|
Isin/Cusip
|
Issue Name
|
Current Quantity
|
|
BE6276038419
|
ANHEUSER-BUSCH INBEV NV SR UNSEC EMTN
|
1000000
|
|
BE6285450449
|
ANHEUSER-BUSCH INBEV NV CO GTD FRN
|
1000000
|
|
DE000A12UAW2
|
DEUT PFANDBRIEFBANK AG
|
1400000
|
|
DE000A18V120
|
VONOVIA FINANCE BV CO GTD SR UNSEC
|
1300000
|
|
DE000A1MA9X1
|
HOCHTIEF AG
|
1200000
|
|
DE000SYM7779
|
SYMRISE AG BD
|
500000
|
|
DK0009510992
|
NYKREDIT REALKREDIT AS SR UNSEC
|
100000
|
|
ES0413790017
|
BANCO POPULAR ESPANOL COVERED
|
600000
|
|
FR0011776749
|
BPCE SA SR UNSEC FRN SR UNSEC EMTN
|
1300000
|
|
FR0011964865
|
CAISSE DES DEPOTS ET CON
|
2200000
|
|
FR0012188670
|
RCI BANQUE SA
|
1200000
|
|
FR0012674182
|
RCI BANQUE SA SR UNSEC FRN EMTN
|
300000
|
|
FR0013017894
|
TTSOC 2015-1 A 1MEUR + 48BP
|
700000
|
|
GB00BXR80C96
|
UK TREASURY BILL
|
190000
|
|
GB00BXR83C02
|
UK TREASURY BILL
|
2920000
|
|
GB00BXR9JJ29
|
UK TREASURY BILL
|
100000
|
|
GB00BXR9W711
|
UK TREASURY BILL
|
150000
|
|
IT0004702251
|
MONTE DEI PASCHI SIENA COVERED
|
1000000
|
|
IT0004922909
|
ITALIAN CCTS
|
4800000
|
|
IT0005068314
|
SUNRI 2014-2 A1 3MEUR + 72BP
|
500000
|
|
IT0005118192
|
SUNRI 2015-1 A
|
400000
|
|
IT0005143133
|
SUNRI 2015-3 A1 1MEUR + 90BP
|
700000
|
|
IT0005199382
|
SUNRI 2016-1 A1 1MEUR + 65BP
|
600000
|
|
JP1746051G53
|
JAPAN TREASURY DISC BILL #605
|
500000000
|
|
US0258M0DQ92
|
AMERICAN EXPRESS CREDIT SR UNSEC FRN
|
1450000
|
|
US031162BT62
|
AMGEN INC SR UNSEC
|
800000
|
|
US05616GAJ85
|
BABSN 2012-2A A1R 1MLIB+124BP 144A
|
400000
|
|
US06051GFK04
|
BANK OF AMERICA CORP SR UNSEC FRN
|
400000
|
|
US12548VAF22
|
CIFC 2012-2A A1R
|
500000
|
|
US172967JV44
|
CITIGROUP INC SR UNSEC
|
500000
|
|
US22532LAN47
|
CREDIT AGRICOLE LONDON SR UNSEC 144A
|
1200000
|
|
US34960LAA89
|
FCI 2015-4A A 1MLIB+125BP 144A
|
400000
|
|
US35553AAJ34
|
FRASR 2012-7A A1R 1MLIB+107.50BP 144A
|
400000
|
|
US37045XAE67
|
GENERAL MOTORS FINL CO SR UNSEC
|
400000
|
|
US37045XAT37
|
GENERAL MOTORS FINL CO SR UNSEC FRN
|
1300000
|
|
US38141EB990
|
GOLDMAN SACHS GROUP INC SR UNSEC FRN
|
600000
|
|
US38148LAB27
|
GOLDMAN SACHS GROUP INC SR UNSEC
|
1400000
|
|
US404280AX71
|
HSBC HOLDINGS PLC SR UNSEC
|
1600000
|
|
US48274DAA72
|
KVK 2012-1A A 1MLIB+137BP 144A
|
300000
|
|
US50183YAG44
|
LCM 12AR AR 1MLIB+126BP 144A
|
400000
|
|
US55608PAR55
|
MACQUARIE BANK LTD SRUNSEC FRN 144A
|
1700000
|
|
US55818FAN24
|
MDPK 2012-9AR AR 3MLIB+129BP
|
500000
|
|
US67102VAQ05
|
OAKC 2012-6A AR 3MLIB+122BP 144A
|
500000
|
|
US82460EAG52
|
SHINHAN BANK SR UNSEC REGS
|
1300000
|
|
US87938WAS26
|
TELEFONICA EMISIONES SAU SR UNSEC
|
1200000
|
|
US90261XHF24
|
UBS AG STAMFORD CT SR UNSEC
|
1600000
|
|
US92328CAJ45
|
VENTR 2012-11AR AR 3MLIB+130BP 144A
|
500000
|
|
US92343VBM54
|
VERIZON COMMUNICATIONS SR UNSEC
|
1200000
|
|
US92343VCA08
|
VERIZON COMMUNICATIONS SR UNSEC
|
1500000
|
|
US92557PAJ75
|
VIBR 2012-1A A1AR 3MLIB+134BP
|
500000
|
|
USG82003AB38
|
SINOPEC GRP OVERSEA 2014 SR UNSEC REGS
|
1400000
|
|
USY3815NSJ19
|
HYUNDAI CAPITAL SERVICES SR UNSEC REGS
|
1300000
|
|
XS0123682758
|
BRITISH TELECOM PLC SR UNSEC EURO NON $
|
1300000
|
|
XS0140144204
|
SAFEWAY LTD SR UNSUB EMTN
|
1250000
|
|
XS0140280305
|
AHOLD FINANCE USA
|
800000
|
|
XS0191752434
|
BANK OF AMERICA CORP GLBL SUB NT
|
1100000
|
|
XS0215477356
|
CELF 2005-1X B 6ME+38BP
|
700000
|
|
XS0220306046
|
JUBIL V-X A2 6MEUR+24BP
|
1400000
|
|
XS0225922110
|
MPLC 7 A2 3MGBP+23
|
2200000
|
|
XS0233115269
|
CELF 2005-2X B1 6MEUR + 38BP
|
200000
|
|
XS0236075908
|
CITIGROUP INC EMTN FIX-FLT SUB NT
|
1500000
|
|
XS0241946044
|
TELEFONICA EMISIONES SAU EMTN
|
900000
|
|
XS0249443879
|
BANK OF AMERICA CORP EMTN SUB NT
|
1600000
|
|
XS0269268586
|
WM COVERED BOND PROGRAM COVERED EMTN
|
1500000
|
|
XS0269885785
|
ITV PLC CO GTD EMTN
|
800000
|
|
XS0269903869
|
NEXT PLC BD
|
800000
|
|
XS0271070525
|
REED ELSEVIER INVESTMENT EMTN
|
800000
|
|
XS0272301218
|
AQUIL 2006-1X A 6MEUR+24BP
|
2000000
|
|
XS0275432358
|
IMPERIAL BRANDS FINANCE
|
1200000
|
|
XS0294901045
|
BA COVERED BOND ISSUER EMTN
|
1400000
|
|
XS0297938242
|
NPTNO 2007-1X AT 6MEUR + 23BP
|
700000
|
|
XS0300190831
|
JPMORGAN CHASE & CO EMTN
|
1500000
|
|
XS0311680747
|
ESAIL 2007-4X A2A 3MGBP+30BP
|
400000
|
|
XS0355789271
|
STANDARD CHARTERED BANK SUB NT
|
900000
|
|
XS0418995907
|
REED ELSEVIER INVESTMENT CO GTD
|
500000
|
|
XS0426513031
|
AT&T INC NT SR UNSECURED
|
1200000
|
|
XS0430699008
|
CARLSBERG BREWERIES A/S SR UNSEC EMTN
|
800000
|
|
XS0431150654
|
BG ENERGY CAPITAL PLC CO GTD EMTN
|
1200000
|
|
XS0433107041
|
KFW FOR GOV GTD EMTN
|
181000
|
|
XS0466117057
|
EDF ENERGY NETWORKS LPN NT EMTN
|
1100000
|
|
XS0472569416
|
INTERCONTINENTAL HOTELS CO GTD EMTN
|
1150000
|
|
XS0478043291
|
NATIONAL EXPRESS GROUP P
|
500000
|
|
XS0499542396
|
MONDI FINANCE LTD CO GTD
|
1300000
|
|
XS0554658947
|
RABOBANK NEDERLAND SR UNSECURED EMTN
|
1200000
|
|
XS0561875450
|
MOTABILITY OPERATIONS GR SR UNSEC EMTN
|
1000000
|
|
XS0587975961
|
LANDWIRTSCH. RENTENBANK GOV GTD EMTN
|
1000000
|
|
XS0746650984
|
FCE BANK PLC SR UNSEC EMTN
|
1100000
|
|
XS0749488986
|
FINLAND (REP OF) EMTN
|
2000000
|
|
XS0778434000
|
LLOYDS BANK PLC GOV GTD REGS
|
7000000
|
|
XS0811621159
|
SWEDISH EXPORT CREDIT
|
1297000
|
|
XS0875844374
|
NRW.BANK LOC GOV GTD FRN EMTN
|
1100000
|
|
XS0944452563
|
GRF 2013-1 A 3MEUR+115BP
|
1000000
|
|
XS0968464015
|
KOMMUNALBANKEN AS
|
1000000
|
|
XS0981588121
|
EUROPEAN INVESTMENT BANK
|
2300000
|
|
XS1013950222
|
LLOYDS BANK PLC COVERED FRN SEC
|
1600000
|
|
XS1017603751
|
FMS WERTMANAGEMENT GOV GTD
|
700000
|
|
XS1021925836
|
COMMONWEALTH BANK AUST COVERED
|
1000000
|
|
XS1022203076
|
MUNICIPALITY FINANCE PLC
|
1500000
|
|
XS1049536896
|
BK NEDERLANDSE GEMEENTEN UNSEC
|
1000000
|
|
XS1052681902
|
FMS WERTMANAGEMENT GOV GTD
|
1100000
|
|
XS1065067289
|
VOLKSWAGEN BANK GMBH
|
1000000
|
|
XS1070235004
|
ABBEY NATL TREASURY SERV
|
1500000
|
|
XS1074364305
|
L-BANK BW FOERDERBANK
|
1000000
|
|
XS1082839553
|
TOTAL CAPITAL INTL SA SR UNSEC EMTN
|
1000000
|
|
XS1087802234
|
NATIONWIDE BLDG SOCIETY
|
1000000
|
|
XS1087817422
|
SCENTRE MGMT LTD
|
1000000
|
|
XS1087929730
|
DEXIA CREDIT LOCAL GOV GTD
|
1000000
|
|
XS1103661838
|
ECARA 4 A 1MGBP +41BP REGS
|
500000
|
|
XS1111691520
|
TORONTO-DOMINION BANK SEC
|
300000
|
|
XS1115493626
|
WESTPAC SECURITIES NZ LT CO GTD FRN
|
1200000
|
|
XS1122138214
|
BUMP 6 A 1MEUR+45BP
|
400000
|
|
XS1130127571
|
LEASEPLAN CORPORATION NV SR UNSEC
|
1400000
|
|
XS1150813571
|
BK NEDERLANDSE GEMEENTEN
|
1000000
|
|
XS1165176717
|
BARCLAYS BANK PLC COV FRN
|
400000
|
|
XS1167637294
|
VOLKSWAGEN INTL FIN NV CO GTD FRN
|
1200000
|
|
XS1186131634
|
FCE BANK PLC
|
500000
|
|
XS1211586638
|
SWEDBANK HYPOTEK AB
|
500000
|
|
XS1212467911
|
SKY PLC
|
1200000
|
|
XS1218203153
|
TORONTO-DOMINION BANK
|
1000000
|
|
XS1222623834
|
DELAM 2015-1 A1 3MLIB+65BP
|
500000
|
|
XS1238066622
|
ABBEY NATL TREASURY SERV
|
1000000
|
|
XS1240146891
|
GOLDMAN SACHS GROUP INC SR UNSEC
|
800000
|
|
XS1246144650
|
INTESA SANPAOLO SPA SR UNSEC FRN
|
1000000
|
|
XS1247516088
|
CREDIT SUISSE AG SR UNSEC FRN EMTN
|
1300000
|
|
XS1262879338
|
ROYAL BANK OF CANADA
|
1200000
|
|
XS1306609675
|
VCL 22 A 1MEUR + 62BP
|
1000000
|
|
XS1308617254
|
ECARA 6 A 1MGBP + 85BP
|
700000
|
|
XS1312135905
|
SWEDBANK HYPOTEK AB
|
1000000
|
|
XS1315154721
|
NATIONWIDE BLDG SOCIETY SR UNSEC
|
1000000
|
|
XS1340857546
|
GFUND 2016-1X A1B 3MBP + 60BP
|
500000
|
|
XS1342698047
|
NORDEA EIENDOMSKREDITT SEC
|
1000000
|
|
XS1344807265
|
BANK OF NOVA SCOTIA COVERED
|
1500000
|
|
XS1356949245
|
TORONTO-DOMINION BANK
|
1200000
|
|
XS1362381672
|
AUST & NZ BANKING GROUP
|
500000
|
|
XS1371721512
|
ROFIN 2 A 3MGBP + 130BP
|
500000
|
|
XS1374309752
|
NEDER WATERSCHAPSBANK
|
1600000
|
|
XS1374344403
|
ROYAL BANK OF CANADA
|
700000
|
|
XS1377696627
|
CANADIAN IMPERIAL BANK
|
1000000
|
|
XS1381690574
|
AP MOELLER-MAERSK A/S SR UNSEC FRN
|
700000
|
|
XS1396260108
|
GFUND 2016-2X A1B 3MGBP + 80BP
|
700000
|