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Feuil1

VIEWS: 209 PAGES: 135

									                                  5/16/2012

Sortie              Emetteur    Coupon        Durée          Maturité
  1/2/2009   NORDDEUTSCHE L/B        3.660             3.0       1/9/2012
  1/2/2009   LANDESBK BERLIN         3.880             4.0       1/7/2013
  1/2/2009   LB BADEN-WUERTT         3.000             1.0       1/7/2010
  1/2/2009   LB BADEN-WUERTT         3.940             4.0       1/7/2013
  1/2/2009   MUNCHEN HYPOBANK        3.000             1.0       1/8/2010
  1/2/2009   LB BADEN-WUERTT         2.875             0.3      4/30/2009
  1/5/2009   LANDBK HESSEN-TH        3.625             4.0      1/15/2013
  1/5/2009   WL BANK                 2.900             1.0      1/12/2010
  1/5/2009   BAYERISCHE LNDBK        4.250             4.0      1/14/2013
  1/5/2009   BAYERISCHE LNDBK        3.125             1.2      3/12/2010
  1/6/2009   LAND HESSEN          €03M+6.0             1.0      1/12/2010
  1/6/2009   SOCIETE GENERALE    €03M+32.0             1.0      1/14/2010
  1/6/2009   NORDDEUTSCHE L/B        3.875             3.0       1/9/2012
  1/6/2009   NORDDEUTSCHE L/B        3.550             5.0       1/9/2014
  1/6/2009   WESTLB AG               3.125             0.9    11/23/2009
  1/7/2009   GDF SUEZ                5.625             7.0      1/18/2016
  1/7/2009   SFEF                    3.250             5.0      1/16/2014
  1/7/2009   VOLKSWAGEN FIN          6.875             5.0      1/15/2014
  1/7/2009   NORDDEUTSCHE L/B        4.000             4.2       3/6/2013
  1/7/2009   UNICREDIT SPA           5.250             5.0      1/14/2014
  1/7/2009   SCHNEIDER ELEC          6.750             4.5      7/16/2013
  1/7/2009   HSBC FRANCE             4.875             5.0      1/15/2014
  1/7/2009   E.ON INTL FIN BV        5.500             7.0      1/19/2016
  1/7/2009   GDF SUEZ                4.375             3.0      1/16/2012
  1/8/2009   BAYERISCHE LNDBK        3.250             1.0      1/20/2010
  1/8/2009   NIEDERSACHSEN        €06M+5.0             5.0      1/20/2014
  1/8/2009   NIEDERSACHSEN        €06M+5.0             2.0      1/14/2011
  1/8/2009   DAIMLER INTL FIN        7.875             5.0      1/16/2014
  1/8/2009   VODAFONE GROUP          6.250             7.0      1/15/2016
  1/8/2009   LB BADEN-WUERTT         2.750             1.0      1/13/2010
  1/8/2009   NORDDEUTSCHE L/B        5.000            10.0      1/14/2019
  1/8/2009   REP OF AUSTRIA          3.400             5.8    10/20/2014
  1/8/2009   LB BADEN-WUERTT         3.000             1.5      7/12/2010
  1/8/2009   LB BADEN-WUERTT         3.375             2.0      1/12/2011
  1/8/2009   IRISH GOVT              4.000             5.0      1/15/2014
  1/8/2009   BANCO ESPIRITO          3.750             3.0      1/19/2012
  1/8/2009   DEUTSCHE SCHIFBK     €01M+0.0             0.5      7/13/2009
  1/8/2009   LB BADEN-WUERTT         3.250             2.0      1/13/2011
  1/8/2009   GDF SUEZ                6.375            12.0      1/18/2021
  1/8/2009   BAYERISCHE LNDBK        3.750             2.0      1/14/2011
  1/8/2009   BNP PARIBAS COV         4.125             5.0      1/15/2014
  1/8/2009   BAYERISCHE LNDBK        5.250            10.0      1/15/2019
  1/8/2009   NORDDEUTSCHE L/B        2.750             1.0      1/13/2010
  1/8/2009   DZ BANK AG              2.450             0.2       4/1/2009
  1/8/2009   BERLIN LAND             2.375             1.0      1/14/2010
  1/9/2009   SELLA HOLDING       €06M+50.0             2.0       1/9/2011
  1/9/2009   BAYERISCHE LNDBK        3.500             1.0      1/29/2010
  1/9/2009   BBVA SENIOR FIN         4.875             5.0      1/23/2014
  1/9/2009   HYPO REAL ESTATE    €01M+25.0             0.3      4/15/2009
 1/9/2009   DEUT BK ITALIA         3.875    5.0     1/9/2014
 1/9/2009   BAYERISCHE LNDBK       5.000    7.0    1/14/2016
 1/9/2009   BAYERISCHE LNDBK       5.100    8.0    1/16/2017
 1/9/2009   BAYERISCHE LNDBK       5.250    9.0    1/16/2018
 1/9/2009   COMMERZBANK AG         2.750    3.0    1/13/2012
 1/9/2009   NORDRHEIN-WEST         2.375    1.0    1/14/2010
 1/9/2009   NRW.BANK               3.250    5.0    1/15/2014
1/12/2009   BANCO COM PORTUG       3.625    3.0    1/19/2012
1/12/2009   KBC IFIMA NV           4.750    5.0    1/26/2014
1/12/2009   MEDIOBANCA             4.375    3.0    1/20/2012
1/12/2009   LANDESBK BERLIN    €06M+30.0    3.0    1/16/2012
1/12/2009   RHEINLAND-PFALZ     €06M+0.0    2.0    1/17/2011
1/12/2009   ROYAL BK SCOTLND       1.690    0.5    7/15/2009
1/12/2009   LB BADEN-WUERTT    €06M+30.0    3.0    1/16/2012
1/12/2009   BMW US CAP LLC         6.375    3.5    7/23/2012
1/12/2009   BERTELSMANN AG         7.875    5.0    1/16/2014
1/13/2009   DEUTSCHE TEL FIN       6.000    8.0    1/20/2017
1/13/2009   NATL GRID PLC          6.500    5.2    4/22/2014
1/13/2009   SODEXO                 6.250    6.0    1/30/2015
1/13/2009   BAYERISCHE LNDBK       4.375    6.0    1/20/2015
1/13/2009   RABOBANK               4.375    5.0    1/22/2014
1/13/2009   INSTIT CRDT OFCL       3.500    5.0    1/20/2014
1/13/2009   NORDDEUTSCHE L/B       4.000    4.5    7/16/2013
1/13/2009   LB BADEN-WUERTT    €03M+50.0    1.5    7/16/2010
1/13/2009   LB BADEN-WUERTT    €03M+35.0    1.1    2/15/2010
1/13/2009   VIVENDI                7.750    5.0    1/23/2014
1/13/2009   NED WATERSCHAPBK       3.125    3.0    1/20/2012
1/13/2009   KFW                    3.875   10.0    1/21/2019
1/13/2009   EUROPEAN INVT BK       3.125    5.2    4/15/2014
1/13/2009   HSH NORDBANK AG        2.750    3.0    1/20/2012
1/14/2009   BAYERISCHE LNDBK       2.800    1.0    1/28/2010
1/14/2009   BAYERISCHE LNDBK       3.750    2.7    9/15/2011
1/14/2009   ST GOBAIN              8.250    5.5    7/28/2014
1/14/2009   CAJA MADRID            3.650    1.5    7/28/2010
1/14/2009   CAISSE CENT DESJ       5.375    5.0    1/23/2014
1/14/2009   DANSKE BANK A/S        2.500    1.7    9/21/2010
1/14/2009   NORDDEUTSCHE L/B       3.875    4.9   12/19/2013
1/14/2009   FRANCE TELECOM         5.000    5.0    1/22/2014
1/14/2009   LB BADEN-WUERTT    €03M+35.0    1.2    4/19/2010
1/14/2009   LB BADEN-WUERTT    €03M+35.0    1.2    4/14/2010
1/14/2009   BAYER HYPO-VEREI       4.000    6.0    1/21/2015
1/14/2009   L-BANK FOERDERBK       1.900    1.0    1/19/2010
1/15/2009   NORDDEUTSCHE L/B       3.750    3.4    6/20/2012
1/15/2009   BADEN-WURTTEMBRG       4.000   10.0    1/22/2019
1/15/2009   LANDBK HESSEN-TH       3.000    2.2    4/26/2011
1/15/2009   NORDDEUTSCHE L/B       3.250    2.4    6/20/2011
1/15/2009   FINLAND REP OF      €03M+8.0    5.0    1/28/2014
1/15/2009   LANDBK HESSEN-TH       3.375    3.2    4/26/2012
1/15/2009   DEUTSCHE APO ARZ       3.500    2.0    1/26/2011
1/15/2009   TELECOM ITALIA         7.875    5.0    1/22/2014
1/15/2009   FRESENIUS US FIN       8.750    6.5    7/15/2015
1/15/2009   BAYER HYPO-VEREI       4.750    5.1    3/20/2014
1/15/2009   BADEN-WURTTEMBRG         3.250    5.0         1/22/2014
1/15/2009   BAYERISCHE LNDBK         2.750    3.0         1/23/2012
1/16/2009   BAYERISCHE LNDBK   €03M+157.0     9.7         9/24/2018
1/16/2009   BAYERISCHE LNDBK   €03M+156.0     9.1          3/5/2018
1/16/2009   ELEC DE FRANCE           5.125    6.0         1/23/2015
1/16/2009   NORDDEUTSCHE L/B         4.250    5.0         1/20/2014
1/16/2009   SLOVAKIA GOVT        €06M+0.0     6.0         1/21/2015
1/16/2009   BNP PARIBAS         €03M+27.0     1.0         1/21/2010
1/16/2009   NORDDEUTSCHE L/B         2.500    1.0         1/21/2010
1/16/2009   ERSTE GROUP              3.000    3.0         1/23/2012
1/16/2009   BAYERISCHE LNDBK   €03M+156.0     9.1         2/16/2018
1/16/2009   BAYERISCHE LNDBK   €03M+151.0     8.8         11/2/2017
1/16/2009   BAYERISCHE LNDBK   €03M+151.0     8.0         1/23/2017
1/16/2009   DANSKE BANK A/S          2.450    1.0         1/23/2010
1/16/2009   ELEC DE FRANCE           6.250   12.0         1/25/2021
1/16/2009   NORDDEUTSCHE L/B         3.000    3.0         1/20/2012
1/16/2009   LB BADEN-WUERTT          3.200    2.0         1/20/2011
1/16/2009   BAYERISCHE LNDBK         3.000    1.5         7/23/2010
1/19/2009   BAYERISCHE LNDBK         2.000    0.1          3/5/2009
1/19/2009   BAYERISCHE LNDBK    €06M+35.0    10.0         1/25/2019
1/19/2009   IKB DEUT INDUSTR         2.875    3.0         1/27/2012
1/19/2009   WESTLB AG                3.300    1.0         1/25/2010
1/19/2009   LB BADEN-WUERTT          2.385    0.8        10/30/2009
1/19/2009   RESEAU FERRE FRA         4.500   15.0         1/30/2024
1/19/2009   TELEKOM FINANZ           6.375    7.0         1/29/2016
1/19/2009   JOHN DEERE CAP           7.500    5.0         1/24/2014
1/19/2009   LLOYDS TSB BANK         13.000   49.0 perp
1/19/2009   LLOYDS BANKING           7.875   49.0 perp
1/19/2009   NORDDEUTSCHE L/B         2.750    2.0         1/26/2011
1/19/2009   TOYOTA MOTOR FIN    €03M+20.0     0.5         7/23/2009
1/20/2009   NRW.BANK            €06M+15.0    11.5         7/24/2020
1/20/2009   DEUTSCHE BK LOND         3.000    4.0         4/16/2013
1/20/2009   BAYERISCHE LNDBK         4.000    3.9        12/28/2012
1/20/2009   TELEFONICA EMIS          5.431    5.0          2/3/2014
1/20/2009   E.ON INTL FIN BV         4.875    5.0         1/28/2014
1/20/2009   THUERINGEN LAND          2.000    1.0         1/28/2010
1/20/2009   BK NED GEMEENTEN         2.750    2.0         1/27/2011
1/20/2009   TOTAL CAPITAL            4.875   10.0         1/28/2019
1/20/2009   BAYERN FREISTAAT         3.500    7.0         1/27/2016
1/21/2009   CRED AG COV BOND         4.500    7.0         1/29/2016
1/21/2009   NYKREDIT BANK            2.375    1.5         7/29/2010
1/21/2009   DEPFA ACS BANK       €03M+0.0     5.0         1/22/2014
1/21/2009   KOMMUNALKREDIT           2.625    2.0         1/28/2011
1/21/2009   AGENCE FRANCAISE         4.000   10.0         1/28/2019
1/21/2009   INBEV NV                 7.375    4.0         1/30/2013
1/21/2009   HELLENIC REPUBLI         5.500    5.6         8/20/2014
1/21/2009   INBEV NV                 8.625    8.0         1/30/2017
1/22/2009   CASINO GUICHARD          7.875    3.5          8/9/2012
1/22/2009   KFW                      2.250    2.0         1/31/2011
1/22/2009   L-BANK FOERDERBK         3.250    5.0         1/29/2014
1/22/2009   LANDBK HESSEN-TH         4.500   10.0          2/4/2019
1/22/2009   TOYOTA MOTOR FIN    €03M+80.0     1.0          2/2/2010
1/22/2009   GDF SUEZ                5.000    6.0   2/23/2015
1/22/2009   NORDRHEIN-WEST          2.750    3.0   1/30/2012
1/22/2009   BANCA IMI SPA       €06M+85.0    2.0   1/23/2011
1/22/2009   LAND HESSEN          €06M+0.0    2.0   1/28/2011
1/22/2009   SNS BANK                2.875    3.0   1/30/2012
1/22/2009   POLAND                  5.875    5.0    2/3/2014
1/22/2009   NORDDEUTSCHE L/B        3.250    2.0   1/27/2011
1/22/2009   ENI SPA                 5.000    7.0   1/28/2016
1/22/2009   CAISSE AMORT DET        2.625    3.2   4/25/2012
1/22/2009   BAYERISCHE LNDBK        5.125   10.0   1/29/2019
1/22/2009   SNCF                    4.625   15.0    2/2/2024
1/23/2009   RAIFF ZENTRALBK         3.430    3.0   1/28/2012
1/23/2009   CASS RISP PARMA         3.430    3.0   1/23/2012
1/23/2009   NORDDEUTSCHE L/B        4.000   10.0   1/28/2019
1/23/2009   INTESA SANPAOLO         4.300    3.0   1/27/2012
1/23/2009   AQUARIUS + INV      €03M+10.0    5.1   3/20/2014
1/23/2009   NRW.BANK                2.500    2.5    8/1/2011
1/26/2009   SWEDBANK AB             3.125    3.0    2/2/2012
1/27/2009   LB BADEN-WUERTT         3.125    2.0   1/31/2011
1/27/2009   BERLIN LAND         €06M+10.0    1.5   7/30/2010
1/27/2009   TOYOTA MTR CRED         6.625    7.0    2/3/2016
1/27/2009   GEN DE CATALUNYA        2.900    1.5    8/3/2010
1/27/2009   THAMES WATER UTC        6.125    4.0    2/4/2013
1/27/2009   WESTLB AG               3.000    1.0    2/1/2010
1/27/2009   VW CREDIT CANADA        5.000    2.0    2/3/2011
1/27/2009   TOYOTA MTR CRED         5.250    3.0    2/3/2012
1/28/2009   LA CAIXA                3.375    3.0    2/3/2012
1/28/2009   RAIFF ZENTRALBK         3.625    5.0    2/5/2014
1/28/2009   NOKIA CORP              6.750   10.0    2/4/2019
1/28/2009   ACCOR                   7.500    5.0    2/4/2014
1/28/2009   KPN NV                  6.250    5.0    2/4/2014
1/28/2009   METRO DE LISBOA         5.750   10.0    2/4/2019
1/28/2009   DEXIA FUNDING           3.650    4.0    3/4/2013
1/28/2009   KPN NV                  7.500   10.0    2/4/2019
1/28/2009   DEUTSCHE SCHIFBK    €01M+50.0    2.5    8/2/2011
1/28/2009   REP OF SLOVENIA         4.250    3.0    2/5/2012
1/28/2009   NOKIA CORP              5.500    5.0    2/4/2014
1/29/2009   BASF FIN EUROPNV        5.125    6.3    6/9/2015
1/29/2009   BMW FINANCE NV          5.250    2.0    2/4/2011
1/29/2009   RAIFF ZENTRALBK    EUSA10+0.0   10.0   2/12/2019
1/29/2009   LAND SCHLES-HOLS    €06M+15.0    2.0    2/2/2011
1/29/2009   PORTUGAL TEL FIN        3.750    3.1   3/26/2012
1/29/2009   BANCA IMI            €03M+0.0    2.0    2/2/2011
1/29/2009   L-BANK FOERDERBK        2.000    1.0    2/3/2010
1/29/2009   NORDDEUTSCHE L/B        4.000    4.0   2/18/2013
1/29/2009   HYPO REAL ESTATE    €01M+25.0    0.3    5/6/2009
1/29/2009   MUNCHEN HYPOBANK     €01M+0.0    1.0    2/2/2010
1/30/2009   AYT CEDULAS CAJA        3.500    3.0   2/17/2012
1/30/2009   BAYERISCHE LNDBK        2.600    1.1    3/1/2010
1/30/2009   COMMERZBANK AG          5.000    5.0    2/6/2014
1/30/2009   VOLKSWAGEN INTFN        5.625    3.0    2/9/2012
1/30/2009   INTESA SANPAOLO         3.600    2.0   1/30/2011
1/30/2009   INTESA SANPAOLO    €03M+121.0    3.0    1/30/2012
1/30/2009   MONTE DEI PASCHI     €06M+0.0    3.0    1/30/2012
1/30/2009   MONTE DEI PASCHI        3.150    3.0    1/30/2012
1/30/2009   NORDEA BANK A/S         2.375    1.6     9/6/2010
1/30/2009   CENTROBANCA             4.250    5.0    1/30/2014
1/30/2009   WESTLB AG           €06M+40.0    3.8    12/5/2012
1/30/2009   VOLKSWAGEN INTFN        7.000    7.0     2/9/2016
1/30/2009   WESTLB AG           €06M+40.0    3.9     1/7/2013
1/30/2009   WESTLB AG           €06M+40.0    4.0     2/5/2013
1/30/2009   WESTLB AG           €06M+40.0    4.1     3/5/2013
 2/2/2009   BANCA IMI SPA            .000    2.0     2/2/2011
 2/2/2009   BANCA IMI SPA            .000    2.0     2/2/2011
 2/2/2009   HYPO PFAND INTL      €03M+0.0    6.9    1/11/2016
 2/2/2009   CASS RISP PARMA     €03M-15.0    3.0     2/2/2012
 2/2/2009   BANCA IMI SPA       €12M+50.0    6.0     2/2/2015
 2/2/2009   BANCA IMI SPA       €12M+30.0    6.0     2/2/2015
 2/2/2009   OESTER VOLKSBK          3.000    3.0     2/9/2012
 2/2/2009   CASS RISP PARMA     €03M-35.0    2.5     8/2/2011
 2/3/2009   MEDIOBANCA              4.375    2.9    1/20/2012
 2/3/2009   LA POSTE                4.750    7.0    2/17/2016
 2/3/2009   SFEF                    2.250    2.0    2/10/2011
 2/3/2009   BAYER HYPO-VEREI        4.000    6.0    2/10/2015
 2/3/2009   RWE FINANCE BV          6.500   12.5    8/10/2021
 2/3/2009   RWE FINANCE BV          5.000    6.0    2/10/2015
 2/3/2009   LANDBK HESSEN-TH        4.000    5.5    8/15/2014
 2/3/2009   ROYAL BK SCOTLND        3.750    2.8   11/14/2011
 2/3/2009   LANDBK HESSEN-TH        3.000    2.0    2/10/2011
 2/3/2009   NORDDEUTSCHE L/B    €06M+25.0    2.0     2/7/2011
 2/4/2009   L-BANK FOERDERBK        1.550    0.4    7/10/2009
 2/4/2009   SDB-SICHERUNGS      €03M+30.0    3.0     2/3/2012
 2/4/2009   RENTENBANK              3.750    7.0    2/11/2016
 2/4/2009   EUROPEAN INVT BK        4.250   10.2    4/15/2019
 2/4/2009   SHELL INTL FIN          4.500    7.0     2/9/2016
 2/4/2009   SHELL INTL FIN          3.375    3.0     2/9/2012
 2/4/2009   MEDIOBANCA INTL         4.500    3.5    8/27/2012
 2/4/2009   WEST DT IMMOBK     €03M+140.0    3.0    2/20/2012
 2/5/2009   DEPFA ACS BANK       €06M+0.0    5.0     2/5/2014
 2/4/2009   LB BADEN-WUERTT         3.750    5.0    2/12/2014
 2/4/2009   FINMECCANICA FIN        8.125    4.8    12/3/2013
 2/4/2009   ALPHA BANK AE           2.850    0.7   11/12/2009
 2/4/2009   DEXIA CRED LOCAL        3.125    2.7   10/28/2011
 2/4/2009   LEASEPLAN CORP          3.125    3.0    2/10/2012
 2/4/2009   SDB-SICHERUNGS      €03M+30.0    3.0     2/3/2012
 2/5/2009   NRW.BANK                3.000    3.0    2/13/2012
 2/5/2009   DEUTSCHE POSTBNK        3.750    5.0    2/12/2014
 2/5/2009   BAYERISCHE LNDBK   €03M+145.0    5.0    2/10/2014
 2/5/2009   BELGIUM KINGDOM     €03M+23.0    5.0    2/20/2014
 2/5/2009   HYPO REAL ESTATE    €01M+25.0    0.3    6/13/2009
 2/6/2009   HELLENIC REPUBLI   €06M+200.0    4.0    2/20/2013
 2/6/2009   DEUTSCHE APO ARZ        4.125    4.0    2/13/2013
 2/6/2009   IRISH LIFE & PER        3.750    1.6    9/28/2010
 2/6/2009   BAYERISCHE LNDBK   €06M+135.0    4.0    2/11/2013
 2/6/2009   REN REDES ENERGE        6.375    4.8   12/10/2013
 2/6/2009   BERLIN LAND             3.500    5.0    2/13/2014
 2/6/2009   EUROPEAN INVT BK        2.000    1.5    7/30/2010
 2/6/2009   WESTLB AG               2.500    0.5    8/13/2009
 2/9/2009   NORDDEUTSCHE L/B        3.300    2.0    2/14/2011
 2/9/2009   INBEV NV                6.570    5.0    2/27/2014
 2/9/2009   REFER                   5.875   10.0    2/18/2019
 2/9/2009   BMW FINANCE NV          8.875    4.6    9/19/2013
 2/9/2009   AUTOROUTES DU SU        4.785   10.0    2/16/2019
 2/9/2009   MEDIOCREDITO FVG   €06M+120.0    2.0    2/16/2011
2/10/2009   HELLENIC REPUBLI        4.300    3.1    3/20/2012
2/10/2009   DEXIA CREDIOP       €03M+70.0    5.0    2/16/2014
2/10/2009   EDP FINANCE BV          5.500    5.0    2/18/2014
2/10/2009   NIBC BANK NV            3.125    3.0    2/17/2012
2/10/2009   CAIXA GERAL DEPO        5.125    5.0    2/19/2014
2/10/2009   BMW FINANCE NV          3.600    1.0    2/16/2010
2/10/2009   IMP TOBACCO FIN         8.375    7.0    2/17/2016
2/11/2009   NORD/LB G-MTN SA        3.500    5.0    2/18/2014
2/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    5/14/2009
2/11/2009   LANDBK HESSEN-TH        3.125    4.0    2/20/2013
2/11/2009   EBS BLDG SOCIETY   €03M+130.0    0.9    1/18/2010
2/11/2009   LANDBK HESSEN-TH        3.500    5.0    2/20/2014
2/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    5/14/2009
2/11/2009   NORDDEUTSCHE L/B        2.060    1.0    2/16/2010
2/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    5/14/2009
2/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    5/14/2009
2/11/2009   CAJA MADRID             3.125    3.0    2/20/2012
2/11/2009   RABOBANK                4.750    8.9    1/15/2018
2/11/2009   HAMBURGER SPARKA     €06M+0.0    5.0    3/17/2014
2/11/2009   DEUTSCHE BANK AG        5.125    8.5    8/31/2017
2/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    5/14/2009
2/12/2009   CAISSE DES DEPOT        4.125   10.0    2/20/2019
2/12/2009   MCC SPA            €06M+198.0    2.9   12/31/2011
2/12/2009   BERLIN LAND         €06M+25.0    2.0    2/17/2011
2/12/2009   NED WATERSCHAPBK        2.750    2.0    2/21/2011
2/12/2009   ERSTE GROUP             3.375    5.0    2/19/2014
2/12/2009   DEPFA ACS BANK       €06M+0.0    1.0    2/13/2010
2/12/2009   SIEMENS FINAN           5.125    8.0    2/20/2017
2/12/2009   SIEMENS FINAN           4.125    4.0    2/20/2013
2/13/2009   NORDDEUTSCHE L/B        2.400    2.0    2/17/2011
2/13/2009   CAISSE EPARG ECR        5.750   10.0    2/13/2019
2/13/2009   DEXIA BQ INT LUX        2.070    1.0    2/18/2010
2/16/2009   BAYERISCHE LNDBK    €06M+99.0    2.0    2/23/2011
2/16/2009   THYSSENKRUPP FIN        6.750    4.0    2/25/2013
2/16/2009   EFG HELLAS PLC      €03M+11.0    1.1    4/12/2010
2/16/2009   THYSSENKRUPP FIN        8.500    7.0    2/25/2016
2/16/2009   EURO COMMUNITY          3.125    5.1     4/3/2014
2/16/2009   CASS RISP PARMA      €03M+0.0    2.2    5/16/2011
2/16/2009   NORDRHEIN-WEST      €03M+10.0    1.5    8/18/2010
2/16/2009   BANCO POP ESPAN         3.000    3.0    2/23/2012
2/16/2009   BAYERISCHE LNDBK        4.250    5.1    3/24/2014
2/17/2009   TOTAL CAPITAL           3.500    5.0    2/27/2014
2/17/2009   NORDDEUTSCHE L/B        3.000    2.0    2/23/2011
2/17/2009   KOMMUNALKREDIT          2.020    1.2     6/2/2010
2/17/2009   NORDRHEIN-WEST      €03M+35.0    2.5    8/19/2011
2/17/2009   TESCO PLC               5.125    6.0    2/24/2015
2/18/2009   E.ON INTL FIN BV        4.375    7.0    2/24/2016
2/18/2009   BANKINTER SA            3.000    3.0    2/24/2012
2/18/2009   L-BANK FOERDERBK        2.500    2.7   11/18/2011
2/18/2009   NRW.BANK                4.000   11.0    2/25/2020
2/18/2009   BASF FIN EUROPNV        4.500    7.0    2/24/2016
2/18/2009   KBC GROUP NV            4.000    3.0    2/23/2012
2/18/2009   KFW                     3.125    5.0    2/25/2014
2/18/2009   SANDVIK AB              6.875    5.0    2/25/2014
2/18/2009   GENERAL VALENCIA        3.875    3.0    2/24/2012
2/19/2009   BTPS                    3.000    3.0     3/1/2012
2/19/2009   NORDDEUTSCHE L/B        3.250    2.2    5/24/2011
2/20/2009   VOLVO TREAS AB          9.875    5.0    2/27/2014
2/20/2009   BANCO PASTOR            3.000    3.0     3/2/2012
2/20/2009   LANDBK HESSEN-TH    €06M+30.0    2.0    2/25/2011
2/20/2009   DVB BANK SE        €03M+210.0    6.0    2/27/2015
2/20/2009   BMW FINANCE NV          6.125    3.1     4/2/2012
2/20/2009   ING BANK NV             3.375    5.0     3/3/2014
2/20/2009   LANDBK HESSEN-TH        2.375    1.5    8/27/2010
2/20/2009   IBERDROLA FIN SA        4.875    5.0     3/4/2014
2/23/2009   BANCA IMI               3.400    6.0    2/27/2015
2/23/2009   SLOVAKIA GOVT           3.500    4.0     3/4/2013
2/24/2009   DEUTSCHE BANK AG        6.000   10.0    3/13/2019
2/24/2009   PORTUGUESE OT'S         4.750   10.3    6/14/2019
2/24/2009   BAYERISCHE LNDBK        3.250    5.6    10/2/2014
2/24/2009   LAND SCHLES-HOLS        1.750    2.0    2/25/2011
2/24/2009   BAYERISCHE LNDBK        4.125    4.6    10/7/2013
2/25/2009   UNICREDIT SPA           3.400    3.7   10/27/2012
2/25/2009   RESEAU FERRE FRA        2.000    2.0     3/4/2011
2/25/2009   ROCHE HLDGS INC         4.625    4.0     3/4/2013
2/25/2009   ROCHE HLDGS INC         5.625    7.0     3/4/2016
2/25/2009   ROCHE HLDGS INC         6.500   12.0     3/4/2021
2/25/2009   COMUNIDAD MADRID        4.305    5.0     3/6/2014
2/25/2009   NORDDEUTSCHE L/B        3.200    2.0     3/2/2011
2/25/2009   NORDDEUTSCHE L/B   €06M+130.0    8.0     3/2/2017
2/25/2009   IRISH GOVT              3.900    3.0     3/5/2012
2/26/2009   EUROPEAN INVT BK    €03M+10.0    1.5     9/6/2010
2/26/2009   ASSICURAZIONI           4.875    5.7   11/11/2014
2/26/2009   CAIXA CATALUNYA         3.000    3.0     3/5/2012
2/26/2009   LANDBK HESSEN-TH        3.000    1.4    7/16/2010
2/26/2009   ROCHE HLDGS INC     €03M+95.0    1.0     3/4/2010
2/26/2009   BAYER HYPO-VEREI        4.000    6.0     3/5/2015
2/26/2009   NORDDEUTSCHE L/B        3.000    4.0     3/4/2013
2/26/2009   METRO AG                7.625    6.0     3/5/2015
2/26/2009   BAYERISCHE LNDBK        3.875    4.0     3/5/2013
2/26/2009   NED WATERSCHAPBK    €03M+15.0    1.0     3/4/2010
2/27/2009   NORDRHEIN-WEST          2.600    2.8   12/15/2011
2/27/2009   MONTE DEI PASCHI        2.550    3.0    2/27/2012
2/27/2009   INTESA SANPAOLO         3.200    2.0    2/27/2011
2/27/2009   UNICREDIT SPA           3.760    4.0   2/27/2013
2/27/2009   KOMMUNALKREDIT          3.125    3.0    3/6/2012
2/27/2009   NRW.BANK            €06M+40.0    2.9   1/16/2012
2/27/2009   LANDBK HESSEN-TH        3.250    3.5   10/1/2012
2/27/2009   BANCO POPOLARE          2.800    3.0   2/27/2012
2/27/2009   HSH NORDBANK AG      €01M+0.0    5.0    3/5/2014
2/27/2009   CASS RISP PARMA         2.300    3.0   2/27/2012
2/27/2009   BANCO POPOLARE       €06M+0.0    5.5   8/27/2014
2/27/2009   INTESA SANPAOLO     €06M+55.0    6.0   2/27/2015
2/27/2009   HSH NORDBANK AG      €01M+0.0    4.0    3/5/2013
2/27/2009   MONTE DEI PASCHI        2.700    3.0   2/27/2012
 3/2/2009   TELIASONERA AB          5.125    5.0   3/13/2014
 3/2/2009   HAMBURGER SPARKA     €06M+0.0    5.0   5/19/2014
 3/3/2009   BAYERISCHE LNDBK        2.500    2.0   3/11/2011
 3/3/2009   SNS BANK                3.500    5.0   3/10/2014
 3/3/2009   NORDRHEIN-WEST          2.095    1.5   9/10/2010
 3/3/2009   BANCAJA                 3.000    3.0   3/12/2012
 3/3/2009   NRW.BANK            €06M+46.0    5.0    3/6/2014
 3/3/2009   DAIMLER INTL FIN        6.875    2.3   6/10/2011
 3/3/2009   DEUTSCH BAHN FIN        4.875   10.0   3/12/2019
 3/3/2009   BAYER HYPO-VEREI     €06M+0.0    1.5    9/3/2010
 3/3/2009   NORDDEUTSCHE L/B   €03M+133.0    5.0    3/5/2014
 3/3/2009   NORDDEUTSCHE L/B        2.750    3.2    5/7/2012
 3/3/2009   SFEF                    2.375    3.0   3/10/2012
 3/4/2009   STATOILHYDRO ASA        5.625   12.0   3/11/2021
 3/4/2009   STATOILHYDRO ASA        4.375    6.0   3/11/2015
 3/4/2009   RAIFF ZENTRALBK         3.000    3.0   3/13/2012
 3/4/2009   NORDDEUTSCHE L/B        2.700    1.7   11/8/2010
 3/4/2009   NORDDEUTSCHE L/B        3.500    3.0    3/9/2012
 3/4/2009   NORDDEUTSCHE L/B        4.000    5.0    3/6/2014
 3/4/2009   NORDDEUTSCHE L/B        3.000    4.1   4/18/2013
 3/4/2009   NORDDEUTSCHE L/B        4.625    8.0    3/9/2017
 3/4/2009   ROYAL BK SCOTLND    €03M+35.0    1.5   9/10/2010
 3/4/2009   NORDDEUTSCHE L/B        3.500    5.2   5/15/2014
 3/4/2009   RENTENBANK              3.250    5.0   3/12/2014
 3/5/2009   VATTENFALL AB           6.250   12.0   3/17/2021
 3/5/2009   VATTENFALL AB           5.250    7.0   3/17/2016
 3/5/2009   DEUTSCHE BK LOND        3.500    5.0   5/22/2014
 3/5/2009   VATTENFALL AB           4.125    4.0   3/18/2013
 3/5/2009   IKB DEUT INDUSTR        2.625    3.0   3/13/2012
 3/5/2009   BAYERISCHE LNDBK        3.625    3.3   7/10/2012
 3/5/2009   DEXIA CRED LOCAL    €03M+45.0    1.0   3/19/2010
 3/6/2009   BAYER HYPO-VEREI        3.800    6.0   3/12/2015
 3/6/2009   LB BADEN-WUERTT         1.500    1.0   3/11/2010
 3/6/2009   BANCA IMI               3.086    2.0    3/9/2011
 3/6/2009   DZ BANK AG              2.500    2.5   9/12/2011
 3/6/2009   BANCA IMI SPA           3.318    2.0    3/9/2011
 3/9/2009   NORDDEUTSCHE L/B        3.250    3.6   10/1/2012
 3/9/2009   NRW.BANK                2.625    3.0   3/12/2012
 3/9/2009   MUNCHEN HYPOBANK    €06M+15.0    1.0   3/12/2010
 3/9/2009   OESTER VOLKSBK          3.375    4.0   3/18/2013
3/10/2009   INSTIT CRDT OFCL        2.875    3.0   3/16/2012
3/10/2009   NORDRHEIN-WEST          2.000    1.5    9/13/2010
3/10/2009   EUROPEAN INVT BK        2.500    3.1    4/15/2012
3/10/2009   DSM (KONIN)             5.750    5.0    3/17/2014
3/10/2009   BANCAJA                 2.807    2.0    3/18/2011
3/10/2009   DENMARK KINGDOM         3.125    5.0    3/17/2014
3/10/2009   BAYERISCHE LNDBK        3.125    2.5    9/16/2011
3/10/2009   RHEINLAND-PFALZ     €06M+20.0    2.0    3/16/2011
3/10/2009   BAYERISCHE LNDBK        2.250    1.5    9/16/2010
3/10/2009   DEXIA CRED LOCAL        2.625    2.0    3/23/2011
3/11/2009   BANCA IMI          €06M+100.0    2.0    3/13/2011
3/11/2009   NRW.BANK                3.375    5.0    3/18/2014
3/11/2009   BANCA IMI SPA           2.750    2.0    3/31/2011
3/11/2009   INTESA SANPAOLO     €12M+60.0    6.0    3/31/2015
3/11/2009   BAYERISCHE LNDBK        3.200    5.0    3/20/2014
3/11/2009   CAIXANOVA               3.125    3.0    3/19/2012
3/11/2009   MUNCHEN HYPOBANK        2.000    1.3    6/23/2010
3/11/2009   MEDIOBANCA              3.250    5.0    3/31/2014
3/11/2009   NORDDEUTSCHE L/B        3.000    3.0    3/16/2012
3/11/2009   MUNCHEN HYPOBANK        1.875    1.0    3/23/2010
3/11/2009   NORDDEUTSCHE L/B        2.750    3.0    3/19/2012
3/12/2009   TELECOM ITALIA          6.750    4.0    3/21/2013
3/12/2009   BAYERISCHE LNDBK        2.750    2.0    3/18/2011
3/12/2009   BREMEN FREIE HAN        1.250    0.4    8/19/2009
3/12/2009   HENKEL AG & CO          4.625    5.0    3/19/2014
3/12/2009   AUTOROUTES DU SU        7.375   10.0    3/20/2019
3/12/2009   NRW.BANK            €06M+40.0    7.0    3/17/2016
3/12/2009   TELECOM ITALIA          8.250    7.0    3/21/2016
3/12/2009   CAIXA GALICIA           1.947    1.0    3/12/2010
3/13/2009   DZ BANK AG              1.770    0.8   12/23/2009
3/13/2009   DUESSELDORF HYP     €03M+25.0    2.0    3/11/2011
3/13/2009   TOTAL CAPITAL           5.125   15.0    3/26/2024
3/13/2009   UBI BANCA SPCA     €06M+185.0   10.0    3/13/2019
3/13/2009   DUESSELDORF HYP     €03M+20.0    1.0    3/12/2010
3/13/2009   DEXIA CRED LOCAL        2.320    1.5    9/20/2010
3/13/2009   GENERAL VALENCIA        4.750    5.0    3/20/2014
3/16/2009   CAJA MEDITERRANE        3.125    3.0    3/26/2012
3/16/2009   CAJACANARIAS       €03M+100.0    3.0    3/16/2012
3/16/2009   WGZ BANK                3.500    5.3    7/16/2014
3/16/2009   FORTUM OYJ              6.000   10.0    3/20/2019
3/16/2009   FORTUM OYJ              4.625    5.0    3/20/2014
3/16/2009   NORDDEUTSCHE L/B     €03M+0.0    1.5    9/20/2010
3/16/2009   SVENSKA HNDLSBKN        4.875    5.0    3/25/2014
3/16/2009   SCHLUMBERGER FIN        4.500    5.0    3/25/2014
3/16/2009   NORDDEUTSCHE L/B        3.700    7.0    3/23/2016
3/16/2009   FINNISH GOV'T           3.125    5.5    9/15/2014
3/16/2009   BANCAJA                 3.375    3.0    4/27/2012
3/17/2009   E.ON INTL FIN BV        4.125    4.0    3/26/2013
3/17/2009   TELEFONICA EMIS         5.496    7.0     4/1/2016
3/17/2009   GEN DE CATALUNYA        3.150    2.0    3/25/2011
3/17/2009   EUROHYPO AG             3.750    5.0    3/24/2014
3/17/2009   DT LUFTHANSA AG         6.750    5.0    3/24/2014
3/17/2009   NORDDEUTSCHE L/B        3.000    3.6   10/19/2012
3/17/2009   PHILIP MORRIS IN       4.250    3.0        3/23/2012
3/17/2009   PHILIP MORRIS IN       5.750    7.0        3/24/2016
3/17/2009   BEKAERT NV             6.750    5.0        4/16/2014
3/17/2009   BEKAERT NV             5.750    3.0        4/16/2012
3/17/2009   DAIMLER INTL FIN       7.750    3.0        3/26/2012
3/17/2009   BAYERISCHE LNDBK       4.750   10.0        3/20/2019
3/17/2009   SWEDBANK AB            2.375    2.0        3/24/2011
3/17/2009   AAREAL BANK AG         2.625    3.0        3/26/2012
3/17/2009   CESKA EXP BANKA     €06M+0.0    3.0        3/17/2012
3/17/2009   EURO COMMUNITY         3.250    5.6        11/7/2014
3/17/2009   NORDRHEIN-WEST     €03M+30.0    2.0        3/18/2011
3/18/2009   NORDDEUTSCHE L/B    €03M+0.0    5.0        3/20/2014
3/18/2009   NORDDEUTSCHE L/B       4.250    6.0        3/23/2015
3/18/2009   SANTANDER FINANC       2.000   49.0 perp
3/18/2009   SANTANDER FINANC       2.000   49.0 perp
3/18/2009   GENERAL VALENCIA       2.500    1.5        9/28/2010
3/18/2009   KOMMUNALKREDIT         2.100    1.3        6/18/2010
3/18/2009   NORDRHEIN-WEST     €03M+30.0    2.0        3/18/2011
3/18/2009   REPSOL INTL FIN        6.500    5.0        3/27/2014
3/18/2009   AKZO NOBEL NV          7.250    6.0        3/27/2015
3/18/2009   HYPO REAL ESTATE   €01M+25.0    0.3        6/25/2009
3/18/2009   HYPO REAL ESTATE   €01M+25.0    0.3        6/25/2009
3/18/2009   BNP PARIBAS            3.250    3.0        3/27/2012
3/18/2009   SG SCF                 5.000   10.0        3/27/2019
3/19/2009   WGZ BANK               3.000    3.0        3/23/2012
3/19/2009   NORDDEUTSCHE L/B       2.250    2.0        3/23/2011
3/19/2009   VOESTALPINE AG         8.750    4.0        3/30/2013
3/19/2009   NEDERLANDSE GASU       5.125    8.0        3/31/2017
3/19/2009   NORDRHEIN-WEST         2.680    3.2        6/20/2012
3/19/2009   HOLCIM FINANCE L       9.000    5.0        3/26/2014
3/19/2009   INVESTBNK BERLIN   €03M+25.0    2.3        6/24/2011
3/19/2009   NORDDEUTSCHE L/B       3.000    2.0        3/23/2011
3/20/2009   MERCK FIN SERVIC       4.875    4.5        9/27/2013
3/20/2009   INVESTBNK BERLIN       1.250    0.3        6/25/2009
3/20/2009   LANDBK HESSEN-TH       2.750    3.0        3/26/2012
3/20/2009   CREDIT SUISSE LD       5.125    3.0        3/30/2012
3/23/2009   L-BANK FOERDERBK       2.000    2.0        3/25/2011
3/23/2009   WESTLB AG              1.900    0.2        6/25/2009
3/23/2009   HYPO REAL ESTATE   €01M+25.0    0.2        6/25/2009
3/23/2009   BAYER CAP CORPNV       4.625    5.5        9/26/2014
3/23/2009   BANK OF IRELAND    €01M+10.0    1.5        9/22/2010
3/23/2009   HYPO REAL ESTATE   €01M+25.0    0.2        6/25/2009
3/24/2009   LAND BRANDENBURG       1.239    0.5        9/28/2009
3/24/2009   SKANDINAV ENSKIL       4.000    5.0        3/31/2014
3/24/2009   RHEINLAND-PFALZ        2.125    2.0        3/28/2011
3/24/2009   ELSEVIER FINANCE       6.500    4.0         4/2/2013
3/24/2009   CAJAMAR                3.125    3.0        3/30/2012
3/24/2009   DEXIA BANK BELGI   €03M+65.0    1.5        10/4/2010
3/24/2009   DEUTSCHE POSTBNK       3.150    2.0        3/31/2011
3/24/2009   FLEMISH COMMUNIT       2.750    3.0        3/30/2012
3/24/2009   FLEMISH COMMUNIT       3.750    5.0        3/31/2014
3/24/2009   LB BADEN-WUERTT        1.750    0.8        1/13/2010
3/24/2009   LB BADEN-WUERTT         1.590    0.6   10/26/2009
3/24/2009   LANDBK HESSEN-TH        3.125    3.0     4/2/2012
3/25/2009   CSSE REFIN L'HAB        5.000   10.0     4/8/2019
3/25/2009   BHP BILLITON FIN        6.375    7.0     4/4/2016
3/25/2009   BANCO COOPERATIV        3.125    3.0     4/2/2012
3/25/2009   NORDDEUTSCHE L/B        3.750    4.0    3/27/2013
3/25/2009   CASS RISP PARMA         3.000    6.0    3/25/2015
3/25/2009   VOLKSWAGEN INTFN        5.250    2.0     4/1/2011
3/25/2009   BREMEN FREIE HAN        1.000    0.5    10/9/2009
3/25/2009   JPMORGAN CHASE          6.125    5.0     4/1/2014
3/25/2009   THALES SA               4.375    4.0     4/2/2013
3/25/2009   REP OF SLOVENIA         4.375    5.0     4/2/2014
3/25/2009   HEINEKEN NV             7.125    5.0     4/7/2014
3/25/2009   BHP BILLITON FIN        4.750    3.0     4/4/2012
3/25/2009   DVB BANK SE        €03M+220.0    3.0    3/31/2012
3/25/2009   DZ BANK AG              1.560    0.7   12/23/2009
3/26/2009   CAIXA PENEDES CA        2.600    1.6   11/12/2010
3/26/2009   STATKRAFT AS            5.500    6.0     4/2/2015
3/26/2009   NORDRHEIN-WEST          2.250    1.7    12/2/2010
3/26/2009   LANDBK HESSEN-TH        2.500    2.5    9/30/2011
3/26/2009   CAJA DE MURCIA     €03M+100.0    3.0    3/26/2012
3/26/2009   STATKRAFT AS            6.625   10.0     4/2/2019
3/26/2009   PPR                     8.625    5.0     4/3/2014
3/26/2009   WL BANK                 1.875    1.5    10/1/2010
3/27/2009   BANCO POPOLARE          3.300    4.5   10/30/2013
3/27/2009   NORDDEUTSCHE L/B        4.500    8.0    3/31/2017
3/27/2009   DZ BANK AG          €03M+70.0    5.0     4/3/2014
3/30/2009   CAJA MADRID             2.902    2.8    1/25/2012
3/30/2009   NORDDEUTSCHE L/B        3.125    5.0     4/2/2014
3/30/2009   CREDIT AGRICOLE     €03M+52.0    1.0     4/7/2010
3/30/2009   NIEDERSACHSEN           3.250    5.0     4/7/2014
3/30/2009   NORDDEUTSCHE L/B        2.830    2.0     4/1/2011
3/30/2009   CREDIT AGRICOLE     €03M+90.0    1.5    10/8/2010
3/30/2009   SFEF                    3.000    5.0     4/7/2014
3/30/2009   NIBC BANK NV            3.500    5.0     4/7/2014
3/31/2009   SUEZ ENVIRON            4.875    5.0     4/8/2014
3/31/2009   BANCO POPOLARE     €03M+180.0    5.0    3/31/2014
3/31/2009   SUEZ ENVIRON            6.250   10.0     4/8/2019
3/31/2009   BANCO POPOLARE       €06M+0.0    5.5    9/30/2014
3/31/2009   NRW.BANK                2.750    3.0     4/3/2012
3/31/2009   SNS BANK                2.375    2.0    4/15/2011
3/31/2009   LANDBK HESSEN-TH        2.250    2.0     4/7/2011
3/31/2009   WL BANK                 2.600    3.0    3/30/2012
3/31/2009   MONTE DEI PASCHI    €03M+50.0    3.0    3/31/2012
3/31/2009   MONTE DEI PASCHI     €06M+0.0    4.0    3/31/2013
3/31/2009   OMV AG                  6.250    5.0     4/7/2014
3/31/2009   BANCO POPOLARE          2.600    2.2    5/31/2011
 4/1/2009   NORDDEUTSCHE L/B        3.250    3.0     4/3/2012
 4/1/2009   CAJA MADRID             2.875    3.0    4/16/2012
 4/1/2009   CREDIT AGRICOLE         6.250   10.0    4/17/2019
 4/1/2009   WGZ BANK                2.500    2.4    8/12/2011
 4/1/2009   AUCHAN SA               4.750    6.0    4/15/2015
4/1/2009   AUCHAN SA               6.000   10.0    4/15/2019
4/1/2009   NORDIC INVST BNK        3.000    5.0     4/8/2014
4/1/2009   BASF SE                 3.750    3.5    10/8/2012
4/1/2009   SECURITAS AB            6.500    4.0     4/2/2013
4/1/2009   CREDIT AGRICOLE         6.400   10.0     4/8/2019
4/1/2009   SUN BOND SA             9.000   12.0    3/31/2021
4/2/2009   LANXESS FINANCE         7.750    5.0     4/9/2014
4/2/2009   BERLIN LAND             3.000    4.0     4/9/2013
4/2/2009   NORDDEUTSCHE L/B        2.250    2.0     4/7/2011
4/2/2009   LAND BRANDENBURG    €06M+25.0    3.0     4/5/2012
4/3/2009   DEXIA CRED LOCAL        1.820    1.0     4/8/2010
4/3/2009   SAMPO OYJ               6.339    3.0    4/10/2012
4/3/2009   AYT CED TERR            3.500    3.0     4/7/2012
4/3/2009   BAYERISCHE LNDBK        4.000    7.0    4/11/2016
4/3/2009   LANDBK HESSEN-TH        3.000    4.0     4/8/2013
4/3/2009   SVENSKA HNDLSBKN   €03M+110.0    1.5   10/18/2010
4/3/2009   SOCIETE GENERALE        5.200    7.0    4/15/2016
4/3/2009   SOCIETE GENERALE        5.530   10.0    4/22/2019
4/3/2009   CAIXA GALICIA           3.250    3.0    4/17/2012
4/3/2009   CASS RISP PARMA     €03M-15.0    2.3     8/3/2011
4/3/2009   DZ BANK AG              1.570    0.8    1/11/2010
4/3/2009   DEPFA ACS BANK       €03M+0.0   12.0     4/6/2021
4/3/2009   DEPFA ACS BANK       €03M+0.0   13.3     8/6/2022
4/3/2009   DEPFA ACS BANK       €03M+0.0   14.5    10/6/2023
4/3/2009   NRW.BANK                4.125   10.0     4/9/2019
4/6/2009   NORDDEUTSCHE L/B        4.000    6.8    1/11/2016
4/6/2009   NORDDEUTSCHE L/B   €03M+125.0    5.0     4/8/2014
4/6/2009   NORDDEUTSCHE L/B        2.250    2.0     4/8/2011
4/6/2009   BACARDI LTD             7.750    5.0     4/9/2014
4/6/2009   ALPHA BANK AE      €03M+200.0    3.0    4/30/2012
4/6/2009   LANDBK HESSEN-TH        3.000    3.1     5/9/2012
4/6/2009   LANDBK HESSEN-TH        3.250    4.1     5/9/2013
4/6/2009   ALLIANDER FIN           5.500    7.0    4/20/2016
4/6/2009   ALLIANDER FIN           4.000    3.0    4/20/2012
4/7/2009   ZURICH FINANCE          6.500    6.5   10/14/2015
4/7/2009   BERLIN LAND         €06M-42.0    0.5   10/14/2009
4/7/2009   ELIA SYSTEM OP          4.500    4.0    4/22/2013
4/7/2009   NORDDEUTSCHE L/B   €03M+134.0    7.0    4/14/2016
4/7/2009   SANTANDER INTL          3.375    2.0    4/21/2011
4/7/2009   FORTIS BANK NED         3.000    3.0    4/17/2012
4/7/2009   ILE DE FRANCE           4.500   10.0    4/23/2019
4/7/2009   ZURICH FINANCE          4.875    3.0    4/14/2012
4/7/2009   ELIA SYSTEM OP          5.625    7.0    4/22/2016
4/8/2009   CAISSE EPARG ECR        5.100   10.0    5/15/2019
4/8/2009   VERBUND INTL FIN        4.750    6.0    4/17/2015
4/8/2009   HYPO REAL ESTATE    €01M+25.0    0.4    8/19/2009
4/8/2009   HYPO REAL ESTATE    €01M+25.0    0.4    8/19/2009
4/8/2009   EBS BLDG SOCIETY        3.750    1.4    9/27/2010
4/8/2009   BAYERISCHE LNDBK    €03M+91.0   10.0    4/17/2019
4/8/2009   HYPO REAL ESTATE    €01M+25.0    0.4    8/19/2009
4/8/2009   HYPO REAL ESTATE    €01M+25.0    0.4    8/19/2009
4/8/2009   BAYERISCHE LNDBK    €03M+91.0   10.1    5/20/2019
 4/8/2009   BAYERISCHE LNDBK    €06M+60.0    9.0    4/17/2018
 4/8/2009   HYPO REAL ESTATE    €01M+25.0    0.4    8/19/2009
 4/8/2009   HYPO REAL ESTATE    €01M+25.0    0.4    8/19/2009
 4/8/2009   LLOYDS TSB BANK         6.250    5.0    4/15/2014
 4/8/2009   CIE FIN CRD-MUTL        5.375    5.0    4/22/2014
 4/9/2009   L-BANK FOERDERBK         .750    0.2    7/15/2009
 4/9/2009   NORDDEUTSCHE L/B        3.250    2.7   12/15/2011
 4/9/2009   DZ BANK AG          €03M+50.0    6.0    4/23/2015
 4/9/2009   NORDDEUTSCHE L/B    €06M+50.0    7.0    4/15/2016
4/10/2009   NRW.BANK                3.750    8.0    4/10/2017
4/14/2009   BANCA POP VICENT   €06M+210.0    3.0    4/17/2012
4/15/2009   BANCO DI BRESCIA    €03M-20.0    2.1     7/1/2011
4/15/2009   BANQ FED CRD MUT   €03M+125.0    1.5   10/25/2010
4/15/2009   VEOLIA ENVRNMT          5.250    5.0    4/24/2014
4/15/2009   VEOLIA ENVRNMT          6.750   10.0    4/24/2019
4/15/2009   BAYERISCHE LNDBK        3.250    3.0    4/20/2012
4/15/2009   ONTARIO PROVINCE        4.750   10.0    4/23/2019
4/15/2009   MICHELIN FINANCE        8.625    5.0    4/24/2014
4/15/2009   BANCO DI BRESCIA    €06M-20.0    2.5   11/20/2011
4/16/2009   BREMEN FREIE HAN    €06M+23.0    2.0    4/27/2011
4/16/2009   BARCLAYS BK PLC    €03M+140.0    1.5   10/25/2010
4/16/2009   CAJASOL                 3.125    3.0    4/27/2012
4/16/2009   RAIFF LB OBEROST        2.800    2.0    4/20/2011
4/16/2009   RAIFF LB OBEROST   €03M+107.0    2.0    4/20/2011
4/16/2009   LLOYDS TSB BANK         4.375    2.0    4/19/2011
4/16/2009   ART BV #185A            7.150    5.0    6/20/2014
4/16/2009   BANCO COM PORTUG        5.625    5.0    4/23/2014
4/16/2009   ABN AMRO BANK NV   €03M+200.0    5.0    4/20/2014
4/16/2009   NORDDEUTSCHE L/B        3.750    4.2    6/21/2013
4/17/2009   LAND HESSEN         €06M+25.0    3.0    4/23/2012
4/17/2009   NORDRHEIN-WEST      €03M+35.0    2.0    4/21/2011
4/17/2009   CASSA DEPO PREST        3.500    3.0    4/24/2012
4/20/2009   BANCO POP ESPAN         3.000    3.0    4/24/2012
4/20/2009   INVESTKREDIT AG      €03M+0.0    7.0    4/22/2016
4/20/2009   NRW.BANK                4.250   10.0    4/29/2019
4/20/2009   CASS RISP PARMA      €03M+0.0    2.2    7/20/2011
4/20/2009   INVESTKREDIT AG      €03M+0.0    6.5   10/22/2015
4/20/2009   UNICREDIT SPA           4.125    3.0    4/27/2012
4/20/2009   DB-REPURCH              4.507    5.1    6/20/2014
4/20/2009   QUEBEC PROVINCE         5.000   10.0    4/29/2019
4/21/2009   ADECCO INT FIN          7.625    5.0    4/28/2014
4/21/2009   BMW FINANCE NV          4.625    1.5   10/29/2010
4/21/2009   IKB DEUT INDUSTR        2.250    2.0    4/29/2011
4/21/2009   OESTER KONTROLBK        3.500    5.0    4/28/2014
4/22/2009   CEDULAS TDA 14A2        3.500    5.6   11/15/2014
4/22/2009   NORDRHEIN-WEST      €06M+25.0    2.0    4/27/2011
4/22/2009   LAND HESSEN         €06M+25.0    3.0     5/4/2012
4/22/2009   GEM DT LAENDER          3.250    5.0    4/29/2014
4/22/2009   AEGON NV                7.000    3.0    4/29/2012
4/22/2009   BAYER HYPO-VEREI        3.800    5.0    4/30/2014
4/22/2009   CEDULAS TDA 14A1        3.250    4.2    7/15/2013
4/23/2009   RAIFF ZENTRALBK         2.500    2.0     5/4/2011
4/23/2009   SWEDBANK AB         €03M+55.0    3.0    4/30/2012
4/23/2009   DZ BANK AG          €03M+70.0    3.0    4/30/2012
4/23/2009   HYPO REAL ESTATE     €01M+0.0    0.3    8/19/2009
4/23/2009   NORDDEUTSCHE L/B        3.500    3.4    9/28/2012
4/23/2009   UPC HOLDING BV          9.750    9.0    4/15/2018
4/23/2009   MONTE DEI PASCHI        4.750    5.0    4/30/2014
4/23/2009   HSBC HLDGS PLC          4.500    5.0    4/30/2014
4/23/2009   GEN DE CATALUNYA   €03M+130.0    2.0    4/28/2011
4/23/2009   BAYER HYPO-VEREI        5.150    5.2    7/20/2014
4/23/2009   ACCOR                   6.500    4.0     5/6/2013
4/23/2009   L-BANK FOERDERBK    €06M+20.0    2.5   10/28/2011
4/23/2009   BANQUE PSA FIN          8.500    3.0     5/4/2012
4/23/2009   EUROPEAN INVT BK        3.500    7.0    4/15/2016
4/23/2009   NEDER FINANCIER         3.000    3.0     5/7/2012
4/23/2009   PORTUGAL TEL FIN        6.000    4.0    4/30/2013
4/24/2009   MONTE DEI PASCHI    €06M+20.0    4.0    4/24/2013
4/24/2009   CASS RISP PARMA         2.500    2.2    6/24/2011
4/24/2009   L-BANK FOERDERBK    €06M+35.0    4.0    4/30/2013
4/24/2009   BANESTO FINANC          4.000    3.0     5/8/2012
4/24/2009   RABOBANK                4.375    7.0     5/5/2016
4/24/2009   ALPHA BANK AE       €03M+25.0    0.5    12/4/2009
4/27/2009   ALLIED IRISH BKS        3.625    1.4    9/16/2010
4/27/2009   JUNTA ANDALUCIA    €03M+125.0    2.0    4/29/2011
4/27/2009   BAYERISCHE LNDBK    €03M+60.0    6.6   12/18/2015
4/27/2009   FORTIS BANK NED     €03M+70.0    5.0     5/7/2014
4/27/2009   NRW.BANK            €06M+47.0    4.0    4/30/2013
4/27/2009   NORDDEUTSCHE L/B        1.630    1.0    4/30/2010
4/27/2009   NORDDEUTSCHE L/B        2.875    2.0    4/26/2011
4/27/2009   NORDDEUTSCHE L/B        4.375    7.0     5/2/2016
4/27/2009   STANDARD CHART          5.750    5.0    4/30/2014
4/27/2009   SCHNEIDER ELEC          5.375    5.7     1/8/2015
4/27/2009   BANCO DI BRESCIA     €06M+0.0    4.0    5/11/2013
4/28/2009   CAIXA CATALUNYA         3.000    3.0     5/7/2012
4/28/2009   SWEDEN KINGDOM          3.125    5.0     5/7/2014
4/28/2009   NED WATERSCHAPBK    €06M+53.0    2.0     5/5/2011
4/28/2009   NORDDEUTSCHE L/B        2.750    3.0    4/30/2012
4/28/2009   CITY OF WARSAW          6.875    5.0     5/6/2014
4/28/2009   BANIF SGPS SA           3.250    3.0     5/8/2012
4/28/2009   DONG A/S                6.500   10.0     5/7/2019
4/28/2009   LVMH MOET-HENNES        4.375    5.0    5/12/2014
4/28/2009   JUNTA CASTILLA          4.300    5.0     5/7/2014
4/28/2009   DONG A/S                4.875    5.0     5/7/2014
4/28/2009   PPR                     7.750    5.0     6/3/2014
4/28/2009   FORTIS BANK NED     €03M+45.0    2.0     5/9/2011
4/29/2009   CZECH REPUBLIC          4.500    5.5    11/5/2014
4/29/2009   AGENCE FRANCAISE        4.000    9.7    1/28/2019
4/29/2009   ATLANTIA                5.625    7.0     5/6/2016
4/29/2009   EUROPEAN INVT BK        4.500   16.4   10/15/2025
4/29/2009   HSH NORDBANK AG         2.000    2.0    5/11/2011
4/29/2009   KOMMUNALKREDIT          2.375    2.0    5/12/2011
4/29/2009   SKANDINAV ENSKIL        5.500    5.0     5/6/2014
4/29/2009   BBVA SENIOR FIN         3.625    3.0    5/14/2012
4/30/2009   BANK OF IRELAND         3.750    1.3     9/3/2010
4/30/2009   CAIXA GERAL DEPO        4.375    4.0    5/13/2013
4/30/2009   INTESA SANPAOLO     €03M+70.0    3.0    4/30/2012
4/30/2009   BANCA IMI SPA       €06M-10.0    5.0    4/30/2014
4/30/2009   CORIOLANUS               .010    2.2    7/31/2011
4/30/2009   BANCAJA                 3.000    3.0    5/11/2012
4/30/2009   DZ BANK AG              2.360    2.0     5/6/2011
4/30/2009   DEUTSCHE BK LOND        4.200    5.0    6/20/2014
4/30/2009   LB BADEN-WUERTT         1.400    1.0     5/6/2010
4/30/2009   HYPO REAL ESTATE    €01M+25.0    0.3    8/19/2009
4/30/2009   PPR                     8.625    4.9     4/3/2014
4/30/2009   MONTE DEI PASCHI        2.650    3.0    4/30/2012
4/30/2009   CENTROBANCA             3.600    5.0    4/30/2014
4/30/2009   MONTE DEI PASCHI        2.500    3.0    4/30/2012
4/30/2009   UBI BANCA SPCA     €03M+150.0    2.0     5/6/2011
 5/4/2009   NORDDEUTSCHE L/B        2.000    1.4   10/13/2010
 5/4/2009   NORDDEUTSCHE L/B        1.450    1.0     5/6/2010
 5/4/2009   LANDBK HESSEN-TH        2.750    3.5   11/12/2012
 5/4/2009   MUNI FINANCE PLC        1.450    1.0    5/11/2010
 5/4/2009   NORDDEUTSCHE L/B        2.500    3.0     5/7/2012
 5/5/2009   L-BANK FOERDERBK    €03M+25.0    2.5   11/11/2011
 5/5/2009   RCI BANQUE              8.125    3.0    5/15/2012
 5/5/2009   NORDEA BANK AB          4.500    5.0    5/12/2014
 5/5/2009   NORDDEUTSCHE L/B        2.000    2.0     5/6/2011
 5/5/2009   NORDDEUTSCHE L/B        4.750   10.0     5/8/2019
 5/6/2009   VOLKSWAGEN INTFN        3.750    1.5   11/16/2010
 5/6/2009   LAND HESSEN             3.125    5.0    5/13/2014
 5/6/2009   VATTENFALL TREAS        4.250    5.0    5/19/2014
 5/6/2009   L-BANK FOERDERBK        2.375    3.0    5/14/2012
 5/6/2009   GROUPEMENT DES C        4.375   10.0    5/20/2019
 5/6/2009   BAYERN FREISTAAT        2.375    3.0    5/11/2012
 5/6/2009   VOLKSWAGEN INTFN        5.375    4.5   11/15/2013
 5/6/2009   SANOFI-AVENTIS          4.500    7.0    5/18/2016
 5/6/2009   SANOFI-AVENTIS          3.500    4.0    5/17/2013
 5/6/2009   BAYERISCHE LNDBK        1.750    1.0    5/26/2010
 5/6/2009   BAYERISCHE LNDBK        1.750    1.5   11/12/2010
 5/6/2009   ERSTE GROUP             2.250    2.0    5/13/2011
 5/6/2009   BAYERISCHE LNDBK        2.750    2.5   11/11/2011
 5/6/2009   RESEAU FERRE FRA        4.500   14.7    1/30/2024
 5/6/2009   SHELL INTL FIN          4.375    9.0    5/14/2018
 5/6/2009   SHELL INTL FIN          3.000    4.0    5/14/2013
 5/6/2009   BANQUE PSA FIN          6.375    1.5   11/16/2010
 5/6/2009   CARREFOUR SA            5.125    5.4   10/10/2014
 5/6/2009   CAJA MEDITERRANE        2.875    3.0    5/14/2012
 5/6/2009   NRW.BANK                1.200    6.8    3/18/2016
 5/6/2009   NRW.BANK                1.200    5.9    3/20/2015
 5/6/2009   NRW.BANK            €03M+35.0    2.0    5/13/2011
 5/7/2009   POLAND-REGD-RSTA        5.875    4.7     2/3/2014
 5/7/2009   INSTIT CRDT OFCL    €03M+40.0    2.0    5/13/2011
 5/7/2009   JYSKE BANK A/S      €03M+15.0    1.0    5/18/2010
 5/7/2009   SUEZ ENVIRON            4.875    4.9     4/8/2014
 5/7/2009   ST GOBAIN               6.000    4.0    5/20/2013
 5/7/2009   BANCO BPI           €03M+50.0   15.0     5/7/2024
 5/7/2009   HYPO REAL ESTATE    €01M+25.0    0.3    8/19/2009
 5/7/2009   TOTAL CAPITAL           3.625    6.0    5/19/2015
 5/7/2009   CAISSE DES DEPOT        4.375    8.9     4/9/2018
 5/7/2009   CAJA INSULA CANA    €03M+90.0    2.0    5/18/2011
 5/7/2009   BK NED GEMEENTEN        3.375    6.0     6/1/2015
 5/8/2009   NORDDEUTSCHE L/B        5.000   10.0    5/10/2019
 5/8/2009   UBI BANCA SPCA     €03M+140.0    2.3    8/29/2011
 5/8/2009   HYPO REAL ESTATE    €01M+25.0    0.3    8/19/2009
 5/8/2009   BREMEN FREIE HAN        1.000    0.5   11/16/2009
 5/8/2009   IRISH NATIONWIDE        3.500    1.3    9/22/2010
 5/8/2009   BAYERISCHE LNDBK        1.500    1.1    6/14/2010
 5/8/2009   NORDDEUTSCHE L/B        3.125    5.0     5/5/2014
 5/8/2009   NORDDEUTSCHE L/B        4.250    6.0    5/13/2015
 5/8/2009   NORDDEUTSCHE L/B        3.875    8.0    5/12/2017
5/11/2009   BANCO SANTANDER         3.875    5.0    5/27/2014
5/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    8/19/2009
5/11/2009   HYPO REAL ESTATE    €01M+25.0    0.3    8/19/2009
5/11/2009   INSTIT CRDT OFCL        4.375   10.0    5/20/2019
5/11/2009   L-BANK FOERDERBK    €06M+38.5    6.0    5/15/2015
5/11/2009   UBS AG LONDON           5.625    5.0    5/19/2014
5/11/2009   L-BANK FOERDERBK    €03M+30.0    3.0    5/14/2012
5/11/2009   BANCA NAZ LAVORO        1.750   20.0    5/22/2029
5/11/2009   DEUTSCHE BANK AG        3.500    6.0    5/28/2015
5/11/2009   INT BK RECON&DEV        3.875   10.0    5/20/2019
5/11/2009   WESTLB AG               2.500    1.1     7/1/2010
5/11/2009   FORTIS BANK NED         3.375    5.0    5/19/2014
5/11/2009   SFEF                    2.125    3.0    5/20/2012
5/12/2009   VOLVO TREAS AB          7.875    3.4    10/1/2012
5/12/2009   IRISH LIFE & PER        3.750    1.4    9/28/2010
5/12/2009   BAYERISCHE LNDBK        1.650    1.1     7/1/2010
5/12/2009   DEXIA BQ INT LUX    €03M+30.0    1.0    5/19/2010
5/12/2009   SWISS RE TREAS          7.000    5.0    5/19/2014
5/12/2009   SWEDBANK AB             3.375    5.0    5/27/2014
5/12/2009   SNCF                    4.625   14.7     2/2/2024
5/12/2009   CIE FIN FONCIER         4.875   12.0    5/25/2021
5/12/2009   RABOBANK                5.875   10.0    5/20/2019
5/12/2009   NORD/LB G-MTN SA        2.875    4.0    5/22/2013
5/12/2009   SWISS RE TREAS          6.000    3.0    5/18/2012
5/12/2009   GE CAP EUR FUND         5.250    3.7    1/31/2013
5/12/2009   DEXIA CRED LOCAL    €03M+30.0    1.0    5/19/2010
5/12/2009   CASINO GUICHARD         6.375    3.8     4/4/2013
5/13/2009   MAN AG                  7.250    7.0    5/20/2016
5/13/2009   LB BADEN-WUERTT         2.000    2.0     6/3/2011
5/13/2009   NORDDEUTSCHE L/B        2.750    4.0    5/15/2013
5/13/2009   KFW                 €03M+35.0   10.0    5/20/2019
5/13/2009   BNP PARIBAS COV         2.875    3.0    5/22/2012
5/13/2009   KFW                     2.250    3.0    5/21/2012
5/13/2009   BANCO SABADELL          4.375    3.0    5/22/2012
5/13/2009   DEUTSCHE HYP HAN        2.125    2.3    9/20/2011
5/13/2009   TPSA EUROFINANCE        6.000    5.0    5/22/2014
5/13/2009   MAN AG                  5.375    4.0    5/20/2013
5/13/2009   BNP PARIBAS         €03M+70.0    2.0    5/20/2011
5/13/2009   WL BANK                 3.000    5.5   11/20/2014
5/14/2009   HELLENIC REPUBLI   €06M+130.0    5.0    5/21/2014
5/14/2009   LB BADEN-WUERTT         1.625    1.1     7/1/2010
5/14/2009   GALP ENERGIA            4.567    4.0    5/20/2013
5/14/2009   LEASEPLAN CORP          3.250    5.0    5/22/2014
5/14/2009   EFG HELLAS PLC          4.250    2.0    5/26/2011
5/14/2009   DZ BANK AG              2.220    2.1    6/30/2011
5/14/2009   DZ BANK AG              1.440    1.1     7/1/2010
5/14/2009   ROYAL BK SCOTLND        5.750    5.0    5/21/2014
5/14/2009   NORDDEUTSCHE L/B        3.375    6.0    5/19/2015
5/14/2009   NORDDEUTSCHE L/B        3.500    7.0    5/19/2016
5/14/2009   CEZ AS                  5.750    6.0    5/26/2015
5/14/2009   NORDRHEIN-WEST          3.500    7.0    5/13/2016
5/14/2009   NRW.BANK            €03M+25.0    2.5   11/18/2011
5/14/2009   LA CAIXA                3.750    5.0    5/26/2014
5/14/2009   POHJOLA BANK PLC        4.500    5.0    5/22/2014
5/14/2009   HYPO REAL ESTATE    €01M+25.0    3.0    5/14/2012
5/14/2009   BAYERISCHE LNDBK        2.625    3.4   10/22/2012
5/14/2009   SLOVAK REPUBLIC         4.375    5.7    1/21/2015
5/14/2009   STORA ENSO OYJ          5.125    5.1    6/23/2014
5/14/2009   HYPO REAL ESTATE    €01M+25.0    2.0    5/15/2011
5/15/2009   NORDDEUTSCHE L/B   €03M+100.0    3.0    5/18/2012
5/15/2009   NORDDEUTSCHE L/B   €03M+125.0    5.0    5/19/2014
5/15/2009   NORDDEUTSCHE L/B        1.500    1.1     7/1/2010
5/15/2009   UBI BANCA SPCA     €06M+190.0    3.0    5/15/2012
5/15/2009   RABOBANK            €03M+45.0    2.0    5/22/2011
5/15/2009   SOLVAY S.A.             5.000    6.0    6/12/2015
5/15/2009   BAYERISCHE LNDBK        2.000    2.1    6/22/2011
5/15/2009   RAIFF ZENTRALBK         2.500    7.0    5/29/2016
5/15/2009   NORDDEUTSCHE L/B        3.500    4.0    5/22/2013
5/15/2009   BANCA AGRILEASIN    €03M+50.0    4.9     4/1/2014
5/15/2009   WESTLB AG            €06M+0.0    5.5     1/2/2015
5/15/2009   BASF FIN EUROPNV        5.125    6.0     6/9/2015
5/18/2009   BARCLAYS BK PLC         5.250    5.0    5/27/2014
5/18/2009   WESTLB AG               2.220    1.1     7/1/2010
5/18/2009   BMW FINANCE NV          3.100    1.5   11/26/2010
5/18/2009   DEXIA MUNI AGNCY        4.875   12.0     6/2/2021
5/18/2009   EUROHYPO AG             3.750    7.0    5/25/2016
5/18/2009   LAFARGE SA              7.625    5.0    5/27/2014
5/18/2009   CATERPILLAR INTL        5.125    3.0     6/4/2012
5/18/2009   RCI BANQUE              5.875    1.5   11/30/2010
5/18/2009   LANDBK HESSEN-TH        3.250    5.1    6/18/2014
5/18/2009   E.ON INTL FIN BV        2.500    2.5   11/30/2011
5/19/2009   NORDDEUTSCHE L/B   €06M+126.0    7.0    5/23/2016
5/19/2009   SWEDISH EXP CRED        3.625    5.0    5/27/2014
5/19/2009   DNB NOR BANK ASA        4.500    5.0    5/29/2014
5/19/2009   ING BANK NV             4.750   10.0    5/27/2019
5/19/2009   BMW FINANCE NV          3.000    1.0    5/28/2010
5/19/2009   NRW.BANK                2.750    5.0    5/26/2014
5/19/2009   BAYERISCHE LNDBK        3.875    8.0    5/26/2017
5/19/2009   NORDDEUTSCHE L/B        2.100    2.5   11/22/2011
5/19/2009   CARLSBERG BREW          6.000    5.0    5/28/2014
5/19/2009   BANQUE POPUL CB         3.875    5.0     6/5/2014
5/19/2009   KFW                 €03M+12.5    3.0    5/29/2012
5/19/2009   TELEFONICA EMIS         5.496    6.8     4/1/2016
5/19/2009   RENTENBANK              3.500    7.0    5/27/2016
5/19/2009   LANDBK HESSEN-TH        3.000    4.0     7/8/2013
5/19/2009   NORDDEUTSCHE L/B   €06M+117.0    5.0    5/22/2014
5/20/2009   DZ BANK AG          €03M+50.0    6.0     6/8/2015
5/20/2009   CRH FINANCE BV          7.375    5.0    5/28/2014
5/20/2009   VW CREDIT CANADA        3.580    1.5   11/29/2010
5/20/2009   BANCA POP VICENT   €06M+180.0    3.0    5/20/2012
5/20/2009   BAYERISCHE LNDBK        2.625    2.3    9/27/2011
5/20/2009   BAYERISCHE LNDBK        3.625    4.2    7/26/2013
5/20/2009   SKANDINAV ENSKIL        4.375    3.0    5/29/2012
5/20/2009   AAREAL BANK AG      €03M+75.0    4.3    8/29/2013
5/20/2009   BAYERISCHE LNDBK        3.000    3.0    5/25/2012
5/21/2009   UPC HOLDING BV          9.750    8.9    4/15/2018
5/22/2009   REP OF ITALY            3.000    4.5   11/29/2013
5/22/2009   NORDDEUTSCHE L/B        3.980    5.0    5/26/2014
5/22/2009   NORDDEUTSCHE L/B    €06M+31.0    4.0    5/27/2013
5/22/2009   CAIXA D'EST PEN         2.480    2.0    5/25/2011
5/22/2009   ESPIRITO SANTO          4.500    2.0    5/31/2011
5/25/2009   DZ BANK AG          €03M+45.0    2.0     6/3/2011
5/25/2009   DEUTSCHE BANK AG        3.600    6.0    6/11/2015
5/25/2009   ABN AMRO BANK NV        3.250    3.0     6/8/2012
5/26/2009   SPANISH GOV'T           4.300   10.4   10/31/2019
5/26/2009   DEUTSCHE BANK AG        5.125    8.3    8/31/2017
5/26/2009   DEXIA KOMMUNALBK        3.500    5.0     6/5/2014
5/26/2009   DEUTSCHE TEL FIN        4.375    5.0     6/2/2014
5/26/2009   NRW.BANK            €06M+25.0    3.0     6/4/2012
5/26/2009   DANSKE BANK A/S         4.750    5.0     6/4/2014
5/26/2009   BANCA NAZ LAVORO        2.200    3.0    6/30/2012
5/26/2009   BAYERISCHE LNDBK        4.000    9.0    5/29/2018
5/26/2009   AIR LIQUIDE SA          4.375    6.0     6/3/2015
5/26/2009   BANESTO SA              3.625    4.0     6/4/2013
5/26/2009   ARCELORMITTAL           9.375    7.0     6/3/2016
5/26/2009   ARCELORMITTAL           8.250    4.0     6/3/2013
5/26/2009   LVMH MOET-HENNES        4.500    6.0    6/15/2015
5/26/2009   SUEZ ENVIRON            5.200    8.0     6/8/2017
5/27/2009   ERSTE GROUP             4.250    7.0     6/8/2016
5/27/2009   CREDIT AGRICOLE     €03M+65.0    1.5    12/6/2010
5/27/2009   CREDIT AGRICOLE         5.875   10.0    6/11/2019
5/27/2009   BANCO ESPIRITO     €03M+200.0    2.0    5/27/2011
5/27/2009   CAJA BURGOS             3.000    3.0     6/4/2012
5/27/2009   CROATIA                 6.500    5.6     1/5/2015
5/27/2009   BMW FINANCE NV          3.750    2.0     6/6/2011
5/27/2009   PFIZER INC              3.625    4.0     6/3/2013
5/27/2009   CYPRUS GOVT BOND        3.750    4.0     6/3/2013
5/27/2009   PFIZER INC              4.750    7.0     6/3/2016
5/27/2009   RHEINLAND-PFALZ     €06M+10.0    3.0    5/29/2012
5/27/2009   PFIZER INC              5.750   12.0     6/3/2021
5/27/2009   BERLIN LAND         €03M+25.0    2.7     3/2/2012
5/27/2009   PORTUGUESE OT'S         3.600    5.4        10/15/2014
5/28/2009   PERNOD-RICARD SA        7.000    5.6         1/15/2015
5/28/2009   BAYERISCHE LNDBK   €03M+120.0   10.0          6/3/2019
5/28/2009   BANCO ESPIRITO          5.625    5.0          6/5/2014
5/28/2009   BAYERISCHE LNDBK   €03M+120.0   10.2          8/9/2019
5/28/2009   ALPHA CREDIT GRP        4.625    2.0          6/9/2011
5/28/2009   BREMEN FREIE HAN    €06M+18.0    2.5         12/8/2011
5/29/2009   MONTE DEI PASCHI     €06M+0.0    4.0         5/29/2013
5/29/2009   BAYERISCHE LNDBK        4.125    9.8          4/1/2019
5/29/2009   DZ BANK PERP            6.623   49.0 perp
5/29/2009   BANCO POPOLARE          2.350    3.5        11/29/2012
5/29/2009   BANCO POPOLARE          2.700    5.0         5/29/2014
5/29/2009   METSO OYJ               7.250    5.0         6/10/2014
5/29/2009   AUTOROUTES PARIS        7.500    5.6         1/12/2015
5/29/2009   NORDDEUTSCHE L/B        3.250    5.0          6/2/2014
5/29/2009   DZ BANK PERP            8.884   49.0 perp
5/29/2009   VIRGIN MEDIA FIN        9.500    7.2         8/15/2016
5/29/2009   KFW                     1.875    2.5         12/5/2011
5/29/2009   SANTANDER INTL          2.100    1.0         6/17/2010
5/29/2009   SWEDBANK HYPOTEK        4.125    5.0          6/9/2014
 6/1/2009   CAJA SALAMANCA          2.100    1.5         12/3/2010
 6/2/2009   NATIONAL BK GREE    €03M+25.0    0.5         12/4/2009
 6/2/2009   LLOYDS TSB BANK     €03M+15.0    2.0          6/9/2011
 6/2/2009   BNP PARIBAS SCF         3.625    5.0         6/16/2014
 6/2/2009   DEUTSCHE BANK AG        3.750    7.0          6/9/2016
 6/2/2009   CAIXA TARRAGONA     €06M+85.0    2.5         12/4/2011
 6/2/2009   NOVARTIS FINANCE        4.250    7.0         6/15/2016
 6/2/2009   WESTLB AG               4.750    3.0         6/20/2012
 6/3/2009   MCDONALD'S CORP         4.250    7.0         6/10/2016
 6/3/2009   HSBC HLDGS PLC          6.000   10.0         6/10/2019
 6/3/2009   BANK OF AMER CRP        7.000    7.0         6/15/2016
 6/3/2009   DEXIA BANK BELGI    €03M+45.0    2.0         6/15/2011
 6/3/2009   FRESENIUS FIN           5.500    6.6         1/31/2016
 6/3/2009   CAISSE AMORT DET        4.250   10.9         4/25/2020
 6/3/2009   ROBERT BOSCH            5.125    8.0         6/12/2017
 6/3/2009   ROBERT BOSCH            3.750    4.0         6/12/2013
 6/3/2009   BANCO TOTTA SA          3.750    3.0         6/12/2012
 6/3/2009   AKTIA REAL ESTAT        4.125    5.0         6/11/2014
 6/3/2009   BANK OF IRELAND         3.750    1.2          9/3/2010
 6/3/2009   NORDDEUTSCHE L/B        2.750    3.6         1/21/2013
 6/3/2009   SNCF                    4.875   14.0         6/12/2023
 6/3/2009   FORTIS BANK NED     €03M+20.0    1.5        12/15/2010
 6/3/2009   BAYERISCHE LNDBK        3.000    3.1         7/18/2012
 6/3/2009   CAIXA TERRASSA          3.011    3.0          6/8/2012
 6/3/2009   PIRAEUS GRP FIN         4.500    2.0         6/15/2011
 6/4/2009   NIEDERSACHSEN       €06M+30.0    7.0         6/15/2016
 6/4/2009   DZ BANK AG          €03M+43.0    2.0         6/16/2011
 6/4/2009   RCI BANQUE              5.875    1.5        11/30/2010
 6/4/2009   BRITISH TEL PLC         6.125    5.1         7/11/2014
 6/4/2009   MONTE DEI PASCHI     €06M+0.0    2.0          6/4/2011
 6/4/2009   BANCO COM PORTUG        3.750    2.0         6/17/2011
 6/4/2009   BANK OF IRELAND         3.750    1.2          9/3/2010
 6/4/2009   AAREAL BANK AG          2.625    3.3    9/10/2012
 6/4/2009   TOTAL CAPITAL           4.875    9.6    1/28/2019
 6/4/2009   LB BADEN-WUERTT         2.500    2.0     6/8/2011
 6/4/2009   KELAG-KAERNTNER         4.500    5.0    6/23/2014
 6/4/2009   XUNTA DE GALICIA        4.100    5.0    6/12/2014
 6/4/2009   DEKABANK                3.250    5.0    6/16/2014
 6/5/2009   LANDBET. BW GMBH        4.245    7.9    5/15/2017
 6/5/2009   ROYAL BK SCOTLND   €03M+160.0    2.0    6/10/2011
 6/5/2009   LANDBET. BW GMBH        4.052    6.9    5/17/2016
 6/5/2009   LANDBET. BW GMBH        3.821    5.9    5/15/2015
 6/5/2009   BAYERISCHE LNDBK        4.000    5.1    7/10/2014
 6/5/2009   IFCO SYSTEMS NV        10.000    7.0    6/30/2016
 6/5/2009   NORDDEUTSCHE L/B        3.500    5.0    6/10/2014
 6/5/2009   SODEXO                  6.250    5.6    1/30/2015
 6/5/2009   COMUNIDAD MADRID        4.051    4.0    6/12/2013
 6/5/2009   NRW.BANK                2.500    3.1    7/10/2012
 6/5/2009   CAJA BURGOS             3.024    3.0    6/11/2012
 6/5/2009   NORDDEUTSCHE L/B        3.500    4.5    12/2/2013
 6/5/2009   NORDDEUTSCHE L/B        2.125    2.0    6/10/2011
 6/5/2009   LANDBET. BW GMBH        4.425    8.9    5/15/2018
 6/5/2009   LANDBET. BW GMBH        3.534    4.9    5/15/2014
 6/8/2009   EUROHYPO AG         €06M+41.0    4.0    6/12/2013
 6/8/2009   EUREKO B.V.             7.375    5.0    6/16/2014
 6/8/2009   RWE FINANCE BV          2.500    2.3    9/16/2011
 6/8/2009   MUNCHEN HYPOBANK    €03M+20.0    2.0    6/16/2011
 6/8/2009   THYSSENKRUPP AG         8.000    5.0    6/18/2014
 6/8/2009   RABOBANK                4.750    8.6    1/15/2018
 6/8/2009   UNICAJA                 3.000    3.0    6/18/2012
 6/8/2009   BANCO POP ESPAN         4.375    5.0    6/16/2014
 6/8/2009   CITIGROUP INC           7.375    5.0    6/16/2014
 6/8/2009   CAIXA GERAL DEPO   €03M+150.0    3.0    6/24/2012
 6/8/2009   BK NED GEMEENTEN        4.125    7.0    6/28/2016
 6/9/2009   NORDDEUTSCHE L/B        2.400    2.3    9/12/2011
 6/9/2009   NORDDEUTSCHE L/B        3.250    4.0    6/12/2013
 6/9/2009   BORD GAIS               5.750    5.0    6/16/2014
 6/9/2009   HSH FINANZFONDS         3.625    5.0    6/17/2014
 6/9/2009   DNB NOR BANK ASA   €03M+135.0    3.0    6/25/2012
 6/9/2009   DZ BANK AG          €03M+43.0    2.0    6/17/2011
 6/9/2009   BAYERNLABO              3.409    5.0    6/17/2014
 6/9/2009   LB BADEN-WUERTT         6.750    2.0    6/15/2011
 6/9/2009   VOLKSWAGEN FIN          3.500    1.5   12/17/2010
6/10/2009   NORDDEUTSCHE L/B        3.250    4.5   12/20/2013
6/10/2009   NORDDEUTSCHE L/B        2.300    2.0    6/15/2011
6/10/2009   NORDDEUTSCHE L/B        2.250    2.0    6/16/2011
6/10/2009   CIF EUROMORTGAGE        4.125    5.5   12/19/2014
6/10/2009   AAREAL BANK AG          3.500    5.3    9/19/2014
6/10/2009   AYT CEDULAS CAJA        4.750    7.0    6/15/2016
6/10/2009   AMER HONDA FIN          5.500    5.0    6/17/2014
6/12/2009   CREDIT AGRICOLE         6.000   12.0    6/24/2021
6/12/2009   SOCIETE GENERALE        2.782    2.0    6/30/2011
6/12/2009   RADIAN                  6.000   10.0    6/26/2019
6/12/2009   NORDDEUTSCHE L/B        4.500    5.0    6/17/2014
6/12/2009   NRW.BANK               3.450    5.0    6/19/2014
6/15/2009   ERICSSON LM            5.000    4.0    6/24/2013
6/15/2009   LAFARGE SA             7.625    7.4   11/24/2016
6/15/2009   OMV AG                 5.250    7.0    6/22/2016
6/15/2009   ANGLO IRISH BANK   €03M+50.0    1.2    8/15/2010
6/15/2009   NORDDEUTSCHE L/B       2.125    2.0    6/20/2011
6/15/2009   INBEV NV               5.851    6.0    6/22/2015
6/15/2009   AXA SA                 4.500    5.6    1/23/2015
6/15/2009   NORDDEUTSCHE L/B       3.375    3.0    6/18/2012
6/15/2009   LLOYDS TSB BANK        6.375    7.0    6/17/2016
6/15/2009   BAYERISCHE LNDBK       3.500    4.0    6/19/2013
6/15/2009   LANDBK HESSEN-TH       2.250    2.0    6/20/2011
6/15/2009   BANCA CARIGE        €06M+0.0    8.0    6/15/2017
6/15/2009   COMUNIDAD MADRID       4.622    6.0    6/23/2015
6/16/2009   TEOLLISUUDEN VOI       6.000    7.0    6/27/2016
6/16/2009   EUROPEAN INVT BK    €03M+0.0    5.0    6/16/2014
6/16/2009   REP OF AUSTRIA         4.850   16.7    3/15/2026
6/16/2009   LANDBK HESSEN-TH       2.125    2.0    6/20/2011
6/16/2009   NORDDEUTSCHE L/B   €06M+55.0    2.0    6/20/2011
6/17/2009   LANDBK HESSEN-TH       3.125    4.0    6/17/2013
6/17/2009   HSH NORDBANK AG        2.500    1.0     7/1/2010
6/17/2009   IMP TOBACCO FIN        5.000    3.0    6/25/2012
6/17/2009   KIG                    4.250    5.0    6/25/2014
6/17/2009   VILLE DE PARIS         4.625   13.0    6/29/2022
6/18/2009   NORDDEUTSCHE L/B       4.750    7.3    9/28/2016
6/18/2009   NORDDEUTSCHE L/B       4.800    7.5    12/4/2016
6/18/2009   NORDDEUTSCHE L/B       5.000    8.9     5/2/2018
6/18/2009   METRO AG               3.625    2.0    6/24/2011
6/18/2009   NORDDEUTSCHE L/B       5.000    9.2     9/3/2018
6/18/2009   SANTANDER INTL     €03M+50.0    1.0     7/6/2010
6/18/2009   CAJA MADRID            3.625    2.0    6/29/2011
6/18/2009   COMMERZBANK AG         4.750    5.6    1/26/2015
6/18/2009   HYPO REAL ESTATE   €01M+25.0    0.3    10/1/2009
6/18/2009   HYPO REAL ESTATE   €01M+25.0    0.3    10/1/2009
6/18/2009   HYPO REAL ESTATE   €01M+25.0    0.3    10/1/2009
6/18/2009   HYPO REAL ESTATE   €01M+25.0    0.3    10/1/2009
6/18/2009   MONTE DEI PASCHI       2.375    3.0    6/18/2012
6/18/2009   MONTE DEI PASCHI       2.705    4.0    6/18/2013
6/18/2009   NORDDEUTSCHE L/B       4.500    6.0    6/23/2015
6/18/2009   NORDDEUTSCHE L/B       5.000    9.0     7/2/2018
6/19/2009   UBI BANCA SPCA         4.939    5.0    6/25/2014
6/19/2009   NORDDEUTSCHE L/B       4.250    5.0    6/24/2014
6/19/2009   UNICREDIT BK AUS        .000    4.0    6/25/2013
6/19/2009   BANCO POPOLARE         2.400    2.2    8/19/2011
6/19/2009   ARDAGH GLASS           9.250    7.0     7/1/2016
6/19/2009   CASS RISP PARMA    €03M+15.0    2.3    9/19/2011
6/19/2009   NED WATERSCHAPBK   €03M+46.0    5.0    6/26/2014
6/19/2009   DZ BANK AG             1.470    1.0     7/1/2010
6/19/2009   NORDDEUTSCHE L/B       4.550    6.0    6/24/2015
6/22/2009   CASINO GUICHARD        5.500    5.6    1/30/2015
6/22/2009   SFEF                   3.125    5.0    6/30/2014
6/22/2009   BAYERISCHE LNDBK       4.000    8.0    6/26/2017
6/22/2009   ENAGAS                   4.375    6.0     7/6/2015
6/22/2009   OEBB INFRASTRUKT         4.500   10.0     7/2/2019
6/22/2009   FLEMISH COMMUNIT         3.000    4.0    6/29/2013
6/22/2009   TERNA SPA                4.875   10.3    10/3/2019
6/22/2009   BBVA SENIOR FIN     €03M+94.0     3.0     7/3/2012
6/22/2009   BERLIN LAND         €03M+25.0     3.0    6/25/2012
6/22/2009   ALLIED IRISH BKS        12.500   10.0    6/25/2019
6/22/2009   ENAGAS                   3.250    3.0     7/6/2012
6/23/2009   BEWAG - BURGEN E         4.750    5.0     7/3/2014
6/23/2009   BAYERISCHE LNDBK    €06M+98.0     3.0    6/26/2012
6/23/2009   CATERPILLAR INTL   €03M+170.0     1.5   12/29/2010
6/23/2009   SYNGENTA FINANCE         4.000    5.0    6/30/2014
6/23/2009   IRISH GOVT               5.900   10.3   10/18/2019
6/23/2009   NORDDEUTSCHE L/B         2.180    2.5     1/5/2012
6/23/2009   UBI BANCA SPCA      €06M+80.0     5.0    6/30/2014
6/23/2009   UBI BANCA SPCA     €06M+185.0    10.0    6/30/2019
6/23/2009   WEST DT IMMOBK           3.000    3.5   12/12/2012
6/24/2009   NORDDEUTSCHE L/B    €06M+38.0     2.0    6/29/2011
6/24/2009   EURO COMMUNITY           3.625    6.8     4/6/2016
6/24/2009   SFR                      5.000    5.0     7/9/2014
6/24/2009   DEXIA MUNI AGNCY         5.375   15.0     7/8/2024
6/24/2009   AON FINANCIAL            6.250    5.0     7/1/2014
6/24/2009   MEDIOBANCA               4.500    3.2    8/27/2012
6/24/2009   GAS NATURAL CAP          5.250    5.0     7/9/2014
6/24/2009   GAS NATURAL CAP          6.375   10.0     7/9/2019
6/24/2009   DANSKE BANK A/S          4.500    7.0     7/1/2016
6/25/2009   SANTANDER INTL     €03M+110.0     3.0    7/24/2012
6/25/2009   DAIMLER FINANCE          3.125    1.5     1/7/2011
6/25/2009   EUROHYPO AG              4.375   10.0     7/2/2019
6/25/2009   NORDRHEIN-WEST           2.750    4.0    7/15/2013
6/25/2009   LANDBK HESSEN-TH         2.500    3.0     7/2/2012
6/25/2009   KOMMUNALKREDIT           3.125    4.0     7/8/2013
6/25/2009   L-BANK FOERDERBK         2.250    3.0     7/2/2012
6/25/2009   L-BANK FOERDERBK         2.250    3.0     7/2/2012
6/25/2009   L-BANK FOERDERBK         2.625    3.5   12/19/2012
6/25/2009   L-BANK FOERDERBK         2.750    4.0     7/1/2013
6/25/2009   ENI SPA                   .000    6.0    6/29/2015
6/25/2009   NORDDEUTSCHE L/B   €06M+122.0     6.0     7/1/2015
6/25/2009   NORDDEUTSCHE L/B         3.750    4.0     7/1/2013
6/25/2009   SANTANDER INTL     €03M+110.0     3.0    7/23/2012
6/25/2009   ENI SPA             €06M+89.0     6.0    6/29/2015
6/26/2009   NORDDEUTSCHE L/B         4.125    5.0     7/1/2014
6/26/2009   BASF SE                  4.625    8.0     7/7/2017
6/26/2009   ALLIED IRISH BKS         2.250    1.0     7/2/2010
6/26/2009   SOC GENERALE SCF         4.000    7.0     7/7/2016
6/26/2009   BANCA NAZ LAVORO    €03M+50.0     6.0    7/20/2015
6/26/2009   NORDRHEIN-WEST           2.625    3.4   12/12/2012
6/29/2009   UNICREDIT SPA            4.250    7.1    7/29/2016
6/29/2009   PARPUBLICA               3.500    4.0     7/8/2013
6/29/2009   CASS RISP PARMA      €03M+0.0     2.5   12/29/2011
6/29/2009   WESTLB AG            €06M+0.0     5.5    1/29/2015
6/29/2009   INTESA SANPAOLO          2.000    2.0    6/29/2011
6/29/2009   ASFINAG                  4.375   10.0     7/8/2019
6/29/2009   GENERAL VALENCIA         1.100    1.0     7/6/2010
6/29/2009   UNIPOL GRUPPO FI         5.250    3.0     7/1/2012
6/29/2009   CASS RISP PARMA          2.300    2.5   12/29/2011
6/29/2009   CASS RISP PARMA          2.500    2.5   12/29/2011
6/29/2009   GLAXOSMITHKLINE          3.875    6.0     7/6/2015
6/30/2009   ABN AMRO BANK NV         3.600    5.0    9/30/2014
6/30/2009   BANCO POPOLARE            .000    4.0    6/30/2013
6/30/2009   LANDBK HESSEN-TH         2.250    2.0     7/6/2011
6/30/2009   INTESA SANPAOLO          1.950    2.0    6/30/2011
6/30/2009   BANCA IMI SPA            3.100    5.0    6/30/2014
6/30/2009   BANCA IMI SPA            3.500    5.0    6/30/2014
6/30/2009   FYR MACEDONIA            9.875    3.5     1/8/2013
6/30/2009   NRW.BANK                 2.750    4.0     7/3/2013
6/30/2009   SES GLOBAL GROUP         4.875    5.0     7/9/2014
6/30/2009   BANCO DI BRESCIA    €06M-25.0     2.5   12/30/2011
6/30/2009   UBS AG LONDON            4.625    3.0     7/6/2012
6/30/2009   UNICREDIT SPA            3.500    5.3    9/30/2014
 7/1/2009   ENBW                     4.125    6.0     7/7/2015
 7/1/2009   AZIMUT HOLDING            .000    7.0    6/30/2016
 7/1/2009   WIND ACQUISITION        11.750    8.0    7/15/2017
 7/1/2009   VOLKSWAGEN FIN           3.875    3.0     7/9/2012
 7/1/2009   ANGLO IRISH BANK         3.625    1.2     9/9/2010
 7/1/2009   DT LUFTHANSA AG          6.500    7.0     7/7/2016
 7/1/2009   NORDDEUTSCHE L/B         4.250    7.0     7/6/2016
 7/1/2009   ENBW                     6.125   30.0     7/7/2039
 7/2/2009   BAYERISCHE LNDBK         3.250    5.1     8/8/2014
 7/2/2009   DEUTSCHE BK LOND         4.320    5.9    6/20/2015
 7/2/2009   UBI BANCA SPCA      €06M+20.0     5.0     7/7/2014
 7/2/2009   KFW                 €03M+10.0     4.0     7/9/2013
 7/3/2009   DEUTSCHE POSTBNK         3.125    5.0    7/10/2014
 7/3/2009   DANSKE BANK A/S     €03M+33.0     3.0    7/10/2012
 7/3/2009   VENETO BANCA HLD   €03M+200.0     2.0    7/15/2011
 7/3/2009   SPAR NORD BANK           2.500    3.0    7/10/2012
 7/3/2009   DEUTSCHE SCHIFBK    €01M+50.0     1.3    10/8/2010
 7/6/2009   ABN AMRO BANK NV         3.750    5.0    7/15/2014
 7/6/2009   ADIDAS INTL FIN          4.750    5.0    7/14/2014
 7/6/2009   DAIMLER INTL FIN         3.250    2.0    7/13/2011
 7/6/2009   NORDDEUTSCHE L/B         2.900    3.0     7/9/2012
 7/6/2009   NORDDEUTSCHE L/B         3.940    5.0     7/9/2014
 7/7/2009   EWE AG                   5.250   12.0    7/16/2021
 7/7/2009   FLEMISH COMMUNIT         2.625    3.5    1/20/2013
 7/7/2009   FLEMISH COMMUNIT         3.875    7.0    7/20/2016
 7/7/2009   GENERAL ELECTRIC         3.750    5.0    7/22/2014
 7/7/2009   KFW                  €06M+0.0     5.0    7/14/2014
 7/7/2009   METRO AG                 5.750    5.0    7/14/2014
 7/7/2009   NRW.BANK            €03M+35.0     5.0    7/10/2014
 7/7/2009   BASF SE                  4.250    7.3   10/14/2016
 7/7/2009   DEUTSCHE KREDIT          3.250    5.0    7/15/2014
 7/8/2009   JUNTA ANDALUCIA          5.200   10.0    7/15/2019
 7/8/2009   VERBUND INTL FIN         4.750   10.0    7/16/2019
 7/8/2009   BANCO BPI                3.000    3.0    7/17/2012
 7/8/2009   EBS BLDG SOCIETY   €03M+165.0     1.2    9/29/2010
 7/8/2009   BG ENERGY CAP            3.375    4.0    7/15/2013
 7/8/2009   DEXIA CRED LOCAL         5.375    5.0    7/21/2014
 7/8/2009   PEUGEOT SA               8.375    5.0    7/15/2014
 7/8/2009   RHEINLAND-PFALZ          2.125    3.0    7/16/2012
 7/8/2009   SUEZ ENVIRON             5.500   15.0    7/22/2024
 7/8/2009   SFEF                 €03M+5.0     3.0    7/16/2012
 7/8/2009   NORDDEUTSCHE L/B         2.500    2.4   12/13/2011
 7/9/2009   BANCO POPOLARE           4.020    3.0    7/17/2012
 7/9/2009   CAIXA GERAL DEPO         3.625    5.0    7/21/2014
 7/9/2009   KFW                  €03M+5.0     4.0    7/16/2013
 7/9/2009   LLOYDS TSB BANK          6.250    4.8    4/15/2014
 7/9/2009   CRED AG COV BOND         3.500    5.0    7/21/2014
 7/9/2009   NATL AUSTRALIABK         4.750    7.0    7/15/2016
 7/9/2009   GENERAL VALENCIA         4.375    6.0    7/16/2015
 7/9/2009   MONTE DEI PASCHI   €03M+160.0     3.0     7/9/2012
7/10/2009   SABMILLER PLC            4.500    5.5    1/20/2015
7/10/2009   DAIMLER INTL FIN         3.000    1.5    1/18/2011
7/10/2009   EUROHYPO AG         €03M+40.0     3.8    4/15/2013
7/10/2009   CAJA MADRID              5.116    6.0    7/15/2015
7/10/2009   LLOYDS TSB BANK     €03M+14.0     2.3   10/17/2011
7/13/2009   CEDULA TDA 16A2          4.125    9.3   11/15/2018
7/13/2009   SES SA                   5.050    7.0     8/5/2016
7/13/2009   CEDULA TDA 16A1          3.375    4.8    5/15/2014
7/13/2009   NED WATERSCHAPBK     €03M+4.0     2.0    7/13/2011
7/14/2009   DEUTSCHE BK LOND    EUSA5+0.0     6.0     8/3/2015
7/14/2009   HAA-BANK INTL AG         3.125    4.0    7/24/2013
7/14/2009   LANDBK HESSEN-TH         3.000    4.0    7/22/2013
7/14/2009   IRISH NATIONWIDE         3.500    1.2    9/22/2010
7/14/2009   INTESA SANPAOLO          2.000    2.0    7/30/2011
7/14/2009   INTESA SANPAOLO          2.000    2.0    7/31/2011
7/14/2009   SEB AG                   2.250    3.0    7/23/2012
7/14/2009   WUESTENROT PFAND         3.150    5.0    7/22/2014
7/15/2009   NORDDEUTSCHE L/B         4.280    6.4   12/18/2015
7/15/2009   NORDDEUTSCHE L/B         3.500    7.0    7/20/2016
7/15/2009   NORDDEUTSCHE L/B         4.470    7.4   12/19/2016
7/15/2009   NORDDEUTSCHE L/B         4.500    8.0    7/17/2017
7/15/2009   DANSKE BANK A/S     €03M+26.0     3.0    7/20/2012
7/15/2009   BAYERISCHE LNDBK         3.250    3.1    8/21/2012
7/15/2009   HSH NORDBANK AG          2.250    3.0    7/23/2012
7/15/2009   BANCO POPOLARE     €03M+190.0     3.0    7/17/2012
7/15/2009   ALLIANZ FINANCE          4.750   10.0    7/22/2019
7/15/2009   EURO COMMUNITY           3.125    5.5    1/27/2015
7/16/2009   SPK VERBAND B-W          3.603    4.8    5/15/2014
7/16/2009   BNP PARIBAS HOME         3.000    4.0    7/23/2013
7/16/2009   EDISON SPA               4.250    5.0    7/22/2014
7/16/2009   HSH NORDBANK AG      €03M+0.0     1.4   12/30/2010
7/16/2009   ISS FINANCING           11.000    4.9    6/15/2014
7/16/2009   KFW                  €06M+0.0     4.0    7/23/2013
7/16/2009   KFW                 €06M+28.5    10.0    7/23/2019
7/16/2009   NOVA LJUBLJANSKA         3.250    3.0    7/23/2012
7/16/2009   CAIXA D'EST PEN     €06M+60.0     3.0    7/17/2012
7/16/2009   SPK VERBAND B-W          3.603    4.8         5/15/2014
7/16/2009   SPK VERBAND B-W          3.888    5.8         5/15/2015
7/16/2009   SPK VERBAND B-W          4.133    6.8         5/17/2016
7/16/2009   SPK VERBAND B-W          4.561    8.8         5/15/2018
7/16/2009   COMMERZBANK AG       €03M+0.0     5.0          8/6/2014
7/17/2009   MONTEPIO GERAL           3.250    3.0         7/27/2012
7/17/2009   INSTIT CRDT OFCL    €03M+30.0     3.0         7/24/2012
7/17/2009   REP OF HUNGARY           6.750    5.0         7/28/2014
7/20/2009   TITAN GLOBAL FIN         6.900    4.0         7/30/2013
7/20/2009   EUROPEAN INVT BK    €03M+25.0     7.5         1/27/2017
7/20/2009   GE CAP EUR FUND          4.750    5.0         7/30/2014
7/20/2009   NRW.BANK                 2.375    3.0         7/27/2012
7/20/2009   BREMEN FREIE HAN    €06M-10.0     2.0         7/27/2011
7/20/2009   KFW                  €06M+0.0     6.0         7/27/2015
7/20/2009   DEUTSCHE TEL FIN         5.375   12.0         7/27/2021
7/20/2009   TITAN GLOBAL FIN         6.900    4.0         7/30/2013
7/21/2009   ZURICH INSURANCE         7.500   30.0         7/24/2039
7/21/2009   AYT CEDULAS CAJA         4.250    5.0         7/29/2014
7/21/2009   BERLIN LAND         €06M+10.0     4.2        10/14/2013
7/21/2009   NORDDEUTSCHE L/B         2.250    2.0         7/25/2011
7/21/2009   RABOBANK            €03M+45.0     1.8         5/22/2011
7/21/2009   NORDDEUTSCHE L/B   €03M+110.0     5.0         7/24/2014
7/22/2009   GAZ CAPITAL SA           8.125    5.5          2/4/2015
7/22/2009   DEUTSCHE HYP HAN         2.250    3.0         7/30/2012
7/23/2009   SUEZ ENVIRON             4.500    8.0        10/12/2017
7/23/2009   SANTANDER ISSUAN         6.500   10.0         7/27/2019
7/23/2009   INTESA SANPAOLO     €06M+60.0     2.2         10/6/2011
7/23/2009   FIAT FIN & TRADE         9.000    3.0         7/30/2012
7/23/2009   RAIFF LB NIEDER          4.000    5.0         8/27/2014
7/24/2009   BAYERISCHE LNDBK         3.000    3.4        12/20/2012
7/24/2009   EFG HELLAS FUND          8.250   49.0 perp
7/24/2009   KFW                  €03M-3.0     4.0         7/31/2013
7/24/2009   MONTE DEI PASCHI         3.000    4.0         7/24/2013
7/24/2009   MONTE DEI PASCHI         3.130    4.0         7/24/2013
7/24/2009   NORDDEUTSCHE L/B         1.520    1.5         1/28/2011
7/24/2009   NORDDEUTSCHE L/B         1.600    1.6         2/28/2011
7/24/2009   ROBERT BOSCH             5.000   10.0          8/6/2019
7/24/2009   PE PAPER ESCROW         11.750    5.0          8/1/2014
7/24/2009   SOCIETE GENERALE   €03M+105.0     3.0         7/28/2012
7/27/2009   CASS RISP PARMA          3.430    5.0         7/27/2014
7/27/2009   L-BANK FOERDERBK     €06M+5.0     4.0          8/5/2013
7/27/2009   NRW.BANK                 2.375    3.0         7/30/2012
7/27/2009   NORDDEUTSCHE L/B    €06M+35.0     2.0         7/29/2011
7/27/2009   RAIFF ZENTRALBK     €03M+50.0     5.0         7/30/2014
7/27/2009   HSBC BANK PLC       €03M+25.0     1.5          2/4/2011
7/28/2009   L-BANK FOERDERBK         2.250    3.0          8/3/2012
7/28/2009   L-BANK FOERDERBK     €03M+5.0     3.0          8/6/2012
7/28/2009   L-BANK FOERDERBK    €03M+10.0     5.0          8/4/2014
7/28/2009   NORDEA BANK AB           3.000    3.0          8/6/2012
7/28/2009   BAYERISCHE LNDBK         3.500    6.0          8/5/2015
7/28/2009   NORDDEUTSCHE L/B         4.000    5.0         7/30/2014
7/28/2009   BAYERISCHE LNDBK         4.250    5.9          6/5/2015
7/28/2009   RABOBANK            €03M+12.0     1.5          2/7/2011
7/28/2009   BAYERISCHE LNDBK         3.625    4.1          9/5/2013
7/28/2009   BK NED GEMEENTEN         4.125    6.9         6/28/2016
7/28/2009   BAYERISCHE LNDBK         3.500    3.9          6/5/2013
7/28/2009   CITIGROUP INC            7.375   10.1          9/4/2019
7/29/2009   BANCO POPOLARE           3.750    3.0          8/7/2012
7/29/2009   EFG HELLAS PLC           4.375    3.5         2/11/2013
7/29/2009   COM BK AUSTRALIA         5.500   10.0          8/6/2019
7/30/2009   BANCA NAZ LAVORO     €03M+0.0     2.0         8/31/2011
7/30/2009   CREDIT SUISSE LD         4.750   10.0          8/5/2019
7/30/2009   SKANDINAV ENSKIL   €03M+115.0     1.5          2/8/2011
7/30/2009   BANCO POPOLARE           2.700    5.0         7/30/2014
7/30/2009   COMMERZBANK AG       €03M+0.0     5.0         8/21/2014
7/30/2009   CREDIT SUISSE LD         4.750   10.0          8/5/2019
7/30/2009   SKANDINAV ENSKIL         2.034    1.5          2/8/2011
7/30/2009   RABOBANK                 1.193    5.0          8/4/2014
7/30/2009   BANCO POPOLARE           2.400    2.2         9/30/2011
7/30/2009   L-BANK FOERDERBK          .573    3.3         12/7/2012
7/30/2009   BANCA NAZ LAVORO          .881    2.0         8/31/2011
7/31/2009   HSH NORDBANK AG          2.600    2.0         8/10/2011
7/31/2009   REPSOL INTL FIN          4.750    7.5         2/16/2017
7/31/2009   LANDBK HESSEN-TH         2.125    2.0          8/8/2011
7/31/2009   BARCLAYS BK PLC          1.904    3.0          8/7/2012
7/31/2009   UNICREDIT SPA            3.300    6.0         7/31/2015
 8/3/2009   HSH FINANZFONDS          1.249    2.0          8/3/2011
 8/4/2009   MONTE DEI PASCHI         2.800    5.0          8/4/2014
 8/4/2009   MUNCHEN HYPOBANK          .931    2.0         8/11/2011
 8/4/2009   NORDDEUTSCHE L/B         2.875    3.0         8/13/2012
 8/4/2009   NORDDEUTSCHE L/B         3.000    3.1         9/25/2012
 8/4/2009   ASR NEDERLAND NV        10.000   49.0 perp
 8/4/2009   BAYERISCHE LNDBK         2.500    2.3        12/12/2011
 8/4/2009   NIEDERSACHSEN             .881    3.0         8/13/2012
 8/4/2009   BANK OF AMER CRP         2.231    3.0         8/13/2012
 8/4/2009   MONTE DEI PASCHI         1.142    2.0          8/4/2011
 8/5/2009   DEXIA CRED LOCAL         5.375    4.9         7/21/2014
 8/5/2009   KFW                       .881    6.0         8/12/2015
 8/5/2009   EADS FINANCE BV          4.625    7.0         8/12/2016
 8/5/2009   BANCAPULIA SPA           3.231    2.0          8/5/2011
 8/5/2009   BPCE                    12.500   49.0 perp
 8/5/2009   RABOBANK                 4.750    8.4         1/15/2018
 8/5/2009   ASR NEDERLAND NV         3.181   49.0 perp
 8/6/2009   PPR                      6.500    8.0         11/6/2017
 8/6/2009   BAYERISCHE LNDBK         4.450    8.0         8/14/2017
 8/6/2009   ACCOR                    6.039    8.2         11/6/2017
 8/6/2009   BAYERISCHE LNDBK         4.550    9.0         8/13/2018
 8/6/2009   SWED HOUSING FIN         1.331    1.5         2/14/2011
 8/6/2009   ACCOR                    6.039    8.2         11/6/2017
 8/6/2009   PPR                      6.500    8.0         11/6/2017
 8/7/2009   POHJOLA BANK PLC    €03M+75.0     3.0         8/17/2012
 8/7/2009   LANDBK HESSEN-TH         2.875    4.0         8/12/2013
8/10/2009   BAYERISCHE LNDBK         4.500    7.0         8/17/2016
8/10/2009   BREMEN FREIE HAN    €01M+10.0     2.0         8/19/2011
8/10/2009   RESEAU FERRE FRA       4.500   14.4         1/30/2024
8/10/2009   BANCA NAZ LAVORO       2.350    3.0         8/31/2012
8/11/2009   WESTLB AG              1.600    0.5         2/11/2010
8/11/2009   NORDDEUTSCHE L/B       4.500   10.0         8/14/2019
8/12/2009   VOITH AG               5.375    7.8         6/21/2017
8/12/2009   NORDDEUTSCHE L/B       3.125    5.0         8/18/2014
8/12/2009   SOCIETE GENERALE       3.750    5.0         8/21/2014
8/12/2009   BERLIN-HANN HYPO       2.625    2.0         8/19/2011
8/12/2009   NORDDEUTSCHE L/B       2.750    4.0         8/19/2013
8/12/2009   MUNCHEN HYPOBANK       1.000    1.7         5/20/2011
8/12/2009   BERLIN LAND         €03M+5.0    4.0          9/2/2013
8/13/2009   BANCO COM PORTUG   €03M+1.21    3.0         8/31/2012
8/13/2009   SVENSKA HNDLSBKN       3.000    3.0         8/20/2012
8/14/2009   ANGLO IRISH BANK       2.750    1.1         9/27/2010
8/14/2009   DEUTSCHE HYP HAN   €03M+80.0    2.5         2/20/2012
8/14/2009   NORDDEUTSCHE L/B       2.250    2.0         8/18/2011
8/14/2009   NORDDEUTSCHE L/B       3.000    3.0         8/20/2012
8/14/2009   BAYERISCHE LNDBK       3.100    3.0         8/20/2012
8/17/2009   VOLVO TREAS AB         4.000    1.5         2/24/2011
8/18/2009   HSH NORDBANK AG     €03M+0.0    1.0         8/24/2010
8/18/2009   MUNCHEN HYPOBANK       1.000    2.2        10/27/2011
8/18/2009   DEUTSCHE KREDIT    €03M+15.0    3.0         8/21/2012
8/19/2009   BAYERISCHE LNDBK       3.000    5.3         12/1/2014
8/20/2009   DEUTSCHE POSTBNK       3.125    4.9         7/10/2014
8/21/2009   HAA-BANK INTL AG   €03M+25.0    3.0          9/4/2012
8/21/2009   BAYERISCHE LNDBK       3.500    5.2        10/27/2014
8/21/2009   BAYERISCHE LNDBK       4.000    6.2        10/27/2015
8/21/2009   NORDDEUTSCHE L/B       2.500    2.7         5/25/2012
8/24/2009   INTESA SANPAOLO        1.850    2.0         8/31/2011
8/24/2009   COMMERZBANK AG      €03M+0.0    5.0         9/17/2014
8/24/2009   BAYERISCHE LNDBK       3.750   10.0          9/2/2019
8/25/2009   DAIMLER AG             4.625    5.0          9/2/2014
8/25/2009   DEUTSCHE BK LOND    €12M+0.0    6.0         9/10/2015
8/25/2009   LANDBK HESSEN-TH       2.375    2.4         1/27/2012
8/25/2009   NORDDEUTSCHE L/B       3.000    4.0         8/27/2013
8/25/2009   RAIFF ZENTRALBK        4.000    5.0         10/5/2014
8/26/2009   DB CAP FNDG XI         9.500   49.0 perp
8/26/2009   SOCIETE GENERALE       9.375   49.0 perp
8/26/2009   WESTLB AG              3.500    3.0          9/3/2012
8/26/2009   LLOYDS TSB BANK        5.375   10.0          9/3/2019
8/26/2009   MUNCHEN HYPOBANK       1.000    1.9          8/3/2011
update du             8/28/2009

    Prochain Call   Encours             Moody's       S&P        Composite
                           250    Aa2             #N/A N/A   A+
                           150                               A+
                           200                               AA-
                           200    Aa1             A+         AA-
                           200                               AA-
                           200                               AA-
                           250    Aa2                        AA-
                           150                    A+         A+
                           500    Aa2                        AA-
                           500    Aa2                        AA-
                           300                    AA         AA
                           200    P-1             AA-        AA-
                           200    Aa2                        AA
                           200    Aaa                        AAA
                           750                               A
                          1500    Aa3             A          A+
                          5000    Aaa             AAA        AAA
                          1500    A3              A-         A-
                           200    Aa2                        AA
                          1000    Aa3             A+         A+
                           750    A3              A-         A-
                          1500    Aa3             AA         AA-
                          1500    A2              A          A
                          1750    Aa3             A          A+
                           200    Aa2                        AA
                           250                               AAA
                           250                               AAA
                          2000    A3              A-         BBB+
                          1250    Baa1            A-         BBB+
                           250                               AA-
                           200    Aa2                        AA
                          4722    Aaa             AAA        AAA
                           200    Aa1             A+         AA-
                           250    Aa1             A+         AA-
                          6000    Aaa             AAA        AAA
                          1500    Aa2             A+         AA-
                           200                               NR
                           250    Aa1             A+         AA-
                          1000    Aa3             A          A+
                           500    Aa2                        AA-
                          1500    Aaa             AAA        AAA
                           500    Aa2                        AA-
                           200                               A+
                           375                               A+
                           200                               AA+
                           200                               A
                           200    Aa2                        AA
                          1000    Aa1             AA         AA
                          5000                               A-
             250                 NR
             500   Aa2           AA-
             500   Aa2           AA-
             500   Aa2           AA-
            5000   Aaa    AAA    AAA
             400                 AA
             500   Aa1           AA+
            1500   Aa2    A+     AA-
             250   Aa3    A+     A+
             750          AA-    AA-
             150                 A+
            1500                 AA+
             200          A-1+   A+
             150   Aaa           AAA
            1500   A2     A      A
             500   Baa1   BBB+   BBB+
            2000   Baa1   BBB+   BBB+
             500   Baa1   BBB+   BBB+
             650          BBB+   BBB+
             500   Aa2           AA-
            5000   Aaa    AAA    AA+
            1000   Aaa    AA+    AA+
             200   Aa2           AA
             500   Aa1    A+     AA-
             500   Aa1    A+     AA-
            1000   Baa2   BBB    BBB
            1000   Aaa    AAA    AAA
            3000   Aaa    AAA    AAA
            3000   Aaa    AAA    AAA
            3000   Aaa    AAA    AAA
             200   Aa2           AA
             500   Aa2           AA-
            1000   Baa1   BBB+   BBB+
             311   Aa3    A+     A+
             500   Aa1    AA-    AA
            3000   Aaa    AAA    AAA
             200   Aa2           AA
            1000   A3     A-     A-
             500          A+     A+
             500   Aa1    A+     AA-
1/21/2011    200          A+     A+
             200                 AA+
             200   Aa2           AA
            1250   Aaa    AA+    AA+
             250   Aa2           AA-
             200   Aa2           AA
             250   Aaa    AAA    AAA
             250   Aa2           AA-
             200   A2     A+     A
             500   Baa2   BBB    BBB
             275   Ba1    BB     BB
             150                 A+
                2000   Aaa    AA+    AA+
                5000   Aaa    AAA    AAA
                 200                 A+
                 200                 A+
                2000   Aa3    A+     A+
                 200   Aa2           AA
               261.6   A1     A+     A+
                 300          AA     AA
                 200                 A+
                1500   Aaa    AAA    AAA
                 200                 A+
                 200                 A+
                 200                 A+
                 200          AAA    AAA
                2000   Aa3    A+     A+
                 200   Aaa           AAA
                 200   Aa1    A+     AA-
                 500   Aa2           AA-
                 312                 A+
                 200   Aaa           AAA
                2000   Aaa    AAA    AAA
                 200   A2            A
                 300                 AA-
                 500   Aaa    AAA    AAA
                 750   A3     BBB+   BBB+
                 600   A2     A      A
 1/22/2019   532.111   Aa2    BB+    A-
11/29/2013       500   A3     BB     BBB-
                 200   Aaa           AAA
                 202          A-1+   AAA
                 500   Aa1           AA+
               177.2   Aa1    A+     AA-
                 500                 A+
                2000   Baa1   A-     BBB+
                1750   A2     A      A
                 248                 AAA
                2000   Aaa    AAA    AAA
                 750   Aa1    AA     AA
                1000   Aaa    AAA    AAA
                1250   Aaa    AAA    AAA
                1000   Aaa    AAA    AAA
                 500          AAA    AAA
                1500   Aaa    AAA    AAA
                 500          AAA    AAA
                 750   Baa2   BBB+   BBB
                5500   A1     A-     A
                 600   Baa2   BBB+   BBB
                 500          BBB-   BBB-
                3000   Aaa    AAA    AAA
                1000   Aaa    AA+    AA+
                 250   Aa2           AA-
              202.45          AAA    AAA
                 750   Aa3    A      A+
                1125   Aa1    AA-    AA
                3500                 NR
                 500          AA     AA
                2000   Aaa    AAA    AAA
                1000   A2     A-     A-
                 200   Aa2           A+
                1500   Aa2    AA-    AA-
                2000   Aaa    AAA    AAA
                 500                 A+
                 650   Aaa    AAA    AAA
                 250                 AA
                 200   Aa3           AA-
                 200   Aaa           AAA
                 350   Aa2    AA-    AA-
                 150          AA     AA
                 500   Aa1           AA+
                1250   Aaa    AAA    AAA
                 150   Aa1    A+     AA-
                 250   Aa1           AA+
                1250   Aa1    AA+    AA+
                 167   Aa2    AA     AA
                 500   A3     BBB+   BBB+
                 150   A2            A
                 300   A3     A-     A-
                2500   Aa1    AA+    AA
                2000   Aaa    AA+    AA+
                1500   Aaa    AAA    AAA
                 500   A1     A      A
                 600          BBB    BBB
                 750   Baa2   BBB+   BBB
                 400   Aa2    A+     AA-
                 250   A1     A+     A+
                 750   Baa2   BBB+   BBB
                 350                 NR
                1000   Aa2    AA     AA
                1250   A1     A      A
                1500   A1     A+     A+
                 600   A2     A      A
                 200                 AA
                 200                 AA+
                 300   Baa2   BBB-   BBB-
            1314.906   Aa3    AA-    AA-
                 700                 AA+
2/18/2011        200   Aa2           AA
                3000                 A-
                 250   Aaa           AAA
                2323   Aaa    AAA    AAA
                 200                 A+
                1500   Aa3    A      A+
                2500   A3     A-     A-
                1000                 AA-
               1000               AA-
                800               A+
                500               A+
               1500   Aaa   AAA   AAA
                300               NR
                200   Aaa   AAA   AAA
               1000   A3    A-    A-
                200   Aaa   AAA   AAA
                200         AAA   AAA
                200   Aaa   AAA   AAA
            913.192   Aa3         AA-
            963.361   Aa3   AA-   AA-
                500         AAA   AAA
                600               NR
            958.953               NR
            615.134               NR
               1000   Aaa   AAA   AAA
                600               NR
                600         AA-   AA-
                500         A+    AA-
               6000   Aaa   AAA   AAA
2/10/2011       200         A+    A
               1000   A1    A     A
               2000   A1    A     A
                250   Aa2         AA-
               1850   Aaa   AAA   AAA
                250   Aa2         AA-
                200   Aaa         AAA
                500               AA+
 5/3/2009      4470               NR
               1000   Aaa   AAA   AAA
               2000   Aaa   AAA   AAA
               1250   Aa1   AA+   AA+
               1750   Aa1   AA+   AA+
                750         AA-   AA-
                250         A-    A-
                600   Aa2   AAA   AA+
               1000   Aaa   AAA   AAA
                250   A3    BBB   BBB+
                500         A-2   NR
               3000   Aa1   AA+   AA+
               1250   Aaa   AAA   AAA
 5/3/2009      2230               NR
               1500         AA-   AA
               1000   Aaa   AAA   AAA
                200   Aa2         AA-
                230   Aa1   AA+   AA+
               4000               A-
               2820   A1    A-    A
                150   A2          A
               1000   Aaa   AAA   AAA
                200   Aa2         AA-
 300   A2     A+     A
1000   Aa1           AA+
1000   Aaa    AAA    AAA
 200                 A
 200   Aa2           A+
 750   Baa2   BBB+   BBB
 500   Aa2    A+     AA-
 500   A2     A      A
 200   Baa1   BBB+   BBB+
 150          A-     A-
7000   A1     A-     A
 200   A2            A
1000   A2     A-     A-
1500   Aaa    AAA    AAA
1250   Aa1    A+     AA-
 230   A2     A      A
1500   Baa3   BBB    BBB-
2000   Aa1           AA+
2000                 A-
 200                 A+
 200                 NR
 200                 A+
2000                 A-
 200                 A+
2000                 A-
2000                 A-
2000   Aaa    AA+    AAA
1500   Aaa    AAA    AAA
 200                 AAA
 150   Aa1    A+     AA-
2000                 A-
 750   Aaa    AAA    AAA
 150                 NR
 500   Aa1           AA+
1500   Aaa    AAA    AAA
1000   Aaa    AAA    AAA
 500                 AAA
2000   A1     AA-    A+
2000   A1     AA-    A+
 200   Aaa           AAA
 500                 AA
 500   Aa1    AA+    AA+
 200   Aa2           AA
 500   Baa2   BBB    BBB
 250   A1     A-     A
1000   Baa2   BBB    BBB
1000   Aaa    AAA    AAA
 600   Aa3           AA-
 250   Aa1    AA-    AA
1500   Aaa    AA+    AA+
 300   Aa2           AA
1000   Aa1    AA     AA
                 200   Aa2           AA
                 250          AAA    AAA
                 380   Aa1    AA-    AA
                 600   A3     A-     A-
                 150   A2     A      A
                1500   Aaa    AA+    AA+
                 200   Aaa           AAA
                 500   Aa1           AA+
                 150   A1     A+     A+
                 230   A1     A      A
                5000   Aaa    AAA    AAA
                 600          A-     A-
                 500   Aa2    AA-    AA-
                5000          A+     A+
                 175                 A+
                 700   Baa1   A-     BBB+
                1000   Aaa           AAA
                 250   Aaa    AAA    AAA
                 500   A1            A+
                1250   A2     A      A
                4000   Aaa    AAA    AAA
                 200   Aa2           AA-
                1500   A3     A-     A-
             875.956                 NR
               369.6   A1            A+
3/13/2014        150   Aa1    A+     AA-
                4000   Aa2    A+     AA-
                 300   Aaa           AAA
                1000                 AA+
                 300   Aa2           AA
            1762.827   Aa3    A+     A+
                 200   Aaa    AAA    AAA
                5250   Aa1    AA-    AA
                2750   Aa1    AA-    AA
                1750   Aa1    AA-    AA
                 350   Aa1    AA+    AA
                 200                 A+
                 200                 A+
                4000   Aaa    AAA    AAA
                1000   Aaa    AAA    AAA
                 750   A1     AA-    A+
                1500   Aaa           AAA
                 150   Aa2           AA-
                1500   Aa1    AA-    AA
 3/5/2012        200          A+     A+
                 200                 A+
                1000   Baa2   BBB+   BBB
                 300   Aa2           AA
                 200   Aaa    AAA    AAA
                 150   Aa1    AA-    AA
                 500                 A+
                1000                 AA-
                 200                NR
                1000   Aaa   AAA    AAA
                 500                AA
10/1/2010        200   Aa2          AA
                 250                NR
                 500                A+
                 600   Aa3          AA-
                 150                NR
            1089.458   Aa2   AA-    AA-
                 500   Aaa          AAA
                 500                A+
                 550   A3    A-     A-
                 250                AAA
                 200   Aaa          AAA
                2000   Aaa   AAA    AAA
                 200   Aa1   AA-    AA
                1500   Aaa          AAA
                 500   Aa1          AA+
                1000   A3    A-     BBB+
                1000   Aa1   AA     AA
                1000                A+
                 200   Aa2          A+
                 200   Aaa          AAA
                6000   Aaa   AAA    AAA
                1200   Aa2   AA-    AA-
                1300   Aa2   AA-    AA-
                1250   Aaa   AAA    AAA
                 200   Aa2          A+
                 200   Aa2          A+
                 200   Aa2          A+
                 200   Aaa          AAA
                 200   Aa2          A+
                 325   Aaa   AAA    AAA
                 200   Aaa          AAA
                1500   Aaa   AAA    AAA
                1100   A2    A-     A-
                1100   A2    A-     A-
             340.683   Aa1   A+     AA-
                 500   A2    A-     A-
                2000   Aaa   AAA    AAA
                 300   A1           A+
                 179         AA+    AA+
3/12/2012        300   A1    A      A
                 230         A-1+   A+
             384.145                NR
                 300   Aa3          A+
             476.165                NR
                 200   Aa2          A+
                 500   Aa1          AA+
                 250                AA-
                1000   Aaa   AAA    AAA
                2000   Aaa   AA+    AA+
                 250   Aa1    AA-    AA
                5000   Aaa    AAA    AAA
                 500   A3     A-     A-
                 200   Aaa    AA+    AAA
                2800   Aaa    AAA    AAA
                 300   A1            A+
                1250                 AA+
                 300   A1            A+
                3500   Aa1    AA+    AA+
                1500                 NR
                2000   Aa1    AA-    AA
            1352.998                 NR
             913.304   Aa2    AA-    AA-
                 200   Aaa    NR     AAA
                1000   Aaa           AAA
                 150   Aaa           AAA
                 150          AA-    AA-
                 200   Aaa           AAA
                 150   Aaa           AAA
                 200   Aaa           AAA
                 650   Baa2   BBB    BBB
                 300   A1            A+
                 500                 NR
                1000   A2     A-     A-
               969.6   Baa1   BBB+   BBB+
                 500   Aa1           AA+
                 850   Baa2   BBB    BBB
                 200   Aaa           AAA
                 325                 A+
                1250                 AAA
                 950   Aa1    AA     AA
3/13/2014        370                 NR
                1250                 AAA
                 250   Aa1    AA+    AA+
                 350   Aa2    AA-    AA-
                1500   Aaa           AAA
                 150                 NR
                 150                 NR
                 750   A2     A-     A-
                 750   A2     A-     A-
                 200   Aaa           AAA
                1250   Aa1    AA-    AA-
                1000   A1     A+     A+
                 200   Aaa           AAA
                6000   Aaa    AAA    AAA
                 250   Aaa           AAA
                 750   A2     A      A
                1000   Baa1   A-     BBB+
                 400   Aa2    AA     AA
                1250   Aaa    AAA    AAA
                 850   Baa3   BBB    BBB-
                 200   Aaa           AAA
               1250   A2     A      A
                750   A2     A      A
                150                 NR
                150                 NR
                700   A3     A-     BBB+
                300   A1            A+
               1400   Aaa    AAA    AAA
               2000   Aaa           AAA
                150   Aa1           AA+
               2000   Aaa    AAA    AAA
                200   Aa1           AA+
                200   Aaa           AAA
                200   Aa2           A+
3/18/2019   313.745   Aa3    A-     A
3/18/2019     153.7   Aa3    A-     A
              180.5   Aa2    AA-    AA-
                800          AAA    AAA
                200   Aa1           AA+
               1000   Baa1   BBB    BBB
                750   Baa1   BBB+   BBB+
               5000                 A-
               5000                 A-
               2500   Aa1    AA     AA
               2250   Aaa    AAA    AAA
                150                 NR
                200                 A+
                400                 NR
                750   Aa2    AA-    AA-
                220   Aa1           AA+
                650   Baa2   BBB    BBB
                200                 AAA
                200   Aa2           A+
                750   A3     A-     A-
                150                 AAA
                200                 A+
               2000   Aa1    A+     AA-
               1000   Aaa           AAA
                300                 A
               5000                 A-
               1300   A3     A-     A-
                535          AAA    AAA
               5000                 A-
                200          AAA    AAA
               1000   Aaa           AAA
               1000                 AA+
                600   Baa1   BBB+   BBB+
               1000   Aaa           AAA
               2000   Aa1    AA+    AA+
                200   Aa3           A+
               1250   Aaa    AA+    AA+
               1250   Aaa    AA+    AA+
                200          A-2    A+
       200   Aa1    A-2    AA-
       200   Aa2           AA-
      1550   Aaa           AAA
      1000   A1     A+     A+
      1400   Aaa           AAA
       200   Aa2           A+
       600   Aa3           AA-
      1500   A3     A-     A-
       250                 NR
      2000   Aa3    A+     A+
       600   A1     A-     A
      1500   Aa2    AA     AA
      1000                 NR
      1250   A1     A+     A+
       225   A1            A+
       519                 A+
       150                 NR
       500   Baa1   BBB+   BBB+
       165   Aa1           AA+
       250   Aaa           AAA
       150                 NR
       500   Baa1   BBB+   BBB+
       600          BBB-   BBB-
       150          AAA    AAA
       400                 NR
       200   Aa2           A+
       350   Aa3           A+
     358.1   Aaa    AA+    AA+
       200   Aaa           AAA
       233          AA-    AA-
      2000                 AAA
       200   Aa2           A+
      1500   Aa1    AA-    AA-
      5000   Aaa    AAA    AAA
      1500   Aaa    AAA    AAA
      1000   A3            A-
       190   A2     A-     A-
       800   A3            A-
       250                 NR
      1000   Aa1           AA+
       230   Aaa    AAA    AAA
       250                 A+
       150          AAA    AAA
       167                 A+
       600                 A+
      1000   A3            A-
       700                 NR
       400   Aa2           A+
      2500   Aaa    AA+    AA+
975.30225                  AA
       150                 NR
       500          A      A
 500          A      A
1000   Aaa    AAA    AAA
1350   A1     A+     A+
 500          BBB+   BBB+
 200   Aa2    A+     AA-
 250                 NR
 500   Baa2   BBB    BBB
1250   Aa1           AA+
 200   Aaa           AAA
 150   Aa1           AA+
 300          AA+    AA+
 750   Baa2          BBB
 965          AAA    AAA
 300   A1            A+
 250   Aaa           AAA
1000   Aa1    AA-    AA
 200   Aa2    A+     AA-
 200   Aa2    A+     AA-
1250   Aaa           AAA
 600   Aa3           AA-
 200                 A+
 500          AAA    AAA
 500          AAA    AAA
 500          AAA    AAA
 500   Aa1           AA+
 200   Aaa           AAA
 200   Aa2           A+
 200   Aaa           AAA
 650   Baa1   BBB    BBB
1000   A1            A+
 250   Aa2           AA-
 250   Aa2           AA-
 750   A2     A      A
 500   A2     A      A
 600   A2     A+     A
 200                 AA+
 500          A-     A-
 200   Aa2           A+
1250   Aa1    AA     AA
5000   Aaa    AAA    AAA
 200   Aaa           AAA
 800   A2     A+     A
 500          A-     A-
 560          A+     A+
 500   A1     A      A
5000                 A-
5000                 A-
1000   Aaa           AAA
 200   A1            A+
5000                 A-
5000                 A-
 200   A1            A+
                200   Aaa           AAA
               5000                 A-
               5000                 A-
            692.206   Aa3    A+     AA-
               1000          A+     A+
                230                 AA+
                200   Aa2           A+
                165   Aa3           A+
                200   Aaa           AAA
                500                 AA
                150          A-     A-
                150                 NR
               1250   Aa3    A+     A+
               1250   A3     BBB+   BBB+
                750   A3     BBB+   BBB+
                300   A1            A+
               1500   Aa1    AA     AA
                750   Baa2   BBB    BBB-
                150                 NR
                250                 NR
               1500   Aa3    AA-    AA-
               1000                 NR
                700                 NR
                700                 NR
            774.326   Aa3    A+     AA-
6/20/2013       330                 NR
               1000   Aa3    A      A+
                200   Aa2    A+     AA-
                200   Aa2           A+
                500          AA     AA
                250   Aa1    AA-    AA
                500   Aa2    A+     AA-
               2000   Aaa    AA+    AA+
                280   A1            A+
               1000   Aa1    AA-    AA
                600   Aa3           AA-
                200   A1            A+
               1000   Aa3    A      A+
                200                 NR
               1500   Aa2    A+     AA-
                500   Baa2   BBB    BBB
                400   A3     A      A-
               1000   Aaa    AAA    AAA
               1500   Aaa    AAA    AAA
               1100                 NR
                300   Aa1           AA+
                500                 AA
               1750                 AAA
               1000   A3     A-     A-
                160                 A+
               1100                 NR
               1500   Aaa    AAA    AAA
              210   Aaa    AAA    AAA
              150   Aa3           A+
             2500                 A-
              200                 A+
4/15/2013     250   B2     B-     B-
             1000   Aa3    A      A+
             1250   Aa2    AA-    AA-
              275   Aa2    AA     AA
              160                 A+
              600          BBB    BBB
              200   Aaa    AA+    AAA
              750   A3     BBB    BBB+
             5000   Aaa    AAA    AAA
              160          AAA    AAA
             1000   Baa2   BBB    BBB
              150                 A+
              200   Aa3           AA-
              250   Aaa           AAA
             1000   Aa2    AA     AA
             2000   Aaa    AAA    AAA
              500          A-2    NR
             1000                 AA-
            155.8                 AA
             1000   Aaa           AAA
              150   Aaa    AAA    AAA
              500   Aa1           AA+
              200                 A+
              400   Aa2           A+
              200   Aa2           A+
             1250   A3     A      A
              150   A3     A-     A-
              150                 NR
             1250   Aaa           AAA
             4000   Aaa    AAA    AAA
              150   Aaa    AAA    AAA
              200   Aaa           AAA
              200   A2            A
              500   Aa2    A+     AA-
              500   Baa1   BBB+   BBB+
             1000          A-     A-
              300   Aa1           AA+
              500   Baa1   BBB+   BBB+
              150                 NR
              200   Aaa    AAA    AAA
             1500   A1     A      A
              200   Aaa    AAA    AAA
             1500   A3     A-     A-
             5000   Aaa    AAA    AAA
             3000   Aaa    AAA    AAA
             1500   Aaa    AAA    AAA
             1000   A1     A      A+
             2000   Aa1    AA     AA
       1000   Aaa    AA     AA
       1000   Aa1    A+     AA-
       1000                 AA-
   205.576                  NR
160.419335                  NR
       1500   Aaa           AAA
        195   Aa3           A+
      336.6   Aa1    AA-    AA
        250   Aaa    A-1+   AAA
       3000                 A-
        200          BBB-   BBB-
        400                 A+
        150                 NR
        400                 A+
        400   A1     A      A
        200   Aa2           A+
        200   Aaa           AAA
        250   Aaa           AAA
        250          AAA    AAA
        200   Aaa           AAA
        400   Aaa    AA+    AA+
        750   A3     BBB    BBB+
       2000   Aa1    AA-    AA-
        200   Aaa           AAA
        200   Aa2           A+
       1750   A3     A-     A-
       1500          AA     AA
       1350   A2     A-     A-
        500                 AA+
        270                 NR
        500   Aaa    AAA    AAA
       1250   A3     A-     A-
       1500   A1     AA-    A+
       1500   A1     AA-    A+
        200   A1            A+
        300   A1            A+
       1500   Aaa    AAA    AAA
        300   A1            A+
        750                 AAA
       2500   Aa1    AA+    AA+
       2500   Aa1    AA+    AA+
        750   A3     BBB    BBB+
        250   A3     A      A-
       1000   Aaa    AAA    AAA
        500   Aa1    AA-    AA
        500   Aa1    AA-    AA
        150          AA-    AA-
        750   A2     A-     A-
        150   Aaa    AA+    AA+
        150                 NR
        300   A3            A-
        750   Baa1   BBB+   BBB+
                   500   Aaa           AAA
                  2500                 A-
                   550   Aa1    AA     AA
                   200                 NR
                   150          AAA    AAA
                   200                 AAA
                   200                 A+
                   300   A1     A      A
                  4000                 A-
                   250                 NR
                   750   Aaa    AA+    AA+
                   150   Aaa    NR     BB+
                   300   Aaa           AAA
                   200                 A+
                   200   Aaa           AAA
                  1500   Aaa           AAA
                  5000                 A-
                  5000                 A-
                  2000   Aaa    AA+    AA+
                   150                 AA+
                  1500   Aa2    A+     A+
                   200   Aaa    AA+    AA+
11/22/2010   464.18569                 AA-
                   200                 AA-
                  3000   Aaa    AAA    AAA
                   600   A2            A
                  2500   Aaa    AAA    AAA
                  5000   Aaa    AAA    AAA
                   500   Baa1   BBB+   BBB+
                  1000   Aaa    AA     AA+
                   300                 A+
                   300   Aa1    AA+    AA+
                   600   A1     A+     A+
                  1500   Aaa    AAA    AAA
                   650   Aaa    AAA    AAA
                  1500   Aaa    AAA    AAA
                  1000   Aa1    AA+    AA+
                  1500   Aa1           AA+
                  1000   A1     A+     A+
                  1000   Aa2    AA+    AA
                   250   Aa1    AA+    AA+
                   250          BBB-   BBB-
                   500   A3     A-     A-
                   500                 AA-
                   200   Aaa           AAA
                   200   Aaa    AAA    AAA
                  1250   Aaa    AAA    AAA
                  5000   Aaa    AAA    AAA
                   750   A2     A      A
                   500   Aaa    AAA    AAA
                   500   A3     BBB+   BBB+
                  1000   A3     A-     A-
     300          AA     AA
    1250          AAA    AAA
3690.285                 NR
     350   Aa1           AA+
     700                 NR
    1500   Aaa    AAA    AAA
     500   A1     BBB+   A-
     200   Aa3           A+
     500   Aa3           A+
    1500   Aa3    A+     AA-
     200   Aaa           AAA
     200   Aaa           AAA
     600   A2     A-     A-
     250   Aa1           AA+
     500                 AA
    1250   Aa2    AAA    AA+
     750   Aa1    AA-    AA
     500                 A-
     200   Aaa    NR     BB+
    2000   A1     A+     A+
 232.445   Ba2    BB-    BB-
     500                 A-
     200                 A+
     200                 A+
     200                 A+
    1000   A1     A      A
     450   Aaa    AAA    AAA
     500   A2     A      A
     200   Aaa           AAA
     300                 AA
     200                 A+
     666                 A-
     350   A2            A
     500   A1     A+     A+
    3000   Aa3    AA-    AA-
     200   A2            A
     175   A3     A      A-
    1500   Aaa    AAA    AAA
    1750   Aaa    AAA    AAA
    1000   Baa3   BBB-   BBB-
     500   A2     A      A
     500   A3     BBB    BBB+
     250                 A+
     750   A2     A      A
     200                 A+
    1250   Aa1    AA+    AA+
    2000   Aa1    AA-    AA
    1250   Aaa    AAA    AAA
     150   A3     A      A-
     300                 AA
     200   Aaa           AAA
     200   Aaa           AAA
            1000   Baa3          BBB-
            1000   Aaa    AAA    AAA
             500   Aaa    AAA    AAA
             500   Baa1   A-     BBB+
             200   Aaa    AAA    AAA
 7/8/2011    200   Aa2           AA-
             200                 A+
             150                 A+
             750   Baa1   BBB+   BBB+
             230   A3     A-     A-
             150                 A-
             300   A1            A+
             300   A1            A+
            1250   A1     A      A+
             200                 NR
             300   A1            A+
4/15/2013    150   B2     B-     B-
             300   Aa2    A+     AA-
             200                 A+
             200   Aaa           AAA
             200                 NR
             150   A2            A-
             200          AAA    AAA
             200                 AA-
             200                 AA-
            7000   Aaa    AA+    AA+
             150   Aa1    A+     AA-
            1000          AAA    AAA
             500   Baa1   BBB+   BBB+
             200                 AA
            1500   Aa3    A+     A+
             150                 AA-
             200   Aaa           AAA
             400          A      A
            1000   Aaa           AAA
            1000   Baa3   BBB    BBB
            1500   Baa3   BBB    BBB
             250          A-     A-
             250   A3            A-
            1000   Aaa           AAA
             200   Aa1    AA-    AA
            1000   Aa2    A+     A+
             173   Aa3    A      A+
             150                 A
             750   Baa3   BBB    BBB-
             150   A3     A      A-
            1850   Aa2    AAA    AA
            1500   Aa3    A+     A+
            2000   Aa2    AAA    AA
             150                 AA+
            2000   Aa2    AAA    AA
             200                 AA+
            3250   Aa2    A+     AA-
             800   Ba1    BB+    BB+
             200                 A+
            1750   Aa3    A      A+
             200                 A+
             500   A2     BBB+   A-
             300                 NR
             400                 A+
             200   Aaa           AAA
 7/1/2014    290                 NR
             500                 NR
             500                 NR
             300   Baa2   BBB    BBB
             500   Baa3   BBB-   BBB-
             200   Aaa           AAA
 7/1/2014    210                 NR
8/15/2013    180   B2     B-     B+
            1000   Aaa    AAA    AAA
             500   Aa1    AA     AA
            1250   Aaa    AAA    AAA
             150   Aaa           AAA
             500                 NR
             150   Aaa    AAA    AAA
            1000   Aaa    AAA    AAA
            1000   Aaa    AAA    AAA
             155                 A-
            1500   Aa2    AA-    AA-
             625                 A
             300   A3     A      A-
            1750   A1     A+     A+
            1500   A2     A      A
             290   Aa1    AA+    AA+
1/31/2011    150          BB     BB
            3000   Aaa    AAA    AAA
             500          AA-    AA-
             600          AA-    AA-
            1000   Aa3    AA-    AA-
             600   Aa1           AA+
             200   Aaa    AA+    AA+
             200   Aaa           AAA
             300                 NR
             200   Aaa    AAA    AAA
             200   Aaa           AAA
             150                 NR
             500   A2     BBB    BBB+
             260                 AAA
             150                 A+
             250   A3     BBB    BBB+
             600   Baa2   BBB    BBB
             200                 A+
            1000   Aa3    A      A+
             200                 AA-
              500                 NR
              450   Aa1    AA     AA
              150                 AA-
              250          A      A
              200                 AA
              525                 A+
              400                 NR
              250   Aa3    A+     AA-
              400                 NR
              400                 NR
              300                 A+
6/30/2013     200   Ba3    BB-    BB-
              200                 A+
              230          BBB+   BBB+
              500   Aa1    AA+    AA+
              500                 AA
              150                 A
              200                 A+
              200   Aaa           AAA
            426.7                 NR
              400                 NR
              150   Aaa           AAA
              750          A-     A-
             1500   A1     A      A
              500                 AA-
             1000   Baa3   BBB-   BBB-
              150   Aaa    AAA    AAA
             1000   Aaa           AAA
             1250   Aaa           AAA
             1500   A3     A      A-
              300                 AAA
              250   Aaa    AAA    AAA
              200                 A+
              200                 A+
              550   A2     A-     A-
             1500                 NR
              300                 NR
              200                 A+
              200                 NR
              150                 AA-
              150                 A-
              200   Aaa           AAA
              200                 A+
              200                 A+
             2000   Aaa           AAA
              500                 NR
             2295          AAA    AAA
              250                 A+
6/24/2016     580                 AA
              176                 AA
              203                 NR
              200                 A+
            200   Aa1    AA-    AA
            600   Baa1   BBB+   BBB+
            750   Baa3   BBB-   BBB-
            250   A3            A-
           1250   Aaa           AAA
            200                 A+
            250                 NR
           1000   A2     A+     A
            200                 A+
           2000   Aa3    A+     A+
            200                 A+
            250                 A+
            150                 A-
            350   Aa1    AA+    AA+
            750                 NR
            250                 AAA
           2250   Aaa    AAA    AAA
            250                 A+
            200                 A+
            250                 A+
            250                 A+
           1250   Baa3   BBB    BBB-
            700          AA+    AA+
            200   Aaa    AAA    AAA
            200                 A+
            200                 A+
            200                 A+
            350   Baa2   BBB    BBB
            200                 A+
            200   Aa1    AA     AA
           1000   A1     A      A
           1000   Aa3    A      A+
           5000                 A-
           5000                 A-
           5000                 A-
           5000                 A-
            300                 A+
            300                 A+
            200                 A+
            200   Aa2           AA
            850   A1     A      A
            200   Aa2           AA
            150   A1            A+
            500                 NR
7/1/2013    300   Ba3    BB     BB-
            150   Aa3           AA-
            150                 AAA
            200                 A+
            200   Aa2           AA
            750          BBB-   BBB-
           5000   Aaa    AAA    AAA
            200                 A+
                500   A2     AA-    A+
               1250   Aaa    AAA    AAA
                300                 NR
                600   A2     A+     A
                200   Aa1    AA     AA
               1000   Aa1           AA+
            868.518   A1     A-     A
                500   A2     AA-    A+
                200                 NR
                200                 A+
                150   A2     A      A
                500   A2     A      A
               6000   Aaa    AA     AA+
                200                 A+
                220                 NR
6/30/2014       365                 NR
                500          AAA    AAA
                200                 A+
               1500   Aaa    AAA    AAA
                300                 NR
               2000   Aaa    AAA    AAA
                500   Baa2   BBB+   BBB
                750          AA-    AA-
               2000                 NR
                500                 NR
               1250   Aaa    AAA    AAA
                200   Aa1           AA+
                150                 NR
               1500   Aaa    AAA    AAA
                200   Aaa    AA-    AA
                250                 A+
               1000   Aaa    AAA    AAA
                500                 AA+
                200   Aaa    AA+    AA+
                250                 AA+
                250                 AA+
               1000                 NR
                200                 A+
                200                 A+
                200   Aa1           AA+
               1000   Aa2    AA-    AA-
                200                 A+
                300   A1     A+     A+
                250   Aaa    AA     AA+
               1000   Aaa    AAA    AAA
                150                 AA-
                200   Aa1           AA+
               2000   Aaa    AAA    AAA
                800   Aa2    A+     AA-
                600   Aa3           AA-
                200                 A
                200                 AA-
             1000   Aaa    AAA    AAA
              200                 AA-
              200                 NR
              600   Aa3           AA-
              200   Aa3           AA-
             1600   A1     A+     A+
              300                 AA-
              500                 NR
              250                 A+
             1000                 AA-
              150                 NR
              300                 NR
              175          BB     BB
              500                 AA
              650   Baa2   BBB    BBB
              150                 NR
             2000   Aa2    A+     AA-
             2000                 NR
              750   A2     A-     A-
              175                 NR
7/15/2013    1250   B2     BB-    B+
              300   A3     A-     A-
              475   Aaa    AA     AA+
              750   Baa3   BBB    BBB-
              200                 A+
              600   A2     A-     A-
              200                 A+
            173.4   Aa1    AA-    AA
              200                 NR
              250   Aaa    AAA    AAA
             1000   Aaa    AAA    AAA
              150   Aaa    AAA    AAA
              500          BBB+   BBB+
              500   Aaa           AAA
              250                 NR
             2000   Aaa    AAA    AAA
              500                 NR
              250   A3     BBB+   BBB+
              200                 A+
              200                 A+
              500   A2     A-     A-
              750   Aaa    AA+    AA+
             1250   Aaa    AA+    AA+
             1000   Aaa    AAA    AAA
              750   Aaa    AAA    AAA
              600   Baa2   BBB    BBB
              500                 AA
              200   A1     A+     A+
              500   Aaa           AAA
              500   Aa2    AA     AA
              840   A1     A      A
             1000   Aaa    AAA    AAA
                 200                 NR
                 750   A2     A      A
                1000   A1     A      A+
                 750   Baa3   BBB-   BBB-
                 750                 AA+
                 500   A3            A-
                3000   Aaa    AAA    AAA
                 200                 A+
                 155   A2     A-     A-
                1000   Aaa           AAA
                 500   Aaa    AAA    AAA
             290.343   Aa3    A+     A+
                1250   Aaa    AAA    AAA
                1000   Aa1    AA     AA
                 850   Aa2    AA-    AA-
                 150   A1     A      A
                1000   Baa1   BBB+   BBB+
                 150   A3     BBB+   BBB+
                 225   Aaa           AAA
               162.3   A2     A-     A-
                 150   Aaa    AAA    AAA
                1085          AAA    AAA
                 150                 NR
                1085          AAA    AAA
                 255                 AAA
                1000                 AA+
                1000   Aaa    AAA    AAA
                 250                 A+
                 500                 A-
                 150   Aa2    AA-    AA-
                1200   Aa2    AA-    AA-
                 500   Aaa           AAA
                 250                 NR
                 200                 A+
                 200                 A+
                 200                 A+
                 200                 A+
                 250   Aaa    AAA    AAA
                 300                 A+
                3000   Aaa    AAA    AAA
                 250                 NR
                1500   Aa3    AA     AA-
                2700   Aaa    AAA    AAA
              301.45                 NR
                1250   Aaa    AAA    AAA
                 700   Baa2   BBB+   BBB
                 200   Aa3           AA-
12/15/2011       525          B      B
                 800   Aaa    AAA    AAA
                 500                 AAA
                1500   Aa2    AA     AA
                 229                 NR
             301.45                 NR
                285                 NR
              355.9                 NR
              245.7                 NR
                150                 A+
               1000   Aa1    AAA    AA+
                500   Aaa    AA+    AA+
               1000   Baa1   BBB-   BBB
                200                 NR
               1000   Aaa    AAA    AAA
               2000   Aa2    AA+    AA
                500   Aa1    AA-    AA
                250                 NR
                800   Aaa    AAA    AAA
                350   Baa1   BBB+   BBB+
                200          BB+    BB+
 7/24/2019      425   A3     A      A-
               1450   Aaa    AAA    AAA
                300   Aa1           AA+
                200                 A+
                200   Aaa    AAA    AAA
                200                 A+
                850   Baa1   BBB    BBB
                500   Aaa           AAA
                150   A3            A-
 7/27/2014   449.25   Aa3    AA-    AA-
 1/25/2011     3000   Aaa           AAA
               1250   Ba1    BB+    BB+
                250                 NR
                300                 A+
10/29/2014      300          BB-    BB-
                500   Aaa    AAA    AAA
                500                 A+
                500                 A+
                200                 A+
                200                 A+
                300                 AA-
  8/1/2012      350   Ba2    BB     BB
                400                 AA
                600                 NR
                250   Aaa    AA+    AA+
                500                 AA
                200                 A+
                275                 AA
               1000   Aa2    AA     AA
                250          AA+    AA+
                200   Aaa    AA+    AA+
                200   Aaa    AA+    AA+
               2000   Aa1    AA-    AA
                200                 A+
                200                 A+
                300                 A+
                  500   Aaa        AAA        AAA
                  300                         A+
                  250   Aaa        AAA        AAA
                  300                         A+
                 1750   A3         A          A
                 1000   A2         A-         A-
                  500   A1         BBB+       A-
                 1000   Aa2        AA-        AA-
                  150                         AA-
                 2000   Aa1                   AA+
                 1000   A1         A+         A+
                  700                         NR
                  150                         A+
                 2000   Aa1        A+         AA-
                 1000   A1         A+         A+
                247.9   #N/A N/A   #N/A N/A   #N/A N/A
                  500   #N/A N/A   #N/A N/A   #N/A N/A
                  250   Aaa        AA+        AA+
                  150   #N/A N/A   #N/A N/A   #N/A N/A
                 2000   #N/A N/A   #N/A N/A   #N/A N/A
                  150   Baa1       BBB        BBB
                  250   Aa2        #N/A N/A   AA-
                  200   #N/A N/A   #N/A N/A   #N/A N/A
                 1200   #N/A N/A   #N/A N/A   #N/A N/A
                  300   #N/A N/A   #N/A N/A           #N/A
                  500   #N/A N/A   #N/A N/A   #N/A N/A
                  250   #N/A N/A   #N/A N/A   #N/A N/A
                  200   #N/A N/A   #N/A N/A   #N/A N/A
                  200   #N/A N/A   #N/A N/A   #N/A N/A
10/26/2019   386.3055   #N/A N/A   BBB+               #N/A
                  500   #N/A N/A   #N/A N/A   #N/A N/A
                  500   #N/A N/A   #N/A N/A   #N/A N/A
                  200   #N/A N/A   #N/A N/A   #N/A N/A
                  350   #N/A N/A   #N/A N/A   #N/A N/A
                  300   A1         A          A
                  500   Aaa        AAA        AAA
                 1000   A1         BBB+       A-
                  200   #N/A N/A   #N/A N/A   #N/A N/A
 9/30/2019     374.45   A2         BBB-       BBB+
                  200   Aaa        AAA        AAA
10/26/2009        600   #N/A N/A   BBB                #N/A
                  200   #N/A N/A   BBB-               #N/A
                  200   #N/A N/A   #N/A N/A   #N/A N/A
                  250   #N/A N/A   BBB                #N/A
                  200   #N/A N/A   #N/A N/A   #N/A N/A
                 1000   A1         A+         A+
                  250   #N/A N/A   BBB                #N/A
                  200   #N/A N/A   BBB-               #N/A
                  750   Aa1        AA-        AA
                  250   #N/A N/A   #N/A N/A   #N/A N/A
                  200   #N/A N/A   #N/A N/A   #N/A N/A
                  750   #N/A N/A   #N/A N/A   #N/A N/A
                250   Aaa        AAA        AAA
                150   #N/A N/A   #N/A N/A   #N/A N/A
                150   #N/A N/A   #N/A N/A   #N/A N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
                300   Baa1       #N/A N/A           #N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
               1250   Aa2        A+         AA-
                600   #N/A N/A   #N/A N/A           #N/A
                200   Aaa        #N/A N/A           #N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
                150   #N/A N/A   #N/A N/A           #N/A
                200   Aa3        A-         A
               2000   Aa1        AA-        AA
               1000   Aa1        AA         AA
                250   #N/A N/A   #N/A N/A   #N/A N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
                300   #N/A N/A   #N/A N/A   #N/A N/A
                175   Baa2       BBB        BBB
                500   Aaa        #N/A N/A           #N/A
                300   #N/A N/A   #N/A N/A   #N/A N/A
                250   Aaa        #N/A N/A           #N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
                500   Aaa        AAA        AAA
                150   #N/A N/A   #N/A N/A   #N/A N/A
                300   A1         #N/A N/A           #N/A
                300   A1         #N/A N/A           #N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
            578.155   Aa2        AA-        AA-
                150   #N/A N/A   #N/A N/A   #N/A N/A
                200   Aaa        #N/A N/A           #N/A
               2000   A3         BBB+       BBB+
               1000   #N/A N/A   #N/A N/A   #N/A N/A
                250   #N/A N/A   #N/A N/A   #N/A N/A
                200   #N/A N/A   #N/A N/A   #N/A N/A
                300   #N/A N/A   #N/A N/A   #N/A N/A
3/31/2015      1250   Aa3        BBB+       A
 9/4/2019      1000   A1         BBB+       A-
                750   A2         BBB+       A-
               1500   Aa3        A+         A+
                250   #N/A N/A   #N/A N/A   #N/A N/A
       Pays          Leads            Industry Group           Industry Subgroup
#N/A N/A      NORDLB            Banks                    Regional Banks-Non US
GERMANY       LBB               Banks                    Commer Banks Non-US
GERMANY       LBBW              Banks                    Regional Banks-Non US
GERMANY       LBBW              Banks                    Regional Banks-Non US
GERMANY       DZBK              Banks                    Mortgage Banks
GERMANY       LBBW              Banks                    Regional Banks-Non US
GERMANY       HELABA            Banks                    Regional Banks-Non US
GERMANY       DZBK-sole         Banks                    Mortgage Banks
GERMANY       BAYLB             Banks                    Regional Banks-Non US
GERMANY       BAYLB             Banks                    Regional Banks-Non US
GERMANY       HELABA            Municipal                Municipal-County
FRANCE        SOCGEN            Banks                    Diversified Banking Inst
GERMANY       NORDLB            Banks                    Regional Banks-Non US
GERMANY       NORDLB            Banks                    Regional Banks-Non US
GERMANY       WESTLB            Banks                    Money Center Banks
FRANCE        JOINT LEADS       Gas                      Gas-Distribution
FRANCE        JOINT LEADS       Banks                    Special Purpose Banks
GERMANY       JOINT LEADS       Diversified Finan Serv   Diversified Finan Serv
GERMANY       NORDLB            Banks                    Regional Banks-Non US
ITALY         HVB,SOCGEN        Banks                    Diversified Banking Inst
FRANCE        JOINT LEADS       Electrical Compo&Equip   Power Conv/Supply Equip
FRANCE        HSBCL-sole        Banks                    Commer Banks Non-US
GERMANY       COBA,ING,RBS      Electric                 Electric-Integrated
FRANCE        JOINT LEADS       Gas                      Gas-Distribution
GERMANY       BAYLB             Banks                    Regional Banks-Non US
GERMANY       NORDLB            Municipal                Municipal-County
GERMANY       NORDLB            Municipal                Municipal-County
GERMANY       JOINT LEADS       Auto Manufacturers       Auto-Cars/Light Trucks
BRITAIN       JOINT LEADS       Telecommunications       Cellular Telecom
GERMANY       LBBW              Banks                    Regional Banks-Non US
GERMANY       NORDLB            Banks                    Regional Banks-Non US
AUSTRIA       BNPPAR,HSBCL,MS   Sovereign                Sovereign
GERMANY       LBBW              Banks                    Regional Banks-Non US
GERMANY       LBBW              Banks                    Regional Banks-Non US
IRELAND       JOINT LEADS       Sovereign                Sovereign
PORTUGAL      JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY       DSB               Banks                    Commer Banks Non-US
GERMANY       LBBW              Banks                    Regional Banks-Non US
FRANCE        JOINT LEADS       Gas                      Gas-Distribution
GERMANY       BAYLB             Banks                    Regional Banks-Non US
FRANCE        JOINT LEADS       Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY       BAYLB             Banks                    Regional Banks-Non US
GERMANY       NORDLB            Banks                    Regional Banks-Non US
GERMANY       DZBK              Banks                    Cooperative Banks
GERMANY       LBBW              Municipal                Municipal-County
ITALY                           Banks                    Commer Banks Non-US
GERMANY       BAYLB             Banks                    Regional Banks-Non US
SPAIN         JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY       HYPORE            Banks                    Mortgage Banks
ITALY                             Banks                    Money Center Banks
GERMANY          BAYLB            Banks                    Regional Banks-Non US
GERMANY          BAYLB            Banks                    Regional Banks-Non US
GERMANY          BAYLB            Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY          LBBW             Municipal                Municipal-County
GERMANY          NRW              Banks                    Special Purpose Banks
PORTUGAL         JOINT LEADS      Banks                    Commer Banks Non-US
BELGIUM          KBC BK           Banks                    Money Center Banks
ITALY            MBCINT           Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY          LBB              Banks                    Commer Banks Non-US
GERMANY          JOINT LEADS      Municipal                Municipal-County
UNITED KINGDOM   RBS              Banks                    Commer Banks Non-US
GERMANY          LBBW             Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS      Auto Manufacturers       Auto-Cars/Light Trucks
GERMANY          BNPPAR,DB        Media                    Publishing-Periodicals
GERMANY          BNPPAR,JPM,RBS   Telecommunications       Telephone-Integrated
BRITAIN          JOINT LEADS      Electric                 Electric-Transmission
FRANCE           JOINT LEADS      Food Service             Food-Catering
GERMANY          BAYLB            Banks                    Regional Banks-Non US
NETHERLANDS      CS,JPM,ML,RABO   Banks                    Commer Banks Non-US
SPAIN            BNPPAR,DB,GS     Sovereign                Sovereign Agency
GERMANY          NORDLB           Banks                    Regional Banks-Non US
GERMANY          LBBW             Banks                    Regional Banks-Non US
GERMANY          LBBW             Banks                    Regional Banks-Non US
FRANCE           JOINT LEADS      Media                    Multimedia
NETHERLANDS      BARCBK,CS,DB     Banks                    Special Purpose Banks
GERMANY          BNPPAR,CS,DB     Banks                    Special Purpose Banks
SNAT             JOINT LEADS      Multi-National           Supranational Bank
GERMANY          JOINT LEADS      Banks                    Regional Banks-Non US
GERMANY          BAYLB            Banks                    Regional Banks-Non US
GERMANY          BAYLB            Banks                    Regional Banks-Non US
FRANCE           JOINT LEADS      Building Materials       Bldg&Construct Prod-Misc
SPAIN            CAJAMM           Banks                    Commer Banks Non-US
CANADA           JOINT LEADS      Diversified Finan Serv   Diversified Finan Serv
DENMARK          JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY          NORDLB           Banks                    Regional Banks-Non US
FRANCE           JOINT LEADS      Telecommunications       Telephone-Integrated
GERMANY          LBBW             Banks                    Regional Banks-Non US
GERMANY          LBBW             Banks                    Regional Banks-Non US
GERMANY          U-HVB            Banks                    Commer Banks Non-US
GERMANY          LBBW             Banks                    Special Purpose Banks
GERMANY          NORDLB           Banks                    Regional Banks-Non US
GERMANY          DB,HSBC,LBBW     Municipal                Municipal-County
GERMANY          HELABA           Banks                    Regional Banks-Non US
GERMANY          NORDLB           Banks                    Regional Banks-Non US
FINLAND          BNPPAR           Sovereign                Sovereign
GERMANY          HELABA           Banks                    Regional Banks-Non US
GERMANY          DZBK             Banks                    Commer Banks Non-US
ITALY            GS               Telecommunications       Telephone-Integrated
UNITED STATES    JOINT LEADS      Diversified Finan Serv   Special Purpose Entity
GERMANY          U-HVB            Banks                    Commer Banks Non-US
GERMANY         DB,HSBC,LBBW      Municipal                Municipal-County
GERMANY         JOINT LEADS       Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
FRANCE          CALYON,RBS,SG     Electric                 Electric-Integrated
GERMANY         NORDLB            Banks                    Regional Banks-Non US
SLOVAKIA                          Sovereign                Sovereign
FRANCE          BNPUK             Banks                    Diversified Banking Inst
GERMANY         NORDLB            Banks                    Regional Banks-Non US
AUSTRIA         JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
DENMARK         GS                Banks                    Commer Banks Non-US
FRANCE          CALYON,RBS,SG     Electric                 Electric-Integrated
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         WESTLB            Banks                    Money Center Banks
GERMANY         LBBW              Banks                    Regional Banks-Non US
FRANCE          BNPPAR,CS         Transportation           Transport-Rail
AUSTRIA         JOINT LEADS       Telecommunications       Telephone-Integrated
UNITED STATES   BNPPAR,DB,ML      Diversified Finan Serv   Finance-Consumer Loans
BRITAIN         LLOYDS,ML,UBS     Banks                    Money Center Banks
BRITAIN         BNPPAR,ML,UBS     Banks                    Commer Banks Non-US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
NETHERLANDS     MS                Auto Manufacturers       Auto-Cars/Light Trucks
GERMANY         NRW               Banks                    Special Purpose Banks
GERMANY         DB                Banks                    Money Center Banks
GERMANY         BAYLB             Banks                    Regional Banks-Non US
SPAIN           JOINT LEADS       Telecommunications       Telephone-Integrated
GERMANY         JOINT LEADS       Electric                 Electric-Integrated
GERMANY         LBBW              Municipal                Municipal-County
NETHERLANDS     HSBC,MS,RBS       Banks                    Special Purpose Banks
FRANCE          ML,SOCGEN         Diversified Finan Serv   Finance-Other Services
GERMANY         COBA,DZBK,U-HVB   Municipal                Municipal-County
FRANCE          JOINT LEADS       Diversified Finan Serv   Special Purpose Entity
DENMARK         JOINT LEADS       Banks                    Commer Banks Non-US
IRELAND         DEPFAB            Banks                    Commer Banks Non-US
AUSTRIA         JOINT LEADS       Banks                    Special Purpose Banks
FRANCE          CALYON,GS,HSBCL   Banks                    Special Purpose Banks
BELGIUM         JOINT LEADS       Beverages                Brewery
GREECE          JOINT LEADS       Sovereign                Sovereign
BELGIUM         JOINT LEADS       Beverages                Brewery
FRANCE          JOINT LEADS       Food                     Food-Retail
GERMANY         BARCLY,DB,MS      Banks                    Special Purpose Banks
GERMANY         JOINT LEADS       Banks                    Special Purpose Banks
GERMANY         HELABA            Banks                    Regional Banks-Non US
NETHERLANDS     HSBCL             Auto Manufacturers       Auto-Cars/Light Trucks
FRANCE           FORTIS,ING        Gas                      Gas-Distribution
GERMANY          HSBC,RBS,WESTLB   Municipal                Municipal-County
ITALY            INTES             Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY          HELABA            Municipal                Municipal-County
NETHERLANDS      JOINT LEADS       Banks                    Commer Banks Non-US
POLAND           CITI,ING,SG       Sovereign                Sovereign
GERMANY          NORDLB            Banks                    Regional Banks-Non US
ITALY            JOINT LEADS       Oil&Gas                  Oil Comp-Integrated
FRANCE           JOINT LEADS       Sovereign                Sovereign Agency
GERMANY          BAYLB             Banks                    Regional Banks-Non US
FRANCE           JOINT LEADS       Transportation           Transport-Rail
AUSTRIA          RZB               Banks                    Commer Banks Non-US
ITALY                              Banks                    Commer Banks Non-US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
ITALY            INTES             Banks                    Commer Banks Non-US
IRELAND          BNPUK             Diversified Finan Serv   Special Purpose Entity
GERMANY          NRW               Banks                    Special Purpose Banks
SWEDEN           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          LBBW              Banks                    Regional Banks-Non US
GERMANY          HSH               Municipal                Municipal-County
UNITED STATES    JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
SPAIN            CALYON-sole       Municipal                Municipal-County
CAYMAN ISLANDS   JOINT LEADS       Water                    Water
GERMANY          WESTLB            Banks                    Money Center Banks
GERMANY          DB                Auto Manufacturers       Auto-Cars/Light Trucks
UNITED STATES    JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
SPAIN            JOINT LEADS       Banks                    Regional Banks-Non US
AUSTRIA          JOINT LEADS       Banks                    Commer Banks Non-US
FINLAND          CITI,DB,GS,JPM    Telecommunications       Wireless Equipment
FRANCE           DB,NATIX,SG       Lodging                  Hotels&Motels
NETHERLANDS      DB,FBNL,ING,JPM   Telecommunications       Telephone-Integrated
PORTUGAL         JOINT LEADS       Transportation           Transport-Rail
BELGIUM          DCM               Banks                    Special Purpose Banks
NETHERLANDS      JOINT LEADS       Telecommunications       Telephone-Integrated
GERMANY          DSB               Banks                    Commer Banks Non-US
SLOVENIA         JPM,SG,UNICRE     Sovereign                Sovereign
FINLAND          CITI,DB,GS,JPM    Telecommunications       Wireless Equipment
GERMANY          BNPPAR,HSBC       Diversified Finan Serv   Special Purpose Entity
GERMANY          ML-sole           Auto Manufacturers       Auto-Cars/Light Trucks
AUSTRIA          RZB               Banks                    Commer Banks Non-US
GERMANY          BAYLB             Municipal                Municipal-County
NETHERLANDS      BCLY,ML           Telecommunications       Telephone-Integrated
ITALY            B.IMI             Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY          LBBW              Banks                    Special Purpose Banks
GERMANY          DZBK              Banks                    Regional Banks-Non US
GERMANY          HYPORE            Banks                    Mortgage Banks
GERMANY          MHYP              Banks                    Mortgage Banks
SPAIN                              Diversified Finan Serv   Special Purpose Entity
GERMANY          BAYLB             Banks                    Regional Banks-Non US
GERMANY          COBA,DKIB         Banks                    Commer Banks Non-US
GERMANY          JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
ITALY                              Banks                    Commer Banks Non-US
ITALY                            Banks                    Commer Banks Non-US
ITALY                            Banks                    Commer Banks Non-US
ITALY                            Banks                    Commer Banks Non-US
DENMARK          JOINT LEADS     Banks                    Commer Banks Non-US
ITALY                            Banks                    Commer Banks Non-US
GERMANY          WESTLB          Banks                    Money Center Banks
GERMANY          JOINT LEADS     Diversified Finan Serv   Finance-Auto Loans
GERMANY          WESTLB          Banks                    Money Center Banks
GERMANY          WESTLB          Banks                    Money Center Banks
GERMANY          WESTLB          Banks                    Money Center Banks
ITALY                            Diversified Finan Serv   Finance-Invest Bnkr/Brkr
ITALY                            Diversified Finan Serv   Finance-Invest Bnkr/Brkr
LUXEMBOURG       PFANDB          Banks                    Special Purpose Banks
ITALY                            Banks                    Commer Banks Non-US
ITALY            JOINT LEADS     Diversified Finan Serv   Finance-Invest Bnkr/Brkr
ITALY                            Diversified Finan Serv   Finance-Invest Bnkr/Brkr
AUSTRIA          JOINT LEADS     Banks                    Commer Banks Non-US
ITALY                            Banks                    Commer Banks Non-US
ITALY            MBCINT          Diversified Finan Serv   Finance-Invest Bnkr/Brkr
FRANCE           NATIX,RBS,SG    Transportation           Transport-Services
FRANCE           JOINT LEADS     Banks                    Special Purpose Banks
GERMANY          U-HVB           Banks                    Commer Banks Non-US
GERMANY          JOINT LEADS     Electric                 Electric-Integrated
GERMANY          JOINT LEADS     Electric                 Electric-Integrated
GERMANY          HELABA          Banks                    Regional Banks-Non US
UNITED KINGDOM   RBS             Banks                    Commer Banks Non-US
GERMANY          HELABA          Banks                    Regional Banks-Non US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          LBANK           Banks                    Special Purpose Banks
GERMANY          JOINT LEADS     Diversified Finan Serv   Special Purpose Entity
GERMANY          DZBK,LBBW,RBS   Banks                    Special Purpose Banks
SNAT             JOINT LEADS     Multi-National           Supranational Bank
UNITED KINGDOM   BNPPAR,DB,JPM   Oil&Gas                  Oil Comp-Integrated
UNITED KINGDOM   BNPPAR,DB,JPM   Oil&Gas                  Oil Comp-Integrated
LUXEMBOURG       MEDIF           Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY          WESTLB          Diversified Finan Serv   Finance-Mtge Loan/Banker
IRELAND          DEPFAB          Banks                    Commer Banks Non-US
GERMANY          JOINT LEADS     Banks                    Regional Banks-Non US
ITALY            JOINT LEADS     Diversified Finan Serv   Special Purpose Entity
GREECE           ALPHA           Banks                    Commer Banks Non-US
FRANCE           JOINT LEADS     Banks                    Special Purpose Banks
NETHERLANDS      JOINT LEADS     Diversified Finan Serv   Finance-Leasing Compan
GERMANY          JOINT LEADS     Diversified Finan Serv   Special Purpose Entity
GERMANY          JOINT LEADS     Banks                    Special Purpose Banks
GERMANY          C,DB,LBBW       Banks                    Commer Banks Non-US
GERMANY          BAYLB           Banks                    Regional Banks-Non US
BELGIUM          FORTIS          Sovereign                Sovereign
GERMANY          HYPORE          Banks                    Mortgage Banks
GREECE           JOINT LEADS     Sovereign                Sovereign
GERMANY          DZBK            Banks                    Commer Banks Non-US
IRELAND          BNPPAR,C,DB     Diversified Finan Serv   Diversified Finan Serv
GERMANY          BAYLB           Banks                    Regional Banks-Non US
PORTUGAL         JOINT LEADS       Electric                   Electric-Transmission
GERMANY          BARC,JPM,U-HVB    Municipal                  Municipal-County
SNAT             JPM               Multi-National             Supranational Bank
GERMANY          WESTLB            Banks                      Money Center Banks
GERMANY          NORDLB            Banks                      Regional Banks-Non US
BELGIUM          JOINT LEADS       Beverages                  Brewery
PORTUGAL         JOINT LEADS       Transportation             Transport-Rail
GERMANY          JOINT LEADS       Auto Manufacturers         Auto-Cars/Light Trucks
FRANCE           RBS               Commercial Services        Public Thoroughfares
ITALY            NATIX             Banks                      Commer Banks Non-US
GREECE           JOINT LEADS       Sovereign                  Sovereign
ITALY            DEXIAC            Banks                      Special Purpose Banks
NETHERLANDS      JOINT LEADS       Electric                   Electric-Integrated
NETHERLANDS      JOINT LEADS       Banks                      Commer Banks Non-US
PORTUGAL         JOINT LEADS       Banks                      Commer Banks Non-US
GERMANY          DB                Auto Manufacturers         Auto-Cars/Light Trucks
UNITED KINGDOM   JOINT LEADS       Agriculture                Tobacco
GERMANY          JOINT LEADS       Diversified Finan Serv     Special Purpose Entity
GERMANY          HYPORE            Banks                      Mortgage Banks
GERMANY          HELABA            Banks                      Regional Banks-Non US
IRELAND          JPM               Savings&Loans              Building Societies
GERMANY          HELABA            Banks                      Regional Banks-Non US
GERMANY          HYPORE            Banks                      Mortgage Banks
GERMANY          NORDLB            Banks                      Regional Banks-Non US
GERMANY          HYPORE            Banks                      Mortgage Banks
GERMANY          HYPORE            Banks                      Mortgage Banks
SPAIN            JOINT LEADS       Banks                      Commer Banks Non-US
NETHERLANDS      GS,RABO,UBS       Banks                      Commer Banks Non-US
GERMANY          HASPA             Banks                      Regional Banks-Non US
GERMANY          DB                Banks                      Diversified Banking Inst
GERMANY          HYPORE            Banks                      Mortgage Banks
FRANCE           JOINT LEADS       Sovereign                  Sovereign Agency
ITALY                              Banks                      Special Purpose Banks
GERMANY          JOINT LEADS       Municipal                  Municipal-County
NETHERLANDS      BNPPAR,HSBC,UBS   Banks                      Special Purpose Banks
AUSTRIA          JOINT LEADS       Banks                      Commer Banks Non-US
IRELAND          DEPFAB            Banks                      Commer Banks Non-US
GERMANY          DB,RBS            Miscellaneous Manufactur   Diversified Manufact Op
GERMANY          DB,RBS            Miscellaneous Manufactur   Diversified Manufact Op
GERMANY          NORDLB            Banks                      Regional Banks-Non US
FRANCE           CDEE              Banks                      Commer Banks Non-US
LUXEMBOURG       DCM               Banks                      Commer Banks Non-US
GERMANY          BAYLB             Banks                      Regional Banks-Non US
GERMANY          JOINT LEADS       Iron/Steel                 Steel-Producers
GREECE           EFG               Banks                      Commer Banks Non-US
GERMANY          JOINT LEADS       Iron/Steel                 Steel-Producers
SNAT             CS,HSBCL,JPM      Regional(state/provnc)     Regional Agencies
ITALY                              Banks                      Commer Banks Non-US
GERMANY          WGZ               Municipal                  Municipal-County
SPAIN            JOINT LEADS       Banks                      Commer Banks Non-US
GERMANY          BAYLB             Banks                      Regional Banks-Non US
FRANCE           CALYON,ML         Diversified Finan Serv     Finance-Other Services
GERMANY       NORDLB           Banks                    Regional Banks-Non US
AUSTRIA       LBBW             Banks                    Special Purpose Banks
GERMANY       NORDLB           Municipal                Municipal-County
BRITAIN       JOINT LEADS      Food                     Food-Retail
GERMANY       WESTLB           Electric                 Electric-Integrated
SPAIN         JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       LBANK            Banks                    Special Purpose Banks
GERMANY       NRW              Banks                    Special Purpose Banks
GERMANY       COBA             Diversified Finan Serv   Special Purpose Entity
BELGIUM       KBC BK           Banks                    Commer Banks Non-US
GERMANY       CITI,DB,UBS      Banks                    Special Purpose Banks
SWEDEN        JOINT LEADS      Hand/Machine Tools       Mach Tools&Rel Products
SPAIN         BNPUK,DB,HSBC    Municipal                Municipal-County
ITALY                          Sovereign                Sovereign
GERMANY       DZBK             Banks                    Regional Banks-Non US
SWEDEN        JOINT LEADS      Auto Manufacturers       Auto-Med&Heavy Duty Trks
SPAIN         JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       HELABA           Banks                    Regional Banks-Non US
GERMANY       DZBK             Banks                    Commer Banks Non-US
GERMANY       JOINT LEADS      Auto Manufacturers       Auto-Cars/Light Trucks
NETHERLANDS   DB,ING,RBS,UBS   Banks                    Commer Banks Non-US
GERMANY       HELABA           Banks                    Regional Banks-Non US
SPAIN         JOINT LEADS      Electric                 Electric-Integrated
ITALY         B.IMI            Diversified Finan Serv   Finance-Invest Bnkr/Brkr
SLOVAKIA                       Sovereign                Sovereign
GERMANY       DB               Banks                    Diversified Banking Inst
PORTUGAL      JOINT LEADS      Sovereign                Sovereign
GERMANY       BAYLB            Banks                    Regional Banks-Non US
GERMANY       U-HVB            Municipal                Municipal-County
GERMANY       BAYLB            Banks                    Regional Banks-Non US
ITALY         JOINT LEADS      Banks                    Diversified Banking Inst
FRANCE        RBS              Transportation           Transport-Rail
SWITZERLAND   JOINT LEADS      Healthcare-Services      Medical Labs&Testing Srv
SWITZERLAND   JOINT LEADS      Healthcare-Services      Medical Labs&Testing Srv
SWITZERLAND   JOINT LEADS      Healthcare-Services      Medical Labs&Testing Srv
SPAIN         JOINT LEADS      Municipal                Municipal-County
GERMANY       NORDLB           Banks                    Regional Banks-Non US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
IRELAND       JOINT LEADS      Sovereign                Sovereign
SNAT          RBS              Multi-National           Supranational Bank
ITALY         JOINT LEADS      Insurance                Multi-line Insurance
SPAIN         JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       HELABA           Banks                    Regional Banks-Non US
SWITZERLAND   JOINT LEADS      Healthcare-Services      Medical Labs&Testing Srv
GERMANY       U-HVB            Banks                    Commer Banks Non-US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
GERMANY       DB,JPM           Food                     Food-Retail
GERMANY       BAYLB            Banks                    Regional Banks-Non US
NETHERLANDS   RBS              Banks                    Special Purpose Banks
GERMANY       NORDLB           Municipal                Municipal-County
ITALY                          Banks                    Commer Banks Non-US
ITALY                          Banks                    Commer Banks Non-US
ITALY            HVB             Banks                    Diversified Banking Inst
AUSTRIA          JOINT LEADS     Banks                    Special Purpose Banks
GERMANY          NRW             Banks                    Special Purpose Banks
GERMANY          HELABA          Banks                    Regional Banks-Non US
ITALY                            Banks                    Commer Banks Non-US
GERMANY          HSH             Banks                    Regional Banks-Non US
ITALY                            Banks                    Commer Banks Non-US
ITALY                            Banks                    Commer Banks Non-US
ITALY            INTES           Banks                    Commer Banks Non-US
GERMANY          HSH             Banks                    Regional Banks-Non US
ITALY                            Banks                    Commer Banks Non-US
SWEDEN           JOINT LEADS     Telecommunications       Telecom Services
GERMANY          HASPA           Banks                    Regional Banks-Non US
GERMANY          BAYLB           Banks                    Regional Banks-Non US
NETHERLANDS      JOINT LEADS     Banks                    Commer Banks Non-US
GERMANY          RBS             Municipal                Municipal-County
SPAIN            JOINT LEADS     Banks                    Commer Banks Non-US
GERMANY          NRW             Banks                    Special Purpose Banks
GERMANY          JOINT LEADS     Diversified Finan Serv   Finance-Auto Loans
GERMANY          DB,GS,MS,UBS    Transportation           Transport-Rail
GERMANY          U-HVB           Banks                    Commer Banks Non-US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
FRANCE           JOINT LEADS     Banks                    Special Purpose Banks
NORWAY           JOINT LEADS     Oil&Gas                  Oil Comp-Integrated
NORWAY           JOINT LEADS     Oil&Gas                  Oil Comp-Integrated
AUSTRIA          JOINT LEADS     Banks                    Commer Banks Non-US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
UNITED KINGDOM   RBS             Banks                    Commer Banks Non-US
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS     Banks                    Special Purpose Banks
SWEDEN           JOINT LEADS     Electric                 Electric-Distribution
SWEDEN           JOINT LEADS     Electric                 Electric-Distribution
GERMANY          DB              Banks                    Money Center Banks
SWEDEN           JOINT LEADS     Electric                 Electric-Distribution
GERMANY          JOINT LEADS     Banks                    Commer Banks Non-US
GERMANY          BAYLB           Banks                    Regional Banks-Non US
FRANCE           SG              Banks                    Special Purpose Banks
GERMANY          U-HVB           Banks                    Commer Banks Non-US
GERMANY          LBBW            Banks                    Regional Banks-Non US
ITALY            BCAFID,SANPAO   Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY          DZBK            Banks                    Cooperative Banks
ITALY            JOINT LEADS     Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY          NORDLB          Banks                    Regional Banks-Non US
GERMANY          NRW             Banks                    Special Purpose Banks
GERMANY          DZBK            Banks                    Mortgage Banks
AUSTRIA          JOINT LEADS     Banks                    Commer Banks Non-US
SPAIN            BBVA,CS,GS,SG   Sovereign                Sovereign Agency
GERMANY         HSH             Municipal                  Municipal-County
SNAT            JOINT LEADS     Multi-National             Supranational Bank
NETHERLANDS     CITI,RABO,RBS   Chemicals                  Chemicals-Diversified
SPAIN           CAIXA           Banks                      Commer Banks Non-US
DENMARK         JOINT LEADS     Sovereign                  Sovereign
GERMANY         BAYLB           Banks                      Regional Banks-Non US
GERMANY         JOINT LEADS     Municipal                  Municipal-County
GERMANY         BAYLB           Banks                      Regional Banks-Non US
FRANCE          JOINT LEADS     Banks                      Special Purpose Banks
ITALY           B.IMI           Diversified Finan Serv     Finance-Invest Bnkr/Brkr
GERMANY         JOINT LEADS     Banks                      Special Purpose Banks
ITALY                           Diversified Finan Serv     Finance-Invest Bnkr/Brkr
ITALY           INTES           Banks                      Commer Banks Non-US
GERMANY         BAYLB           Banks                      Regional Banks-Non US
SPAIN           JOINT LEADS     Banks                      Commer Banks Non-US
GERMANY         LBBW            Banks                      Mortgage Banks
ITALY           MEDIF           Diversified Finan Serv     Finance-Invest Bnkr/Brkr
GERMANY         NORDLB          Banks                      Regional Banks-Non US
GERMANY         LBBW            Banks                      Mortgage Banks
GERMANY         NORDLB          Banks                      Regional Banks-Non US
ITALY           JOINT LEADS     Telecommunications         Telephone-Integrated
GERMANY         BAYLB           Banks                      Regional Banks-Non US
GERMANY         BAYLB,LBBW      Municipal                  Municipal-County
GERMANY         JOINT LEADS     Household Products/Wares   Soap&Cleaning Prepar
FRANCE          JOINT LEADS     Commercial Services        Public Thoroughfares
GERMANY         NRW             Banks                      Special Purpose Banks
ITALY           JOINT LEADS     Telecommunications         Telephone-Integrated
SPAIN           BBVA            Banks                      Commer Banks Non-US
GERMANY         DZBK            Banks                      Cooperative Banks
GERMANY         U-HVB           Banks                      Mortgage Banks
FRANCE          HSBCL,ML        Oil&Gas                    Oil Comp-Integrated
ITALY                           Banks                      Commer Banks Non-US
GERMANY         U-HVB           Banks                      Mortgage Banks
FRANCE          BNPUK           Banks                      Special Purpose Banks
SPAIN           JOINT LEADS     Municipal                  Municipal-County
SPAIN           JOINT LEADS     Banks                      Commer Banks Non-US
SPAIN           CAJAMM          Banks                      Commer Banks Non-US
GERMANY         WGZ             Banks                      Cooperative Banks
FINLAND         JOINT LEADS     Electric                   Electric-Integrated
FINLAND         JOINT LEADS     Electric                   Electric-Integrated
GERMANY         NORDLB          Banks                      Regional Banks-Non US
SWEDEN          JOINT LEADS     Banks                      Commer Banks Non-US
NETHERLANDS ANTIHSBC,SG         Diversified Finan Serv     Finance-Other Services
GERMANY         NORDLB          Banks                      Regional Banks-Non US
FINLAND         JOINT LEADS     Sovereign                  Sovereign
SPAIN           JPM             Banks                      Commer Banks Non-US
GERMANY         JOINT LEADS     Electric                   Electric-Integrated
SPAIN           JOINT LEADS     Telecommunications         Telephone-Integrated
SPAIN           GS,CAIXA,SG     Municipal                  Municipal-County
GERMANY         JOINT LEADS     Banks                      Mortgage Banks
GERMANY         DB,JPM,SG       Airlines                   Airlines
GERMANY         NORDLB          Banks                      Regional Banks-Non US
UNITED STATES    JOINT LEADS       Agriculture              Tobacco
UNITED STATES    JOINT LEADS       Agriculture              Tobacco
BELGIUM          JOINT LEADS       Electrical Compo&Equip   Wire&Cable Products
BELGIUM          JOINT LEADS       Electrical Compo&Equip   Wire&Cable Products
GERMANY          JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
GERMANY          BAYLB             Banks                    Regional Banks-Non US
SWEDEN           BNPPAR,DB,UBS     Banks                    Commer Banks Non-US
GERMANY          JOINT LEADS       Banks                    Mortgage Banks
CZECH REPUBLIC   CSOB              Banks                    Regional Banks-Non US
SNAT             CSFB,HSBCL,JPM    Regional(state/provnc)   Regional Agencies
GERMANY          WGZ               Municipal                Municipal-County
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
SPAIN            BNY               Banks                    Commer Banks Non-US
SPAIN            BNY               Banks                    Commer Banks Non-US
SPAIN            BBVA              Municipal                Municipal-County
AUSTRIA          KOMMUL            Banks                    Special Purpose Banks
GERMANY          WGZ               Municipal                Municipal-County
SPAIN            JOINT LEADS       Oil&Gas                  Oil Comp-Integrated
SWEDEN           JOINT LEADS       Chemicals                Chemicals-Diversified
GERMANY          HYPORE            Banks                    Mortgage Banks
GERMANY          HYPORE            Banks                    Mortgage Banks
FRANCE           BNPPAR            Banks                    Diversified Banking Inst
FRANCE           LBBW,RBS,SOCGEN   Banks                    Money Center Banks
GERMANY          WGZ               Banks                    Cooperative Banks
GERMANY          NORDLB            Banks                    Regional Banks-Non US
AUSTRIA          JOINT LEADS       Iron/Steel               Steel-Producers
NETHERLANDS      ING,JPM,RBS       Gas                      Gas-Distribution
GERMANY          LBB               Municipal                Municipal-County
SWITZERLAND      DB,ING,RBS,SG     Building Materials       Bldg Prod-Cement/Aggreg
GERMANY          IBB               Banks                    Special Purpose Banks
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS       Pharmaceuticals          Medical-Drugs
GERMANY          WGZ               Banks                    Special Purpose Banks
GERMANY          HELABA            Banks                    Regional Banks-Non US
SWITZERLAND      CS                Banks                    Commer Banks Non-US
GERMANY          U-HVB             Banks                    Special Purpose Banks
GERMANY          WESTLB            Banks                    Money Center Banks
GERMANY          HYPORE            Banks                    Mortgage Banks
GERMANY          CALYON,DB,JPM     Chemicals                Chemicals-Diversified
IRELAND          BKIREL            Banks                    Commer Banks Non-US
GERMANY          HYPORE            Banks                    Mortgage Banks
GERMANY          BAYLB             Municipal                Municipal-County
SWEDEN           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          U-HVB             Municipal                Municipal-County
NETHERLANDS      BNPUK,RBS,UBS     Media                    Publishing-Books
SPAIN            JOINT LEADS       Banks                    Commer Banks Non-US
BELGIUM          DCM,LBBW,RBS      Banks                    Commer Banks Non-US
GERMANY          DZBK              Banks                    Commer Banks Non-US
BELGIUM          JOINT LEADS       Municipal                Municipal-Local Auth
BELGIUM          JOINT LEADS       Municipal                Municipal-Local Auth
GERMANY          LBBW              Banks                    Regional Banks-Non US
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         HELABA            Banks                    Regional Banks-Non US
FRANCE          JOINT LEADS       Diversified Finan Serv   Finance-Invest Bnkr/Brkr
AUSTRALIA       BNPPAR,HSBC,UBS   Mining                   Diversified Minerals
SPAIN           JOINT LEADS       Banks                    Cooperative Banks
GERMANY         NORDLB            Banks                    Regional Banks-Non US
ITALY                             Banks                    Commer Banks Non-US
GERMANY         DB,ING,JPM,LBBW   Diversified Finan Serv   Finance-Auto Loans
GERMANY         WGZ               Municipal                Municipal-County
UNITED STATES   JPM               Banks                    Diversified Banking Inst
FRANCE          JOINT LEADS       Aerospace/Defense        Aerospace/Defense
SLOVENIA        JOINT LEADS       Sovereign                Sovereign
NETHERLANDS     JOINT LEADS       Beverages                Brewery
AUSTRALIA       JOINT LEADS       Mining                   Diversified Minerals
GERMANY         DZBK              Banks                    Commer Banks Non-US
GERMANY         DZBK              Banks                    Cooperative Banks
SPAIN           CAIXA             Banks                    Regional Banks-Non US
NORWAY          JOINT LEADS       Electric                 Electric-Integrated
GERMANY         FRKSPK            Municipal                Municipal-County
GERMANY         HELABA            Banks                    Regional Banks-Non US
SPAIN           CAJAMM            Banks                    Commer Banks Non-US
NORWAY          JOINT LEADS       Electric                 Electric-Integrated
FRANCE          JOINT LEADS       Retail                   Retail-Major Dept Store
GERMANY         WGZ               Banks                    Mortgage Banks
ITALY           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         DZBK              Banks                    Cooperative Banks
SPAIN           CAJAMM-sole       Banks                    Commer Banks Non-US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
FRANCE          CALYON            Banks                    Commer Banks Non-US
GERMANY         JOINT LEADS       Municipal                Municipal-County
GERMANY         NORDLB            Banks                    Regional Banks-Non US
FRANCE          CALYON            Banks                    Commer Banks Non-US
FRANCE          JOINT LEADS       Banks                    Special Purpose Banks
NETHERLANDS     JOINT LEADS       Banks                    Commer Banks Non-US
FRANCE          JOINT LEADS       Water                    Water
ITALY           MEDBCA            Banks                    Commer Banks Non-US
FRANCE          JOINT LEADS       Water                    Water
ITALY                             Banks                    Commer Banks Non-US
GERMANY         NRW               Banks                    Special Purpose Banks
NETHERLANDS     RABO              Banks                    Commer Banks Non-US
GERMANY         HELABA            Banks                    Regional Banks-Non US
GERMANY         WLBANK            Banks                    Mortgage Banks
ITALY                             Banks                    Commer Banks Non-US
ITALY                             Banks                    Commer Banks Non-US
AUSTRIA         JOINT LEADS       Oil&Gas                  Oil Comp-Integrated
ITALY                             Banks                    Commer Banks Non-US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
SPAIN           JOINT LEADS       Banks                    Commer Banks Non-US
FRANCE                            Banks                    Diversified Banking Inst
GERMANY         WGZ               Banks                    Cooperative Banks
FRANCE          JOINT LEADS       Food                     Food-Retail
FRANCE        JOINT LEADS       Food                       Food-Retail
SNAT          JOINT LEADS       Multi-National             Supranational Bank
GERMANY       CITI,COBA,U-HVB   Chemicals                  Chemicals-Diversified
SWEDEN        JOINT LEADS       Commercial Services        Security Services
FRANCE        CALYON-sole       Banks                      Diversified Banking Inst
LUXEMBOURG    OKB               Energy-Alternate Sources   Energy-Alternate Sources
GERMANY       JOINT LEADS       Chemicals                  Chemicals-Diversified
GERMANY       JOINT LEADS       Municipal                  Municipal-County
GERMANY       NORDLB            Banks                      Regional Banks-Non US
GERMANY       WGZ               Municipal                  Municipal-County
FRANCE        DEXIAC            Banks                      Special Purpose Banks
FINLAND       JOINT LEADS       Insurance                  Multi-line Insurance
SPAIN                           Diversified Finan Serv     Special Purpose Entity
GERMANY       BAYLB             Banks                      Regional Banks-Non US
GERMANY       HELABA            Banks                      Regional Banks-Non US
SWEDEN        BNPPAR,CS,HCM     Banks                      Commer Banks Non-US
FRANCE        SOCGEN            Banks                      Diversified Banking Inst
FRANCE        SOCGEN            Banks                      Diversified Banking Inst
SPAIN         JOINT LEADS       Banks                      Commer Banks Non-US
ITALY                           Banks                      Commer Banks Non-US
GERMANY       DZBK              Banks                      Cooperative Banks
IRELAND       DEPFAB            Banks                      Commer Banks Non-US
IRELAND       DEPFAB            Banks                      Commer Banks Non-US
IRELAND       DEPFAB            Banks                      Commer Banks Non-US
GERMANY       NRW               Banks                      Special Purpose Banks
GERMANY       NORDLB            Banks                      Regional Banks-Non US
GERMANY       NORDLB            Banks                      Regional Banks-Non US
GERMANY       NORDLB            Banks                      Regional Banks-Non US
NETHERLANDS   JOINT LEADS       Beverages                  Beverages-Wine/Spirits
GREECE        ALPHA             Banks                      Commer Banks Non-US
GERMANY       HELABA            Banks                      Regional Banks-Non US
GERMANY       HELABA            Banks                      Regional Banks-Non US
NETHERLANDS   JOINT LEADS       Electric                   Electric-Distribution
NETHERLANDS   JOINT LEADS       Electric                   Electric-Distribution
SWITZERLAND   BNPPAR,JPM        Insurance                  Multi-line Insurance
GERMANY       WESTLB            Municipal                  Municipal-County
BELGIUM       JOINT LEADS       Electric                   Electric-Transmission
GERMANY       NORDLB            Banks                      Regional Banks-Non US
SPAIN         JOINT LEADS       Banks                      Commer Banks Non-US
NETHERLANDS   JOINT LEADS       Banks                      Special Purpose Banks
FRANCE        JOINT LEADS       Regional(state/provnc)     Regional Agencies
SWITZERLAND   BNPPAR,JPM        Insurance                  Multi-line Insurance
BELGIUM       JOINT LEADS       Electric                   Electric-Transmission
FRANCE        NATIX             Banks                      Commer Banks Non-US
AUSTRIA       BARCBK,DB,U-HVB   Electric                   Electric-Integrated
GERMANY       HYPORE            Banks                      Mortgage Banks
GERMANY       HYPORE            Banks                      Mortgage Banks
IRELAND       C,DZBK,JPM,UBS    Savings&Loans              Building Societies
GERMANY       BAYLB             Banks                      Regional Banks-Non US
GERMANY       HYPORE            Banks                      Mortgage Banks
GERMANY       HYPORE            Banks                      Mortgage Banks
GERMANY       BAYLB             Banks                      Regional Banks-Non US
GERMANY       BAYLB             Banks                    Regional Banks-Non US
GERMANY       HYPORE            Banks                    Mortgage Banks
GERMANY       HYPORE            Banks                    Mortgage Banks
BRITAIN       LLOYDS,UBSINV     Banks                    Money Center Banks
FRANCE        DZBK,JPM          Banks                    Money Center Banks
GERMANY       LBANK             Banks                    Special Purpose Banks
GERMANY       NORDLB            Banks                    Regional Banks-Non US
GERMANY       DZBK              Banks                    Cooperative Banks
GERMANY       NORDLB            Banks                    Regional Banks-Non US
GERMANY       NRW               Banks                    Special Purpose Banks
ITALY         RBS               Banks                    Commer Banks Non-US
ITALY         BRSCIA            Banks                    Commer Banks Non-US
FRANCE        BNPPAR,HSBCL      Banks                    Commer Banks Non-US
FRANCE        JOINT LEADS       Water                    Water
FRANCE        JOINT LEADS       Water                    Water
GERMANY       BAYLB             Banks                    Regional Banks-Non US
CANADA        JOINT LEADS       Regional(state/provnc)   Regional Authority
LUXEMBOURG    JOINT LEADS       Auto Parts&Equipment     Rubber-Tires
ITALY         BRSCIA            Banks                    Commer Banks Non-US
GERMANY       DEKABK            Municipal                Municipal-County
BRITAIN       BARCLY            Banks                    Commer Banks Non-US
SPAIN         JOINT LEADS       Banks                    Commer Banks Non-US
AUSTRIA       RFLBOB            Banks                    Cooperative Banks
AUSTRIA       RFLBOB            Banks                    Cooperative Banks
BRITAIN       LLOYDS,UBSINV     Banks                    Money Center Banks
NETHERLANDS   DB                Diversified Finan Serv   Special Purpose Entity
PORTUGAL      JOINT LEADS       Banks                    Commer Banks Non-US
NETHERLANDS   ABN               Banks                    Money Center Banks
GERMANY       NORDLB            Banks                    Regional Banks-Non US
GERMANY       NORDLB,WGZ        Municipal                Municipal-County
GERMANY       LBBW              Municipal                Municipal-County
ITALY         BNPPAR,DB,SG      Sovereign                Sovereign Agency
SPAIN         JOINT LEADS       Banks                    Commer Banks Non-US
AUSTRIA       INVKRD            Banks                    Special Purpose Banks
GERMANY       JOINT LEADS       Banks                    Special Purpose Banks
ITALY                           Banks                    Commer Banks Non-US
AUSTRIA       INVKRD            Banks                    Special Purpose Banks
ITALY         CALYON,GS,U-HVB   Banks                    Diversified Banking Inst
GERMANY       DB                Banks                    Diversified Banking Inst
CANADA        JOINT LEADS       Regional(state/provnc)   Regional Authority
SWITZERLAND   BNPPAR,CS,DB      Commercial Services      Human Resources
GERMANY       DZBK              Diversified Finan Serv   Finance-Auto Loans
GERMANY       BARCBK,DB,MS      Banks                    Commer Banks Non-US
AUSTRIA       GS,HSBCL,UBSINV   Banks                    Special Purpose Banks
SPAIN         CAJAMM            Diversified Finan Serv   Special Purpose Entity
GERMANY       NORDLB            Municipal                Municipal-County
GERMANY       BAYLB,HELABA      Municipal                Municipal-County
GERMANY       JOINT LEADS       Municipal                Municipal-County
NETHERLANDS   JOINT LEADS       Insurance                Multi-line Insurance
GERMANY       U-HVB             Banks                    Commer Banks Non-US
SPAIN         CAJAMM            Diversified Finan Serv   Special Purpose Entity
AUSTRIA       JOINT LEADS       Banks                    Commer Banks Non-US
SWEDEN        JPM               Banks                      Commer Banks Non-US
GERMANY       DZBK              Banks                      Cooperative Banks
GERMANY       HYPORE            Banks                      Mortgage Banks
GERMANY       NORDLB            Banks                      Regional Banks-Non US
NETHERLANDS   JOINT LEADS       Media                      Cable/Satellite TV
ITALY         MPSCAP,RBS,UBS    Banks                      Commer Banks Non-US
BRITAIN       HSBC              Banks                      Diversified Banking Inst
SPAIN         BBVA              Municipal                  Municipal-County
GERMANY       U-HVB             Banks                      Commer Banks Non-US
FRANCE        JOINT LEADS       Lodging                    Hotels&Motels
GERMANY       NORDLB            Banks                      Special Purpose Banks
FRANCE        BNPPAR,DB         Diversified Finan Serv     Finance-Leasing Compan
SNAT          JOINT LEADS       Multi-National             Supranational Bank
NETHERLANDS   RABO              Diversified Finan Serv     Special Purpose Entity
NETHERLANDS   JOINT LEADS       Telecommunications         Telephone-Integrated
ITALY                           Banks                      Commer Banks Non-US
ITALY                           Banks                      Commer Banks Non-US
GERMANY       LBANK             Banks                      Special Purpose Banks
SPAIN         JOINT LEADS       Diversified Finan Serv     Special Purpose Entity
NETHERLANDS   JOINT LEADS       Banks                      Commer Banks Non-US
GREECE        ALPHA             Banks                      Commer Banks Non-US
IRELAND       DB,HSBCL,SOCGEN   Banks                      Commer Banks Non-US
SPAIN                           Municipal                  Municipal-County
GERMANY       BAYLB             Banks                      Regional Banks-Non US
NETHERLANDS   DB                Banks                      Special Purpose Banks
GERMANY       HSH               Banks                      Special Purpose Banks
GERMANY       NORDLB            Banks                      Regional Banks-Non US
GERMANY       NORDLB            Banks                      Regional Banks-Non US
GERMANY       NORDLB            Banks                      Regional Banks-Non US
BRITAIN       JOINT LEADS       Banks                      Commer Banks Non-US
FRANCE        SOCGEN            Electrical Compo&Equip     Power Conv/Supply Equip
ITALY         BRSCIA            Banks                      Commer Banks Non-US
SPAIN         JOINT LEADS       Banks                      Commer Banks Non-US
SWEDEN        JOINT LEADS       Sovereign                  Sovereign
NETHERLANDS   JPM               Banks                      Special Purpose Banks
GERMANY       NORDLB            Banks                      Regional Banks-Non US
POLAND        BNPPAR,DB         Municipal                  Municipal-City
PORTUGAL      BARCBK,CITI,ING   Banks                      Commer Banks Non-US
DENMARK       JOINT LEADS       Oil&Gas                    Oil Comp-Explor&Prodtn
FRANCE        JOINT LEADS       Holding Companies-Divers   Diversified Operations
SPAIN         BAML,CAJAMM,SCH   Municipal                  Municipal-County
DENMARK       JOINT LEADS       Oil&Gas                    Oil Comp-Explor&Prodtn
FRANCE        FORTIS            Retail                     Retail-Major Dept Store
NETHERLANDS   INGWHL            Banks                      Special Purpose Banks
CZECH         JOINT LEADS       Sovereign                  Sovereign
FRANCE        NATIX             Banks                      Special Purpose Banks
ITALY         JOINT LEADS       Commercial Services        Public Thoroughfares
SNAT          JOINT LEADS       Multi-National             Supranational Bank
GERMANY       JOINT LEADS       Banks                      Regional Banks-Non US
AUSTRIA       JOINT LEADS       Banks                      Special Purpose Banks
SWEDEN        CSFB,DB,SEB,UBS   Banks                      Commer Banks Non-US
SPAIN         JOINT LEADS       Banks                      Commer Banks Non-US
IRELAND          BNPPAR,DB,MS      Banks                    Commer Banks Non-US
PORTUGAL         JOINT LEADS       Banks                    Commer Banks Non-US
ITALY                              Banks                    Commer Banks Non-US
ITALY            ALETTI            Diversified Finan Serv   Finance-Invest Bnkr/Brkr
IRELAND          DB                Diversified Finan Serv   Special Purpose Entity
SPAIN            JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          DZBK              Banks                    Cooperative Banks
GERMANY          DB                Banks                    Money Center Banks
GERMANY          LBBW              Banks                    Regional Banks-Non US
GERMANY          HYPORE            Banks                    Mortgage Banks
FRANCE           JOINT LEADS       Retail                   Retail-Major Dept Store
ITALY                              Banks                    Commer Banks Non-US
ITALY                              Banks                    Commer Banks Non-US
ITALY                              Banks                    Commer Banks Non-US
ITALY            BARCLY            Banks                    Commer Banks Non-US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          HELABA            Banks                    Regional Banks-Non US
FINLAND          LBBW              Sovereign                Sovereign Agency
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Special Purpose Banks
FRANCE           JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
SWEDEN           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
GERMANY          JOINT LEADS       Municipal                Municipal-County
SWEDEN           JOINT LEADS       Electric                 Electric-Distribution
GERMANY          LBANK             Banks                    Special Purpose Banks
FRANCE           CALYON,NATIX      Healthcare-Services      Medical-Hospitals
GERMANY          U-HVB             Municipal                Municipal-County
GERMANY          JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
FRANCE           CALYON,C,RBS,SG   Pharmaceuticals          Medical-Drugs
FRANCE           JOINT LEADS       Pharmaceuticals          Medical-Drugs
GERMANY          BAYLB             Banks                    Regional Banks-Non US
GERMANY          BAYLB             Banks                    Regional Banks-Non US
AUSTRIA          JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          BAYLB             Banks                    Regional Banks-Non US
FRANCE           JPMC,NATIX        Transportation           Transport-Rail
UNITED KINGDOM   BARCBK,HSBCL,SG   Oil&Gas                  Oil Comp-Integrated
UNITED KINGDOM   BARCBK,HSBCL,SG   Oil&Gas                  Oil Comp-Integrated
FRANCE           BAML,CALYON       Diversified Finan Serv   Finance-Leasing Compan
FRANCE           HSBCL-sole        Food                     Food-Retail
SPAIN            JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          NRW               Banks                    Special Purpose Banks
GERMANY          NRW               Banks                    Special Purpose Banks
GERMANY          HSBC              Banks                    Special Purpose Banks
POLAND           CITI,ING,SG       Sovereign                Sovereign
SPAIN            MS                Sovereign                Sovereign Agency
DENMARK          U-HVB             Banks                    Commer Banks Non-US
FRANCE           JOINT LEADS       Water                    Water
FRANCE           JOINT LEADS       Building Materials       Bldg&Construct Prod-Misc
PORTUGAL        BPI               Banks                    Commer Banks Non-US
GERMANY         HYPORE            Banks                    Mortgage Banks
FRANCE          BAML,HSBCL        Oil&Gas                  Oil Comp-Integrated
FRANCE          CALYON,DB,NATIX   Sovereign                Sovereign Agency
SPAIN           BBVA              Banks                    Commer Banks Non-US
NETHERLANDS     BARCLY,RBS        Banks                    Special Purpose Banks
GERMANY         NORDLB            Banks                    Regional Banks-Non US
ITALY           B.IMI             Banks                    Commer Banks Non-US
GERMANY         HYPORE            Banks                    Mortgage Banks
GERMANY         WESTLB            Municipal                Municipal-County
IRELAND         CITI,DZ,GS        Diversified Finan Serv   Finance-Mtge Loan/Banker
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
SPAIN           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         HYPORE            Banks                    Mortgage Banks
GERMANY         HYPORE            Banks                    Mortgage Banks
SPAIN           JOINT LEADS       Sovereign                Sovereign Agency
GERMANY         LBBW              Banks                    Special Purpose Banks
SWITZERLAND     UBS               Banks                    Money Center Banks
GERMANY         LBANK             Banks                    Special Purpose Banks
ITALY           BNL               Banks                    Commer Banks Non-US
GERMANY         DB                Banks                    Diversified Banking Inst
SNAT            CALYON,CS,DB,GS   Multi-National           Supranational Bank
GERMANY         WESTLB            Banks                    Money Center Banks
NETHERLANDS     JOINT LEADS       Banks                    Special Purpose Banks
FRANCE          JOINT LEADS       Banks                    Special Purpose Banks
SWEDEN          JOINT LEADS       Auto Manufacturers       Auto-Med&Heavy Duty Trks
IRELAND         BNPPAR,CITI,DB    Diversified Finan Serv   Diversified Finan Serv
GERMANY         BAYLB             Banks                    Regional Banks-Non US
LUXEMBOURG      LBBW              Banks                    Commer Banks Non-US
UNITED STATES   JOINT LEADS       Insurance                Reinsurance
SWEDEN          JOINT LEADS       Banks                    Commer Banks Non-US
FRANCE          CS,HSBCL          Transportation           Transport-Rail
FRANCE          JOINT LEADS       Banks                    Mortgage Banks
NETHERLANDS     JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         JOINT LEADS       Diversified Finan Serv   Special Purpose Entity
SWITZERLAND     CITI,CS,JPM       Insurance                Reinsurance
UNITED STATES   JOINT LEADS       Diversified Finan Serv   Diversified Finan Serv
FRANCE          LBBW              Banks                    Special Purpose Banks
FRANCE          CALYON,JPM,RBS    Food                     Food-Retail
GERMANY         JOINT LEADS       Machinery-Diversified    Machinery-General Indust
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         LBBW              Banks                    Special Purpose Banks
FRANCE          JOINT LEADS       Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY         CALYON,COBA,RBS   Banks                    Special Purpose Banks
SPAIN           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         U-HVB             Banks                    Mortgage Banks
POLAND          BARCLY,SG         Telecommunications       Telephone-Integrated
GERMANY         JOINT LEADS       Machinery-Diversified    Machinery-General Indust
FRANCE        BNPUK            Banks                    Diversified Banking Inst
GERMANY       JOINT LEADS      Banks                    Mortgage Banks
GREECE                         Sovereign                Sovereign
GERMANY       LBBW             Banks                    Regional Banks-Non US
PORTUGAL      SANTAN,CXBI      Oil&Gas                  Oil Comp-Integrated
NETHERLANDS   JOINT LEADS      Diversified Finan Serv   Finance-Leasing Compan
BRITAIN       JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       DZBK             Banks                    Cooperative Banks
GERMANY       DZBK             Banks                    Cooperative Banks
BRITAIN       RBS              Banks                    Commer Banks Non-US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
CZECH         JOINT LEADS      Electric                 Electric-Generation
GERMANY       NRW              Municipal                Municipal-County
GERMANY       WGZ              Banks                    Special Purpose Banks
SPAIN         JOINT LEADS      Banks                    Regional Banks-Non US
FINLAND       JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       HYPORE           Banks                    Mortgage Banks
GERMANY       BAYLB            Banks                    Regional Banks-Non US
SLOVAKIA      HSBC,SGCIB       Sovereign                Sovereign
FINLAND       HSBC             Forest Products&Paper    Paper&Related Products
GERMANY       HYPORE           Banks                    Mortgage Banks
GERMANY       NORDLB           Banks                    Regional Banks-Non US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
ITALY         B.IMI            Banks                    Commer Banks Non-US
NETHERLANDS   BNPPAR           Banks                    Commer Banks Non-US
BELGIUM       FORTIS,ING,KBC   Chemicals                Chemicals-Diversified
GERMANY       BAYLB            Banks                    Regional Banks-Non US
AUSTRIA       RZB              Banks                    Commer Banks Non-US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
ITALY                          Diversified Finan Serv   Finance-Leasing Compan
GERMANY       WESTLB           Banks                    Money Center Banks
GERMANY       JOINT LEADS      Diversified Finan Serv   Special Purpose Entity
BRITAIN       BARCLY           Banks                    Commer Banks Non-US
GERMANY       WESTLB           Banks                    Money Center Banks
GERMANY       DB               Diversified Finan Serv   Finance-Auto Loans
FRANCE        JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       JOINT LEADS      Banks                    Mortgage Banks
FRANCE        JOINT LEADS      Building Materials       Bldg Prod-Cement/Aggreg
IRELAND       RBS,SOCGEN       Diversified Finan Serv   Finance-Commercial
FRANCE        JOINT LEADS      Diversified Finan Serv   Finance-Auto Loans
GERMANY       HELABA           Banks                    Regional Banks-Non US
GERMANY       DB,UBS,U-HVB     Electric                 Electric-Integrated
GERMANY       NORDLB           Banks                    Regional Banks-Non US
SWEDEN        JOINT LEADS      Sovereign                Export/Import Bank
NORWAY        JOINT LEADS      Banks                    Commer Banks Non-US
NETHERLANDS   JOINT LEADS      Banks                    Commer Banks Non-US
GERMANY       BAYLB            Diversified Finan Serv   Finance-Auto Loans
GERMANY       SG               Banks                    Special Purpose Banks
GERMANY       BAYLB            Banks                    Regional Banks-Non US
GERMANY       NORDLB           Banks                    Regional Banks-Non US
DENMARK         JOINT LEADS      Beverages                  Brewery
FRANCE          JOINT LEADS      Diversified Finan Serv     Finance-Invest Bnkr/Brkr
GERMANY         NORDLB,WGZ       Banks                      Special Purpose Banks
SPAIN           CAIXA,SOCGEN     Telecommunications         Telephone-Integrated
GERMANY         BBVA             Banks                      Special Purpose Banks
GERMANY         HELABA           Banks                      Regional Banks-Non US
GERMANY         NORDLB           Banks                      Regional Banks-Non US
GERMANY         DZBK             Banks                      Cooperative Banks
IRELAND         JOINT LEADS      Diversified Finan Serv     Diversified Finan Serv
GERMANY         LBBW             Auto Manufacturers         Auto-Cars/Light Trucks
ITALY                            Banks                      Commer Banks Non-US
GERMANY         BAYLB            Banks                      Regional Banks-Non US
GERMANY         BAYLB            Banks                      Regional Banks-Non US
SWEDEN          JOINT LEADS      Banks                      Commer Banks Non-US
GERMANY         AAREAL           Banks                      Mortgage Banks
GERMANY         BAYLB            Banks                      Regional Banks-Non US
NETHERLANDS     JOINT LEADS      Media                      Cable/Satellite TV
ITALY           MS               Sovereign                  Sovereign
GERMANY         NORDLB           Banks                      Regional Banks-Non US
GERMANY         NORDLB           Banks                      Regional Banks-Non US
SPAIN           CECA             Banks                      Commer Banks Non-US
LUXEMBOURG      BESINV,CS        Banks                      Commer Banks Non-US
GERMANY         DZBK             Banks                      Cooperative Banks
GERMANY         DB               Banks                      Diversified Banking Inst
NETHERLANDS     ABN              Banks                      Money Center Banks
SPAIN           JOINT LEADS      Sovereign                  Sovereign
GERMANY         DB-sole          Banks                      Diversified Banking Inst
GERMANY         JOINT LEADS      Banks                      Mortgage Banks
GERMANY         DB-sole          Telecommunications         Telephone-Integrated
GERMANY         BARC             Banks                      Special Purpose Banks
DENMARK         JOINT LEADS      Banks                      Commer Banks Non-US
ITALY           BNL              Banks                      Commer Banks Non-US
GERMANY         BAYLB            Banks                      Regional Banks-Non US
FRANCE          JOINT LEADS      Chemicals                  Industrial Gases
SPAIN           JOINT LEADS      Banks                      Commer Banks Non-US
LUXEMBOURG      JOINT LEADS      Iron/Steel                 Steel-Producers
LUXEMBOURG      JOINT LEADS      Iron/Steel                 Steel-Producers
FRANCE          CALYON           Holding Companies-Divers   Diversified Operations
FRANCE          CALYON           Water                      Water
AUSTRIA         JOINT LEADS      Banks                      Commer Banks Non-US
FRANCE          CALYON           Banks                      Commer Banks Non-US
FRANCE          CALYON,DB,JPM    Banks                      Diversified Banking Inst
PORTUGAL        BESI             Banks                      Commer Banks Non-US
SPAIN           BBVA             Banks                      Commer Banks Non-US
CROATIA         BNPPAR,DB,ZABA   Sovereign                  Sovereign
GERMANY         DZBK,RABO        Diversified Finan Serv     Finance-Auto Loans
UNITED STATES   JOINT LEADS      Pharmaceuticals            Medical-Drugs
CYPRUS          BNPPAR,RBS,SG    Sovereign                  Sovereign
UNITED STATES   JOINT LEADS      Pharmaceuticals            Medical-Drugs
GERMANY         WESTLB           Municipal                  Municipal-County
UNITED STATES   JOINT LEADS      Pharmaceuticals            Medical-Drugs
GERMANY         SEB              Municipal                  Municipal-County
PORTUGAL         JOINT LEADS       Sovereign                Sovereign
FRANCE           JOINT LEADS       Beverages                Beverages-Wine/Spirits
GERMANY          BAYLB             Banks                    Regional Banks-Non US
PORTUGAL         JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          BAYLB             Banks                    Regional Banks-Non US
GREECE           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          BAYLB             Municipal                Municipal-County
ITALY                              Banks                    Commer Banks Non-US
GERMANY          BAYLB             Banks                    Regional Banks-Non US
JERSEY           DZBK              Diversified Finan Serv   Special Purpose Entity
ITALY                              Banks                    Commer Banks Non-US
ITALY                              Banks                    Commer Banks Non-US
FINLAND          DB-sole           Machinery-Diversified    Machinery-General Indust
FRANCE           JOINT LEADS       Commercial Services      Public Thoroughfares
GERMANY          NORDLB            Banks                    Regional Banks-Non US
JERSEY           DZBK              Diversified Finan Serv   Special Purpose Entity
BRITAIN          JOINT LEADS       Telecommunications       Telephone-Integrated
GERMANY          U-HVB             Banks                    Special Purpose Banks
SPAIN            SANTAN            Banks                    Commer Banks Non-US
SWEDEN           BNPPAR,LBBW,RBS   Banks                    Mortgage Banks
SPAIN            CECA              Banks                    Commer Banks Non-US
GREECE           NBGINT,U-HVB      Banks                    Commer Banks Non-US
UNITED KINGDOM   JPM               Banks                    Money Center Banks
FRANCE           JOINT LEADS       Diversified Finan Serv   Special Purpose Entity
GERMANY          JOINT LEADS       Banks                    Diversified Banking Inst
SPAIN            BBVA              Banks                    Commer Banks Non-US
SWITZERLAND      JOINT LEADS       Pharmaceuticals          Medical-Drugs
GERMANY          JOINT LEADS       Banks                    Money Center Banks
UNITED STATES    JOINT LEADS       Retail                   Retail-Restaurants
BRITAIN          HSBCL             Banks                    Diversified Banking Inst
UNITED STATES    BAML              Banks                    Diversified Banking Inst
BELGIUM          INGWHL            Banks                    Commer Banks Non-US
NETHERLANDS      CS,DB             Healthcare-Products      Medical Products
FRANCE           JOINT LEADS       Sovereign                Sovereign Agency
GERMANY          DB,JPM,SG         Auto Parts&Equipment     Auto/Trk Prts&Equip-Orig
GERMANY          DB,JPM,SG         Auto Parts&Equipment     Auto/Trk Prts&Equip-Orig
PORTUGAL         JOINT LEADS       Banks                    Commer Banks Non-US
FINLAND          BAML,LBBW,UBS     Banks                    Mortgage Banks
IRELAND          NOMURA            Banks                    Commer Banks Non-US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
FRANCE           UBS               Transportation           Transport-Rail
NETHERLANDS      FORTIS            Banks                    Special Purpose Banks
GERMANY          BAYLB             Banks                    Regional Banks-Non US
SPAIN            CECA              Banks                    Commer Banks Non-US
GREECE           JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          LBBW              Municipal                Municipal-County
GERMANY          DZBK              Banks                    Cooperative Banks
FRANCE           JOINT LEADS       Diversified Finan Serv   Finance-Auto Loans
BRITAIN          JOINT LEADS       Telecommunications       Telephone-Integrated
ITALY                              Banks                    Commer Banks Non-US
PORTUGAL         JOINT LEADS       Banks                    Commer Banks Non-US
IRELAND          SOCGEN            Banks                    Commer Banks Non-US
GERMANY         DZBK,U-HVB       Banks                    Mortgage Banks
FRANCE          BNPPAR           Oil&Gas                  Oil Comp-Integrated
GERMANY         LBBW             Banks                    Regional Banks-Non US
AUSTRIA         U-BACA           Electric                 Electric-Distribution
SPAIN           JOINT LEADS      Municipal                Municipal-County
GERMANY         DEKABK           Banks                    Commer Banks Non-US
GERMANY         LBANK            Banks                    Special Purpose Banks
BRITAIN         JPMCZN           Banks                    Commer Banks Non-US
GERMANY         LBANK            Banks                    Special Purpose Banks
GERMANY         LBANK            Banks                    Special Purpose Banks
GERMANY         BAYLB            Banks                    Regional Banks-Non US
NETHERLANDS     DB               Packaging&Containers     Containers-Paper/Plastic
GERMANY         NORDLB           Banks                    Regional Banks-Non US
FRANCE          BNPPAR,CITI      Food Service             Food-Catering
SPAIN           BBVA,CS,SOCGEN   Municipal                Municipal-County
GERMANY         NRW              Banks                    Special Purpose Banks
SPAIN           CECA             Banks                    Commer Banks Non-US
GERMANY         NORDLB           Banks                    Regional Banks-Non US
GERMANY         NORDLB           Banks                    Regional Banks-Non US
GERMANY         LBANK            Banks                    Special Purpose Banks
GERMANY         LBANK            Banks                    Special Purpose Banks
GERMANY         HSH              Banks                    Mortgage Banks
NETHERLANDS     JOINT LEADS      Insurance                Multi-line Insurance
GERMANY         JOINT LEADS      Electric                 Electric-Integrated
GERMANY         MHYP             Banks                    Mortgage Banks
GERMANY         JOINT LEADS      Iron/Steel               Steel-Producers
NETHERLANDS     RABO             Banks                    Commer Banks Non-US
SPAIN           JOINT LEADS      Banks                    Commer Banks Non-US
SPAIN           JOINT LEADS      Banks                    Commer Banks Non-US
UNITED STATES   CITI-sole        Banks                    Diversified Banking Inst
PORTUGAL        B.IMI            Banks                    Commer Banks Non-US
NETHERLANDS     BAML             Banks                    Special Purpose Banks
GERMANY         NORDLB           Banks                    Regional Banks-Non US
GERMANY         NORDLB           Banks                    Regional Banks-Non US
IRELAND         JOINT LEADS      Gas                      Gas-Distribution
GERMANY         JOINT LEADS      Diversified Finan Serv   Special Purpose Entity
NORWAY          B.IMI            Banks                    Commer Banks Non-US
GERMANY         DZBK             Banks                    Cooperative Banks
GERMANY         U-HVB            Banks                    Special Purpose Banks
GERMANY         LBBW             Banks                    Regional Banks-Non US
GERMANY         DZBK             Diversified Finan Serv   Finance-Auto Loans
GERMANY         NORDLB           Banks                    Regional Banks-Non US
GERMANY         NORDLB           Banks                    Regional Banks-Non US
GERMANY         NORDLB           Banks                    Regional Banks-Non US
FRANCE          JOINT LEADS      Diversified Finan Serv   Finance-Mtge Loan/Banker
GERMANY         DZBK             Banks                    Mortgage Banks
SPAIN                            Diversified Finan Serv   Special Purpose Entity
UNITED STATES   JPM              Diversified Finan Serv   Finance-Auto Loans
FRANCE                           Banks                    Diversified Banking Inst
FRANCE          SOCGEN           Banks                    Diversified Banking Inst
FRANCE                           Diversified Finan Serv   Finance-Invest Bnkr/Brkr
GERMANY         NORDLB           Banks                    Regional Banks-Non US
GERMANY          BARCBK            Banks                  Special Purpose Banks
SWEDEN           BNPUK,CALYON,DB   Telecommunications     Wireless Equipment
FRANCE           JOINT LEADS       Building Materials     Bldg Prod-Cement/Aggreg
AUSTRIA          JPM-sole          Oil&Gas                Oil Comp-Integrated
IRELAND          AIBC              Banks                  Commer Banks Non-US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
BELGIUM          JPM               Beverages              Brewery
FRANCE           JOINT LEADS       Insurance              Multi-line Insurance
GERMANY          NORDLB            Banks                  Regional Banks-Non US
BRITAIN          JOINT LEADS       Banks                  Money Center Banks
GERMANY          BAYLB             Banks                  Regional Banks-Non US
GERMANY          HELABA            Banks                  Regional Banks-Non US
ITALY                              Banks                  Mortgage Banks
SPAIN            BBVA,CS,SOCGEN    Municipal              Municipal-County
FINLAND          JOINT LEADS       Electric               Electric-Generation
SNAT             B.IMI             Multi-National         Supranational Bank
AUSTRIA          JOINT LEADS       Sovereign              Sovereign
GERMANY          HELABA            Banks                  Regional Banks-Non US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
GERMANY          HELABA            Banks                  Regional Banks-Non US
GERMANY          HSH               Banks                  Regional Banks-Non US
UNITED KINGDOM   JOINT LEADS       Agriculture            Tobacco
AUSTRIA          DB,ERSTE,RZB      Healthcare-Services    Medical-Nursing Homes
FRANCE           JOINT LEADS       Municipal              Municipal-City
GERMANY          NORDLB            Banks                  Regional Banks-Non US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
GERMANY          DB                Food                   Food-Retail
GERMANY          NORDLB            Banks                  Regional Banks-Non US
SPAIN            MUSI              Banks                  Commer Banks Non-US
SPAIN            JOINT LEADS       Banks                  Commer Banks Non-US
GERMANY          COBA              Banks                  Commer Banks Non-US
GERMANY          HYPORE            Banks                  Mortgage Banks
GERMANY          HYPORE            Banks                  Mortgage Banks
GERMANY          HYPORE            Banks                  Mortgage Banks
GERMANY          HYPORE            Banks                  Mortgage Banks
ITALY                              Banks                  Commer Banks Non-US
ITALY                              Banks                  Commer Banks Non-US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
ITALY            HSBC              Banks                  Commer Banks Non-US
GERMANY          NORDLB            Banks                  Regional Banks-Non US
AUSTRIA          U-BACA            Banks                  Commer Banks Non-US
ITALY                              Banks                  Commer Banks Non-US
IRELAND          C                 Packaging&Containers   Containers-Metal/Glass
ITALY                              Banks                  Commer Banks Non-US
NETHERLANDS      RBS               Banks                  Special Purpose Banks
GERMANY          DZBK              Banks                  Cooperative Banks
GERMANY          NORDLB            Banks                  Regional Banks-Non US
FRANCE           JOINT LEADS       Food                   Food-Retail
FRANCE           JOINT LEADS       Banks                  Special Purpose Banks
GERMANY          BAYLB             Banks                  Regional Banks-Non US
SPAIN           JOINT LEADS       Gas                      Gas-Distribution
AUSTRIA         BNPPAR,CS,RBS     Transportation           Transport-Rail
BELGIUM         SGCIB             Municipal                Municipal-Local Auth
ITALY           BNPPAR,DB         Electric                 Electric-Transmission
SPAIN           B.IMI             Banks                    Commer Banks Non-US
GERMANY         LBBW,NORDLB,WGZ   Municipal                Municipal-County
IRELAND         JPM,MS            Banks                    Commer Banks Non-US
SPAIN           JOINT LEADS       Gas                      Gas-Distribution
AUSTRIA         ERSTE,RZB         Electric                 Electric-Distribution
GERMANY         BAYLB             Banks                    Regional Banks-Non US
UNITED STATES   GS,RBS,SOCGEN     Diversified Finan Serv   Finance-Commercial
SWITZERLAND     DB,HSBCL          Diversified Finan Serv   Diversified Finan Serv
IRELAND         JOINT LEADS       Sovereign                Sovereign
GERMANY         NORDLB            Banks                    Regional Banks-Non US
ITALY                             Banks                    Commer Banks Non-US
ITALY                             Banks                    Commer Banks Non-US
GERMANY         JOINT LEADS       Diversified Finan Serv   Finance-Mtge Loan/Banker
GERMANY         NORDLB            Banks                    Regional Banks-Non US
SNAT            CALYON,GS,U-HVB   Regional(state/provnc)   Regional Agencies
FRANCE          SOCGEN            Telecommunications       Telephone-Integrated
FRANCE          JOINT LEADS       Banks                    Commer Banks Non-US
LUXEMBOURG      CS                Insurance                Insurance Brokers
ITALY           MEDIF             Diversified Finan Serv   Finance-Invest Bnkr/Brkr
SPAIN           JOINT LEADS       Gas                      Gas-Distribution
SPAIN           JOINT LEADS       Gas                      Gas-Distribution
DENMARK         COBA,DANBNK,SG    Banks                    Commer Banks Non-US
SPAIN           B.IMI,SANTAN      Banks                    Commer Banks Non-US
GERMANY         BAYLB             Auto Manufacturers       Auto-Cars/Light Trucks
GERMANY         JOINT LEADS       Banks                    Mortgage Banks
GERMANY         UBS               Municipal                Municipal-County
GERMANY         HELABA            Banks                    Regional Banks-Non US
AUSTRIA         JOINT LEADS       Banks                    Special Purpose Banks
GERMANY         DEKABK            Banks                    Special Purpose Banks
GERMANY         RBS               Banks                    Special Purpose Banks
GERMANY         WESTLB            Banks                    Special Purpose Banks
GERMANY         DEKABK            Banks                    Special Purpose Banks
ITALY                             Oil&Gas                  Oil Comp-Integrated
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
SPAIN           B.IMI,SANTAN      Banks                    Commer Banks Non-US
ITALY           B.IMI,U-HVB       Oil&Gas                  Oil Comp-Integrated
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         BAML-sole         Chemicals                Chemicals-Diversified
IRELAND         MS                Banks                    Commer Banks Non-US
FRANCE          DB,JPM,NATIX,SG   Banks                    Money Center Banks
ITALY           BNL               Banks                    Commer Banks Non-US
GERMANY         WESTLB            Municipal                Municipal-County
ITALY           JOINT LEADS       Banks                    Diversified Banking Inst
PORTUGAL        JOINT LEADS       Sovereign                Sovereign Agency
ITALY                             Banks                    Commer Banks Non-US
GERMANY         WESTLB            Banks                    Money Center Banks
ITALY                             Banks                    Commer Banks Non-US
AUSTRIA          CS,HSBCL,MS,RZB   Sovereign                Sovereign Agency
SPAIN            BSSA              Municipal                Municipal-County
ITALY                              Insurance                Multi-line Insurance
ITALY                              Banks                    Commer Banks Non-US
ITALY                              Banks                    Commer Banks Non-US
UNITED KINGDOM   CS,DB,JPM         Pharmaceuticals          Medical-Drugs
NETHERLANDS      ABN               Banks                    Money Center Banks
ITALY                              Banks                    Commer Banks Non-US
GERMANY          HELABA            Banks                    Regional Banks-Non US
ITALY                              Banks                    Commer Banks Non-US
ITALY                              Diversified Finan Serv   Finance-Invest Bnkr/Brkr
ITALY                              Diversified Finan Serv   Finance-Invest Bnkr/Brkr
MACEDONIA        HSBCL             Sovereign                Sovereign
GERMANY          NRW               Banks                    Special Purpose Banks
LUXEMBOURG       JOINT LEADS       Telecommunications       Satellite Telecom
ITALY                              Banks                    Commer Banks Non-US
SWITZERLAND      UBS               Banks                    Money Center Banks
ITALY                              Banks                    Diversified Banking Inst
GERMANY          JOINT LEADS       Electric                 Electric-Integrated
ITALY                              Diversified Finan Serv   Invest Mgmnt/Advis Serv
LUXEMBOURG       B.IMI,CS,DB       Telecommunications       Telecom Services
GERMANY          DB                Diversified Finan Serv   Diversified Finan Serv
IRELAND          SGCIB             Banks                    Commer Banks Non-US
GERMANY          JOINT LEADS       Airlines                 Airlines
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS       Electric                 Electric-Integrated
GERMANY          BAYLB             Banks                    Regional Banks-Non US
GERMANY          DB                Banks                    Money Center Banks
ITALY                              Banks                    Commer Banks Non-US
GERMANY          WGZ               Banks                    Special Purpose Banks
GERMANY          JOINT LEADS       Banks                    Commer Banks Non-US
DENMARK          RBCCM             Banks                    Commer Banks Non-US
ITALY            B.IMI,ING         Banks                    Regional Banks-Non US
DENMARK          JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          DSB               Banks                    Commer Banks Non-US
NETHERLANDS      DB,NATIX,RBS      Banks                    Money Center Banks
GERMANY          BNP,DB            Apparel                  Athletic Footwear
GERMANY          DB                Diversified Finan Serv   Finance-Auto Loans
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS       Electric                 Electric-Integrated
BELGIUM          JOINT LEADS       Municipal                Municipal-Local Auth
BELGIUM          JOINT LEADS       Municipal                Municipal-Local Auth
FRANCE           JOINT LEADS       Diversified Finan Serv   Diversified Finan Serv
GERMANY          DB                Banks                    Special Purpose Banks
GERMANY          JOINT LEADS       Food                     Food-Retail
GERMANY          NRW               Banks                    Special Purpose Banks
GERMANY          DZBK              Chemicals                Chemicals-Diversified
GERMANY          JOINT LEADS       Banks                    Money Center Banks
SPAIN            HSBCL,SCH,SG      Municipal                Municipal-County
AUSTRIA          JOINT LEADS       Electric                 Electric-Integrated
PORTUGAL         JOINT LEADS       Banks                    Commer Banks Non-US
IRELAND          EBS               Savings&Loans            Building Societies
UNITED KINGDOM   JOINT LEADS       Oil&Gas                  Oil Comp-Integrated
FRANCE           JOINT LEADS       Banks                    Special Purpose Banks
FRANCE           BNPPAR,DB,NATIX   Auto Manufacturers       Auto-Cars/Light Trucks
GERMANY          U-HVB             Municipal                Municipal-County
FRANCE           JOINT LEADS       Water                    Water
FRANCE           JOINT LEADS       Banks                    Special Purpose Banks
GERMANY          NORDLB            Banks                    Regional Banks-Non US
ITALY            ALETTI            Banks                    Commer Banks Non-US
PORTUGAL         JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY          CALYON,DZBK       Banks                    Special Purpose Banks
BRITAIN          BNPPAR,LLOYDS     Banks                    Money Center Banks
FRANCE           CALYON,DB,LBBW    Diversified Finan Serv   Special Purpose Entity
AUSTRALIA        DB,NAB,UBS        Banks                    Commer Banks Non-US
SPAIN            JOINT LEADS       Municipal                Municipal-County
ITALY            MPS               Banks                    Commer Banks Non-US
BRITAIN          JOINT LEADS       Beverages                Brewery
GERMANY          DZBK              Diversified Finan Serv   Finance-Auto Loans
GERMANY          NORDLB            Banks                    Mortgage Banks
SPAIN            NATIX,SOCGEN      Banks                    Commer Banks Non-US
UNITED KINGDOM   RBS               Banks                    Money Center Banks
SPAIN            CAJAMM            Diversified Finan Serv   Special Purpose Entity
LUXEMBOURG       DB                Telecommunications       Satellite Telecom
SPAIN            CAJAMM            Diversified Finan Serv   Special Purpose Entity
NETHERLANDS      RBC               Banks                    Special Purpose Banks
GERMANY          DB                Banks                    Money Center Banks
AUSTRIA          JOINT LEADS       Banks                    Mortgage Banks
GERMANY          HELABA            Banks                    Regional Banks-Non US
IRELAND          CITI,DZ,GS        Diversified Finan Serv   Finance-Mtge Loan/Banker
ITALY            INTES             Banks                    Commer Banks Non-US
ITALY            INTES             Banks                    Commer Banks Non-US
GERMANY          U-HVB             Banks                    Commer Banks Non-US
GERMANY          WUSTBK            Banks                    Mortgage Banks
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
GERMANY          NORDLB            Banks                    Regional Banks-Non US
DENMARK          CSFB              Banks                    Commer Banks Non-US
GERMANY          BAYLB             Banks                    Regional Banks-Non US
GERMANY          JOINT LEADS       Banks                    Regional Banks-Non US
ITALY                              Banks                    Commer Banks Non-US
GERMANY          CALYON,COBA,DB    Insurance                Multi-line Insurance
SNAT             JOINT LEADS       Regional(state/provnc)   Regional Agencies
GERMANY          LBBW              Banks                    Regional Banks-Non US
FRANCE           JOINT LEADS       Diversified Finan Serv   Finance-Invest Bnkr/Brkr
ITALY            JOINT LEADS       Electric                 Electric-Integrated
GERMANY          HSH               Banks                    Regional Banks-Non US
BRITAIN          DB,GS             Commercial Services      Commercial Services
GERMANY          DB                Banks                    Special Purpose Banks
GERMANY          RBS               Banks                    Special Purpose Banks
SLOVENIA         JOINT LEADS       Banks                    Commer Banks Non-US
SPAIN            BBVA              Banks                    Commer Banks Non-US
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         LBBW              Banks                    Regional Banks-Non US
GERMANY         COBA              Banks                    Commer Banks Non-US
PORTUGAL        JOINT LEADS       Banks                    Commer Banks Non-US
SPAIN           CALYON            Sovereign                Sovereign Agency
HUNGARY         CITI,ING          Sovereign                Sovereign
GREECE          ALPHAB,EFG        Diversified Finan Serv   Special Purpose Entity
SNAT            JOINT LEADS       Multi-National           Supranational Bank
UNITED STATES   JOINT LEADS       Diversified Finan Serv   Diversified Finan Serv
GERMANY         U-HVB,WESTLB      Banks                    Special Purpose Banks
GERMANY         DEKABK            Municipal                Municipal-County
GERMANY         DB                Banks                    Special Purpose Banks
GERMANY         BNPPAR            Telecommunications       Telephone-Integrated
GREECE          ALPHAB,EFG        Diversified Finan Serv   Special Purpose Entity
IRELAND         CALYON,CITI,JPM   Insurance                Multi-line Insurance
SPAIN           JOINT LEADS       Diversified Finan Serv   Special Purpose Entity
GERMANY         LBBW              Municipal                Municipal-County
GERMANY         NORDLB            Banks                    Regional Banks-Non US
NETHERLANDS     RABO              Banks                    Commer Banks Non-US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
LUXEMBOURG      BNPPAR,SOCGEN     Oil&Gas                  Oil Comp-Explor&Prodtn
GERMANY         U-HVB             Banks                    Mortgage Banks
FRANCE          BNPPAR            Water                    Water
SPAIN                             Banks                    Commer Banks Non-US
ITALY           B.IMI             Banks                    Commer Banks Non-US
ITALY           JOINT LEADS       Auto Manufacturers       Auto-Cars/Light Trucks
AUSTRIA         RFLBNI            Banks                    Cooperative Banks
GERMANY         BAYLB             Banks                    Regional Banks-Non US
JERSEY          EUROBK,HSBC       Banks                    Commer Banks Non-US
GERMANY         CS,U-HVB          Banks                    Special Purpose Banks
ITALY                             Banks                    Commer Banks Non-US
ITALY                             Banks                    Commer Banks Non-US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         DB                Auto Parts&Equipment     Auto/Trk Prts&Equip-Orig
AUSTRIA         JOINT LEADS       Forest Products&Paper    Paper&Related Products
FRANCE          B.IMI,SG          Banks                    Diversified Banking Inst
ITALY                             Banks                    Commer Banks Non-US
GERMANY         LBANK             Banks                    Special Purpose Banks
GERMANY         U-HVB             Banks                    Special Purpose Banks
GERMANY         NORDLB            Banks                    Regional Banks-Non US
AUSTRIA         RZB               Banks                    Commer Banks Non-US
BRITAIN         HSBCL             Banks                    Commer Banks Non-US
GERMANY         LBANK             Banks                    Special Purpose Banks
GERMANY         NORDLB            Banks                    Special Purpose Banks
GERMANY         NORDLB            Banks                    Special Purpose Banks
SWEDEN          JOINT LEADS       Banks                    Commer Banks Non-US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
GERMANY         NORDLB            Banks                    Regional Banks-Non US
GERMANY         BAYLB             Banks                    Regional Banks-Non US
NETHERLANDS     HSBC             Banks                      Commer Banks Non-US
GERMANY         BAYLB            Banks                      Regional Banks-Non US
NETHERLANDS     BARCLY-sole      Banks                      Special Purpose Banks
GERMANY         BAYLB            Banks                      Regional Banks-Non US
UNITED STATES   CITI             Banks                      Diversified Banking Inst
ITALY           JOINT LEADS      Banks                      Commer Banks Non-US
GREECE          JOINT LEADS      Banks                      Commer Banks Non-US
AUSTRALIA       BARCBK,CBA,JPM   Banks                      Commer Banks Non-US
ITALY                            Banks                      Commer Banks Non-US
SWITZERLAND     CS               Banks                      Commer Banks Non-US
SWEDEN          JOINT LEADS      Banks                      Commer Banks Non-US
ITALY                            Banks                      Commer Banks Non-US
GERMANY         COBA             Banks                      Commer Banks Non-US
#N/A N/A        CS               Banks                      Commer Banks Non-US
#N/A N/A        JOINT LEADS      Banks                      Commer Banks Non-US
#N/A N/A        B.IMI            Banks                      Commer Banks Non-US
#N/A N/A                         Banks                      Commer Banks Non-US
GERMANY         LBANK,LBBW       Banks                      Special Purpose Banks
#N/A N/A                         Banks                      Commer Banks Non-US
#N/A N/A        HSH              Banks                      Regional Banks-Non US
SPAIN           SANTAN           Oil&Gas                    Oil Comp-Integrated
#N/A N/A        HELABA           Banks                      Regional Banks-Non US
#N/A N/A        BARCBK           Banks                      Commer Banks Non-US
#N/A N/A        UNICRE           Banks                      Diversified Banking Inst
#N/A N/A        BAYLB            Diversified Finan Serv     Special Purpose Entity
#N/A N/A                         Banks                      Commer Banks Non-US
#N/A N/A        DZBK             Banks                      Mortgage Banks
#N/A N/A        NORDLB           Banks                      Regional Banks-Non US
#N/A N/A        NORDLB           Banks                      Regional Banks-Non US
NETHERLANDS     RABO,UBSINV      Banks                      Commer Banks Non-US
#N/A N/A        BAYLB            Banks                      Regional Banks-Non US
#N/A N/A        NORDLB           Municipal                  Municipal-County
#N/A N/A        ML               Banks                      Diversified Banking Inst
#N/A N/A                         Banks                      Commer Banks Non-US
#N/A N/A        JOINT LEADS      Banks                      Special Purpose Banks
GERMANY         LBBW             Banks                      Special Purpose Banks
NETHERLANDS     JOINT LEADS      Holding Companies-Divers   Specified Purpose Acquis
#N/A N/A                         Banks                      Commer Banks Non-US
#N/A N/A                         Banks                      Commer Banks Non-US
#N/A N/A        RABO             Banks                      Commer Banks Non-US
NETHERLANDS     RABO,UBSINV      Banks                      Commer Banks Non-US
#N/A N/A        CALYON           Retail                     Retail-Major Dept Store
#N/A N/A        BAYLB            Banks                      Regional Banks-Non US
#N/A N/A        CALYON           Lodging                    Hotels&Motels
#N/A N/A        BAYLB            Banks                      Regional Banks-Non US
#N/A N/A        CS,GS,SOCGEN     Sovereign                  Sovereign Agency
#N/A N/A        CALYON           Lodging                    Hotels&Motels
#N/A N/A        CALYON           Retail                     Retail-Major Dept Store
#N/A N/A        JOINT LEADS      Banks                      Commer Banks Non-US
#N/A N/A        HELABA           Banks                      Regional Banks-Non US
#N/A N/A        BAYLB            Banks                      Regional Banks-Non US
#N/A N/A        NORDLB           Municipal                  Municipal-County
#N/A N/A   BARCBK           Transportation           Transport-Rail
#N/A N/A   BNL              Banks                    Commer Banks Non-US
#N/A N/A   WESTLB           Banks                    Money Center Banks
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   COBA,RBS,U-HVB   Machinery-Diversified    Machinery-General Indust
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   SG               Banks                    Diversified Banking Inst
#N/A N/A   JOINT LEADS      Banks                    Mortgage Banks
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   DZBK             Banks                    Mortgage Banks
#N/A N/A   WGZ              Municipal                Municipal-County
#N/A N/A   B.IMI            Banks                    Commer Banks Non-US
#N/A N/A   JOINT LEADS      Banks                    Commer Banks Non-US
IRELAND    JPM              Banks                    Commer Banks Non-US
#N/A N/A   NORDLB           Banks                    Mortgage Banks
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   BAYLB            Banks                    Regional Banks-Non US
#N/A N/A   DB               Auto Manufacturers       Auto-Med&Heavy Duty Trks
#N/A N/A   HSH              Banks                    Regional Banks-Non US
#N/A N/A   LBBW             Banks                    Mortgage Banks
#N/A N/A   DTKRED           Banks                    Money Center Banks
#N/A N/A   BAYLB            Banks                    Regional Banks-Non US
#N/A N/A   JOINT LEADS      Banks                    Commer Banks Non-US
AUSTRIA    DB               Banks                    Mortgage Banks
#N/A N/A   BAYLB            Banks                    Regional Banks-Non US
#N/A N/A   BAYLB            Banks                    Regional Banks-Non US
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   INTES            Banks                    Commer Banks Non-US
#N/A N/A   COBA             Banks                    Commer Banks Non-US
#N/A N/A   BAYLB            Banks                    Regional Banks-Non US
#N/A N/A   JOINT LEADS      Auto Manufacturers       Auto-Cars/Light Trucks
#N/A N/A   DB               Banks                    Money Center Banks
#N/A N/A   HELABA           Banks                    Regional Banks-Non US
#N/A N/A   NORDLB           Banks                    Regional Banks-Non US
#N/A N/A   RZB              Banks                    Commer Banks Non-US
GERMANY    DB               Diversified Finan Serv   Special Purpose Entity
#N/A N/A   SOCGEN           Banks                    Diversified Banking Inst
#N/A N/A   JOINT LEADS      Banks                    Money Center Banks
#N/A N/A   JOINT LEADS      Banks                    Money Center Banks
#N/A N/A   COBA             Banks                    Mortgage Banks
    Benchmark               Spread        Reof price          Disc margin       Type
                                     100.000                                Unsub
                                     100.000                                Unsub
                                                                            Unsub
                                     100.000                                Unsub
                                     100.000                                Unsub
                                                                            Unsub
                                     99.326                                 Unsub
                                     100.000                                Unsub
                                     100.000                                Unsub
                                     100.000                                Unsub
                                                                            Unsub
                                     100.000           32.0                 Unsub
                                                                            Unsub
                                     99.950                                 secured
                                                                            Unsub
DBR 3 1/2 01/04/16   269.3           99.914                                 Unsub
                                     99.488                                 Unsub
DBR 4 1/4 01/04/14   453.2           99.504                                 Unsub
                                     100.280                                Unsub
OBL 4 10/11/13       287.8           99.708                                 Unsub
DBR 3 3/4 07/04/13   435.3           99.956                                 Unsub
DBR 4 1/4 01/04/14   252.5           99.675                                 Unsub
DBR 3 1/2 01/04/16   265.8           99.547                                 Unsub
OBL 3 1/2 10/14/11   256.9           99.884                                 Unsub
                                                                            Unsub
                                                                            Unsub
                                                                            Unsub
DBR 4 1/4 01/04/14   556.9           99.632                                 Unsub
DBR 3 1/2 01/04/16   341.3           99.757                                 Unsub
                                                                            Unsub
                                     99.610                                 Unsub
DBR 4 1/4 07/04/14   89.6            99.902                                 Unsub
                                                                            Unsub
                                                                            Unsub
                                     99.693                                 Unsub
OBL 3 1/2 10/14/11   195.9           99.797                                 Unsub
                                     99.998            .5                   Unsub
                                                                            Unsub
DBR 3 3/4 01/04/19   327.9           99.646                                 Unsub
                                                                            Unsub
DBR 4 1/4 01/04/14   184.1           99.527                                 secured
                                     99.430                                 Unsub
                                                                            Unsub
                                     100.000                                Unsub
                                                                            Unsub
                                     100.000           50.0                 Unsub
                                                                            Unsub
DBR 4 1/4 01/04/14   253.8           99.991                                 Unsub
                                     100.000           25.0                 Unsub
                             100.000          Unsub
                             100.680          Unsub
                             100.290          Unsub
                             100.320          Unsub
OBL 3 1/2 10/14/11   121.3   99.450           Unsub
                                              Unsub
                             99.720           Unsub
OBL 3 1/2 10/14/11   201.1   99.955           Unsub
                             101.500          Unsub
DBR 5 01/04/12       252.7   99.794           Unsub
                             99.850    35.5   secured
                                              Unsub
                             100.000          Unsub
                             99.850    35.5   secured
DBR 5 07/04/12       435.1   99.796           Unsub
DBR 4 1/4 01/04/14   560.1   99.904           Unsub
DBR 3 3/4 01/04/17   317.6   99.808           Unsub
DBR 4 1/4 01/04/14   440.1   99.464           Unsub
                             99.514           Unsub
                             100.000          Unsub
DBR 4 1/4 01/04/14   220.1   99.749           Unsub
DBR 4 1/4 01/04/14   130.4   99.793           Unsub
                             100.430          Unsub
                             100.000   50.0   Unsub
                             100.000   35.0   Unsub
DBR 4 1/4 01/04/14   557.6   99.727           Unsub
OBL 3 1/2 04/08/11   158.0   99.749           Unsub
DBR 3 3/4 01/04/19   95.7    99.471           Unsub
OBL 4 10/11/13       96.1    99.806           Unsub
OBL 3 1/2 10/14/11   120.7   99.705           Unsub
                             100.010          Unsub
                             99.930           Unsub
DBR 4 1/4 07/04/14   597.2   99.827           Unsub
                             100.000          Unsub
DBR 4 1/4 07/04/14   320.2   99.615           Unsub
BKO 4 09/10/10       109.4   99.878           Unsub
                             99.600           Unsub
DBR 4 1/4 01/04/14   281.2   99.931           Unsub
                             100.000   35.0   Unsub
                             100.000   35.0   Unsub
                             100.000          Unsub
                                              Unsub
                                              Unsub
DBR 3 3/4 01/04/19   111.1   99.797           Unsub
                                              Unsub
                                              Unsub
                             100.000   8.0    Unsub
                                              Unsub
                             100.000          Unsub
DBR 4 1/4 01/04/14   577.2   99.728           Unsub
                             93.024           Unsub
                             101.000          Unsub
DBR 4 1/4 01/04/14   112.6   99.660            Unsub
OBL 3 1/2 10/14/11   117.9   99.801            Unsub
                             100.000   157.0   Unsub
                             100.000   156.0   Unsub
DBR 3 3/4 01/04/15   269.9   99.828            Unsub
                             100.000           Unsub
                                               Unsub
                             100.000   27.0    Unsub
                             100.050           Unsub
OBL 3 1/2 10/14/11   147.9   99.675            Unsub
                             100.000   156.0   Unsub
                             100.000   151.0   Unsub
                             100.000   151.0   Unsub
                             100.000           Unsub
DBR 3 3/4 01/04/19   333.6   99.875            Unsub
                                               secured
                                               Unsub
                                               Unsub
                             99.996            Unsub
                                               secured
OBL 3 1/2 10/14/11   120.0   99.980            Unsub
                                               Unsub
                                               Unsub
                             99.572            Unsub
DBR 3 1/2 01/04/16   375.7   99.238            Unsub
DBR 4 1/4 01/04/14   534.7   99.494            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.059           secured
                                               Unsub
                             100.000   15.0    Unsub
                                               Unsub
                             99.570            Unsub
                             100.000           Unsub
DBR 4 1/4 01/04/14   261.9   99.961            Unsub
                                               Unsub
BKO 2 1/4 12/10/10   138.9                     Unsub
DBR 3 3/4 01/04/19   196.2   99.265            Unsub
DBR 3 1/2 01/04/16   85.4    99.385            Unsub
DBR 3 1/2 01/04/16   185.1   99.694            secured
BKO 4 09/10/10       105.7   99.840            Unsub
                             100.000   .0      Unsub
BKO 2 1/4 12/10/10   125.4   99.885            Unsub
DBR 3 3/4 01/04/19   113.7   99.032            Unsub
DBR 4 1/2 01/04/13   537.0   99.662            Unsub
DBR 4 1/4 07/04/14   325.1   99.346            Unsub
DBR 3 3/4 01/04/17   583.5   99.614            Unsub
DBR 5 07/04/12       586.0   99.901            Unsub
BKO 2 1/4 12/10/10   91.9    99.820            Unsub
DBR 4 1/4 01/04/14   108.0   99.664            Unsub
                             99.530            Unsub
                                               Unsub
                             102.000           Unsub
                             99.623            Unsub
                             100.000   85.0    Unsub
                                               Unsub
OBL 3 1/2 10/14/11   139.5   99.683            Unsub
DBR 4 1/4 01/04/14   363.4   99.725            Unsub
                             99.940            Unsub
DBR 3 1/2 01/04/16   227.8   99.337            Unsub
                             99.638            Unsub
                             100.155           Unsub
FRTR 4 1/4 10/25/23 63.5     99.311            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             99.870            secured
                             100.000           Unsub
                             93.700    150.0   secured
                                               Unsub
                             99.921            Unsub
                                               Unsub
                                               Unsub
                             99.924            Unsub
                             100.000           Unsub
DBR 4 1/2 01/04/13   381.3   99.679            Unsub
                                               Unsub
DBR 5 1/4 01/04/11   334.6   99.846            Unsub
                             99.738            Unsub
OBL 3 1/2 10/14/11   159.1   99.978            Unsub
DBR 4 1/4 01/04/14   119.5   99.663            Unsub
DBR 3 3/4 01/04/19   355.0   99.702            Unsub
OBL 4 10/11/13       515.6   99.428            Unsub
DBR 4 1/4 01/04/14   387.1   99.387            Unsub
DBR 3 3/4 01/04/19   258.3   99.658            Unsub
                             101.000           Unsub
DBR 3 3/4 01/04/19   441.3   98.889            Unsub
                             99.998    50.0    Unsub
OBL 3 1/2 10/14/11   246.9   99.970            Unsub
DBR 4 1/4 01/04/14   299.8   99.855            Unsub
DBR 3 3/4 01/04/15   248.2   99.359            Unsub
DBR 5 1/4 01/04/11   363.6   99.898            Unsub
                             100.000           Unsub
                                               Unsub
DBR 5 01/04/12       529.4   90.425            Unsub
                             100.000   .0      Unsub
                             99.970            Unsub
                             100.000           Unsub
                             100.000   25.0    Unsub
                             100.000   .0      secured
                                               secured
                             100.000           Unsub
DBR 4 1/4 01/04/14   260.7   99.555            Unsub
OBL 3 1/2 10/14/11   399.4   99.656            Unsub
                             100.000           Unsub
                             100.000    121.0             Unsub
                             100.000    .0                Unsub
                             100.000                      Unsub
BKO 4 09/10/10       97.7    99.860                       Unsub
                             100.000                      Unsub
                                                          Unsub
DBR 3 1/2 01/04/16   412.8   99.169                       Unsub
                                                          secured
                                                          secured
                                                          secured
                             100.000                      Unsub
                             100.000                      Unsub
                             100.000    .0                secured
                             100.000    -15.0             Unsub
                             1000.000   -16931.0          Unsub
                             100.000    30.0              Unsub
OBL 3 1/2 10/14/11   135.8   99.878                       Unsub
                             100.000    -35.0             Unsub
DBR 5 01/04/12       223.7   100.742                      Unsub
DBR 3 1/2 01/04/16   175.6   99.877                       Unsub
                             99.894                       Unsub
                             100.000                      Unsub
DBR 3 3/4 01/04/19   315.4   99.924                       Unsub
DBR 3 3/4 01/04/15   233.9   99.293                       Unsub
                                                          Unsub
OBL 3 1/2 10/14/11   113.5   102.490                      Unsub
                                                          Unsub
                             100.000    25.0              secured
                             100.000                      Unsub
                             100.000               #N/A   Unsub
DBR 3 1/2 01/04/16   81.8    99.547                       Unsub
DBR 3 3/4 01/04/19   95.8    99.569                       Unsub
DBR 3 1/2 01/04/16   151.8   99.735                       Unsub
OBL 4 04/13/12       143.0   99.921                       Unsub
                             100.000                      Unsub
                             100.000    140.0             Unsub
                             100.000    .0                secured
DBR 4 1/4 01/04/14   127.5   99.910                       secured
OBL 4 10/11/13       466.5   103.930                      Unsub
                             100.000                      Unsub
OBL 3 1/2 10/14/11   153.2   99.695                       Unsub
                             99.808                       Unsub
                             100.000               #N/A   Unsub
OBL 3 1/2 10/14/11   131.5   99.966                       Unsub
DBR 4 1/4 01/04/14   142.3   99.615                       secured
                             100.000    145.0             Unsub
                             100.000    23.0              Unsub
                             100.000    25.0              Unsub
                             100.000    200.0             Unsub
                                                          Unsub
BKO 4 09/10/10       247.4   99.947                       Unsub
                             99.850     139.0             Unsub
                             103.510           Unsub
DBR 4 1/4 01/04/14   112.8   99.842            Unsub
                             100.000           Unsub
                                               Unsub
                             100.000           Unsub
                             101.000           Unsub
DBR 3 3/4 01/04/19   249.8   99.852            Unsub
OBL 4 10/11/13       440.6   107.810           Unsub
                             100.000           Unsub
                             99.612    138.5   Unsub
OBL 4 04/13/12       249.2   99.757            Unsub
                             100.000   70.0    Unsub
DBR 4 1/4 01/04/14   316.2   99.595            Unsub
OBL 3 1/2 10/14/11   150.6   99.944            Unsub
DBR 4 1/4 01/04/14   275.8   99.707            Unsub
                             100.000           Unsub
DBR 3 1/2 01/04/16   540.0   99.856            Unsub
DBR 4 1/4 01/04/14   123.1   99.447            Unsub
                             100.000   25.0    Unsub
                                               secured
                             100.000   130.0   Unsub
                                               secured
                             100.000   25.0    Unsub
                             100.000           Unsub
                             100.000   25.0    Unsub
                             100.000   25.0    Unsub
OBL 3 1/2 10/14/11   164.9   99.673            Unsub
DBR 4 01/04/18       183.8   98.444            Unsub
                             100.150   -3.5    Unsub
                                               Unsub
                             100.000   25.0    Unsub
DBR 3 3/4 01/04/19   107.7   99.414            Unsub
                             100.000   198.0   Unsub
                                               Unsub
                             99.879            Unsub
DBR 4 1/4 01/04/14   125.3   99.616            Unsub
                             100.000   .0      secured
DBR 3 3/4 01/04/17   235.4   99.264            Unsub
OBL 3 1/2 04/12/13   213.5   99.816            Unsub
                                               secured
                             100.913           Sub
                                               Unsub
                             100.000   99.0    Unsub
DBR 4 1/2 01/04/13   493.2   99.491            Unsub
                             97.425    225.5   Unsub
DBR 3 1/2 01/04/16   597.2   99.084            Unsub
DBR 4 1/4 01/04/14   97.1    99.934            Unsub
                             100.000   .0      Unsub
                                               Unsub
OBL 3 1/2 10/14/11   171.3   99.661            Unsub
                             99.930            Unsub
DBR 4 1/4 01/04/14   152.2   99.550            Unsub
                                               Unsub
                                               Unsub
                                               Unsub
DBR 3 3/4 01/04/15   287.8   99.491            Unsub
                             99.752            Unsub
OBL 3 1/2 10/14/11   171.0   99.830            Unsub
                             99.970            Unsub
                                               Unsub
                             99.665            Unsub
                             101.000           Unsub
OBL 4 10/11/13       111.4   99.754            Unsub
DBR 4 1/4 01/04/14   479.8   99.856            Unsub
OBL 4 04/13/12       227.9   99.844            Unsub
                             100.220           Unsub
                             99.720            Unsub
                             99.526            Unsub
OBL 3 1/2 10/14/11   164.6   99.695            Unsub
                                               secured
                             100.000   210.0   Unsub
OBL 4 04/13/12       459.4   99.629            Unsub
DBR 4 1/4 01/04/14   135.4   99.535            Unsub
                             99.970            Unsub
DBR 4 1/4 01/04/14   281.4   99.567            Unsub
                             100.000           Unsub
                                               Unsub
                                               Sub
DBR 3 3/4 01/04/19   177.7   99.966            Unsub
                                               secured
                             100.000           Unsub
                             100.080           Unsub
                             100.000           Unsub
                             100.000           Unsub
DBR 4 1/2 01/04/13   279.5   99.572            Unsub
DBR 3 1/2 01/04/16   298.8   99.926            Unsub
DBR 3 3/4 01/04/19   360.6   99.100            Unsub
                             100.000           Unsub
                                               Unsub
                             100.000   130.0   Unsub
DBR 5 01/04/12       246.3   99.694            Unsub
                             100.000   10.0    Unsub
DBR 4 1/4 07/04/14   250.0   99.947            Unsub
OBL 3 1/2 10/14/11   159.8   99.673            Unsub
                             101.070           Unsub
                             100.000   95.0    Unsub
                             100.000           Unsub
                                               secured
DBR 3 3/4 01/04/15   514.4   99.669            Unsub
                                               Unsub
                             100.000   15.0    Unsub
                                               Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                             99.797            Unsub
                             100.000   40.0    Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000   .0      secured
                             100.000           Unsub
                             100.000   .0      Unsub
                             100.000   55.0    Unsub
                             100.000   .0      secured
                             100.000           Unsub
DBR 4 1/4 01/04/14   309.3   99.510            Unsub
                             100.000   .0      Unsub
                             100.185           secured
DBR 4 1/4 01/04/14   138.8   99.851            Unsub
                             100.000           Unsub
OBL 3 1/2 10/14/11   172.8   99.830            Unsub
                             100.000   46.0    Unsub
OBL 3 1/2 04/08/11   569.1   99.974            Unsub
DBR 3 3/4 01/04/19   186.5   99.628            Unsub
                                               secured
                             100.000   133.0   Unsub
                             99.970            secured
                             99.863            Unsub
DBR 3 3/4 01/04/19   260.0   99.022            Unsub
DBR 3 3/4 01/04/15   196.4   99.705            Unsub
OBL 3 1/2 10/14/11   178.5   99.695            Unsub
                                               Unsub
                                               Unsub
                             100.000           Unsub
                                               secured
                                               Unsub
                             100.000   35.0    Unsub
                                               secured
DBR 4 1/4 01/04/14   109.3   99.841            Unsub
DBR 3 3/4 01/04/19   325.1   99.818            Unsub
DBR 3 1/2 01/04/16   267.5   99.560            Unsub
                             100.000           Unsub
DBR 4 1/2 01/04/13   222.6   99.815            Unsub
OBL 3 1/2 10/14/11   137.0   99.843            Unsub
                             99.970            Unsub
                             100.000   45.0    Unsub
                             100.000           Unsub
                                               secured
                             100.000           Unsub
                             99.710            Unsub
                             100.000           Unsub
                                               Unsub
                                               Unsub
                             100.000   15.0    secured
OBL 3 1/2 04/12/13   147.1   99.816            Unsub
OBL 4 04/13/12       131.0   99.779            Unsub
                                               Unsub
OBL 4 04/13/12       96.0    99.705            Unsub
DBR 4 1/4 01/04/14   371.7   99.240            Unsub
                             100.000           Unsub
                             99.727            Unsub
                             99.930            Unsub
                                               Unsub
                             99.880            Unsub
OBL 3 1/2 04/08/11   137.3   99.802            Unsub
                             100.000   100.0   Unsub
DBR 4 1/4 01/04/14   119.3   99.647            Unsub
                             100.000           Unsub
                             100.000   60.0    Unsub
                                               secured
OBL 3 1/2 10/14/11   165.6   99.859            Unsub
                                               secured
                             100.000           Unsub
                                               secured
                             99.940            secured
                                               secured
DBR 4 1/2 01/04/13   483.3   99.574            Unsub
                             99.980            Unsub
                             100.000           Unsub
DBR 4 1/4 01/04/14   248.2   99.860            Unsub
DBR 3 3/4 01/04/19   445.7   99.333            Unsub
                             100.000   40.0    Unsub
DBR 3 1/2 01/04/16   562.6   99.740            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000   25.0    Unsub
DBR 3 3/4 01/04/19   212.8   99.538            Unsub
                             100.000   185.0   Unsub
                             100.000   20.0    Unsub
                             100.000           Unsub
DBR 4 1/4 01/04/14   251.5   99.756            Unsub
OBL 3 1/2 10/14/11   170.0   99.828            Unsub
                             100.000   100.0   Unsub
                             99.970            Unsub
DBR 3 3/4 01/04/19   297.4   99.304            Unsub
DBR 4 1/4 01/04/14   242.4   99.612            Unsub
                                               secured
DBR 4 1/4 01/04/14   256.8   99.900            Unsub
DBR 4 1/4 01/04/14   222.4   99.890            Unsub
                             100.000           secured
DBR 4 1/4 07/04/14   78.8    99.660            Unsub
                             100.000           Unsub
DBR 4 1/2 01/04/13   195.7   99.971            Unsub
DBR 3 1/2 01/04/16   264.0   100.000           Unsub
BKO 1 1/4 03/11/11   174.9   99.924            Unsub
DBR 4 1/4 01/04/14   145.9   99.848            secured
DBR 4 1/4 01/04/14   456.7   99.555            Unsub
                             100.000           secured
DBR 5 01/04/12       266.5   99.725                   Unsub
DBR 3 1/2 01/04/16   315.0   98.571                   Unsub
                             101.201                  Unsub
                             101.185                  Unsub
OBL 4 04/13/12       602.6   99.884                   Unsub
                                                      Unsub
BKO 1 1/4 03/11/11   105.2   99.763                   Unsub
OBL 3 1/2 10/14/11   115.7   99.843                   Unsub
                             94.557    201.5          Unsub
DBR 4 1/4 07/04/14   82.4    99.911                   Unsub
                                                      Unsub
                             97.360    58.5           secured
                                                      Unsub
                             100.000                  Sub
                             100.000                  Sub
                                                      Unsub
                             100.000                  Unsub
                                                      Unsub
DBR 4 1/4 01/04/14   414.9   99.934                   Unsub
DBR 3 3/4 01/04/15   463.6   99.844                   Unsub
                                                      Unsub
                                                      Unsub
                             98.744                   Unsub
DBR 3 3/4 01/04/19   181.3   99.838                   secured
                             100.420                  Unsub
                                                      secured
                             100.000                  Unsub
DBR 3 3/4 01/04/17   235.9   99.289                   Unsub
                             99.838                   Unsub
DBR 4 1/4 01/04/14   673.2   100.000                  Unsub
                                                      Unsub
                                                      Unsub
OBL 4 10/11/13       277.3   99.697                   Unsub
                                                      Unsub
                             100.000                  secured
OBL 4 04/13/12       342.9   99.951                   Unsub
                             99.729                   Unsub
                                                      Unsub
                             100.000           #N/A   Unsub
DBR 4 1/4 07/04/14   241.6   99.400                   Unsub
                             100.000   10.0           secured
                             100.000           #N/A   Unsub
                                                      Unsub
DBR 4 1/4 01/04/14   173.3   99.490                   secured
BKO 1 1/4 03/11/11   76.6    99.897                   Unsub
DBR 4 1/2 01/04/13   441.0   99.761                   Unsub
OBL 3 1/2 10/14/11   173.4   99.837                   Unsub
                             99.925    70.0           Unsub
                                                      Unsub
OBL 4 04/13/12       106.6   99.657                   Unsub
DBR 4 1/4 01/04/14   139.7   99.955                   Unsub
                             100.050                  Unsub
                                               Unsub
                                               Unsub
FRTR 4 1/4 04/25/19 136.6    99.900            secured
DBR 3 1/2 01/04/16  359.3    99.767            Unsub
OBL 3 1/2 10/14/11  172.6    99.687            Unsub
                                               Unsub
                             100.000           Unsub
OBL 3 1/2 04/08/11   398.3   99.616            Unsub
                                               Unsub
DBR 4 1/4 01/04/14   390.4   99.490            Unsub
                             99.623            Unsub
DBR 4 1/4 01/04/14   205.9   99.837            Unsub
DBR 4 1/4 01/04/14   481.3   99.795            Unsub
DBR 5 01/04/12       309.4   99.755            Unsub
                             100.000   220.0   Unsub
                             100.000           Unsub
                             100.000           Unsub
DBR 3 3/4 01/04/15   290.8   99.920            Unsub
                             100.000           Unsub
                             99.840            secured
                                               Unsub
DBR 3 3/4 01/04/19   354.9   99.530            Unsub
DBR 4 1/4 01/04/14   637.4   99.511            Unsub
                                               secured
                             100.000           Unsub
                             99.420            Unsub
                             100.000   70.0    Unsub
                             100.000           Unsub
                             99.780            secured
                             100.000   52.0    Unsub
DBR 4 1/4 01/04/14   106.5   99.787            Unsub
                             100.000           Unsub
                             99.851    100.0   Unsub
                             99.844            Unsub
DBR 4 1/4 01/04/14   133.6   99.725            Unsub
DBR 4 1/4 01/04/14   269.9   99.857            Unsub
                             100.000   180.0   Unsub
DBR 3 3/4 01/04/19   337.4   99.118            Unsub
                             100.000   .0      Unsub
                                               Unsub
BKO 1 1/4 03/11/11   110.0   100.087           Unsub
                             100.000           secured
                             100.000           secured
                             100.000   50.0    Unsub
                             100.000   .0      Unsub
DBR 4 1/4 01/04/14   416.4   99.495            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             99.624            Unsub
                             100.031           Sub
                             99.970            Unsub
DBR 3 3/4 01/04/15   237.6   99.694            Unsub
DBR 3 3/4 01/04/19   308.0   99.319            Unsub
                             99.484            Unsub
OBL 4 1/4 10/12/12   199.5   99.664            Unsub
                             99.707            Unsub
                             98.576            Sub
                                               Unsub
OBL 2 1/4 04/11/14   549.0   99.356            Unsub
OBL 3 1/2 04/12/13   99.8    99.829            Unsub
                             99.905            secured
                                               Unsub
                             100.000           Unsub
OBL 4 04/13/12       446.1   100.000           Unsub
                             99.899            Unsub
                             99.540            Unsub
                             100.000           secured
                             99.851    120.0   Unsub
                             99.776            Unsub
                             100.000           Unsub
OBL 4 04/13/12       140.0   99.930            Unsub
                             100.000   -15.0   Unsub
                             100.000           Unsub
                             100.000   .0      Unsub
                                               Unsub
                                               secured
                             100.000           Unsub
                             101.270           secured
                                               Unsub
                             99.710            secured
DBR 4 1/4 01/04/14   532.7   99.863            Unsub
                             100.000   200.0   Unsub
                             100.900           Unsub
                             100.350           Unsub
DBR 3 1/2 01/04/16   268.1   99.592            Unsub
OBL 4 04/13/12       224.0   99.568            Unsub
DBR 3 1/4 07/04/15   378.8   99.787            Unsub
                             100.000   -42.0   Unsub
OBL 3 1/2 04/12/13   226.1   99.975            Unsub
                             100.000   134.0   Unsub
BKO 1 1/4 03/11/11   199.3   99.804            Unsub
OBL 4 04/13/12       117.0   99.876            Unsub
                             99.850            Unsub
OBL 4 04/13/12       311.9   99.687            Unsub
DBR 3 1/2 01/04/16   280.4   99.847            Unsub
                             100.742           Unsub
DBR 3 3/4 01/04/15   217.4   99.699            Unsub
                             100.000   25.0    Unsub
                             100.000   25.0    Unsub
BKO 4 09/10/10       250.8   99.966            Unsub
                             100.000   91.0    Unsub
                             100.000   25.0    Unsub
                             100.000   25.0    Unsub
                             100.000   91.0    Unsub
                             100.000   60.0    secured
                             100.000   25.0    Unsub
                             100.000   25.0    Unsub
OBL 2 1/4 04/11/14   392.9   99.633            Unsub
OBL 2 1/4 04/11/14   296.5   99.927            Unsub
                             99.950            Unsub
                             99.850            Unsub
                             100.000   50.0    Unsub
                             100.000   50.0    secured
                                               Unsub
                             100.000   210.0   Unsub
                             100.000   -20.0   Unsub
                             99.851    135.0   Unsub
OBL 2 1/4 04/11/14   293.2   100.000           Unsub
DBR 3 3/4 01/04/19   363.2   99.752            Unsub
                             100.280           Unsub
DBR 3 3/4 01/04/19   173.3   99.176            Unsub
OBL 2 1/4 04/11/14   646.2   99.511            Unsub
                             100.000   -20.0   Unsub
                             100.000   23.0    Unsub
                             99.925    145.0   Unsub
OBL 4 04/13/12       140.0   99.898            Unsub
                             100.000           Unsub
                             100.000   107.0   Unsub
BKO 1 1/4 03/11/11   304.5   99.947            Unsub
                             100.000           Unsub
OBL 2 1/4 04/11/14   335.2   99.707            Unsub
                             100.000   200.0   Unsub
                             99.960            Unsub
                                               Unsub
                                               Unsub
OBL 4 04/13/12       169.4   99.868            Unsub
OBL 4 04/13/12       130.1   99.774            Unsub
                             100.000   .0      Unsub
DBR 3 3/4 01/04/19   105.9   99.895            Unsub
                             100.000   .0      Unsub
                             100.000   .0      Unsub
OBL 4 04/13/12       238.6   99.931            Unsub
                             100.000           Unsub
                             99.615            Unsub
OBL 2 1/4 04/11/14   542.8   99.514            Unsub
                             100.000           Unsub
OBL 3 1/2 04/08/11   76.8    99.988            Unsub
OBL 2 1/4 04/11/14   122.9   99.775            Unsub
                             99.384            secured
                                               Unsub
                             99.735    35.0    Unsub
OBL 2 1/4 04/11/14   96.2    99.691            Unsub
OBL 4 04/13/12       524.5   99.673            Unsub
                             100.000           Unsub
                             99.384            secured
OBL 3 1/2 04/08/11   103.8   99.852            Unsub
                              100.000   55.0   Unsub
                              100.000   70.0   Unsub
                              100.000   .0     Unsub
                              99.780           Unsub
DBR 4 1/4 07/04/18    977.0   83.500           Unsub
OBL 2 1/4 04/11/14    240.5   99.522           Unsub
OBL 2 1/4 04/11/14    215.8   99.636           Unsub
                                               Unsub
                              100.000          Unsub
OBL 3 1/2 04/12/13    433.7   99.719           Unsub
                              99.863    26.0   Unsub
OBL 4 04/13/12        676.4   99.681           Unsub
DBR 3 1/2 01/04/16    82.9    98.945           Unsub
OBL 4 04/13/12        119.0   99.932           Unsub
OBL 3 1/2 04/12/13    378.3   99.886           Unsub
                              100.000   20.0   Unsub
                              100.000          Unsub
                              100.000   35.0   Unsub
OBL 4 04/13/12        228.3   99.809           Unsub
                              99.693           Unsub
                              100.000   25.0   Unsub
BKO 4 09/10/10        235.8   100.081          Unsub
                                               Unsub
                              100.000   60.0   secured
                              100.000   70.0   Unsub
                                               Unsub
                              100.000          Unsub
                              99.990           Unsub
                                               Unsub
OBL 2 1/4 04/11/14    347.6   99.472           Unsub
                              102.773          Unsub
                              100.000   .0     Unsub
OBL 4 04/13/12        136.6   99.732           Unsub
OBL 2 1/4 04/11/14    80.6    99.973           Unsub
                              100.000   53.0   Unsub
                              100.150          secured
OBL 2 1/4 04/11/14    466.0   99.487           Unsub
OBL 4 04/13/12        156.7   99.910           Unsub
DBR 3 3/4 01/04/19    348.3   99.106           Unsub
OBL 2 1/4 04/11/14    209.9   99.648           Unsub
OBL 2 1/4 04/11/14    212.7   99.341           Unsub
OBL 2 1/4 04/11/14    256.2   99.887           Unsub
                              100.526          Unsub
                              100.000   45.0   Unsub
DBR 4 1/4 07/04/14    230.7   98.839           Unsub
                              99.806           Unsub
DBR 3 1/2 01/04/16    287.8   99.932           Unsub
FRTR 4 1/4 10/25/23   57.2    99.636           Unsub
OBL 3 1/2 04/08/11    61.4    99.971           Unsub
OBL 3 1/2 04/08/11    100.8   99.934           Unsub
OBL 2 1/4 04/11/14    327.9   99.527           Unsub
OBL 4 04/13/12        194.0   99.922           Unsub
BKO 4 09/10/10        230.5   100.373           Unsub
OBL 3 1/2 04/12/13    234.1   99.615            Unsub
                              100.000   70.0    Unsub
                              100.000   -10.0   Unsub
                              75.300            secured
OBL 4 04/13/12        131.1   99.822            Unsub
                              100.000           Unsub
                              100.000           Unsub
                                                secured
                              100.000   25.0    Unsub
DBR 4 1/4 01/04/14    537.8   103.422           Unsub
                              100.000           Unsub
                              100.000           Unsub
                              100.000           Unsub
                              99.902    154.5   Unsub
                              99.890            Unsub
                              100.000           secured
                              99.730            secured
                              100.000           Unsub
                              99.660            secured
                              99.800    33.5    Unsub
OBL 4 04/13/12        649.2   99.679            Unsub
OBL 2 1/4 04/11/14    215.4   99.698            Unsub
                              99.570            secured
                              99.150            Unsub
BKO 4 09/10/10        267.6   99.921            Unsub
OBL 2 1/4 04/11/14    73.8    99.973            Unsub
OBL 2 1/4 04/11/14    194.8   99.550            Unsub
                              99.750            Unsub
FRTR 4 1/4 04/25/19   81.0    99.587            Unsub
OBL 4 04/13/12        64.0    99.943            Unsub
OBL 4 10/11/13        312.7   99.785            Unsub
DBR 3 1/2 01/04/16    172.0   99.641            Unsub
OBL 3 1/2 04/12/13    135.5   99.923            Unsub
                              100.030           Unsub
                              99.420            Unsub
OBL 3 1/2 04/08/11    91.9    99.768            Unsub
                              99.850            Unsub
FRTR 4 1/4 10/25/23   58.6    98.469            Unsub
DBR 4 01/04/18        134.4   99.178            Unsub
OBL 3 1/2 04/12/13    92.6    99.725            Unsub
BKO 4 09/10/10        538.1   99.875            Unsub
DBR 4 1/4 07/04/14    174.7   104.283           Unsub
OBL 4 04/13/12        126.4   99.706            Unsub
                                                Unsub
                                                Unsub
                                                Unsub
DBR 4 1/4 01/04/14    304.8   101.279           Unsub
                                                Unsub
                              100.000   15.0    Unsub
DBR 4 1/4 01/04/14    189.3   102.136           Unsub
OBL 3 1/2 04/12/13    375.3   99.868            Unsub
                              100.000   50.0    secured
                              100.000   25.0    Unsub
DBR 3 3/4 01/04/15    102.8   99.381            Unsub
FRTR 4 04/25/18       46.8    102.037           Unsub
                                                Unsub
                              98.592            Unsub
                              99.870            Unsub
                              99.779    149.5   Unsub
                              100.000   25.0    Unsub
                                                Unsub
BKO 4 09/10/10        247.4   99.913            Unsub
                              100.000           secured
                              99.216            secured
                              99.565            Unsub
                              99.850            secured
                              99.626            secured
                              100.000   25.0    Unsub
                              100.000   25.0    Unsub
                              99.762            Unsub
                              99.970    39.0    Unsub
OBL 2 1/4 04/11/14    312.6   100.000           Unsub
                              99.763    39.0    Unsub
                              100.000           Unsub
                              101.000           Unsub
DBR 3 3/4 01/04/19    56.5    99.374            Unsub
                                                Unsub
OBL 2 1/4 04/11/14    94.2    99.751            Unsub
                              99.673            Unsub
OBL 4 1/4 10/12/12    592.5   99.711            Unsub
BKO 4 09/10/10        238.5   100.374           Unsub
                              99.950            Unsub
                                                Unsub
OBL 2 1/4 04/11/14    449.9   99.844            Unsub
OBL 2 1/4 04/11/14    85.7    99.968            Unsub
                              99.863            Unsub
FRTR 3 3/4 04/25/21   90.4    99.662            secured
DBR 3 3/4 01/04/19    250.0   99.756            Sub
OBL 3 1/2 04/12/13    63.7    99.937            Unsub
OBL 4 04/13/12        425.3   99.872            Unsub
DBR 4 1/2 01/04/13    309.0   99.851            Unsub
                                                Unsub
OBL 4 1/4 10/12/12    340.8   103.014           Unsub
DBR 3 1/2 01/04/16    443.2   99.568            Unsub
                              100.000           Unsub
                              99.700            secured
                                                Unsub
                              99.940            secured
OBL 4 04/13/12        51.3    99.991            Unsub
OBL 4 04/13/12        277.9   99.722            Unsub
                              99.953            secured
OBL 2 1/4 04/11/14    364.3   99.764            Unsub
OBL 3 1/2 04/12/13    325.5   99.814            Unsub
                              100.000   70.0    Unsub
DBR 4 1/4 07/04/14    76.7    98.844            secured
                                                Unsub
                              99.980            Unsub
                                                Unsub
OBL 2 1/4 04/11/14    97.4    99.578            Unsub
BKO 1 1/4 03/11/11    341.0   99.193            Unsub
                              100.000           Unsub
                              100.000           Unsub
OBL 2 1/4 04/11/14    341.1   99.843            Unsub
                              100.020           secured
                              99.600            secured
DBR 3 3/4 01/04/15    318.7   99.861            Unsub
                                                Unsub
                                                Unsub
OBL 2 1/4 04/11/14                              secured
OBL 2 1/4 04/11/14    212.5   99.794            Unsub
                              100.000   25.0    secured
                              99.850            secured
DBR 3 3/4 01/04/15    189.8   99.387            Unsub
DBR 4 1/4 07/04/14    980.5   74.099            Unsub
                              100.000   25.0    secured
                              100.000   100.0   Unsub
                              100.000   125.0   Unsub
                              99.900            Unsub
                                                Sub
                                                Unsub
                              101.851           Unsub
                              99.830            secured
                              100.000           Unsub
                              99.810            Unsub
                              100.000   50.0    Unsub
                              101.000   -20.5   Unsub
DBR 3 3/4 01/04/15    171.7   104.148           Unsub
OBL 2 1/4 04/11/14    288.4   99.798            Unsub
                                                Unsub
                              100.000           Unsub
FRTR 3 3/4 04/25/21   89.4    99.920            secured
DBR 3 1/2 01/04/16    97.0    99.396            secured
OBL 2 1/4 04/11/14    532.6   99.498            Unsub
OBL 4 04/13/12        363.3   99.590            Unsub
BKO 4 09/10/10        501.4   99.866            Unsub
                                                Unsub
OBL 3 1/2 10/14/11    124.9   99.615            Unsub
                                                Unsub
OBL 2 1/4 04/11/14    117.9   99.820            Unsub
OBL 2 1/4 04/11/14    201.8   99.833            Unsub
DBR 3 3/4 01/04/19    134.7   99.906            secured
                                                Unsub
                                                Unsub
                                                secured
                              99.810            secured
OBL 2 1/4 04/11/14   357.1   99.601            Unsub
OBL 2 1/4 04/11/14   137.1   99.929            secured
                                               Unsub
DBR 3 1/2 01/04/16   197.2   103.214           Unsub
                             99.622            Unsub
                             100.500           Unsub
                             100.000   117.0   Unsub
                             100.000   50.0    Unsub
OBL 2 1/4 04/11/14   490.2   99.765            Unsub
                             100.000           Unsub
                             100.000   180.0   Unsub
                             99.975            Unsub
                             100.110           Unsub
OBL 4 04/13/12       270.4   99.838            Unsub
                             100.000   75.0    secured
                             99.870            Unsub
DBR 4 1/4 07/04/18   848.0   89.147            Unsub
                                               Unsub
                             99.980            Unsub
                             100.000   31.0    secured
                             100.000           Unsub
                             99.619            Unsub
                             100.000   45.0    secured
                             101.000           Unsub
                             100.000           Unsub
DBR 3 1/2 07/04/19   78.6    99.078            Unsub
                                               Unsub
OBL 2 1/4 04/11/14   86.4    99.941            secured
OBL 2 1/4 04/11/14   181.6   99.561            Unsub
                             100.000   25.0    Unsub
OBL 2 1/4 04/11/14   209.2   99.926            Unsub
                             100.000           Unsub
                             99.940            secured
DBR 3 3/4 01/04/15   156.1   99.974            Unsub
OBL 3 1/2 04/12/13   138.9   99.675            secured
DBR 3 1/2 01/04/16   637.3   99.381            Unsub
OBL 3 1/2 04/12/13   598.4   99.589            Unsub
                             100.000           Unsub
                             100.000           Unsub
DBR 3 1/2 01/04/16   132.0   98.837            secured
                             100.000   65.0    Unsub
DBR 3 3/4 01/04/19   231.8   99.970            Sub
                             100.000   200.0   Unsub
                             100.000           Unsub
DBR 3 3/4 01/04/15   104.4   99.675            Unsub
                             99.818            Unsub
OBL 3 1/2 04/12/13   136.8   99.576            Unsub
OBL 3 1/2 04/12/13   146.7   99.665            Unsub
DBR 3 1/2 01/04/16   169.7   99.581            Unsub
                                               Unsub
DBR 3 3/4 01/04/19   224.2   99.525            Unsub
                                               Unsub
                             99.909            Unsub
DBR 3 3/4 01/04/15   414.5   99.822            Unsub
                             100.000   120.0   Unsub
OBL 2 1/4 04/11/14   303.7   99.533            Unsub
                             100.000   120.0   Unsub
BKO 1 1/4 03/11/11   322.7   99.955            Unsub
                                               Unsub
                             100.000   .0      Unsub
                             99.800            secured
                             100.000           Sub
                             100.000           Unsub
                             100.000           Unsub
OBL 2 1/4 04/11/14   460.8   100.000           Unsub
DBR 3 3/4 01/04/15   464.6   99.974            Unsub
                             99.440            secured
                             100.000           Sub
DBR 4 07/04/16       712.6   95.574            Unsub
                             99.818            Unsub
                             100.000           Unsub
OBL 2 1/4 04/11/14   150.3   99.880            secured
                             100.000           Unsub
                             100.000   25.0    Unsub
                             100.000   15.0    Unsub
OBL 2 1/4 04/11/14   98.2    99.924            secured
DBR 3 1/2 01/04/16   74.0    99.246            secured
                             100.000   85.0    Unsub
DBR 3 1/2 01/04/16   114.1   99.757            Unsub
OBL 4 04/13/12       77.0    106.444           secured
DBR 4 07/04/16       118.5   99.242            Unsub
DBR 3 3/4 01/04/19   258.5   99.267            Sub
DBR 3 1/2 01/04/16   394.2   99.884            Unsub
                             100.000   45.0    Unsub
                             92.000            Unsub
                             99.327            Unsub
DBR 3 3/4 01/04/17   183.8   99.936            Unsub
OBL 3 1/2 04/12/13   153.4   99.810            Unsub
OBL 4 04/13/12       216.7   99.602            Unsub
OBL 2 1/4 04/11/14   162.7   99.575            secured
                                               Unsub
                             100.030           secured
FRTR 4 1/4 10/25/23 36.1     101.715           Unsub
                             100.000   20.0    Unsub
                             100.870           secured
                             100.000           Unsub
BKO 1 1/2 06/10/11   326.7   99.710            Unsub
                                               Unsub
                             100.000   43.0    secured
BKO 4 09/10/10       317.7   102.301           Unsub
OBL 2 1/4 04/11/14   344.3   99.870            Unsub
                             100.000   .0      Unsub
BKO 1 1/2 06/10/11   231.2   99.904            Unsub
                             99.905            Unsub
DBR 5 07/04/12       75.0    99.713            secured
                                               Unsub
                             100.020           Unsub
OBL 2 1/4 04/11/14   193.5   99.383            Unsub
                                               Unsub
                                               secured
                             100.000           Unsub
                             100.000   160.0   Unsub
                             100.000           Unsub
                             100.000           Unsub
                             99.650            Unsub
DBR 4 07/04/16       759.0   95.750            Unsub
                             99.580            secured
                                               Unsub
                             100.000           Unsub
                             99.670            Unsub
                                               Unsub
                             100.770           secured
                             99.930            secured
                             100.000           Unsub
                             100.000           Unsub
                             100.000   41.0    secured
OBL 2 1/4 04/11/14   457.5   99.777            Unsub
DBR 5 07/04/11       94.4    99.504            Unsub
                                               secured
OBL 2 1/4 04/11/14   537.5   99.071            Unsub
                                               Unsub
OBL 4 04/13/12       108.3   99.687            Unsub
OBL 2 1/4 04/11/14   158.3   99.824            secured
OBL 2 1/4 04/11/14   460.5   99.761            Unsub
                             100.000   150.0   Unsub
                             100.268           Unsub
                             99.920            secured
                             100.080           secured
OBL 2 1/4 04/11/14   296.9   99.856            Unsub
OBL 2 1/4 04/11/14   81.0    99.829            Unsub
                             100.000   135.0   Unsub
                             100.000   43.0    secured
                             100.000           Unsub
                             100.000           Sub
                             99.823            Unsub
                             99.520            secured
                             99.970            secured
                             99.990            secured
DBR 4 1/4 07/04/14   122.9   99.991            secured
                             99.651            secured
                             100.000           secured
                             99.778            Unsub
                             100.003           Sub
                             100.000           Unsub
                             100.056           Sub
                             100.880           Unsub
                                              Unsub
OBL 3 1/2 04/12/13   265.6   99.666           Unsub
DBR 4 07/04/16       447.4   99.408           Unsub
                             100.201          Unsub
                             100.000   50.0   secured
                             99.950           secured
                             99.501           Unsub
DBR 3 3/4 01/04/15   164.3   99.782           Unsub
                             99.986           Unsub
DBR 3 1/2 01/04/16   332.5   99.381           Unsub
                             100.992          secured
                             99.923           secured
                             100.000   .0     Unsub
DBR 3 3/4 01/04/15   164.5   100.000          Unsub
DBR 3 1/2 01/04/16   299.6   99.220           Unsub
                             100.000   .0     Unsub
DBR 6 1/2 07/04/27   48.3    99.786           Unsub
                             99.970           secured
                             99.900    60.0   Unsub
                             100.000          secured
                             99.980           Unsub
OBL 4 04/13/12       321.1   99.828           Unsub
                             99.643           Unsub
                             99.311           Unsub
                                              Unsub
                                              Unsub
                                              Unsub
BKO 1 1/2 06/10/11   221.7   99.856           Unsub
                                              Unsub
                             100.000   50.0   Unsub
BKO 1 1/2 06/10/11   220.5   99.811           Unsub
DBR 3 3/4 01/04/15   197.7   99.452           Unsub
                             100.000   25.0   Unsub
                             100.000   25.0   Unsub
                             100.000   25.0   Unsub
                             100.000   25.0   Unsub
                             100.000          Unsub
                             100.000          Unsub
                             99.960           Unsub
                             99.760           Unsub
                             100.000          Unsub
                             99.800           Unsub
                             100.000          Unsub
                             100.000          Unsub
                             98.116           Unsub
                             100.000   15.0   Unsub
                             100.000   46.0   Unsub
                             100.000          Unsub
                             99.850           Unsub
DBR 3 3/4 01/04/15   271.2   99.927           Unsub
                             99.695           Unsub
                             99.870           secured
DBR 3 1/4 07/04/15    148.5   99.809            Unsub
DBR 3 1/2 07/04/19    114.2   99.220            Unsub
                                                Unsub
                                                Unsub
                              100.000   94.0    Unsub
                                                Unsub
                              100.000           Sub
OBL 4 04/13/12        145.3   99.963            Unsub
OBL 2 1/4 04/11/14    226.8   99.522            Unsub
                              100.000   98.0    Unsub
                              100.000   170.0   Unsub
OBL 2 1/4 04/11/14    150.3   99.494            Unsub
DBR 3 1/2 07/04/19    244.3   99.794            Unsub
                              99.935            secured
                              100.000   80.0    Unsub
                              100.000   185.0   Unsub
OBL 4 1/4 10/12/12    93.9    99.891            secured
                              100.000   38.0    Unsub
DBR 3 1/2 01/04/16    68.8    99.548            Unsub
OBL 2 1/4 04/11/14    243.7   100.000           Unsub
FRTR 4 1/4 10/25/23   114.2   99.899            secured
OBL 2 1/4 04/11/14    381.2   99.495            Unsub
                                                Unsub
OBL 2 1/4 04/11/14    271.6   99.893            Unsub
DBR 3 1/2 07/04/19    300.5   99.381            Unsub
                                                secured
                              100.000   110.0   Unsub
                              99.983            Unsub
DBR 3 1/2 07/04/19    95.0    99.976            secured
                                                Unsub
                              100.050           secured
OBL 3 1/2 04/12/13    97.0    99.741            Unsub
                                                Unsub
                              99.580            Unsub
                                                Unsub
                                                Unsub
                              100.000           Unsub
                                                Unsub
                              99.990            Unsub
                              100.000   110.0   Unsub
                              100.000   89.0    Unsub
                              99.960            Unsub
                              99.928            Unsub
                              100.000           Unsub
DBR 4 07/04/16        106.3   99.283            secured
                              100.000   50.0    Unsub
                                                Unsub
DBR 4 07/04/16        126.7   99.666            secured
OBL 3 1/2 04/12/13    137.7   99.740            Unsub
                              100.000   .0      Unsub
                              101.000   -20.5   Unsub
                              100.000           Unsub
DBR 3 1/2 07/04/19   109.6   99.208            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
DBR 3 1/4 07/04/15   117.7   99.392            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             99.980            Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                             99.729            Unsub
                                               Unsub
OBL 2 1/4 04/11/14   247.8   99.433            Unsub
                             100.000   -25.0   Unsub
OBL 4 04/13/12       291.7   99.882            Unsub
                             100.000           Unsub
DBR 3 1/4 07/04/15   130.2   99.937            Unsub
                             100.000           Unsub
DBR 4 1/4 07/04/17   929.0   96.271            Unsub
OBL 4 04/13/12       233.5   99.512            Unsub
                             100.362           Unsub
DBR 4 07/04/16       350.7   99.601            Unsub
                             97.940            Unsub
DBR 4 1/4 07/04/39   202.8   98.510            Unsub
                                               secured
                             100.000           Unsub
                             100.000   20.0    Unsub
                                               Unsub
OBL 2 1/4 04/11/14   78.2    99.763            secured
                             100.000   33.0    Unsub
                             99.706    214.0   Unsub
OBL 4 04/13/12       88.7    99.983            Unsub
                             99.998    50.0    secured
OBL 2 1/4 04/11/14   140.0   99.973            secured
OBL 2 1/4 04/11/14   241.6   99.865            Unsub
                                               Unsub
                             100.000           Unsub
                                               Unsub
DBR 3 1/2 07/04/19   204.5   98.976            Unsub
OBL 4 04/13/12       111.7   99.731            Unsub
DBR 4 07/04/16       94.8    99.898            Unsub
OBL 2 1/4 04/11/14   146.4   99.593            secured
                             99.609    8.5     Unsub
                             99.894            Unsub
                             100.000   35.0    Unsub
                                               Unsub
                             99.515            secured
                             99.824            Unsub
DBR 3 1/2 07/04/19   156.7   99.145            Unsub
OBL 4 04/13/12       152.9   99.695            secured
                             100.000   165.0   Unsub
OBL 3 1/2 04/12/13   140.7   99.654            Unsub
DBR 4 1/4 07/04/14   304.8   99.594            Unsub
DBR 4 1/4 07/04/14   622.7   99.018            Unsub
                             100.000           Unsub
DBR 3 1/2 07/04/19   227.1   99.370            Unsub
                             100.000   5.0     Unsub
                             100.040           Unsub
                             100.000           Unsub
OBL 2 1/4 04/11/14   128.0   99.802            secured
                             100.000   5.0     Unsub
OBL 2 1/4 04/11/14   264.5   105.201           Unsub
DBR 4 1/4 07/04/14   108.7   99.878            secured
DBR 4 07/04/16       184.2   99.837            Unsub
DBR 3 1/4 07/04/15   172.9   99.576            Unsub
                             99.854    165.5   Unsub
DBR 3 3/4 01/04/15   205.5   99.490            Unsub
                                               Unsub
                             101.490   -1.5    secured
                             100.000           Sub
                             99.989    14.5    Unsub
                             100.000           secured
                                               Unsub
                             100.000           secured
                             100.000   4.0     Unsub
                             101.000           Unsub
OBL 3 1/2 04/12/13   108.0   99.852            Unsub
                             99.760            Unsub
BKO 4 09/10/10       225.5   100.491           Unsub
                             100.000           Unsub
                             100.000           Unsub
DBR 5 07/04/12       60.1    99.468            secured
                             100.000           secured
                             100.000           Unsub
                             99.720            secured
                             100.000           Unsub
                             99.475            Unsub
                             100.000   26.0    Unsub
                             100.090           Unsub
OBL 4 04/13/12       68.1    99.768            Unsub
                             100.000   190.0   Unsub
DBR 3 1/2 07/04/19   152.6   98.805            Unsub
DBR 3 3/4 01/04/15   61.4    99.332            Unsub
                             100.000           Unsub
OBL 3 1/2 04/12/13   99.7    99.618            secured
OBL 2 1/4 04/11/14   187.7   99.841            Unsub
                             100.000   .0      secured
DBR 4 1/4 07/04/14   854.0   100.000           Unsub
                             99.882    3.5     Unsub
                             100.000   28.5    Unsub
OBL 4 04/13/12       106.3   99.972            Unsub
                                               Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                                               Unsub
OBL 4 04/13/12       164.0   99.879            secured
                             100.000   30.0    Unsub
DBR 4 1/4 07/04/14   432.5   99.835            Unsub
                             99.650            Unsub
                             99.855    27.5    Unsub
DBR 4 1/4 07/04/14   222.9   99.913            Unsub
DBR 5 07/04/12       54.2    99.842            Unsub
                             100.000   -10.0   Unsub
                             99.591    7.5     Unsub
                                               Unsub
                             99.650            Unsub
DBR 3 1/2 07/04/19   413.7   99.528            Sub
OBL 2 1/4 04/11/14   199.3   99.178            secured
                                               Unsub
                                               Unsub
                                               Unsub
                                               Unsub
DBR 3 3/4 01/04/15   548.8   100.000           Unsub
DBR 5 07/04/12       55.4    99.557            secured
                             100.000           Unsub
                             100.000           Sub
                             100.000   60.0    secured
OBL 4 04/13/12       755.6   99.367            Unsub
                                               Unsub
                             98.880            Unsub
                             100.000           Unsub
                             100.000   -3.0    Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                             100.000           Unsub
                                               Unsub
                             95.066            Unsub
                             100.000   105.0   Unsub
                             100.000           Unsub
                             99.780    11.0    Unsub
                             100.000           Unsub
                             100.000   35.0    Unsub
                             100.000   50.0    secured
                                               Unsub
                             99.815            Unsub
                                               Unsub
                                               Unsub
OBL 4 04/13/12       139.3   99.732            Unsub
                             99.900            secured
                             99.810            Unsub
                             99.900            Unsub
                             100.000   12.0           Unsub
                             99.690                   Unsub
                             103.157                  Unsub
                             99.600                   Unsub
DBR 3 1/2 07/04/19   407.6   99.073                   Unsub
OBL 4 04/13/12       215.3   99.625                   Unsub
OBL 3 1/2 04/12/13   243.4   99.245                   Unsub
DBR 3 1/2 07/04/19   210.2   99.804                   Sub
                             100.000   .0             Unsub
DBR 3 1/2 07/04/19   142.6   99.176                   Unsub
                                                      Unsub
                             100.000                  Unsub
                             100.000   .0             Unsub
DBR 3 1/2 07/04/19   142.6   99.176                   Unsub
                             100.000   115.0          Unsub
                             100.000   30.0           Unsub
                             100.000                  Unsub
                                                      Unsub
                             100.000   .0             Unsub
                             100.000   .0             Unsub
                             100.691                  Unsub
                             99.990                   Unsub
                             100.000   102.0          Unsub
                             100.000   30.0           Unsub
                                                      Unsub
                             100.000   10.0           Unsub
                             100.000   5.0            secured
                             99.720                   Unsub
                             99.950                   Unsub
                             100.000   970.5          Unsub
                             99.928                   Unsub
                                                      Unsub
                             100.000   135.0          Unsub
                             100.000   .0             Unsub
DBR 4 1/4 07/04/14   185.7   103.778                  Unsub
                                                      Unsub
DBR 4 07/04/16       167.0   99.649                   Unsub
                             100.000   235.0          Unsub
                             100.000   1.5            Unsub
                                                      Unsub
                             100.000           #N/A   Unsub
                             100.000                  Unsub
                             99.820                   Unsub
                                                      Unsub
                             99.790                   Unsub
                             99.925    50.0           Unsub
                                                      Unsub
                             100.000                  Unsub
                                                      Unsub
                             100.280                  secured
                             100.320                  Unsub
                                                      Unsub
                             100.049           Unsub
                             100.000           Unsub
                                               Unsub
                             98.920            Unsub
DBR 4 1/4 07/04/17   334.6   92.765            Unsub
                             99.890            secured
DBR 4 1/4 07/04/14   111.2   99.884            Unsub
BKO 1 1/2 06/10/11   127.6   99.821            Unsub
                             99.700            secured
                             98.735            secured
                                               Unsub
                             100.000   1.0     Unsub
OBL 4 04/13/12       125.6   99.830            Unsub
                             99.881            Unsub
                             100.000   80.0    Unsub
                             99.980            Unsub
                             99.980            Unsub
                             100.000           Unsub
                                               Unsub
                             100.000   .0      secured
                             98.078            secured
                                               secured
                             99.580            secured
OBL 2 1/4 04/11/14   49.6    101.161           secured
                                               Unsub
                             98.600            Unsub
                             99.490            Unsub
                             99.925            Unsub
                             100.000           Unsub
                             100.000   .0      Unsub
                             99.670            secured
OBL 2 1/4 04/11/14   223.9   99.943            Unsub
                             101.000   -19.0   Unsub
                             99.960            Unsub
                             99.725            Unsub
                             100.500           Unsub
                             100.000           Sub
DBR 3 1/2 07/04/19   614.9   100.000           Sub
OBL 4 04/13/12       184.2   99.936            Unsub
DBR 3 1/2 07/04/19   214.1   99.917            Unsub
                             98.585            secured
     Collatéral         Isin         Ticker
BONDS             DE000NLB5KT5   NDB
BONDS             DE000LBB23X2   LBBER
BONDS             DE000LBW2RD0   LBBW
SR UNSECURED      DE000LBW2RF5   LBBW
NOTES             DE000MHB6979   MUNHYP
BONDS             DE000LBW2RH1   LBBW
BONDS             DE000HLB1P89   HESLAN
NOTES             DE000A0L0623   WLBANK
BONDS             DE000BLB5NR7   BYLAN
BONDS             DE000BLB5NQ9   BYLAN
BONDS             DE000A0SLVT3   HESSEN
SENIOR NOTES      XS0407814713   SOCGEN
BONDS             DE000NLB5KZ2   NDB
PFANDBRIEFE       DE000NLB5K05   NDB
BONDS             DE000WLB8779   WESTLB
SR UNSECURED      FR0010709279   GSZFP
GOVT LIQUID GTD   FR0010709253   SFEFR
NOTES             XS0408223138   VW
BONDS             DE000NLB5K13   NDB
SR UNSECURED      XS0408165008   UCGIM
SR UNSECURED      FR0010709378   SUFP
SR UNSECURED      FR0010709097   HSBC
COMPANY GUARNT    XS0408095387   EOANGR
SR UNSECURED      FR0010709261   GSZFP
BONDS             DE000BLB5NT3   BYLAN
BONDS             DE000A0L1B12   NIESA
BONDS             DE000A0L1B04   NIESA
COMPANY GUARNT    DE000A0T5SE6   DAIGR
NOTES             XS0408285913   VOD
BONDS             DE000LBW2RN9   LBBW
BONDS             DE000NLB5K54   NDB
UNSUBORDINATED    AT0000A0CL73   RAGB
BONDS             DE000LBW2RL3   LBBW
BONDS             DE000LBW2RK5   LBBW
BONDS             IE00B3KWYS29   IRISH
GOVT LIQUID GTD   PTBEMPOE0018   BESPL
BONDS             DE000A0WLYS1   DSB
BONDS             DE000LBW2RP4   LBBW
SR UNSECURED      FR0010709451   GSZFP
BONDS             DE000BLB5NU1   BYLAN
COVERED           FR0010709386   BNPPCB
BONDS             DE000BLB5NS5   BYLAN
BONDS             DE000NLB5K62   NDB
SR UNSECURED      DE000DZ1HGF4   DZBK
BONDS             DE000A0AE6T6   BERGER
BONDS             IT0004448566   BNSELL
BONDS             DE000BLB5NY3   BYLAN
BANK GUARANTEED   XS0408528833   BBVASM
BONDS             DE000A0L0441   HYPORE
BONDS              IT0004431174 DB
BONDS              DE000BLB5NV9 BYLAN
BONDS              DE000BLB5NW7 BYLAN
BONDS              DE000BLB5NX5 BYLAN
GOVT LIQUID GTD    DE000CB896A7 CMZB
BONDS              DE000NRW2WN9 NRW
LOCAL GOVT GUARN   DE000NWB10K8 NRWBK
GOVT LIQUID GTD    PTBCP9OM0051 BCPPL
BANK GUARANTEED    XS0406774538 KBC
SR UNSECURED       XS0408827235 BACRED
PFANDBRIEFE        DE000LBB20B4 LBBER
BONDS              DE000A0SLEN2 RHIPAL
GOVT LIQUID GTD    XS0408717139 RBS
PFANDBRIEFE        DE000LBW2R02 LBBW
COMPANY GUARNT     XS0408730157 BMW
SR UNSECURED       XS0408678133 BERTEL
COMPANY GUARNT     DE000A0T5X07 DT
SR UNSECURED       XS0408880127 NGGLN
NOTES              XS0408827409 EXHO
BONDS              DE000BLB5NZ0 BYLAN
SR UNSECURED       XS0408832151 RABOBK
FOR GOVT GUARANT   XS0408637022 ICO
BONDS              DE000NLB5LB1 NDB
SR UNSECURED       DE000LBW2R69 LBBW
BONDS              DE000LBW2R10 LBBW
SR UNSECURED       FR0010714196 VIVFP
NOTES              XS0408995883 NEDWBK
FOR GOVT GUARANT   DE000A0L1CY5 KFW
SR UNSECURED       XS0408966199 EIB
GOVT LIQUID GTD    DE000HSH2539 HSHN
BONDS              DE000BLB5N49 BYLAN
BONDS              DE000BLB5N56 BYLAN
NOTES              XS0409153110 SGOFP
BONDS              ES0314950447 CAJAMM
SENIOR NOTES       XS0409247524 CCDJ
GOVT LIQUID GTD    XS0409220836 DANBNK
BONDS              DE000NLB5LD7 NDB
SR UNSECURED       XS0409370219 FRTEL
NOTES              DE000LBW23D0 LBBW
SR UNSECURED       DE000LBW2RU4 LBBW
NOTES              DE000HV2J6R5 HVB
LOCAL GOVT GUARN   DE000A0V9CY6 LBANK
BONDS              DE000NLB5LG0 NDB
BONDS              DE0001040624 BADWUR
BONDS              DE000HLB1QC5 HESLAN
BONDS              DE000NLB5LF2 NDB
SR UNSECURED       XS0409504940 FINL
BONDS              DE000HLB1QD3 HESLAN
NOTES              XS0409416905 DAA
SR UNSECURED       XS0409510590 TITIM
SENIOR NOTES       XS0390398344 FREGR
SR UNSECURED       DE000HV5AJ42 HVB
BONDS              DE0001040616   BADWUR
GOVT LIQUID GTD    DE000BLB5N07   BYLAN
BONDS              DE000BLB5PB6   BYLAN
BONDS              DE000BLB5PA8   BYLAN
NOTES              XS0409744744   EDF
BONDS              DE000NLB5LM8   NDB
BONDS              SK4120006503   SLOVGB
SR UNSECURED       XS0407954485   BNP
BONDS              DE000NLB5LP1   NDB
GOVT LIQUID GTD    XS0410023369   ERSTBK
BONDS              DE000BLB5N72   BYLAN
BONDS              DE000BLB5N98   BYLAN
BONDS              DE000BLB5N80   BYLAN
GOVT LIQUID GTD    XS0409893400   DANBNK
NOTES              XS0409749206   EDF
PFANDBRIEFE        DE000NLB5LN6   NDB
BONDS              DE000LBW23H1   LBBW
BONDS              DE000BLB5PD2   BYLAN
BONDS              DE000BLB5PE0   BYLAN
PFANDBRIEFE        DE000BLB5G89   BYLAN
GOVT LIQUID GTD    DE000A0SMN03   IKB
BONDS              DE000WLB88U7   WESTLB
BONDS              DE000LBW23M1   LBBW
SR UNSECURED       XS0410174659   RESFER
COMPANY GUARNT     XS0409318309   TKA
SR UNSECURED       XS0410058746   DE
NOTES              XS0408623311   LLOYDS
NOTES              XS0406095637   LLOYDS
PFANDBRIEFE        DE000NLB5LT3   NDB
NOTES              XS0410057185   TOYOTA
LOCAL GOVT GUARN   DE000NWB10L6   NRWBK
NOTES              XS0410173339   DB
BONDS              DE000BLB5PF7   BYLAN
COMPANY GUARNT     XS0410258833   TELEFO
COMPANY GUARNT     XS0410299357   EOANGR
BONDS              DE000A0L09R2   THRGN
SR UNSECURED       XS0410133895   BNG
NOTES              XS0410303647   TOTAL
BONDS              DE0001053270   BAYERN
COVERED            FR0010717785   ACACB
GOVT LIQUID GTD    XS0410608755   NYKRE
SR SECURED         XS0410435639   DEPFA
GOVT LIQUID GTD    XS0410581614   KA
SENIOR NOTES       XS0410605652   AGFRNC
COMPANY GUARNT     BE0934984015   ABIBB
BONDS              GR0114022479   GGB
COMPANY GUARNT     BE0934985020   ABIBB
UNSUBORDINATED     FR0010718346   COFP
FOR GOVT GUARANT   DE000A0XXM20   KFW
LOCAL GOVT GUARN   DE000A0SLKS8   LBANK
BONDS              DE000HLB1QE1   HESLAN
SR UNSECURED       XS0411045460   TOYOTA
UNSUBORDINATED     FR0010718189 GSZFP
BONDS              DE000NRW2WQ2 NRW
BONDS              IT0004451719 ISPIM
BONDS              DE000A0SLVU1 HESSEN
GOVT LIQUID GTD    XS0410870991 SNSSNS
BONDS              XS0410961014 POLAND
BONDS              DE000NLB5L12 NDB
NOTES              XS0411044653 ENIIM
NOTES              FR0010718338 CADES
BONDS              DE000BLB5PG5 BYLAN
SENIOR NOTES       XS0410937659 SNCF
NOTES              AT000B011804 RZB
BONDS              IT0004453939 CARPP
PFANDBRIEFE        DE000NLB5L20 NDB
NOTES              XS0410101421 ISPIM
ASSET BACKED       XS0409502068 AQINV
LOCAL GOVT GUARN   DE000NWB10N2 NRWBK
GOVT LIQUID GTD    XS0411331803 SWEDA
BONDS              DE000LBW2U23 LBBW
BONDS              DE000A0AE6V2 BERGER
NOTES              XS0411602765 TOYOTA
BONDS              ES0000095960 GENCAT
COMPANY GUARNT     XS0411560153 THAMES
BONDS              DE000WLB8811 WESTLB
COMPANY GUARNT     XS0411556045 VW
NOTES              XS0411606246 TOYOTA
GOVT LIQUID GTD    ES0314970098 CAIXAB
GOVT LIQUID GTD    XS0412067489 RZB
SR UNSECURED       XS0411735482 NOKIA
SR UNSECURED       FR0010720045 ACCOR
NOTES              XS0411863722 KPN
FOR GOVT GUARANT   PTMTLDOM0005 METLIS
BANK GUARANTEED    XS0412101171 DEXGRP
NOTES              XS0411850075 KPN
BONDS              DE000A0WLYT9 DSB
BONDS              SI0002102919 SLOREP
SR UNSECURED       XS0411735300 NOKIA
COMPANY GUARNT     XS0412154378 BASGR
COMPANY GUARNT     XS0412107533 BMW
SENIOR NOTES       AT000B011788 RZB
BONDS              DE0001790780 SCHHOL
KEEPWELL AGRMNT    XS0412219254 PORTEL
SENIOR NOTES       XS0405872416 ISPIM
LOCAL GOVT GUARN   DE000A0V9C04 LBANK
NOTES              DE000NLB5L79 NDB
BONDS              DE000A0L1CB3 HYPORE
PFANDBRIEFE        DE000MHB3190 MUNHYP
COVERED            ES0312298211 AYTCED
BONDS              DE000BLB5PM3 BYLAN
SR UNSECURED       DE000CB899M6 CMZB
COMPANY GUARNT     XS0412447632 VW
BONDS              IT0004445679 ISPIM
BONDS              IT0004445687   ISPIM
BONDS              IT0004446339   MONTE
BONDS              IT0004446313   MONTE
GOVT LIQUID GTD    XS0412327818   NBHSS
BONDS              IT0004430630   UBIIM
NOTES              DE000WLB88K8   WESTLB
COMPANY GUARNT     XS0412443052   VW
PFANDBRIEFE        DE000WLB88L6   WESTLB
PFANDBRIEFE        DE000WLB88M4   WESTLB
PFANDBRIEFE        DE000WLB88N2   WESTLB
SENIOR NOTES       XS0408352960   ISPIM
SENIOR NOTES       XS0409428231   ISPIM
COVERED            XS0412571647   PBINTL
BONDS              IT0004456767   CARPP
BONDS              IT0004441009   ISPIM
BONDS              IT0004450752   ISPIM
GOVT LIQUID GTD    XS0412533399   AUSTVB
BONDS              IT0004456775   CARPP
SENIOR NOTES       XS0412798935   BACRED
BONDS              FR0010721688   FRPTT
GOVT LIQUID GTD    FR0010721159   SFEFR
NOTES              DE000HV2J616   HVB
COMPANY GUARNT     XS0412842857   RWE
COMPANY GUARNT     XS0412842428   RWE
BONDS              DE000HLB1PA1   HESLAN
GOVT LIQUID GTD    XS0412732678   RBS
BONDS              DE000HLB1QG6   HESLAN
PFANDBRIEFE        DE000NLB5MA1   NDB
LOCAL GOVT GUARN   DE000A0V9C12   LBANK
GOVT LIQUID GTD    DE000A0AD7F4   SDBDB
FOR GOVT GUARANT   XS0412896861   RENTEN
NOTES              XS0412826579   EIB
COMPANY GUARNT     XS0412968876   RDSALN
COMPANY GUARNT     XS0412968793   RDSALN
NOTES              XS0413716928   BACRED
NOTES              DE000A0XX152   WESTIB
COVERED            XS0412858697   DEPFA
JUMBO PFANDBRIEF   DE000LBW2WC2   LBBW
COMPANY GUARNT     XS0412890153   FNCIM
FOR GOVT GUARANT   XS0412908542   ALPHA
GOVT LIQUID GTD    XS0412982604   DEXGRP
GOVT LIQUID GTD    XS0412950072   LPTY
GOVT LIQUID GTD    DE000A0AD7G2   SDBDB
LOCAL GOVT GUARN   DE000NWB0436   NRWBK
JUMBO PFANDBRIEF   XS0413115337   DPB
BONDS              DE000BLB5PS0   BYLAN
SENIOR NOTES       BE6000001667   BELG
BONDS              DE000A0L1CC1   HYPORE
SR UNSECURED       GR0512001356   GGB
NOTES              XS0413225276   DAA
GOVT LIQUID GTD    XS0413250035   IPBS
BONDS              DE000BLB5PT8   BYLAN
NOTES              PTRELBOM0009   RENEPL
BONDS              DE000A0XYS72   BERGER
NOTES              XS0413225946   EIB
BONDS              DE000WLB89G4   WESTLB
BONDS              DE000NLB5MK0   NDB
COMPANY GUARNT     BE6000006716   ABIBB
NOTES              PTCPEHOM0006   REFER
COMPANY GUARNT     XS0413303339   BMW
SR UNSECURED       FR0010724682   VINCI
SR UNSECURED       XS0413255265   MEDFVG
NOTES              GR0110021236   GGB
SR UNSECURED       XS0413526558   DEXGRP
SR UNSECURED       XS0413462721   ELEPOR
GOVT LIQUID GTD    XS0413550343   NIBCAP
SR UNSECURED       PTCG1LOM0007   CXGD
COMPANY GUARNT     DE000A0T6QT6   BMW
COMPANY GUARNT     XS0413494500   IMTLN
LOCAL GOVT GUARN   XS0413529222   NDB
BONDS              DE000A0L1CE7   HYPORE
PFANDBRIEFE        DE000HLB1PG8   HESLAN
GOVT LIQUID GTD    XS0413742841   EBSBLD
PFANDBRIEFE        DE000HLB1PH6   HESLAN
BONDS              DE000A0L1CG2   HYPORE
BONDS              DE000NLB5MP9   NDB
BONDS              DE000A0L1CH0   HYPORE
BONDS              DE000A0L1CD9   HYPORE
GOVT LIQUID GTD    ES0314950454   CAJAMM
UNSECURED          XS0413601351   RABOBK
BONDS              DE000A0XE8J6   HASPA
SR UNSECURED       DE000DB7UQP0   DB
BONDS              DE000A0L1CF4   HYPORE
SR UNSECURED       FR0010725549   CDCEPS
BONDS              IT0004455785   MEDCEN
BONDS              DE000A0XYS80   BERGER
SR UNSECURED       XS0413822106   NEDWBK
GOVT LIQUID GTD    XS0413876532   ERSTBK
COVERED            XS0413736876   DEPFA
COMPANY GUARNT     XS0413806596   SIEGR
COMPANY GUARNT     XS0413810606   SIEGR
PFANDBRIEFE        DE000NLB5MQ7   NDB
BANK GUARANTEED    FR0010712935   CDEE
GOVT LIQUID GTD    XS0413920702   DEXGRP
BONDS              DE000BLB5QQ2   BYLAN
COMPANY GUARNT     DE000A0T61K1   TKAGR
BANK GUARANTEED    XS0413902478   EUROB
COMPANY GUARNT     DE000A0T61L9   TKAGR
NOTES              EU000A0T61X8   EEC
BONDS              IT0004463326   CARPP
BONDS              DE000NRW2WY6   NRW
FOR GOVT GUARANT   ES0313790000   POPSM
BONDS              DE000BLB5QT6   BYLAN
COMPANY GUARNT     XS0414313691   TOTAL
BONDS              DE000NLB5MS3   NDB
FOR GOVT GUARANT   XS0414763382   KA
BONDS              DE000NRW2W07   NRW
SR UNSECURED       XS0414340074   TSCOLN
COMPANY GUARNT     XS0414674951   EOANGR
GOVT LIQUID GTD    ES0313679450   BKTSM
LOCAL GOVT GUARN   DE000A0V9C20   LBANK
LOCAL GOVT GUARN   DE000NWB10Q5   NRWBK
COMPANY GUARNT     XS0414672070   BASGR
SENIOR NOTES       BE5983803677   KBCBB
FOR GOVT GUARANT   DE000A0XXM38   KFW
SR UNSECURED       XS0414582246   SANDVK
NOTES              XS0414704451   VALMUN
BONDS              IT0004467483   BTPS
BONDS              DE000NLB5MT1   NDB
COMPANY GUARNT     XS0415004331   VLVY
FOR GOVT GUARANT   ES0313770077   PASTOR
PFANDBRIEFE        DE000HLB1NR0   HESLAN
SR UNSECURED       XS0414945146   DVB
COMPANY GUARNT     XS0415007789   BMW
GOVT LIQUID GTD    XS0415072098   INTNED
BONDS              DE000HLB1PC7   HESLAN
COMPANY GUARNT     XS0415108892   IBESM
NOTES              IT0004429202   ISPIM
BONDS              SK4120006545   SLOVGB
UNSECURED          DE000DB7URU8   DB
BONDS              PTOTEMOE0027   PGB
PFANDBRIEFE        DE000BLB5G97   BYLAN
BONDS              DE0001790806   SCHHOL
BONDS              DE000BLB5Q04   BYLAN
BONDS              IT0004452394   UCGIM
NOTES              XS0416084399   RESFER
COMPANY GUARNT     XS0415624393   ROSW
COMPANY GUARNT     XS0415624120   ROSW
COMPANY GUARNT     XS0415624716   ROSW
NOTES              ES0000101339   MADRID
BONDS              DE000NLB5MX3   NDB
BONDS              DE000NLB5MY1   NDB
BONDS              IE00B5S94L21   IRISH
NOTES              XS0416163771   EIB
SR UNSECURED       XS0416215910   ASSGEN
GOVT LIQUID GTD    ES0314840168   CAIXAC
BONDS              DE000HLB1PD5   HESLAN
COMPANY GUARNT     XS0416141025   ROSW
NOTES              DE000HV2J7A9   HVB
PFANDBRIEFE        DE000NLB5MZ8   NDB
SR UNSECURED       DE000A0XFCT5   METFNL
BONDS              DE000BLB5Q12   BYLAN
SR UNSECURED       XS0416113917   NEDWBK
BONDS              DE000NRW2W15   NRW
BONDS              IT0004455355   MONTE
BONDS              IT0004463003   ISPIM
BONDS              IT0004452642   UCGIM
GOVT LIQUID GTD    XS0416396108   KA
LOCAL GOVT GUARN   DE000NWB10R3   NRWBK
BONDS              DE000HLB1Q47   HESLAN
BONDS              IT0004455249   BPIM
PFANDBRIEFE        DE000HSH2612   HSHN
BONDS              IT0004468028   CARPP
BONDS              IT0004455298   BPIM
BONDS              IT0004456304   ISPIM
PFANDBRIEFE        DE000HSH2620   HSHN
BONDS              IT0004455520   MONTE
SR UNSECURED       XS0416482106   TLIASS
BONDS              DE000A0AD8Q9   HASPA
PFANDBRIEFE        DE000BLB5ML2   BYLAN
GOVT LIQUID GTD    XS0416768686   SNSSNS
BONDS              DE000NRW2W23   NRW
GOVT LIQUID GTD    ES0314977275   CAVALE
LOCAL GOVT GUARN   DE000NWB10S1   NRWBK
COMPANY GUARNT     DE000A0T7J45   DAIGR
COMPANY GUARNT     DE000A0T7J03   DBB
PFANDBRIEFE        DE000HV2J699   HVB
BONDS              DE000NLB5M52   NDB
PFANDBRIEFE        DE000NLB5M45   NDB
GOVT LIQUID GTD    FR0010734244   SFEFR
NOTES              XS0416848520   STOIL
NOTES              XS0416848363   STOIL
GOVT LIQUID GTD    XS0417093753   RZB
BONDS              DE000NLB5M94   NDB
BONDS              DE000NLB5NC5   NDB
BONDS              DE000NLB5NF8   NDB
PFANDBRIEFE        DE000NLB5NH4   NDB
BONDS              DE000NLB5NB7   NDB
GOVT LIQUID GTD    XS0417098554   RBS
PFANDBRIEFE        DE000NLB5NG6   NDB
FOR GOVT GUARANT   XS0417172540   RENTEN
SR UNSECURED       XS0417209052   VATFAL
SR UNSECURED       XS0417208161   VATFAL
NOTES              XS0417276911   DB
SR UNSECURED       XS0417208591   VATFAL
GOVT LIQUID GTD    DE000A0SMN45   IKB
BONDS              DE000BLB5Q79   BYLAN
GOVT LIQUID GTD    XS0417335782   DEXGRP
NOTES              DE000HV2J7D3   HVB
PFANDBRIEFE        DE000LBW2Z02   LBBW
BONDS              IT0004462997   ISPIM
SR UNSECURED       DE000DZ1HKR1   DZBK
BONDS              IT0004452907   ISPIM
BONDS              DE000NLB5NN2   NDB
LOCAL GOVT GUARN   DE000NWB10T9   NRWBK
PFANDBRIEFE        DE000MHB0691   MUNHYP
GOVT LIQUID GTD    XS0417722393   AUSTVB
FOR GOVT GUARANT   XS0417901641   ICO
BONDS              DE000NRW2W49   NRW
BONDS              XS0417871554   EIB
NOTES              XS0417825444   DSM
GOVT LIQUID GTD    ES0314977291   CAVALE
SR UNSECURED       XS0417728325   DENK
BONDS              DE000BLB5RD8   BYLAN
BONDS              DE000A0SLER3   RHIPAL
BONDS              DE000BLB5RF3   BYLAN
GOVT LIQUID GTD    XS0417874814   DEXGRP
BONDS              IT0004470560   ISPIM
LOCAL GOVT GUARN   DE000NWB0444   NRWBK
NOTES              XS0414767029   ISPIM
BONDS              IT0004465487   ISPIM
PFANDBRIEFE        DE000BLB5P88   BYLAN
GOVT LIQUID GTD    ES0314958051   CANOVA
PFANDBRIEFE        DE000MHB0741   MUNHYP
SENIOR NOTES       XS0413324509   BACRED
PFANDBRIEFE        DE000NLB5NR3   NDB
PFANDBRIEFE        DE000MHB0733   MUNHYP
PFANDBRIEFE        DE000NLB5NQ5   NDB
SR UNSECURED       XS0418509146   TITIM
BONDS              DE000BLB5RK3   BYLAN
BONDS              DE000A0V8T55   BREMEN
SR UNSECURED       XS0418268198   HENKEL
SR UNSECURED       FR0010737882   VINCI
LOCAL GOVT GUARN   DE000NWB10V5   NRWBK
SR UNSECURED       XS0418508924   TITIM
GOVT LIQUID GTD    ES0314843279   CAGALI
UNSUBORDINATED     DE000DZ1HMP1   DZBK
GOVT LIQUID GTD    DE000DUS2S06   DUSHYP
COMPANY GUARNT     XS0418669429   TOTAL
BONDS              IT0004457070   UBIIM
GOVT LIQUID GTD    DE000DUS1S07   DUSHYP
FOR GOVT GUARANT   XS0418625306   DEXGRP
SR UNSECURED       XS0418690201   VALMUN
GOVT LIQUID GTD    ES0314400096   CAJAME
BONDS              ES0314981053   CAGENA
BONDS              DE000WGZ21S1   WGZ
SR UNSECURED       XS0418729934   FRTUM
SR UNSECURED       XS0418730601   FRTUM
PFANDBRIEFE        DE000NLB5NJ0   NDB
SR UNSECURED       XS0418783477   SHBASS
COMPANY GUARNT     XS0418799630   SLB
PFANDBRIEFE        DE000NLB5NT9   NDB
SR UNSECURED       FI0001006462   RFGB
GOVT LIQUID GTD    ES0314977317   CAVALE
COMPANY GUARNT     XS0419267595   EOANGR
COMPANY GUARNT     XS0419264063   TELEFO
NOTES              XS0419170591   GENCAT
JUMBO PFANDBRIEF   DE000EH1A3F3   EURHYP
SR UNSECURED       XS0419185789   LUFTHA
PFANDBRIEFE        DE000NLB5NU7   NDB
SR UNSECURED       XS0419179972   PM
SR UNSECURED       XS0419195408   PM
SR UNSECURED       BE0002167337   BEKAER
SR UNSECURED       BE0002166321   BEKAER
COMPANY GUARNT     DE000A0T74C1   DAIGR
BONDS              DE000BLB59A4   BYLAN
GOVT LIQUID GTD    XS0419081491   SWEDA
GOVT LIQUID GTD    DE000AAR0041   AARB
FOR GOVT GUARANT   XS0417496790   CESKA
SR UNSECURED       EU000A0T74M4   EEC
BONDS              DE000NRW2W80   NRW
PFANDBRIEFE        DE000NLB5NY9   NDB
BONDS              DE000NLB5N02   NDB
BANK GUARANTEED    XS0418134663   SANTAN
BANK GUARANTEED    XS0418135041   SANTAN
NOTES              XS0419263503   VALMUN
GOVT LIQUID GTD    AT0000A0D675   KA
BONDS              DE000NRW2W98   NRW
COMPANY GUARNT     XS0419352199   REPSM
COMPANY GUARNT     XS0419378236   AKZANA
GOVT LIQUID GTD    DE000A0L1CK4   HYPORE
GOVT LIQUID GTD    DE000A0L1CJ6   HYPORE
SR UNSECURED       XS0419259659   BNP
COVERED            FR0010742908   SOCGEN
BONDS              DE000WGZ21Y9   WGZ
PFANDBRIEFE        DE000NLB5N28   NDB
NOTES              AT0000A0D5J1   VOEST
NOTES              XS0419587745   NEDG
UNSUBORDINATED     DE000NRW2XC0   NRW
COMPANY GUARNT     XS0419605406   HOLZSW
LOCAL GOVT GUARN   DE000A0AD806   IBB
BONDS              DE000NLB5N36   NDB
COMPANY GUARNT     XS0419828024   MRKGR
LOCAL GOVT GUARN   DE000A0AD814   IBB
PFANDBRIEFE        DE000HLB1NS8   HESLAN
SR UNSECURED       XS0420072695   CS
LOCAL GOVT GUARN   DE000A0XE9G0   LBANK
BONDS              DE000WLB9AW1   WESTLB
GOVT LIQUID GTD    DE000A0L1CL2   HYPORE
COMPANY GUARNT     XS0420117383   BAYGR
COVERED            XS0419622245   BKIR
GOVT LIQUID GTD    DE000A0L1CM0   HYPORE
BONDS              DE0001076842   BRABUR
COVERED            XS0420248568   SEB
BONDS              DE000A0SLEU7   RHIPAL
COMPANY GUARNT     XS0420657065   REEDLN
GOVT LIQUID GTD    ES0314601024   CAJAMA
GOVT LIQUID GTD    BE6000075430   DEXGRP
NOTES              DE000A0WMAS9   DPB
SENIOR NOTES       BE0001703546   FLEMSH
SENIOR NOTES       BE0001704551   FLEMSH
SR UNSECURED       DE000LBW3WP2   LBBW
BONDS              DE000LBW3UW2   LBBW
BONDS              DE000HLB1R46   HESLAN
COVERED            FR0010744904   CRH
COMPANY GUARNT     XS0421249235   BHP
GOVT LIQUID GTD    ES0313377014   BACOOP
BONDS              DE000NLB5PA4   NDB
BONDS              IT0004475577   CARPP
COMPANY GUARNT     XS0421105825   VW
BONDS              DE000A0V8T63   BREMEN
SR UNSECURED       XS0421410621   JPM
NOTES              XS0420972258   HOFP
SR UNSECURED       SI0002102935   SLOREP
SR UNSECURED       XS0421464719   HEIANA
COMPANY GUARNT     XS0421249078   BHP
SR UNSECURED       XS0421249318   DVB
NOTES              DE000DZ1HNL8   DZBK
GOVT LIQUID GTD    ES0314966088   PENED
NOTES              XS0421565317   STATK
BONDS              DE000NRW2XA4   NRW
PFANDBRIEFE        DE000HLB1NW0   HESLAN
BONDS              ES0314600109   CAJAMU
SR UNSECURED       XS0421565150   STATK
SR UNSECURED       FR0010744987   PRTP
PFANDBRIEFE        DE000A0XFGA6   WLBANK
BONDS              IT0004481716   BPIM
BONDS              DE000NLB5PD8   NDB
SR UNSECURED       DE000DZ1HNU9   DZBK
FOR GOVT GUARANT   ES0314950462   CAJAMM
PFANDBRIEFE        DE000NLB5PG1   NDB
SR UNSECURED       XS0422436476   ACAFP
BONDS              DE0001590693   NIESA
BONDS              DE000NLB5PE6   NDB
SR UNSECURED       XS0422167808   ACAFP
GOVT LIQUID GTD    FR0010745695   SFEFR
GOVT LIQUID GTD    XS0422411214   NIBCAP
SR UNSECURED       FR0010745984   SEVFP
SR UNSECURED       XS0421732404   BPIM
SR UNSECURED       FR0010745976   SEVFP
BONDS              IT0004468267   BPIM
LOCAL GOVT GUARN   DE000NWB10Y9   NRWBK
GOVT LIQUID GTD    XS0422511351   SNSSNS
PFANDBRIEFE        DE000HLB1NX8   HESLAN
PFANDBRIEFE        DE000A0XFGB4   WLBANK
BONDS              IT0004481013   MONTE
BONDS              IT0004468531   MONTE
NOTES              XS0422624980   OMV
BONDS              IT0004481708   BPIM
BONDS              DE000NLB5PM9   NDB
GOVT LIQUID GTD    ES0314950470   CAJAMM
SUBORDINATED       FR0010743096   ACAFP
BONDS              DE000WGZ2201   WGZ
SR UNSECURED       FR0010746016   AUCHAN
SR UNSECURED       FR0010746008   AUCHAN
UNSECURED          XS0422677673   NIB
COMPANY GUARNT     DE000A0XFK16   BASGR
SR UNSECURED       XS0422689843   SECURI
SUBORDINATED       FR0010743070   ACAFP
BONDS              AT0000A0D8J5   SUNBON
COMPANY GUARNT     XS0423036663   LXSGR
BONDS              DE000A0XFBJ8   BERGER
PFANDBRIEFE        DE000NLB5PT4   NDB
BONDS              DE0001076883   BRABUR
GOVT LIQUID GTD    XS0423327476   DEXGRP
SR UNSECURED       XS0423479574   SHAMPO
BONDS              ES0384958007   AYTCED
BONDS              DE000BLB59J5   BYLAN
PFANDBRIEFE        DE000HLB1NY6   HESLAN
SR UNSECURED       XS0423447886   SHBASS
UNSUBORDINATED     XS0423489029   SOCGEN
SENIOR NOTES       XS0423488724   SOCGEN
GOVT LIQUID GTD    ES0314843303   CAGALI
BONDS              IT0004481914   CARPP
SR UNSECURED       DE000DZ1HN92   DZBK
SR SECURED         XS0423328524   DEPFA
SR SECURED         XS0423329092   DEPFA
SECURED            XS0423328011   DEPFA
LOCAL GOVT GUARN   DE000NWB10Z6   NRWBK
PFANDBRIEFE        DE000NLB5PX6   NDB
BONDS              DE000NLB5PY4   NDB
PFANDBRIEFE        DE000NLB5PZ1   NDB
COMPANY GUARNT     XS0423639953   BACARD
FOR GOVT GUARANT   XS0423588861   ALPHA
BONDS              DE000HLB1R53   HESLAN
BONDS              DE000HLB1R61   HESLAN
COMPANY GUARNT     XS0423530350   NUONNV
COMPANY GUARNT     XS0423530434   NUONNV
COMPANY GUARNT     XS0423888667   ZURNVX
BONDS              DE000A0XFPE9   BERGER
BONDS              BE6000104727   ELIASO
BONDS              DE000NLB5P34   NDB
BANK GUARANTEED    XS0423949394   SANTAN
GOVT LIQUID GTD    XS0423724987   FBNETH
NOTES              FR0010748731   IDF
COMPANY GUARNT     XS0423888824   ZURNVX
BONDS              BE6000105732   ELIASO
SR UNSECURED       FR0010745752   CDEE
COMPANY GUARNT     XS0424019437   VERBND
GOVT LIQUID GTD    DE000A0L1CP3   HYPORE
GOVT LIQUID GTD    DE000A0L1CT5   HYPORE
GOVT LIQUID GTD    XS0422864354   EBSBLD
BONDS              DE000BLB59L1   BYLAN
GOVT LIQUID GTD    DE000A0L1CR9   HYPORE
GOVT LIQUID GTD    DE000A0L1CS7   HYPORE
BONDS              DE000BLB59M9   BYLAN
PFANDBRIEFE        DE000BLB5MN8   BYLAN
GOVT LIQUID GTD    DE000A0L1CN8   HYPORE
GOVT LIQUID GTD    DE000A0L1CQ1   HYPORE
SR UNSECURED       XS0422704238   LLOYDS
SR UNSECURED       FR0010749598   CFCM
LOCAL GOVT GUARN   DE000A0XE9K2   LBANK
BONDS              DE000NLB5P83   NDB
SR UNSECURED       DE000DZ1HPN9   DZBK
PFANDBRIEFE        DE000NLB5P67   NDB
LOCAL GOVT GUARN   DE000NWB11A7   NRWBK
SENIOR NOTES       XS0424490752   VICEN
BONDS              IT0004487580   UBIIM
SR UNSECURED       XS0424777703   BFCM
NOTES              FR0010750497   VIEFP
NOTES              FR0010750489   VIEFP
BONDS              DE000BLB59P2   BYLAN
SR UNSECURED       XS0424787926   ONT
COMPANY GUARNT     XS0424686573   MICH
BONDS              IT0004487572   UBIIM
BONDS              DE000A0V8T71   BREMEN
SR UNSECURED       XS0424840758   BACR
GOVT LIQUID GTD    ES0358197012   CAJSOL
NOTES              AT0000A0DFY3   RFLBOB
NOTES              AT0000A0DFX5   RFLBOB
SR UNSECURED       XS0422704824   LLOYDS
SENIOR NOTES       XS0425257747   ARTBV
SR UNSECURED       PTBCLQOM0010   BCPPL
BONDS              NL0009054899   AAB
BONDS              DE000NLB5QD6   NDB
BONDS              DE000A0SLVX5   HESSEN
BONDS              DE000NRW2XL1   NRW
SR UNSECURED       IT0004488604   CDEP
GOVT LIQUID GTD    ES0313790026   POPSM
UNSECURED          AT0000A0DG20   AUSTVB
LOCAL GOVT GUARN   DE000NWB0451   NRWBK
BONDS              IT0004486459   CARPP
SR UNSECURED       AT0000A0DG38   AUSTVB
SR UNSECURED       XS0425413621   UCGIM
SR UNSECURED       DE000DB7UQV8   DB
BONDS              XS0425413209   Q
COMPANY GUARNT     XS0425722922   ADENVX
COMPANY GUARNT     XS0425657920   BMW
GOVT LIQUID GTD    DE000A0SMN52   IKB
FOR GOVT GUARANT   XS0425446712   OKB
COVERED            ES0318827013   CEDTDA
BONDS              DE000NRW2XM9   NRW
BONDS              DE000A0SLVY3   HESSEN
BONDS              DE000A0Z1QA9   LANDER
SR UNSECURED       XS0425811865   AEGON
NOTES              DE000HV2J7Y9   HVB
COVERED            ES0318827005   CEDTDA
GOVT LIQUID GTD    XS0426089719   RZB
GOVT LIQUID GTD    XS0426130372   SWEDA
NOTES              DE000DZ1HP25   DZBK
GOVT LIQUID GTD    DE000A0L1CU3   HYPORE
BONDS              DE000NLB5QG9   NDB
SENIOR NOTES       XS0425443370   LBTYA
SR UNSECURED       XS0426505102   MONTE
SR UNSECURED       XS0426016753   HSBC
BONDS              ES00000950A7   GENCAT
SR UNSECURED       DE000HV778M3   HVB
SR UNSECURED       FR0010753459   ACCOR
LOCAL GOVT GUARN   DE000A0XE9L0   LBANK
SR UNSECURED       XS0426032289   PEUGOT
SR UNSECURED       XS0425743506   EIB
SR UNSECURED       XS0425477949   NEDFIN
NOTES              XS0426126180   PORTEL
BONDS              IT0004486814   MONTE
BONDS              IT0004487879   CARPP
LOCAL GOVT GUARN   DE000A0XE9M8   LBANK
NOTES              XS0426539184   BANEST
UNSECURED          XS0426090485   RABOBK
GOVT LIQUID GTD    XS0426739438   ALPHA
GOVT LIQUID GTD    XS0426659164   AIB
BONDS              ES0000090656   ANDAL
PFANDBRIEFE        DE000BLB5P96   BYLAN
GOVT LIQUID GTD    XS0426535604   FBNETH
LOCAL GOVT GUARN   DE000NWB11C3   NRWBK
BONDS              DE000NLB5QM7   NDB
BONDS              DE000NLB5QL9   NDB
BONDS              DE000NLB5QP0   NDB
SR UNSECURED       XS0426682570   STANLN
COMPANY GUARNT     FR0010754598   SUFP
BONDS              IT0004487960   UBIIM
GOVT LIQUID GTD    ES0314840176   CAIXAC
NOTES              XS0426626312   SWED
SR UNSECURED       XS0426964630   NEDWBK
PFANDBRIEFE        DE000NLB5QR6   NDB
NOTES              XS0426658943   WARSAW
FOR GOVT GUARANT   PTBAFPOE0003   BNFPL
NOTES              XS0426738976   DANGAS
SR UNSECURED       FR0010754663   MOET
BONDS              ES0001351222   CASTIL
NOTES              XS0426739354   DANGAS
SR UNSECURED       FR0010754531   PRTP
GOVT LIQUID GTD    XS0426821285   FBNETH
SENIOR NOTES       XS0427020309   CZECH
SR UNSECURED       XS0427873889   AGFRNC
COMPANY GUARNT     XS0427290357   ATLIM
NOTES              XS0427291751   EIB
GOVT LIQUID GTD    DE000HSH27X2   HSHN
GOVT LIQUID GTD    XS0427232409   KA
SR UNSECURED       XS0427065585   SEB
BANK GUARANTEED    XS0427109896   BBVASM
GOVT LIQUID GTD    XS0427571103   BKIR
SR UNSECURED       PTCG16OM0004   CXGD
BONDS              IT0004482995   ISPIM
SENIOR NOTES       XS0421526681   ISPIM
SECURED            XS0427563423   CORIOL
GOVT LIQUID GTD    ES0314977325   CAVALE
SR UNSECURED       DE000DZ1HP90   DZBK
NOTES              XS0427582647   DB
PFANDBRIEFE        DE000LBW4CY4   LBBW
GOVT LIQUID GTD    DE000A0L1CV1   HYPORE
SR UNSECURED       FR0010755504   PRTP
BONDS              IT0004472053   MONTE
BONDS              IT0004463334   UBIIM
BONDS              IT0004471931   MONTE
SR UNSECURED       XS0427586986   UBIIM
BONDS              DE000NLB5QY2   NDB
PFANDBRIEFE        DE000NLB5QW6   NDB
PFANDBRIEFE        DE000HLB1RH2   HESLAN
LOCAL GOVT GUARN   XS0427621726   KUNTA
PFANDBRIEFE        DE000NLB5QX4   NDB
LOCAL GOVT GUARN   DE000A0XE9N6   LBANK
UNSUBORDINATED     XS0427926752   RENAUL
SR UNSECURED       XS0428007081   NBHSS
PFANDBRIEFE        DE000NLB5QZ9   NDB
BONDS              DE000NLB5Q09   NDB
COMPANY GUARNT     XS0428037401   VW
BONDS              DE000A0SLVZ0   HESSEN
COMPANY GUARNT     XS0428149545   VATFAL
LOCAL GOVT GUARN   DE000A0XE9P1   LBANK
SENIOR NOTES       FR0010757252   GDCHU
BONDS              DE0001053338   BAYERN
COMPANY GUARNT     XS0428037583   VW
UNSUBORDINATED     XS0428037740   SANFP
NOTES              XS0428037666   SANFP
BONDS              DE000BLB5937   BYLAN
BONDS              DE000BLB5929   BYLAN
GOVT LIQUID GTD    XS0428198328   ERSTBK
BONDS              DE000BLB5911   BYLAN
SR UNSECURED       XS0428200751   RESFER
COMPANY GUARNT     XS0428147093   RDSALN
COMPANY GUARNT     XS0428146442   RDSALN
SR UNSECURED       XS0428159429   PEUGOT
SR UNSECURED       FR0010756684   CAFP
GOVT LIQUID GTD    ES0314400120   CAJAME
LOCAL GOVT GUARN   DE000NWB11H2   NRWBK
LOCAL GOVT GUARN   DE000NWB11P5   NRWBK
LOCAL GOVT GUARN   XS0428182751   NRWBK
SENIOR NOTES       XS0428461635   POLAND
NOTES              XS0428463334   ICO
GOVT LIQUID GTD    XS0428429665   JYBC
SR UNSECURED       FR0010757336   SEVFP
NOTES              XS0428417900   SGOFP
COVERED            PTBB1OOE0007   BPIPL
GOVT LIQUID GTD    DE000A0XFPW1   HYPORE
COMPANY GUARNT     XS0428461718   TOTAL
UNSECURED          FR0010757179   CDCEPS
FOR GOVT GUARANT   ES0314983059   CAINSU
SR UNSECURED       XS0428454002   BNG
BONDS              DE000NLB5Q41   NDB
SR UNSECURED       XS0428631815   UBIIM
GOVT LIQUID GTD    DE000A0XFPX9   HYPORE
BONDS              DE000A0V8T97   BREMEN
GOVT LIQUID GTD    XS0428446917   IRNWID
PFANDBRIEFE        DE000BLB5PZ5   BYLAN
PFANDBRIEFE        DE000NLB5Q58   NDB
BONDS              DE000NLB5Q33   NDB
PFANDBRIEFE        DE000NLB5Q66   NDB
COVERED            ES0413900186   SANTAN
GOVT LIQUID GTD    DE000A0XFPZ4   HYPORE
GOVT LIQUID GTD    DE000A0XFPY7   HYPORE
FOR GOVT GUARANT   XS0428962921   ICO
LOCAL GOVT GUARN   DE000A0XE9S5   LBANK
SR UNSECURED       XS0428956287   UBS
LOCAL GOVT GUARN   DE000A0XE9R7   LBANK
BONDS              IT0004494024   LAVORO
BONDS              DE000DB0WJ67   DB
NOTES              XS0429114530   IBRD
BONDS              DE000WLB9CC9   WESTLB
GOVT LIQUID GTD    XS0428611973   FBNETH
GOVT LIQUID GTD    FR0010757427   SFEFR
COMPANY GUARNT     XS0428962848   VLVY
GOVT LIQUID GTD    XS0429351231   IPBS
BONDS              DE000BLB5945   BYLAN
FOR GOVT GUARANT   XS0429487647   DEXGRP
COMPANY GUARNT     XS0429265159   SCHREI
GOVT LIQUID GTD    XS0429465163   SWEDA
SENIOR NOTES       XS0429431009   SNCF
COVERED            FR0010758599   CFF
SUBORDINATED       XS0429484891   RABOBK
LOCAL GOVT GUARN   XS0429292393   NDB
COMPANY GUARNT     XS0429125650   SCHREI
COMPANY GUARNT     XS0429315277   GE
GOVT LIQUID GTD    XS0429323024   DEXGRP
SR UNSECURED       FR0010758391   COFP
SR UNSECURED       XS0429612566   MANAG
BONDS              DE000LBW4232   LBBW
PFANDBRIEFE        DE000NLB5Q82   NDB
FOR GOVT GUARANT   DE000A0XYJ16   KFW
COVERED            FR0010758953   BNPPCB
FOR GOVT GUARANT   DE000A0XXM87   KFW
SR UNSECURED       ES0313860233   BANSAB
PFANDBRIEFE        DE000DHY1735   DHY
COMPANY GUARNT     XS0429817538   TPSA
SR UNSECURED       XS0429607640   MANAG
SR UNSECURED       XS0429803827   BNP
JUMBO PFANDBRIEF   DE000A0XFGH1   WLBANK
BONDS              GR0514017145   GGB
UNSECURED          DE000LBW4DJ3   LBBW
UNSECURED          PTGALAOM0007   GALPPL
GOVT LIQUID GTD    XS0429894529   LPTY
SR UNSECURED       XS0429895500   EUROB
UNSECURED          DE000DZ1HQ32   DZBK
NOTES              DE000DZ1HQ57   DZBK
SR UNSECURED       XS0430052869   RBS
PFANDBRIEFE        DE000NLB5RA0   NDB
PFANDBRIEFE        DE000NLB5RB8   NDB
SR UNSECURED       XS0430082932   CEZCO
BONDS              DE000NRW2XY4   NRW
LOCAL GOVT GUARN   DE000NWB11Q3   NRWBK
COVERED            ES0414970519   CAIXAB
SR UNSECURED       XS0429965139   POHBK
PFANDBRIEFE        DE000A0XFP03   HYPORE
PFANDBRIEFE        DE000BLB5P05   BYLAN
SR UNSECURED       XS0430015742   SLOVAK
NOTES              XS0430070093   STORA
PFANDBRIEFE        DE000A0XFP11   HYPORE
BONDS              DE000NLB5RC6   NDB
BONDS              DE000NLB5RD4   NDB
BONDS              DE000NLB5RE2   NDB
SR UNSECURED       XS0428609993   UBIIM
SR UNSECURED       XS0430266311   RABOBK
BONDS              BE0002169358   SOLBBB
PFANDBRIEFE        DE000BLB5P13   BYLAN
SENIOR NOTES       AT000B011853   RZB
BONDS              DE000NLB5883   NDB
BONDS              IT0004494719   BNAGRI
BONDS              DE000WLB69D3   WESTLB
COMPANY GUARNT     XS0430545979   BASGR
SR UNSECURED       XS0430452457   BACR
BONDS              DE000WLB9CJ4   WESTLB
COMPANY GUARNT     DE000A0T9W87   BMW
COVERED            FR0010762039   DEXMA
JUMBO PFANDBRIEF   DE000EH1A3M9   EURHYP
NOTES              XS0430328525   LGFP
NOTES              XS0430329176   CAT
NOTES              XS0430555267   RENAUL
BONDS              DE000HLB1SD9   HESLAN
COMPANY GUARNT     XS0430329507   EOANGR
BONDS              DE000NLB5RJ1   NDB
SENIOR NOTES       XS0430527993   SEK
SR UNSECURED       XS0430768332   DNBNOR
COVERED            XS0430609296   INTNED
COMPANY GUARNT     XS0430699693   BMW
LOCAL GOVT GUARN   DE000NWB11R1   NRWBK
PFANDBRIEFE        DE000BLB5P21   BYLAN
PFANDBRIEFE        DE000NLB5RK9   NDB
SENIOR NOTES       XS0430698455   CARLB
COVERED            FR0010762385   BPCOV
FOR GOVT GUARANT   DE000A0Z1V00   KFW
NOTES              XS0430789411   TELEFO
FOR GOVT GUARANT   XS0430768688   RENTEN
BONDS              DE000HLB1TZ0   HESLAN
BONDS              DE000NLB5RH5   NDB
UNSECURED          DE000DZ1HRL9   DZBK
COMPANY GUARNT     XS0430786581   CRHID
COMPANY GUARNT     XS0430981521   VW
BONDS              IT0004496102   VICEN
BONDS              DE000BLB5994   BYLAN
BONDS              DE000BLB6AA8   BYLAN
NOTES              XS0430951888   SEB
PFANDBRIEFE        DE000A0AEAL7   AARB
BONDS              DE000BLB5986   BYLAN
SENIOR NOTES       XS0431118925   LBTYA
NOTES              XS0431307221   ITALY
BONDS              DE000NLB59D3   NDB
PFANDBRIEFE        DE000NLB59C5   NDB
GOVT LIQUID GTD    ES0314966138   PENED
BANK GUARANTEED    XS0431301703   ESF
COVERED            DE000DZ1HRS4   DZBK
BONDS              DE000DB0WJ83   DB
SR UNSECURED       NL0009056555   AAB
SR UNSUB           ES00000121O6   SPGB
SR UNSECURED       DE000DB7UQ71   DB
JUMBO PFANDBRIEF   DE000DXA1ME1   DEXGRP
COMPANY GUARNT     XS0431772572   DT
LOCAL GOVT GUARN   DE000NWB23S4   NRWBK
SR UNSECURED       XS0431725901   DANBNK
BONDS              IT0004502289   LAVORO
PFANDBRIEFE        DE000BLB5QA6   BYLAN
BONDS              FR0010765354   AIFP
COVERED            ES0413440159   BANEST
SR UNSECURED       XS0431928414   MTNA
BONDS              XS0431928760   MTNA
SR UNSECURED       FR0010765867   MOET
SR UNSECURED       FR0010765859   SEVFP
COVERED            XS0432079381   ERSTBK
SR UNSECURED       XS0431977544   ACAFP
SUBORDINATED       XS0432092137   ACAFP
SENIOR NOTES       PTBLMEOM0004   BESPL
FOR GOVT GUARANT   ES0314961105   CAJABU
SR UNSECURED       XS0431967230   CROATI
COMPANY GUARNT     XS0432079621   BMW
BONDS              XS0432069747   PFE
BONDS              XS0432083227   CYPGB
SR UNSECURED       XS0432070752   PFE
BONDS              DE000A0SLEW3   RHIPAL
BONDS              XS0432071131   PFE
BONDS              DE000A0Z1KE4   BERGER
BONDS              PTOTEOOE0017   PGB
SR UNSECURED       FR0010766329   RIFP
BONDS              DE000BLB6AG5   BYLAN
SR UNSECURED       PTBLMGOM0002   BESPL
BONDS              DE000BLB6AH3   BYLAN
BANK GUARANTEED    XS0432214343   ALPHA
BONDS              DE000A0XYRQ0   BREMEN
BONDS              IT0004490840   MONTE
PFANDBRIEFE        DE000BLB5QB4   BYLAN
SUBORDINATED       DE000A0T8Q86   DZBK
BONDS              IT0004489990   BPIM
BONDS              IT0004489974   BPIM
SR UNSECURED       XS0432617891   METSO
NOTES              FR0010766857   ARRFP
PFANDBRIEFE        DE000NLB59L6   NDB
SUBORDINATED       DE000A0T8Q94   DZBK
COMPANY GUARNT     XS0432072295   VMED
FOR GOVT GUARANT   DE000A0Z1V18   KFW
NOTES              XS0432637493   SANTAN
COVERED            XS0432619087   SPNTAB
FOR GOVT GUARANT   ES0314854052   CAJASA
FOR GOVT GUARANT   XS0428050172   NBG
GOVT LIQUID GTD    XS0432913787   LLOYDS
COVERED            FR0010767194   BNPSCF
JUMBO PFANDBRIEF   DE000DB7URS2   DB
GOVT LIQUID GTD    ES0315346041   CATARR
COMPANY GUARNT     XS0432810116   NOVART
JUMBO PFANDBRIEF   DE000WLB9CW7   WESTLB
NOTES              XS0433152690   MCD
SUBORDINATED       XS0433028254   HSBC
SENIOR NOTES       XS0433130456   BAC
GOVT LIQUID GTD    BE6000173441   DEXGRP
COMPANY GUARNT     XS0433038139   FREGR
SR UNSECURED       FR0010767566   CADES
SR UNSECURED       XS0433001137   RBOSCH
SR UNSECURED       XS0433006441   RBOSCH
NOTES              PTCPP4OM0023   SANTAN
COVERED            XS0432877610   AKTIA
GOVT LIQUID GTD    XS0433132312   BKIR
PFANDBRIEFE        DE000NLB59Q5   NDB
SR UNSECURED       XS0433094553   SNCF
GOVT LIQUID GTD    XS0433797551   FBNETH
PFANDBRIEFE        DE000BLB5P39   BYLAN
GOVT LIQUID GTD    ES0314974058   CAIXAT
BANK GUARANTEED    XS0433067666   TPEIR
BONDS              DE000A0Z1XZ2   NIESA
COVERED            DE000DZ1HSK9   DZBK
NOTES              XS0433487799   RENAUL
NOTES              XS0433216339   BRITEL
BONDS              IT0004488653   MONTE
SR UNSECURED       PTBCLSOE0018   BCPPL
GOVT LIQUID GTD    XS0433479341   BKIR
PFANDBRIEFE        DE000AAR0058   AARB
COMPANY GUARNT     XS0433509782   TOTAL
SR UNSECURED       DE000LBW4752   LBBW
BONDS              AT0000A0DJE7   KAERTN
NOTES              ES0001352287   JUNGAL
PFANDBRIEFE        DE000DK8PSH0   DEKA
LOCAL GOVT GUARN   DE000A0Z1344   LBTBW
SR UNSECURED       XS0433924767   RBS
LOCAL GOVT GUARN   DE000A0Z1336   LBTBW
LOCAL GOVT GUARN   DE000A0Z1328   LBTBW
BONDS              DE000BLB6AK7   BYLAN
SR SECURED         XS0430907989   IFCOF
PFANDBRIEFE        DE000NLB59U7   NDB
SR UNSECURED       XS0433624532   EXHO
BILLS              ES0000101362   MADRID
LOCAL GOVT GUARN   DE000NWB11S9   NRWBK
GOVT LIQUID GTD    ES0314961113   CAJABU
PFANDBRIEFE        DE000NLB59T9   NDB
PFANDBRIEFE        DE000NLB59R3   NDB
LOCAL GOVT GUARN   DE000A0Z1351   LBTBW
LOCAL GOVT GUARN   DE000A0Z1310   LBTBW
PFANDBRIEFE        DE000EH1A3R8   EURHYP
SR UNSECURED       XS0433923108   EUREKO
COMPANY GUARNT     XS0434069497   RWE
PFANDBRIEFE        DE000MHB0923   MUNHYP
SR UNSECURED       DE000A0Z12Y2   TKAGR
NOTES              XS0434173984   RABOBK
FOR GOVT GUARANT   ES0364872095   UNICAJ
COVERED            ES0413790058   POPSM
SR UNSECURED       XS0433943718   C
NOTES              PTCGFGOM0023   CXGD
UNSECURED          XS0434035167   BNG
PFANDBRIEFE        DE000NLB59W3   NDB
PFANDBRIEFE        DE000NLB59X1   NDB
SR UNSECURED       XS0434144969   BOGAEI
LOCAL GOVT GUARN   DE000A0Z1G09   HSHFF
NOTES              XS0434227400   DNBNOR
COVERED            DE000DZ1HSY0   DZBK
BONDS              DE000A0Z1TA3   BYLABO
SR SUBORDINATED    DE000LBW47H0   LBBW
COMPANY GUARNT     XS0434170378   VW
PFANDBRIEFE        DE000NLB59Z6   NDB
PFANDBRIEFE        DE000NLB59Y9   NDB
PFANDBRIEFE        DE000NLB5909   NDB
COVERED            FR0010770529   CIFEUR
PFANDBRIEFE        DE000AAR0066   AARB
COVERED            ES0312298229   AYTCED
SR UNSECURED       XS0434685706   HNDA
SUBORDINATED       FR0010762716   ACAFP
NOTES              XS0434911565   SOCGEN
BONDS              FR0010762781   RADIAN
BONDS              DE000NLB5925   NDB
SR UNSECURED       DE000NWB23W6   NRWBK
SR UNSECURED       XS0435008726   LMETEL
NOTES              XS0434974217   LGFP
SR UNSECURED       XS0434993431   OMV
COVERED            XS0434657168   ANGIRI
PFANDBRIEFE        DE000NLB5958   NDB
NOTES              BE6000182533   ABIBB
SR UNSECURED       XS0434882014   AXASA
BONDS              DE000NLB5941   NDB
NOTES              XS0435070288   LLOYDS
PFANDBRIEFE        DE000BLB5P62   BYLAN
PFANDBRIEFE        DE000HLB1RL4   HESLAN
BONDS              IT0004497209   BANCAR
NOTES              ES0000101388   MADRID
NOTES              XS0435276224   TVO
NOTES              XS0430651223   EIB
BONDS              AT0000A0DXC2   RAGB
PFANDBRIEFE        DE000HLB1RN0   HESLAN
BONDS              DE000NLB5982   NDB
PFANDBRIEFE        DE000HLB1RM2   HESLAN
NOTES              DE000HSH2844   HSHN
COMPANY GUARNT     XS0435179378   IMTLN
LOCAL GOVT GUARN   AT0000A0DRQ4   KIG
NOTES              FR0010772582   VDP
BONDS              DE000NLB6AB2   NDB
BONDS              DE000NLB6AC0   NDB
BONDS              DE000NLB6AD8   NDB
SR UNSECURED       DE000A0Z2BJ0   METFNL
BONDS              DE000NLB6AF3   NDB
COMPANY GUARNT     XS0435800510   SANTAN
NOTES              ES0314950538   CAJAMM
SR UNSECURED       DE000CZ29UU3   CMZB
GOVT LIQUID GTD    DE000A0Z1J06   HYPORE
GOVT LIQUID GTD    DE000A0XFP37   HYPORE
GOVT LIQUID GTD    DE000A0XFP45   HYPORE
GOVT LIQUID GTD    DE000A0XFP52   HYPORE
BONDS              IT0004497449   MONTE
BONDS              IT0004497522   MONTE
BONDS              DE000NLB6AA4   NDB
BONDS              DE000NLB6AE6   NDB
NOTES              XS0436012024   UBIIM
BONDS              DE000NLB6AG1   NDB
BONDS              AT000B041736   BACA
BONDS              IT0004496524   BPIM
NOTES              XS0435914790   ARGID
BONDS              IT0004507189   CARPP
SR UNSECURED       XS0436002066   NEDWBK
SR UNSECURED       DE000DZ1HTX0   DZBK
BONDS              DE000NLB6AH9   NDB
NOTES              FR0010773697   COFP
GOVT LIQUID GTD    FR0010772988   SFEFR
PFANDBRIEFE        DE000BLB5QC2   BYLAN
NOTES              ES0230960009   ENGSM
FOR GOVT GUARANT   XS0436314545   OBND
BONDS              BE0001705566   FLEMSH
SR UNSECURED       XS0436320278   TRNIM
BANK GUARANTEED    XS0435876924   BBVASM
BONDS              DE000A0Z1GR4   BERGER
SUBORDINATED       XS0435953186   AIB
BONDS              ES0330960008   ENGSM
SR UNSECURED       AT0000A0DJX7   BEWAG
BONDS              DE000BLB6AX0   BYLAN
COMPANY GUARNT     XS0436428048   CAT
COMPANY GUARNT     XS0436662828   SYNNVX
BONDS              IE00B6089D15   IRISH
PFANDBRIEFE        DE000NLB6AK3   NDB
BONDS              IT0004497043   UBIIM
BONDS              IT0004497050   UBIIM
PFANDBRIEFE        DE000A0XFJT0   WESTIB
BONDS              DE000NLB6AP2   NDB
NOTES              EU000A1AJM31   EEC
SR UNSECURED       FR0010775304   VIVFP
COVERED            FR0010775486   DEXMA
SR UNSECURED       XS0437047292   AOC
SENIOR NOTES       XS0435998876   BACRED
COMPANY GUARNT     XS0436905821   GASSM
COMPANY GUARNT     XS0436928872   GASSM
COVERED            XS0437056954   DANBNK
COMPANY GUARNT     XS0437422057   SANTAN
COMPANY GUARNT     DE000A1AJNZ7   DAIGR
PFANDBRIEFE        DE000EH1A311   EURHYP
BONDS              DE000NRW2X30   NRW
PFANDBRIEFE        DE000HLB1RP5   HESLAN
GOVT LIQUID GTD    XS0437341307   KA
LOCAL GOVT GUARN   DE000A0XE9T3   LBANK
SR UNSECURED       XS0437490302   LBANK
LOCAL GOVT GUARN   DE000A0XE9V9   LBANK
LOCAL GOVT GUARN   DE000A0XE9U1   LBANK
BONDS              IT0004503717   ENIIM
BONDS              DE000NLB6AT4   NDB
BONDS              DE000NLB6AR8   NDB
COMPANY GUARNT     XS0437421240   SANTAN
SR UNSECURED       IT0004503766   ENIIM
BONDS              DE000NLB6AV0   NDB
SR UNSECURED       XS0437957086   BASGR
GOVT LIQUID GTD    XS0438155805   AIB
COVERED            FR0010776351   SOCSCF
BONDS              IT0004509953   LAVORO
BONDS              DE000NRW2X48   NRW
COVERED            IT0004511959   UCGIM
NOTES              PTPETQOM0006   PARPUB
BONDS              IT0004510977   CARPP
BONDS              DE000WLB69T9   WESTLB
BONDS              IT0004504475   ISPIM
FOR GOVT GUARANT   XS0438332271   ASFING
NOTES              XS0438268087   VALMUN
BONDS              IT0004506645   UNIPOL
BONDS              IT0004510969   CARPP
BONDS              IT0004507486   CARPP
COMPANY GUARNT     XS0438140526   GSK
UNSECURED          NL0009057959   AAB
BONDS              IT0004503816   BPIM
BONDS              DE000HLB1SK4   HESLAN
BONDS              IT0004498017   ISPIM
BONDS              IT0004505530   ISPIM
BONDS              IT0004474158   ISPIM
BONDS              XS0438534579   MACEDO
LOCAL GOVT GUARN   DE000NWB11X9   NRWBK
COMPANY GUARNT     XS0438380247   SESGLX
BONDS              IT0004503832   UBIIM
SR UNSECURED       XS0433853644   UBS
BONDS              IT0004502446   UCGIM
COMPANY GUARNT     XS0438843871   ENBW
BONDS              IT0004496425   AZMIM
SENIOR NOTES       XS0438150160   WINDIM
SR UNSECURED       XS0438750431   VW
GOVT LIQUID GTD    XS0438889783   ANGIRI
SR UNSECURED       XS0438813536   LUFTHA
BONDS              DE000NLB6AW8   NDB
COMPANY GUARNT     XS0438844093   ENBW
PFANDBRIEFE        DE000BLB6A01   BYLAN
NOTES              XS0439122085   DB
BONDS              IT0004496557   UBIIM
FOR GOVT GUARANT   DE000A0Z1V59   KFW
PFANDBRIEFE        DE000A0WMA02   DPB
GOVT LIQUID GTD    XS0439464800   DANBNK
NOTES              XS0439332643   VENBAN
GOVT LIQUID GTD    XS0439332726   SPANOR
PFANDBRIEFE        DE000A0WLYY9   DSB
COVERED            XS0439522938   AAB
COMPANY GUARNT     XS0439260398   ADSGR
COMPANY GUARNT     DE000A1AJ0V9   DAIGR
BONDS              DE000NLB6A22   NDB
BONDS              DE000NLB6A30   NDB
BONDS              DE000A0Z2A12   EWE
NOTES              BE0001706572   FLEMSH
NOTES              BE0001707588   FLEMSH
COVERED            FR0010778928   GECSCF
FOR GOVT GUARANT   DE000A0Z1V67   KFW
SENIOR NOTES       DE000A0Z2CS9   METFNL
LOCAL GOVT GUARN   DE000NWB11Z4   NRWBK
NOTES              XS0439773002   BASGR
PFANDBRIEFE        DE0003678793   DKRED
BONDS              XS0439945907   ANDAL
COMPANY GUARNT     XS0439828269   VERBND
COVERED            PTBB24OE0000   BPIPL
GOVT LIQUID GTD    XS0439508788   EBSBLD
COMPANY GUARNT     XS0439816090   BGGRP
SR UNSECURED       XS0440007176   DEXGRP
NOTES              FR0010780452   PEUGOT
BONDS              DE000A0SLEY9   RHIPAL
NOTES              FR0010780528   SEVFP
GOVT LIQUID GTD    FR0010780494   SFEFR
BONDS              DE000NLB6A63   NDB
SENIOR NOTES       XS0439512384   BPIM
COVERED            PTCGGFOM0015   CXGD
FOR GOVT GUARANT   DE000A0Z1V75   KFW
NOTES              XS0438919283   LLOYDS
COVERED            FR0010781047   ACACB
SR UNSECURED       XS0440279338   NAB
SR UNSECURED       XS0440350816   VALMUN
SENIOR NOTES       XS0439443473   MONTE
NOTES              XS0440312725   SABLN
COMPANY GUARNT     DE000A1AKAU3   DAIGR
PFANDBRIEFE        DE000EH1A360   EURHYP
SUBORDINATED       ES0214950216   CAJAMM
GOVT LIQUID GTD    XS0440513462   LLOYDS
COVERED            ES0318829019   CEDTDA
SR UNSECURED       XS0440643087   SESGLX
COVERED            ES0318829001   CEDTDA
SR UNSECURED       XS0440608502   NEDWBK
NOTES              DE000DB0WL14   DB
GOVT LIQUID GTD    XS0440690161   HAA
BONDS              DE000HLB1SL2   HESLAN
GOVT LIQUID GTD    XS0440751302   IRNWID
BONDS              IT0004509482   ISPIM
BONDS              IT0004509474   ISPIM
PFANDBRIEFE        DE000SEB1H57   SEBAG
PFANDBRIEFE        DE000WBP4AA4   WUWGR
BONDS              DE000NLB6BF1   NDB
PFANDBRIEFE        DE000NLB6BD6   NDB
BONDS              DE000NLB6BE4   NDB
BONDS              DE000NLB6BH7   NDB
GOVT LIQUID GTD    XS0441245643   DANBNK
BONDS              DE000BLB6BP4   BYLAN
GOVT LIQUID GTD    DE000HSH29Z3   HSHN
NOTES              XS0439781526   BPIM
COMPANY GUARNT     DE000A1AKHB8   ALVGR
NOTES              EU000A1AKD47   EEC
BONDS              DE000A0Z2NX6   SVBW
COVERED            FR0010784009   BNPPCB
NOTES              XS0441402681   EDNIM
PFANDBRIEFE        DE000HSH29X8   HSHN
SR SECURED         XS0441258117   ISSDC
FOR GOVT GUARANT   DE000A0Z1V83   KFW
FOR GOVT GUARANT   DE000A0Z1V91   KFW
FOR GOVT GUARANT   XS0439410035   NOVALJ
GOVT LIQUID GTD    ES0314966161   PENED
BONDS              DE000A0Z2NX6   SVBW
BONDS              DE000A0Z2NY4   SVBW
BONDS              DE000A0Z2NZ1   SVBW
BONDS              DE000A0Z2N17   SVBW
UNSUBORDINATED     DE000CZ29SR3   CMZB
COVERED            PTCMKROE0009   MONTPI
GOVT LIQUID GTD    XS0441651477   ICO
NOTES              XS0441511200   REPHUN
COMPANY GUARNT     XS0441356986   TITGFP
NOTES              XS0441736625   EIB
COMPANY GUARNT     XS0441800579   GE
LOCAL GOVT GUARN   DE000NWB24C6   NRWBK
BONDS              DE000A0XYRR8   BREMEN
FOR GOVT GUARANT   DE000A0Z2KL7   KFW
COMPANY GUARNT     XS0441740817   DT
COMPANY GUARNT     XS0441356986   TITGFP
SECURED            XS0442190855   ZURNVX
COVERED            ES0312298237   AYTCED
BONDS              DE000A0Z1FS4   BERGER
BONDS              DE000NLB6BS4   NDB
SR UNSECURED       XS0442123070   RABOBK
BONDS              DE000NLB6BT2   NDB
BONDS              XS0442330295   GAZPRU
PFANDBRIEFE        DE000DHY1883   DHY
SR UNSECURED       FR0010785436   SEVFP
BANK GUARANTEED    XS0440402393   SANTAN
COVERED            IT0004507619   ISPIM
COMPANY GUARNT     XS0442431564   FIAT
SR UNSECURED       AT000B076237   RFLBNI
BONDS              DE000BLB6BY6   BYLAN
BONDS              XS0440371903   EUROB
FOR GOVT GUARANT   DE000A0Z2KM5   KFW
BONDS              IT0004507866   MONTE
BONDS              IT0004509516   MONTE
BONDS              DE000NLB6BY2   NDB
BONDS              DE000NLB6BX4   NDB
SR UNSECURED       XS0442988217   RBOSCH
SR SECURED         XS0442348073   SAPSJ
SR UNSECURED       XS0440008737   SOCGEN
BONDS              IT0004517295   CARPP
LOCAL GOVT GUARN   DE000A0XE9W7   LBANK
LOCAL GOVT GUARN   DE000NWB12C1   NRWBK
BONDS              DE000NLB6B05   NDB
COVERED            AT000B011960   RZB
SR UNSECURED       XS0443124507   HSBC
LOCAL GOVT GUARN   DE000A0Z13C6   LBANK
LOCAL GOVT GUARN   DE000A0Z13E2   LBANK
LOCAL GOVT GUARN   DE000A0Z13D4   LBANK
SR UNSECURED       XS0443210090   NBHSS
PFANDBRIEFE        DE000BLB6A35   BYLAN
BONDS              DE000NLB6B39   NDB
BONDS              DE000BLB6B34   BYLAN
SR UNSECURED       XS0443578363   RABOBK
BONDS              DE000BLB6B26   BYLAN
UNSECURED          XS0443143044   BNG
BONDS              DE000BLB6B18   BYLAN
SR UNSECURED       XS0443469316   C
SR UNSECURED       XS0443820088   BPIM
BANK GUARANTEED    XS0443680052   EUROB
SUBORDINATED       XS0443708242   CBA
BONDS              IT0004519127   LAVORO
SR UNSECURED       XS0444030646   CS
SR UNSECURED       XS0444236854   SEB
BONDS              IT0004511710   BPIM
UNSUBORDINATED     DE000CZ29ST9   CMZB
SR UNSECURED       XS0444030646   CS
SR UNSECURED       XS0444236854   SEB
SR UNSECURED       XS0439782177   RABOBK
BONDS              IT0004511728   BPIM
LOCAL GOVT GUARN   DE000A0Z13F9   LBANK
BONDS              IT0004519127   LAVORO
NOTES              DE000HSH3AA6   HSHN
COMPANY GUARNT     XS0444610561   REPSM
BONDS              DE000HLB1SM0   HESLAN
SR UNSECURED       XS0444866445   BACR
BONDS              IT0004512544   UCGIM
BONDS              DE000A0Z2QS9   HSHFF
BONDS              IT0004507858   MONTE
PFANDBRIEFE        DE000MHB1111   MUNHYP
BONDS              DE000NLB6CG7   NDB
BONDS              DE000NLB6CH5   NDB
COMPANY GUARNT     NL0009213545   ASRNED
BONDS              DE000BLB6E72   BYLAN
BONDS              DE000A0Z2QA7   NIESA
NOTES              XS0445393571   BAC
BONDS              IT0004506256   MONTE
SR UNSECURED       XS0445651705   DEXGRP
FOR GOVT GUARANT   DE000A0Z2KQ6   KFW
COMPANY GUARNT     XS0445463887   EADFP
BONDS              IT0004519028   BANCAP
BONDS              FR0010777524   BPCEGP
SR UNSECURED       XS0445757106   RABOBK
COMPANY GUARNT     NL0009213529   ASRNED
SR UNSECURED       FR0010784082   PRTP
BONDS              DE000BLB6FB5   BYLAN
SR UNSECURED       FR0010784066   ACCOR
BONDS              DE000BLB6FC3   BYLAN
SR UNSECURED       XS0445869836   SBAB
SR UNSECURED       FR0010784066   ACCOR
SR UNSECURED       FR0010784082   PRTP
SR UNSECURED       XS0446135146   POHBK
PFANDBRIEFE        DE000HLB1RR1   HESLAN
BONDS              DE000BLB6FE9   BYLAN
BONDS              DE000A0XYRS6   BREMEN
SR UNSECURED      XS0446632365   RESFER
BONDS             IT0004519721   LAVORO
BONDS             DE000WLB25R5   WESTLB
BONDS             DE000NLB6CQ6   NDB
SR UNSECURED      XS0446772021   JMVOIT
PFANDBRIEFE       DE000NLB6CX2   NDB
SR UNSECURED      XS0446860826   SOCGEN
BONDS             DE000A0Z2AE3   BHH
PFANDBRIEFE       DE000NLB6CW4   NDB
PFANDBRIEFE       DE000MHB1137   MUNHYP
BONDS             DE000A0Z2G57   BERGER
NOTES             PTBCL1OM0017   BCPPL
NOTES             XS0447005223   SHBASS
GOVT LIQUID GTD   XS0447317545   ANGIRI
NOTES             DE000DHY2006   DHY
BONDS             DE000NLB6C04   NDB
BONDS             DE000NLB6CZ7   NDB
BONDS             DE000BLB6FM2   BYLAN
NOTES             XS0447616029   VLVY
PFANDBRIEFE       DE000HSH3AT6   HSHN
PFANDBRIEFE       DE000MHB1152   MUNHYP
PFANDBRIEFE       DE0003678801   DKRED
PFANDBRIEFE       DE000BLB5QE8   BYLAN
PFANDBRIEFE       DE000A0WMA10   DPB
GOVT LIQUID GTD   XS0448662857   HAA
BONDS             DE000BLB6FT7   BYLAN
BONDS             DE000BLB6FU5   BYLAN
BONDS             DE000NLB6C79   NDB
BONDS             IT0004516503   ISPIM
UNSUBORDINATED    DE000CZ29S04   CMZB
PFANDBRIEFE       DE000BLB5QF5   BYLAN
NOTES             DE000A1A55G9   DAIGR
NOTES             DE000DB0WM54   DB
BONDS             DE000HLB1SP3   HESLAN
BONDS             DE000NLB6C87   NDB
NOTES             AT000B011994   RZB
BANK GUARANTEED   DE000A1ALVC5   DB
SUBORDINATED      XS0449487619   SOCGEN
SR UNSECURED      DE000WLB26G6   WESTLB
NOTES             XS0449361350   LLOYDS
PFANDBRIEFE       DE000MHB1210   MUNHYP

								
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