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Index A B C D E F G H I J K L M N O 1 2 Kick Off Disclaimer - Excel

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Index A B C D E F G H I J K L M N O 1 2 Kick Off Disclaimer - Excel Powered By Docstoc
					                                 Kick Off                   Disclaimer: Prices contained within this file are
                                                            intended as a mere indication exclusively for qualified

                                 29.04.2010                 investors. Source: Bloomberg PROX <GO>




                                   Plain Vanillas:
                                              Floaters
                                           Straight bonds
                                           Subordinated
Contacts:


Italian:
            +41 (91) 911 33 52     Structured Notes:
            +41 (91) 911 33 53
French:
            +41 (91) 911 33 58
            +41 (91) 911 54 38
English:
            +41 (91) 911 33 59                Inflation
            +41 (91) 911 33 57
            +41 (91) 911 54 39
Spanish:
            +41 (91) 911 54 39
German:
            +41 (91) 911 33 57
            +41 (91) 911 54 38
Russian:
            +41 (91) 911 33 60
            +41 (91) 911 54 31     40297
Arabic:
            +41 (91) 911 33 58
Floating Rate Notes
  INDEX    Blp DES


     ISIN     Currency Coupon                                  Issuer Name     Maturity    S&P     Moody's Mid Price    DM     Ticker           Sector         Country
 XS0304279556   EUR     0.854   3i Group PLC                                   6/8/2012    BBB+     Baa1    94.250      304     IIILN      Venture Capital       EN
 XS0384049622   EUR     1.359   Abbey National Treasury Services PLC/London   8/26/2010     AA       Aa3    100.200      12    ABBEY             Banks           EN
 XS0309643061   EUR     1.019   Absa Bank Ltd                                 7/16/2012      -       A1     96.675      192    ABSA              Banks           SA
 XS0307721216   EUR     0.774   Air Products & Chemicals Inc                   7/2/2010    A /*-    A3 /*-  99.948       59     APD          Chemicals           US
 XS0193944765   EUR     1.103   Atlantia SpA                                   6/9/2011     A-       A3     100.070      41    ATLIM    Commercial Services      IT
 XS0261469505   EUR     0.719   Australia & New Zealand Banking Group Ltd     7/18/2011     AA       Aa1    99.900       17     ANZ              Banks           AU
 XS0220543762   EUR     0.904   Banca Agrileasing SpA                          6/7/2012     A-       A3     98.024      122   BNAGRI    Diversified Finan Serv   IT
 XS0256334664   EUR     0.901   Banca Agrileasing SpA                         6/12/2013     A-       A3     96.315      147   BNAGRI    Diversified Finan Serv   IT
 XS0283267184   EUR     0.835   Banca Carige SpA                               2/6/2012     A-        -     99.179       64   BANCAR             Banks           IT
 XS0244701487   EUR     0.835   Banca CR Firenze SpA                          2/22/2013      -       A1     98.404       76    ISPIM             Banks           IT
 XS0270990921   EUR     0.794   Banca CR Firenze SpA                          10/25/2013     -       A1     97.801       80    ISPIM             Banks           IT
 XS0298496844   EUR     0.812   Banca delle Marche SpA                        5/14/2010      -       A3     99.640     1345   BANMAR             Banks           IT
 XS0177588703   EUR     1.589   Banca delle Marche SpA                        10/9/2013      -       A3     100.085      93   BANMAR             Banks           IT
 XS0275463155   EUR     0.911   Banca Italease SpA                            11/23/2010     -      Baa3    99.305      153     BPIM    Diversified Finan Serv   IT
 XS0211659999   EUR     0.965   Banca Italease SpA                             2/8/2012      -      Baa3    101.380     -46     BPIM    Diversified Finan Serv   IT
 XS0189295628   EUR     0.885   Banca Lombarda e Piemontese SpA               3/31/2011      A       A1     99.845       45    UBIIM             Banks           IT
 XS0222910092   EUR     0.811   Banca Nazionale del Lavoro SpA                6/30/2010     AA       Aa3    100.054      -2   LAVORO             Banks           IT
 XS0188256605   EUR     0.902   Banca Nazionale del Lavoro SpA                3/10/2011     AA       Aa3    100.080      19   LAVORO             Banks           IT
 XS0245306716   EUR     0.804   Banca Nazionale del Lavoro SpA                 3/6/2013     AA       A1     99.115       47   LAVORO             Banks           IT
 XS0386656341   EUR     1.300   Banca Popolare Alto Adige                     9/15/2010      -       A2     100.058      56   BPOPAA             Banks           IT
 XS0300345971   EUR     1.012   Banca Popolare dell'Emilia Romagna Scrl       5/15/2017    BBB+       -     93.665      131    BPEIM             Banks           IT
 XS0243663910   EUR     0.838   Banca Popolare di Milano Scarl                2/16/2011     A-       A1     99.705       57    PMIIM             Banks           IT
 XS0266908119   EUR     0.850   Banca Popolare di Vicenza                     9/15/2010    BBB+       -     99.805       80    VICEN             Banks           IT
 XS0202679170   EUR     0.895   Banca Popolare di Vicenza                     10/28/2011   BBB+       -     98.865      102    VICEN             Banks           IT
 XS0276864948   EUR     0.875   Banca Popolare di Vicenza                     12/1/2011    BBB+       -     98.835       98    VICEN             Banks           IT
 XS0296544330   EUR     0.844   Banca Popolare di Vicenza                     4/18/2014    BBB+       -     96.241      118    VICEN             Banks           IT
 XS0305195074   EUR     0.870   Banca Popolare di Vicenza                     6/16/2014    BBB+       -     96.434      112    VICEN             Banks           IT
 XS0261493638   EUR     0.894   Banca Sella Holding SpA                       7/25/2011      -       A2     99.347       79   BNSELL             Banks           IT
 ES0313211213   EUR     0.693   Banco Bilbao Vizcaya Argentaria SA            6/22/2011     AA       Aa2    99.558       46   BBVASM             Banks           SP
PTBCV1OM0008    EUR     1.409   Banco Comercial Portugues SA                  5/28/2010    BBB+      A1     99.895      259    BCPPL             Banks           PO
 ES0313980023   EUR     0.861   Banco de Valencia SA                          2/23/2012      -      Baa1    92.608      447     BVA              Banks           SP
PTBEROOM0022 EUR        1.462   Banco Espirito Santo SA                       5/14/2010     A-       A1     99.868      585    BESPL             Banks           PO
PTBERNOM0015 EUR        0.729   Banco Espirito Santo SA                       5/31/2010     A-       A1     99.935      119    BESPL             Banks           PO
PTBERHOM0013 EUR        0.744   Banco Espirito Santo SA                       3/19/2012     A-       A1     94.068      336    BESPL             Banks           PO
 XS0234473121   EUR     0.788   Banco Popolare SC                             11/9/2010     A-       A2     99.575       96     BPIM             Banks           IT
 XS0206388935   EUR     0.836   Banco Popolare SC                             11/25/2011    A-       A2     98.845       93     BPIM             Banks           IT
 XS0231230292   EUR     0.810   Banco Popolare SC                             9/28/2012     A-       A2     98.225       93     BPIM             Banks           IT
 XS0243132809   EUR     0.840   Banco Popolare SC                              2/8/2013     A-       A2     97.290      117     BPIM             Banks           IT
 XS0195487912   EUR     0.885   Bank of America Corp                          6/28/2011      A       A2     99.219       95     BAC              Banks           US
 XS0285100391   EUR     0.815   Bank of America Corp                           2/5/2014      A       A2     93.886      184     BAC              Banks           US
 XS0255015603   EUR   0.863   Bank of America Corp                                  5/18/2016     A     A2    89.969    198      BAC           Banks           US
 XS0307782945   EUR   0.835   Bank of Cyprus Public Co Ltd                          6/28/2010      -    A2    99.471    383    BOCYCY          Banks           CC
 XS0362349465   EUR   1.415   Bank of Montreal                                       5/7/2010     A+   Aa2    100.078   -831     BMO           Banks           CA
 XS0378328479   EUR   1.242   Bank of Nova Scotia                                   7/23/2010    AA-   Aa1    100.173    -14     BNS           Banks           CA
 XS0388130485   EUR   1.449   Bank of Nova Scotia                                   9/16/2010    AA-   Aa1    100.385    -17     BNS           Banks           CA
 XS0382912110   EUR   1.663   Bank of Scotland PLC                                  8/18/2010     A+   Aa3    100.333    -10    HBOS           Banks           EN
 XS0221500811   EUR   0.750   Bank of Scotland PLC                                  6/14/2012     A+   Aa3    97.940    110     HBOS           Banks           EN
 XS0244150743   EUR   0.761   BBVA Senior Finance SAU                               2/24/2011    AA    Aa2    99.843     32    BBVASM          Banks           SP
 US073902KE73   EUR   0.945   Bear Stearns Cos LLC/The                              7/27/2012     A+   Aa3    99.302     62      JPM  Diversified Finan Serv   US
 XS0269056056   EUR   0.886   JPMorgan Chase & Co                                   9/26/2013     A+   Aa3    98.372     74      JPM           Banks           US
 XS0357393866   EUR   1.185   BNP Paribas                                           4/14/2010    NR    Aa2       -         -     BNP           Banks           FR
 ES0314958028   EUR   0.800   Caixa de Aforros de Vigo Ourense e Pontevedra         3/14/2011      -     -    98.993    134    CANOVA          Banks           SP
PTCMHXOM0006    EUR   0.909   Caixa Economica Montepio Geral                        5/29/2013      -   Baa1   93.290    253    MONTPI          Banks           PO
 XS0217992030   EUR   0.904   Caixa Economica Montepio Geral/Cayman Island Branch    5/3/2012      -   Baa1   95.860    237    MONTPI          Banks           CI
PTCGHROM0002    EUR   1.310   Caixa Geral de Depositos SA                           5/21/2010     A-   Aa2    100.129   -180    CXGD           Banks           PO
 ES0314843238   EUR   0.815   Caja de Ahorros de Galicia                            11/8/2011      -    A3    97.454    185    CAGALI          Banks           SP
 ES0214977086   EUR   0.804   Caja de Ahorros de Valencia Castellon y Alicante       6/6/2012      -    A3    93.242    351    CAVALE          Banks           SP
 ES0214977151   EUR   0.817   Caja de Ahorros de Valencia Castellon y Alicante      4/23/2014    NR     A3    87.001    372    CAVALE          Banks           SP
 ES0314950363   EUR   1.287   Caja de Ahorros y Monte de Piedad de Madrid           6/25/2010     A     A1    99.897    152    CAJAMM          Banks           SP
 ES0214950133   EUR   0.783   Caja de Ahorros y Monte de Piedad de Madrid            6/1/2012     A     A1    97.557    133    CAJAMM          Banks           SP
 XS0303655772   EUR   0.792   CAM Global Finance SAU                                1/14/2013    NR     A3    92.542    304    CAJAME          Banks           SP
 XS0257829688   EUR   0.843   Cassa di Risparmio di Bolzano SpA                     6/20/2011      -    A2    99.625     55    CASBOL          Banks           IT
 XS0210355219   EUR   0.904   Cassa di Risparmio di Bolzano SpA                      2/3/2012      -    A2    99.385     60    CASBOL          Banks           IT
 XS0233504082   EUR   0.915   Cassa di Risparmio di Ferrara SpA                     11/8/2010      -     -    99.830     59    CRFERR          Banks           IT
 XS0289239963   EUR   0.795   Citigroup Inc                                          3/5/2014     A     A3    94.546    162        C           Banks           US
 XS0302132898   EUR   0.734   Clydesdale Bank PLC                                   5/30/2012     A+    A1    98.115    100    CLYDES          Banks           EN
DE000CB4GRK6    EUR   0.751   Commerzbank AG                                        3/12/2012     A    Aa3    99.628     32     CMZB           Banks           GE
 XS0273347921   EUR   0.704   Commonwealth Bank of Australia                        11/2/2011    AA    Aa1    99.865     14     CBAAU          Banks           AU
 XS0386666571   EUR   1.403   Credit Agricole SA/London                              9/9/2010    AA-   Aa1    100.212    22     ACAFP          Banks           FR
 XS0297397811   EUR   0.695   Credit Agricole SA/London                             4/27/2012    AA-   Aa1    99.594     26     ACAFP          Banks           FR
 XS0357334779   EUR   1.294   Credit Suisse/London                                   4/8/2010    NR    WR        -         -      CS           Banks           SZ
 XS0302887772   EUR   0.705   Credit Suisse/London                                   6/4/2012     A+   Aa1    99.581     26       CS           Banks           SZ
 XS0284733200   EUR   0.815   Credito Emiliano SpA                                   8/5/2010     A-     -    99.947     37    CRDEM           Banks           IT
 XS0250885810   EUR   0.823   Credito Emiliano SpA                                  4/21/2011     A-     -    99.810     39    CRDEM           Banks           IT
 XS0218439544   EUR   0.854   Credito Emiliano SpA                                   5/4/2012     A-     -    99.560     42    CRDEM           Banks           IT
 XS0242030426   EUR   0.854   Credito Emiliano SpA                                  1/31/2013     A-     -    98.890     61    CRDEM           Banks           IT
 XS0206860149   EUR     -     Credito Emiliano SpA                                  11/26/2014     -     -    97.950    158    CRDEM           Banks           IT
 XS0386240328   EUR   1.202   Danske Bank A/S                                       9/10/2010    AAA   Aaa    100.247     -8   DANBNK          Banks           DE
 XS0307699453   EUR   0.685   Danske Bank A/S                                       6/29/2012      -   Aa3    99.268     40    DANBNK          Banks           DE
DE000DB7UN25    EUR   1.049   Deutsche Bank AG                                      6/16/2010     A+   Aa3    100.068     3       DB           Banks           GE
DE000DB5S7A6    EUR   1.246   Deutsche Bank AG                                      3/18/2011     A+   Aa3    100.472    10       DB           Banks           GE
 XS0301844758   EUR   0.691   Deutsche Bank AG                                      5/23/2011     A+   Aa3    99.900     14       DB           Banks           GE
 XS0282423283   EUR   0.694   Deutsche Bank AG                                      1/16/2012     A+   Aa3    99.583     31       DB           Banks           GE
DE000DHY1321    EUR   0.690   Deutsche Hypothekenbank AG                            7/12/2010      -    A1    99.959     35      DHY           Banks           GE
 EH7693870 @P   EUR   1.284   Dexia Bank Belgium SA                                 10/4/2010    AA+   Aa1    100.307     -3   DEXGRP          Banks           BE
 XS0301967757   EUR   0.900   Diageo Finance PLC                                    5/22/2012     A-    A3    99.663     42      DIAG Diversified Finan Serv   EN
 XS0351023618   EUR   1.056   DnB NOR Bank ASA                                      3/10/2010    NR    WR        -         -   DNBNOR          Banks           NO
 XS0356088772   EUR   1.335   DnB NOR Bank ASA                                       4/7/2011     A+   Aa3    100.561    12    DNBNOR          Banks           NO
 XS0385623128   EUR   1.509   DnB NOR Bank ASA                                  2/28/2012      A+        Aa3     101.084     27   DNBNOR             Banks           NO
DE000DR0RQ20    EUR   1.235   Dresdner Bank AG                                   7/1/2010       A        Aa3     100.096     14     CMZB             Banks           GE
 XS0196762263   EUR   1.244   Edison SpA                                        7/19/2011     BBB+      Baa2     99.760      81    EDNIM            Electric         IT
 XS0291422979   EUR   0.785   EFG Hellas PLC                                    3/28/2012      BB       A3 /*-   80.216    1187    EUROB             Banks           EN
 XS0306644930   EUR   0.843   Enel SpA                                          6/20/2014      A-        A2      98.673      53     ENEL            Electric         IT
 XS0274876613   EUR   0.711   Erste Group Bank AG                               11/23/2010      -        Aa3     99.852      35   ERSTBK             Banks           AS
 XS0284761169   EUR   0.790   Erste Group Bank AG                                2/6/2014       A        Aa3     97.333      85   ERSTBK             Banks           AS
DE000EH092V1    EUR   0.685   Eurohypo AG                                       6/27/2011      A-        A1      99.208      75   EURHYP             Banks           GE
 XS0306783621   EUR   1.092   FirstRand Bank Ltd                                6/20/2012     BBB+       A2      96.034     237    FIRSTR            Banks           SA
 BE0934391872   EUR   1.312   Fortis Bank SA/NV                                 5/14/2010      AA        A1      100.052    -91    FBAVP             Banks           BE
 BE0932899504   EUR   0.701   Fortis Bank SA/NV                                 5/25/2010      AA        A1      100.018      2    FBAVP             Banks           BE
 BE0932371074   EUR   0.714   Fortis Bank SA/NV                                  2/1/2012      AA        A1      99.514      34    FBAVP             Banks           BE
 XS0385688253   EUR   1.354   GE Capital European Funding                        9/6/2011     AA+        Aa2     100.274     52       GE    Diversified Finan Serv   IR
 XS0294490312   EUR   0.774   GE Capital European Funding                        4/3/2014     AA+        Aa2     97.359      83       GE    Diversified Finan Serv   IR
 XS0197508764   EUR   0.845   GE Capital European Funding                       7/28/2014     AA+        Aa2     97.522      80       GE    Diversified Finan Serv   IR
 XS0254356057   EUR   0.886   GE Capital European Funding                       5/17/2021     AA+        Aa2     91.121     111       GE    Diversified Finan Serv   IR
 FR0010631689   EUR   1.061   GE Capital FCC                                    6/18/2010       -        Aa2     100.024     42       GE    Diversified Finan Serv   FR
US36962GK948    USD   0.517   General Electric Capital Corp                     9/15/2014     AA+        Aa2     96.825     100       GE    Diversified Finan Serv   US
 XS0253851280   EUR   0.861   Goldman Sachs Group Inc/The                       5/11/2011       A        A1      99.068     112       GS             Banks           US
 XS0231003046   EUR   0.934   Goldman Sachs Group Inc/The                       10/4/2012       A        A1      96.650     172       GS             Banks           US
 XS0242988177   EUR   0.954   Goldman Sachs Group Inc/The                        2/4/2013       A        A1      95.860     184       GS             Banks           US
 XS0275122165   EUR   0.963   Goldman Sachs Group Inc/The                       11/15/2014      A        A1      92.735     199       GS             Banks           US
 XS0211034466   EUR   1.104   Goldman Sachs Group Inc/The                        2/2/2015       A        A1      91.970     225       GS             Banks           US
 XS0300975306   EUR   1.013   Goldman Sachs Group Inc/The                       5/18/2015     AA-e       A1      91.385     217       GS             Banks           US
 XS0255243064   EUR   1.011   Goldman Sachs Group Inc/The                       5/23/2016       A        A1      89.970     214       GS             Banks           US
 XS0284728465   EUR   1.004   Goldman Sachs Group Inc/The                       1/30/2017       A        A1      87.777     234       GS             Banks           US
 XS0366971058   EUR   1.635   Governor & Co of the Bank of Ireland/The           7/1/2010      AA        Aa1     100.057     78      BKIR            Banks           IR
 XS0272672113   EUR   0.885   HSBC Finance Corp                                 10/28/2013      A        A3      96.573     125     HSBC    Diversified Finan Serv   US
 XS0305150137   EUR   0.711   HSH Nordbank AG                                   6/15/2012     BBB+      A2 /*-   97.581     124     HSHN             Banks           GE
 XS0292051835   EUR   0.713   Hypo Alpe-Adria-Bank International AG             3/20/2015       -        Aa3     91.545     190      HAA             Banks           AS
 XS0255101270   EUR   0.861   Hypo Real Estate Bank International AG            5/24/2011    BBB /*+     A3      98.177     195   HYPORE             Banks           GE
 XS0275903226   EUR   0.711   ING Bank Australia Ltd                            11/23/2011     A+        Aa3     99.235      55   INTNED             Banks           AU
 XS0365559631   EUR   1.210   ING Bank NV                                       5/21/2010      A+        Aa3     100.064    -53   INTNED             Banks           NE
 XS0384169446   EUR   1.410   ING Bank NV                                       8/22/2011      A+        Aa3     100.460     42   INTNED             Banks           NE
 XS0236183207   EUR   1.037   International Lease Finance Corp                  8/15/2011    BB+ /*-     B1      96.460     318      AIG    Diversified Finan Serv   US
 XS0191589695   EUR   0.861   Intesa Sanpaolo SpA                               5/10/2011      A+        Aa2     100.000     21     ISPIM            Banks           IT
 XS0246688435   EUR   0.750   Intesa Sanpaolo SpA                               3/15/2013      A+        Aa2     98.662      58     ISPIM            Banks           IT
 XS0249278655   EUR   0.815   Intesa Sanpaolo SpA                               4/11/2013      A+        Aa2     98.909      56     ISPIM            Banks           IT
 XS0291639440   EUR   0.764   Intesa Sanpaolo SpA                               3/19/2014      A+        Aa2     98.120      62     ISPIM            Banks           IT
 XS0201271045   EUR   0.835   Intesa Sanpaolo SpA                               10/1/2014      A+        Aa2     98.290      60     ISPIM            Banks           IT
 XS0233436731   EUR   0.820   Intesa Sanpaolo SpA                               10/27/2015     A+        Aa2     96.880      76     ISPIM            Banks           IT
 XS0300196879   EUR   0.813   Intesa Sanpaolo SpA                               5/18/2017      A+        Aa2     95.940      75     ISPIM            Banks           IT
 XS0306307694   EUR   0.816   Irish Nationwide Bldg Societ                      6/26/2012       -      Baa3 /*   87.866     623   IRNWID    Diversified Finan Serv   IR
 XS0220432263   EUR   0.833   JPMorgan Chase & Co                                6/1/2010      A+        Aa3     100.245   -271      JPM             Banks           US
 XS0284839882   EUR   0.804   JPMorgan Chase & Co                               1/30/2014      A+        Aa3     97.768      76      JPM             Banks           US
 XS0213425308   EUR   0.906   JPMorgan Chase & Co                                3/2/2015      A+        Aa3     97.065      88      JPM             Banks           US
 XS0231555672   EUR   1.040   JPMorgan Chase & Co                               10/12/2015      A        A1      94.651     144      JPM             Banks           US
 XS0242421617   EUR   0.739   KBC Internationale Financieringsmaatschappij NV    2/1/2011       A        Aa3     99.570      66      KBC             Banks           NE
XS0327159074   EUR   0.994   KBC Internationale Financieringsmaatschappij NV   10/26/2012     A       Aa3     98.116    112      KBC             Banks           NE
XS0242821717   EUR   0.754   Mediobanca SpA                                     2/2/2011     A+        -      99.950     17   BACRED             Banks            IT
XS0270008864   EUR   0.940   Mediobanca SpA                                    10/11/2016     A        -      97.698     68   BACRED             Banks            IT
XS0188689623   EUR   0.993   Merrill Lynch & Co Inc                            3/22/2011      A       A2      99.285    119      BAC    Diversified Finan Serv   US
XS0273234137   EUR   0.854   Merrill Lynch & Co Inc                            10/31/2011     A       A2      98.475    123      BAC    Diversified Finan Serv   US
XS0287008220   EUR   0.843   Merrill Lynch & Co Inc                            2/16/2012      A       A2      97.630    153      BAC    Diversified Finan Serv   US
XS0223635730   EUR   0.936   Merrill Lynch & Co Inc                            6/29/2012      A       A2      97.381    154      BAC    Diversified Finan Serv   US
XS0263593765   EUR   0.938   Merrill Lynch & Co Inc                             8/9/2013      A       A2      95.196    179      BAC    Diversified Finan Serv   US
XS0284282356   EUR   0.914   Merrill Lynch & Co Inc                            1/31/2014      A       A2      93.250    215      BAC    Diversified Finan Serv   US
XS0302633598   EUR   0.959   Merrill Lynch & Co Inc                            5/30/2014      A       A2      93.120    208      BAC    Diversified Finan Serv   US
XS0197079972   EUR   1.092   Merrill Lynch & Co Inc                            7/22/2014      A       A2      93.260    213      BAC    Diversified Finan Serv   US
XS0265296623   EUR   0.961   Merrill Lynch & Co Inc                            8/25/2014      A       A2      92.695    209      BAC    Diversified Finan Serv   US
XS0231029868   EUR   0.835   Merrill Lynch SA                                  9/29/2010      A       A2      99.855     61      BAC    Diversified Finan Serv   LX
XS0234963725   EUR   0.912   Merrill Lynch SA                                  11/15/2011     A       A2      98.170    146      BAC    Diversified Finan Serv   LX
XS0225152411   EUR   0.944   Morgan Stanley                                    7/20/2012      A       A2      97.220    158      MS              Banks           US
XS0245836431   EUR   0.988   Morgan Stanley                                     3/1/2013      A       A2      95.820    186      MS              Banks           US
XS0276891594   EUR   0.959   Morgan Stanley                                    11/29/2013     A       A2      94.305    196      MS              Banks           US
XS0298900217   EUR   1.054   Morgan Stanley                                     5/2/2014      A       A2      93.690    205      MS              Banks           US
XS0282583722   EUR   1.064   Morgan Stanley                                    1/16/2017      A       A2      88.350    233      MS              Banks           US
XS0222313594   EUR   0.739   National Australia Bank Ltd                       6/24/2010     AA       Aa1     100.029     6      NAB             Banks           AU
XS0283186186   EUR   0.717   National Australia Bank Ltd                       1/23/2012     AA       Aa1     99.780     21      NAB             Banks           AU
XS0307087840   EUR   0.760   Nationwide Building Society                       6/27/2012      -       Aa3     98.194     98    NWIDE       Savings&Loans         EN
XS0359362208   EUR   1.317   Natixis                                           4/28/2010     A+       WR      100.000     -     KNFP             Banks           FR
XS0308554855   EUR   0.809   Nomura Europe Finance NV                           7/4/2012     A-        -      96.864    165   NOMURA    Diversified Finan Serv   NE
XS0365879203   EUR   1.059   Nordea Bank AB                                    5/27/2010     AA-      Aa2     100.089   -73    NBHSS             Banks           SW
AT000B053442   EUR   1.141   Oesterreichische Volksbanken AG                   7/17/2017      -      Baa1     90.460    162   AUSTVB             Banks           AS
XS0243560942   EUR   0.912   Piccolo Credito Valtellinese Scarl                2/14/2011      -       A3      99.535     86    CVALIM            Banks            IT
XS0286061253   EUR   0.915   Piccolo Credito Valtellinese Scarl                 2/8/2012      -       A3      98.905     88    CVALIM            Banks            IT
XS0384584693   EUR   1.109   Pohjola Bank PLC                                  8/27/2010     AA-      Aa2     100.015    46    POHBK             Banks            FI
XS0294864508   EUR   0.904   Roskilde Bank                                     4/13/2012      -       WR         -        -     ROSK             Banks           DE
XS0267742921   EUR   0.844   Rothschilds Continuation Finance PLC              9/19/2011      -        -      97.754    186     ROTH    Diversified Finan Serv   EN
XS0291810637   EUR   0.702   Royal Bank of Canada                              3/23/2012     AA-      Aaa     99.805     18       RY             Banks           CA
XS0271470972   EUR   0.794   Sampo Bank PLC                                    10/17/2013     A       A1      98.134     70   DANBNK             Banks            FI
XS0359776944   EUR   1.417   Santander International Debt SA                   4/28/2010     AA       WR      100.000     -   SANTAN             Banks           SP
XS0366134673   EUR   1.185   Santander International Debt SA                    6/3/2010     AA       Aa2     100.063     2   SANTAN             Banks           SP
XS0305024936   EUR   0.738   Santander International Debt SA                   6/20/2011     AA       Aa2     99.523     54   SANTAN             Banks           SP
XS0296702268   EUR   0.754   Santander International Debt SA                   4/25/2012     AA       Aa2     98.748     75   SANTAN             Banks           SP
XS0366327715   EUR   1.109   Skandinaviska Enskilda Banken AB                  5/28/2010      A       A1      100.051    -5      SEB             Banks           SW
XS0375987632   EUR   1.240   Skandinaviska Enskilda Banken AB                  7/11/2011      A       A1      100.191    46      SEB             Banks           SW
XS0366903721   EUR   1.456   SNS Bank NV                                        6/2/2010     A-       A3      100.085    -1   SNSSNS             Banks           NE
XS0284363438   EUR   0.765   SNS Bank NV                                        2/6/2012     A-       A3      98.153    116   SNSSNS             Banks           NE
XS0286746432   EUR   0.852   SNS Bank NV                                       2/13/2017     A-       A3      95.051     96   SNSSNS             Banks           NE
XS0357349454   EUR   1.284   Societe Generale                                  4/15/2010     NR       WR         -        -   SOCGEN             Banks           FR
XS0382730272   EUR   1.413   Societe Generale                                  8/18/2011     A+       Aa2     100.737    20   SOCGEN             Banks           FR
XS0289186230   EUR   0.705   Societe Generale                                   3/5/2012     A+       Aa2     99.627     27   SOCGEN             Banks           FR
XS0194963848   EUR   0.906   Standard Life Funding BV                          12/2/2014    A- /*+   A2 /*+   95.923    118     BACR             Banks           NE
XS0247802522   EUR   1.046   STMicroelectronics Finance BV                     3/17/2013    BBB+     Baa1     99.178     70      STM    Diversified Finan Serv   NE
XS0364915826   EUR   1.110   Svenska Handelsbanken AB                          5/21/2010     AA-      Aa2     100.082   -99   SHBASS             Banks           SW
XS0361494262   EUR   1.365   Swedbank AB                                          5/6/2010      A     A2      100.057   -927   SWEDA            Banks           SW
XS0386339294   EUR   1.554   Swedbank AB                                          3/8/2011      A     A2      100.364    50    SWEDA            Banks           SW
XS0372161439   EUR   1.111   Swedish Housing Finance Corp                        5/25/2010     A+     A1      100.043     -1    SBAB         Sovereign          SW
XS0237303598   EUR   1.184   Telecom Italia SpA                                  12/6/2012    BBB    Baa2     98.736    104      TITIM Telecommunications        IT
XS0307504034   EUR   0.935   Telefonaktiebolaget LM Ericsson                     6/27/2014    BBB+   Baa1     97.740     86    LMETEL Telecommunications        SW
XS0289507484   EUR   0.954   TeliaSonera AB                                       3/7/2013     A-     A3      99.903     35    TLIASS Telecommunications        SW
XS0387214538   EUR   1.452   Toronto-Dominion Bank/The                           9/10/2010     AA-    Aaa     100.328     -5      TD            Banks           CA
XS0249260364   EUR   0.725   Ulster Bank Finance PLC                             3/29/2011      A     A2      98.105    222      RBS            Banks            IR
XS0208222447   EUR   0.869   UniCredit Bank Austria AG                           12/16/2014     A     A1      95.868    115     BACA            Banks           AS
XS0366249570   EUR   1.184   UniCredit SpA                                       5/28/2010      A     Aa3     100.075    -33    UCGIM           Banks            IT
XS0308784692   EUR   0.684   UniCredit SpA                                        7/5/2010      A     Aa3     99.965     37     UCGIM           Banks            IT
XS0260101109   EUR   0.755   UniCredit SpA                                        7/7/2010      -     Aa3     100.005    20     UCGIM           Banks            IT
XS0231631010   EUR   0.765   UniCredit SpA                                       10/11/2010     -     Aa3     99.988     19     UCGIM           Banks            IT
XS0236903141   EUR   0.779   UniCredit SpA                                       12/6/2010      A     Aa3     99.977     20     UCGIM           Banks            IT
XS0244141247   EUR   0.785   UniCredit SpA                                       2/21/2011      -     Aa3     99.912     25     UCGIM           Banks            IT
XS0189530990   EUR   0.759   UniCredit SpA                                        4/5/2011      A     Aa3     99.860     30     UCGIM           Banks            IT
XS0273441278   EUR   0.790   UniCredit SpA                                       11/7/2011      -     Aa3     99.590     40     UCGIM           Banks            IT
XS0215828756   EUR   0.859   UniCredit SpA                                        4/5/2012      -     Aa3     99.505     50     UCGIM           Banks            IT
XS0229318737   EUR   0.789   UniCredit SpA                                        1/9/2013      A     Aa3     98.920     57     UCGIM           Banks            IT
XS0285148598   EUR   0.815   UniCredit SpA                                        2/5/2014      A     Aa3     98.060     68     UCGIM           Banks            IT
XS0212401920   EUR   0.838   UniCredit SpA                                       2/18/2015      A     Aa3     97.090     80     UCGIM           Banks            IT
XS0247757718   EUR   0.875   UniCredit SpA                                       3/15/2016      A     Aa3     96.826     79     UCGIM           Banks            IT
XS0245036404   EUR   0.809   Unione di Banche Italiane SCPA                      2/28/2011      A     A1      99.770     46     UBIIM           Banks            IT
XS0202393285   EUR   0.836   Unione di Banche Italiane SCPA                      9/30/2011      A     A1      99.525     56     UBIIM           Banks            IT
XS0405876326   EUR   7.625   Cellco Partnership / Verizon Wireless Capital LLC   12/19/2011     A     A2      109.645      -     VZW   Telecommunications       US
XS0257808500   EUR   1.041   Vodafone Group PLC                                  1/13/2012     A-    Baa1     99.984     42      VOD   Telecommunications       EN
XS0266760965   EUR   1.155   Vodafone Group PLC                                   9/5/2013     A-    Baa1     99.832     56      VOD   Telecommunications       EN
XS0304458564   EUR   1.004   Vodafone Group PLC                                   6/6/2014     A-    Baa1     98.777     66      VOD   Telecommunications       EN
XS0305080177   EUR   0.760   Volkswagen Bank GmbH                                6/27/2011     A-    A2 /*-   99.758     36       VW   Diversified Finan Serv   GE
Straight bonds
 INDEX     Blp DES


     ISIN     Curncy Coupon                           Issuer Name          Maturity     S&P       Moody's   Mid Price   YTM     A.Swap    Ticker              Sector          Country
 XS0179091425  EUR    4.875   A2A SpA                                     10/30/2013   BBB+ /*-      -       107.919    2.474      64    AEMSPA    Electric                      IT
DE000AAR0041   EUR    2.625   Aareal Bank AG                              3/26/2012       -        Aaa       102.437    1.312      -5      AARB    Banks                        GE
 ES0211845211  EUR    5.125   Abertis Infraestructuras SA                 6/12/2017     BBB+         -       105.872    4.152     142     ABESM    Commercial Services          SP
 FR0010720045  EUR    7.500   Accor SA                                     2/4/2014    BBB- /*-      -       113.594    3.562     174    ACCOR     Lodging                      FR
 FR0010690156  EUR    6.375   Aeroports de Paris                          1/24/2014      A+          -       114.790    2.194      30     ADPFP    Engineering&Construction     FR
 XS0308936037  EUR    4.875   AIB Mortgage Bank                           6/29/2017    AAA /*-     Aaa       98.791     5.078     224       AIB    Banks                         IR
 FR0010690925  EUR    6.125   Air Liquide Finance                         11/28/2012      A          -       110.877    1.754      20      AIFP    Chemicals                    FR
 FR0010500744  EUR    5.250   Air Liquide Finance                         7/18/2017       A          -       112.572    3.262      54      AIFP    Chemicals                    FR
 FR0010096115  EUR    4.125   Air Liquide SA                              6/25/2010       A          -       100.552    0.239     -25      AIFP    Chemicals                    FR
 FR0010535583  EUR    5.000   Air Liquide SA                              3/22/2013       A          -       108.625    1.895      23      AIFP    Chemicals                    FR
 FR0010096123  EUR    4.750   Air Liquide SA                              6/25/2014       A          -       109.433    2.333      29      AIFP    Chemicals                    FR
 XS0419378236  EUR    7.250   Akzo Nobel NV                               3/27/2015     BBB+       Baa1      117.964    3.223     107    AKZANA    Chemicals                    NE
 XS0404765710  EUR    7.750   Akzo Nobel Sweden Finance AB                1/31/2014     BBB+       Baa1      117.428    2.780      94    AKZANA    Chemicals                    SW
DE000A0TR7K7   EUR    5.000   Allianz Finance II BV                        3/6/2013      AA        Aa3       108.357    1.943      30     ALVGR    Insurance                    NE
 XS0275880267  EUR    4.000   Allianz Finance II BV                       11/23/2016     AA        Aa3       105.297    3.092      45     ALVGR    Insurance                    NE
 XS0247453508  EUR    3.750   American Honda Finance Corp                 3/16/2011      A+         A1       102.132    1.255       8     HNDA     Diversified Finan Serv       US
 XS0323882133  EUR    5.125   American Honda Finance Corp                 10/3/2012      A+         A1       107.408    1.951      45     HNDA     Diversified Finan Serv       US
 XS0376700901  EUR    6.250   American Honda Finance Corp                 7/16/2013      A+         A1       112.176    2.259      53     HNDA     Diversified Finan Serv       US
 XS0307512722  EUR    5.000   American International Group Inc            6/26/2017      A-         A3       90.796     6.657     356       AIG    Insurance                    US
 XS0371990952  EUR    6.250   Anglian Water Services Financing PLC        6/27/2016      A-         A3       114.596    3.562     109     AWLN     Diversified Finan Serv       EN
 XS0358158052  EUR    5.875   Anglo American Capital PLC                  4/17/2015     BBB        Baa1      111.523    3.313     110     AALLN    Mining                       EN
 XS0403683617  EUR    3.625   Anglo Irish Bank Corp Ltd                    9/9/2010      AA        Aa1       100.665    1.678      91     ANGIRI   Banks                         IR
 BE6000006716  EUR    6.570   Anheuser-Busch InBev NV                     2/27/2014     BBB+       Baa2      113.552    2.777      88     ABIBB    Beverages                    BE
 XS0177566642  EUR    4.125   Asfinag                                     10/21/2013    AAA        Aaa       107.355    1.909       6    ASFING    Sovereign                    AS
 XS0399249431  EUR    4.125   Asfinag                                     3/14/2014     AAA        Aaa       107.385    2.111      14    ASFING    Sovereign                    AS
 XS0193337796  EUR    4.875   A2A SpA                                     5/28/2014    BBB+ /*-      -       107.430    2.910      90    AEMSPA    Electric                      IT
 XS0304756405  EUR    5.750   ASML Holding NV                             6/13/2017       -        Baa3      106.312    4.683     197      ASML    Semiconductors               NE
EH7400375@PR EUR      4.875   Assicurazioni Generali SpA                  11/11/2014     A+         A1       108.267    2.895      76    ASSGEN    Insurance                     IT
 XS0330496927  EUR    4.625   AstraZeneca PLC                             11/12/2010     AA-        A1       101.927    0.924      -7       AZN    Pharmaceuticals              EN
 XS0321640301  EUR    5.125   AstraZeneca PLC                             1/15/2015      AA-        A1       111.404    2.519      33       AZN    Pharmaceuticals              EN
 XS0291950722  EUR    4.375   AT&T Inc                                    3/15/2013       A         A2       106.623    1.971      31        T     Telecommunications           US
 XS0356044643  EUR    6.125   AT&T Inc                                     4/2/2015       A         A2       114.856    2.841      63        T     Telecommunications           US
 XS0193947271  EUR    5.000   Atlantia SpA                                 6/9/2014      A-         A3       108.622    2.745      73     ATLIM    Commercial Services           IT
 XS0193945655  EUR    5.875   Atlantia SpA                                 6/9/2024      A-         A3       116.658    4.276      88     ATLIM    Commercial Services           IT
 XS0302740328  EUR    4.750   Atlas Copco AB                               6/5/2014      A-         A3       108.376    2.564      54     ATCOA    Machinery-Constr&Mining      SW
 XS0329335052  EUR    4.625   Australia & New Zealand Banking Group Ltd   11/8/2010      AA        Aa1       101.868    0.959      -2       ANZ    Banks                        AU
 XS0363415489  EUR    5.250   Australia & New Zealand Banking Group Ltd   5/20/2013      AA        Aa1       108.778    2.234      53       ANZ    Banks                        AU
 ES0000095903  EUR    4.125   Autonomous Community of Catalonia           4/23/2013      AA-        A1       104.111    2.666      97    GENCAT    Municipal                    SP
 FR0010491720  EUR    5.625   Autoroutes du Sud de la France               7/4/2022     BBB+       Baa1      112.488    4.285      99      VINCI   Commercial Services          FR
 XS0176128675  EUR    4.250   Aventis SA                                  9/15/2010      AA-        A1       101.287    0.715      -9     SANFP    Pharmaceuticals              FR
 XS0308762706   EUR   4.625   BA Covered Bond Issuer                 7/6/2010    AAA /*-   Aa2    100.619   0.996    49      BAC   Diversified Finan Serv   US
 XS0371161653   EUR   6.000   Banca Monte dei Paschi di Siena SpA   6/20/2011      A-       A1    104.529   1.901    67    MONTE   Banks                    IT
 XS0327156138   EUR   5.000   Banca Monte dei Paschi di Siena SpA   10/25/2012     A-       A1    106.336   2.331    81    MONTE   Banks                    IT
 XS0326755146   EUR   5.250   Banca Popolare di Vicenza             10/29/2012    BBB+       -    106.056   2.693   118    VICEN   Banks                    IT
 ES0413211261   EUR   4.625   Banco Bilbao Vizcaya Argentaria SA     8/2/2012       -      Aaa    104.970   2.324    87   BBVASM   Banks                    SP
 ES0413211204   EUR   4.500   Banco Bilbao Vizcaya Argentaria SA    5/30/2014       -      Aaa    105.720   2.986    96   BBVASM   Banks                    SP
 ES0413211170   EUR   4.250   Banco Bilbao Vizcaya Argentaria SA    1/18/2017       -      Aaa    102.744   3.777   109   BBVASM   Banks                    SP
PTBCP9OM0051    EUR   3.625   Banco Comercial Portugues SA          1/19/2012      A-      Aa2    98.711    4.413   303    BCPPL   Banks                    PO
 ES0313377014   EUR   3.125   Banco Cooperativo Espanol SA           4/2/2012       -      Aaa    101.741   2.184    81   BACOOP   Banks                    SP
 ES0400230068   EUR   3.750   Banco de Credito Local de Espana SA   10/20/2011      -      Aaa    102.906   1.716    48   BBVASM   Banks                    SP
 ES0413860067   EUR   4.250   Banco de Sabadell SA                  1/24/2017       -      Aaa    101.578   3.975   127   BANSAB   Banks                    SP
 ES0413440100   EUR   4.250   Banco Espanol de Credito SA           2/21/2014       -      Aaa    104.512   2.975   103   BANEST   Banks                    SP
PTBEMPOE0018    EUR   3.750   Banco Espirito Santo SA               1/19/2012      A-      Aa2    98.453    4.700   330    BESPL   Banks                    PO
 ES0313770077   EUR   3.000   Banco Pastor SA                        3/2/2012       -      Aaa    101.304   2.261    91   PASTOR   Banks                    SP
 XS0326169686   EUR   5.000   Banco Popolare SC                     10/19/2010     A-       A2    101.630   1.398    49     BPIM   Banks                    IT
 ES0313790000   EUR   3.000   Banco Popular Espanol SA              2/23/2012      AA      Aaa    101.458   2.166    83    POPSM   Banks                    SP
 XS0404219809   EUR   3.750   Bank Nederlandse Gemeenten            3/14/2014     AAA      Aaa    106.331   2.027     5     BNG    Banks                    NE
 XS0323119973   EUR   5.125   Bank of America Corp                  9/26/2014       A       A2    105.657   3.702   160      BAC   Banks                    US
 XS0357807931   EUR   5.125   Bank of Nova Scotia                   4/14/2011      AA-     Aa1    103.688   1.177    -4      BNS   Banks                    CA
 XS0396983586   EUR   3.875   Bank of Scotland PLC                  11/5/2010     AAA      Aaa    101.555   0.779   -20     HBOS   Banks                    EN
 XS0403623803   EUR   3.375   Bank of Scotland PLC                  12/5/2011     AAA      Aaa    103.396   1.201    -7     HBOS   Banks                    EN
 XS0284896767   EUR   4.125   Bank of Scotland PLC                   2/6/2012      A+      Aa3    102.976   2.375   106     HBOS   Banks                    EN
 XS0365381473   EUR   5.625   Bank of Scotland PLC                  5/23/2013      A+      Aa3    107.151   3.130   145     HBOS   Banks                    EN
 XS0275093473   EUR   3.875   Bank of Scotland PLC                  1/15/2014    AAA /*-   Aaa    103.381   2.895    97     HBOS   Banks                    EN
 XS0327502224   EUR   4.750   Bank of Scotland PLC                  1/26/2015    AAA /*-   Aaa    106.535   3.235   104     HBOS   Banks                    EN
 ES0313679450   EUR   3.000   Bankinter SA                          2/24/2012      AA      Aaa    101.324   2.243    90    BKTSM   Banks                    SP
 XS0395325144   EUR   4.250   Barclays Bank PLC                     10/27/2011    AAA      Aaa    104.516   1.155    -9     BACR   Banks                    EN
DE000A0T4DU7    EUR   6.000   BASF Finance Europe NV                12/4/2013      A+       A1    113.023   2.181    32    BASGR   Chemicals                NE
DE000A0TKBM0    EUR   5.000   BASF Finance Europe NV                9/26/2014      A+       A1    110.191   2.519    42    BASGR   Chemicals                NE
 XS0412154378   EUR   5.125   BASF Finance Europe NV                 6/9/2015      A+       A1    110.894   2.801    52    BASGR   Chemicals                NE
DE000A0JQF26    EUR   4.000   BASF SE                               4/21/2011      A+       A1    102.779   1.086   -14    BASGR   Chemicals                GE
 XS0171786287   EUR   5.125   BAT International Finance PLC          7/9/2013     BBB+     Baa1   108.805   2.224    48   BATSLN   Agriculture              EN
 XS0352065584   EUR   5.875   BAT International Finance PLC         3/12/2015     BBB+     Baa1   113.055   2.947    75   BATSLN   Agriculture              EN
 XS0307791698   EUR   5.375   BAT International Finance PLC         6/29/2017     BBB+     Baa1   111.173   3.577    87   BATSLN   Agriculture              EN
 XS0406910496   EUR   4.000   Bayer AG                              1/27/2011      A-       A3    102.172   1.009   -10   BAYNGR   Chemicals                GE
 XS0255605825   EUR   4.500   Bayer AG                              5/23/2013      A-       A3    107.386   1.981    27   BAYNGR   Chemicals                GE
 XS0420117383   EUR   4.625   Bayer Capital Corp BV                 9/26/2014      A-       A3    108.164   2.631    52   BAYNGR   Chemicals                NE
DE000BLB5N07    EUR   2.750   Bayerische Landesbank                 1/23/2012      NR      Aaa    102.630   1.197   -11    BYLAN   Banks                    GE
 XS0408528833   EUR   4.875   BBVA Senior Finance SAU               1/23/2014      AA      Aa2    105.132   3.380   147   BBVASM   Banks                    SP
 BE0932179097   EUR   4.125   Belgacom SA                           11/23/2011     A+       A1    104.230   1.355    10   BELGBB   Telecommunications       BE
 BE0932180103   EUR   4.375   Belgacom SA                           11/23/2016     A+       A1    107.289   3.125    50   BELGBB   Telecommunications       BE
 XS0421249078   EUR   4.750   BHP Billiton Finance Ltd               4/4/2012      A+       A1    105.793   1.655    29      BHP   Mining                   AU
 XS0261718653   EUR   4.125   BMW Finance NV                        1/24/2012      A-       A3    104.113   1.683    38     BMW    Diversified Finan Serv   NE
 XS0415007789   EUR   6.125   BMW Finance NV                         4/2/2012      A-       A3    108.100   1.777    43     BMW    Diversified Finan Serv   NE
 XS0326116133   EUR   4.875   BMW Finance NV                        10/18/2012     A-       A3    106.692   2.050    53     BMW    Diversified Finan Serv   NE
 XS0400017199   EUR   8.875   BMW Finance NV                        9/19/2013      A-       A3    120.482   2.473    75     BMW    Diversified Finan Serv   NE
 XS0282510170   EUR   4.250   BMW Finance NV                        1/22/2014      A-       A3    106.144   2.497    58     BMW    Diversified Finan Serv   NE
 XS0230243221   EUR   2.750   BMW US Capital LLC                    9/23/2010      A-       A3    100.745   0.814    -1     BMW    Auto Manufacturers       US
 XS0408730157   EUR   6.375    BMW US Capital LLC                                     7/23/2012      A-        A3      109.470   1.967     54     BMW     Auto Manufacturers         US
 XS0364671346   EUR   5.000    BMW US Capital LLC                                     5/28/2015      A-        A3      108.894   3.076     80     BMW     Auto Manufacturers         US
 XS0355879346   EUR   4.750    BNP Paribas                                             4/4/2011      AA       Aa2      103.311   1.102    -10      BNP    Banks                      FR
 XS0419259659   EUR   3.250    BNP Paribas                                            3/27/2012      AA       Aa2      103.141   1.555     19      BNP    Banks                      FR
 XS0405121368   EUR   5.000    BNP Paribas                                            12/16/2013     AA       Aa2      109.612   2.204     32      BNP    Banks                      FR
 FR0010633974   EUR   6.125    Bouygues SA                                             7/3/2015      A-         -      114.567   3.033     77     BOUY    Engineering&Construction   FR
 XS0402644420   EUR   4.250    BP Capital Markets PLC                                 1/10/2011      AA       Aa1      102.294   0.883    -20     BPLN    Diversified Finan Serv     EN
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EH7710179@PR    EUR   5.000    Caisse Refinancement de l'Habitat                       4/8/2019       -       Aaa      111.996   3.418     42     CRH     Diversified Finan Serv     FR
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PTCG1HOM0003    EUR   3.875    Caixa Geral de Depositos SA                            12/12/2011     A-       Aa2      101.136   3.130    184    CXGD     Banks                      PO
EH7206467@PR    EUR   5.125    Caixa Geral de Depositos SA                            2/19/2014      A-       Aa2      98.751    5.492    343    CXGD     Banks                      PO
EH7454695@PR    EUR   3.000    Caja de Ahorros de Valencia Castellon y Alicante       3/12/2012       -       Aaa      101.308   2.270     91   CAVALE    Banks                      SP
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EH7606526@PR    EUR   3.125    Caja de Ahorros del Mediterraneo                       3/26/2012       -       Aaa      101.630   2.234     87   CAJAME    Banks                      SP
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 XS0359953311   EUR   6.250    Cargill Inc                                            7/24/2015       A        A2      114.307   3.226     96   CARGIL    Agriculture                US
 XS0302816672   EUR   4.875    Cargill Inc                                            5/29/2017       A        A2      107.515   3.649     93   CARGIL    Agriculture                US
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FR0010455626   EUR   4.875   Casino Guichard Perrachon SA                        4/10/2014    BBB-      -      107.075   2.943    97     COFP   Food                     FR
ES0371622046   EUR   4.250   Cedulas TDA                                         3/28/2027    AAA      Aa1     84.001    5.755   185   CEDTDA   Diversified Finan Serv   SP
XS0402535131   EUR   7.125   Centrica PLC                                        12/9/2013     A-      A3      115.939   2.440    61   CENTRI   Gas                      EN
XS0324693968   EUR   5.125   CEZ AS                                              10/12/2012    A-      A2      107.179   2.073    56   CEZCO    Electric                 CZ
XS0376701206   EUR   6.000   CEZ AS                                              7/18/2014     A-      A2      112.117   2.895    88   CEZCO    Electric                 CZ
XS0387435117   EUR   7.250   Cie de St-Gobain                                    9/16/2013    BBB     Baa2     113.840   2.875   114   SGOFP    Building Materials       FR
XS0409153110   EUR   8.250   Cie de St-Gobain                                    7/28/2014    BBB     Baa2     119.088   3.334   140   SGOFP    Building Materials       FR
XS0294547285   EUR   4.750   Cie de St-Gobain                                    4/11/2017    BBB     Baa2     103.414   4.172   144   SGOFP    Building Materials       FR
FR0010635979   EUR   5.875   CREDIT MUTUEL ARKEA                                  7/2/2010     A+       -      100.818   0.772    28    CFCM    Banks                    FR
FR0010490235   EUR   5.000   CREDIT MUTUEL ARKEA                                 6/28/2017     A+       -      108.695   3.597    87    CFCM    Banks                    FR
FR0010539684   EUR   4.250   CIF Euromortgage                                    4/26/2011      -      Aaa     103.142   1.005   -24   CIFEUR   Diversified Finan Serv   FR
FR0010385906   EUR   4.000   CIF Euromortgage                                    10/25/2016     -      Aaa     106.031   2.961    34   CIFEUR   Diversified Finan Serv   FR
XS0354858564   EUR   6.400   Citigroup Inc                                       3/27/2013      A      A3      109.018   3.093   148       C    Banks                    US
XS0284710257   EUR   4.375   Citigroup Inc                                       1/30/2017      A      A3      99.341    4.487   174       C    Banks                    US
XS0273437169   EUR   4.375   Citigroup Inc                                       11/2/2018      A      A3      97.356    4.757   170       C    Banks                    US
XS0329579436   EUR   4.750   Coca-Cola Enterprises Finance LT 1 Commandite SCA   11/8/2010     A /*   A3 /*+   101.928   0.966    -2     CCE    Beverages                LX
XS0405567883   EUR   7.875   Coca-Cola HBC Finance BV                            1/15/2014    A /*-    A3      117.950   2.707    88   EEEKGA   Beverages                NE
DE000CB896A7   EUR   2.750   Commerzbank AG                                      1/13/2012    AAA      Aaa     102.640   1.167   -14    CMZB    Banks                    GE
DE000CB899M6   EUR   5.000   Commerzbank AG                                       2/6/2014      A      Aa3     107.982   2.735    82    CMZB    Banks                    GE
DE000CB59FV0   EUR   6.250   Commerzbank AG                                      9/30/2014     Ae      A1      108.276   4.149   209    CMZB    Banks                    GE
XS0380124791   EUR   5.875   Commonwealth Bank of Australia                      7/29/2011     AA      Aa1     105.723   1.177    -7    CBAAU   Banks                    AU
FR0010422618   EUR   4.125   Cie de Financement Foncier                          10/25/2017   AAA      Aaa     105.542   3.275    47      CFF   Banks                    FR
FR0010717785   EUR   4.500   Credit Agricole Covered Bonds                       1/29/2016    AAA      Aaa     109.115   2.759    31    ACACB   Diversified Finan Serv   FR
XS0356838523   EUR   4.875   Credit Agricole SA/London                            4/8/2011     AA-     Aa1     103.375   1.197    -1    ACAFP   Banks                    FR
XS0372104710   EUR   6.000   Credit Agricole SA/London                           6/24/2013     AA-     Aa1     111.245   2.248    53    ACAFP   Banks                    FR
XS0322960179   EUR   4.750   Credit Suisse/London                                9/24/2010     A+      Aa1     101.460   0.982    15      CS    Banks                    SZ
XS0356550425   EUR   5.125   Credit Suisse/London                                 4/4/2011     A+      Aa1     103.626   1.128    -7      CS    Banks                    SZ
XS0420072695   EUR   5.125   Credit Suisse/London                                3/30/2012     A+      Aa1     106.271   1.746    39      CS    Banks                    SZ
XS0381268068   EUR   6.125   Credit Suisse/London                                 8/5/2013     A+      Aa1     111.493   2.407    66      CS    Banks                    SZ
XS0405872762   EUR   6.125   Credit Suisse/London                                5/16/2014     A+      Aa1     112.683   2.758    79      CS    Banks                    SZ
XS0321334442   EUR   5.125   Credit Suisse/London                                9/18/2017     A+      Aa1     108.735   3.744    99      CS    Banks                    SZ
XS0305384124   EUR   5.000   Croatian Bank for Reconstruction & Development      6/14/2017    BBB       -      96.232    5.656   275    CBRD    Banks                    HR
XS0234263076   EUR   3.625   Daimler Canada Finance Inc                          11/10/2010   BBB+     A3      101.302   1.090    11    DAIGR   Auto Manufacturers       CA
DE000A0T4Y07   EUR   8.000   Daimler International Finance BV                    6/17/2010    BBB+     A3      100.844   0.926    50    DAIGR   Diversified Finan Serv   NE
XS0126467553   EUR   7.000   Daimler International Finance BV                    3/21/2011    BBB+     A3      104.941   1.306    13    DAIGR   Diversified Finan Serv   NE
DE000A0T7J45   EUR   6.875   Daimler International Finance BV                    6/10/2011    BBB+     A3      105.713   1.596    36    DAIGR   Diversified Finan Serv   NE
DE000A0T06M2   EUR   5.875   Daimler International Finance BV                     9/8/2011    BBB+     A3      105.514   1.694    47    DAIGR   Diversified Finan Serv   NE
XS0403611204   EUR   9.000   Daimler International Finance BV                    1/30/2012    BBB+     A3      112.035   1.903    64    DAIGR   Diversified Finan Serv   NE
DE000A0T74C1   EUR   7.750   Daimler International Finance BV                    3/26/2012    BBB+     A3      110.581   1.995    67    DAIGR   Diversified Finan Serv   NE
DE000A0T5SE6   EUR   7.875   Daimler International Finance BV                    1/16/2014    BBB+     A3      117.338   2.868   105    DAIGR   Diversified Finan Serv   NE
DE000A0T06N0   EUR   6.125   Daimler International Finance BV                     9/8/2015    BBB+     A3      113.141   3.392   109    DAIGR   Diversified Finan Serv   NE
XS0371090027   EUR   5.750   Daimler Finance North America LLC                   6/18/2010    BBB+     A3      100.575   1.030    59    DAIGR   Auto Manufacturers       US
XS0247812836   EUR   4.375   Daimler Finance North America LLC                   3/21/2013    BBB+     A3      105.305   2.443    78    DAIGR   Auto Manufacturers       US
FR0010693309   EUR   6.375   Danone                                               2/4/2014     A-      A3      114.672   2.254    35     BNFP   Food                     FR
XS0357775559   EUR   4.375   Danske Bank A/S                                     4/14/2010     NR      Aaa        -        -       -   DANBNK   Banks                    DE
XS0372093921   EUR   5.875   Danske Bank A/S                                     6/23/2011      A      Aa3     105.113   1.311     7   DANBNK   Banks                    DE
XS0307699701   EUR   4.750   Danske Bank A/S                                     6/29/2012      -      Aa3     106.389   1.701    27   DANBNK   Banks                    DE
BE0933025794   EUR   5.625   Delhaize Group SA                                   6/27/2014    BBB-    Baa3     108.963   3.276   127     DELH   Food                     BE
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DE000DB5S6X0    EUR   4.500   Deutsche Bank AG                                   3/7/2011     A+    Aa3    102.807   1.123    -4      DB    Banks                    GE
DE000DB5S501    EUR   4.875   Deutsche Bank AG                                  9/24/2012     A+    Aa3    107.236   1.755    25      DB    Banks                    GE
DE000DB5S5U8    EUR   5.125   Deutsche Bank AG                                  8/31/2017     A+    Aa3    110.217   3.516    77      DB    Banks                    GE
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 DE0001397362   EUR   5.625   Deutsche Postbank AG                              6/14/2010     A-     A1    100.528   0.876    45      DPB   Banks                    GE
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DE000A0GQZ74    EUR   4.000   Deutsche Telekom International Finance BV         4/13/2011    BBB+   Baa1   102.538   1.271     6       DT   Telecommunications       NE
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DE000A0TWHZ4    EUR   5.750   Deutsche Telekom International Finance BV         1/10/2014    BBB+   Baa1   110.744   2.649    77       DT   Telecommunications       NE
DE000A0T1GC4    EUR   5.875   Deutsche Telekom International Finance BV         9/10/2014    BBB+   Baa1   112.173   2.857    80       DT   Telecommunications       NE
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DE000A0TT2M2    EUR   5.750   Deutsche Telekom International Finance BV         4/14/2015    BBB+   Baa1   111.953   3.104    88       DT   Telecommunications       NE
DE000A0GTCB9    EUR   4.750   Deutsche Telekom International Finance BV         5/31/2016    BBB+   Baa1   106.907   3.468    94       DT   Telecommunications       NE
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EH7138496@PR    EUR   3.125   Dexia Credit Local                                10/28/2011   AA+    Aa1    102.792   1.213    -3   DEXGRP   Banks                    FR
EH6105983@PR    EUR   5.000   Dexia Funding Netherlands NV                      12/12/2013     A      -    105.897   3.237   137   DEXGRP   Banks                    NE
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 XS0403180119   EUR   6.625   Diageo Finance PLC                                12/5/2014     A-     A3    116.690   2.704    59     DIAG   Diversified Finan Serv   EN
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DE000DR0RQZ2    EUR   5.350   Dresdner Bank AG                                  6/27/2011      A    Aa3    103.850   1.921    69    CMZB    Banks                    GE
DE000DR0RR60    EUR   5.625   Dresdner Bank AG                                  2/27/2012      A    Aa3    106.815   1.780    46    CMZB    Banks                    GE
DE000DZ1G960    EUR   5.250   DZ Bank AG Deutsche Zentral-Genossenschaftsbank   7/15/2010      -    Aa3    100.855   0.871    32     DZBK   Banks                    GE
DE000DZ1HDZ9    EUR   3.980   DZ Bank AG Deutsche Zentral-Genossenschaftsbank   11/14/2011     -    Aa3    103.884   1.395    15     DZBK   Banks                    GE
DE000DZ1HD60    EUR   4.250   DZ Bank AG Deutsche Zentral-Genossenschaftsbank   11/19/2014     -    Aa3    108.118   2.344    19     DZBK   Banks                    GE
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 XS0385755110   EUR   5.000   E.ON International Finance BV                      9/8/2011      A     A2    105.002   1.230    -1   EOANGR   Electric                 NE
 XS0322976415   EUR   5.125   E.ON International Finance BV                     10/2/2012      A     A2    108.040   1.693    18   EOANGR   Electric                 NE
EH7623133@PR    EUR   4.125   E.ON International Finance BV                     3/26/2013      A     A2    106.135   1.923    25   EOANGR   Electric                 NE
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 XS0410299357   EUR   4.875   E.ON International Finance BV                     1/28/2014      A     A2    108.984   2.334    42   EOANGR   Electric                 NE
 XS0385754733   EUR   5.250   E.ON International Finance BV                      9/8/2015      A     A2    111.551   2.885    55   EOANGR   Electric                 NE
 XS0408095387   EUR   5.500   E.ON International Finance BV                     1/19/2016      A     A2    112.890   3.007    59   EOANGR   Electric                 NE
 XS0322977223   EUR   5.500   E.ON International Finance BV                     10/2/2017      A     A2    113.675   3.380    64   EOANGR   Electric                 NE
 XS0361244667   EUR   5.750   E.ON International Finance BV                      5/7/2020      A     A2    115.993   3.799    71   EOANGR   Electric                 NE
 XS0189769788   EUR   3.750   EDF SA                                             4/8/2011     A+    Aa3    102.554   0.973   -24      EDF   Electric                 FR
 XS0400736475   EUR   5.625   EDF SA                                            1/23/2013     A+    Aa3    109.927   1.850    25      EDF   Electric                 FR
 XS0367001574   EUR   5.000   EDF SA                                            5/30/2014     A+    Aa3    110.344   2.308    29      EDF   Electric                 FR
 XS0409744744   EUR   5.125   EDF SA                                            1/23/2015     A+    Aa3    110.767   2.666    48      EDF   Electric                 FR
 XS0342783692   EUR   5.000   EDF SA                            2/5/2018      A+       Aa3     109.893   3.519    69      EDF    Electric                    FR
 XS0367001228   EUR   5.375   EDF SA                           5/29/2020      A+       Aa3     113.060   3.790    67      EDF    Electric                    FR
 XS0409749206   EUR   6.250   EDF SA                           1/25/2021      A+       Aa3     119.940   3.933    81      EDF    Electric                    FR
 XS0181582056   EUR   5.125   Edison SpA                       12/10/2010    BBB+     Baa2     102.325   1.214    19    EDNIM    Electric                    IT
 XS0413462721   EUR   5.500   EDP Finance BV                   2/18/2014      A-       A3      105.811   3.821   190   ELEPOR    Electric                    NE
 XS0321678707   EUR   4.375   Eksportfinans ASA                9/20/2010      AA       Aa1     101.329   0.851     3     EXPT    Sovereign                   NO
 XS0359632949   EUR   4.375   Eksportfinans ASA                4/26/2011      AA       Aa1     103.097   1.171    -7     EXPT    Sovereign                   NO
EH7692070@PR    EUR   6.500   ELM BV for Elsevier Finance SA    4/2/2013     BBB+     Baa1     111.147   2.483    85   REEDLN    Media                       NE
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 XS0399861086   EUR   6.875   Enbw International Finance BV    11/20/2018     A-       A2      122.957   3.690    85    ENBW     Electric                    NE
 XS0192503000   EUR   4.125   Enel SpA                         5/20/2011      A-       A2      102.745   1.455    21     ENEL    Electric                    IT
 XS0170342868   EUR   4.250   Enel SpA                         6/12/2013      A-       A2      106.355   2.114    38     ENEL    Electric                    IT
 XS0306644344   EUR   5.250   Enel SpA                         6/20/2017      A-       A2      109.970   3.636    92     ENEL    Electric                    IT
 XS0170343247   EUR   4.750   Enel SpA                         6/12/2018      A-       A2      106.691   3.775    88     ENEL    Electric                    IT
 XS0192503695   EUR   5.250   Enel SpA                         5/20/2024      A-       A2      107.631   4.505   105     ENEL    Electric                    IT
 XS0306646042   EUR   5.625   Enel SpA                         6/21/2027      A-       A2      109.737   4.779   124     ENEL    Electric                    IT
 XS0167456267   EUR   4.625   ENI SpA                          4/30/2013      AA-      Aa2     107.923   1.874    18     ENIIM   Oil&Gas                     IT
 XS0400780887   EUR   5.875   ENI SpA                          1/20/2014      AA-      Aa2     112.833   2.233    33     ENIIM   Oil&Gas                     IT
 XS0411044653   EUR   5.000   ENI SpA                          1/28/2016      AA-      Aa2     110.382   3.000    56     ENIIM   Oil&Gas                     IT
 XS0331141332   EUR   4.750   ENI SpA                          11/14/2017     AA-      Aa2     109.097   3.360    56     ENIIM   Oil&Gas                     IT
 XS0413876532   EUR   3.375   Erste Group Bank AG              2/19/2014     AAA       Aaa     104.658   2.085    13   ERSTBK    Banks                       AS
DE000EH1A3F3    EUR   3.750   Eurohypo AG                      3/24/2014    AAA /*-    Aaa     106.220   2.067     9   EURHYP    Banks                       GE
 XS0276299541   EUR   3.750   European Investment Bank         11/24/2010    AAA       Aaa     101.760   0.581   -43      EIB    Multi-National             SNAT
 XS0249816579   EUR   3.625   European Investment Bank         10/15/2011    AAA       Aaa     104.020   0.821   -43      EIB    Multi-National             SNAT
 XS0417871554   EUR   2.500   European Investment Bank         4/15/2012     AAA       Aaa     102.870   1.004   -37      EIB    Multi-National             SNAT
 XS0408966199   EUR   3.125   European Investment Bank         4/15/2014     AAA       Aaa     104.440   1.945    -6      EIB    Multi-National             SNAT
 XS0308505055   EUR   4.750   European Investment Bank         10/15/2017    AAA       Aaa     112.095   2.918    13      EIB    Multi-National             SNAT
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 XS0290050524   EUR   4.125   European Investment Bank         4/15/2024     AAA       Aaa     104.345   3.720    24      EIB    Multi-National             SNAT
EU000A0T4N87    EUR   3.250   European Union                   12/9/2011     AAA       Aaa     103.526   1.015   -26     EEC     Sovereign                  SNAT
EU000A0T74M4    EUR   3.250   European Union                   11/7/2014     AAA       Aaa     104.638   2.158     0     EEC     Sovereign                  SNAT
 XS0181557454   EUR   5.125   Evonik Degussa GmbH              12/10/2013     BB       WR      105.797   3.383   152   RAGDE     Chemicals                   GE
 XS0300900478   EUR   5.375   Exor SpA                         6/12/2017     BBB+       -      102.071   5.019   224    EXOIM    Holding Companies-Divers    IT
 XS0365301620   EUR   5.750   Export-Import Bank of Korea      5/22/2013       A       A1      107.778   3.039   136   EIBKOR    Banks                       SK
 XS0299967413   EUR   7.125   FCE Bank PLC                     1/15/2013       B      B1 /*+   101.993   6.281   466       F     Diversified Finan Serv      EN
 XS0129648621   EUR   6.750   Fiat Finance & Trade SA          5/25/2011    BB+ /*-    Ba1     103.150   3.653   244     FIAT    Auto Manufacturers          LX
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 XS0402476963   EUR   8.125   Finmeccanica Finance SA          12/3/2013     BBB       A3      117.384   2.935   117    FNCIM    Aerospace/Defense           LX
 XS0182242247   EUR   5.750   Finmeccanica Finance SA          12/12/2018      -       A3      111.118   4.182   127    FNCIM    Aerospace/Defense           LX
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 XS0418730601   EUR   4.625   Fortum OYJ                       3/20/2014       A       A2      108.072   2.417    46    FRTUM    Electric                    FI
 XS0418729934   EUR   6.000   Fortum OYJ                       3/20/2019       A       A2      116.757   3.745    81    FRTUM    Electric                    FI
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FR0010038984   EUR   4.625   France Telecom SA                              1/23/2012     A-    A3    105.445   1.401    10    FRTEL   Telecommunications       FR
XS0286704787   EUR   4.375   France Telecom SA                              2/21/2012     A-    A3    105.001   1.538    21    FRTEL   Telecommunications       FR
FR0000471948   EUR   7.250   France Telecom SA                              1/28/2013     A-    A3    113.853   1.994    41    FRTEL   Telecommunications       FR
XS0409370219   EUR   5.000   France Telecom SA                              1/22/2014     A-    A3    109.321   2.351    44    FRTEL   Telecommunications       FR
XS0365092872   EUR   5.250   France Telecom SA                              5/22/2014     A-    A3    110.618   2.462    46    FRTEL   Telecommunications       FR
FR0010245555   EUR   3.625   France Telecom SA                              10/14/2015    A-    A3    104.083   2.804    40    FRTEL   Telecommunications       FR
XS0286705321   EUR   4.750   France Telecom SA                              2/21/2017     A-    A3    108.726   3.295    63    FRTEL   Telecommunications       FR
XS0365094811   EUR   5.625   France Telecom SA                              5/22/2018     A-    A3    114.547   3.518    67    FRTEL   Telecommunications       FR
FR0000471930   EUR   8.125   France Telecom SA                              1/28/2033     A-    A3    142.769   4.947   172    FRTEL   Telecommunications       FR
XS0176996956   EUR   7.800   Gaz Capital SA for Gazprom                     9/27/2010    BBB   Baa1   102.229   2.083   131   GAZPRU   Oil&Gas                  LX
XS0303583412   EUR   5.364   Gaz Capital SA for Gazprom                     10/31/2014   BBB   Baa1   103.558   4.465   232   GAZPRU   Oil&Gas                  LX
XS0327237136   EUR   6.605   Gaz Capital SA for Gazprom                     2/13/2018    BBB   Baa1   104.728   5.827   298   GAZPRU   Oil&Gas                  LX
FR0010664060   EUR   5.250   GCE Covered Bonds                              9/17/2010    AAA   Aaa    101.645   0.796    -1    CDEE    Diversified Finan Serv   FR
FR0010709261   EUR   4.375   GDF Suez                                       1/16/2012     A    Aa3    105.012   1.376     8    GSZFP   Electric                 FR
FR0010678151   EUR   6.250   GDF Suez                                       1/24/2014     A    Aa3    114.212   2.229    33    GSZFP   Electric                 FR
FR0010718189   EUR   5.000   GDF Suez                                       2/23/2015     A    Aa3    110.277   2.690    48    GSZFP   Electric                 FR
FR0010709279   EUR   5.625   GDF Suez                                       1/18/2016     A    Aa3    114.021   2.920    51    GSZFP   Electric                 FR
FR0010678185   EUR   6.875   GDF Suez                                       1/24/2019     A    Aa3    124.540   3.552    67    GSZFP   Electric                 FR
FR0010709451   EUR   6.375   GDF Suez                                       1/18/2021     A    Aa3    122.199   3.809    69    GSZFP   Electric                 FR
XS0316551026   EUR   4.625   GE Capital European Funding                    8/23/2010    AA+   Aa2    101.122   0.898    18      GE    Diversified Finan Serv   IR
XS0340179307   EUR   4.750   GE Capital European Funding                    1/18/2011    AA+   Aa2    102.630   1.003    -9      GE    Diversified Finan Serv   IR
XS0253993157   EUR   4.000   GE Capital European Funding                    5/12/2011    AA+   Aa2    102.672   1.349    10      GE    Diversified Finan Serv   IR
XS0378750581   EUR   5.750   GE Capital European Funding                    9/23/2011    AA+   Aa2    105.827   1.474    24      GE    Diversified Finan Serv   IR
XS0212080195   EUR   3.375   GE Capital European Funding                     2/8/2012    AA+   Aa2    103.007   1.632    31      GE    Diversified Finan Serv   IR
XS0323621416   EUR   4.750   GE Capital European Funding                    9/28/2012    AA+   Aa2    106.508   1.947    44      GE    Diversified Finan Serv   IR
XS0350465422   EUR   4.875   GE Capital European Funding                     3/6/2013    AA+   Aa2    107.080   2.269    63      GE    Diversified Finan Serv   IR
XS0195116008   EUR   4.625   GE Capital European Funding                     7/4/2014    AA+   Aa2    106.927   2.837    79      GE    Diversified Finan Serv   IR
XS0363471805   EUR   5.250   GE Capital European Funding                    5/18/2015    AA+   Aa2    109.543   3.170    91      GE    Diversified Finan Serv   IR
XS0272770396   EUR   4.125   GE Capital European Funding                    10/27/2016   AA+   Aa2    104.035   3.417    79      GE    Diversified Finan Serv   IR
XS0340180149   EUR   5.375   GE Capital European Funding                    1/16/2018    AA+   Aa2    110.475   3.779    98      GE    Diversified Finan Serv   IR
XS0385688097   EUR   6.000   GE Capital European Funding                    1/15/2019    AA+   Aa2    113.075   4.174   126      GE    Diversified Finan Serv   IR
XS0350890470   EUR   6.025   GE Capital European Funding                     3/1/2038    AA+   Aa2    114.919   5.017   159      GE    Diversified Finan Serv   IR
XS0405666941   EUR   4.000   General Electric Capital Corp                  6/15/2012    AAA   Aaa    105.267   1.452     2      GE    Diversified Finan Serv   US
XS0301811583   EUR   6.000   General Motors Acceptance Corp of Canada Ltd   5/23/2012     B     B3    99.719    6.145   464    GMAC    Diversified Finan Serv   CA
XS0335133996   EUR   5.125   GlaxoSmithKline Capital PLC                    12/13/2012    A+    A1    108.255   1.853    28     GSK    Pharmaceuticals          EN
XS0335134705   EUR   5.625   GlaxoSmithKline Capital PLC                    12/13/2017    A+    A1    114.392   3.440    67     GSK    Pharmaceuticals          EN
XS0301812557   EUR   5.750   GMAC International Finance BV                  5/21/2010     B     B3    100.188   1.632   131    GMAC    Diversified Finan Serv   NE
XS0177329603   EUR   5.750   GMAC Inc                                       9/27/2010     B     B3    100.253   4.935   419    GMAC    Banks                    US
XS0187751150   EUR   5.375   GMAC Inc                                        6/6/2011     B     B3    99.763    5.593   427    GMAC    Banks                    US
XS0347919705   EUR   3.500   Goldman Sachs Group Inc/The                    12/8/2011    AAA   Aaa    103.627   1.191    -8      GS    Banks                    US
XS0344541916   EUR   5.375   Goldman Sachs Group Inc/The                    2/15/2013     A     A1    104.584   3.610   200      GS    Banks                    US
XS0325920824   EUR   5.125   Goldman Sachs Group Inc/The                    10/16/2014    A     A1    103.098   4.338   219      GS    Banks                    US
XS0284727814   EUR   4.500   Goldman Sachs Group Inc/The                    1/30/2017     A     A1    97.020    5.028   223      GS    Banks                    US
XS0361975443   EUR   6.375   Goldman Sachs Group Inc/The                     5/2/2018     A     A1    107.549   5.197   235      GS    Banks                    US
XS0402204456   EUR   3.750   Governor & Co of the Bank of Ireland/The        9/3/2010    AA    Aa1    100.641   1.777   104     BKIR   Banks                    IR
FR0010611418   EUR   5.000   Groupe Auchan SA                               4/29/2013     A      -    108.818   1.932    24   AUCHAN   Food                     FR
FR0010499392   EUR   5.125   Groupe Auchan SA                               7/18/2014     A      -    110.519   2.459    41   AUCHAN   Food                     FR
FR0010612705   EUR   5.250   Danone                                          5/6/2011     A-    A3    104.094   1.132   -12    BNFP    Food                     FR
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 XS0421464719   EUR   7.125   Heineken NV                                  4/7/2014      -      -      115.805   2.815    90   HEIANA     Beverages                  NE
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 XS0419605406   EUR   9.000   Holcim Finance Luxembourg SA                3/26/2014    BBB    Baa2     121.947   2.947   111   HOLZSW     Building Materials         LX
 XS0302868475   EUR   4.875   HSBC Finance Corp                           5/30/2017      A     A3      105.888   3.905   117     HSBC     Diversified Finan Serv     US
 FR0010631614   EUR   5.750   HSBC France                                 6/19/2013     AA     Aa3     110.671   2.180    46     HSBC     Banks                      FR
 FR0010709097   EUR   4.875   HSBC France                                 1/15/2014     AA     Aa3     108.348   2.483    58     HSBC     Banks                      FR
 XS0353643744   EUR   6.250   HSBC Holdings PLC                           3/19/2018      A     A1      113.596   4.186   141     HSBC     Banks                      EN
DE000HSH2U00    EUR   5.625   HSH Nordbank AG                              8/4/2010    BBB+   A2 /*-   101.102   1.192    55    HSHN      Banks                      GE
DE000HSH2539    EUR   2.750   HSH Nordbank AG                             1/20/2012    AAA     Aaa     102.639   1.184   -12    HSHN      Banks                      GE
 XS0223429084   EUR   4.125   Hutchison Whampoa Finance 05 Ltd            6/28/2015     A-     A3      103.010   3.475   114   HUWHY      Holding Companies-Divers   CI
 XS0400002670   EUR   6.375   Iberdrola Finanzas SAU                      11/25/2011    A-     A3      107.258   1.622    38    IBESM     Electric                   SP
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 XS0400006234   EUR   7.500   Iberdrola Finanzas SAU                      11/25/2015    A-     A3      121.366   3.235    94    IBESM     Electric                   SP
 XS0362224841   EUR   5.625   Iberdrola Finanzas SAU                       5/9/2018     A-     A3      112.456   3.793    95    IBESM     Electric                   SP
DE000A0SMN03    EUR   2.875   IKB Deutsche Industriebank AG               1/27/2012    AAA     Aaa     102.824   1.218    -9        IKB   Banks                      GE
DE000A0SMN45    EUR   2.625   IKB Deutsche Industriebank AG               3/13/2012    AAA     Aaa     102.489   1.260    -9        IKB   Banks                      GE
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 XS0387846925   EUR   7.250   Imperial Tobacco Finance PLC                9/15/2014    BBB    Baa3     116.778   3.079   107    IMTLN     Agriculture                EN
 XS0413494500   EUR   8.375   Imperial Tobacco Finance PLC                2/17/2016    BBB    Baa3     124.162   3.664   138    IMTLN     Agriculture                EN
 XS0371460568   EUR   5.875   ING Bank Australia Ltd                      6/23/2010     A+     Aa3     100.693   0.773    31   INTNED     Banks                      AU
 XS0415072098   EUR   3.375   ING Bank NV                                  3/3/2014    AAA     Aaa     104.532   2.129    16   INTNED     Banks                      NE
 XS0385699029   EUR   5.625   ING Groep NV                                 9/3/2013      A     A1      109.063   2.739    97   INTNED     Insurance                  NE
 XS0303396062   EUR   4.750   ING Groep NV                                5/31/2017      A     A1      104.625   3.986   124   INTNED     Insurance                  NE
 XS0301818166   EUR   4.375   Instituto de Credito Oficial                5/23/2012     AA     Aaa     104.067   2.321    92       ICO    Sovereign                  SP
 XS0386473267   EUR   4.500   Instituto de Credito Oficial                9/10/2013     AA     Aaa     105.168   2.857   106       ICO    Sovereign                  SP
 XS0408637022   EUR   3.500   Instituto de Credito Oficial                1/20/2014     AA     Aaa     101.595   3.036   109       ICO    Sovereign                  SP
 XS0397540294   EUR   6.625   International Business Machines Corp        1/30/2014     A+     A1      115.792   2.181    28       IBM    Computers                  US
 XS0397540294   EUR   6.625   International Business Machines Corp        1/30/2014     A+     A1      115.792   2.181    28       IBM    Computers                  US
 XS0359384947   EUR   5.000   Intesa Sanpaolo SpA                         4/28/2011     A+     Aa2     103.495   1.396    16     ISPIM    Banks                      IT
 XS0304508921   EUR   4.750   Intesa Sanpaolo SpA                         6/15/2017     A+     Aa2     105.562   3.840   110     ISPIM    Banks                      IT
 XS0413250035   EUR   3.750   Irish Life & Permanent Group Holdings PLC   9/28/2010     AA     Aa1     100.824   1.654    82      IPBS    Diversified Finan Serv     IR
 IT0003621460   EUR   5.125   Republic of Italy                           7/31/2024     A+     Aa2     102.852   4.841   133     ITALY    Sovereign                  IT
 IT0003685093   EUR   5.200   Republic of Italy                           7/31/2034     A+     Aa2     106.781   4.723   114     ITALY    Sovereign                  IT
 XS0269878905   EUR   6.000   ITV PLC                                     10/3/2011     B+     B1      104.554   2.667   146     ITVLN    Media                      EN
 XS0323494715   EUR   5.250   ITW Finance Europe SA                       10/1/2014     A+     A1      109.644   2.886    79       ITW    Miscellaneous Manufactur   LX
 XS0371944926   EUR   6.000   John Deere Bank SA                          6/23/2011      -     A2      105.112   1.430    19        DE    Diversified Finan Serv     LX
 XS0410058746   EUR   7.500   John Deere Capital Corp                     1/24/2014      A     A2      117.288   2.570    72        DE    Diversified Finan Serv     US
 XS0329522246   EUR   4.750   Johnson & Johnson                           11/6/2019    AAA     Aaa     111.091   3.365    29       JNJ    Healthcare-Products        US
 XS0342144846   EUR   4.625   JPMorgan Chase & Co                         1/31/2011     A+     Aa3     102.659   1.018   -10       JPM    Banks                      US
 XS0378931967   EUR   6.000   JPMorgan Chase & Co                          8/1/2011     A+     Aa3     105.725   1.323     8       JPM    Banks                      US
 XS0402785835   EUR   3.625   JPMorgan Chase & Co                         12/12/2011   AAA     Aaa     103.883   1.170   -10       JPM    Banks                      US
 XS0362269945   EUR   5.250   JPMorgan Chase & Co                          5/8/2013     A+     Aa3     108.367   2.340    65       JPM    Banks                      US
 XS0284840542   EUR   4.375   JPMorgan Chase & Co                         1/30/2014     A+     Aa3     105.908   2.691    77       JPM    Banks                      US
 XS0421410621   EUR   6.125   JPMorgan Chase & Co                          4/1/2014     A+     Aa3     112.377   2.742    81       JPM    Banks                      US
 XS0335880463   EUR   5.250   JPMorgan Chase & Co                         1/14/2015     A+     Aa3     109.914   2.955    79       JPM    Banks                      US
XS0416396108   EUR   3.125   KA Finanz AG                                   3/6/2012    AAA    Aaa    103.125   1.390     5    KAFIN   Banks                AS
XS0417825444   EUR   5.750   Koninklijke DSM NV                            3/17/2014     A-     A3    111.824   2.503    57     DSM    Chemicals            NE
XS0326230181   EUR   5.250   Koninklijke DSM NV                            10/17/2017    A-     A3    110.948   3.549    78     DSM    Chemicals            NE
XS0196776214   EUR   4.500   Koninklijke KPN NV                            7/21/2011    BBB+   Baa2   103.765   1.347    11     KPN    Telecommunications   NE
XS0330631051   EUR   5.000   Koninklijke KPN NV                            11/13/2012   BBB+   Baa2   106.962   2.137    60     KPN    Telecommunications   NE
XS0387992661   EUR   6.250   Koninklijke KPN NV                            9/16/2013    BBB+   Baa2   112.040   2.476    71     KPN    Telecommunications   NE
XS0411863722   EUR   6.250   Koninklijke KPN NV                             2/4/2014    BBB+   Baa2   112.755   2.635    75     KPN    Telecommunications   NE
XS0303070030   EUR   4.750   Koninklijke KPN NV                            5/29/2014    BBB+   Baa2   107.541   2.764    75     KPN    Telecommunications   NE
XS0355666941   EUR   6.500   Koninklijke KPN NV                            1/15/2016    BBB+   Baa2   115.789   3.402   104     KPN    Telecommunications   NE
XS0275164084   EUR   4.750   Koninklijke KPN NV                            1/17/2017    BBB+   Baa2   106.314   3.668   101     KPN    Telecommunications   NE
XS0411850075   EUR   7.500   Koninklijke KPN NV                             2/4/2019    BBB+   Baa2   124.016   4.167   135     KPN    Telecommunications   NE
XS0353180465   EUR   5.750   Kraft Foods Inc                               3/20/2012    BBB-   Baa2   107.268   1.775    44     KFT    Food                 US
XS0353181190   EUR   6.250   Kraft Foods Inc                               3/20/2015    BBB-   Baa2   114.208   3.067    88     KFT    Food                 US
DE000A0E83E0   EUR   3.875   Kreditanstalt fuer Wiederaufbau               10/22/2010   AAA    Aaa    101.548   0.551   -39    KFW     Banks                GE
DE000A0XXM20   EUR   2.250   Kreditanstalt fuer Wiederaufbau               1/31/2011    AAA    Aaa    101.180   0.656   -46    KFW     Banks                GE
DE000A0XXM38   EUR   3.125   Kreditanstalt fuer Wiederaufbau               2/25/2014    AAA    Aaa    104.452   1.902    -6    KFW     Banks                GE
 DE000A0L1CY   EUR   3.875   Kreditanstalt fuer Wiederaufbau               1/21/2019    AAA    Aaa    105.544   3.137    14    KFW     Banks                GE
ES0314970098   EUR   3.375   La Caja de Ahorros y Pensiones de Barcelona    2/3/2012     AA    Aaa    101.988   2.203    89   CAIXAB   Banks                SP
FR0010721688   EUR   4.750   La Poste                                      2/17/2016      A      -    109.183   2.997    54   FRPTT    Transportation       FR
XS0365901494   EUR   5.750   Lafarge SA                                    5/27/2011    BBB-   Baa3   104.105   1.813    58    LGFP    Building Materials   FR
FR0010032730   EUR   5.448   Lafarge SA                                    12/4/2013    BBB-   Baa3   107.336   3.242   140    LGFP    Building Materials   FR
XS0365901734   EUR   6.125   Lafarge SA                                    5/28/2015    BBB-   Baa3   108.364   4.253   201    LGFP    Building Materials   FR
XS0307005545   EUR   5.375   Lafarge SA                                    6/26/2017    BBB-   Baa3   102.521   4.945   216    LGFP    Building Materials   FR
Subordinated
  INDEX      Blp


    ISIN     Currency Coupon                          Issuer Name             Maturity    S&P     Moody's    Mid Price   Call Date DM (to Call)    Ticker           Sector         Country
XS0305277807   EUR     0.894   Anglo Irish Bank Corp Ltd                     6/19/2017    B /*-    Ba1 /*-    41.585     19-giu-12   4354          ANGIRI            Banks           IR
XS0256396697   EUR     1.074   Banca Carige SpA                               6/7/2016    BBB+        -       95.335      7-giu-11    480         BANCAR             Banks           IT
XS0208011154   EUR       -     Banca CR Firenze SpA                          12/15/2014     -       WR        99.150          -         -           ISPIM            Banks           IT
XS0302580880   EUR     1.008   Banca delle Marche SpA                         6/1/2017      -       Baa1      91.030      1-giu-12    490         BANMAR             Banks           IT
XS0203156798   EUR     1.744   Banca Italease SpA                            10/15/2014     -       Ba1       91.545     15-lug-10   4747            BPIM   Diversified Finan Serv   IT
XS0278107999   EUR     1.044   Banca Lombarda e Piemontese SpA               12/19/2016    NR        A2       95.856     19-dic-11    301           UBIIM            Banks           IT
XS0193513602   EUR       -     Banca Monte dei Paschi di Siena SpA            6/1/2014     NR       WR           -            -         -         MONTE              Banks           IT
XS0236480322   EUR     1.059   Banca Monte dei Paschi di Siena SpA           11/30/2017   BBB+       A2       94.096     30-nov-12    278         MONTE              Banks           IT
XS0196740376   EUR     1.192   Banca Nazionale del Lavoro SpA                7/22/2016     AA-       A1       98.390     22-lug-11    189         LAVORO             Banks           IT
XS0247784100   EUR     1.042   Banca Popolare dell'Emilia Romagna Scrl       3/23/2016    BBB+        -       97.125     23-mar-11    370          BPEIM             Banks           IT
XS0210870415   EUR     1.704   Banca Popolare di Vicenza                      2/3/2015    BBB         -       99.115      3-ago-10    459          VICEN             Banks           IT
XS0193585428   EUR       -     Banco Popolare SC                              6/4/2014    BBB+      WR        80.000          -         -            BPIM            Banks           IT
XS0256368050   EUR     1.050   Banco Popolare SC                             6/15/2016    BBB+       A3       94.747     15-giu-11    525            BPIM            Banks           IT
XS0284945135   EUR     1.015   Banco Popolare SC                              2/8/2017    BBB+       A3       92.115      8-feb-12    501            BPIM            Banks           IT
XS0301811070   EUR     0.859   Barclays Bank PLC                             5/30/2017      A       Baa1      94.870     ########     275           BACR             Banks           EN
XS0342289575   EUR     6.000   Barclays Bank PLC                             1/23/2018      A       Baa1      106.613         -       213           BACR             Banks           EN
XS0231329664   EUR     0.894   BBVA Subordinated Capital SAU                 10/20/2017    AA-      Aa3       95.370      20-ott-12   218         BBVASM             Banks           SP
XS0230662628   EUR     0.941   BBVA Subordinated Capital SAU                 10/13/2020    AA-      Aa3       90.940      13-ott-15   208         BBVASM             Banks           SP
ES0214100010   EUR     0.958   Bilbao Bizkaia Kutxa                           3/1/2016      -        A2       95.390     1-mar-11     602          BILBIZ            Banks           SP
FR0010661314   EUR     8.667   BNP Paribas                                        -         A       Baa1      104.222    11-set-13    487            BNP             Banks           FR
ES0214950166   EUR     0.914   Caja de Ahorros y Monte de Piedad de Madrid   10/17/2016    A-        A2       83.680      17-ott-11  1261         CAJAMM             Banks           SP
ES0214950141   EUR     0.878   Caja de Ahorros y Monte de Piedad de Madrid    3/1/2018     A-        A2       79.610     1-mar-13     837         CAJAMM             Banks           SP
XS0305903410   EUR     0.843   CIBC World Markets PLC                        6/22/2017      A       Aa3       92.835     22-giu-12    370             CM    Diversified Finan Serv   EN
DE000CB59FV0 EUR       6.250   Commerzbank AG                                9/30/2014     Ae        A1       108.276         -       209           CMZB             Banks           GE
XS0343877451   EUR     5.971   Credit Agricole SA                             2/1/2018     A+       Aa2       111.144         -       147          ACAFP             Banks           FR
FR0010469858   EUR     0.850   Credit Logement SA                            6/15/2017     AA-      Aa3       94.940     15-giu-12    266          CRLOG    Diversified Finan Serv   FR
XS0346728065   EUR     5.375   Danske Bank A/S                               8/18/2014    BBB       Baa2      102.786    18-ago-11    190         DANBNK             Banks           DE
DE000A0TU305 EUR       8.000   Deutsche Bank Contingent Capital Trust IV          -       BBB+        -       100.312    ########     493             DB    Diversified Finan Serv   US
XS0369549570   EUR     7.500   Deutsche Boerse AG                            6/13/2038     A+         -       106.462    13-giu-13    288         DBOERS    Diversified Finan Serv   GE
XS0302804744   EUR     0.954   EFG Hellas PLC                                 6/8/2017     BB-    Baa1 /*-    78.145      8-giu-12   1222          EUROB             Banks           EN
XS0241109585   EUR     0.925   Findomestic Banca Spa                         1/27/2016      A         -       95.815     27-gen-11    613         FINDOM    Diversified Finan Serv   IT
BE0933514839   EUR     5.757   Fortis Bank SA/NV                             10/4/2017     AA-       A2       111.352         -       123          FBAVP             Banks           BE
BE0934083701   EUR     5.650   Fortis Bank SA/NV                             3/26/2018     AA-       A2       108.815         -       148          FBAVP             Banks           BE
XS0180994039   EUR     0.000   Glitnir Banki HF                              11/25/2013     -       WR           -       25-ago-10      -          GLBIR             Banks           IC
XS0249026682   EUR     0.810   HBOS PLC                                      3/29/2016    BBB-      Ba1       86.515     29-mar-11   1638           HBOS             Banks           EN
XS0353643744   EUR     6.250   HSBC Holdings PLC                             3/19/2018      A        A1       113.596         -       141           HSBC             Banks           EN
DE0003045803   EUR     2.871   HypoVereinsbank Luxembourg SA                  6/7/2011    BBB       Baa3      99.420          -       189            HVB             Banks           LX
XS0356687219   EUR     8.000   ING Groep NV                                       -        BB       Ba1       96.568     18-apr-13    707         INTNED          Insurance          NE
XS0242832599   EUR     0.915   Intesa Sanpaolo SpA                            2/8/2016      A       Aa3       98.005      8-feb-11    287           ISPIM            Banks           IT
XS0249938175   EUR     0.844   Intesa Sanpaolo SpA                           4/19/2016      A       Aa3       98.005     19-apr-11    230           ISPIM            Banks           IT
XS0243399556   EUR   0.910   Intesa Sanpaolo SpA                       2/20/2018      A    Aa3    95.080    20-feb-13     206     ISPIM          Banks            IT
XS0360809577   EUR   6.625   Intesa Sanpaolo SpA                        5/8/2018    BBB+    A2    106.492        -        274     ISPIM          Banks            IT
XS0258143477   EUR   4.375   Intesa Sanpaolo SpA                       6/26/2018      A    Aa3    102.710   26-giu-13      70     ISPIM          Banks            IT
XS0231555672   EUR   1.040   JPMorgan Chase & Co                       10/12/2015     A     A1    94.651         -        144      JPM           Banks           US
XS0274112076   EUR   4.375   JPMorgan Chase Bank NA                    11/30/2021    A+    Aa2    100.615   14-nov-16     158      JPM           Banks           US
XS0350487400   EUR   5.625   Lloyds TSB Bank PLC                        3/5/2018    BBB    Baa3   100.315   5-mar-13      377   LLOYDS           Banks           EN
XS0270008864   EUR   0.940   Mediobanca SpA                            10/11/2016     A      -    97.698     11-ott-11    192   BACRED           Banks            IT
XS0267827169   EUR   1.200   Merrill Lynch & Co Inc                    9/14/2018     A-     A3    86.360         -        239      BAC  Diversified Finan Serv   US
XS0269714464   EUR   1.585   National Capital Instruments Euro LLC 2        -        A+     A3    73.375    29-set-16     604      NAB           Banks           AU
FR0010479527   EUR   0.834   Natixis                                    7/6/2017      A     A1    93.160     6-lug-12     347     KNFP           Banks           FR
XS0246023112   EUR   0.854   Nordea Bank AB                             3/8/2016     A+    Aa3    99.080    8-mar-11      131    NBHSS           Banks           SW
XS0386569296   EUR   6.250   Nordea Bank AB                            9/10/2018     A+    Aa3    110.665   10-set-13     111    NBHSS           Banks           SW
XS0229336127   EUR   0.873   Nykredit Realkredit A/S                   9/20/2013      -     A3    99.325    20-set-10     205    NYKRE           Banks           DE
XS0167255958   EUR   2.254   Piccolo Credito Valtellinese Scarl        4/30/2013      -    Baa1   99.250    30-lug-10     476   CVALIM           Banks            IT
XS0307868744   EUR   6.750   Rexam PLC                                 6/29/2067     BB    Ba2    94.565    29-giu-17     470    REXLN Packaging&Containers      EN
XS0356705219   EUR   6.934   Royal Bank of Scotland PLC/The             4/9/2018    BBB    Baa3   105.184        -        323      RBS           Banks           EN
XS0245339485   EUR   0.855   Santander Issuances S.A Unipersonal        3/3/2016     AA-   Aa3    96.350    3-mar-11      467   SANTAN           Banks           SP
XS0291652203   EUR   0.892   Santander Issuances S.A Unipersonal       3/23/2017     AA-   Aa3    95.185    23-mar-12     287   SANTAN           Banks           SP
XS0303483621   EUR   0.829   Societe Generale                           6/7/2017      A    Aa3    96.545     7-giu-12     186   SOCGEN           Banks           FR
XS0357283257   EUR   8.836   UBS Capital Securities Jersey Ltd              -       BBB-   Baa3   102.705   11-apr-13     608      UBS Investment Companies      JE
XS0196955909   EUR     -     UniCredit SpA                             7/23/2014     A-    WR     98.830         -          -    UCGIM           Banks            IT
XS0198037839   EUR     -     UniCredit SpA                             8/11/2014      -    WR     97.840         -          -    UCGIM           Banks            IT
XS0220921117   EUR   0.920   UniCredit SpA                             6/15/2015     A-     A1    98.783    15-giu-10    1103    UCGIM           Banks            IT
XS0222426958   EUR   1.092   UniCredit SpA                             6/23/2015      -     A1    99.295    23-giu-10     573    UCGIM           Banks            IT
XS0249857094   EUR   0.935   UniCredit SpA                              4/7/2016      -     A1    97.829     7-apr-11     268    UCGIM           Banks            IT
XS0203450555   EUR   1.093   UniCredit SpA                             10/21/2016     -     A1    97.170     21-ott-11    241    UCGIM           Banks            IT
XS0367777884   EUR   6.700   UniCredit SpA                              6/5/2018    BBB    Baa1   106.482        -        282    UCGIM           Banks            IT
XS0237670319   EUR   1.054   Unione di Banche Italiane SCPA            12/7/2015     NR     A2    98.325     7-dic-10     326     UBIIM          Banks            IT
Inflation
 INDEX     Blp DES


     ISIN                          Issuer Name                        Coupon    Maturity  Res.life   S&P   Moody's     Bid      Offer         Inflation type                  Note
XS0233807733    Royal Bank Of Scotland NV                              1.000    11/9/2015 5.530       A+     A2      90.140    95.520      EURO EX TOBACCO        2yr: 4%, then max[CPIx135%;1%]
XS0162262892    Austria Government International Bond                  2.300    2/28/2013 2.836      AAA     Aaa     98.670    102.510     EURO EX TOBACCO                  CPI + 1.50%
XS0212225188    Bear Stearns Cos LLC/The                               1.452    2/21/2017 6.817       A+     Aa3     88.000    95.090      EURO EX TOBACCO         2yr: 4.25% then CPI + 1.10%
XS0250255121    EFG Hellas PLC                                         1.771    4/19/2016 5.974       BB    A3 /*-      -         -        EURO EX TOBACCO        min[CPIx250%;Eur6m+0.65%]
XS0177463592    Enel Investment Holding BV                             2.209   10/22/2010 0.482       A-     A2      99.940    100.410     EURO EX TOBACCO                  CPI + 1.50%
XS0161040513    European Investment Bank                               3.391    1/24/2010 -0.260     NR      WR         -         -        EURO EX TOBACCO                  CPI + 1.30%
XS0161880264    European Investment Bank                               1.850    2/24/2011 0.824      AAA     Aaa     99.850    100.980     EURO EX TOBACCO                  CPI + 1.50%
XS0163648198    European Investment Bank                               2.050    3/11/2011 0.865      AAA     Aaa     100.110   101.000     EURO EX TOBACCO                  CPI + 1.25%
XS0163762056    European Investment Bank                               1.350    9/20/2011 1.394      AAA     Aaa     100.150   100.890     EURO EX TOBACCO                  CPI + 1.35%
XS0162350325    European Investment Bank                               2.300    2/28/2013 2.836      AAA     Aaa     101.320   102.490     EURO EX TOBACCO                  CPI + 1.50%
XS0213613218    European Investment Bank                               1.800    3/23/2015 4.898      AAA     Aaa     99.210    101.960     EURO EX TOBACCO          CPI + 1.00%, Floor: 1.00%
XS0164692542    European Investment Bank                               2.370    3/27/2015 4.909      AAA     Aaa     101.610   102.970     EURO EX TOBACCO                  CPI + 1.50%
XS0242342151    European Investment Bank                                 -      1/30/2016 5.755      AAA     Aaa     96.480    100.550     EURO EX TOBACCO      min[CPIx120%;10yrCMS], floor=1%
XS0258132272    European Investment Bank                               0.799    7/21/2016 6.229      AAA     Aaa     98.130    101.010     EURO EX TOBACCO                  CPI x 1.48%
XS0212674575    European Investment Bank                               0.490    3/16/2020 9.881      AAA     Aaa     91.450    96.560      EURO EX TOBACCO                  CPI x 140%
XS0162728769    International Bank for Reconstruction & Development    2.840     3/3/2010 -0.156     NR      WR         -         -        EURO EX TOBACCO                  CPI + 1.30%
XS0180039611    International Bank for Reconstruction & Development    1.248    12/2/2015 5.593      AAA     Aaa     98.260    101.330   ITALY FOI EX TOBACCO               CPI + 1.10%
XS0236477377    Intesa Sanpaolo SpA                                    0.000    12/2/2015 5.593       A+     Aa2     88.020    96.120      EURO EX TOBACCO                  CPI x 170%
DE0002456415    Kreditanstalt fuer Wiederaufbau                        5.371    9/10/2009 -0.632     NR      WR         -         -        EURO EX TOBACCO                  CPI + 1.30%
DE0001726701    Kreditanstalt fuer Wiederaufbau                        2.298    2/21/2011 0.816      AAA     Aaa     100.040   101.760     EURO EX TOBACCO                  CPI + 1.50%
XS0180686304    Kreditanstalt fuer Wiederaufbau                        2.000   11/17/2015 5.552        -     Aaa     96.790    100.930     EURO EX TOBACCO                  CPI + 1.50%
XS0178777552    Kreditanstalt fuer Wiederaufbau                        2.000   11/24/2015 5.572      AAA     Aaa     98.870    102.290   ITALY FOI EX TOBACCO      2yr: 4.00% then CPI + 1.25%
DE000A0E8294    Kreditanstalt fuer Wiederaufbau                        1.365    2/23/2016 5.821      AAA     Aaa     96.090    98.600      EURO EX TOBACCO        min[CPIx200%;Eur6m+0.40%]
XS0203493878    Kreditanstalt fuer Wiederaufbau                        1.300   10/25/2016 6.491      AAA     Aaa     99.200    100.960     EURO EX TOBACCO                  CPI + 1.30%
 IT0003568075   Mediobanca SpA                                         1.148   12/23/2013 3.652       A+      -      97.120    100.250   ITALY FOI EX TOBACCO        4.00% then CPI + 1.00%
 IT0003806855   Mediobanca SpA                                         0.507    2/17/2015 4.805        -      -      92.350    97.190      EURO EX TOBACCO                  CPI x 144%
XS0242696804    Mediobanca SpA                                         1.515    2/10/2021 10.787      A+      -      78.301    78.301      EURO EX TOBACCO        min[CPIx250%;Eur6m+0.55%]
XS0215772863    Merrill Lynch & Co Inc                                 1.197    3/31/2015 4.920        A     A2      84.230    92.480      EURO EX TOBACCO                  CPI x 150%
XS0243137279    Merrill Lynch & Co Inc                                 1.557     3/6/2018 7.852        -     A2      80.500    82.500      EURO EX TOBACCO        min[CPIx250%;Eur6m+0.60%]
XS0234546538    Merrill Lynch & Co Inc                                 0.000   11/18/2020 10.557       A     A2      65.500    81.000      EURO EX TOBACCO             min[CPI x 150%; 6%]
XS0178997671    Morgan Stanley                                         2.000   11/18/2013 3.556        A     A2      87.380    98.230      EURO EX TOBACCO                  CPI + 1.75%
XS0201827333    Rabobank Nederland NV                                  1.000   10/18/2014 4.471      AAA     Aaa     95.740    98.290      EURO EX TOBACCO         2yr: 4.00% then CPI + 1.00%
XS0211745210    Rabobank Nederland NV                                  0.493    2/24/2015 4.824      AAA     Aaa     90.740    95.780      EURO EX TOBACCO                  CPI x 140%
XS0211503478    Rabobank Nederland NV                                  1.000    2/25/2020 9.826      AAA     Aaa     83.160    92.140      EURO EX TOBACCO                      1.00

				
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