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EUROCLEAR SWEDEN - Sveriges Riksbank

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					                             Accepted
                                 as
               Loan No. /    collateral
ISIN           Shortname     for repos    Denomination   Settlement    Issuance Date Maturity Date    Räntesats
SE0003917673   RGKT 110720        R           SEK          VPC-system        4/6/2011    7/20/2011      0.000
SE0003949478   SBAC 110726        R           SEK          VPC-system       4/21/2011    7/26/2011      0.000
SE0003759059   SWHC 110802        R           SEK         VPC-systemet      1/31/2011      8/2/2011     0.000
SE0003961283   SBAC 110808        R           SEK          VPC-system        5/4/2011      8/8/2011     0.000
SE0003046705   SWHO 3083                      SEK          VPC-system      10/15/2009    8/15/2011      1.740
SE0004048981   SBAC 110815       R            SEK         VPC-systemet      6/13/2011    8/15/2011      0.000
SE0003963602   SBAC 110816       R            SEK          VPC-system       5/12/2011    8/16/2011      0.000
SE0003950906   RGKT 110817       R            SEK          VPC-system        5/3/2011    8/17/2011      0.000
SE0003989276   SWHC 110818       R            SEK          VPC-system       5/16/2011    8/18/2011      0.000
SE0003944875   SWHC 110822       R            SEK          VPC-system       4/18/2011    8/22/2011      0.000
SE0002978080   SEBO 450                       SEK          VPC-system       8/26/2009    8/26/2011      FRN
SE0003207422   LFHY 331                       SEK          VPC-system       2/26/2010    8/26/2011      FRN
SE0003991611   SBAC 110826       R            SEK         VPC-systemet      5/24/2011    8/26/2011      0.000
SE0004017127   SHYC 110830       R            SEK         VPC-systemet      5/26/2011    8/30/2011      0.000
SE0003849553   SBAC 110902       R            SEK          VPC-system       2/28/2011      9/2/2011     0.000
SE0003211952   SUKO 176                       SEK          VPC-system        3/5/2010      9/5/2011     FRN
SE0004019735   SHYC 110909       R            SEK         VPC-systemet       6/7/2011      9/9/2011     0.000
SE0004019768   SBAC 110909       R            SEK         VPC-systemet       6/7/2011      9/9/2011     0.000
SE0004020436   SBAC 110913       R            SEK         VPC-systemet       6/9/2011    9/13/2011      0.000
SE0004020881   SHYC 110914       R            SEK         VPC-systemet      6/10/2011    9/14/2011      0.000
SE0002393165   SWHO 3022                      SEK          VPC-system       3/21/2005    9/15/2011      4.050
SE0002393405   SWHO 3046                      SEK          VPC-system       7/12/2007    9/15/2011      5.110
SE0004050581   SHYC 110916       R            SEK         VPC-systemet      6/14/2011    9/16/2011      0.000
SE0004050847   SBAC 110916       R            SEK         VPC-systemet      6/14/2011    9/16/2011      0.000
SE0003989805   SHYC 110920       R            SEK         VPC-systemet      5/18/2011    9/20/2011      0.000
SE0003848324   RGKT 110921       R            SEK          VPC-system       2/22/2011    9/21/2011      0.000
SE0003949684   SBAC 110928       R            SEK          VPC-system       4/26/2011    9/28/2011      0.000
SE0004057909   SHYC 110929       R            SEK         VPC-systemet      6/27/2011    9/29/2011      0.000
SE0004057966   SWHC 110929       R            SEK         VPC-systemet      6/27/2011    9/29/2011      0.000
SE0004058097   SBAC 110929       R            SEK         VPC-systemet      6/28/2011    9/29/2011      0.000
SE0004017135   SBAC 110930       R            SEK         VPC-systemet      5/26/2011    9/30/2011      0.000
SE0004058733   SBAC 111005       R            SEK         VPC-systemet       7/1/2011    10/5/2011      0.000
SE0002802355   SWHO 3071                      SEK          VPC-system       3/13/2009   10/15/2011      2.643
SE0004051092   RGKT 111019       R            SEK         VPC-systemet      6/15/2011   10/19/2011      0.000
SE0004057396   SHYC 111027       R            SEK         VPC-systemet      6/22/2011   10/27/2011      0.000
SE0003949692   SBAC 111028       R            SEK          VPC-system       4/26/2011   10/28/2011      0.000
SE0002393173   SWHO 3023                      SEK          VPC-system       3/21/2005   11/15/2011      4.100
SE0004051100   RGKT 111116       R            SEK         VPC-systemet      6/15/2011   11/16/2011      0.000
SE0003082833   SWHO 3085         SEK    VPC-system    11/20/2009   11/21/2011   FRN
SE0004017093   SWHC 111128   R   SEK   VPC-systemet    5/26/2011   11/28/2011   0.000
SE0002794073   SWHO 181      R   SEK    VPC-system     12/5/2008    12/5/2011   2.700
SE0002276006   STHL 165          SEK    VPC-system    12/15/2007   12/15/2011   4.500
SE0002393181   SWHO 3024         SEK    VPC-system      4/4/2005    1/16/2012   3.960
SE0002897660   SWHO 3077         SEK    VPC-system     5/15/2009    1/16/2012   2.760
SE0003963610   SBAC 120118   R   SEK    VPC-system     5/12/2011    1/18/2012   0.000
SE0002900712   SWHO 3079         SEK    VPC-system     5/20/2009    2/10/2012   FRN
SE0003082502   SWHO 3084         SEK    VPC-system    11/16/2009    2/15/2012   2.070
SE0003211960   SUKO 177          SEK    VPC-system      3/5/2010     3/5/2012   FRN
SE0002393199   SWHO 3025         SEK    VPC-system      4/4/2005    3/15/2012   4.000
SE0001384777   SHYP 1572     R   SEK    VPC-system     5/10/2005    3/21/2012   6.000
SE0002058933   LFHY 504      R   SEK    VPC-system     3/21/2007    3/21/2012   4.500
SE0002760660   LFHY 313          SEK    VPC-system     3/21/2008    3/21/2012   4.500
SE0003172675   LFHY 329          SEK    VPC-system     1/25/2010    3/21/2012   FRN
SE0001517707   RGKB 3106     R   SEK    VPC-system      4/1/2005     4/1/2012   1.000
SE0001721119   SCBC 124      R   SEK    VPC-system     4/11/2006    4/11/2012   4.000
SE0002393207   SWHO 3026         SEK    VPC-system      4/4/2005    5/15/2012   4.050
SE0003365063   LABO 701          SEK    VPC-system      6/4/2010     6/4/2012   FRN
SE0001834847   SEBB 565      R   SEK    VPC-system     6/20/2006    6/20/2012   4.250
SE0001956194   SWHO 176      R   SEK    VPC-system     6/20/2006    6/20/2012   4.250
SE0001957341   NBHB 5524     R   SEK    VPC-system     6/20/2006    6/20/2012   4.000
SE0002393215   SWHO 3027         SEK    VPC-system      4/4/2005    7/16/2012   4.080
SE0002764639   SUKO 170          SEK    VPC-system     2/13/2009    8/13/2012   FRN
SE0003176163   LAHO 406          SEK    VPC-system     2/15/2010    8/15/2012   FRN
SE0002136028   EONO 160          SEK    VPC-system     8/28/2007    8/28/2012   FRN
SE0002393223   SWHO 3028         SEK    VPC-system     9/13/2005    9/17/2012   3.310
SE0003909241   SWHO 3087         SEK    VPC-system     3/21/2011    9/21/2012   FRN
SE0000909640   RGKB 1046     R   SEK    VPC-system      3/6/2002    10/8/2012   5.500
SE0003555697   KOMB K1210    R   SEK    VPC-system     10/8/2010    10/8/2012   1.750
SE0003299288   LAHO 416          SEK    VPC-system     4/15/2010   10/15/2012   FRN
SE0002393231   SWHO 3029         SEK    VPC-system    11/15/2005   11/15/2012   3.780
SE0001384785   SHYP 1573     R   SEK    VPC-system     5/10/2005   12/19/2012   6.000
SE0003114073   LAHO 400          SEK    VPC-system    12/21/2009   12/21/2012   FRN
SE0002393249   SWHO 3030         SEK    VPC-system     1/13/2006    1/15/2013   3.740
SE0003757871   SUKO 179          SEK   VPC-systemet     2/1/2011     2/1/2013   0.000
SE0003210509   SUKO 175          SEK    VPC-system      3/4/2010     3/4/2013   2.560
SE0002393256   SWHO 3031         SEK    VPC-system      4/7/2006    3/15/2013   4.360
SE0003857671   LFHY 345          SEK    VPC-system     3/18/2011    3/18/2013   FRN
SE0001352519   LAHO 197          SEK    VPC-system     1/25/2005    3/20/2013   4.000
SE0001721127   SCBC 125      R   SEK    VPC-system     4/10/2006    4/10/2013   4.000
SE0002689349   SWHO 3068         SEK    VPC-system    11/17/2008    5/15/2013   4.867
SE0002903773   STHL 166          SEK    VPC-system      6/4/2009     6/4/2013   FRN
SE0002331975   NBHB 5525    R   SEK    VPC-system     6/19/2007    6/19/2013   4.250
SE0002343764   SEBB 566     R   SEK    VPC-system     6/19/2007    6/19/2013   4.250
SE0002373696   SWHO 177     R   SEK    VPC-system     6/19/2007    6/19/2013   4.750
SE0003426915   LABO 704         SEK    VPC-system     6/29/2010    6/28/2013   FRN
SE0001384793   SHYP 1574    R   SEK    VPC-system     5/10/2005    9/18/2013   6.000
SE0002058941   LFHY 505     R   SEK    VPC-system     9/18/2006    9/18/2013   4.500
SE0003036177   STLL 125         SEK   VPC-systemet    9/18/2009    9/18/2013   FRN
SE0002654722   LAHO 425         SEK   VPC-systemet    12/9/2010    12/9/2013   FRN
SE0001908583   SUKO 164         SEK    VPC-system    12/19/2006   12/19/2013   FRN
SE0003788801   HBKO 104         SEK    VPC-system     2/17/2011    2/17/2014   0.000
SE0003909266   SWHO 3089        SEK    VPC-system     3/21/2011    3/21/2014   FRN
SE0000235434   RGKB 3001    R   SEK    VPC-system      4/1/1994     4/1/2014   0.000
SE0001721135   SCBC 126     R   SEK    VPC-system      4/6/2006     4/9/2014   4.000
SE0000412389   RGKB 1041    R   SEK    VPC-system      5/5/1997     5/5/2014   6.750
SE0000426371   SPIO 166     R   SEK    VPC-system      5/5/1997     5/5/2014   6.750
SE0001251216   OREO 118         SEK    VPC-system      9/2/2004     5/5/2014   6.750
SE0002058958   LFHY 506     R   SEK    VPC-system      5/5/2007     5/5/2014   4.500
SE0002897967   SWHO 3078        SEK    VPC-system     5/15/2009    5/14/2014   FRN
SE0001384801   SHYP 1575    R   SEK    VPC-system     5/10/2005    6/18/2014   6.000
SE0002832667   NBHB 5526    R   SEK    VPC-system     6/18/2008    6/18/2014   4.000
SE0002834127   SEBB 567     R   SEK    VPC-system     6/18/2008    6/18/2014   4.500
SE0001384819   SHYP 1576    R   SEK    VPC-system     5/10/2005    3/18/2015   6.000
SE0001936071   LAHO 326         SEK    VPC-system     3/18/2006    3/18/2015   4.500
SE0003041045   SWHO 182     R   SEK    VPC-system     3/18/2009    3/18/2015   3.750
SE0001721143   SCBC 127     R   SEK    VPC-system     4/15/2006    4/15/2015   4.000
SE0003988724   LFHY 347         SEK   VPC-systemet    5/18/2011    5/18/2015   FRN
SE0001542333   NBHB 5520    R   SEK    VPC-system     6/17/2005    6/17/2015   3.250
SE0003270818   SEBB 568     R   SEK    VPC-system     6/17/2009    6/17/2015   4.000
SE0001250135   RGKB 1049    R   SEK    VPC-system     8/12/2003    8/12/2015   4.500
SE0003555689   KOMB K1508   R   SEK    VPC-system     8/12/2010    8/12/2015   2.750
SE0003523968   STLL 126         SEK   VPC-systemet    9/16/2010    9/16/2015   FRN
SE0003585785   SWHO 183     R   SEK    VPC-system     9/19/2010    9/16/2015   3.750
SE0003550227   LFHY 340         SEK    VPC-system     9/21/2010    9/21/2015   0.000
SE0003172501   SCBC 131     R   SEK    VPC-system    11/18/2009   11/18/2015   4.000
SE0000555955   RGKB 3105    R   SEK    VPC-system     12/1/1998    12/1/2015   3.500
SE0001508656   STAH 124         SEK    VPC-system     12/1/2004    12/1/2015   3.500
SE0001384827   SHYP 1577    R   SEK    VPC-system     5/10/2005   12/16/2015   6.000
SE0003787142   STLL 0216        SEK   VPC-systemet    2/10/2011    2/10/2016   4.300
SE0003361179   LFHY 508     R   SEK    VPC-system     3/15/2010    3/15/2016   4.000
SE0003909258   SWHO 3088        SEK    VPC-system     3/21/2011    3/21/2016   FRN
SE0003585793   SWHO 184     R   SEK    VPC-system     6/15/2010    6/15/2016   3.750
SE0003624808   SEBB 569     R   SEK    VPC-system     6/15/2010    6/15/2016   4.250
SE0003949874   NBHB 5527     R   SEK    VPC-system     6/15/2010    6/15/2016   4.500
SE0001517699   RGKB 1050     R   SEK    VPC-system     7/12/2005    7/12/2016   3.000
SE0001384835   SHYP 1578     R   SEK    VPC-system     5/10/2005    9/21/2016   6.000
SE0003172519   SCBC 132      R   SEK   VPC-systemet    9/21/2009    9/21/2016   4.000
SE0003622240   LAHO 423          SEK   VPC-systemet   11/22/2010   11/22/2016   3.900
SE0003585801   SWHO 185      R   SEK    VPC-system     3/15/2010    3/15/2017   3.750
SE0003524669   RGKB 3107     R   SEK    VPC-system      6/1/2010     6/1/2017   0.500
SE0001384843   SHYP 1579     R   SEK    VPC-system     5/10/2005    6/21/2017   6.000
SE0001811399   RGKB 1051     R   SEK    VPC-system     8/12/2006    8/12/2017   3.750
SE0003787985   KOMB K1708    R   SEK    VPC-system     8/12/2010    8/12/2017   4.000
SE0002241083   RGKB 1052     R   SEK    VPC-system     3/12/2007    3/12/2019   4.250
SE0002576561   SWHO 180      R   SEK    VPC-system     5/12/2008    5/12/2020   5.700
SE0001542341   NBHB 5521     R   SEK    VPC-system     6/17/2005    6/17/2020   3.250
SE0003174820   SHYP 1583     R   SEK    VPC-system     6/17/2009    6/17/2020   4.250
SE0000317943   RGKB 3102     R   SEK    VPC-system     12/1/1995    12/1/2020   4.000
SE0001149311   RGKB 1047     R   SEK    VPC-system     1/15/2004    12/1/2020   5.000
SE0001834557   OREO 120          SEK    VPC-system     10/9/2006    12/1/2020   5.000
SE0001904814   OREO 121          SEK    VPC-system     12/1/2006    12/1/2020   5.000
SE0003784461   RGKB 1054     R   SEK    VPC-system      6/1/2010     6/1/2022   3.500
SE0003174838   SHYP 1586     R   SEK    VPC-system     9/21/2009    9/21/2022   4.500
SE0002695924   SEBB 578      R   SEK    VPC-system     12/1/2008    12/1/2023   4.250
SE0000804643   FYSO 1225         SEK    VPC-system     5/22/2001    12/1/2025   4.290
SE0000556599   RGKB 3104     R   SEK    VPC-system     12/1/1998    12/1/2028   3.500
SE0002829192   RGKB 1053     R   SEK    VPC-system     3/30/2009    3/30/2039   3.500
SE0002829200   SEBB 594      R   SEK    VPC-system     9/21/2008    9/21/2039   4.500
SE0004058006   LAHO 443          SEK   VPC-systemet    6/30/2011    6/30/2014   FRN
SE0004084390   SBAC 110912   R   SEK   VPC-systemet     7/7/2011    9/12/2011   0.000
SE0004084424   SBAC 111012   R   SEK   VPC-systemet     7/8/2011   10/12/2011   0.000

Updated        2011-07-14
                                    Liquidity   Covered/
Issuer Name                         category     SDRO
Kingdom of Sweden                        1
SBAB (Certificate)                       4
Swedbank Hypotek AB (Certificate)        4
SBAB (Certificate)                       4
Swedbank Hypotek AB                      4         x
SBAB (Certificate)                       4
SBAB (Certificate)                       4
Kingdom of Sweden                        1
Swedbank Hypotek AB (Certificate)        4
Swedbank Hypotek AB (Certificate)        4
Skandinaviska Enskilda Banken AB         4
Länsförsäkringar Hypotek AB              4         x
SBAB (Certificate)                       4
Stadshypotek AB (Certificate)            4
SBAB (Certificate)                       4
Sundsvalls Kommun                        4
Stadshypotek AB (Certificate)            4
SBAB (Certificate)                       4
SBAB (Certificate)                       4
Stadshypotek AB (Certificate)            4
Swedbank Hypotek AB                      4         x
Swedbank Hypotek AB                      2         x
Stadshypotek AB (Certificate)            4
SBAB (Certificate)                       4
Stadshypotek AB (Certificate)            4
Kingdom of Sweden                        1
SBAB (Certificate)                       4
Stadshypotek AB (Certificate)            4
Swedbank Hypotek AB (Certificate)        4
SBAB (Certificate)                       4
SBAB (Certificate)                       4
SBAB (Certifikat)                        4
Swedbank Hypotek AB                      4         x
Kingdom of Sweden                        1
Stadshypotek AB (Certificate)            4
SBAB (Certificate)                       4
Swedbank Hypotek AB                      4         x
Kingdom of Sweden                        1
Swedbank Hypotek AB                          4   x
Swedbank Hypotek AB (Certificate)            4
Swedbank Hypotek AB                          2   x
City of Stockholm                            4
Swedbank Hypotek AB                          4   x
Swedbank Hypotek AB                          4   x
SBAB (Certificate)                           4
Swedbank Hypotek AB                          4   x
Swedbank Hypotek AB                          4   x
Sundsvalls Kommun                            4
Swedbank Hypotek AB                          4   x
Stadshypotek AB                              2   x
Länsförsäkringar Hypotek AB                  2   x
Länsförsäkringar Hypotek AB                  4   x
Länsförsäkringar Hypotek AB                  4   x
Kingdom of Sweden                            1
SCBC, The Swedish Covered Bond Corporation   2   x
Swedbank Hypotek AB                          4   x
Länsförsäkringar Bank AB                     4
Skandinaviska Enskilda Banken AB             2   x
Swedbank Hypotek AB                          2   x
Nordea Hypotek AB                            2   x
Swedbank Hypotek AB                          4   x
Sundsvalls Kommun                            4
Landshypotek AB                              4   x
E. ON Sverige AB                             4
Swedbank Hypotek AB                          4   x
Swedbank Hypotek AB                          4   x
Kingdom of Sweden                            1
Kommuninvest of Sweden                       2
Landshypotek AB                              4   x
Swedbank Hypotek AB                          4   x
Stadshypotek AB                              2   x
Landshypotek AB                              4   x
Swedbank Hypotek AB                          4   x
Sundsvalls Kommun                            4
Sundsvalls Kommun                            4
Swedbank Hypotek AB                          4   x
Länsförsäkringar Hypotek AB                  4   x
Landshypotek AB                              4   x
SCBC, The Swedish Covered Bond Corporation   2   x
Swedbank Hypotek AB                          4   x
City of Stockholm                            4
Nordea Hypotek AB                            2   x
Skandinaviska Enskilda Banken AB             2   x
Swedbank Hypotek AB                          2   x
Länsförsäkringar Bank AB                     4
Stadshypotek AB                              2   x
Länsförsäkringar Hypotek AB                  2   x
Stockholms Läns Landsting                    4
Landshypotek AB                              4
Sundsvalls Kommun                            4
City of Helsingborg                          3
Swedbank Hypotek AB                          4   x
Kingdom of Sweden                            1
SCBC, The Swedish Covered Bond Corporation   2   x
Kingdom of Sweden                            1
Swedbank Hypotek AB                          2   x
Öresundskonsortiet                           4
Länsförsäkringar Hypotek AB                  2   x
Swedbank Hypotek AB                          4   x
Stadshypotek AB                              2   x
Nordea Hypotek AB                            2   x
Skandinaviska Enskilda Banken AB             2   x
Stadshypotek AB                              2   x
Landshypotek AB                              4   x
Swedbank Hypotek AB                          2   x
SCBC, The Swedish Covered Bond Corporation   2   x
Länsförsäkringar Hypotek AB                  4   x
Nordea Hypotek AB                            2   x
Skandinaviska Enskilda Banken AB             2   x
Kingdom of Sweden                            1
Kommuninvest of Sweden                       2
Stockholms Läns Landsting                    4
Swedbank Hypotek AB                          2   x
Länsförsäkringar Hypotek AB                  4   x
SCBC, The Swedish Covered Bond Corporation   2   x
Kingdom of Sweden                            1
Akademiska Hus AB                            2
Stadshypotek AB                              2   x
Stockholms Läns Landsting                    4
Länsförsäkringar Hypotek AB                  2   x
Swedbank Hypotek AB                          4   x
Swedbank Hypotek AB                          2   x
Skandinaviska Enskilda Banken AB             2   x
Nordea Hypotek AB                            2   x
Kingdom of Sweden                            1
Stadshypotek AB                              2   x
SCBC, The Swedish Covered Bond Corporation   2   x
Landshypotek AB                              2
Swedbank Hypotek AB                          2   x
Kingdom of Sweden                            1
Stadshypotek AB                              2   x
Kingdom of Sweden                            1
Kommuninvest of Sweden                       2
Kingdom of Sweden                            1
Swedbank Hypotek AB                          2   x
Nordea Hypotek AB                            2   x
Stadshypotek AB                              2   x
Kingdom of Sweden                            1
Kingdom of Sweden                            1
Öresundskonsortiet                           4
Öresundskonsortiet                           4
Kingdom of Sweden                            1
Stadshypotek AB                              2   x
Skandinaviska Enskilda Banken AB             2   x
Fysikhuset Stockholm                         4
Kingdom of Sweden                            1
Kingdom of Sweden                            1
Skandinaviska Enskilda Banken AB             2   x
Landshypotek AB                              4   x
SBAB (Certifikat)                            4
SBAB (Certifikat)                            4
                                                                                                                  Liquidity   Covered/
ISIN Code      Denomination Settlement Issuance date Maturity date Coupon rate   Issuer name                      category     SDRO
BE0000312216       EUR         EOC         2008-01-29   2018-03-28   4.0000      KINGDOM OF BELGIUM                    1
BE0374557404       EUR         EOC         2003-06-27   2018-06-27   4.6250      SOLVAY                                4
BE0932180103       EUR         EOC         2006-11-23   2016-11-23   4.3750      BELGACOM                              4
BE6000356335       USD         EOC         2009-09-15   2014-09-15   2.7850      KINGDOM OF BELGIUM                    1
DE0001135234       EUR         EOC         2003-07-04   2013-07-04   3.7500      BUNDESREP DEUTSCHLAND                 1
DE0001135267       EUR         EOC         2004-11-26   2015-01-04   3.7500      BUNDESREP DEUTSCHLAND                 1
DE0001135283       EUR         EOC         2005-05-20   2015-07-04   3.2500      BUNDESREP DEUTSCHLAND                 1
DE0001135333       EUR         EOC         2007-05-25   2017-07-04   4.2500      BUNDESREP DEUTSCHLAND                 1
DE0001135358       EUR         EOC         2008-05-28   2018-07-04   4.2500      BUNDESREP DEUTSCHLAND                 1
DE0001135382       EUR         EOC         2009-05-22   2019-07-04   3.5000      BUNDESREP DEUTSCHLAND                 1
DE0001137313       EUR         EOC         2010-08-13   2012-09-14   0.7500      BUNDESREP DEUTSCHLAND                 1
DE0001141505       EUR         EOC         2007-03-30   2012-04-13   4.0000      BUNDESREP DEUTSCHLAND                 1
DE0001141570       EUR         EOC         2010-04-16   2015-04-10   2.2500      BUNDESREP DEUTSCHLAND                 1
DE0007026882       EUR         EOC         2001-01-25   2011-10-25   5.5000      COMMERZBANK                           3
DE000A1DAMD9       EUR         EOC           3/2/2010     3/4/2013    FRN        KFW                                   2
DE000A1H36V3       EUR         EOC         2011-04-19   2016-04-08   3.1250      KREDITANSTALT FUR WIEDERAUFBAU        2
DE000A1H36X9       EUR         EOC         2011-06-15   2018-06-15   3.1250      KFW                                   3
DE000EH1AAR8       EUR         EOC           4/1/2010    10/1/2014    FRN        EUROHYPO                              3
DE000MHB02J0       EUR         EOC         2008-09-02   2011-09-02   4.5000      MUNCHENER HYPOTHEKENBANK              4
DE000NWB0410       EUR         EOC         2008-05-14   2013-05-14   4.2500      NRW BANK                              3
DE000NWB25A7       USD         EOC         2010-02-02   2013-02-01    FRN        NRW BANK                              3
DK0002011386       DKK       VP/EOC        2002-01-01   2035-07-01   5.0000      NORDEA KREDIT REALKREDIT              4
DK0002012277       DKK       VP/EOC        2002-01-01   2014-01-01   4.0000      NORDEA BANK DANMARK                   2
DK0002012434       DKK       VP/EOC        2003-01-01   2025-10-01   4.0000      NORDEA KREDIT REALKREDIT              4
DK0002013408       DKK       VP/EOC        2003-10-01   2035-10-01   5.0000      NORDEA KREDIT REALKREDIT              4
DK0002013838       DKK       VP/EOC        2004-11-19   2038-10-01    FRN        NORDEA BANK                           4
DK0002014216       DKK       VP/EOC        2005-01-01   2038-04-01   5.0000      NORDEA KREDIT REALKREDIT              4
DK0002014992       DKK       VP/EOC        2005-01-01   2028-10-01   4.0000      NORDEA KREDIT REALKREDIT              4         x
DK0002015023       DKK       VP/EOC        2005-01-01   2038-01-01   4.0000      NORDEA KREDIT REALKREDIT              4
DK0002015882       DKK       VP/EOC        2005-01-01   2017-01-01   4.0000      NORDEA KREDIT REALKREDIT              4
DK0002016260       DKK       VP/EOC        2006-04-01   2028-10-01   5.0000      NORDEA KREDIT REALKREDIT              4
DK0002021187       DKK       VP/EOC        2007-10-01   2041-10-01   6.0000      NORDEA KREDIT REALKREDIT              2
DK0002021690       DKK       VP/EOC        2007-12-03   2012-07-01    FRN        NORDEA KREDIT REALKREDIT              2
DK0002022078       DKK       VP/EOC        2008-04-01   2041-10-01   7.0000      NORDEA KREDIT REALKREDIT              2
DK0002022821       DKK       VP/EOC        2009-11-02   2012-01-01   2.0000      NORDEA KREDIT REALKREDIT              4         x
DK0002022904       DKK       VP/EOC        2009-11-02   2013-01-01   2.0000      NORDEA KREDIT REALKREDIT              4         x
DK0004129616       DKK       VP/EOC        2007-11-08   2018-01-01    FRN        DANMARKS SKIBSKREDITFOND              2
DK0004129889       DKK       VP/EOC        2007-07-01   2020-01-01    FRN        DANMARKS SKIBSKREDITFOND              2
DK0004714458       DKK       VP/EOC        2002-07-01   2035-07-01   5.0000      TOTALKREDIT                           2
DK0004715349       DKK       VP/EOC        2003-02-28   2025-07-01   4.0000      TOTALKREDIT                           2
DK0004715505   DKK   VP/EOC   2003-04-01   2035-07-01   4.0000   TOTALKREDIT          2
DK0004716826   DKK   VP/EOC   2003-10-29   2035-10-01   5.0000   TOTALKREDIT          2
DK0004717204   DKK   VP/EOC   2004-11-19   2038-10-01    FRN     TOTALKREDIT          2
DK0004717394   DKK   VP/EOC   2004-10-01   2038-10-01    FRN     TOTALKREDIT          2
DK0006320668   DKK   VP/EOC   2003-01-01   2025-10-01   4.0000   DLR KREDIT           2
DK0006320825   DKK   VP/EOC   2003-04-01   2035-10-01   4.0000   DLR KREDIT           2
DK0006322870   DKK   VP/EOC   2005-01-17   2038-10-01   5.0000   DLR KREDIT           2
DK0006323175   DKK   VP/EOC   2005-04-01   2028-10-01   4.0000   DLR KREDIT           2
DK0006323928   DKK     VP     2006-04-01   2028-10-01   5.0000   DLR KREDIT           2
DK0006324140   DKK     VP     2006-09-19   2012-01-01   4.0000   DLR KREDIT           2
DK0006324652   DKK   VP/EOC   2007-04-01   2038-10-10   6.0000   DLR KREDIT           2
DK0006324736   DKK   VP/EOC   2007-06-11   2038-10-01   6.0000   DLR KREDIT           2
DK0006324819   DKK     VP     2007-09-28   2013-01-01   4.0000   DLR KREDIT           2
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DK0009253064   DKK   VP/EOC   1993-07-01   2026-10-01   6.0000   REALKREDIT DANMARK   4
DK0009257990   DKK   VP/EOC   1996-07-01   2029-10-01   6.0000   REALKREDIT DANMARK   4
DK0009265589   DKK   VP/EOC   1999-08-02   2032-04-01   7.0000   REALKREDIT DANMARK   4
DK0009268179   DKK   VP/EOC   2001-12-07   2012-01-01   4.0000   REALKREDIT DANMARK   4
DK0009268252   DKK   VP/EOC   2001-01-01   2012-01-01   4.0000   REALKREDIT DANMARK   4   x
DK0009269227   DKK   VP/EOC   2002-07-01   2035-10-01   5.0000   REALKREDIT DANMARK   4
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DK0009269813   DKK   VP/EOC   2003-02-25   2014-01-01   4.0000   REALKREDIT DANMARK   4
DK0009270076   DKK   VP/EOC   2003-01-20   2020-10-01   4.0000   REALKREDIT DANMARK   4
DK0009270159   DKK   VP/EOC   2003-01-01   2025-10-01   4.0000   REALKREDIT DANMARK   4
DK0009270233   DKK   VP/EOC   2003-06-12   2035-10-01   4.0000   REALKREDIT DANMARK   4
DK0009271637   DKK   VP/EOC   2003-10-01   2035-10-01   5.0000   REALKREDIT DANMARK   4
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DK0009272874   DKK   VP/EOC   2005-01-14   2038-01-01   5.0000   REALKREDIT DANMARK   4
DK0009273179   DKK   VP/EOC   2005-02-16   2038-01-01   4.0000   REALKREDIT DANMARK   4
DK0009273765   DKK   VP/EOC   2005-04-01   2038-10-01    FRN     REALKREDIT DANMARK   4
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DK0009274144   DKK   VP/EOC   2005-05-18   2028-01-01   4.0000   REALKREDIT DANMARK   4
DK0009274300   DKK   VP/EOC   2005-06-01   2038-01-01   4.0000   REALKREDIT DANMARK   4
DK0009274730   DKK   VP/EOC   2006-01-01   2017-01-01   4.0000   REALKREDIT DANMARK   4
DK0009275034   DKK   VP/EOC   2006-04-01   2028-10-01   5.0000   REALKREDIT DANMARK   4
DK0009275703   DKK   VP/EOC   2007-05-15   2038-07-01    FRN     REALKREDIT DANMARK   4
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DK0009278210   DKK   VP/EOC   2007-06-15   2038-10-01   6.0000   REALKREDIT DANMARK   4
DK0009278483   DKK   VP/EOC   2007-06-15   2038-01-01   6.0000   REALKREDIT DANMARK   4   x
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DK0009723637   DKK   VP/EOC   1993-07-01   2026-10-01   6.0000   NYKREDIT             2
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DK0009753469   DKK   VP/EOC   2002-04-01   2035-07-01   5.0000   NYKREDIT             2
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DK0009757106   DKK   VP/EOC   2003-01-24   2025-10-01   4.0000   NYKREDIT             2
DK0009757296   DKK   VP/EOC   2003-04-01   2035-10-01   4.0000   NYKREDIT             2
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DK0009758856   DKK     VP     2003-09-11   2012-01-01   2.0000   NYKREDIT             2
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NL0000102283   EUR     EOC     2006-07-17   2016-07-15   4.0000   KINGDOM OF THE NETHERLANDS        1
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XS0195698963   SEK   EOC   2004-07-01   2014-07-01   5.2500   GENERAL ELECTRIC                    4
XS0199708339   EUR   EOC   2004-09-30   2051-10-30    FRN     ARENA BV                            3
XS0200551975   SEK   EOC   2004-09-14   2014-05-05   4.5000   EUROPEAN INVESTMENT BANK            2
XS0202840301   EUR   EOC   2004-10-21   2046-10-21    FRN     STORM                               4
XS0210929161   EUR   EOC   2005-06-20   2054-12-20    FRN     GRANITE MASTER ISSUER               3
XS0211630156   SEK   EOC   2005-02-09   2015-02-09   4.2500   TELIASONERA                         4
XS0212183833   EUR   EOC   2005-03-30   2039-05-18    FRN     HERMES                              4
XS0217032738   EUR   EOC   2005-04-28   2042-05-25    FRN     SAECURE BV                          4
XS0218182912   EUR   EOC   2005-05-04   2015-05-11    FRN     AKTIA REAL ESTATE                   2
XS0218734118   EUR   EOC   2005-05-09   2015-05-11   4.1250   TELIASONERA                         4
XS0219048641   EUR   EOC   2005-09-07   2047-05-26    FRN     STORM                               4
XS0219399275   SEK   EOC   2004-12-01   2020-12-01   5.0000   EUROPEAN INVESTMENT BANK            2
XS0220174543   EUR   EOC   2005-09-07   2054-12-20    FRN     GRANITE MORTGAGES                   3
XS0221281917   SEK   EOC   2005-06-10   2025-06-25   3.6500   EUROPEAN INVESTMENT BANK            4
XS0228806245   EUR   EOC   2005-09-29   2039-09-18    FRN     HERMES                              4
XS0229614200   EUR   EOC   2006-01-09   2054-12-20    FRN     GRANITE MASTER ISSUER               4
XS0230694233   EUR   EOC   2005-09-29   2048-09-15    FRN     LUSITANO MORTGAGES                  4
XS0230784901   EUR   EOC   2006-01-09   2051-12-28    FRN     DUTCH MORTGAGE PORTFOLIO LOANS      4
XS0233338135   EUR   EOC   2005-11-10   2064-11-17    FRN     DARTS FINANCE                       4
XS0235753299   EUR   EOC   2005-11-24   2047-11-13    FRN     CELTIC RESIDENTIAL IRISH MORTGAGE   4
XS0236179270   EUR   EOC   2005-11-24   2056-06-21    FRN     SAGRES STC                          4
XS0238184856   EUR   EOC   2005-12-21   2015-10-10    FRN     CENTAURUS (ECLIPSE 2005-3)          4
XS0240602929   EUR   EOC   2006-01-25   2054-12-20    FRN     GRANITE MASTER ISSUER               4
XS0242988177   EUR   EOC   2006-02-03   2013-02-04    FRN     GOLDMAN SACHS GROUP                 3
XS0243911756   EUR   EOC   2006-02-28   2048-04-22    FRN     STORM                               4
XS0246593304   EUR   EOC   2006-03-14   2016-03-14   4.0000   INVESTOR                            4
XS0246672355   EUR   EOC   2006-07-14   2064-12-17    FRN     ARENA BV                            4
XS0248264060   EUR   EOC   2006-07-14   2033-06-13    FRN     PERMANENT FINANCING                 4
XS0249073767   EUR   EOC   2006-03-29   2013-03-28   3.6250   NORTHERN ROCK                       4
XS0252421499   EUR   EOC   2006-07-14   2054-12-20    FRN     GRANITE MASTER ISSUER               4
XS0252740088   EUR   EOC   2006-05-23   2048-05-22    FRN     STORM                               4
XS0254003725   EUR   EOC   2007-08-08   2050-04-24    FRN     LOTHIAN MORTGAGES                   4
XS0255540279   SEK   EOC   2006-05-23   2012-05-23    FRN     GENERAL ELECTRIC                    4
XS0255922048   EUR   EOC   2006-06-05   2042-02-08    FRN     MOUND FINANCING                     4
XS0256323972   EUR   EOC   2006-06-28   2076-09-25    FRN     DELPHINUS BV                        4
XS0258428712   EUR   EOC   2006-06-20   2016-06-20   4.5000   FORTUM                              4
XS0260141584   EUR   EOC   2006-08-03   2016-07-20    FRN     GERMAN RESIDENTIAL                  4
XS0260784318   EUR   EOC   2006-07-13   2059-07-20    FRN     MAGELLAN MORTGAGES                  4
XS0260981229   EUR   EOC   2006-07-13   2016-07-13   4.3750   HBOS                                2
XS0266920320   EUR   EOC   2006-09-08   2011-09-08    FRN     DANSKE BANK                         4
XS0267362266   EUR   EOC   2006-09-21   2056-09-20    FRN     ARRAN RESIDENTIAL MORTGAGES         4
XS0267891843   SEK   EOC   2006-09-21   2020-12-01    FRN     EUROPEAN INVESTMENT BANK            4
XS0267967924   EUR   EOC   2006-09-19   2054-12-20    FRN     GRANITE MASTER ISSUER               4
XS0268642161   EUR   EOC   2006-09-28   2059-07-15    FRN     LUSITANO MORTGAGES                  4
XS0270510653   EUR   EOC   2006-10-17   2033-07-15    FRN     PERMANENT MASTER ISSUER             4
XS0271028838   EUR   EOC   2006-10-26   2038-12-18    FRN     HERMES                              4
XS0272590570   GBP   EOC   2006-11-08   2011-11-08    FRN     BVA SENIOR FINANCE                  4
XS0273120716   EUR   EOC   2006-11-07   2011-11-07   4.0000   YORKSHIRE BUILDING SOCIETY          4
XS0273258821   USD   EOC   2006-11-06   2052-02-17    FRN     ARKLE MASTER ISSUER                 4
XS0273274869   EUR   EOC   2006-11-06   2052-02-17    FRN     ARKLE MASTER ISSUER                 4
XS0273444538   GBP   EOC   2006-11-08   2011-11-08    FRN     KBC IFIMA                           4
XS0274289759   EUR   EOC   2006-11-28   2054-10-18    FRN     FOSSE MASTER ISSUER                 4
XS0274542918   SEK   EOC   2006-11-21   2011-11-21    FRN     HSBC                                4
XS0274609923   EUR   EOC   2006-11-20   2039-04-25    FRN     E-MAC PROGRAM                       4
XS0275035789   EUR   EOC   2006-11-15   2051-11-20    FRN     CANDIDE FINANCING                   4
XS0275093473   EUR   EOC   2006-11-17   2014-01-15   3.8750   HBOS                                2
XS0275110822   SEK   EOC   2006-11-14   2011-11-14    FRN     GENERAL ELECTRIC                    4
XS0275790789   EUR   EOC   2006-12-12   2048-12-14    FRN     CELTIC RESIDENTIAL IRISH MORTGAGE   4
XS0275790862   GBP   EOC   2006-12-12   2048-12-14    FRN     CELTIC RESIDENTIAL IRISH MORTGAGE   4
XS0275944766   EUR   EOC   2006-11-29   2054-12-20    FRN     GRANITE MORTGAGES                   4
XS0276516829   EUR   EOC   2006-11-28   2076-10-28    FRN     BELUGA MASTER ISSUER                4
XS0276517710   EUR   EOC   2006-11-28   2076-04-28    FRN     BELUGA MASTER ISSUER                4
XS0277508692   EUR   EOC   2006-12-14   2052-02-17    FRN     ARKLE MASTER ISSUER                 4
XS0277571385   EUR   EOC   2006-12-05   2013-12-05   3.8750   NATIONWIDE BUILDING SOCIETY         4
XS0277974076   EUR   EOC   2006-12-12   2012-01-12    FRN     CITIGROUP INC                       3
XS0278556286   EUR   EOC   2006-12-12   2013-12-12   3.7500   STADSHYPOTEK                        2   x
XS0278746143   EUR   EOC   2006-12-13   2013-12-13   4.2500   SKF                                 4
XS0278853659   SEK   EOC   2006-12-01   2020-12-01   5.0000   KFW                                 4
XS0283474723   EUR   EOC   2008-07-22   2049-04-22    FRN     STORM                               4
XS0283678307   SEK   EOC   2009-01-29   2016-07-12   4.2030   KOMMUNINVEST OF SWEDEN              4
XS0283839248   SEK   EOC   2007-01-23   2012-01-23   4.3750   GOLDMAN SACHS GROUP                 4
XS0284071908   EUR   EOC   2007-01-24   2054-12-20    FRN     GRANITE MASTER ISSUER               4
XS0285159363   GBP   EOC   2007-02-08   2012-02-08    FRN     KBC IFIMA                           4
XS0286335996   EUR   EOC   2007-03-01   2043-06-10    FRN     KILDARE SECURITIES LTD              4
XS0287728827   GBP   EOC   2007-02-21   2012-02-21    FRN     MERRILL LYNCH                       4
XS0288090342   EUR   EOC   2007-01-03   2033-10-15    FRN     PERMANENT MASTER ISSUER             4
XS0289186230   EUR   EOC   2007-03-05   2012-03-05    FRN     SOCIETE GENERALE                    3
XS0289507484   EUR   EOC   2007-03-07   2013-03-07    FRN     TELIASONERA                                  4
XS0291465358   SEK   EOC   2007-03-21   2014-03-21    FRN     TELIASONERA                                  4
XS0291472560   SEK   EOC   2007-03-21   2014-03-21   4.5000   TELIASONERA                                  4
XS0291663820   EUR   EOC   2007-03-29   2039-08-18    FRN     HERMES                                       4
XS0291731502   SEK   EOC   2006-09-15   2011-09-15   4.0000   CITY OF STOCKHOLM                            4
XS0292418729   SEK   EOC   2007-03-23   2012-03-23    FRN     AIG NY                                       3
XS0292898912   EUR   EOC   2007-03-22   2060-02-29    FRN     HIPOTOTTA                                    4
XS0293657416   EUR   EOC   2007-03-30   2054-09-15    FRN     PELICAN MORTGAGES                            4
XS0293707377   SEK   EOC   2007-12-01   2028-12-01   4.0000   EUROPEAN INVESTMENT BANK                     4
XS0295073174   SEK   EOC   2007-04-10   2017-04-10   4.3250   CITIGROUP INC                                4
XS0296551111   EUR   EOC   2007-04-25   2012-04-25    FRN     ERSTE BANK DER ÖSTERREICHISCHEN SPARKASSEN   4
XS0297253733   SEK   EOC   2007-04-24   2012-04-24    FRN     GENERAL ELECTRIC                             4
XS0298974840   EUR   EOC   2007-05-23   2054-12-17    FRN     GRANITE MASTER ISSUER                        4
XS0300633095   SEK   EOC   2008-09-21   2014-05-14    FRN     GENERAL ELECTRIC                             4
XS0300686531   USD   EOC   2007-05-16   2012-05-16    FRN     HBOS                                         4
XS0301132097   SEK   EOC   2007-05-21   2014-05-21   4.7000   FORTUM                                       4
XS0301132501   SEK   EOC   2007-05-21   2012-05-21    FRN     FORTUM                                       4
XS0301954771   EUR   EOC   2007-05-19   2017-05-29   4.8750   TELENOR                                      4
XS0302983068   EUR   EOC   2007-06-20   2021-07-15    FRN     HOLMES MASTER ISSUER                         4
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XS0304458721   EUR   EOC   2007-06-08   2017-06-08   4.6250   HBOS                                         2
XS0304469256   USD   EOC   2007-06-19   2056-09-19    FRN     ARRAN RESIDENTIAL MORTGAGES                  4
XS0304482861   EUR   EOC   2007-06-19   2056-09-16    FRN     ARRAN RESIDENTIAL MORTGAGES                  4
XS0306063610   SEK   EOC   2007-06-25   2015-08-12   4.7400   KOMMUNINVEST OF SWEDEN                       4
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XS0322977223   EUR   EOC   2007-10-02   2017-10-02   5.5000   E.ON                                         4
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XS0326230181   EUR   EOC   2007-10-17   2017-10-17   5.2500   KONINKLIJKE DSM                              4
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XS0328142715   EUR   EOC   2007-11-05   2012-11-05   4.5000   ROYAL BANK OF CANADA                         2
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XS0333837382   EUR   EOC   2007-12-03   2049-10-17    FRN     ARENA BV                              4
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XS0385623128   EUR   EOC   2008-09-03   2012-02-28    FRN     DNB NOR                               4
XS0387989360   SEK   EOC   2008-09-16   2013-09-16    FRN     TELIASONERA                           4
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XS0496636175   EUR   EOC   2010-03-25   2013-03-25    FRN     BANQUE FEDERATIVE DU CREDIT MUTUEL           3
XS0497141142   EUR   EOC   2010-03-23   2017-03-23   3.3750   ING BANK                                     2
XS0498716868   EUR   EOC   2010-03-31   2012-03-31    FRN     SOCIETE GENERALE                             3
XS0498717163   EUR   EOC   2010-03-31   2015-03-31   3.0000   SOCIETE GENERALE                             3
XS0502969388   EUR   EOC   2010-04-20   2016-04-20   2.7500   DNB NOR BOLIGKREDITT                         3
XS0503709411   EUR   EOC   2010-04-21   2013-07-15    FRN     INSTITUT CREDITO OFICIAL                     2
XS0505153626   SEK   EOC   2010-04-29   2012-10-29    FRN     SBAB BANK                                    4
XS0509846647   SEK   EOC   2010-05-17   2012-09-17    FRN     SCBC, THE SWEDISH COVERED BOND CORPORATION   4   x
XS0510759946   SEK   EOC   2010-05-21   2012-05-21    FRN     SWEDBANK MORTGAGE                            4   x
XS0511754508   USD   EOC   2010-05-21   2013-05-21    FRN     NRW BANK                                     3
XS0511908310   SEK   EOC   2010-05-28   2013-05-27    FRN     FINANCE FOR DANISH INDUSTRY                  4
XS0512195032   SEK   EOC   2010-05-25   2012-04-25    FRN     SEB                                          4   x
XS0513600873   SEK   EOC   2010-05-28   2014-05-28   2.0000   MUNICIPALITY FINANCE                         3
XS0514020493   SEK   EOC   2010-06-01   2013-01-11    FRN     NORDEA HYPOTEK                               4   x
XS0514862340   USD   EOC   2010-06-04   2013-06-04    FRN     KOMMUNEKREDIT                                2
XS0514992048   USD   EOC   2010-06-04   2013-06-04   1.8750   KOMMUNINVEST OF SWEDEN                       3
XS0515394947   SEK   EOC   2010-06-04   2012-06-20    FRN     SWEDBANK MORTGAGE                            4   x
XS0515762093   EUR   EOC   2010-06-09   2015-06-09   2.5000   SPAREBANK VEST BOLIGKREDITT                  2
XS0516437984   SEK   EOC   2010-06-09   2013-04-01    FRN     STADSHYPOTEK                                 4   x
XS0517466784   EUR   EOC   2010-06-15   2015-06-15   2.3750   OP MORTGAGE BANK                             2
XS0517769500   EUR   EOC   2010-06-18   2014-06-18   2.7500   ROYAL BANK OF SCOTLAND                       2
XS0517999503   SEK   EOC   2010-06-17   2013-05-03    FRN     STADSHYPOTEK                                 4   x
XS0519708613   EUR   EOC   2010-06-23   2015-06-23   2.5000   SPAREBANK 1 BOLIGKREDITT                     2
XS0519971070   SEK   EOC   2010-06-24   2011-12-05    FRN     STADSHYPOTEK                                 3   x
XS0525490198   EUR   EOC   2010-07-13   2015-07-13   2.8750   BNP PARIBAS                                  3
XS0530643450   USD   EOC   2010-08-06   2014-08-06    FRN     DNB NOR                                      4
XS0531962768   SEK   EOC   2010-08-13   2012-08-13    FRN     SWEDBANK MORTGAGE                            4   x
XS0532188935   EUR   EOC   2010-08-11   2015-08-11   2.7500   NORDEA BANK                                  3
XS0536586950   USD   EOC   2010-08-26   2013-08-26   1.3750   NRW BANK                                     3
XS0537582669   USD   EOC   2010-09-03   2013-09-03   1.2500   KOMMUNEKREDIT                                2
XS0539871763   EUR   EOC   2010-09-08   2016-09-08   3.0000   ROYAL BANK OF SCOTLAND                       2
XS0541090162   SEK   EOC   2010-09-14   2015-09-14   3.1250   FORTUM                                       3
XS0541090246   SEK   EOC   2010-09-14   2015-09-14    FRN     FORTUM                                       3
XS0542722862   USD   EOC   2010-09-16   2015-09-16   2.5000   CIE DE FINANCEMENT FONCIER                   2
XS0542823629   SEK   EOC   2010-09-21   2015-09-21    FRN     GENERAL ELECTRIC                             3
XS0543243678   USD   EOC   2010-09-21   2014-09-19   2.1250   AUST & NZ BANKING GROUP                      3
XS0544060709   SEK   EOC   2010-09-23   2012-03-23    FRN     DANSKE BANK                                  4
XS0545240995   SEK   EOC   2010-09-30   2013-03-29    FRN     SBAB BANK                                    4
XS0545331877   USD   EOC   2010-10-04   2012-10-04    FRN     MUNICIPALITY FINANCE                         4
XS0546424077   EUR   EOC   2010-10-05   2015-10-05   1.7500   KINGDOM OF DENMARK                           1
XS0548553972   EUR   EOC   10/12/2010   10/12/2012    FRN     SWEDBANK MORTGAGE                            4   x
XS0548863736   SEK   EOC   2010-10-13   2013-04-17    FRN     NORDEA HYPOTEK                               4   x
XS0548999043   USD   EOC   2010-10-15   2013-10-15   1.0000   L-BANK BW FOERDERBANK                3
XS0549221249   SEK   EOC   2010-10-15   2012-10-15    FRN     MUNICIPALITY FINANCE                 4
XS0549221249   SEK   EOC   2010-10-15   2012-10-15    FRN     MUNICIPALITY FINANCE                 4
XS0550060080   SEK   EOC   2010-10-15   2015-10-15    FRN     MUNICIPALITY FINANCE                 4
XS0550466899   SEK   EOC   2010-10-18   2012-10-18    FRN     SWEDBANK MORTGAGE                    4   x
XS0552807629   EUR   EOC   2010-10-22   2013-10-22    FRN     NATIONAL AUSTRALIA BANK              3
XS0554369081   EUR   EOC   2010-11-02   2014-01-31   2.0000   SWEDBANK MORTGAGE                    2   x
XS0555005684   EUR   EOC   2010-10-29   2013-10-29    FRN     WESTPAC BANKING CORP                 3
XS0555816817   SEK   EOC   2010-11-05   2015-11-05   3.2500   NRW BANK                             3
XS0556687100   SEK   EOC   2010-11-08   2012-05-08   1.8750   KOMMUNALBANKEN                       4
XS0556842432   SEK   EOC   2010-11-08   2012-05-08    FRN     NORDIC INVESTMENT BANK               4
XS0566341698   USD   EOC   2010-12-07   2012-12-07   0.6250   KINGDOM OF SWEDEN                    1
XS0576372691   EUR   EOC   2011-01-11   2016-01-11   2.6250   DNB NOR BOLIGKREDITT                 3
XS0579068122   EUR   EOC   2011-01-17   2012-01-17    FRN     BNP PARIBAS                          3
XS0580400884   EUR   EOC   2011-01-24   2013-01-24    FRN     BANQUE FEDERATIVE DU CREDIT MUTUEL   4
XS0581062675   EUR   EOC   2011-01-21   2016-01-21   3.0000   SWEDBANK MORTGAGE                    2   x
XS0581077350   SEK   EOC   2011-01-21   2013-01-21    FRN     POHJOLA BANK                         4
XS0583567606   SEK   EOC   2011-01-28   2014-01-28    FRN     EUROPEAN INVESTMENT BANK             2
XS0584340193   SEK   EOC   2011-01-27   2016-01-27    FRN     REPUBLIC OF FINLAND                  1
XS0584584220   SEK   EOC   2011-01-27   2014-05-05   3.2500   KREDITANSTALT FUR WIEDERAUFBAU       2
XS0585194136   USD   EOC   2011-01-28   2014-01-28    FRN     LANDWIRTSCHAFTLICHE RENTENBANK       4
XS0585320707   SEK   EOC   2011-01-28   2016-01-28    FRN     LANDWIRTSCHAFTLICHE RENTENBANK       2
XS0585894461   SEK   EOC   2011-02-03   2014-02-03    FRN     CITY OF GOTHENBURG                   4
XS0586693003   EUR   EOC   2011-02-01   2013-02-01    FRN     SBAB BANK                            3
XS0587976183   SEK   EOC   2011-02-03   2016-02-03    FRN     COMMONWEALTH BANK OF AUSTRALIA       4
XS0589452011   EUR   EOC   2011-02-08   2016-02-08   3.1250   SPAREBANK VEST BOLIGKREDITT          2
XS0590904701   SEK   EOC   2011-02-10   2012-08-03    FRN     STADSHYPOTEK                         4   x
XS0592450232   EUR   EOC   2011-02-16   2016-02-16   3.6250   SVENSKA HANDELSBANKEN                3
XS0592502305   SEK   EOC    2/16/2011    2/16/2015    FRN     CITY OF GOTHENBURG                   4
XS0603232165   EUR   EOC   2011-03-10   2014-09-10   2.7500   SWEDBANK MORTGAGE                    2   x
XS0605124857   EUR   EOC   2011-03-15   2016-03-15   4.0000   ROYAL BANK OF SCOTLAND               3   x
XS0605180412   SEK   EOC   2011-03-15   2013-03-15    FRN     KLP KOMMUNEKREDITT                   4
XS0606329364   SEK   EOC    3/18/2011    3/18/2014    FRN     CITY OF GOTHENBURG                   4
XS0607844775   SEK   EOC   2011-03-24   2014-03-24    FRN     SBAB BANK                            4
XS0609572663   EUR   EOC   2011-03-28   2013-03-28    FRN     ING BANK                             3
XS0610298936   USD   EOC   2011-05-25   2013-09-30   1.0000   KINGDOM OF SWEDEN                    1
XS0610555681   USD   EOC   2011-03-30   2014-03-28   1.5000   BANK NEDERLANDSCHE GEMEENTEN         2
XS0611353086   EUR   EOC   2011-04-01   2017-04-01   3.2500   OP MORTGAGE BANK                     2   x
XS0614132438   EUR   EOC   2011-04-07   2014-04-17    FRN     NATIONAL AUSTRALIA BANK              3
XS0614582392   USD   EOC   2011-04-07   2014-04-07    FRN     L-BANK BW FOERDERBANK                2
XS0626107600   SEK   EOC   2011-05-12   2016-05-12    FRN     DNB NOR BANK                         4
XS0626566110   USD   EOC   2011-05-16   2016-05-16   2.3750   MUNICIPALITY FINANCE                 3
XS0629997213     NOK       EOC   2011-05-24   2014-05-24    FRN     CITY OF GOTHENBURG             4
XS0630411659     USD       EOC   2011-05-24   2016-02-08    FRN     BANK NEDERLANDSCHE GEMEENTEN   4
XS0632992607     EUR       EOC   2011-06-02   2014-06-02   2.5000   NORDEA BANK FINLAND            2
XS0634845712     NOK       EOC   2011-06-10   2014-06-10    FRN     STOCKHOLMS STAD                4

Updated        7/14/2011

				
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posted:7/15/2011
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