Urev ideret specifikation af børsnoterede finansielle instrumenter jf. 40 stk. 2 i Bekendtgørelse om finansielle rapporter for danske UCITS.

Transkript

1 Årsrapport beholdning DANSKE INVEST ENGROS FLEXINVEST KORTE OBLIGATIONER KL Urev ideret specifikation af børsnoterede finansielle instrumenter jf. 40 stk. 2 i Bekendtgørelse om finansielle rapporter for danske UCITS Værdipapir Valuta Antal/nom Valutakurs Kurs Kursværdi Antal/nom Valutakurs Kurs Kursværdi Investeringsforeninger fra danske udstedere DI Globale High Yield-Obligationer DKK ,000 86, , , DI Nye Markeder Obl. DKK , , , , Danske Invest Euro High Yield-Obligationer Udb DKK ,000 99, , , SELE US High Yield Bonds DKK , , I alt i DKK I alt for investeringsforeninger fra danske udstedere Noterede afledte finansielle instrumenter fra udenlandske udstedere Euro-Bobl 5Y Future Mar (OEH7) EUR ,555 0,000 0 Euro-Bund 10Y Future Mar (RXH7) EUR ,555 0,000 0 I alt i EUR 0 0 US 10yr Note (CBT) Future Mar (TYH7) USD ,955 0,000 0 US Ultra Bond (CBT) Future Mar (WNH7) USD ,955 0,000 0 USD 2 Yr Note (CBT) Future Mar (TUH7) USD ,955 0,000 0 USD 5 Yr Note (CBT) Future Mar (FVH7) USD ,955 0,000 0 I alt i USD 0 0 I alt for noterede afledte finansielle instrumenter fra udenlandske udstedere 0 0 Noterede obligationer fra danske udstedere 0,5 NYKREDIT 01E A 2027 DKK ,000 95, ,000 99, ,50 BRFKREDIT 111.E 2027 DKK ,000 99, ,50 REALKREDIT DANMARK 20S.S 2027 DKK ,000 95, ,000 99, ,00 BRFKREDIT 321.E AP RF 2019 DKK , , ,00 BRFKREDIT 321.E JA RF 2021 DKK , , ,00 BRFKREDIT 321.E OK RF 2018 DKK , , , , ,00 BRFKREDIT 321.E OK RF 2020 DKK , , ,00 FÆRØERNES LANDSSTYRE DKK , , , , ,00 LR REALKREDIT IT JA 2018 DKK , , , , ,00 LR REALKREDIT RF JA 2019 DKK , , , , ,00 NORDEA (INK) APR RF 2021 DKK , , ,00 NYKREDIT 01E A 2027 DKK , , ,00 NYKREDIT 01E A 2032 DKK ,000 94, ,000 98, ,00 NYKREDIT 13G AP 2018 R DKK , , , , ,00 NYKREDIT 13G AP 2019 R DKK , , , , ,00 NYKREDIT 13H JA 2019 R DKK , , ,00 NYKREDIT 13HB OK 2020 RF DKK , , ,00 NYKREDIT 91D JA 2019 R DKK , , , , ,00 REALKREDIT DANMARK 10F AP (INK) 2020 RF DKK , , , , ,00 REALKREDIT DANMARK 10F AP (INK) 2021 RF DKK , , ,00 REALKREDIT DANMARK 10F JA (INK) 2019 RF DKK , , ,00 REALKREDIT DANMARK 10F JA (INK) 2021 RF DKK , ,

2 1,00 REALKREDIT DANMARK 10F JA (INK) 2022 RF DKK , , ,00 REALKREDIT DANMARK 20S.S 2027 DKK , , ,50 DANSK STATSLÅN ST LÅN (INK) 2023 DKK , , , , ,75 FÆRØERNES LANDSSTYRE DKK , , , , ,00 BRFKREDIT 111.E 2029 DKK , , , , ,00 BRFKREDIT 321 B JA 2018 DKK , , , , ,00 BRFKREDIT 321.E AP 2019 DKK , , , , ,00 BRFKREDIT 321.E OK 2017 DKK , , ,00 BRFKREDIT 321.E OK 2018 DKK , , , , ,00 DANMARKS SKIBSKREDIT (INK) ST JAN 2019 DKK , , , , ,00 DLR 42S A B 2037 DKK ,000 95, , , ,00 DLR KREDIT AP B 2018 RF DKK , , ,00 DLR KREDIT AP B 2019 RF DKK , , , , ,00 DLR KREDIT AP B 2020 RF DKK , , , , ,00 DLR KREDIT OK B 2018 RF DKK , , , , ,00 DLR KREDIT STL AP B 2017 DKK , , ,00 DLR KREDIT STL AP B 2019 DKK , , , , ,00 DLR KREDIT STL JA B 2018 DKK , , ,00 DLR KREDIT STL OK B 2018 DKK , , , , ,00 DLR KREDIT STL OK B 2019 DKK , , , , ,00 DLR ST L INK B 2017 DKK , , ,00 DLR ST.L INK B 2017 DKK , , ,00 LR REALKREDIT ST L INK AP RO 2017 DKK , , , , ,00 LR REALKREDIT ST L INK AP RO 2018 DKK , , , , ,00 LR REALKREDIT ST L INK AP RO 2019 DKK , , , , ,00 LR REALKREDIT ST L INK JA RO 2018 DKK , , , , ,00 LR REALKREDIT ST L INK JA RO 2020 DKK , , , , ,00 NORDEA (INK) APR 2018 DKK , , ,00 NORDEA (INK) APR RF 2020 DKK , , ,00 NORDEA (INK) JAN 2019 DKK , , , , ,00 NORDEA (INK) JAN 2020 DKK , , , , ,00 NORDEA (INK) OCT 2019 DKK , , , , ,00 NORDEA (INK) OKT 2017 DKK , , ,00 NORDEA (INK) OKT 2018 DKK , , , , ,00 NORDEA (INK) OKT RF 2020 DKK , , ,00 NORDEA ANNUITETSLÅN 2029 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2037 DKK ,000 96, , , ,00 NYKREDIT 01E A 2029 DKK , , , , ,00 NYKREDIT 01E A 2032 DKK ,000 98, , , ,00 NYKREDIT 12G B AP NC 2018 DKK , , ,00 NYKREDIT 12G B AP NC 2019 DKK , , , , ,00 NYKREDIT 12H B AP NC 2018 DKK , , ,00 NYKREDIT 12H B AP NC 2019 DKK , , ,00 NYKREDIT 12H B JA NC 2020 DKK , , ,00 NYKREDIT 12H B JU NC 2019 DKK , , ,00 REALKREDIT DANMARK 10T AP (INK) 2018 DKK , , ,00 REALKREDIT DANMARK 10T AP (INK) 2019 DKK , , , , ,00 REALKREDIT DANMARK 10T JA (INK) 2018 DKK , , ,00 REALKREDIT DANMARK 10T JA (INK) 2020 DKK , , , , ,00 REALKREDIT DANMARK 21S.S 2029 DKK , , , , ,50 BRFKREDIT 111.E 2037 DKK ,000 98, , , ,50 DANSK STATSLÅN ST LÅN (INK) 2016 DKK , , ,50 DLR 42S A B 2037 DKK ,000 98, , , ,50 NORDEA ANNUITETSLÅN 2037 DKK , , ,50 NYKREDIT 01E A 2037 DKK ,000 99, , , ,00 BRFKREDIT 111.E 2034 DKK , , , , ,00 BRFKREDIT 111.E 2047 DKK ,000 98, , , ,00 DANSK STATSLÅN ST LÅN (INK) 2021 DKK , , , , ,00 DLR 42S A B 2034 DKK , , , , ,00 DLR 43S A B 2047 DKK , , ,00 NORDEA ANNUITETSLÅN 2024 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2026 DKK , , , ,

3 3,00 NORDEA ANNUITETSLÅN 2028 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2031 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2034 DKK , , , , ,00 NYKREDIT 01E A 2031 DKK , , , , ,00 NYKREDIT 01E A 2034 DKK , , , , ,00 NYKREDIT 01E A 2044 DKK , , , , ,00 NYKREDIT 01E A 2047 DKK ,000 98, ,00 NYKREDIT 01E DA 2047 DKK ,000 97, , , ,00 NYKREDIT 02D 2028 DKK , , , , ,00 REALKREDIT DANMARK 22 D S 2028 DKK , , , , ,00 REALKREDIT DANMARK 22S.SA 2031 DKK , , , , ,00 REALKREDIT DANMARK 22S.SA 2034 DKK , , , , ,00 REALKREDIT DANMARK 23S.SA 2044 DKK , , , , ,375 AMBU A S DKK , , , , ,375 NYKREDIT H B AP NC JCB 2017 DKK , , ,375 REALKREDIT DANMARK T SRFIX APR 2017 DKK , , ,5 DSV AS DKK , , , , ,5 DSV AS DKK , , , , ,50 BRFKREDIT 111.E 2044 DKK , , , , ,50 DLR 43S A B 2044 DKK , , , , ,50 NORDEA ANNUITETSLÅN 2044 DKK , , , , ,50 NORDEA OA DKK , , , , ,50 NYKREDIT 01E A 2044 DKK , , , , ,50 NYKREDIT 01E DA 2044 DKK , , , , ,50 REALKREDIT DANMARK 23S.SA 2044 DKK , , ,00 BRFKREDIT 111.E 2044 DKK , , , , ,00 BRFKREDIT 111.E DKK , , , , ,00 BRFKREDIT 111B 2025 DKK , , , , ,00 BRFKREDIT 111B 2035 DKK , , , , ,00 BRFKREDIT 321.E 2018 DKK , , ,00 DANSK STATSLÅN ST LÅN (INK) 2017 DKK , , , , ,00 DANSK STATSLÅN ST LÅN (INK) 2019 DKK , , , , ,00 DLR 43S OA B 2041 DKK , , , , ,00 KOMMUNEKREDIT 49 S A 2020 DKK , , , , ,00 LANDBRUGS REALKREDITFOND 42 S A 2025 DKK , , , , ,00 LR REALKREDIT ANN. RO 2044 DKK , , , , ,00 LR REALKREDIT ST L INK RO 2016 DKK , , ,00 NORDEA (INK) 2018 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2041 DKK , , , , ,00 NYKREDIT 01E A 2026 DKK , , , , ,00 NYKREDIT 01E A 2041 DKK , , , , ,00 NYKREDIT 01E A 2044 DKK , , , , ,00 NYKREDIT 01E DA 2044 DKK , , , , ,00 NYKREDIT 02D 2025 DKK , , , , ,00 NYKREDIT 02D 2028 DKK , , , , ,00 NYKREDIT 73D OA 2038 DKK , , , , ,00 REALKREDIT DANMARK 10S AP (INK) 2018 DKK , , , , ,00 REALKREDIT DANMARK 10S AP (INK) 2020 DKK , , , , ,00 REALKREDIT DANMARK 21S.S 2026 DKK , , , , ,00 REALKREDIT DANMARK 22 D S 2025 DKK , , , , ,00 REALKREDIT DANMARK 22 D S 2028 DKK , , , , ,00 REALKREDIT DANMARK 23S.SA 2041 DKK , , , , ,00 REALKREDIT DANMARK 23S.SA 2044 DKK , , , , ,00 REALKREDIT DANMARK 43 D 2038 DKK , , , , ,50 DANSK STATSLÅN ST LÅN (INK) 2039 DKK , , , , ,00 LANDBRUGS REALKREDITFOND 42 S A 2019 DKK , , , , ,00 LANDSBANKERNES REALLAANEFOND ANN DKK , , , , ,00 LR REALKREDIT ANN. RO 2041 DKK , , , , ,00 NORDEA (INK) 2018 DKK , , ,00 REALKREDIT DANMARK 22 D S 2019 DKK , , , , ,00 REALKREDIT DANMARK 43 D OA 2038 DKK , , , , ,00 BRFKREDIT 111.E DKK , , , ,

4 6,00 DANSKE KREDIT ANNUITETSLÅN 2029 DKK , , , , ,00 DLR 43S OA 2038 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2031 DKK , , , , ,00 NORDEA ANNUITETSLÅN 2038 DKK , , , , ,00 NYKREDIT 01E DA 2041 DKK , , , , ,00 REALKREDIT DANMARK 23S.S 2041 DKK , , , , ,00 REALKREDIT DANMARK 43 D OA 2038 DKK , , , , ,00 REALKREDIT DANMARK 53 D 6FF 2038 DKK , , , , ,00 REALKREDIT DANMARK 63 D 6FF OA 2036 DKK , , , , ,00 UNIKREDIT ANNUITETSLÅN (Æ2029) 2029 DKK , , , , ,00 DANSK STATSLÅN ST LÅN (INK) 2024 DKK , , , , AX IV EG HOLDING III APS FRN DKK , , , , DANMARKS SKIBSKREDITFOND VAR. SK DKK , , DANMARKS SKIBSKREDITFOND VAR. SK DKK , , , , DANMARKS SKIBSKREDITFOND VAR. SK DKK ,000 98, , , DANMARKS SKIBSKREDITFOND VAR. SKE 2018 DKK ,000 98, , , DANMARKS SKIBSKREDITFOND VAR. SKE 2020 DKK ,000 97, ,000 99, DANSKE BANK FRN PERP DKK , , DLR KREDIT VAR SSB B AP 2018 DKK , , DLR KREDIT VAR SSB B OK 2019 DKK , , LR KREDIT VAR 6CB IT 2018 DKK , , NYKREDIT VAR 21E F3H 2041 DKK ,000 96, ,000 97, NYKREDIT VAR 22H F6H 2026 RF DKK , , , , NYKREDIT VAR 49D 6F OA DKK ,000 99, , , NYKREDIT VAR EF6BNCJCB 2016 DKK , , NYKREDIT VAR HF6BNCJCB 2016 DKK , , NYKREDIT VAR. 21E 500CF6A 2021 DKK , , NYKREDIT VAR. 21E 500CF6DA 2021 DKK , , NYKREDIT VAR. 21G 500CF6A 2023 DKK , , , , NYKREDIT VAR. 21H 500CF6DA 2023 DKK , , , , NYKREDIT VAR. 32H F3H 2018 R DKK ,000 99, NYKREDIT VAR. 32H F6H 2018 R DKK ,000 99, NYKREDIT VAR. 33D 500CF DKK , , NYKREDIT VAR. 33D CF 2038 DKK , , , , NYKREDIT VAR. 43D 500CF6 OA 2038 DKK , , , , NYKREDIT VAR. 43D CF OA 2038 DKK , , , , NYKREDIT VAR. 47D 500CF6 OA 2018 DKK , , NYKREDIT VAR. F3G OK 2017 RT DKK ,000 99, NYKREDIT VAR. F3G OK 2018 RF DKK , , , , NYKREDIT VAR. F6NYK22H JULI 2027 DKK , , REALKREDIT DANMARK VAR 13 D 6F OA 2038 DKK ,000 97, ,000 98, REALKREDIT DANMARK VAR. 12F.6F JA 2017 IT DKK , , REALKREDIT DANMARK VAR. 12S FA 2021 RF DKK , , REALKREDIT DANMARK VAR. 33S.S.CF.OA 2021 DKK , , , , REALKREDIT DANMARK VAR. RDSRV18T 2018 DKK , , SPAR NORD BANK FRN DKK , , , , TOTALKREDIT VAR. 40C 500 CF6 OA 2038 DKK , , Udtrukne DKK VAR. BRFKREDIT 154.B 2038 DKK , , , , VAR. BRFKREDIT 414.E.OA 2016 DKK , , VAR. BRFKREDIT 454.B OA 2038 DKK , , , , VAR. REALKREDIT DANMARK 73 D 5CF 2038 DKK , , , , VAR. REALKREDIT DANMARK 83 D 5CF OA 2038 DKK , , , , VAR. REALKREDIT DANMARK 83 D 6CF OA 2038 DKK , , , , I alt i DKK VESTAS WIND SYSTEMS EUR ,265 98, , , ,75 DANSKE BANK A S EUR , , ,5 A.P. MØLLER - MÆRSK A S EUR ,265 97, ,125 ISS GLOBAL A S EUR ,265 99, , , ,25 NYKREDIT LU JCB 2017 EUR , , ,5 TDC AS FRN PERPETUAL CALLABLE EUR ,265 94, ,555 96, ,875 DANSKE BANK EMTN EUR , ,

5 4 NYKREDIT BANK EUR ,265 99, , , ,375 TDC AS EUR , , , , ,875 DONG ENERGY A S FRN PERP CALL EUR , , , , ,75 DANSKE BANK CALL PERP EUR , , , , DANSKE BANK FRN EUR , , , , DANSKE BANK FRN PERP CALL EUR , , , , DBB JACK-UP SERVICES A S FRN EUR , , DONG ENERGY A S EUR ,265 95, , , I alt i EUR ARLA FOODS FINANCE SEK , , , , ARLA FOODS FINANCE FRN SEK , , , , I alt i SEK I alt for noterede obligationer fra danske udstedere Noterede obligationer fra udenlandske udstedere 4,75 CITIGROUP INC DKK , , , , BANK OF SCOTLAND FRN 2018 DKK , , I alt i DKK ,25 SANTANDER CONSUMER BANK EUR , , ,75 POHJOLA BANK PLC EUR ,265 97, , , ,0 AVINOR AS EUR ,265 95, , , ,0 SWEDBANK AB EUR , , , , ,125 NORDEA BANK AB EUR ,265 96, , , ,125 POHJOLA BANK PLC EUR , , , , ,125 SVENSKA CELLULOSA AB EUR ,265 93, ,555 99, ,25 SECURITAS AB EUR , , ,375 ALFA LAVAL EUR ,265 99, , , ,5 AKELIUS RESIDENT EUR , , ,5 BUONI POLIENNALI DEL TESORO EUR , , ,5 G4S INTL FIN PLC EUR , , ,5 MOLNLYCKE HOLDING AB EUR , , , , ,5 SAMPO OYJ EUR , , , , ,5 SLOVENIA (REPUBLIC) EUR ,265 87, ,5 SPAREBANK EUR , , , , ,6 SPAIN (GOVERNMENT) EUR ,265 99, ,625 LANDSBANKINN HF EUR , , ,75 ANGLO AMERICAN CAPITAL EUR , , ,75 AVINOR AS EUR , , , , ,75 ISLANDSBANKI EUR , , PGE SA EUR , , ,00 BANK OF IRELAND EMTN EUR , , , , ,75 CORRAL PETROLEUM HOLDING EUR ,555 97, SNAI SPA EUR ,265 91, POHJOLA BANK PLC EUR , , , , ,125 NESTE OIL OYJ EUR ,265 98, , , ,125 SPAREBANK 1 SR BANK EUR , , , , ,125 STORA ENSO OYJ EUR , , ,25 HEIDELBERG CEMENT FIN LUX EUR , , , , ,25 KEMIRA OYJ EUR , , , , ,25 NORDEA BANK AB EUR , , , , ,25 SATO OYJ EUR ,265 99, , , ,25 SECURITAS AB EUR , , , , ,25 SVENSKA HANDELSBANKEN AB EUR , , , , ,25 ZF NORTH AMERICA CAPITAL EUR , , , , ,375 CITYCON TREASURY BV EUR , , , , ,375 HUNGARIAN DEVELOPMENT BK EUR ,265 99, ,375 PEUGEOT SA EUR , , ,375 SATO OYJ EUR , , ,375 SKF AB EUR , , , , ,375 SPONDA OYJ EUR , , , ,

6 2,375 VOLVO TREASURY AB EMTN EUR , , , , ,384 EESTI ENERGIA AS EUR ,265 99, ,5 CITYCON TREASURY BV EUR , , ,5 TVO EMTN EUR ,265 98, ,50 STATKRAFT AS EMTN EUR , , ,50 SVENSKA CELLULOSA AB EMTN EUR , , , , ,625 BANCO POPOLARE SC EUR , , , , ,625 CROWN EUROPEAN EUR ,555 98, ,625 G4S INTL FINANCE PLC EUR , , , , ,625 INDONESIA (REP) EUR , , ,625 SECURITAS AB EUR , , , , ,625 SPP DISTRIBUCIA AS EUR , , ,75 BANCO POPOLARE SC EUR , , , , ,75 CNH INDUSTRIAL FIN EUROPE EUR ,265 99, , , ,75 KESKO OYJ EUR , , , , ,75 METSO CORP EUR , , , , ,75 PETROBRAS INTL FIN CO EUR ,265 81, ,75 SCHAEFFLER FINANCE BV EUR , , ,75 SMURFIT KAPPA ACQUISITION EUR ,265 96, , , ,75 ZF NORTH AMERICA CAPITAL EUR ,265 95, , , ,855 INTESA SANPAOLO SPA EUR ,265 97, ,555 99, ,875 CNH INDUSTRIAL FIN EUROPE EUR ,265 99, , , ,875 G4S INTL FINANCE PLC EMTN EUR , , , , ,875 ISLANDSBANKI HF EUR ,265 99, , , ,875 OBRIGACOES DO TESOURO EUR , , ,555 95, BANCO ESPIRITO SANTO EUR ,265 13, CASINO GUICHARD PERRACH EUR , , BRAZIL (REPUBLIC) EUR ,265 86, INDONESIA (GOVERNMENT) EUR ,265 99, , , ,0 CROATIA (REPUBLIC) EUR ,265 91, ,0 Landsbankinn HF EUR , , , , ,0 UNITED MEXICAN STATES EUR ,265 86, ,00 DNB BANK ASA EUR , , , , ,125 ARION BANKI HF EUR , , , , ,125 FAURECIA SA X EUR ,265 98, , , ,125 OI EUROPEAN GRP EUR , , ,25 HEIDELBERGCEMENT FIN. LUX EUR , , ,25 INVESTOR AB EUR , , , , ,25 PETROBRAS INTL FIN CO EUR ,265 73, , , ,25 REXEL SA REGS EUR ,265 99, , , ,25 SCHAEFFLER FINANCE BV EUR ,265 97, , , ,25 TELECOM ITALIA EMTN EUR , , , , ,255 KAZAGRO NATIONAL MGMT HOLD EUR ,265 94, ,555 99, ,3744 RZD CAPITAL PLC EUR ,265 93, , , ,375 AKELIUS RESIDENTIAL AB EUR , , , , ,375 CAMPOFRIO FOOD GROUP SA EUR , , , , ,375 CROWN EURO HOLDINGS EUR ,265 93, , , ,375 GAS NATURAL FENOSA FIN B.V EUR ,265 86, ,555 93, ,375 HUHTAMAKI OYJ EUR , , ,375 INDONESIA (GOVERNMENT) EUR ,265 94, ,375 SAPPI PAPIER HOLDING GMBH EUR ,265 96, , , ,5 ADIENT GLOBAL HO EUR , , ,5 GESTAMP FUN LUX EUR , , ,5 HANESBRANDS LX EUR , , ,50 MOROCCO (KINGDOM) EUR , , , , ,625 BANCA MONTE DEI PASCHI DI EUR , , ,555 96, ,625 FAURECIA CORP EUR , , ,625 RENAULT SA EUR , , , , ,625 ROMANIA (REPUBLIC) EUR , , ,625 TELECOM ITALIA EUR , , ,75 AXALTA COATING EUR , , ,75 BANCO DO BRASIL REGS EUR ,265 93, , ,

7 3,75 CITYCON OYJ EUR , , ,75 SNS BANK NV EUR ,265 99, , , ,75 UNITYMEDIA KABELBW GMBH EUR ,265 86, ,555 95, ,875 CROATIA (REPUBLIC) EUR , , ,875 ROMANIA (REPUBLIC) EUR , , , , ,975 FYR MACEDONIA EUR ,265 94, Bankia SA FRN EUR ,265 99, , , WIND ACQUISITION FIN EUR , , , , ,0 SOFTBANK GROUP EUR , , , , ,0 THYSSENKRUPP AG EMTN EUR , , ,0 UNITYMEDIA HESSEN NRW EUR ,265 96, , , ,0 UPCB FINANCE IV LTD EUR ,265 94, , , ,00 FORTUM OYJ EUR , , , , ,00 NESTE OIL OYJ EUR , , ,00 NESTE OIL OYJ EUR , , , , ,00 SKANDINAVISKA ENSKILDA FRN EUR , , , , ,00 TELECOM ITALIA REGS EUR , , , , ,125 ALLIED IRISH BANKS EUR , , , , ,125 ARDAGH PKG FIN EUR , , ,125 REP OF TURKEY EUR , , , , ,125 TELENOR EMTN EUR , , , , ,2 TELEFONICA EUROPE FRN PERP CALL EUR ,265 98, , , ,25 ARDAGH PACKAGING FINANCE EUR , , , , ,25 BULGARIAN ENERGY HLD EUR ,265 97, , , ,25 CITYCON OYJ EUR , , ,25 INTL. PERSONAL FINANCE PLC EUR ,265 93, ,555 77, ,25 KOMMUN LANDSPENSJON FRN EUR ,265 96, , , ,25 ZIGGO SECURED FI EUR , , ,375 BOPARAN FINANCE PLC EUR ,265 89, ,375 CEMEX SAB DE CV EUR ,265 91, ,375 DELTA LLOYD EMTN VRN 13 6 PERPETUAL EUR ,265 84, ,555 96, ,5 DEUTSCHE BANK AG EUR , , ,5 FINMECCANICA FIN EUR , , , , ,5 REPSOL INTL. FINANCE BV EUR ,265 78, ,555 94, ,50 MOROCCO (KINGDOM) EUR , , ,596 GENERALI FINANCE FRN PERP CALL EUR ,265 97, ,555 97, ,625 ITELLA OYJ EUR , , ,625 NORDEA BANK AB FRN EUR , , , , ,75 ARKEMA PERPETUAL EUR ,265 98, , , ,75 DNB BANK ASA EUR , , , , ,75 FIAT FINANCE & TRADE EUR , , , , ,75 FIAT FINANCE & TRADE EUR , , , , ,75 GROUPE BPCE FRN PERP CALL EUR , , ,75 INTERNATIONAL GAME TECH EUR ,265 93, , , ,75 ONTEX GROUP NV EUR , , , , ,75 R&R ICE CREAM PLC EUR , , ,75 SOFTBANK GROUP EUR ,265 97, , , ,87 CASINO GUICHARD PERRACHO PERP CALL EUR ,555 95, ,875 FYR MACEDONIA EUR ,265 99, , , ,875 INVESTOR EUR , , , , TELEFONICA EUROPE FRN PERP CALL EUR , , , , ,0 ARGENTINA EUR ,555 88, ,00 DEUTSCHE BANK AG EUR , , ,00 ENEL SPA EUR , , , , ,00 STORA ENSO OYJ EMTN EUR , , ,125 CONTOURGLOB PWR EUR , , ,125 GRUPO ANTOLIN DUTCH B.V EUR , , , , ,125 REP OF TURKEY EUR , , , , ,125 REXEL SA REGS EUR , , ,125 UNITYMEDIA NRW HES GMBH REGS EUR , , , , ,317 GENERALI FINANCE FRN PERP CALL EUR , , ,321 UT2 FUNDING PLC MULTI-STEP EUR , ,

8 5,375 INEOS GROUP HOLD EUR , , ,5 COTT FINANCE COR EUR , , ,50 STORA ENSO OYJ EUR , , ,50 UNITYMEDIA NRW HES GMBH REGS EUR , , , , ,625 MACEDONIA-C BOND EUR , , ,625 UNITYMEDIA HESSEN NRW EUR , , , , ,75 ABN AMRO BANK NV PERP CALL EUR , , , , ,75 EUROPCAR GROUPE SA EUR , , , , ,75 HUNGARY (REPUBLIC) EUR , , ,75 INTL. PERSONAL FINANCE PLC EUR ,265 93, ,555 80, ,75 OFFICINE MACCAFERRI SPA EUR ,265 92, ,555 86, ,75 POHJOLA BANK PLC EUR , , , , ,75 XPO LOGISTICS INC EUR ,265 93, ,875 BISOHO SAS EUR , , ,875 CIRSA FUNDING LUX EUR , , ,875 GESTAMP FUND LUX SA EUR , , ,921 MAPFRE SA FRN EUR , , , , CEMEX FINANCE LLC EUR ,265 97, ENERGIAS DE PORTUGAL SA EUR ,265 98, , , NUMERICABLE GROUP EUR , , , , NUMERICABLE GROUP EUR , , , , ,0 VERISURE HOLDING AB EUR , , , , ,00 BANCO POPOLARE SC EUR , , , , ,117 BPCE SA PERP CALL EUR , , ,125 BOMBARDIER INC. REGS EUR , , ,25 ALTICE SA EUR ,265 84, , , ,25 EPHIOS BONDCO EUR , , , , ,25 FIAT INDUSTRIAL FINANCE EUR , , , , ,25 VATTENFALL AB EMTN EUR , , ,352 HT1 FUNDING GMBH PERP CALL EUR , , ,555 89, ,375 SNAI EUR , , ,375 UPC HOLDING BV REGS EUR , , , , ,5 ALTICE FINANCING SA REGS EUR , , , , ,5 ENEL SOCIETA PER AZIONI EUR , , , , ,5 OVAKO AB EUR ,265 72, ,555 93, ,5 PEUGEOT SA EUR , , ,5 SELECTA GROUP BV EUR ,265 96, ,555 91, ,50 TELEFONICA EUROPE BV PERP CALL EUR , , , , ,625 ARD FINANCE SA EUR , , ,625 FIAT FINANCE & TRADE EUR , , , , ,625 STATKRAFT AS EUR , , , , ,75 INTRALOT CAPITAL EUR , , ,75 KION FINANCE SA REGS EUR , , ,75 REXAM PLC FRN EUR , , ,75 UPC HOLDING BV REGS EUR , , , , ,875 LINCOLN FINANCE LTD EUR , , ,934 ROYAL BANKSCOTLAND EUR , , GROUPAMA SA PERP CALL FRN EUR ,265 96, ,555 94, HOLDIKKS SAS EUR ,265 98, ,555 72, LOCK AS EUR , , , , ,0 ABENGOA FINANCE EUR ,265 12, ,0 INTESA SANPAOLO SPA PERP CALL EUR ,555 99, ,0 SCHUMANN SPA EUR , , ,0 WIND ACQUISITION FIN EUR ,265 99, , , ,00 FIAT FINANCE & TRADE EUR , , , , ,25 ALTICE SA EUR ,265 94, , , ,375 BANK OF IRELAND PERP CALL EUR , , , , ,375 LOXAM SAS 144A EUR , , ,5 HP PELZER HOLDING GMBH EUR , , , , ,50 HEIDELBERGCEMENT FINANC LUX EUR , , , , ,625 PERSTORP HOLDING EUR , , ,625 SNAI SPA EUR ,265 96,

9 7,625 SNAI SPA EUR ,265 95, ,781 BNP PARIBAS PERP CALL EUR , , , , ,82 ARGENTINA (REP.) DSC EUR , , ,875 UNIVEG HOLDING BV REGS EUR , , , , THOM EUROPE EUR , , , , ,00 ALTICE FINANCING SA REGS EUR , , ,125 UNICREDIT INT BANK FRN PERP CALL EUR , , , , ,25 EAGLE INDUSTRIES OY EUR , , ,25 EAGLE INDUSTRIES OY EUR ,265 99, ,75 CIRSA FUNDING LUX EUR , , FINDUS PIK EUR ,265 99, ,555 93, ,25 ARDAGH PACKAGING FINANCE EUR , , ,25 EIRCOM FINANCE LTD EUR , , ,375 SOCIETE GENERALE FRN PERP CALL EUR , , , , ABN AMRO BANK FRN PERP CALL EUR , , ALFA LAVAL FRN EUR ,265 98, , , ALLIANZ SE FRN PERP CALL EUR ,265 97, B2Holding ASA FRN EUR C EUR , , , , B2Holding ASA FRN EUR C EUR , , BANCO CRED SOC C FRN EUR , , BANK OF IRELAND HLD.FRN PERP CALL EUR ,555 87, BKIR EUR , , CMC Ravenna EUR ,555 90, DAR EUR , , DEXIA CREDIT LOCAL FRN EUR ,265 93, ,555 98, DEXIA CREDIT LOCAL FRN EUR ,265 84, ,555 93, ELECTRICITE DE FRANCE SA 2014 PERP CALL EUR ,265 97, ,555 98, ERSTE GROUP FRN PERP CALL EUR , , ETHIAS EUR ,555 91, GAS NATURAL FENOSA FIN B.V. PERP CALL EUR ,265 95, , , GROUPAMA SA FRN EUR , , , , HOIST KREDIT FRN EUR , , HYPO REAL INTL TRUST. PERP CALL EUR ,555 98, INTESA SANPAOLO SPA FRN PERP CALL X EUR , , , , INTESA SANPAOLO SPA FRN PERP CALL Y EUR , , , , LANXESS FRN EUR , , LOXAM EUR , , , , MSSIN EUR ,265 97, , , NATL. WESTMINSTER BANK FRN PERP CALL EUR ,265 95, ,555 91, NORDEA BANK AB FRN EUR ,555 99, Norwegian Air Shuttl ASA ,25% EUR EUR , , OUTOTEC OYJ FRN PERP CALL EUR , , PERSTORP HOLDING FRN EUR , , POLYGON AB FRN EUR ,265 96, , , ROYAL BANK OF SCOTLAND FRN PERP CALL EUR , , ,555 92, RX EUR , , RXLFP EUR , , SKANDINAVISKA ENSKILDA FRN EUR , , , , SKANDINAVISKA ENSKILDA FRN PERP CALL EUR , , SOCIETE GENERALE FRN PERPETUAL CALL EUR , , , , SRLEV NV FRN EUR , , , , SVENSKA HANDELSBANKEN FRN EUR , , , , SWEDBANK AB FRN EUR , , , , SWEDBANK AB FRN EUR , , , , TECHNOPOLIS PLC EUR , , , , TELEFONICA EUROP FRN PERP CALL EUR ,555 98, TSCOLN EUR ,265 96, , , UBIIM EUR ,555 99, UBS CAPITAL SEC. JERSEY FRN PERP CALL EUR , , , , UNICREDIT SPA FRN PERP CALL EUR , , , , VATTENFALL AB FRN EUR ,265 79, ,555 89, VOLVO TREASURY AB FRN EUR , ,