.05.2018   364    Ba3 /*-    BB+     98.6    101.1    7.9    5.4    680    379   1,425
BANK OF NEW YORK LUX       EUR   5.514 FLOATING   15.12.2050                450                                                                   2,983
BANKINTER SA               EUR      7 FIXED       11.05.2014                                                                                      406
BANQUE FED CRED MUTUEL     EUR   2.667 VARIABLE                15.12.2014    10    Baa3 /*-   BBB     45.3    46.3    33.5    6.0    450          750
BANQUE FED CRED MUTUEL     EUR   4.471 VARIABLE                28.10.2015   185    Baa3 /*-   BBB     74.4    75.3    13.4    4.6    1230         404
BANQUE FED CRED MUTUEL     EUR    10.3 VARIABLE                17.10.2018   665    Baa3 /*-   BBB                     12.2    9.9    1062         700
BARCLAYS BANK PLC          EUR   4.875 VARIABLE                15.12.2014   105    Baa3 /*-   BBB     67.1    67.6    21.4    4.2    2038   346   1,000
BARCLAYS BANK PLC          USD   5.926 VARIABLE                15.12.2016   175    Baa2 /*-   BBB     86.0    91.7     8.1    3.4    775    346   533
BARCLAYS BANK PLC          GBP      6 VARIABLE                 15.12.2017   142    Baa3 /*-   BBB     68.8    69.7    14.3    5.6    1265   346   750
BARCLAYS BANK PLC          USD   7.434 VARIABLE                15.12.2017   317    Baa2 /*-   BBB     98.8    102.3    7.0    4.6    604    346   347
BARCLAYS BANK PLC          GBP     14 VARIABLE                 15.06.2019   1340   Baa2 /*-   BBB     122.8   123.6    9.5    11.7   767    346   3,000
BARCLAYS BANK PLC          EUR    4.75 VARIABLE                15.03.2020    71    Baa3 /*-   BBB     58.5    59.2    13.3    5.6    1141   346   1,400
BARCLAYS BANK PLC          USD    6.86 VARIABLE                15.06.2032   215    Baa2 /*-   BBB     89.4    93.5     7.5    6.5    529    346   681
BAYERNLB CAPITAL TRUST I   USD   6.203 FLAT TRADING            31.05.2017   198     Caa2              38.4    39.8    34.5    12.4   3399         850
BB&T CAPITAL TRUST II      USD    6.75 FIXED      07.06.2036                        Baa1      BBB                             6.6    414          600
BB&T CAPITAL TRUST IV      USD    6.82 VARIABLE   12.06.2057   12.06.2037   211     Baa1      BBB                      6.7    6.0    417          600
BBVA INTL PREF UNIPERSON   EUR     8.5 VARIABLE                21.10.2014   574    Baa2 /*-   BBB-    95.2    96.1    10.2    7.5    923    533   645
BNP PARIBAS                USD     6.5 FIXED                   06.06.2012          Baa3 /*- BBB+      88.8    89.1    53.3    7.4    485    367   600
BNP PARIBAS                USD    6.25 FIXED                   17.10.2012          Baa3 /*- BBB+      82.8    84.8    34.9    7.5    500    367   400
BNP PARIBAS                EUR   4.875 FIXED                   17.10.2012          Baa3 /*- BBB+      66.9    68.1    79.7    7.4    501    367   1,000
BNP PARIBAS                EUR   8.667 VARIABLE                11.09.2013   405    Baa3 /*- BBB+      99.5    99.9     8.6    5.5    766    367   650
BNP PARIBAS                USD   5.186 VARIABLE                29.06.2015   168    Baa3 /*- BBB+      81.3    84.5    10.9    3.4    1072   367   1,070
BNP PARIBAS                EUR    4.73 VARIABLE                12.04.2016   169    Baa3 /*- BBB+      78.1    78.5    11.6    4.3    1027   367   557
BNP PARIBAS                GBP   5.945 VARIABLE                19.04.2016   113    Baa3 /*- BBB+      68.8    69.7    17.6    5.0    1634   367   450
BNP PARIBAS                EUR   5.019 VARIABLE                13.04.2017   172    Baa3 /*- BBB+      77.9    78.3    10.8    4.6    924    367   638
BNP PARIBAS                EUR   7.781 VARIABLE                02.07.2018   375    Baa3 /*- BBB+      95.5    96.2     8.6    6.1    689    367   500
BNP PARIBAS                USD   7.195 VARIABLE                25.06.2037   129    Baa3 /*- BBB+      86.8    93.4     7.8    7.1    567    367   1,100
BNP PARIBAS CAP TRST VI    EUR   5.868 VARIABLE                16.01.2013   248    Baa3 /*-    A-     93.0    93.5    14.1    4.0    1295   367   700
BPCE SA                    USD    6.75 FIXED                   27.04.2012           Baa3      BBB-    71.7    73.4    240.1   9.3    702          300
BPCE SA                    EUR    8.49 VARIABLE                11.12.2013   529                                       18.5    7.9    1881         1,100
BPCE SA                    EUR    5.25 VARIABLE                30.07.2014   184     Baa3      BBB-    72.7    73.1    20.4    4.7    1937         471
BPCE SA                    EUR      9 VARIABLE                 17.03.2015   653    Baa3 /*-   BBB-    90.8    91.9    12.3    9.1    1136         818
BPCE SA                    EUR    9.25 FIXED                   22.04.2015          Baa3 /*-   BBB-    87.4    88.8    13.9    10.4   814          750
BPCE SA                    EUR   4.625 VARIABLE                30.07.2015   153     Baa3      BBB-    70.9    72.2    15.7    4.5    1477         368
BPCE SA                    EUR    4.75 VARIABLE                01.02.2016   135    Baa3 /*-   BBB-    61.0    61.8    19.6    5.2    1842         350
BPCE SA                    EUR   6.117 VARIABLE                30.10.2017   237    Baa3 /*-   BBB-    70.9    71.2    13.8    6.3    1213         509
BPCE SA                    EUR    12.5 VARIABLE                30.09.2019   1313    Baa3              105.2   105.8   11.1    12.5   968          374
BPCE SA                    USD    12.5 VARIABLE                30.09.2019   1298    Baa3              104.1   106.0   11.3    12.2   996          444
CA PREFERRED FND TST III   EUR      6 FIXED                    30.04.2012                     BBB     66.8    68.3    290.4   8.9    664    483   550
CA PREFERRED FUND TR II    USD      7 FIXED                    30.04.2012          Baa3 /*-   BBB     75.8    76.8    192.4   9.2    687    483   550
CA PREFERRED FUND TRUST    USD      7 FIXED                    30.04.2012          Baa3 /*-   BBB     75.8    76.8    192.4   9.2    687    483   1,500
CAIXABANK                  EUR   4.887 VARIABLE                30.06.2014   350    Baa2 /*-                           44.9    10.7   1096         1,898
CAPITAL ONE CAPITAL IV     USD   6.745 VARIABLE   17.02.2037   17.02.2032   117    Baa3      BB+                     6.6     6.1    417    127    500
CAPITAL ONE CAPITAL V      USD   10.25 FIXED      15.08.2039                       Baa3      BB+    104.3   105.8            9.6    738    127    1,000
CBA CAPITAL TRUST I        USD   5.805 FIXED                   30.06.2015          Baa1      BBB    101.9   102.8    4.9     5.6    424    234    550
CBA CAPITAL TRUST II       USD   6.024 VARIABLE                15.03.2016   174    Baa1      BBB    96.5    99.8     6.1     2.9    563    234    700
CL CAPITAL TRUST 1         EUR   7.047 VARIABLE                26.04.2012   261   Baa2 /*-   BBB    97.3    98.0     19.4    3.8    2280   494    750
CLAUDIUS (CREDIT SUISSE)   USD    8.25 FIXED                   27.12.2013          A3 /*-    BBB    102.8   103.7    6.1     7.9    571    246    1,500
CLAUDIUS (CREDIT SUISSE)   USD   7.875 FIXED                   12.12.2015                    BBB    101.8   102.6    7.1     7.7    634    246    1,500
CNP ASSURANCES             EUR    4.75 VARIABLE                22.12.2016   184               A-    59.6    60.9     16.9    6.0    1582          1,250
CREDIT AGRICOLE SA         USD   7.375 FIXED                   19.10.2012         Baa3 /*-   BBB-   81.4    83.1     40.1    8.9    660    483    500
CREDIT AGRICOLE SA         EUR   7.625 VARIABLE                27.12.2012   310   Baa3 /*-   BBB-                    11.6    4.5    1037   483    650
CREDIT AGRICOLE SA         USD    9.75 FIXED                   26.12.2014         Baa3 /*-   BBB-   96.2    96.8     11.1    10.1   775    483    1,350
CREDIT AGRICOLE SA         EUR   2.278 VARIABLE                04.02.2015    3    Baa3 /*-   BBB-   47.8    50.3     30.1    5.5    388    483    371
CREDIT AGRICOLE SA         EUR    4.13 VARIABLE                09.11.2015   165   Baa3 /*-   BBB-   74.1    74.5     13.3    4.3    1205   483    329
CREDIT AGRICOLE SA         USD   6.637 VARIABLE                31.05.2017   123   Baa3 /*-   BBB-   70.2    72.3     14.3    4.6    1352   483    890
CREDIT AGRICOLE SA         EUR     8.2 VARIABLE                31.03.2018   480   Baa3 /*-   BBB-   89.6    89.6     10.6    7.7    888    483    850
CREDIT AGRICOLE SA         EUR   10.65 VARIABLE                30.09.2018   680   Baa3 /*-   BBB-                    10.5    9.2    886    483    500
CREDIT AGRICOLE SA         USD   8.375 VARIABLE                13.10.2019   698    Baa3      BBB-   87.6    89.6     10.4    8.9    901    483    1,000
CREDIT AGRICOLE SA         GBP   8.125 VARIABLE                26.10.2019   647   Baa3 /*-   BBB-   80.1    82.2     11.9    9.7    1006   483    291
CREDIT AGRICOLE SA         EUR   7.875 VARIABLE                26.10.2019   642   Baa3 /*-   BBB-   89.6    89.9     9.8     8.7    790    483    550
CREDIT LOGEMENT SA         EUR   2.026 FLOATING                15.06.2012   60     A2 /*-    BBB+   56.3    56.3    245.4    5.0    460           450
CREDIT LOGEMENT SA         EUR   2.573 VARIABLE                16.06.2012   115    A2 /*-    BBB+   56.8    58.2    228.6    4.4    409           800
CREDIT SUISSE GUERNSEY     CHF     10 FIXED                    23.10.2013          A2 /*-    BBB                                           246    2,500
CREDIT SUISSE GUERNSEY     USD     11 FIXED                    23.10.2013          A2 /*-    BBB                     6.2     10.2   617    246    3,500
DAI-ICHI MUTUAL LIFE       USD    7.25 VARIABLE                25.07.2021   456     A3       BBB+   103.8   104.8    6.6     5.8    477           1,300
DANSKE BANK A/S            USD   5.914 VARIABLE                16.06.2014   166    Baa3      BBB-   90.1    93.6     9.0     2.8    930    390    750
DANSKE BANK A/S            GBP   5.684 VARIABLE                15.02.2017   170    Baa3      BBB-   80.8    82.0     10.8    4.6    937    390    500
DANSKE BANK A/S            EUR   4.878 VARIABLE                15.05.2017   162   Baa3 /*-   BBB-   85.4    86.4     8.2     3.9    672    390    600
DB CAPITAL FUNDING XI      EUR     9.5 FIXED                   31.03.2015          Baa2      BBB    105.7   106.0    7.2     8.9    608    253    1,300
DB CONT CAP TRUST IV       EUR      8 FIXED                    15.05.2018                    BBB    101.1   102.1    7.6     7.8    592    253    1,000
DEPFA FUNDING II LP        EUR     6.5 FLAT TRADING            30.10.2012           Ca        C     27.0    30.2    408.9    24.4   2348          400
DEPFA FUNDING III LP       EUR    3.45 VARIABLE                08.06.2012   10      Ca        C     18.8    20.5    1328.8   12.7   1039          300
DEPFA FUNDING IV LP        EUR   5.029 VARIABLE                21.03.2017   187     Ca        C     27.3    28.7     39.5    14.1   3922          500
DEUTSCHE BK CAP FD TRUST EUR      5.33 VARIABLE                19.09.2013   199   Baa2 /*-   BBB    84.1    85.1     17.0    4.0    1628   253    1,000
DEUTSCHE BK CAP FDG TR I   USD   3.549 VARIABLE                30.03.2012   297    Baa2      BBB                    424.1    4.9    514    253    650
DEUTSCHE BK CAP FDG TR I   USD   5.028 FLOATING   30.03.2049   30.03.2014   270                                                            253    318
DEUTSCHE BK CAP FNDG TST EUR     4.836 VARIABLE                28.01.2013    0     Baa2      BBB    63.5    65.8                           253    900
DEUTSCHE BK CAP FNDG TST USD     5.628 VARIABLE                19.01.2016   170    Baa2      BBB    83.1    87.5     9.6     3.4    941    253    800
DEUTSCHE CAP TRUST V       EUR    6.15 FIXED                   02.06.2012          Baa2      BBB    86.6    88.4     59.0    7.0    466    253    300
DEUTSCHE POSTBANK FUND I EUR     2.815 VARIABLE                02.06.2012    3      Ba3       BB    52.9    54.1    336.2    4.3    336           300
DEUTSCHE POSTBANK IV       EUR   5.983 VARIABLE                29.06.2017   207     Ba3       BB    73.9    75.4     12.7    5.6    1143          500
DEUTSCHE POSTBK FUND II    EUR   4.652 VARIABLE                23.12.2012    0      Ba3       BB    56.5    62.5                                  500
DEUTSCHE POSTBK FUND III   EUR   3.469 FLOATING                07.06.2012   13      Ba3       BB    51.8    53.5    305.2    4.5    351           300
DEXIA CREDIT LOCAL         EUR     4.3 VARIABLE                18.11.2015   173     Ca        C     15.3    16.5     83.7    25.0   8649   1416   700
DEXIA FUNDING LUX          EUR   4.892 VARIABLE                02.11.2016   178     Ca        C     22.5    26.5     44.1    14.5   4630          500
DNB BANK ASA               EUR   7.068 VARIABLE                19.11.2012   325   Baa3 /*-   BBB    101.0   102.1    4.0     4.3    329           350
DNB BANK ASA               GBP   6.012 VARIABLE                29.03.2017   170   Baa3 /*-   BBB    96.0    97.5     6.9     3.7    536           350
DRESDNER FNDG TRUST I      USD   8.151 FIXED      30.06.2031   30.06.2029         Ba1 /*-     CCC     83.5    85.8     9.9     9.8    766    566   1,000
DZ BANK CAPITAL FUND II    EUR   2.631 FLOATING                22.05.2012   160   Baa3 /*-    A-      51.1    53.6    385.0    5.5    541          500
DZ BANK CAPITAL FUND III   EUR   2.969 FLOATING                06.09.2012   150   Baa3 /*-    A-      50.5    53.3    144.8    5.4    532          350
DZ BANK CAPITAL FUNDING    EUR    3.57 FLOATING                11.05.2012   250   Baa2 /*-     A      63.4    66.2    263.7    5.7    524          300
EFG HELLAS FUNDING LTD     EUR   4.565 VARIABLE                02.11.2015   222     Ca        CC      34.8    39.9     37.2    9.8    3849         253
ELM BV (SWISS LIFE)        EUR   5.849 VARIABLE                12.04.2017   250              BBB-     75.1    75.4     12.7    5.9    1115         590
ELM BV (SWISS REIN CO)     EUR   5.252 VARIABLE                25.05.2016   209    Baa1        A      87.0    87.5     8.9     4.5    753    145   1,000
ELM BV (SWISS REIN CO)     GBP   6.302 VARIABLE                25.05.2019   212    Baa1        A      86.6    87.2     8.7     5.3    689    145   500
ERSTE CAPITAL FINANCE JE   EUR   5.294 VARIABLE                28.09.2016   227     Ba1               69.2    70.1     14.7    5.8    1341   478   336
ERSTE GROUP BANK AG        EUR      8 STEP CPN                 01.01.2020                                                                    478   1,764
EUROCLEAR FINANCE 2 SA     EUR   4.235 VARIABLE                15.06.2015   183               A+      78.8    80.1     11.9    4.1    1092         300
EUROHYPO CAP FUND TRUSII EUR     3.653 VARIABLE                08.03.2013   10    Caa1 /*-     C      44.0    48.0                                 300
EUROHYPO CAP FUND TRUST1 EUR     6.445 VARIABLE                23.05.2013   367   Caa1 /*-     C      66.1    68.0     59.1    8.4    5881         305
FORTIS BANK SA/NV          EUR    3.78 VARIABLE                26.03.2012   237    Baa1       NR                       19.1    19.1   8462   345   1,000
FORTIS BANK SA/NV          EUR   4.625 VARIABLE                27.10.2014   170   Baa1 /*-    A-      73.4    74.0     17.7    4.4    1666   345   1,000
FORTIS BANK SA/NV          EUR   3.419 FLOATING                             200     Ba3       BB                               6.9           345   1,112
FUERSTENBERG CAPITAL       USD   10.25 VARIABLE                30.06.2015   869   Ba1 /*-             82.9    83.6     17.0    12.0   1639   207   500
FUERSTENBG CAP II GMBH     EUR   5.625 FIXED                   30.06.2012           Ba1               59.8    60.8    192.7    9.5    713    207   550
FURSTENBERG CAPITAL        EUR   5.344 VARIABLE                30.06.2015   150     Ba1               48.5    52.0     30.0    7.5    3017   207   300
GE CAPITAL TRUST II        EUR     5.5 VARIABLE   15.09.2067   15.09.2017   200     Aa3       AA-     88.9    89.8     7.8     4.0    629    155   620
GENERALI FINANCE BV        GBP   6.214 VARIABLE                16.06.2016   208    Baa1       BBB     68.5    69.5     17.1    6.1    1580   372   700
GENERALI FINANCE BV        EUR   5.317 VARIABLE                16.06.2016   210    Baa1       BBB     76.3    76.8     12.6    5.0    1129   372   1,275
GENERALI FINANCE BV        EUR   5.479 VARIABLE                08.02.2017   214    Baa1       BBB     76.4    77.0     11.9    5.2    1046   372   1,250
GROUPAMA SA                EUR   6.298 VARIABLE                22.10.2017   260              BB /*-   42.3    43.6     31.2    13.8   3006         1,000
HANNOVER FINANCE SA        EUR      5 VARIABLE                 01.06.2015   268                A      86.9    87.5     9.6     4.7    852    172   500
HBOS CAPITAL FUNDING LP    USD    6.85 FIXED                   23.06.2012         Ba2 /*-     BB      68.7    69.3    146.5    10.0   768    418   1,000
HBOS CAPITAL FUNDING LP    GBP   6.461 VARIABLE                30.11.2018   285               BB      66.8    68.0     14.1    7.5    1235   418   600
HSBC BANK FUNDING STER     GBP   5.862 VARIABLE                07.04.2020   185   Baa1 /*-    A-      86.2    87.4     8.1     5.1    627    193   300
HSBC BANK FUNDING STER     GBP   5.844 VARIABLE                05.11.2031   176   Baa1 /*-    A-      83.8    84.2     7.4     6.3    458    193   700
HSBC BANK PLC              USD   0.875 FLOATING                30.03.2012   25     A3 /*-     A-      46.0    48.0    1336.8   2.1    415    193   500
HSBC BANK PLC              USD   0.913 FLOATING                25.06.2012   10     A3 /*-     A-      45.8    47.8    340.4    1.8    394    193   300
HSBC BANK PLC              USD   1.063 FLOATING                29.06.2012   25     A3 /*-     A-      45.3    47.5    332.7    2.1    425    193   750
HSBC CAPITAL FUNDING LP    EUR    8.03 VARIABLE                30.06.2012   365    A3 /*-    BBB+     99.8    100.5    6.1     4.8    612    193   600
HSBC CAPITAL FUNDING LP    USD    4.61 VARIABLE                27.06.2013   200    A3 /*-    BBB+     96.1    97.1     6.9     2.7    642    193   1,250
HSBC CAPITAL FUNDING LP    EUR   5.369 VARIABLE                24.03.2014   200    A3 /*-    BBB+     93.5    94.0     8.7     3.6    766    193   1,400
HSBC CAPITAL FUNDING LP    GBP   8.208 VARIABLE                30.06.2015   465    A3 /*-    BBB+     105.8   106.6    6.1     5.7    485    193   500
HSBC CAPITAL FUNDING LP    EUR    5.13 VARIABLE                29.03.2016   190    A3 /*-    BBB+     89.0    89.8     8.2     3.9    690    193   750
HSBC CAPITAL FUNDING LP    USD   10.18 VARIABLE                30.06.2030   498    A3 /*-    BBB+     125.9   129.8    7.2     6.9    507    193   900
HSH NORDBANK AG            USD    7.25 FLAT TRADING            30.03.2012          Caa1               31.8    33.5    2394.5   21.6   2140         500
HSH NORDBANK LUXEMBOURG EUR      7.408 FLAT TRADING            30.06.2014          Caa1               39.4    41.0                                 500
HT1 FUNDING GMBH           EUR   6.352 VARIABLE                30.06.2017   200   Ba2 /*-      C      69.0    69.5     16.3    7.1    1506   566   1,000
HVB FUNDING TRUST VIII     EUR   7.055 VARIABLE                28.03.2012   257   Ba1 /*-             100.0   100.2    4.4     4.4    518    471   422
HYBRID CAP FUNDING I LP    USD      8 FLAT TRADING             30.06.2012          Caa1               15.1    17.6    1199.5   49.2   5227   628   300
HYPO REAL INTL TRUST I     EUR   5.864 VARIABLE                14.06.2017                      C      27.0    29.1                                 350
IKB FUNDING TRUST II       EUR    2.46 FLAT TRADING            29.07.2012    5      Ca                11.8    12.8    1688.0   18.8   2198         400
ING CAP FUNDING TRST III   USD   4.179 VARIABLE                31.03.2012   360     B1        BBB     74.7    79.0    332.5    5.4    552    186   1,500
ING GROEP NV               EUR      8 FIXED                    18.04.2013            Ba1      BBB    96.6    97.3    10.6    8.2    582    186   1,500
ING GROEP NV               EUR    2.81 VARIABLE                30.06.2013    50      Ba1      BBB    55.2    56.4    49.4    5.1           186   432
ING GROEP NV               EUR    2.41 VARIABLE                30.06.2014    10      Ba1      BBB    53.8    54.4    30.5    4.5           186   563
ING GROEP NV               USD   5.775 VARIABLE                08.12.2015   168      Ba1      BBB    82.0    85.7    10.5    3.5    1026   186   364
INTESA SANPAOLO SPA        EUR     9.5 VARIABLE                01.06.2016   757     Baa2      BB+    89.9    90.6    12.1    10.2   1108   528   722
INTESA SANPAOLO SPA        EUR   8.047 VARIABLE                20.06.2018   410     Baa2      BB+    87.4    88.3    10.5    7.2    900    528   796
INTESA SANPAOLO SPA        EUR   8.375 VARIABLE                14.10.2019   687     Baa2      BB+    89.0    90.1    10.1    9.1    840    528   1,006
JPM CHASE CAPITAL XXII     USD    6.45 FIXED      02.02.2037                        A2 /*-    BBB    99.9    103.1           6.2    380    157   1,000
JPM CHASE CAPITAL XXIII    USD   1.503 FLOATING   15.05.2047   15.05.2012   100     A2 /*-    BBB                    170.6   2.6    258    157   646
JPM CHASE CAPITAL XXV      USD     6.8 FIXED      01.10.2037                        A2 /*-    BBB                            6.6    418    157   1,500
JPMORGAN CHASE & CO        USD     7.9 VARIABLE                30.04.2018   347    Baa1 /*-   BBB    108.1   109.2    6.1    4.6    484    157   6,000
KBC BANK NV                EUR      8 FIXED                    14.05.2013          Ba1 /*-    BB+    75.9    77.2    34.2    10.5   843          1,250
KBC BANK NV                EUR      8 FIXED                    27.06.2013          Ba1 /*-    BB+                    30.7    10.4   808          700
LA MONDIALE                EUR   5.875 VARIABLE                14.10.2013   270               BBB    63.5    65.8    37.6    6.4    3788         400
LEGAL & GENERAL GROUP      GBP   6.385 VARIABLE                02.05.2017   193     Baa2      BBB+   84.7    85.5    10.4    4.8    887    217   600
LLOYDS BANKING GROUP PLC USD     7.875 FLAT TRADING            29.11.2013            B3        BB    75.7    77.2    26.5    10.5   832    421   424
LLOYDS BANKING GROUP PLC USD     6.267 FLAT TRADING            14.11.2016   104                                                            421   398
LLOYDS BANKING GROUP PLC USD     6.267 FLAT TRADING            14.11.2016   104      B3        BB    65.3    73.3    14.9    4.1    1543   421   398
LLOYDS BANKING GROUP PLC USD     6.413 VARIABLE                01.10.2035            B3        BB                                          421   375
LLOYDS BANKING GROUP PLC USD     6.657 FLAT TRADING            21.05.2037   127      B3        BB                                          421   434
LLOYDS TSB BANK PLC        USD     6.9 FIXED                   22.05.2012          Baa3 /*-   BB+    82.1    84.1    91.8    8.3    592    538   343
LLOYDS TSB BANK PLC        USD     12 VARIABLE                 16.12.2024   1176              BB+                    11.5    11.7   962    538   2,000
LLOYDS TSB BANK PLC        GBP     13 FLAT TRADING             22.01.2029   1340     Ba2      BB+    127.1   128.1    9.8    10.4   731    538   591
MAN GROUP PLC              USD     11 FIXED                    07.05.2013            Ba1             100.6   102.1    9.1    10.8   923    503   300
MELLON CAPITAL IV          USD   6.244 VARIABLE                20.06.2012    57     A3 /*-    BBB                    67.0    5.0    7076         500
MPS CAPITAL TRUST I        EUR   7.402 FLOATING                07.05.2012   630    Ba3 /*-     B     72.1    73.1    202.7   10.0   943    662   350
MUFG CAPITAL FIN 1 LTD     USD   6.346 VARIABLE                25.07.2016   207      Ba1      BBB+   105.3   106.4    4.7    3.2    384          2,300
MUFG CAPITAL FINANCE 2     EUR    4.85 VARIABLE                25.07.2016   205      Ba1      BBB+   97.0    99.8     4.9    3.7    383          750
MUNICH RE                  EUR   5.767 VARIABLE                12.06.2017   204      A3        A     87.6    88.1     8.7    4.4    714    148   1,349
NATIONAL AUSTRALIA BK-NY USD        8 VARIABLE                 24.09.2016   494     Baa1      BBB    108.4   109.0    5.7    6.2    477    234   600
NATIONAL CAPITAL TRST II   USD   5.486 VARIABLE                23.03.2015   154     Baa1      BBB    95.9    96.3     6.8    2.6    618    234   800
NATIONAL CAPITAL TRUST     GBP    5.62 VARIABLE                17.12.2018   193     Baa1      BBB    84.9    86.6     8.6    4.6    681    234   400
NATIONWIDE BLDG SOCIETY GBP      6.024 VARIABLE                06.02.2013    50     Baa3      BBB    69.4    71.1    52.9    3.2    5147         350
NATIONWIDE BLDG SOCIETY GBP      5.769 VARIABLE                06.02.2026   208     Baa3      BBB    70.3    71.6     9.8    7.3    733          400
NATIXIS                    EUR   6.307 VARIABLE                18.10.2017   268    Ba2 /*-    BBB-   67.9    69.4    15.3    7.2    1410   432   372
NATL CAPITAL INSTRUMENTS EUR     2.354 FLOATING                29.09.2016    95     Baa1      BBB    72.8    73.1     9.1    4.1    335    234   400
NORDEA BANK AB             USD   8.375 VARIABLE                25.03.2015   599    Baa2 /*- BBB+     105.2   106.2    6.1    7.6    556    210   1,000
NORDEA BANK AB             USD   5.424 VARIABLE                20.04.2015   159    Baa2 /*- BBB+     96.8    99.3     5.7    2.5    537    210   600
NORDEA BANK AB (PUBL)      EUR   2.668 FLOATING                17.09.2012    5     Baa2 /*-   NR     58.2    58.2    127.2   4.7    291    210   500
NYKREDIT                   EUR   4.901 VARIABLE                22.09.2014   170    Baa2 /*-          94.2    95.6     6.8    3.2    595          500
NYKREDIT                   EUR      9 VARIABLE                 01.04.2015   615    Baa2 /*-   BBB    107.9   109.1    5.7    7.3    467          900
OESTERREICH VOLKSBANKEN EUR        10 FLAT TRADING             18.06.2018           Caa2             32.8    34.9                                500
OLD MUTUAL PLC             GBP   6.376 VARIABLE                24.03.2020   223     Baa3             83.1    83.3     9.9    6.1    800          350
PNC FINANCIAL SERVICES     USD    8.25 VARIABLE                21.05.2013   422     Baa3      BBB                     6.5    4.9    554          500
PRUDENTIAL PLC             USD   11.75 VARIABLE                23.12.2014   923     Baa1       A-    115.4   116.3    5.5    9.0    491    218   750
PRUDENTIAL PLC             USD    7.75 FIXED                   23.06.2016           Baa1       A-    101.8   103.3    6.9    7.5    610    218   550
RABOBANK CAP FD TRUST IV GBP     5.556 VARIABLE                31.12.2019   146      A2        A     85.7    87.1     8.0     4.6    618    187   350
RABOBANK CAP FDG TR III    USD   5.254 VARIABLE                21.10.2016   159      A2        A     92.0    94.3     6.7     3.0    584    187   755
RABOBANK CAPITAL FUND II   USD    5.26 VARIABLE                31.12.2013   163      A2        A     95.7    98.3     6.3     2.4    634    187   733
RABOBANK NEDERLAND         USD      7 FIXED                    22.10.2012            A2        A     102.2   103.2    2.0     6.8    225    187   750
RABOBANK NEDERLAND         CHF   6.875 VARIABLE                12.11.2014   497      A2        A     104.8   105.5    4.6     5.1    456    187   750
RABOBANK NEDERLAND         USD   8.375 VARIABLE                26.07.2016   643                      103.9   104.4    7.2     7.3    626    187   2,000
RABOBANK NEDERLAND         USD     8.4 VARIABLE                29.06.2017   749                      102.9   103.3    7.6     8.1    650    187   2,000
RABOBANK NEDERLAND         CHF     5.5 VARIABLE                27.06.2018   280      A2              102.7   104.0    4.8     3.5    424    187   350
RABOBANK NEDERLAND         USD     11 VARIABLE                 30.06.2019   1087     A2        A     125.8   126.9    6.5     9.0    491    187   2,868
RBS CAPITAL TRUST A        EUR   6.467 FLAT TRADING            30.06.2012            B3        C     57.4    57.7                                 1,250
RBS CAPITAL TRUST B        USD     6.8 FLAT TRADING            30.06.2012            B3        C     60.8    61.5    185.2    11.1   884          486
RBS CAPITAL TRUST C        EUR   4.243 FLAT TRADING            12.01.2016   169      B3        C     52.8    54.0     24.0    6.4    2333         500
RBS CAPITAL TRUST D        GBP   5.646 FLAT TRADING            08.06.2017   169      B3        C     49.3    61.6     16.2    6.1    1468         400
RBS CAPITAL TRUST II       USD   6.425 FLAT TRADING            03.01.2034   194      B3        C                      10.4    9.2    806          650
RBS CAPITAL TRUST III      USD   5.512 FLAT TRADING            30.09.2014   184      B3        C     60.8    68.7     23.6    4.7    2583         1,000
RBS CAPITAL TRUST IV       USD   1.379 FLAT TRADING            30.09.2014    80      B3        C                      6.0     2.7    262          1,000
REGIONS FINANCING TR II    USD   6.625 VARIABLE   15.05.2047   15.05.2027   129      B2       B+                      7.5     5.5    523          498
ROYAL BK SCOTLND GRP PLC EUR      5.25 FLAT TRADING            30.03.2012            B3        C     52.8    54.0    1104.5   10.4   835    552   785
ROYAL BK SCOTLND GRP PLC EUR       5.5 FLAT TRADING            31.03.2012            B3        C     52.8    53.2    1002.5   10.1   818    552   1,250
ROYAL BK SCOTLND GRP PLC EUR     4.243 VARIABLE   12.01.2046   12.01.2016   169                                                             552   500
ROYAL BK SCOTLND GRP PLC EUR     7.092 FLAT TRADING            29.09.2017            B3        C     62.0    63.5                           552   471
ROYAL BK SCOTLND GRP PLC USD      7.64 FLAT TRADING            29.09.2017   232      B3        C     67.0    68.8     17.2    7.1    1667   552   1,013
ROYAL BK SCOTLND GRP PLC USD      6.99 FLAT TRADING            05.10.2017   267    Ba3 /*-     C                                            552   564
ROYAL BK SCOTLND GRP PLC USD     7.648 VARIABLE                30.09.2031   250    Ba2 /*-     BB    75.0    81.0     9.9     8.6    798    552   762
RSA INSURANCE GROUP PLC    GBP   6.701 VARIABLE                12.07.2017   251     Baa2      BBB+   85.8    87.4     9.9     5.3    848          375
RZB FINANCE JERSEY IV      EUR   5.169 VARIABLE                16.05.2016   195    Ba1 /*-    BBB-   72.1    73.0     15.8    5.5    1504   403   500
SANTANDER FIN PFD SA UNI   GBP    11.3 VARIABLE                27.07.2014   766    Baa2 /*-   BBB    98.8    99.5     11.7    9.6    1058   445   679
SANTANDER UK PLC           GBP   6.222 VARIABLE                24.05.2019   113               BBB    64.0    71.5     15.6    6.8    1386   410   300
SAPHIR FINANCE PLC         GBP   6.851 VARIABLE                04.07.2016             C        D                                                  400
SC BANK KOREA LTD          USD   7.267 VARIABLE   03.03.2034   03.03.2014   429               BBB+                    5.2     4.8    496          300
SCOR SE                    EUR   6.154 VARIABLE                28.07.2016   290               BBB+   82.0    83.3     11.1    5.6    991    265   350
SCOTTISH MUTUAL ASSURANC GBP     6.586 VARIABLE                25.04.2016   273               NR                                                  425
SG CAPITAL TRUST III       EUR   5.419 VARIABLE                10.11.2013   195    Ba1 /*-    BBB    80.8    81.2     19.4    4.2    1840         420
SKANDINAVISKA ENSKILDA     USD   4.958 VARIABLE                25.03.2014   183    Ba1 /*-    BBB-   96.3    98.5     5.7     2.6    570    294   407
SKANDINAVISKA ENSKILDA     USD   5.471 VARIABLE                23.03.2015   154    Ba1 /*-    BBB-   92.0    98.3     6.1     2.5    653    294   423
SKANDINAVISKA ENSKILDA     EUR    9.25 VARIABLE                31.03.2015   640    Ba1 /*-    BBB-   106.4   107.3    6.5     7.7    549    294   500
SKANDINAVISKA ENSKILDA     EUR   7.092 VARIABLE                21.12.2017   340    Ba1 /*-    BBB-   102.9   103.3    6.4     5.1    475    294   500
SNS BANK NV                EUR   11.25 VARIABLE                27.11.2019   976    Ba3 /*-    BBB    84.5    85.6     14.3    13.1   1269         320
SOCIETE GENERALE           EUR   7.756 VARIABLE                22.05.2013   335    Ba1 /*-    BBB-   80.3    81.2     28.9    6.0    2836   469   795
SOCIETE GENERALE           EUR   4.196 VARIABLE                26.01.2015   153    Ba1 /*-    BBB-   69.4    70.1     18.4    4.5    1737   469   728
SOCIETE GENERALE           USD    8.75 FIXED                   07.04.2015          Ba1 /*-    BBB-   86.3    87.2     14.0    10.1   777    469   1,000
SOCIETE GENERALE           USD   5.922 VARIABLE                05.04.2017   175    Ba1 /*-    BBB-   75.1    77.2     11.8    4.4    1096   469   808
SOCIETE GENERALE           EUR   6.999 VARIABLE                19.12.2017   335    Ba1 /*-    BBB-   78.0    78.9     12.1    6.9    1072   469   468
SOCIETE GENERALE           GBP   8.875 VARIABLE                16.06.2018   340    Ba1 /*-    BBB-   77.5    79.5     14.5    8.3    1283   469   506
SOCIETE GENERALE           EUR   9.375 VARIABLE                04.09.2019   890    Ba1 /*-    BBB-   92.0    92.6     10.8    10.5   908    469   1,000
SOCIETY OF LLOYD'S         GBP   7.421 VARIABLE                21.06.2017   241                A-    86.4    87.9     10.5    5.7    930          392
STANDARD CHARTERED BANK USD        9.5 VARIABLE   24.12.2014   678     A3        A-    109.0   109.4   5.8    7.3    518    214   1,500
STANDARD CHARTERED BANK GBP      8.103 VARIABLE   11.05.2016   428     A3        A-    106.7   107.3   6.5    5.5    519    214   600
STANDARD CHARTERED PLC     USD   8.125 FIXED      27.11.2013          Baa2      BBB+   105.9   106.2   4.4    7.6    387    212   925
STANDARD CHARTERED PLC     USD   6.409 VARIABLE   30.01.2017   151    Baa2      BBB+   91.1    93.0    8.2    3.2    731    212   750
STANDARD CHARTERED PLC     USD   7.014 VARIABLE   30.07.2037   146    Baa2      BBB+   95.9    98.4    7.1    6.5    478    212   750
STANDARD LIFE PLC          EUR   5.314 VARIABLE   06.01.2015   227    Baa1       A-    86.2    87.2    10.7   4.3    976          360
STANDARD LIFE PLC          GBP   6.546 VARIABLE   06.01.2020   270    Baa1       A-    87.5    88.2    8.7    5.6    683          300
SVENSKA HANDELSBANKEN AB EUR     4.194 VARIABLE   16.12.2015   168   Baa2 /*- BBB+     95.1    96.0    5.4    3.1    419    202   500
SWISS RE CAPITAL I LP      USD   6.854 VARIABLE   25.05.2016   218    Baa1       A     88.3    93.2    8.8    4.1    859    145   752
UBS AG JERSEY BRANCH       EUR    4.28 VARIABLE   15.04.2015   158   Baa3 /*-   BBB-   82.6    83.2    10.9   3.7    981    263   995
UBS AG JERSEY BRANCH       EUR   7.152 VARIABLE   21.12.2017   345   Baa3 /*-   BBB-   94.3    95.0    7.5    5.5    668    263   600
UBS CAPITAL SECURITIES L   EUR   8.836 VARIABLE   11.04.2013   465   Baa3 /*-   BBB-   101.4   102.0   6.9    5.9    565    263   995
UBS PFD FUNDING TR V       USD   6.243 VARIABLE   15.05.2016   162   Baa3 /*-   BBB-   90.8    92.8    8.3    3.2    765          1,000
UNICREDIT INTL BANK        EUR   8.125 VARIABLE   10.12.2019   665   Ba1 /*-    BB+    88.1    88.5    10.0   8.9    830    564   585
UNICREDIT SPA              EUR   9.375 VARIABLE   21.07.2020   749   Ba1 /*-    BB+    88.4    89.1    11.2   10.1   937    564   339
UNICREDITO ITAL CAP TRST   EUR   4.028 VARIABLE   27.10.2015   176   Ba1 /*-    BB+    70.3    71.4    14.8   4.7    1377   564   280
UOB CAYMAN LTD             USD   5.796 VARIABLE   15.03.2016   175     A3       BBB    102.8   104.4   4.6    2.6    388          500
WELLS FARGO & COMPANY      USD    7.98 VARIABLE   15.03.2018   377    Baa3      BBB+   108.6   110.1   6.0    4.8    477    153   3,352
WESTPAC CAPITAL TRST III   USD   5.819 VARIABLE   30.09.2013   205    Baa1      BBB    99.5    99.9    5.9    2.8    521    234   750
WESTPAC CAPITAL TRST IV    USD   5.256 VARIABLE   31.03.2016   177    Baa1      BBB    93.4    94.4    6.9    3.0    606    234   525
 Min       Issue       Country
                                        Isin
Denom       date       of Risk
 1,000    07.02.2000       UK       US002927AA95
 2,000    29.05.2007       UK       XS0300154878
 1,000    10.03.2006   Netherlands XS0246487457
 1,000    01.11.2006   Netherlands NL0000168714
10,000    24.06.2005   Netherlands NL0000117224
 1,000    02.06.2008 Luxembourg XS0362491291
 2,000    27.02.2008 Luxembourg XS0346793713
50,000    20.06.2006 Luxembourg XS0257650019
250,000   07.05.2002    Belgium     XS0147484074
 1,000    22.04.2004     France     FR0010074328
 1,000    18.02.2005     Greece     DE000A0DX3M2
50,000    15.03.2007      USA       XS0291642154
50,000    22.05.2008      USA       XS0365314284
50,000    22.05.2008      USA       XS0365323608
 1,000    26.11.2003    Australia   USU0019RAB25
 1,000    13.12.2004    Australia   XS0207513127
  1       10.08.2009    Belgium     NL0009213545
50,000    06.03.2009      Italy     XS0416148202
50,000    08.02.2007      Italy     XS0283627908
50,000    16.06.2006      Italy     XS0257010206
50,000    15.06.2007    Australia   XS0304110132
 1,000    25.11.2004       UK       XS0206511130
 1,000    25.11.2004       UK       XS0206511486
 1,000    07.05.2003     France     XS0167957983
 1,000    29.10.2004     France     XS0203470157
50,000    06.07.2006     France     XS0260056048
50,000    06.07.2006     France     XS0260057285
50,000    05.10.2007     France     XS0323922376
100,000   14.12.2006     France     USF0609NAP36
50,000    16.10.2007     France     XS0325823119
50,000    06.07.2006     France     XS0260056717
100,000   14.12.2006     France     USF0609NAQ19
 1,000    28.06.2010      Italy     IT0004618853
 1,000    30.06.2005      Italy     XS0223454512
 1,000    29.06.2009     Spain      ES0113440004
50,000    21.06.2007    Italy    XS0304963373
50,000    21.06.2007    Italy    XS0304963290
 1,000    21.07.2009    Spain    ES0313860241
  5       11.11.2010    Spain    ES0313860290
 1,000    30.04.2008    USA      US060505DT81
100,000   23.02.2009 Luxembourg XS0413650218
  50      11.05.2011    Spain    ES0313679575
 1,000    15.12.2004   France    XS0207764712
 1,000    28.04.2005   France    XS0218324050
50,000    17.10.2008   France    XS0393640346
10,000    08.12.2004     UK      XS0205937336
100,000   28.09.2006     UK      XS0269453139
10,000    22.06.2005     UK      XS0222208539
100,000   25.09.2007     UK      XS0322792010
50,000    27.11.2008     UK      XS0397801357
10,000    15.03.2005     UK      XS0214398199
 1,000    25.09.2002     UK      XS0155141830
 1,000    09.03.2007   Germany   XS0290135358
 1,000    07.06.2006    USA      US05530AAA34
 1,000    12.06.2007    USA      US073294AA83
50,000    21.10.2009    Spain    XS0457228137
 2,000    06.06.2007   France    FR0010477125
 2,000    17.10.2005   France    FR0010239368
 1,000    17.10.2005   France    FR0010239319
50,000    11.09.2008   France    FR0010661314
 1,000    29.06.2005   France    USF1058YHV32
50,000    12.04.2006   France    FR0010306738
50,000    19.04.2006   France    FR0010306787
50,000    13.04.2007   France    FR0010456764
50,000    30.06.2008   France    FR0010638338
100,000   25.06.2007   France    USF1058YHX97
 1,000    16.01.2003   France    XS0160850227
 2,000    27.01.2006   France    FR0010279208
 1,000    11.12.2008   France    FR0010698191
 1,000    26.11.2003   France    FR0010031138
50,000    17.03.2010   France    FR0010871269
 1,000    22.10.2009   France    FR0010814558
 1,000    06.10.2004   France    FR0010117366
50,000    01.02.2006   France    FR0010279273
50,000    30.10.2007   France    FR0010535971
 1,000    06.08.2009   France    FR0010777524
100,000   06.08.2009   France    USF11494AA36
 1,000    19.12.2003   France    NL0000113868
 1,000    08.08.2003   France    XS0173838847
 1,000    30.01.2003   France    XS0161441000
30,000    30.06.2009    Spain    ES0114970009
 1,000      05.02.2007      USA        US140422AA44
 1,000      05.08.2009      USA        US14043CAB90
 1,000      06.08.2003    Australia    USU14922AA31
 1,000      15.03.2006    Australia    USU1492UAA17
 1,000      26.04.2002     France      XS0146942189
 2,000      27.06.2008   Switzerland   XS0371612762
 2,000      12.08.2010   Switzerland   XS0531067659
 50,000     22.12.2006     France      FR0010409789
 2,000      19.10.2007     France      FR0010533554
 50,000     27.12.2007     France      FR0010564161
 2,000      26.06.2009     France      FR0010772244
 1,000      04.02.2005     France      FR0010161026
 50,000     09.11.2005     France      FR0010248641
100,000     31.05.2007     France      USF22797FJ25
 50,000     31.03.2008     France      FR0010603159
 50,000     30.09.2008     France      FR0010670422
100,000     13.10.2009     France      USF22797FK97
 50,000     26.10.2009     France      FR0010814418
 50,000     26.10.2009     France      FR0010814434
 1,000      02.11.2004     France      FR0010128736
 50,000     16.03.2006     France      FR0010301713
 2,000      23.10.2008   Switzerland   XS0394947104
 2,000      23.10.2008   Switzerland   XS0394946809
 50,000     15.03.2011     Japan       USJ09748AB01
100,000     15.06.2004    Denmark      USK22272CP99
 50,000     15.12.2006    Denmark      XS0279056419
 50,000     15.02.2007    Denmark      XS0287195233
 1,000      04.09.2009    Germany      DE000A1ALVC5
 1,000      15.05.2008      USA        DE000A0TU305
 1,000      30.10.2003       UK        XS0178243332
 1,000      08.06.2005       UK        DE000A0E5U85
 50,000     21.03.2007       UK        XS0291655727
 1,000      19.09.2003    Germany      XS0176823424
 10,000     18.05.1999    Germany      USU2492SAA43
1,000,000   30.03.1999    Germany      XS0095376439
 1,000      28.01.2005    Germany      DE000A0DTY34
 1,000      19.01.2006    Germany      USU2492RAA69
  100       02.12.2003    Germany      DE000A0AA0X5
 1,000      02.12.2004    Germany      DE000A0DEN75
 50,000     29.06.2007    Germany      XS0307741917
 1,000      23.12.2004    Germany      DE000A0DHUM0
 1,000      07.06.2005    Germany      DE000A0D24Z1
 50,000     18.11.2005     France      FR0010251421
 50,000     02.11.2006    Belgium      XS0273230572
 1,000      19.11.2002    Norway       XS0157873760
 50,000     31.01.2007    Norway       XS0285087358
100,000   25.05.1999      USA        XS0097772965
 1,000    22.11.2004      USA        DE000A0DCXA0
 1,000    06.06.2005      USA        DE000A0DZTE1
 1,000    07.11.2003      USA        DE0009078337
50,000    02.11.2005     Greece      XS0232848399
50,000    12.04.2007   Switzerland   XS0295383524
50,000    11.05.2006   Switzerland   XS0253627136
50,000    27.03.2007   Switzerland   XS0293392105
50,000    28.09.2006       UK        XS0268694808
 1,000    13.05.2009     Austria     AT0000A0D4T3
50,000    10.06.2005    Belgium      XS0219847364
 1,000    08.03.2005      USA        DE000A0DZJZ7
 1,000    23.05.2003      USA        XS0169058012
100,000   26.09.2001    Belgium      BE0117584202
50,000    27.10.2004    Belgium      BE0119806116
250,000   19.12.2007    Belgium      BE0933899800
 1,000    20.10.2009    Germany      XS0456513711
 1,000    24.05.2005    Germany      DE000A0EUBN9
 1,000    04.04.2005    Germany      XS0216072230
50,000    02.03.2010      USA        XS0491211644
50,000    16.06.2006      Italy      XS0256975888
50,000    16.06.2006      Italy      XS0256975458
50,000    08.02.2007      Italy      XS0283629946
50,000    22.10.2007     France      FR0010533414
 1,000    01.06.2005    Germany      XS0221011454
 1,000    21.03.2003       UK        XS0165483164
 1,000    28.11.2001       UK        XS0139175821
 1,000    07.04.2004       UK        XS0189704140
 1,000    05.11.2003       UK        XS0179407910
10,000    18.09.1985       UK        XS0015190423
10,000    11.12.1986       UK        GB0005903413
10,000    19.06.1985       UK        GB0005902332
 1,000    17.04.2000       UK        XS0110562534
 1,000    27.06.2003       UK        USG463802037
 1,000    24.10.2003       UK        XS0178404793
 1,000    17.04.2000       UK        XS0110560165
 1,000    29.03.2004       UK        XS0188853526
 1,000    17.04.2000       UK        USG4637HAB45
 1,000    17.06.2005    Germany      XS0221141400
 1,000    19.02.2002    Germany      XS0142391894
 1,000    20.07.2006    Germany      DE000A0KAAA7
 100      28.03.2002      USA        DE0008512021
 1,000    22.04.2005    Germany      XS0216711340
50,000    14.06.2007    Germany      XS0303478118
 1,000    29.06.2004      USA        XS0194701487
 1,000    15.12.2000   Netherlands US44978NAA37
 1,000    18.04.2008   Netherlands XS0356687219
 100      19.06.2003   Netherlands NL0000113587
 100      16.06.2004   Netherlands NL0000116127
 1,000    08.12.2005   Netherlands US456837AC74
50,000    01.10.2010      Italy     XS0545782020
50,000    20.06.2008      Italy     XS0371711663
50,000    14.10.2009      Italy     XS0456541506
 1,000    02.02.2007      USA       US48123QAA13
 1,000    24.05.2007      USA       US48123UAA25
 1,000    26.09.2007      USA       US46631VAA98
 1,000    23.04.2008      USA       US46625HHA14
 1,000    14.05.2008    Belgium     BE0934378747
 1,000    27.06.2008    Belgium     XS0368735154
10,000    14.10.2003     France     FR0010021287
50,000    02.05.2007       UK       XS0296889073
 1,000    19.01.2009       UK       XS0406095041
 1,000    13.11.2006       UK       XS0460002693
100,000   13.11.2006       UK       US539439AB54
 1,000    19.01.2009       UK       USG5533WAA56
 1,000    19.01.2009       UK       US539439AE93
 1,000    22.10.2002       UK       XS0156372343
100,000   16.12.2009       UK       XS0474660676
100,000   21.01.2009       UK       XS0408620721
 1,000    07.05.2008       UK       XS0360932932
 1,000    19.06.2007      USA       US58551TAA51
 1,000    07.02.2001      Italy     XS0121342827
100,000   17.03.2006     Japan      USG63255AA42
50,000    17.03.2006     Japan      XS0247684490
50,000    12.06.2007    Germany     XS0304987042
100,000   24.09.2009    Australia   XS0347918723
 1,000    23.03.2005    Australia   USU62948AA97
 1,000    29.09.2003    Australia   XS0177395901
50,000    30.01.2007       UK       XS0284776274
10,000    06.02.2004       UK       XS0184519139
50,000    18.10.2007     France     FR0010531012
50,000    29.09.2006    Australia   XS0269714464
 2,000    25.09.2009    Sweden      XS0453319039
100,000   20.04.2005    Sweden      USW5816FCM42
 1,000    17.09.2004    Sweden      XS0200688256
 1,000    22.09.2004    Denmark     XS0201146064
 1,000    04.11.2009    Denmark     XS0347918640
 1,000    06.05.2008     Austria    XS0359924643
 1,000    24.03.2005       UK       XS0215556142
 1,000    21.05.2008      USA       US693475AJ49
 1,000    09.07.2009       UK       XS0439094524
 1,000    21.01.2011       UK       XS0580467875
 1,000    21.10.2004      USA      XS0203782551
 1,000    21.10.2004   Netherlands XS0203891840
 1,000    21.11.2003   Netherlands XS0180995945
 2,000    22.10.2007   Netherlands XS0325306990
 5,000    12.08.2009   Netherlands CH0102806061
100,000   26.01.2011   Netherlands XS0583302996
100,000   09.11.2011   Netherlands XS0703303262
 5,000    27.06.2008   Netherlands CH0043174397
75,000    04.06.2009   Netherlands XS0431744282
 1,000    10.06.2002       UK      XS0149161217
 1,000    05.12.2002       UK      XS0159056208
 1,000    12.12.2005      USA      XS0237530497
 1,000    08.12.2006      USA      XS0277453774
 1,000    10.12.2003       UK      US74927PAA75
 1,000    24.08.2004       UK      US74927QAA58
 1,000    24.08.2004       UK      US74927FAA93
 1,000    27.04.2007      USA      US7591ELAA72
 1,000    28.06.2005       UK      DE000A0E6C37
 1,000    29.11.2004       UK      XS0205935470
 1,000    12.12.2005       UK      XS0237892723
50,000    04.10.2007       UK      XS0323734961
100,000   04.10.2007       UK      US780097AU54
100,000   04.10.2007       UK      XS0323865047
 1,000    20.08.2001       UK      US780097AH44
50,000    12.05.2006       UK      XS0254219735
50,000    16.05.2006     Austria   XS0253262025
50,000    27.07.2009     Spain     XS0441528949
 1,000    24.05.2009       UK      XS0502105454
50,000    29.06.2006     Ireland   XS0259175536
10,000    03.03.2004       UK      USY48764AH01
50,000    28.07.2006     France    FR0010359687
50,000    17.11.2005       UK      XS0235245205
 1,000    10.11.2003      USA      XS0179207583
100,000   25.03.2004    Sweden     USW25381DL07
100,000   23.03.2005    Sweden     USW25381DM89
 1,000    01.10.2009    Sweden     XS0454821462
50,000    21.12.2007    Sweden     XS0337453202
50,000    27.11.2009   Netherlands XS0468954523
50,000    22.05.2008     France    XS0365303329
 1,000    26.01.2005     France    FR0010136382
 2,000    07.10.2009     France    XS0454569863
100,000   05.04.2007     France    USF8586CAA02
50,000    19.12.2007     France    XS0336598064
50,000    16.06.2008     France    XS0369350813
50,000    04.09.2009     France    XS0449487619
50,000    21.06.2007       UK      XS0307055995
 1,000    24.06.2009       UK        XS0347919457
 1,000    11.05.2001       UK        XS0129229141
 2,000    27.05.2008       UK        XS0365481935
100,000   08.12.2006       UK        USG84228AT58
100,000   25.05.2007       UK        US853254AC43
10,000    04.11.2004       UK        XS0204937634
 1,000    04.11.2004       UK        XS0204938798
50,000    16.12.2005    Sweden       XS0238196942
100,000   11.05.2006   Switzerland USG86303AA52
 1,000    15.04.2005   Switzerland DE000A0D1KX0
50,000    21.12.2007   Switzerland   XS0336744650
50,000    11.04.2008   Switzerland   XS0357283257
75,000    12.05.2006      USA        US90264AAA79
50,000    10.12.2009      Italy      XS0470937243
50,000    21.07.2010      Italy      XS0527624059
50,000    27.10.2005      Italy      XS0231436238
100,000   13.12.2005   Singapore     KYG9289K2003
 1,000    08.02.2008      USA        US949746PM79
 1,000    13.08.2003    Australia    USU96121AA37
 1,000    05.04.2004    Australia    USU96100AA73

				
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posted:4/9/2012
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