Issuer	ISIN	NextCallDate	Currency	Coupon	CpnType	CpnFreq	ParVal	Bid	Ask	CY	DateComp	Bid	Ask	DBid	DAsk
ABBEY NATL CAP TRUST I	US002927AA95	2030-06-30	USD	8.963	VARIABLE	2	1000	98.2	99.9	8.97%	2012-04-19	99.7	101.6	-2%	-2%
ABERDEEN ASSET MANAGEMEN	XS0300154878	2012-08-29	USD	7.900	FIXED	4	2000	95.7	97.3	8.12%	2012-04-19	96.3	97.6	-1%	-0%
ABN AMRO BANK NV	XS0246487457	2016-03-10	EUR	4.310	VARIABLE	1	1000	67.5	69.8	6.17%	2012-04-19	71.3	72.8	-5%	-4%
ABN AMRO BANK NV	XS0244754254	2016-02-17	GBP	5.000	VARIABLE	1	1000	71.5	76	6.58%	2012-04-19	73.5	76	-3%	0%
AEGON NV	NL0000062438	2012-09-15	USD	4.000	FLOATING	4	25	15.6	20.3	4.93%	2012-04-19	20.9	22.4	-25%	-9%
AEGON NV	NL0000021541	2015-06-15	USD	6.375	FIXED	4	25	22.9	22.9	6.96%	2012-04-19	23.5	23.6	-3%	-3%
AEGON NV	NL0000062420	2012-06-18	USD	6.500	FIXED	4	25	22.6	22.6	7.19%	2012-04-19	23.3	23.4	-3%	-3%
AEGON NV	NL0000686368	2012-06-18	USD	6.875	FIXED	4	25	18.6	24.9	6.90%	2012-04-19	24	24.2	-23%	3%
AEGON NV	NL0006056814	2012-12-15	USD	7.250	FIXED	4	25	20.1	20.1	9.02%	2012-04-19	24.2	26.1	-17%	-23%
AEGON NV	NL0000116168	2014-07-15	USD	2.248	FLOATING	4	100	50	52.2	4.31%	2012-04-19	51.6	52.7	-3%	-1%
AEGON NV	NL0000116150	2014-07-15	EUR	2.325	FLOATING	4	100	44.4	45.4	5.12%	2012-04-19	48.2	49.5	-8%	-8%
AEGON NV	NL0000120889	2021-03-04	NLG	4.260	FLOATING	1	5000	51	52	8.19%	2012-04-19	52.1	52.9	-2%	-2%
AEGON NV	NL0000168466	2012-07-21	EUR	6.000	FIXED	1	1000	79	82.8	7.25%	2012-04-19	82.6	83.4	-4%	-1%
AGEAS HYBRID FINANCING	XS0257650019	2016-06-20	EUR	5.125	VARIABLE	1	1000	54.4	56.6	9.05%	2012-04-19	57.7	59.4	-6%	-5%
AGEAS HYBRID FINANCING	XS0362491291	2013-06-02	EUR	8.000	FIXED	1	1000	74.3	75.2	10.64%	2012-04-19	77.7	79.3	-4%	-5%
AIB UK 1 LP	XS0208105055		EUR	4.781	FLAT TRADING	1	1000	8.5	10	47.81%	2012-04-19	8.5	10	0%	0%
AIB UK 2 LP	XS0257734037		EUR	5.142	FLAT TRADING	1	1000	10	15	34.28%	2012-04-19	10	15	0%	0%
ALABAMA POWER CO	US0103924967		USD	5.875	FIXED	4	25	25	25	5.88%	2012-04-19	25	25	0%	0%
ALLIANZ FINANCE II B.V.	XS0211637839	2017-02-17	EUR	4.375	VARIABLE	1	1000	83.8	85.1	5.14%	2012-04-19	83.4	84.7	0%	0%
ALLIANZ FINANCE II B.V.	DE000A0GNPZ3	2013-03-03	EUR	5.375	FIXED	1	1000	95.9	97.2	5.53%	2012-04-19	96.1	97.6	-0%	-0%
ALLIANZ FRANCE	FR0010161067	2015-06-10	EUR	4.625	VARIABLE	1	1000	83	84.7	5.46%	2012-04-19	83.7	85.2	-1%	-1%
ALLIANZ SE	US0188052007	2013-06-15	USD	8.375	FIXED	4	25	26.2	26.2	7.99%	2012-04-19	26.4	26.4	-1%	-1%
ALLIANZ SE	XS0187162325	2014-01-15	EUR	5.500	VARIABLE	1	1000	96.5	97.6	5.64%	2012-04-19	96.3	97.6	0%	0%
ALPHA GROUP JERSEY LTD	DE000A0DX3M2	2015-02-18	EUR	4.476	FLAT TRADING	1	1000	25	32	13.99%	2012-04-19	20	33	25%	-3%
ALPHA GROUP JERSEY LTD	XS0159153823	2012-12-05	EUR	3.617	FLOATING	4	1000	10	30	12.06%	2012-04-19	30	32.7	-67%	-8%
AMERICAN ELECTRIC POWER	US02557T2087	2013-03-01	USD	8.750	FIXED	4	25	27.3	27.4	7.98%	2012-04-19	26.5	28.4	3%	-4%
AMERICAN EXPRESS CO	US025816AU39	2016-09-01	USD	6.800	VARIABLE	2	1000	104	104	6.54%	2012-04-19	102.8	102.8	1%	1%
AMERICAN INTL GROUP	XS0291642154	2017-03-15	EUR	4.875	VARIABLE	1	50000	73.2	75	6.50%	2012-04-19	72.6	74.5	1%	1%
AMERIPRISE FINANCIAL INC	US03076C2052	2014-06-15	USD	7.750	FIXED	4	25	28.3	28.4	6.82%	2012-04-19	27.1	38.2	4%	-26%
ANTON VENETA CAP TRUST	XS0131739236	2012-06-27	EUR	7.108	FLOATING	4	1000	64.2	66	10.77%	2012-04-19	62.6	64.5	3%	2%
ANTONVENETA CAP TRUST I	XS0122238115		EUR	7.142	FLOATING	4	1000	66	68.2	10.47%	2012-04-19	67.3	78	-2%	-13%
ARCH CAPITAL GROUP LTD	BMG0450A1475		USD	8.000	FIXED	4	25	25	25	8.00%	2012-04-19	25.4	25.4	-2%	-2%
ARCHER DANIELS	US0394832010		USD	6.250	FIXED	4	50	40.8	40.8	15.32%	2012-04-19	40.8	40.8	0%	0%
ARGON CAPITAL PLC (FOR R	XS0323839042	2012-10-05	GBP	8.162	VARIABLE	1	1000	53.9	55.9	14.60%	2012-04-19	56	58.2	-4%	-4%
ASR NEDERLAND NV	NL0009213552	2019-09-30	EUR	7.250	FIXED	1	1	84.2	88	2.06%	2012-04-19	103.7	105	-19%	-16%
ASR NEDERLAND NV	NL0009213545	2019-10-26	EUR	10.000	VARIABLE	1	1	103.3	104.8	2.39%	2012-04-19	104.2	105.7	-1%	-1%
ASR NEDERLAND NV	NL0009213537	2012-06-30	EUR	6.250	FIXED	4	100	91.7	94.3	6.63%	2012-04-19	93.7	96.5	-2%	-2%
ASSICURAZIONI GENERALI	XS0257010206	2026-06-16	GBP	6.269	VARIABLE	1	50000	52.7	55.2	11.36%	2012-04-19	57.3	58.4	-8%	-5%
ASSICURAZIONI GENERALI	XS0283627908	2022-02-08	GBP	6.416	VARIABLE	1	50000	53.2	55.4	11.58%	2012-04-19	57.6	60.3	-8%	-8%
AT&T INC	US00211G2084		USD	6.375	FIXED	4	25	25.1	25.1	6.35%	2012-04-19	25.1	25.1	0%	0%
AVIVA PLC	XS0206511130	2014-11-28	EUR	4.729	VARIABLE	1	1000	75	76.5	6.18%	2012-04-19	78.1	79.2	-4%	-3%
AVIVA PLC	XS0177447983	2022-09-29	GBP	6.125	VARIABLE	1	10000	67	69.4	8.83%	2012-04-19	68.6	70.4	-2%	-1%
AVIVA PLC	XS0177448288	2015-09-29	EUR	5.700	VARIABLE	1	10000	76.6	78.2	7.29%	2012-04-19	78.6	79.9	-3%	-2%
AXA	XS0188935174	2013-04-02	EUR	4.509	VARIABLE	1	1000	57	58	7.77%	2012-04-19	58.6	59.5	-3%	-3%
AXA SA	XS0203470157	2012-10-29	EUR	2.292	VARIABLE	2	1000	41.6	44.6	5.14%	2012-04-19	44.8	47.1	-7%	-5%
AXA SA	XS0181369454	2012-06-02	EUR	2.469	FLOATING	4	1000	45.9	48.3	5.11%	2012-04-19	49.4	50.8	-7%	-5%
AXA SA	XS0184718764	2014-01-30	USD	2.230	FLOATING	4	1000	49.3	51.1	4.36%	2012-04-19	53.1	54.5	-7%	-6%
AXA SA	XS0179060974	2013-10-29	EUR	3.550	FLOATING	4	1000	50.9	53.6	6.62%	2012-04-19	53.2	55.2	-4%	-3%
AXA SA	XS0207825364	2012-12-20	EUR	4.412	VARIABLE	1	1000	55.7	57.9	7.62%	2012-04-19	56.5	58.1	-1%	-0%
AXA SA	XS0210434782	2013-01-25	EUR	4.692	VARIABLE	1	1000	55.6	62.8	7.47%	2012-04-19	59.5	62.9	-7%	-0%
AXA SA	XS0260056717	2026-07-06	GBP	6.686	VARIABLE	1	1000	66.4	68.1	9.82%	2012-04-19	68	70.1	-2%	-3%
AXA SA	XS0260056048	2016-07-06	GBP	6.667	VARIABLE	1	1000	73	75	8.89%	2012-04-19	77	78.4	-5%	-4%
AXA SA	XS0325823119	2019-10-16	GBP	6.772	VARIABLE	1	1000	68.6	69.9	9.69%	2012-04-19	71.9	74.5	-5%	-6%
AXA SA	XS0260057285	2016-07-06	EUR	5.777	VARIABLE	1	1000	69	71.2	8.11%	2012-04-19	73.8	75.4	-7%	-6%
AXA SA	XS0323922376	2017-10-05	EUR	6.211	VARIABLE	1	1000	69.1	71.1	8.74%	2012-04-19	73.3	74.8	-6%	-5%
AXA SA	XS0167957983	2012-08-07	USD	7.100	FIXED	4	1000	94.1	95.6	7.43%	2012-04-19	96.8	98.2	-3%	-3%
AXA SA	XS0185672291	2012-08-06	USD	1.979	FLOATING	2	1000	51.4	52.9	3.74%	2012-04-19	52.8	54.5	-3%	-3%
AXA SA	AU0000AXJHB7	2016-10-26	AUD	7.500	VARIABLE	2	100000	79.6	80.9	9.27%	2012-04-19	80.2	81.2	-1%	-0%
ELM BV (SWISS REIN CO)	AU3CB0024743	2017-05-25	AUD	7.635	VARIABLE	2	100000	79.2	80.8	9.45%	2011-11-22	79.2	80.8	0%	0%
AXA SA	XS0503665290	2020-04-16	EUR	5.250	VARIABLE	1	50000	76.9	78.2	6.71%	2012-04-19	79.3	80.5	-3%	-3%
BA-CA FIN CAYMAN LTD 2	DE000A0DYW70	2013-03-22	EUR	2.567	VARIABLE	1	1000	44.5	48.6	5.28%	2012-04-19	46.9	51.3	-5%	-5%
BA-CA FINANCE CAYMAN LTD	DE000A0DD4K8	2012-10-28	EUR	2.342	VARIABLE	2	1000	44.3	49.3	4.75%	2012-04-19	46	49.3	-4%	0%
ICCREA BANCAIMPRESA SPA	XS0295539984		EUR	5.220	FIXED	1	1000	58.5	59.6	8.76%	2012-04-19	48	48	22%	24%
BANCA CR FIRENZE	XS0149955360		EUR	2.242	FLOATING	4	1000	97.4	100	2.24%	2012-04-19	99.9	100	-3%	0%
BANCA CR FIRENZE	XS0181782144		EUR	1.917	FLOATING	4	100000	88.7	96.6	1.98%	2012-04-19	89	97	-0%	-0%
BANCA ITALEASE CAP TRUST	XS0255673070	2016-06-06	EUR	2.248	FLAT TRADING	4	1000	95	102	2.20%	2012-04-19	95	102	0%	0%
BANCA LOMBARDA PREF SEC	XS0108805564	2012-09-10	EUR	6.842	FLOATING	4	1000	72.8	75.8	9.03%	2012-04-19	76.3	79	-5%	-4%
BANCA POP BERGAMO CAP TR	XS0123998394	2012-08-15	EUR	6.630	FLOATING	4	1000	73.2	75	8.84%	2012-04-19	75.8	78.6	-3%	-5%
BANCA POPOLARE DI MILANO	XS0372300227	2018-06-25	EUR	9.000	VARIABLE	1	50000	65.2	68.4	13.16%	2012-04-19	68.1	70.8	-4%	-3%
BANCA POPOLARE LODI TRST	XS0223454512	2015-06-30	EUR	6.742	VARIABLE	1	1000	72.1	74.5	9.05%	2012-04-19	73.8	75.8	-2%	-2%
BANCAJA CAPITAL SA UNI	XS0214965450	2015-03-23	EUR	4.500	VARIABLE	1	1000	35	38	11.84%	2012-04-19	59	61.6	-41%	-38%
BANCAJA EMISIONES SA UNI	XS0205497778	2014-11-17	EUR	4.625	VARIABLE	1	1000	43	46.7	9.90%	2012-04-19	52	54.7	-17%	-15%
BANCO BRADESCO (CAYMAN)	US05946NAG07		USD	6.750	FIXED	2	1000	109.7	110.5	6.11%	2012-04-19	109.4	110	0%	0%
BANCO BRADESCO (CAYMAN)	USG08010BH52		USD	6.750	FIXED	2	1000	110	110	6.14%	2012-04-19	109.9	109.9	0%	0%
BANCO DE CHILE	USP09376AC14		USD	6.250	FIXED	2	1000	109.9	111.9	5.59%	2012-04-19	109.5	111	0%	1%
BANCO DE CHILE	US059520AA47		USD	6.250	FIXED	2	1000	110	111.5	5.61%	2012-04-19	109.5	111.1	0%	0%
BANCO ESPANOL DE CREDITO	DE000A0DEJU3	2013-04-29	EUR	2.367	VARIABLE	2	1000	45.4	48.3	4.90%	2012-04-19	45.3	49.2	0%	-2%
BANCO ESPANOL DE CREDITO	DE000A0DE4Q4	2012-11-05	EUR	5.500	FIXED	2	1000	42	42	13.10%	2012-04-19	59.6	62.9	-30%	-33%
BANCO POPOLARE SCARL	XS0304963290	2017-06-21	EUR	6.156	VARIABLE	1	50000	59.5	61.5	10.01%	2012-04-19	61	63.3	-2%	-3%
BANCO POPOLARE SCARL	XS0304963373	2017-06-21	EUR	6.756	VARIABLE	1	50000	60.1	61.7	10.95%	2012-04-19	62.2	64.9	-3%	-5%
BANCO SABADELL SA	XS0267456084	2016-09-20	EUR	5.234	VARIABLE	1	50000	57	61.1	8.57%	2012-04-19	67	70	-15%	-13%
BANK OF AMERICA CORP	US0605055591	2013-05-28	USD	8.625	FIXED	4	25	23.1	26.5	8.14%	2012-04-19	24.7	26.6	-6%	-0%
BANK OF AMERICA CORP	US0605057654	2013-05-01	USD	8.200	FIXED	4	25	25	25	8.20%	2012-04-19	24.9	25.4	0%	-2%
BANK OF AMERICA CORP	US0605055831	2012-06-18	USD	4.000	FLOATING	4	25	19.3	19.3	5.18%	2012-04-19	19.2	21.2	1%	-9%
BANK OF AMERICA CORP	US0605058157	2012-06-18	USD	4.000	FLOATING	4	25	19.4	19.4	5.15%	2012-04-19	20.2	24	-4%	-19%
BANK OF AMERICA CORP	US0605056250	2012-06-18	USD	3.000	FLOATING	4	25	16.2	18.2	4.12%	2012-04-19	17.7	18.7	-8%	-3%
BANK OF BARODA/LONDON	XS0301888615	2017-05-25	USD	6.625	VARIABLE	2	1000	96.3	98.5	6.73%	2012-04-19	97.1	99.4	-1%	-1%
BANK OF IRELAND HOLDINGS	XS0125611482	2012-09-07	EUR	4.194	VARIABLE	4	1000	1	16	26.21%	2012-04-19	1	16	0%	0%
BANK OF NOVA SCOTIA	CA0641496777	2014-04-26	CAD	6.250	VARIABLE	4	25	26.6	26.7	5.85%	2012-04-19	26.6	26.7	0%	0%
BANK OF NY INSTIT CAP A	US05563QAA85	2012-06-18	USD	7.780	FIXED	2	1000	102.1	102.1	7.62%	2012-04-19	102.1	102.1	0%	0%
BANK ONE CAPITAL III	US06423KAA97		USD	8.750	FIXED	2	1000	141	141	6.21%	2012-04-19	137.1	137.1	3%	3%
BANK ONE CORP	US31945HAA32	2012-06-18	USD	1.016	FLOATING	4	1000	78	78	1.30%	2012-04-19	78	78	0%	0%
BANPONCE TRUST I	US066915AA78	2012-06-18	USD	8.327	FIXED	2	1000	72	72	11.57%	2012-04-19	72	72	0%	0%
BANQUE FED CRED MUTUEL	XS0207764712	2014-12-15	EUR	2.667	VARIABLE	2	1000	47	47.9	5.57%	2012-04-19	46.8	48.2	0%	-1%
BANQUE FED CRED MUTUEL	XS0212581564	2015-02-25	EUR	2.419	FLOATING	1	1000	46.8	48.1	5.03%	2012-04-19	46.8	48.3	0%	-0%
BANQUE FED CRED MUTUEL	XS0218324050	2015-10-28	EUR	4.471	VARIABLE	1	1000	69.5	71.5	6.25%	2012-04-19	73	75.2	-5%	-5%
BANQUE FED CRED MUTUEL	XS0393640346	2018-10-17	EUR	10.300	VARIABLE	1	50000	84.5	85.3	12.08%	2012-04-19	95.1	97.7	-11%	-13%
BARCLAYS BANK PLC	US06739H7769	2012-12-15	USD	7.100	FIXED	4	25	24.4	24.4	7.27%	2012-04-19	24.3	25.7	0%	-5%
BARCLAYS BANK PLC	US06739H3628	2013-06-15	USD	8.125	FIXED	4	25	25	25	8.13%	2012-04-19	25	26.1	0%	-4%
BARCLAYS BANK PLC	US06739H5110	2013-03-15	USD	7.750	FIXED	4	25	24.5	24.5	7.91%	2012-04-19	24	25.9	2%	-5%
BARCLAYS BANK PLC	US06739FEY34	2016-12-15	USD	5.926	VARIABLE	2	1000	89.2	91.2	6.50%	2012-04-19	89	91	0%	0%
BARCLAYS BANK PLC	XS0214398199	2020-03-15	EUR	4.750	VARIABLE	1	10000	52.8	54.7	8.68%	2012-04-19	54.2	55.7	-3%	-2%
BARCLAYS BANK PLC	XS0248675364	2036-12-15	GBP	5.330	VARIABLE	1	1000	64.5	66.2	8.05%	2012-04-19	66.6	68.6	-3%	-3%
BARCLAYS BANK PLC	XS0205937336	2014-12-15	EUR	4.875	VARIABLE	1	10000	55	57	8.55%	2012-04-19	59	60.8	-7%	-6%
BARCLAYS BANK PLC	XS0150052388	2032-06-15	GBP	6.000	VARIABLE	2	1000	66.6	68.4	8.77%	2012-04-19	68.8	72.3	-3%	-5%
BARCLAYS BANK PLC	XS0222208539	2017-12-15	GBP	6.000	VARIABLE	1	10000	62	63.8	9.40%	2012-04-19	65.8	67.2	-6%	-5%
BARCLAYS BANK PLC	XS0305103482	2019-12-15	GBP	6.369	VARIABLE	1	1000	75.3	75.8	8.40%	2012-04-19	78.1	80.1	-4%	-5%
BARCLAYS BANK PLC	XS0155141830	2032-06-15	USD	6.860	VARIABLE	2	1000	89.5	91.4	7.51%	2012-04-19	90.7	92.7	-1%	-1%
BARCLAYS BANK PLC	XS0269453139	2016-12-15	USD	5.926	VARIABLE	2	1000	89.1	91.1	6.50%	2012-04-19	89.1	91.1	0%	0%
BARCLAYS BANK PLC	XS0145875513	2027-04-19	GBP	6.125	VARIABLE	1	1000	74.5	77.1	7.94%	2012-04-19	74.7	77.2	-0%	-0%
BARCLAYS BANK PLC	XS0120327571	2015-11-27	GBP	6.875	VARIABLE	1	1000	87.4	90.1	7.63%	2012-04-19	89.4	91.8	-2%	-2%
BARCLAYS BANK PLC	XS0145875190	2017-04-19	GBP	6.375	VARIABLE	1	1000	84.4	88.2	7.23%	2012-04-19	85.9	89.1	-2%	-1%
BARCLAYS BANK PLC	XS0322792010	2017-12-15	USD	7.434	VARIABLE	2	1000	98.5	100.5	7.40%	2012-04-19	99.3	100.5	-1%	0%
BARCLAYS BANK PLC	XS0118932366	2020-10-24	GBP	7.125	VARIABLE	1	1000	86.9	87.9	8.11%	2012-04-19	85.9	88.4	1%	-1%
BARCLAYS BANK PLC	XS0350187430	2018-12-15	GBP	8.250	VARIABLE	1	1000	97.7	101.1	8.16%	2012-04-19	95.9	102	2%	-1%
BARCLAYS BANK PLC	US06738C8284	2034-12-15	USD	6.278	VARIABLE	2	10000	77.1	79.1	7.94%	2012-04-19	79.4	82.6	-3%	-4%
BARCLAYS BANK PLC	XS0360950249	2018-04-25	USD	7.700	VARIABLE	2	1000	96.9	97.9	7.87%	2012-04-19	97	98	-0%	-0%
BARCLAYS BANK PLC	XS0015014615	2012-07-31	GBP	2.013	FLOATING	4	250000	50.5	50.5	3.99%	2012-04-19	50.5	50.5	0%	0%
BARCLAYS BANK PLC	GB0000779529	2012-07-20	USD	1.000	FLOATING	2	10000	44.5	46.1	2.17%	2012-04-19	45	46.1	-1%	0%
BARCLAYS BANK PLC	US06739GAD16	2017-12-15	USD	7.434	VARIABLE	2	1000	99	100.4	7.40%	2012-04-19	99.2	101.3	-0%	-1%
BARCLAYS BANK PLC	US06739HAA59	2018-04-25	USD	7.700	VARIABLE	2	1000	96.9	97.9	7.87%	2012-04-19	97	98	-0%	-0%
BARCLAYS BANK PLC	XS0397801357	2019-06-15	GBP	14.000	VARIABLE	1	1000	114.9	116.4	12.03%	2012-04-19	118	119.5	-3%	-3%
BARCLAYS BANK PLC	US06739F3901	2012-09-15	USD	6.625	FIXED	4	25	23.7	23.7	6.99%	2012-04-19	23.7	25	0%	-5%
BARCLAYS BANK PLC	XS0046132014	2023-10-11	GBP	9.000	FIXED	1	1000	139.2	139.2	6.47%	2012-04-19	139.2	139.2	0%	0%
BARCLAYS BANK PLC	US06738CAG42	2032-06-15	USD	6.860	VARIABLE	2	1000	89.1	91.1	7.53%	2012-04-19	90	92.1	-1%	-1%
BARCLAYS BANK PLC	XS0071252919	2021-11-27	GBP	9.250	VARIABLE	1	1000	100.5	100.5	9.20%	2012-04-19	100.5	100.5	0%	0%
BAWAG CAP FIN JERSEY II	DE0008600966	2012-09-27	EUR	7.125	FIXED	4	25	16.2	17	10.48%	2012-04-19	16.1	16.5	1%	3%
BAWAG CAP FIN JERSEY LTD	XS0119643897	2012-10-31	EUR	5.420	FLOATING	4	1000	67	71.5	7.58%	2012-04-19	65.6	70	2%	2%
BAYER AG	XS0225369403	2015-07-29	EUR	5.000	VARIABLE	1	1000	100.3	101.5	4.93%	2012-04-19	100.8	101.3	-0%	0%
BAYERNLB CAPITAL TRUST I	XS0290135358	2017-05-31	USD	6.203	FLAT TRADING	1	1000	36	36	17.23%	2012-04-19	36	36	0%	0%
BB&T CAPITAL TRUST VI	US05531B2016	2014-08-01	USD	9.600	FIXED	4	25	28	28	8.57%	2012-04-19	24.7	28	13%	0%
BBVA BANCOMER SA	XS0300999744		EUR	4.799	VARIABLE	1	1000	99.3	100.2	4.79%	2012-04-19	99.5	100.2	-0%	0%
BBVA BANCOMER SA	XS0301000427		EUR	4.799	VARIABLE	1	1000	100	100	4.80%	2012-04-19	100	100.2	0%	-0%
BBVA BANCOMER SA	USG09077AB73	2017-05-17	USD	6.008	VARIABLE	2	1000	98.5	98.5	6.10%	2012-04-19	97.7	97.7	1%	1%
BBVA BANCOMER SA	US055295AB54	2017-05-17	USD	6.008	VARIABLE	2	1000	96.2	97.6	6.16%	2012-04-19	97.3	98.5	-1%	-1%
BBVA INTL PREF UNIPERSON	XS0266971745	2016-09-20	EUR	4.952	VARIABLE	1	50000	59	60.5	8.19%	2012-04-19	64.9	67	-9%	-10%
BBVA INTL PREF UNIPERSON	XS0229864060	2015-09-22	EUR	3.798	VARIABLE	1	1000	54	56	6.78%	2012-04-19	60	62.1	-10%	-10%
BBVA INTL PREF UNIPERSON	XS0457228137	2014-10-21	EUR	8.500	VARIABLE	1	50000	80	83	10.24%	2012-04-19	90.2	92	-11%	-10%
BBVA INTL PREF UNIPERSON	XS0457234291	2014-10-21	GBP	9.100	VARIABLE	1	50000	77	80.9	11.25%	2012-04-19	84.1	86	-8%	-6%
BBVA INTL PREF UNIPERSON	US05530RAB42	2017-04-18	USD	5.919	VARIABLE	2	1000	71.2	71.2	8.31%	2012-04-19	72	72	-1%	-1%
BCP FINANCE CO	XS0194093844	2014-06-09	EUR	5.543	VARIABLE	1	100	31	36.5	15.19%	2012-04-19	31.4	35.4	-1%	3%
BCP FINANCE CO	XS0231958520	2015-10-13	EUR	4.239	VARIABLE	1	1000	31.6	36.1	11.74%	2012-04-19	32.4	36.2	-2%	-0%
BEHR GMBH & CO	DE000A0LRKT8	2014-07-15	EUR	7.875	VARIABLE	1	50000	96.8	98.3	8.01%	2012-04-19	92.7	97.6	4%	1%
BERKLEY WR CAP TRUST II	US08449Q2030	2012-06-18	USD	6.750	FIXED	4	25	24.8	25.4	6.64%	2012-04-19	25.4	30.3	-2%	-16%
BES FINANCE LTD	XS0171467854	2014-07-02	EUR	5.580	VARIABLE	1	1000	42.3	44.8	12.46%	2012-04-19	43.3	46.9	-2%	-4%
BES FINANCE LTD	XS0207754754	2015-03-16	EUR	4.500	VARIABLE	1	1000	51	55.2	8.15%	2012-04-19	56.1	58.1	-9%	-5%
BES FINANCE LTD	XS0147275829	2012-08-08	EUR	3.527	VARIABLE	4	1000	43.1	47.3	7.46%	2012-04-19	43.9	49.2	-2%	-4%
BGE CAPITAL TRUST II	US05541Q2066	2012-06-18	USD	6.200	FIXED	4	25	24.5	25.6	6.05%	2012-04-19	24.4	29.8	0%	-14%
BMO CAPITAL TRUST	CA05560HAD58	2014-12-31	CAD	5.474	FIXED	2	1000	107	107.1	5.11%	2012-04-19	0	0	0%	0%
BMO CAPITAL TRUST	CA05560HAE32	2015-12-31	CAD	4.633	VARIABLE	2	1000	106.3	106.5	4.35%	2012-04-19	0	0	0%	0%
BNCA POP COMMERCIO E IND	XS0131512450	2012-06-27	EUR	6.748	VARIABLE	4	1000	73.1	75.2	8.97%	2012-04-19	76.5	79.1	-4%	-5%
BNP PARIBAS	FR0010239319	2012-10-17	EUR	4.875	FIXED	1	1000	57.7	59.3	8.22%	2012-04-19	63.4	64.7	-9%	-8%
BNP PARIBAS	FR0010306738	2016-04-12	EUR	4.730	VARIABLE	1	50000	68.8	70.7	6.69%	2012-04-19	73.3	74.7	-6%	-5%
BNP PARIBAS	USF1058YHV32	2015-06-29	USD	5.186	VARIABLE	2	1000	77	78.5	6.61%	2012-04-19	80.5	82.1	-4%	-4%
BNP PARIBAS	FR0010348557	2016-07-13	GBP	5.954	VARIABLE	1	50000	72.1	74	8.05%	2012-04-19	72	74.9	0%	-1%
BNP PARIBAS	US05565AAB98	2037-06-25	USD	7.195	VARIABLE	2	100000	80.8	82.9	8.68%	2012-04-19	83.7	85.6	-3%	-3%
BNP PARIBAS	FR0010239368	2012-10-17	USD	6.250	FIXED	1	2000	83	85.1	7.34%	2012-04-19	87.2	88.8	-5%	-4%
BNP PARIBAS	FR0010661314	2013-09-11	EUR	8.667	VARIABLE	1	50000	94.5	96	9.03%	2012-04-19	99.3	100.5	-5%	-4%
BNP PARIBAS	US05565AAA16	2015-06-29	USD	5.186	VARIABLE	2	1000	78.2	79.9	6.49%	2012-04-19	80	82	-2%	-3%
BNP PARIBAS CAP TRST VI	XS0160850227	2013-01-16	EUR	5.868	VARIABLE	1	1000	93	95	6.18%	2012-04-19	92	94	1%	1%
BNY CAPITAL IV	US09656G2012	2012-06-18	USD	6.875	FIXED	4	25	26.5	26.5	6.49%	2012-04-19	25.1	27	6%	-2%
BNY CAPITAL V	US09656H2094	2012-06-18	USD	5.950	FIXED	4	25	25.3	25.5	5.83%	2012-04-19	24.5	26.4	3%	-3%
BNZ INCOME SEC LTD	NZBISD0001S0	2013-03-28	NZD	9.890	VARIABLE	4	100	98.5	99	9.99%	2012-04-19	99.2	99.3	-1%	-0%
BPI CAPITAL FINANCE LTD	XS0174443449	2013-08-12	EUR	2.240	FLOATING	4	1000	505	505	0.44%	2012-04-19	505	505	0%	0%
BPM CAPITAL TRUST I	XS0131749623	2012-07-02	EUR	5.483	VARIABLE	4	1000	66.3	68.1	8.05%	2012-04-19	70.4	72.1	-6%	-6%
BR MALLS INTL FINANCE	USG1593PAA69	2012-11-08	USD	9.750	FIXED	4	1000	102	102	9.56%	2012-04-19	102.5	102.5	-0%	-0%
BRASKEM SA	USP18533AD48		USD	9.750	FIXED	4	1000	99.9	99.9	9.76%	2012-04-19	0	0	0%	0%
BRIT INSURANCE HOLDINGS	XS0237631097	2020-12-09	GBP	6.625	VARIABLE	1	1000	59.1	60.4	10.97%	2012-04-19	60.5	62	-2%	-3%
CA PREFERRED FUND TR II	XS0173838847	2012-07-30	USD	7.000	FIXED	4	1000	63.3	65.9	10.62%	2012-04-19	75.5	77.2	-16%	-15%
CA PREFERRED FUND TRUST	XS0161441000	2012-07-30	USD	7.000	FIXED	4	1000	64.6	65.7	10.65%	2012-04-19	75.5	76.9	-14%	-15%
CA PREFERRED FND TST III	NL0000113868	2012-07-30	EUR	6.000	FIXED	4	1000	54.6	57.2	10.49%	2012-04-19	64.7	66.4	-16%	-14%
BANCO FINANC Y AHORROS	ES0214977102	2016-03-03	EUR	4.375	VARIABLE	1	100000	39.5	48.9	8.95%	2012-04-19	41.4	45	-5%	9%
CAIXA GALICIA PREFERENTE	XS0237727440	2015-12-14	EUR	4.572	VARIABLE	1	50000	53.7	64	7.14%	2012-04-19	53	56	1%	14%
CAIXA GERAL DEPOSIT FIN	XS0230957424	2015-09-30	EUR	1.557	FLOATING	4	1000	38	43	3.62%	2012-04-19	44.3	49	-14%	-12%
CAIXA GERAL FIN	XS0195376925	2014-06-28	EUR	1.600	FLOATING	4	1000	38	43	3.72%	2012-04-19	44.6	50	-15%	-14%
CAIXA TERRASSA PREFERENT	XS0225115566	2012-08-10	EUR	3.148	VARIABLE	1	1000	25	25	12.59%	2012-04-19	35	40	-29%	-38%
CAJA MADRID FIN PREF SA	ES0115373021	2014-07-07	EUR	7.000	VARIABLE	4	100	55.6	58	12.07%	2012-04-19	55.6	58.5	0%	-1%
CANARA BANK	XS0276148847	2016-11-28	USD	6.365	VARIABLE	2	1000	93.9	95.9	6.64%	2012-04-19	95.4	98.1	-2%	-2%
CAPITAL ISSUING GMBH	DE0001365880	2014-07-31	EUR	7.133	VARIABLE	1	1000	76.8	82	8.70%	2012-04-19	76.8	82.5	0%	-1%
CAPITAL ONE CAPITAL II	US14041L2043	2012-06-18	USD	7.500	FIXED	4	25	25.4	25.7	7.30%	2012-04-19	25.3	27.3	0%	-6%
CAPSTEAD MORTGAGE	US14067E3080	2012-06-18	USD	1.260	FIXED	12	11	13.5	13.5	2.33%	2012-04-19	14.4	15.3	-6%	-12%
CASINO GUICHARD PERRACH	FR0010154385	2012-07-20	EUR	3.227	VARIABLE	4	1000	51.8	53.5	6.03%	2012-04-19	56.8	60.3	-9%	-11%
CBA CAPITAL TRUST II	US12479BAA08	2016-03-15	USD	6.024	VARIABLE	2	1000	94	96.1	6.27%	2012-04-19	93.6	96.3	0%	-0%
CBS CORP	US1248574006		USD	6.750	FIXED	4	25	25	25	6.75%	2012-04-19	25	25	0%	0%
CHASE CAPITAL II	US161480AA64	2012-06-18	USD	0.966	FLOATING	4	1000	76.8	76.8	1.26%	2012-04-19	76.4	76.4	1%	1%
CHASE CAPITAL III	US161478AA01	2012-06-18	USD	1.038	FLOATING	4	1000	79.5	79.5	1.31%	2012-04-19	75	75	6%	6%
CHASE CAPITAL VI	US16162LAA17	2012-06-18	USD	1.091	FLOATING	4	1000	74	74	1.47%	2012-04-19	75.8	75.8	-2%	-2%
CHINATRUST COMM BANK HK	XS0215262402	2015-03-17	USD	5.625	VARIABLE	2	1000	93.9	95.8	5.87%	2012-04-19	94.6	96.3	-1%	-1%
CIE GEN ETAB MICHELIN	FR0010034298	2013-12-03	EUR	6.375	VARIABLE	1	1000	103.8	106.8	5.97%	2012-04-19	101.3	109.3	2%	-2%
CITIGROUP CAP IX	US1730662004	2012-06-18	USD	6.000	FIXED	4	25	24.1	24.1	6.22%	2012-04-19	24	24.2	0%	-0%
CITIGROUP CAPITAL VIII	US17306R2040	2012-06-18	USD	6.950	FIXED	4	25	24.9	24.9	6.98%	2012-04-19	24.1	25.9	3%	-4%
CITIGROUP CAPITAL XVI	US17310L2016	2012-06-18	USD	6.450	FIXED	4	25	24.8	24.8	6.50%	2012-04-19	24.3	25.2	2%	-2%
CL CAPITAL TRUST 1	XS0146942189		EUR	7.047	VARIABLE	1	1000	100	100.5	7.01%	2012-04-19	100	100.1	0%	0%
CLAUDIUS (CREDIT SUISSE)	XS0371612762	2013-12-27	USD	8.250	FIXED	2	2000	101.4	102.6	8.04%	2012-04-19	101.8	103.3	-0%	-1%
CLERICAL MEDICAL FIN PLC	XS0222798661	2015-06-24	EUR	4.250	VARIABLE	1	1000	63	64.7	6.57%	2012-04-19	64.6	66.5	-2%	-3%
CNP ASSURANCES	FR0000474421	2013-05-16	EUR	5.250	VARIABLE	1	1000	86	88	5.97%	2012-04-19	89.2	90.2	-4%	-2%
CNP ASSURANCES	FR0010167247	2013-03-11	EUR	3.508	FLOATING	1	1000	44	44	7.97%	2012-04-19	45	48	-2%	-8%
CNP ASSURANCES	FR0010093328	2012-06-21	EUR	2.970	FLOATING	4	1000	44	46.8	6.35%	2012-04-19	46.3	47.9	-5%	-2%
BPCE SA	FR0010101949	2011-12-30	USD	2.330	FLOATING	4	1000	39.6	41.3	5.64%	2011-11-22	39.6	41.3	0%	0%
CNP ASSURANCES	FR0010409789	2016-12-22	EUR	4.750	VARIABLE	1	50000	56.3	57.7	8.23%	2012-04-19	58.9	61.1	-4%	-6%
CNP ASSURANCES	FR0010318386	2036-05-16	EUR	5.250	VARIABLE	1	50000	47.6	48.5	10.82%	2012-04-19	66.7	69.7	-29%	-30%
CNP ASSURANCES	FR0010941484	2020-09-14	EUR	6.000	VARIABLE	1	50000	70	71.6	8.38%	2012-04-19	72.7	74.2	-4%	-4%
COMCAST CORP	US20030N4088		USD	7.000	FIXED	4	25	25.1	25.1	6.97%	2012-04-19	25.1	25.2	0%	-0%
COMMERZBANK CAP FUND TRU	DE000A0GPYR7	2016-04-12	EUR	5.012	FLAT TRADING	1	50000	61	63	7.96%	2012-04-19	61.1	63.1	-0%	-0%
COMMERZBANK CAP FUND TRU	DE000CK45783	2012-12-18	EUR	0.000	FLAT TRADING	4	1000	37.6	42	0.00%	2012-04-19	41.2	45	-9%	-7%
COMMERZBANK CAP FUND TRU	XS0248611047	2018-04-12	GBP	5.905	FLAT TRADING	1	50000	62.9	70.9	8.33%	2012-04-19	63.1	64.5	-0%	10%
CONS EDISON CO OF NY	US2091117075		USD	5.000	FIXED	4	100	105	105	4.76%	2012-04-19	104.9	105	0%	0%
CO-OPERATIVE BANK PLC	GB00B3VMBW45	2015-12-14	GBP	5.556	VARIABLE	2	1000	70	72.8	7.63%	2012-04-19	71.1	73.1	-2%	-0%
CO-OPERATIVE BANK PLC	GB00B3VH4201		GBP	13.000	FIXED	2	1000	145.1	148.6	8.75%	2012-04-19	142.7	146.6	2%	1%
COUNTRYWIDE CAPITAL V	US2223882091	2012-06-18	USD	7.000	FIXED	4	25	24.2	24.2	7.23%	2012-04-19	23	24.8	5%	-2%
CRED SUISSE FIRST BOST I	XS0059124742	2015-08-17	GBP	10.250	VARIABLE	1	10000	102.9	105.4	9.72%	2012-04-19	103.1	105.8	-0%	-0%
CRED SUISSE GP FIN (GRN)	XS0148995888	2017-06-07	GBP	6.875	VARIABLE	1	1000	97.9	99.3	6.92%	2012-04-19	98.1	101.2	-0%	-2%
CRED SUISSE GRP CAP III	XS0112553291	2015-06-15	GBP	8.514	VARIABLE	1	1000	102.2	105.6	8.06%	2012-04-19	104.2	107.3	-2%	-2%
CREDIT AGRICOLE SA	FR0010161026	2015-02-04	EUR	2.278	VARIABLE	1	1000	46	48.6	4.69%	2012-04-19	48.1	50.2	-4%	-3%
CREDIT AGRICOLE SA	NZCASD0001S5	2017-12-19	NZD	10.035	VARIABLE	4	1	46	48	5.23%	2012-04-19	53.6	54.5	-14%	-12%
CREDIT AGRICOLE SA	FR0000475790	2018-06-20	GBP	5.000	VARIABLE	1	1000	62.1	68.4	7.31%	2012-04-19	67.9	69.2	-9%	-1%
CREDIT AGRICOLE SA	FR0010248641	2015-11-09	EUR	4.130	VARIABLE	1	50000	58.5	60	6.88%	2012-04-19	68.1	70	-14%	-14%
CREDIT AGRICOLE SA	FR0010291997	2016-02-24	GBP	5.136	VARIABLE	1	50000	61	64	8.03%	2012-04-19	66.2	69.1	-8%	-7%
CREDIT AGRICOLE SA	FR0010353151	2012-06-30	EUR	2.077	VARIABLE	4	1	45	47	1.10%	2012-04-19	48.1	50.3	-6%	-7%
CREDIT AGRICOLE SA	US225313AA37	2017-05-31	USD	6.637	VARIABLE	2	1000	67	69	9.62%	2012-04-19	74	76.7	-9%	-10%
CREDIT AGRICOLE SA	FR0010533554	2012-10-19	USD	7.375	FIXED	2	2000	73.9	76.5	9.64%	2012-04-19	85.4	87.1	-13%	-12%
CREDIT AGRICOLE SA	FR0010575654	2020-01-30	GBP	7.589	VARIABLE	1	50000	65.4	67.3	11.28%	2012-04-19	69.9	72.2	-6%	-7%
CREDIT AGRICOLE SA	FR0010564161	2012-12-27	EUR	7.625	VARIABLE	1	50000	95.1	95.2	8.01%	2012-04-19	95.9	96.1	-1%	-1%
CREDIT AGRICOLE SA	FR0010814434	2019-10-26	EUR	7.875	VARIABLE	1	50000	71.1	73	10.79%	2012-04-19	80.1	81.6	-11%	-11%
CREDIT AGRICOLE SA	FR0010814418	2019-10-26	GBP	8.125	VARIABLE	1	50000	69.4	72.3	11.24%	2012-04-19	77	79.1	-10%	-9%
CREDIT AGRICOLE SA	USF22797FK97	2019-10-13	USD	8.375	VARIABLE	2	1000	79.2	80.5	10.40%	2012-04-19	87.8	90.2	-10%	-11%
CREDIT AGRICOLE SA	FR0010603159	2018-03-31	EUR	8.200	VARIABLE	1	50000	73.1	75	10.93%	2012-04-19	81.7	83.6	-11%	-10%
CREDIT AGRICOLE SA	FR0010670422	2018-09-30	EUR	10.653	VARIABLE	1	50000	81	81.8	13.02%	2012-04-19	90.5	91.4	-10%	-11%
CREDIT AGRICOLE SA	FR0010772244	2014-12-26	USD	9.750	FIXED	2	2000	87.5	89.8	10.86%	2012-04-19	97	98.4	-10%	-9%
CREDIT AGRICOLE SA	USF22797FJ25	2017-05-31	USD	6.637	VARIABLE	2	1000	66.2	68.2	9.73%	2012-04-19	74.5	76.6	-11%	-11%
CREDIT AGRICOLE SA	US225313AB10	2019-10-13	USD	8.375	VARIABLE	2	1000	78.5	80.4	10.42%	2012-04-19	88.2	90.1	-11%	-11%
CREDIT SUISSE GUERNSEY	XS0394946809	2013-10-23	USD	11.000	FIXED	1	2000	105.5	105.5	10.43%	2012-04-19	103.6	106.5	2%	-1%
CREDIT SUISSE GUERNSEY	US2254482084	2013-03-28	USD	7.900	FIXED	4	25	25	25	7.90%	2012-04-19	25.8	26.2	-3%	-5%
CREDIT SUISSE GUERNSEY	US225448AB59	2017-05-15	USD	1.157	FLOATING	4	2000	81.6	81.6	1.42%	2012-04-19	82	82	-0%	-0%
CREDIT SUISSE GUERNSEY	US225448AA76	2017-05-15	USD	5.860	VARIABLE	2	2000	96	96	6.10%	2012-04-19	99.5	99.5	-4%	-4%
DAH SING BANK LTD	XS0287630932	2017-02-17	USD	6.253	VARIABLE	2	100000	94.1	95.9	6.52%	2012-04-19	94.6	96	-1%	-0%
DANSKE BANK A/S	XS0144920385		EUR	5.875	VARIABLE	1	10000	99.9	100.6	5.84%	2012-04-19	99.9	100.6	0%	0%
DANSKE BANK A/S	XS0336634711	2013-03-20	EUR	6.000	VARIABLE	1	1000	101.1	102.1	5.88%	2012-04-19	100.8	102.2	0%	-0%
DANSKE BANK A/S	XS0170248503	2013-06-20	EUR	4.250	VARIABLE	1	10000	100	101.2	4.20%	2012-04-19	99.6	101	0%	0%
DANSKE BANK A/S	XS0214318007	2015-03-16	EUR	4.100	VARIABLE	1	1000	96.5	97.9	4.19%	2012-04-19	95.2	96.8	1%	1%
DANSKE BANK A/S	XS0176929684	2018-09-29	GBP	5.375	VARIABLE	1	1000	81.3	82.7	6.50%	2012-04-19	82.7	84.4	-2%	-2%
DANSKE BANK A/S	XS0287195233	2017-05-15	EUR	4.878	VARIABLE	1	1000	84.7	86.1	5.67%	2012-04-19	82.9	84.8	2%	2%
DANSKE BANK A/S	US236363AA58	2014-06-16	USD	5.914	VARIABLE	2	1000	89.1	90.3	6.55%	2012-04-19	90.2	91.5	-1%	-1%
DANSKE BANK A/S	XS0279056419	2017-02-15	GBP	5.684	VARIABLE	1	1000	76	78.9	7.20%	2012-04-19	78.3	80.8	-3%	-2%
DANSKE BANK A/S	XS0214342569	2017-03-16	GBP	5.563	VARIABLE	1	1000	75	77.1	7.22%	2012-04-19	77.3	79.6	-3%	-3%
DB CAPITAL FUNDING VIII	US25153U2042	2012-06-18	USD	6.375	FIXED	4	25	20.3	20.3	7.85%	2012-04-19	22.9	24.5	-11%	-17%
DB CAPITAL FUNDING X	US25154D1028	2012-12-15	USD	7.350	FIXED	4	25	20.3	20.3	9.05%	2012-04-19	24.1	26	-16%	-22%
DB CAPITAL FUNDING XI	DE000A1ALVC5	2015-03-31	EUR	9.500	FIXED	1	1000	105.7	106.6	8.91%	2012-04-19	105.7	106.5	0%	0%
DB CONT CAP TRST II	US25153X2080	2017-05-23	USD	6.550	FIXED	4	25	24.8	24.8	6.60%	2012-04-19	22.9	24	8%	3%
DB CONT CAP TRUST III	US25154A1088	2018-02-20	USD	7.600	FIXED	4	25	24.9	24.9	7.63%	2012-04-19	24.8	26.2	0%	-5%
DB CONT CAP TRUST IV	DE000A0TU305	2018-05-15	EUR	8.000	FIXED	1	1000	101.5	102.6	7.80%	2012-04-19	100.6	101.8	1%	1%
DB CONT CAPITAL TRUST V	US25150L1089	2018-06-30	USD	8.050	FIXED	4	25	26.5	26.5	7.59%	2012-04-19	25.3	26	5%	2%
DEPFA FUNDING II LP	XS0178243332	2012-10-30	EUR	6.500	FLAT TRADING	1	1000	22.8	24.8	26.21%	2012-04-19	24.5	27	-7%	-8%
DEPFA FUNDING III LP	DE000A0E5U85	2013-06-08	EUR	3.450	VARIABLE	1	1000	19.9	22.3	15.47%	2012-04-19	19.7	22	1%	1%
DEPFA FUNDING IV LP	XS0291655727	2017-03-21	EUR	5.029	VARIABLE	1	1000	24.5	26	19.34%	2012-04-19	26.4	28	-7%	-7%
DEUTSCHE BK CAP FDG TR I	USU2492SAA43	2012-06-30	USD	3.440	VARIABLE	4	1000	67.9	71.5	4.81%	2012-04-19	68.9	71.1	-1%	1%
DEUTSCHE BK CAP FNDG TST	DE000A0DTY34	2013-01-28	EUR	4.836	VARIABLE	1	1000	59	61	7.93%	2012-04-19	60.9	62.8	-3%	-3%
DEUTSCHE BK CAP FNDG TST	US25153RAA05	2016-01-19	USD	5.628	VARIABLE	2	1000	81.6	83.6	6.73%	2012-04-19	80.5	83.3	1%	0%
DEUTSCHE BK CAP FUND IX	US25153Y2063	2012-08-20	USD	6.625	FIXED	4	25	24.8	24.8	6.68%	2012-04-19	23.5	24.5	6%	1%
DEUTSCHE BK CAPITAL TRST	DE000A0E5JD4	2015-06-27	EUR	3.324	VARIABLE	1	1000	52.1	54.5	6.10%	2012-04-19	52.6	56.1	-1%	-3%
DEUTSCHE BOERSE AG	XS0369549570	2013-06-13	EUR	7.500	VARIABLE	1	1000	102.1	103	7.28%	2012-04-19	101.6	102.4	0%	1%
DEUTSCHE BK CAP FD TRUST	XS0176823424	2013-09-19	EUR	5.330	VARIABLE	1	1000	80	82	6.50%	2012-04-19	81.3	83	-2%	-1%
DEUTSCHE CAP TRUST V	DE000A0AA0X5	2012-09-02	EUR	6.150	FIXED	4	100	89	90.6	6.79%	2012-04-19	89.6	91.3	-1%	-1%
DEUTSCHE POSTBANK FUND I	DE000A0DEN75	2012-12-02	EUR	2.815	VARIABLE	2	1000	47.2	48.8	5.77%	2012-04-19	51.2	52.7	-8%	-7%
DEUTSCHE POSTBANK IV	XS0307741917	2017-06-29	EUR	5.983	VARIABLE	1	50000	72	73.7	8.12%	2012-04-19	74.5	76.2	-3%	-3%
DEUTSCHE POSTBK FUND II	DE000A0DHUM0	2012-12-23	EUR	4.652	VARIABLE	1	1000	58.5	61.2	7.60%	2012-04-19	60.5	62.5	-3%	-2%
DEUTSCHE POSTBK FUND III	DE000A0D24Z1	2013-06-07	EUR	3.469	FLOATING	1	1000	46.9	49	7.08%	2012-04-19	51.1	52.7	-8%	-7%
DEV BANK PHILIPPINES	XS0267389384	2016-09-15	USD	8.375	VARIABLE	2	1000	106.2	107	7.83%	2012-04-19	106.1	107	0%	0%
DEXIA CREDIT LOCAL	FR0010251421	2015-11-18	EUR	4.300	VARIABLE	1	50000	21	23.3	18.45%	2012-04-19	22.2	24.5	-5%	-5%
DEXIA FUNDING LUX	XS0273230572	2016-11-02	EUR	4.892	VARIABLE	1	1000	20.5	23.8	20.55%	2012-04-19	21.8	25.2	-6%	-6%
DIME COMMUNITY CAPITAL I	US25433CAC10	2012-06-18	USD	7.000	FIXED	4	1000	90.1	92.5	7.57%	2012-04-19	89.4	91.8	1%	1%
DIME COMMUNITY CAPITAL I	US25433CAA53	2012-06-18	USD	7.000	FIXED	4	1000	90.1	92.5	7.57%	2012-04-19	89.4	91.8	1%	1%
DNB BANK ASA	XS0285087358	2017-03-29	GBP	6.012	VARIABLE	1	1000	91	94.9	6.34%	2012-04-19	93.1	95.2	-2%	-0%
DNB BANK ASA	XS0157873760	2012-11-19	EUR	7.068	VARIABLE	1	1000	100.5	101.5	6.96%	2012-04-19	100.5	101.5	0%	0%
DOMINION RESOURCES INC	US25746U6047	2014-06-15	USD	8.375	FIXED	4	25	28.7	28.8	7.27%	2012-04-19	27.5	29.2	4%	-1%
DONG ENERGY A/S	XS0223249003	2015-06-29	EUR	5.500	VARIABLE	1	1	102.6	103.6	1.33%	2012-04-19	101.9	102.7	1%	1%
DUKE REALTY CORP	US2644116798	2013-02-22	USD	8.375	FIXED	4	25	26.2	26.3	7.96%	2012-04-19	24.6	28.6	7%	-8%
DZ BANK CAPITAL FUND II	DE000A0DCXA0	2012-08-22	EUR	2.286	FLOATING	4	1000	47.4	49.4	4.63%	2012-04-19	50.7	52.9	-7%	-7%
DZ BANK CAPITAL FUND III	DE000A0DZTE1	2012-09-06	EUR	2.448	FLOATING	4	1000	48.3	50.5	4.85%	2012-04-19	50.9	52.8	-5%	-4%
DZ BANK CAPITAL FUNDING	DE0009078337	2012-08-11	EUR	3.191	FLOATING	4	1000	60.8	63.5	5.03%	2012-04-19	62.8	63.9	-3%	-1%
EFG HELLAS FUNDING LTD	XS0232848399	2015-11-02	EUR	4.565	VARIABLE	1	1000	32	35.8	12.75%	2012-04-19	34.2	38.3	-6%	-7%
EFG HELLAS FUNDING LTD	DE000A0DZVJ6	2013-03-18	EUR	2.504	VARIABLE	1	1000	27.6	39.3	6.37%	2012-04-19	31.1	42.8	-11%	-8%
EFG HELLAS FUNDING LTD	XS0234821345	2012-07-09	EUR	6.000	FIXED	4	1000	35	42	14.29%	2012-04-19	34.2	37.8	2%	11%
EFG HELLAS FUNDING LTD	XS0440371903	2014-10-29	EUR	8.250	FIXED	4	50000	50	60	13.75%	2012-04-19	50	60	0%	0%
EFG INTERNATIONAL AG	XS0204324890	2012-11-10	EUR	2.462	VARIABLE	2	1000	37.8	37.8	6.51%	2012-04-19	38	38	-1%	-1%
EI DU PONT DE NEMOUR & C	US2635343070	2012-07-16	USD	4.500	FIXED	4	100	100	100	4.50%	2012-04-19	97.6	97.6	2%	2%
ELM BV (SWISS LIFE)	XS0295383524	2017-04-12	EUR	5.849	VARIABLE	1	50000	73.1	74.5	7.85%	2012-04-19	73.9	75.1	-1%	-1%
ELM BV (SWISS REIN CO)	XS0253627136	2016-05-25	EUR	5.252	VARIABLE	2	50000	83.8	85.1	6.17%	2012-04-19	84.9	86.2	-1%	-1%
ELM BV (SWISS REIN CO)	XS0293392105	2019-05-25	GBP	6.302	VARIABLE	2	50000	81.5	83	7.59%	2012-04-19	83.3	85.2	-2%	-3%
ENDURANCE SPECIALTY HLDG	US29267H2085	2015-12-15	USD	7.750	FIXED	4	25	24.8	24.8	7.81%	2012-04-19	25.4	30.9	-2%	-20%
ENTERGY TEXAS INC	US29365T2033	2014-06-01	USD	7.875	FIXED	4	25	28.6	28.8	6.84%	2012-04-19	26.9	29	6%	-1%
EQUITY RESIDENTIAL PROPS	US29476L7846	2012-06-18	USD	6.480	FIXED	4	25	25.6	25.8	6.28%	2012-04-19	24.1	25.3	6%	2%
ERSTE FINANCE (JERSEY) 4	XS0188305741	2012-06-24	EUR	2.434	FLOATING	4	1000	49.4	54.3	4.48%	2012-04-19	51.3	55.7	-4%	-3%
ERSTE FINANCE (JERSEY) 6	XS0215338152	2012-09-23	EUR	5.250	FIXED	1	1000	63.7	66.7	7.87%	2012-04-19	65.4	68.9	-3%	-3%
ESFG INTERNATIONAL LTD	XS0303426661	2017-06-06	EUR	5.753	VARIABLE	1	50000	32.3	36.7	15.68%	2012-04-19	34.7	39.2	-7%	-6%
ACHMEA BV	NL0000117224	2015-06-24	EUR	5.125	VARIABLE	1	10000	73.3	75.3	6.81%	2012-04-19	74.2	76.3	-1%	-1%
ACHMEA BV	NL0000168714	2012-11-01	EUR	6.000	FIXED	1	1000	71	72.2	8.31%	2012-04-19	73.3	74.7	-3%	-3%
ACHMEA BV	XS0362173246	2013-05-23	EUR	8.375	FIXED	1	1000	95.5	97.3	8.61%	2012-04-19	96.3	97.9	-1%	-1%
EUROCLEAR FINANCE 2 SA	XS0219847364	2015-06-15	EUR	4.235	VARIABLE	1	50000	83.6	85.1	4.98%	2012-04-19	76.1	78.4	10%	9%
EUROFINS SCIENTIFIC	FR0010474627	2014-05-22	EUR	8.081	VARIABLE	1	50000	100.1	101.4	7.97%	2012-04-19	100	101.5	0%	-0%
EUROHYPO CAP FUND TRUSII	DE000A0DZJZ7	2013-03-08	EUR	2.334	VARIABLE	1	1000	41.5	45	5.19%	2012-04-19	44.2	52.3	-6%	-14%
EUROHYPO CAP FUND TRUST1	XS0169058012	2013-05-23	EUR	6.445	FLAT TRADING	1	1000	56.8	60.5	10.65%	2012-04-19	60	61	-5%	-1%
EVEREST RE CAP TRUST II	US29980R2022	2012-06-18	USD	6.200	FIXED	4	25	25.8	25.8	6.01%	2012-04-19	24.4	25.5	6%	1%
F VAN LANSCHOT BANKIERS	NL0000117745	2015-12-14	EUR	4.855	VARIABLE	1	50000	72.1	72.6	6.69%	2012-04-19	73	76.3	-1%	-5%
F VAN LANSCHOT BANKIERS	NL0000116374	2014-10-29	EUR	2.428	VARIABLE	2	1000	60	60	4.05%	2012-04-19	60.1	80	-0%	-25%
FIFTH THIRD CAP TR VI	US31678V2060	2012-11-15	USD	7.250	VARIABLE	4	25	25.1	25.1	7.22%	2012-04-19	25	26.4	0%	-5%
FIFTH THIRD CAP TRUST V	US31678W2044	2012-08-15	USD	7.250	VARIABLE	4	25	25	25	7.25%	2012-04-19	25	26.4	0%	-5%
FORTIS BANK SA/NV	BE0119806116	2014-10-27	EUR	4.625	VARIABLE	1	50000	66	68.3	6.77%	2012-04-19	70.6	72.4	-7%	-6%
FORTIS BANK SA/NV	BE0117584202		EUR		VARIABLE	4	100000	92.5	98.2	0.00%	2012-04-19	92.5	98.2	0%	0%
FPL GROUP CAP TRUST I	US30257V2079	2012-06-18	USD	5.875	FIXED	4	25	25.8	25.9	5.67%	2012-04-19	25	30.4	3%	-15%
FRIENDS LIFE GROUP PLC	XS0181161380	2019-11-21	GBP	6.875	VARIABLE	2	1000	60.1	62.9	10.93%	2012-04-19	62.2	65.2	-3%	-4%
FRIENDS LIFE GROUP PLC	XS0222395468	2015-07-01	GBP	6.292	VARIABLE	1	1000	60	62.9	10.00%	2012-04-19	62	65.1	-3%	-3%
FRIESLAND BANK	Nl0000116457	2014-12-03	EUR	2.387	VARIABLE	4	100	65.8	70	3.41%	2012-04-19	63.4	67.8	4%	3%
FUERSTENBERG CAPITAL	XS0456513711	2015-06-30	USD	10.250	VARIABLE	1	1000	83	85	12.06%	2012-04-19	84.6	86.8	-2%	-2%
FUERSTENBG CAP II GMBH	DE000A0EUBN9	2012-06-30	EUR	5.625	FIXED	1	1000	55.9	59.5	9.45%	2012-04-19	59	60.9	-5%	-2%
FULTON CAPITAL TRUST I	US360008AA40		USD	6.290	FIXED	2	1000	92.4	92.4	6.81%	2012-04-19	93	93	-1%	-1%
FURSTENBERG CAPITAL	XS0216072230	2015-06-30	EUR	5.344	VARIABLE	1	1000	51	59.5	8.98%	2012-04-19	52.7	54.7	-3%	9%
GENERAL ELEC CAP CORP	XS0242989738	2012-08-02	USD	6.000	FIXED	4	1000	98.5	99.8	6.01%	2012-04-19	98	99.3	1%	1%
GENERAL ELEC CAP CORP	US3696224449	2013-08-15	USD	6.500	FIXED	4	25	26.9	27	6.02%	2012-04-19	25.4	27.9	6%	-3%
GENERAL ELEC CAP CORP	XS0319639232	2017-09-15	EUR	5.500	VARIABLE	1	1000	86.5	87.5	6.29%	2012-04-19	85.4	86.8	1%	1%
GENERALI FINANCE BV	XS0256975888	2016-06-16	GBP	6.214	VARIABLE	1	50000	62	65	9.56%	2012-04-19	65.1	66.8	-5%	-3%
GENERALI FINANCE BV	XS0283629946	2017-02-08	EUR	5.479	VARIABLE	1	50000	67.9	69.1	7.93%	2012-04-19	69.2	70.3	-2%	-2%
GENERALI FINANCE BV	XS0256975458	2016-06-16	EUR	5.317	VARIABLE	1	50000	68	69.7	7.63%	2012-04-19	69.2	70.5	-2%	-1%
GENL ELEC CAPITAL CORP	US3696225198	2012-06-18	USD	6.100	FIXED	4	25	25.6	25.6	5.96%	2012-04-19	24.5	25.4	4%	1%
GFW CAPITAL GMBH	XS0237509293	2016-06-30	EUR	6.000	FIXED	1	1000	61.2	63.6	9.43%	2012-04-19	62.1	63.6	-1%	0%
GOL FINANCE	USG3980PAA33	2012-07-05	USD	8.750	FIXED	4	1000	77.9	77.9	11.23%	2012-04-19	79.1	79.1	-2%	-2%
GOLDMAN SACHS GROUP INC	US38144X5005	2012-06-18	USD	6.200	FIXED	4	25	24.7	25.4	6.10%	2012-04-19	25	26.3	-1%	-3%
GOLDMAN SACHS GROUP INC	US38144G8042	2012-06-18	USD	4.000	FLOATING	4	25	18.6	19.4	5.15%	2012-04-19	19.8	23.6	-6%	-18%
GOLDMAN SACHS GROUP INC	US38143Y6656	2012-06-18	USD	3.750	FLOATING	4	25	18.8	18.8	4.99%	2012-04-19	19.3	22.6	-3%	-17%
GROUPAMA SA	FR0010815464	2019-10-27	EUR	7.875	VARIABLE	1	50000	52.9	54.8	14.37%	2012-04-19	57.7	59.7	-8%	-8%
GROUPAMA SA	FR0010208751	2015-07-06	EUR	4.375	VARIABLE	1	50000	35.5	37.4	11.70%	2012-04-19	40.2	42.4	-12%	-12%
GROUPAMA SA	FR0010533414	2017-10-22	EUR	6.298	VARIABLE	1	50000	32.7	35	17.99%	2012-04-19	39.4	41.3	-17%	-15%
BPCE SA	FR0010814558	2015-04-22	EUR	9.250	FIXED	1	1000	78	79.7	11.61%	2012-04-19	81.2	82.6	-4%	-4%
BPCE SA	FR0010117366	2015-07-30	EUR	4.625	VARIABLE	1	1000	59	61	7.58%	2012-04-19	68.2	69.7	-13%	-12%
BPCE SA	FR0010279273	2016-02-01	EUR	4.750	VARIABLE	1	50000	49	51	9.31%	2012-04-19	55.2	58.2	-11%	-12%
BPCE SA	FR0010031138	2014-07-30	EUR	5.250	VARIABLE	1	1000	62	64	8.20%	2012-04-19	70	73	-11%	-12%
BPCE SA	FR0010535971	2017-10-30	EUR	6.117	VARIABLE	1	50000	59	61.6	9.93%	2012-04-19	67.4	68.8	-12%	-10%
BPCE SA	FR0010279208	2012-07-27	USD	6.750	FIXED	4	2000	69.2	71.7	9.41%	2012-04-19	74.6	76.7	-7%	-7%
GRUMA SAB DE CV	USP4948KAC91	2012-06-18	USD	7.750	FIXED	4	1000	100	100	7.75%	2012-04-19	99.3	99.3	1%	1%
HANNOVER FINANCE SA	XS0221011454	2015-06-01	EUR	5.000	VARIABLE	1	1000	85.8	86.8	5.76%	2012-04-19	85.7	87.1	0%	-0%
HANNOVER FINANCE SA	XS0541620901	2020-09-14	EUR	5.750	VARIABLE	1	50000	94.6	96	5.99%	2012-04-19	94.5	95.7	0%	0%
HBOS CAPITAL FUNDING LP	XS0139175821	2018-11-30	GBP	6.461	VARIABLE	2	1000	62.1	64.4	10.03%	2012-04-19	64.7	66.5	-4%	-3%
HBOS CAPITAL FUNDING LP	XS0255242769	2016-05-23	EUR	4.939	FLAT TRADING	1	1000	56.1	58	8.52%	2012-04-19	69	71	-19%	-18%
HDI-GERLING IND VERS AG	XS0198106238	2014-08-12	EUR	7.000	VARIABLE	1	1000	101.1	102.7	6.82%	2012-04-19	102.2	103.5	-1%	-1%
HDI-GERLING LEBENSVERSIC	XS0223589440	2015-06-30	EUR	6.750	VARIABLE	1	1000	97.6	98.9	6.83%	2012-04-19	97.1	99.2	1%	-0%
HENKEL AG & CO KGAA	XS0234434222	2015-11-25	EUR	5.375	VARIABLE	1	1000	104.2	105.1	5.11%	2012-04-19	102.6	103.3	2%	2%
HOSPITALITY PROP TRUST	US44106M5085	2012-06-18	USD	7.000	FIXED	4	25	24.1	25.4	6.89%	2012-04-19	24.2	26	-0%	-2%
HSBC BANK FUNDING STER	XS0189704140	2020-04-07	GBP	5.862	VARIABLE	1	1000	81.3	83	7.06%	2012-04-19	83.2	85.2	-2%	-3%
HSBC BANK FUNDING STER	XS0179407910	2031-11-05	GBP	5.844	VARIABLE	1	1000	76.7	78.3	7.46%	2012-04-19	78.9	80.6	-3%	-3%
HSBC BANK PLC	GB0005902332	2012-06-29	USD	1.063	FLOATING	2	10000	47	49.3	2.16%	2012-04-19	48.6	50.1	-3%	-2%
HSBC CAPITAL FUNDING LP	US40429Q2003	2013-06-27	USD	4.610	VARIABLE	2	1000	94	95	4.85%	2012-04-19	94	95.3	0%	-0%
HSBC CAPITAL FUNDING LP	USG463802037	2013-06-27	USD	4.610	VARIABLE	2	1000	94.1	95	4.85%	2012-04-19	93.8	95	0%	0%
HSBC CAPITAL FUNDING LP	XS0178404793	2014-03-24	EUR	5.369	VARIABLE	1	1000	89.8	91.5	5.87%	2012-04-19	89	90.8	1%	1%
HSBC CAPITAL FUNDING LP	XS0188853526	2016-03-29	EUR	5.130	VARIABLE	1	1000	88.8	90.2	5.69%	2012-04-19	86.2	87.6	3%	3%
HSBC CAPITAL FUNDING LP	XS0110562534	2012-06-30	EUR	8.030	VARIABLE	1	1000	99.8	101	7.95%	2012-04-19	99.7	100.5	0%	0%
HSBC CAPITAL FUNDING LP	XS0110562617	2012-06-30	EUR	8.030	VARIABLE	1	1000	99.8	100.5	7.99%	2012-04-19	99.8	100.4	0%	0%
HSBC CAPITAL FUNDING LP	USG4637HAB45	2030-06-30	USD	10.176	VARIABLE	2	1000	128.2	130.8	7.78%	2012-04-19	129.2	131.9	-1%	-1%
HSBC CAPITAL FUNDING LP	US40427LAB09	2030-06-30	USD	10.176	VARIABLE	2	1000	129.2	131.2	7.76%	2012-04-19	129.2	131.7	0%	-0%
HSBC CAPITAL FUNDING LP	XS0110560165	2015-06-30	GBP	8.208	VARIABLE	1	1000	102.1	103	7.97%	2012-04-19	104	105.6	-2%	-2%
HSBC FIN CAP TRUST IX	US40430LAA70	2015-11-30	USD	5.911	VARIABLE	2	100000	90.3	90.3	6.55%	2012-04-19	93.8	93.8	-4%	-4%
HSBC FINANCE CORPORATION	US40429C6075	2012-06-18	USD	6.360	FIXED	4	25	24.5	24.6	6.46%	2012-04-19	20.2	29	21%	-15%
HSBC HOLDINGS PLC	US4042806046	2012-06-18	USD	6.200	FIXED	4	25	25	25.1	6.18%	2012-04-19	23.1	26	8%	-3%
HSBC HOLDINGS PLC	US4042807036	2013-04-15	USD	8.125	FIXED	4	25	26.2	26.2	7.75%	2012-04-19	25.9	26.4	1%	-1%
HSBC USA CAPITAL TRST II	USU44279AA29	2012-06-18	USD	8.380	FIXED	2	1000	100.4	101.6	8.25%	2012-04-19	100.8	101.9	-0%	-0%
HSBC USA CAPITAL TRST II	US40427QAA13	2012-06-18	USD	8.380	FIXED	2	1000	100.4	101.6	8.25%	2012-04-19	100.8	101.9	-0%	-0%
HSBC USA CAPITAL TRUST I	USU44274AA32	2012-06-18	USD	7.808	FIXED	2	1000	99.9	101.9	7.66%	2012-04-19	98.9	101.8	1%	0%
HSBC USA CAPITAL TRUST I	US40427PAA30	2012-06-18	USD	7.808	FIXED	2	1000	99.9	101.9	7.66%	2012-04-19	98.9	101.8	1%	0%
HSBC USA INC	US40428H8887	2012-06-18	USD	4.000	FLOATING	4	25	21	21.2	4.72%	2012-04-19	20	26.5	5%	-20%
HSBC USA INC	US40428H8622	2012-06-18	USD	6.500	FIXED	4	25	25.2	25.3	6.42%	2012-04-19	23.2	29.1	9%	-13%
HSBC USA INC	US40428H8051	2012-06-18	USD	3.500	FLOATING	4	25	20	20	4.38%	2012-04-19	18.6	24.6	8%	-19%
HSBC USA INC	US40428H7061	2012-06-18	USD	4.500	FLOATING	4	25	23.5	23.5	4.79%	2012-04-19	23.8	24.6	-1%	-4%
HSBC USA INC	US40428H2013	2012-06-18	USD	2.858	FIXED	4	50	48.8	49.2	5.81%	2012-04-19	44.5	44.5	10%	11%
HSH NORDBANK AG	XS0221141400	2012-06-30	USD	7.250	FLAT TRADING	4	1000	30.9	32	22.66%	2012-04-19	31.1	35	-1%	-9%
HSH NORDBANK LUXEMBOURG	XS0142391894	2014-06-30	EUR	7.408	FLAT TRADING	1	1000	33.3	35.2	21.05%	2012-04-19	35.2	37.3	-5%	-6%
HT1 FUNDING GMBH	DE000A0KAAA7	2017-06-30	EUR	6.352	VARIABLE	1	1000	63	65	9.77%	2012-04-19	63	65.1	0%	-0%
HVB FUNDING TRUST VIII	DE0008512021		EUR	7.055	VARIABLE	1	100	99.9	100.5	7.02%	2012-04-19	99.9	100.5	0%	0%
HYBRID CAP FDG II LP	DE000A0D2FH1	2012-06-30	EUR	6.000	FLAT TRADING	2	1000	11.5	14.1	42.55%	2012-04-19	13.4	15.1	-14%	-7%
HYBRID CAP FUNDING I LP	XS0216711340	2012-06-30	USD	8.000	FLAT TRADING	4	1000	11	13.7	58.39%	2012-04-19	13.8	15.9	-20%	-14%
HYPO ALPE-ADRIA JERSEY	DE0006949555	2012-07-13	EUR	7.375	FLAT TRADING	4	100	38.5	39.5	18.67%	2012-04-19	30.7	32.5	25%	22%
HYPO ALPE-ADRIA JERSEY	XS0202259122	2012-10-07	EUR	2.454	VARIABLE	2	1000	27.4	32.3	7.60%	2012-04-19	24.2	31.6	13%	2%
HYPO REAL INTL TRUST I	XS0303478118	2017-06-14	EUR	5.864	VARIABLE	1	50000	27.4	29.5	19.88%	2012-04-19	28.2	30.2	-3%	-2%
ICICI BANK LIMITED	US45104GAE44	2017-04-30	USD	6.375	VARIABLE	2	1000	90.2	92	6.93%	2012-04-19	93.5	96.4	-4%	-5%
ICICI BANK LIMITED	USY38575DE68	2017-04-30	USD	6.375	VARIABLE	2	1000	94.8	94.8	6.72%	2012-04-19	93.8	93.8	1%	1%
IF SKADEFORSAKRING AB	XS0221854119	2015-06-16	EUR	4.943	VARIABLE	1	1000	92.6	95.8	5.16%	2012-04-19	93.2	95.1	-1%	1%
IKB DEUTSCHE INDUSTRIEBK	XS0171797219		EUR	4.500	FIXED	1	1000	88	90	5.00%	2012-04-19	88.8	90.5	-1%	-1%
IKB FUNDING TRUST I	DE0008592759	2012-06-30	EUR	2.283	FLOATING	4	100	10	13.6	16.79%	2012-04-19	10.3	13.3	-3%	2%
IKB FUNDING TRUST II	XS0194701487	2012-07-29	EUR	2.460	FLAT TRADING	2	1000	11	12.3	20.00%	2012-04-19	11.8	14.5	-7%	-15%
ING BANK NV	XS0270427163	2016-10-05	EUR	2.370	FLOATING	4	50000	57	57	4.16%	2012-04-19	57	57	0%	0%
ING GROEP NV	NL0000116127	2014-06-30	EUR	2.508	VARIABLE	4	100	50.9	53.1	4.72%	2012-04-19	56.1	57.8	-9%	-8%
ING GROEP NV	NL0000113587	2013-06-30	EUR	2.908	VARIABLE	4	100	53	54.7	5.32%	2012-04-19	59.4	61.1	-11%	-10%
ING GROEP NV	XS0246487705	2016-03-17	GBP	5.140	VARIABLE	2	1000	70	75.8	6.78%	2012-04-19	71.5	76	-2%	-0%
ING GROEP NV	XS0221619033	2015-06-08	EUR	4.176	VARIABLE	1	1000	71.1	73	5.72%	2012-04-19	74	75.8	-4%	-4%
ING GROEP NV	US456837AC74	2015-12-08	USD	5.775	VARIABLE	2	1000	85	85	6.79%	2012-04-19	90.3	90.3	-6%	-6%
ING GROEP NV	XS0356687219	2013-04-18	EUR	8.000	FIXED	1	1000	94.8	96.2	8.32%	2012-04-19	95.8	96.9	-1%	-1%
ING VERZEKERINGEN NV	XS0147306301	2017-05-07	EUR	6.375	VARIABLE	1	10000	87.1	88.9	7.17%	2012-04-19	87.7	89.3	-1%	-0%
INTERSTATE P&L CO	US4610708723	2013-03-15	USD	8.375	FIXED	4	25	28.7	29	7.22%	2012-04-19	26.6	26.6	8%	9%
INTESA SANPAOLO SPA	XS0360809577		EUR	6.625	FIXED	1	50000	92.5	93.9	7.06%	2012-04-19	95.5	96.6	-3%	-3%
INTESA SANPAOLO SPA	XS0364645852		EUR	6.160	FIXED	1	50000	90.2	92.2	6.68%	2012-04-19	92.9	94.6	-3%	-3%
INTESA SANPAOLO SPA	XS0371711663	2018-06-20	EUR	8.047	VARIABLE	1	50000	76.4	78.3	10.28%	2012-04-19	80.8	82.6	-5%	-5%
INTESA SANPAOLO SPA	XS0456541506	2019-10-14	EUR	8.375	VARIABLE	1	50000	77.6	79.4	10.55%	2012-04-19	82.6	84.3	-6%	-6%
INVESTEC TIER I UK LP	XS0222692328	2015-06-24	EUR	7.075	VARIABLE	1	1000	75.1	77.5	9.13%	2012-04-19	76.1	78.4	-1%	-1%
IRISH LIFE ASSURANCE PLC	XS0285885009	2017-02-08	EUR	5.250	VARIABLE	1	1000	61.9	64.8	8.10%	2012-04-19	62	65.2	-0%	-1%
IVG IMMOBILIEN AG	DE000A0JQMH5	2013-05-05	EUR	8.000	FLAT TRADING	1	100000	51	52	15.38%	2012-04-19	69.4	70.9	-27%	-27%
JP MORGAN CHASE CAP X	US46623D2009	2012-06-18	USD	7.000	FIXED	4	25	24.9	25.7	6.81%	2012-04-19	24.6	26.4	1%	-3%
JP MORGAN CHASE CAP XI	US46626V2079	2012-06-18	USD	5.875	FIXED	4	25	23	25.3	5.81%	2012-04-19	24.3	26.1	-5%	-3%
JP MORGAN CHASE CAP XII	US46626X2036	2012-06-18	USD	6.250	FIXED	4	25	25.2	25.3	6.18%	2012-04-19	24.3	26.2	4%	-3%
JP MORGAN CHASE CAP XIV	US48122F2074	2012-06-18	USD	6.200	FIXED	4	25	28	28	5.54%	2012-04-19	24.4	28	15%	0%
JP MORGAN CHASE CAP XV	US46627NAA37		USD	5.875	FIXED	2	1000	97.2	97.2	6.04%	2012-04-19	98.5	98.5	-1%	-1%
JP MORGAN CHASE XVII	US46627VAA52		USD	5.850	FIXED	2	1000	98.5	98.5	5.94%	2012-04-19	101.5	101.5	-3%	-3%
JPM CHASE CAPITAL XIX	US48123A2078	2012-06-18	USD	6.625	FIXED	4	25	23.8	23.8	6.96%	2012-04-19	24.5	26.3	-3%	-10%
JPM CHASE CAPITAL XXI	US48123KAA43	2012-06-18	USD	1.416	FLOATING	4	1000	71.6	71.6	1.98%	2012-04-19	74.1	74.1	-3%	-3%
JPM CHASE CAPITAL XXII	US48123QAA13		USD	6.450	FIXED	2	1000	100.1	101	6.39%	2012-04-19	100.2	100.2	-0%	1%
JPM CHASE CAPITAL XXIII	US48123UAA25	2012-06-18	USD	1.467	FLOATING	4	1000	72.8	72.8	2.02%	2012-04-19	75.5	75.5	-4%	-4%
JPM CHASE CAPITAL XXIV	US48123W2098	2012-08-01	USD	6.875	FIXED	4	25	24.9	25.6	6.71%	2012-04-19	24.8	26.7	0%	-4%
JPM CHASE CAPITAL XXV	US46631VAA98		USD	6.800	FIXED	2	1000	100.1	101.4	6.71%	2012-04-19	99.9	101.1	0%	0%
JPM CHASE CAPITAL XXVI	US48124G1040	2013-05-15	USD	8.000	VARIABLE	4	25	25	25.9	7.72%	2012-04-19	25	26.6	0%	-3%
JPM CHASE CAPITAL XXVII	US48125BAA26		USD	7.000	FIXED	2	1000	99.5	99.5	7.04%	2012-04-19	103.4	103.4	-4%	-4%
JPM CHASE CAPITAL XXVIII	US48124Y2046	2014-12-22	USD	7.200	VARIABLE	4	25	24.8	26.2	6.87%	2012-04-19	24.7	28	0%	-6%
JPMC CAPITAL XVIII	US481227AA49		USD	6.950	FIXED	2	1000	103	103	6.75%	2012-04-19	101.1	101.1	2%	2%
JPMCHASE CAPITAL XVI	US4812282030	2012-06-18	USD	6.350	FIXED	4	25	25.4	25.4	6.25%	2012-04-19	24.5	26.3	4%	-3%
JPMORGAN CHASE & CO	US46625HHA14	2018-04-30	USD	7.900	VARIABLE	2	1000	109	110	7.18%	2012-04-19	108.7	109.4	0%	1%
JPMORGAN CHASE & CO	US46625H6210	2013-09-01	USD	8.625	FIXED	4	25	25	26.8	8.05%	2012-04-19	26.5	28.1	-6%	-5%
JPMORGAN CHASE CAP XIII	US46626YAA01	2014-09-30	USD	1.420	FLOATING	4	1000	75.5	75.5	1.88%	2012-04-19	75	75	1%	1%
JPMORGAN CHASE CAPT XX	US48123CAA27		USD	6.550	FIXED	2	1000	101.5	101.5	6.45%	2012-04-19	102.5	102.5	-1%	-1%
JYSKE BANK A/S	XS0212590557	2015-09-16	EUR	2.474	VARIABLE	2	1000	53	53	4.67%	2012-04-19	52.3	56	1%	-5%
JYSKE BANK A/S	XS0194983366	2014-07-05	EUR	2.565	VARIABLE	2	1000	52.2	55.7	4.61%	2012-04-19	54.1	57.8	-4%	-4%
KBC BANK FUND TRUST III	US48239AAA79	2012-06-18	USD	4.516	VARIABLE	4	1000	62.1	64.9	6.96%	2012-04-19	62.1	64.9	0%	0%
KBC BANK FUNDING TRST II	XS0099124793	2012-06-30	EUR	3.783	VARIABLE	4	1000	55.3	58.5	6.47%	2012-04-19	55.3	58.5	0%	0%
KBC BANK FUNDING TRST IV	USU2445TAA08	2012-08-10	EUR	4.592	VARIABLE	4	1000	50	70	6.56%	2012-04-19	55	70	-9%	0%
KBC BANK NV	BE0934378747	2013-05-14	EUR	8.000	FIXED	1	1000	69.1	71.1	11.25%	2012-04-19	70.2	72.6	-2%	-2%
KBC BANK NV	XS0368735154	2013-06-27	EUR	8.000	FIXED	1	1000	61.1	61.5	13.01%	2012-04-19	61.1	61.5	0%	0%
KEYCORP CAPITAL IX	US49327Q2049		USD	6.750	FIXED	4	25	25	25	6.75%	2012-04-19	25	25	0%	0%
KEYCORP CAPITAL X	US49327R1032	2013-03-15	USD	8.000	FIXED	4	25	25.9	25.9	7.72%	2012-04-19	24.5	26.4	6%	-2%
KEYCORP CAPITAL VIII	US49327C2052		USD	7.000	FIXED	4	25	25.3	25.3	6.92%	2012-04-19	25.3	25.3	0%	0%
KIMCO REALTY CORP	US49446R8447	2012-10-10	USD	7.750	FIXED	4	25	25.9	25.9	7.48%	2012-04-19	24	25.9	8%	0%
LA MONDIALE	FR0010397885	2016-11-15	EUR	5.110	VARIABLE	1	50000	48.3	51.3	9.96%	2012-04-19	48.5	51.5	-0%	-0%
LAMBAY CAPTL SECURITIES	XS0220428154	2015-06-16	GBP	6.250	DEFAULTED	1	1000	0.5	3.4	183.82%	2012-04-19	0.6	3.1	-17%	10%
LBG CAPITAL NO.1 PLC	XS0459088877		GBP	11.040	FIXED	2	1000	96.6	98.7	11.19%	2012-04-19	98.6	100.3	-2%	-2%
LEGAL & GENERAL GROUP	XS0296889073	2017-05-02	GBP	6.385	VARIABLE	2	50000	79.4	80.1	7.97%	2012-04-19	82	84.1	-3%	-5%
LEGAL & GENERAL GROUP	XS0189013823	2019-04-01	GBP	5.875	VARIABLE	2	1000	79.4	80.6	7.29%	2012-04-19	81.9	84.3	-3%	-4%
LEHMAN BROS UK CAP FUND	XS0215349357	2013-03-30	EUR		DEFAULTED	1	1000	0.1	0.1	0.00%	2012-04-19	0.5	0.5	-80%	-80%
LINCOLN NATIONAL CORP	US5341878024		USD	6.750	FIXED	4	25	25.3	25.3	6.67%	2012-04-19	25.3	25.3	0%	0%
LINDE FINANCE BV	XS0259604329	2016-07-14	EUR	7.375	VARIABLE	1	1000	112.1	113	6.53%	2012-04-19	110.3	111.3	2%	2%
LINDE FINANCE BV	XS0259607777	2016-07-14	GBP	8.125	VARIABLE	2	1000	112	113.1	7.18%	2012-04-19	111.5	112.7	0%	0%
LINDE FINANCE BV	XS0171231060	2013-07-03	EUR	6.000	VARIABLE	1	1000	103.5	104.5	5.74%	2012-04-19	103.3	104.4	0%	0%
LLOYDS TSB BANK PLC	XS0156923913	2013-02-25	EUR	6.350	VARIABLE	1	1000	72.8	74.7	8.50%	2012-04-19	74	75.8	-2%	-1%
LOTTOMATICA SPA	XS0254095663	2016-03-31	EUR	8.250	VARIABLE	1	1000	88.9	90.1	9.16%	2012-04-19	89.3	90.8	-0%	-1%
M&T CAPITAL TRUST IV	US55292C2035	2013-01-31	USD	8.500	FIXED	4	25	18	18	11.81%	2012-04-19	24.7	30.9	-27%	-42%
MAIN CAPITAL FUND II LP	DE000A0G18M4	2012-06-30	EUR	5.750	FIXED	1	1000	61.1	64.2	8.96%	2012-04-19	63.3	65.7	-3%	-2%
MAIN CAPITAL FUNDING SEC	DE000A0E4657	2012-06-30	EUR	5.500	FIXED	1	1000	59.8	61.9	8.89%	2012-04-19	62.9	64.8	-5%	-4%
MELLON CAPITAL III	XS0266758555	2016-09-19	GBP	6.369	VARIABLE	2	50000	87.2	92.3	6.90%	2012-04-19	87.3	93.2	-0%	-1%
MELLON CAPITAL IV	US58551TAA51	2012-06-20	USD	6.244	VARIABLE	2	1000	82.8	82.8	7.54%	2012-04-19	83	83	-0%	-0%
METLIFE INC	US59156RAP38	2031-12-15	USD	6.400	FIXED	2	1000	96.2	97.5	6.56%	2012-04-19	97	98	-1%	-1%
METLIFE INC	US59156R6036	2012-06-18	USD	6.500	FIXED	4	25	25.4	25.4	6.40%	2012-04-19	25.2	25.3	1%	0%
METLIFE INC	US59156R5046	2012-06-18	USD	4.000	FLOATING	4	25	24.5	24.5	4.08%	2012-04-19	24.5	24.6	0%	-0%
MONTE DEI PASCHI SIENA	XS0255820804		EUR	4.875	FIXED	1	50000	89.6	90.9	5.36%	2012-04-19	94.3	95.9	-5%	-5%
MONTE DEI PASCHI SIENA	XS0255817685		GBP	5.750	FIXED	1	50000	76.2	78.6	7.32%	2012-04-19	77	79.5	-1%	-1%
MORGAN STANLEY	US61747S5047	2012-06-18	USD	4.000	FLOATING	4	25	14.3	18.4	5.43%	2012-04-19	18.3	19.4	-22%	-5%
MORGAN STANLEY CAP TR VI	US6174612076	2012-06-18	USD	6.600	FIXED	4	25	23.7	24.3	6.79%	2012-04-19	24	25.6	-1%	-5%
MORGAN STANLEY CAP TRUST	US61750K2087	2012-06-01	USD	6.600	FIXED	4	25	23.8	25.5	6.47%	2012-04-19	24.1	25.1	-1%	2%
MORGAN STANLEY CP TR III	US6174602093	2012-06-18	USD	6.250	FIXED	4	25	21.7	23.6	6.62%	2012-04-19	23.5	24.5	-8%	-4%
MORGAN STANLEY CP TR IV	US6174622059	2012-06-18	USD	6.250	FIXED	4	25	23.8	23.8	6.57%	2012-04-19	23.5	25.3	1%	-6%
MPS CAPITAL TRUST I	XS0121342827	2012-08-07	EUR	6.997	FLOATING	4	1000	66.6	69.4	10.08%	2012-04-19	66.3	69.1	0%	0%
MPS CAPITAL TRUST II	XS0180906439		EUR	1.667	FLOATING	4	3	0.8	0.9	46.31%	2012-04-19	0.9	1	-11%	-10%
MUFG CAPITAL FIN 1 LTD	USG63255AA42	2016-07-25	USD	6.346	VARIABLE	2	1000	104.9	105.9	5.99%	2012-04-19	105.3	106.1	-0%	-0%
MUFG CAPITAL FIN 4 LTD	XS0282528974	2017-01-25	EUR	5.271	VARIABLE	2	1000	98.1	99.2	5.31%	2012-04-19	98.1	99.1	0%	0%
MUFG CAPITAL FIN 5 LTD	XS0282533115	2017-01-25	GBP	6.299	VARIABLE	2	1000	98.3	100.3	6.28%	2012-04-19	98.3	99.8	0%	1%
MUFG CAPITAL FINANCE 2	XS0247684490	2016-07-25	EUR	4.850	VARIABLE	2	1000	98.7	99.8	4.86%	2012-04-19	98.7	99.7	0%	0%
MUNICH RE	XS0166965797	2013-06-21	EUR	6.750	VARIABLE	1	1000	104.4	105.1	6.42%	2012-04-19	104.3	105.4	0%	-0%
MUNICH RE	XS0167260529	2018-06-21	GBP	7.625	VARIABLE	1	1000	113.4	114.5	6.66%	2012-04-19	112.9	114.5	0%	0%
MUNICH RE	XS0304987042	2017-06-12	EUR	5.767	VARIABLE	1	50000	88.4	89.5	6.44%	2012-04-19	88.8	90	-0%	-1%
NAT CITY CAP TRUST IV	US63540U2078	2012-08-30	USD	8.000	FIXED	4	25	25.6	25.7	7.78%	2012-04-19	24.6	26.5	4%	-3%
NAT CITY PREF CAP TR I	US635421AA85	2012-12-10	USD	12.000	VARIABLE	2	1000	104.5	104.5	11.48%	2012-04-19	106	106	-1%	-1%
NATIONAL AUSTRALIA BK-NY	XS0347918723	2016-09-24	USD	8.000	VARIABLE	2	1000	106.6	107.8	7.42%	2012-04-19	107	108	-0%	-0%
NATIONAL BANK GREECE SA	US6336435077	2013-06-06	USD	9.000	FIXED	4	25	2.1	3.1	72.58%	2012-04-19	5.3	6	-60%	-48%
NATIONAL BANK OF CANADA	CA6330675175	2012-06-18	CAD	4.850	FIXED	4	25	25.6	25.8	4.70%	2012-04-19	25.4	25.5	1%	1%
NATIONAL BANK OF CANADA	CA6330673501	2014-02-15	CAD	6.600	VARIABLE	4	25	26.6	26.8	6.16%	2012-04-19	26.8	27	-1%	-1%
NATIONAL BANK OF CANADA	CA6330677155	2012-06-18	CAD	5.850	FIXED	4	25	25.5	25.7	5.69%	2012-04-19	25.4	25.4	0%	1%
NATIONAL BANK OF CANADA	CA6330673683	2014-02-15	CAD	6.600	VARIABLE	4	25	26.6	27.1	6.09%	2012-04-19	26.9	27	-1%	0%
NATIONAL BANK OF CANADA	CA6330674186	2013-05-15	CAD	6.000	FIXED	4	25	26.6	26.7	5.62%	2012-04-19	26.6	26.7	0%	0%
NATIONAL CAPITAL TRST II	US635192AA58	2015-03-23	USD	5.486	VARIABLE	2	1000	94	95.5	5.74%	2012-04-19	94.2	96.1	-0%	-1%
NATIONAL CAPITAL TRUST	XS0177395901	2018-12-17	GBP	5.620	VARIABLE	2	1000	81.3	83.4	6.74%	2012-04-19	82.3	84.5	-1%	-1%
NATIONWIDE BLDG SOCIETY	GB0033627968	2024-10-22	GBP	6.250	VARIABLE	2	1000	84	88	7.10%	2012-04-19	78.2	80.4	7%	9%
NATIONWIDE BLDG SOCIETY	XS0284776274	2013-02-06	GBP	6.024	VARIABLE	2	1000	70.5	73.5	8.20%	2012-04-19	70	73.5	1%	0%
NATIONWIDE BLDG SOCIETY	GB0033882084	2019-01-10	GBP	6.875	VARIABLE	2	1000	88	94	7.31%	2012-04-19	87.3	93	1%	1%
NATIXIS	FR0010154278	2013-01-25	EUR	3.750	VARIABLE	1	1000	46.4	50.3	7.46%	2012-04-19	47.1	49.7	-1%	1%
NATL CAPITAL INSTRUMENTS	XS0269714464	2016-09-29	EUR	1.744	FLOATING	4	50000	71.5	73.4	2.38%	2012-04-19	72.1	73.5	-1%	-0%
NATL CITY CAP TR III	US63540X2018	2012-05-25	USD	6.625	FIXED	4	25	25.4	25.4	6.52%	2012-04-19	25.4	25.4	0%	0%
NBOG FUNDING LIMITED	XS0172122904	2013-07-11	EUR	2.516	FLOATING	4	1000	42.2	42.2	5.96%	2012-04-19	39.7	44.7	6%	-6%
NBOG FUNDING LIMITED	XS0211489207	2015-02-16	EUR	4.588	VARIABLE	1	1000	15	40	11.47%	2012-04-19	25	45	-40%	-11%
NBOG FUNDING LIMITED	XS0203171755	2014-11-03	EUR	2.327	VARIABLE	2	1000	39.7	43.8	5.31%	2012-04-19	30	30	32%	46%
NBOG FUNDING LIMITED	XS0203173298	2014-11-03	USD	2.199	VARIABLE	2	1000	25	25	8.80%	2012-04-19	30	30	-17%	-17%
NELNET INC	US64031NAB47	2012-06-18	USD	3.846	VARIABLE	4	1000	81	81	4.75%	2012-04-19	81	81	0%	0%
NIBC BANK NV	XS0210781828	2035-02-21	EUR	4.592	VARIABLE	1	1000	54	55.4	8.29%	2012-04-19	56.5	58.3	-4%	-5%
NORDEA BANK AB	USW5816FCM42	2015-04-20	USD	5.424	VARIABLE	2	1000	96.2	98.9	5.48%	2012-04-19	96.5	98.8	-0%	0%
NORDEA BANK AB	XS0453319039	2015-03-25	USD	8.375	VARIABLE	2	1000	105.1	105.8	7.92%	2012-04-19	105.2	106.4	-0%	-1%
NORDEA BANK AB	US65557AAB35	2015-04-20	USD	5.424	VARIABLE	2	1000	96.6	98.5	5.51%	2012-04-19	96.5	98.8	0%	-0%
NORDEA BANK AB (PUBL)	XS0200688256	2012-09-17	EUR	2.429	FLOATING	2	1000	55.8	58.7	4.14%	2012-04-19	56.1	58	-1%	1%
NORDEA BANK FINLAND PLC	XS0151270310	2014-07-18	GBP	6.250	VARIABLE	1	1000	99.6	101	6.19%	2012-04-19	99.9	101.1	-0%	-0%
NORTHGROUP PFD CAP CORP	US66644PAA57	2017-10-15	USD	6.378	VARIABLE	2	1000	98.4	99.5	6.41%	2012-04-19	98.6	99.7	-0%	-0%
NOVA KREDITNA BANKA (MAR	XS0325446903	2012-10-12	EUR	7.020	VARIABLE	1	1000	84.9	88.1	7.97%	2012-04-19	84.9	88.1	0%	0%
NOVA LJUBLJANSKA BANK DD	XS0208414515	2014-12-17	EUR	0.000	FLOATING	4	25000	62.5	62.5	0.00%	2012-04-19	62.5	62.5	0%	0%
NTC CAPITAL I	US629394AA57	2012-06-18	USD	0.987	FLOATING	4	1000	83	83	1.19%	2012-04-19	83	83	0%	0%
OESTERREICH VOLKSBANKEN	XS0359924643	2018-06-18	EUR	10.000	FLAT TRADING	1	1000	16.5	18.5	54.05%	2012-04-19	19.1	20	-14%	-8%
OEVAG FINANCE JERSEY LTD	XS0201306288	2012-09-24	EUR	0.000	FLAT TRADING	2	1000	29.4	32.2	0.00%	2012-04-19	28.5	31.2	3%	3%
OLD MUTUAL CAP FUNDING	XS0168687100	2012-06-22	USD	8.000	FIXED	4	1000	98.8	100	8.00%	2012-04-19	98.9	100	-0%	0%
OLD MUTUAL PLC	XS0234284668	2015-11-04	EUR	5.000	VARIABLE	1	1000	86.3	87.6	5.71%	2012-04-19	86.1	87.6	0%	0%
OLD MUTUAL PLC	XS0215556142	2020-03-24	GBP	6.376	VARIABLE	1	1000	82.6	84.5	7.55%	2012-04-19	83.9	85.5	-2%	-1%
OMNICARE CAP TRUST II	US68214Q2003	2012-06-18	USD	4.000	FIXED	4	50	44.4	46.7	8.57%	2012-04-19	43.1	51.3	3%	-9%
OTTO FINANCE LUXEMBOURG	XS0226066206	2012-08-10	EUR	6.500	VARIABLE	1	50000	97.3	103.9	6.26%	2012-04-19	98.3	103.5	-1%	0%
OVERSEA-CHINESE BANKING	SG1W95940530	2013-07-29	SGD	5.100	FIXED	2	100	104	106	4.81%	2012-04-19	104	106	0%	0%
PACIFIC GAS&ELEC	US6943082064		USD	6.000	FIXED	4	25	30.2	30.8	4.87%	2012-04-19	26.6	34.2	14%	-10%
PARTNERRE LTD	BMG6852T2044	2012-06-18	USD	6.750	FIXED	4	25	24.3	25.5	6.62%	2012-04-19	24.4	24.4	-0%	5%
PASTOR PART PREFERENTES	XS0225590362	2015-07-27	EUR	4.564	VARIABLE	1	1000	48	53.3	8.56%	2012-04-19	51.9	56.8	-8%	-6%
PIRAEUS GROUP CAP LTD	XS0204397425	2014-10-27	EUR	1.974	FLOATING	4	1000	30	35	5.64%	2012-04-19	35	40	-14%	-13%
PNC CAPITAL TRUST C	US69349AAA07	2012-06-18	USD	1.058	FLOATING	4	1000	77.3	77.3	1.37%	2012-04-19	77.3	77.3	0%	0%
PNC CAPITAL TRUST D	US69350H2022		USD	6.125	FIXED	4	25	25.2	25.2	6.08%	2012-04-19	25.2	25.2	0%	0%
PNC CAPITAL TRUST E	US69350S2086	2013-03-15	USD	7.750	FIXED	4	25	26.4	26.5	7.31%	2012-04-19	25.2	27.1	5%	-2%
PNC FINANCIAL SERVICES	US693475AJ49	2013-05-21	USD	8.250	VARIABLE	2	1000	104.9	104.9	7.86%	2012-04-19	104.8	104.8	0%	0%
PNC PFD FUNDING TR III	US69349DAA46	2013-03-15	USD	8.700	VARIABLE	4	100000	101.5	103.5	8.41%	2012-04-19	102.1	102.3	-1%	1%
POHJOLA BANK PLC	XS0236159595	2012-11-30	EUR	3.875	VARIABLE	1	1000	97.8	99.2	3.91%	2012-04-19	99.1	99.2	-1%	0%
POHJOLA BANK PLC	XS0307750314	2012-12-28	GBP	6.500	VARIABLE	2	1000	98.1	100.7	6.45%	2012-04-19	98.4	100.5	-0%	0%
POPULAR CAPITAL SA	DE000A0BDW10	2012-06-30	EUR	2.464	FLOATING	4	1000	39.4	42.5	5.80%	2012-04-19	39.4	42.5	0%	0%
POPULAR CAPITAL SA	XS0288613119	2017-03-06	EUR	4.907	VARIABLE	1	50000	47.9	52.4	9.36%	2012-04-19	51.2	55.2	-6%	-5%
POPULAR CAPITAL SA	DE0009190702	2012-07-20	EUR	6.000	FIXED	4	1000	57.9	61.7	9.72%	2012-04-19	57.7	61.7	0%	0%
POPULAR CAPITAL SA	ES0170412003	2014-03-30	EUR	6.750	VARIABLE	4	100	56.8	56.9	11.86%	2012-04-19	59.3	59.4	-4%	-4%
POPULAR CAPITAL TRUST I	US73317W2035		USD	6.700	FIXED	12	25	21.6	21.9	7.65%	2012-04-19	21	21.8	3%	0%
POPULAR CAPITAL TRUST II	US73317H2067	2012-06-18	USD	6.125	FIXED	12	25	20.3	20.5	7.47%	2012-04-19	19.7	19.8	3%	4%
POPULAR N.A. CAP TRUST I	US733186AA83		USD	6.564	FIXED	2	1000	62.3	63.6	10.32%	2012-04-19	63	64.5	-1%	-1%
PORSCHE INTL FINANCING	XS0241984219	2012-08-01	USD	7.200	FIXED	4	2000	101.8	102.3	7.04%	2012-04-19	102.4	102.8	-1%	-0%
PROSECURE FUNDING	XS0249466730		EUR	4.668	FIXED	1	1000	84.2	85.7	5.45%	2012-04-19	85.1	86.8	-1%	-1%
PRUDENTIAL PLC	XS0170488992	2012-06-23	USD	6.500	FIXED	4	1000	92.4	93.6	6.94%	2012-04-19	93.8	95.1	-1%	-2%
PRUDENTIAL PLC	GB00B0G40271	2012-06-23	USD	6.500	FIXED	4	25	25.1	25.6	6.35%	2012-04-19	24.4	25.4	3%	1%
PS BUSINESS PARKS INC	US69360J8751	2012-06-15	USD	7.000	FIXED	4	25	25.3	25.4	6.89%	2012-04-19	24.9	25.6	2%	-1%
PUBLIC STORAGE	US74460D2320		USD	6.625	FIXED	4	25	25	25	6.63%	2012-04-19	25	25	0%	0%
RABOBANK CAP FD TRST III	US749769AA35	2016-10-21	USD	5.254	VARIABLE	2	1000	93.3	95.6	5.50%	2012-04-19	93.6	95.6	-0%	0%
RABOBANK CAP FD TRUST IV	XS0203782551	2019-12-31	GBP	5.556	VARIABLE	1	1000	81.3	82.9	6.70%	2012-04-19	83.4	85.2	-3%	-3%
RABOBANK CAP FDG TR V	XS0204236417	2014-12-31	AUD	5.010	FLOATING	4	1000	89.2	90.5	5.54%	2012-04-19	0	0	0%	0%
RABOBANK CAP FD TRUST VI	XS0204237654	2014-12-31	AUD	6.415	VARIABLE	2	1000	95.8	96.6	6.64%	2012-04-19	0	0	0%	0%
RABOBANK CAP FDG TR III	XS0203891840	2016-10-21	USD	5.254	VARIABLE	2	1000	92.8	95.6	5.50%	2012-04-19	93.4	95.6	-1%	0%
RABOBANK CAP FDG TR IV	XS0203783286	2019-12-31	GBP	5.556	VARIABLE	1	1000	81.3	83.1	6.69%	2012-04-19	83.4	85.2	-3%	-2%
RABOBANK CAPITAL FUND II	XS0180995945	2013-12-31	USD	5.260	VARIABLE	2	1000	96.3	98.2	5.36%	2012-04-19	97	99	-1%	-1%
RABOBANK CAPITAL FUND II	US749768AA51	2013-12-31	USD	5.260	VARIABLE	2	1000	96.6	98.7	5.33%	2012-04-19	96.7	98.7	-0%	0%
RABOBANK NEDERLAND	XS0214155458	2015-03-23	EUR	5.220	VARIABLE	1	1000	85.3	86.7	6.02%	2012-04-19	85.7	87.2	-0%	-1%
RABOBANK NEDERLAND	CH0102806061	2014-11-12	CHF	6.875	VARIABLE	1	5000	105.8	106.8	6.44%	2012-04-19	106	106.7	-0%	0%
RABOBANK NEDERLAND	XS0368541032	2038-06-10	GBP	6.910	VARIABLE	2	1000	82.9	86.3	8.01%	2012-04-19	84.6	87.1	-2%	-1%
RABOBANK NEDERLAND	XS0325306990	2012-10-22	USD	7.000	FIXED	2	2000	100	101.5	6.90%	2012-04-19	101.5	102.5	-1%	-1%
RABOBANK NEDERLAND	CH0043174397	2018-06-27	CHF	5.500	VARIABLE	1	5000	103.6	104.6	5.26%	2012-04-19	103.1	103.9	0%	1%
RABOBANK NEDERLAND	US749770AQ67	2019-06-30	USD	11.000	VARIABLE	2	1000	125.3	126.3	8.71%	2012-04-19	126.3	127.3	-1%	-1%
RABOBANK NEDERLAND	XS0431744282	2019-06-30	USD	11.000	VARIABLE	2	1000	125.2	126.5	8.70%	2012-04-19	126.3	127.4	-1%	-1%
RABOBANK NEDERLAND	XS0387971152	2014-03-24	USD	7.375	FIXED	2	2000	103.8	106.9	6.90%	2012-04-19	105	106	-1%	1%
RBC CAPITAL TRUST	CA74925YAC62	2015-12-31	CAD	4.870	FIXED	2	1000	107.1	107.3	4.54%	2012-04-19	0	0	0%	0%
RBC CAPITAL TRUST II	CA74926HAA64	2013-12-31	CAD	5.812	FIXED	2	1000	105.6	105.8	5.49%	2012-04-19	105.8	106	-0%	-0%
RBS CAPITAL FND TRST VII	US74928P2074	2012-06-18	USD	6.080	FIXED	4	25	14.1	14.1	10.78%	2012-04-19	13.5	15	4%	-6%
RBS CAPITAL FUND TRUST V	US74928K2087	2012-06-18	USD	5.900	FIXED	4	25	13.8	14.1	10.46%	2012-04-19	13.5	13.5	2%	4%
RBS CAPITAL TRUST B	XS0159056208	2012-09-30	USD	6.800	FIXED	4	1000	67.5	67.5	10.07%	2012-04-19	207.5	207.5	-67%	-67%
RBS CAPITAL TRUST C	XS0237530497	2016-01-12	EUR	4.243	VARIABLE	1	1000	50.7	52.7	8.05%	2012-04-19	52.2	53.7	-3%	-2%
RBS CAPITAL TRUST I	US749274AA41	2013-07-01	USD	4.709	VARIABLE	2	1000	61	61	7.72%	2012-04-19	62	62	-2%	-2%
RBS CAPITAL TRUST III	US74927QAA58	2014-09-30	USD	5.512	VARIABLE	2	1000	65	65	8.48%	2012-04-19	61.8	61.8	5%	5%
RBS CAPITAL TRUST IV	US74927FAA93	2014-09-30	USD	1.270	FLOATING	4	1000	49.8	49.8	2.55%	2012-04-19	52.5	52.5	-5%	-5%
REALTY INCOME CORP	US7561097087	2012-06-18	USD	6.750	FIXED	12	25	25.3	25.8	6.54%	2012-04-19	25	25.8	1%	0%
REGIONS FINANCING TR III	US7591EM1073	2013-06-15	USD	8.875	FIXED	4	25	25.8	25.8	8.60%	2012-04-19	24.3	30.4	6%	-15%
RENAISSANCERE HOLDINGS L	BMG7498P4083	2012-06-19	USD	6.600	FIXED	4	25	25.4	25.5	6.47%	2012-04-19	24.4	29.1	4%	-12%
REPUBLIC NY CAPITAL I	US760715AB85	2012-06-18	USD	7.750	FIXED	2	1000	99.3	99.3	7.80%	2012-04-19	99.3	99.3	0%	0%
RESPARCS Funding II Ltd	DE0009842542	2012-06-30	EUR	7.500	FLAT TRADING	1	1000	29	32	23.44%	2012-04-19	31.1	33	-7%	-3%
RESPARCS FUNDING LP I	XS0159207850	2012-06-30	USD	8.000	FLAT TRADING	4	1000	29.6	32	25.00%	2012-04-19	32	33.3	-8%	-4%
REXAM PLC	XS0307868744	2017-06-29	EUR	6.750	VARIABLE	1	1000	96.1	97.2	6.94%	2012-04-19	96	97.3	0%	-0%
RL FINANCE BONDS PLC	XS0236968946	2015-12-15	GBP	6.125	VARIABLE	1	1000	69	73	8.39%	2012-04-19	69	74	0%	-1%
ROYAL BK OF SCOTLAND PLC	XS0195231526	2014-07-03	EUR	1.377	FLOATING	4	1000	50	53	2.60%	2012-04-19	48	51	4%	4%
ROYAL BK SCOTLND GRP PLC	US7800977628	2012-06-18	USD	6.250	FIXED	4	25	17.3	17.3	9.03%	2012-04-19	16.2	16.2	7%	7%
ROYAL BK SCOTLND GRP PLC	US7800977396	2012-06-30	USD	6.600	FIXED	4	25	17.7	17.8	9.27%	2012-04-19	16.3	16.3	9%	9%
ROYAL BK SCOTLND GRP PLC	US7800977545	2012-06-18	USD	6.750	FIXED	4	25	17.1	17.1	9.87%	2012-04-19	16.9	16.9	1%	1%
ROYAL BK SCOTLND GRP PLC	US7800977479	2012-06-18	USD	6.125	FIXED	4	25	16.9	16.9	9.06%	2012-04-19	16	17	6%	-1%
ROYAL BK SCOTLND GRP PLC	US7800977131	2012-12-31	USD	7.250	FIXED	4	25	18.7	18.7	9.69%	2012-04-19	18.2	18.2	3%	3%
ROYAL BK SCOTLND GRP PLC	DE000A0E6C37	2012-06-30	EUR	5.250	FIXED	1	1000	56.9	58.5	8.97%	2012-04-19	54.8	56.2	4%	4%
ROYAL BK SCOTLND GRP PLC	XS0205935470	2012-06-30	EUR	5.500	FIXED	1	1000	54.2	55.9	9.84%	2012-04-19	54.2	55.7	0%	0%
ROYAL BK SCOTLND GRP PLC	XS0323734961	2017-09-29	EUR	7.092	VARIABLE	1	50000	63.7	66	10.75%	2012-04-19	66	66	-3%	0%
ROYAL BK SCOTLND GRP PLC	US780097AU54	2017-09-29	USD	7.640	VARIABLE	2	100000	70.9	70.9	10.78%	2012-04-19	67	67	6%	6%
ROYAL BK SCOTLND GRP PLC	XS0323865047	2017-10-05	USD	6.990	VARIABLE	2	1000	80	82.1	8.51%	2012-04-19	79.9	82	0%	0%
RSA INSURANCE GROUP PLC	XS0254219735	2017-07-12	GBP	6.701	VARIABLE	1	1000	81.4	83.5	8.03%	2012-04-19	82.2	84.6	-1%	-1%
RZB FINANCE (JERSEY) LTD	XS0193631040	2012-12-15	EUR	2.667	VARIABLE	2	1000	45	50.9	5.24%	2012-04-19	48.9	53.1	-8%	-4%
RZB FINANCE (JERSEY) LTD	XS0173287862	2013-07-31	EUR	5.895	VARIABLE	1	100	70.5	74.5	7.91%	2012-04-19	70.5	75.5	0%	-1%
RZB FINANCE JERSEY IV	XS0253262025	2016-05-16	EUR	5.169	VARIABLE	1	50000	61.8	63.8	8.10%	2012-04-19	65.5	68.3	-6%	-7%
SANTANDER FIN PFD SA UNI	US80281R3003	2012-06-18	USD	6.410	FIXED	4	25	12.2	12.2	13.14%	2012-04-19	18.6	24.6	-34%	-50%
SANTANDER FIN PFD SA UNI	XS0202197694	2012-09-30	EUR	2.390	FLOATING	2	1000	42.2	45.6	5.24%	2012-04-19	44.6	48.1	-5%	-5%
SANTANDER FIN PFD SA UNI	XS0202774245	2012-07-08	EUR	5.750	FIXED	4	1000	64.9	66.6	8.63%	2012-04-19	64.8	66.4	0%	0%
SANTANDER FIN PFD SA UNI	US80281RAC60	2014-09-29	USD	10.500	VARIABLE	2	1000	98.6	100.7	10.43%	2012-04-19	103.1	105.1	-4%	-4%
SANTANDER FIN PFD SA UNI	XS0441528600	2014-07-27	EUR	10.500	VARIABLE	1	50000	100	100.9	10.41%	2012-04-19	101.8	103.7	-2%	-3%
SANTANDER FIN PFD SA UNI	XS0441528949	2014-07-27	GBP	11.300	VARIABLE	1	50000	90	91.5	12.35%	2012-04-19	96	97.9	-6%	-7%
SANTANDER FIN PFD SA UNI	USE8683R1448	2014-09-29	USD	10.500	FIXED	4	25	25.3	27.4	9.58%	2012-04-19	25.3	27.4	0%	0%
SANTANDER FIN PFD SA UNI	US80281R8051	2017-01-31	USD	6.500	FIXED	4	25	19.1	19.3	8.42%	2012-04-19	18.6	21.2	3%	-9%
SANTANDER FIN PFD SA UNI	US80281R7061	2012-08-21	USD	6.800	FIXED	4	25	13.2	22	7.73%	2012-04-19	21.6	22.3	-39%	-1%
SANTANDER FIN PFD SA UNI	US80281R8887	2017-03-05	USD	4.000	FLOATING	4	25	12.3	12.3	8.13%	2012-04-19	14.6	19.4	-16%	-37%
SANTANDER FINANCE CAP	XS0418133426	2019-03-18	USD	2.000	FIXED	1	1500	19.9	20.5	9.76%	2012-04-19	20.4	21	-2%	-2%
SANTANDER FINANCE CAP	XS0418134317	2019-03-18	USD	2.000	FIXED	1	75000	19.9	20.5	9.76%	2012-04-19	20.4	21	-2%	-2%
SANTANDER FINANCE CAP	XS0418134663	2019-03-18	EUR	2.000	FIXED	1	1000	29.6	30.5	6.56%	2012-04-19	29.8	30.9	-1%	-1%
SANTANDER FINANCE CAP	XS0418135041	2019-03-18	EUR	2.000	FIXED	1	50000	29.6	30.5	6.56%	2012-04-19	29.8	30.9	-1%	-1%
SANTANDER INTL PFD SAU	XS0418031778	2019-03-18	USD	2.000	FIXED	1	1500	17.9	23.1	8.66%	2012-04-19	17.6	22.6	2%	2%
SANTANDER INTL PFD SAU	XS0418004452	2019-03-18	EUR	2.000	FIXED	1	1000	29.6	30.5	6.56%	2012-04-19	29.8	30.8	-1%	-1%
SANTANDER PERPETUAL	XS0206920141	2014-12-10	EUR	4.375	VARIABLE	1	1000	74	76	5.76%	2012-04-19	75	78.9	-1%	-4%
SANTANDER PERPETUAL	USE86920AA84	2017-10-24	USD	6.671	VARIABLE	2	100000	85.4	86.2	7.74%	2012-04-19	91.2	92.1	-6%	-6%
SANTANDER PERPETUAL	US80281YAA55	2017-10-24	USD	6.671	VARIABLE	2	100000	85.4	86.2	7.74%	2012-04-19	91.2	92.1	-6%	-6%
SANTANDER UK PLC	XS0188550114	2016-03-22	GBP	5.827	VARIABLE	1	1000	78	78	7.47%	2012-04-19	78	78	0%	0%
SANTANDER UK PLC	XS0117974740	2012-06-28	EUR	3.100	FLOATING	4	1000	68.3	69.9	4.43%	2012-04-19	69.5	71.1	-2%	-2%
SANTANDER UK PLC	XS0152838586	2018-02-09	GBP	6.984	VARIABLE	2	1000	66	66	10.58%	2012-04-19	66	66	0%	0%
SANTANDER UK PLC	XS0060837068		GBP	10.063	FIXED	2	1000	102	112	8.98%	2012-04-19	102	112	0%	0%
SANTANDER UK PLC	XS0124569566	2026-02-14	GBP	7.037	VARIABLE	1	1000	72.1	76.7	9.17%	2012-04-19	72.1	76.9	0%	-0%
SANTANDER UK PLC	XS0117972967	2015-09-28	GBP	7.500	VARIABLE	1	1000	74.6	74.6	10.05%	2012-04-19	74.6	74.6	0%	0%
SANTANDER UK PLC	GB0000272145		GBP	10.063	FIXED	2	1000	105	115	8.75%	2012-04-19	105	115	0%	0%
SC BANK KOREA LTD	USY48764AH01	2014-03-03	USD	7.267	VARIABLE	2	1000	102.6	104	6.99%	2012-04-19	102.4	103.5	0%	0%
SCHWAB CAPITAL TRUST I	US808510AA98	2017-11-15	USD	7.500	VARIABLE	2	1000	103.3	103.3	7.26%	2012-04-19	103.4	103.4	-0%	-0%
SCOTIABANK CAP TR	CA80928BAA40	2012-06-30	CAD	6.626	FIXED	2	1000	100.5	100.5	6.59%	2012-04-19	0	0	0%	0%
SCOTIABANK CAP TRUST II	CA80928BAB23	2013-06-30	CAD	6.282	FIXED	2	1000	104.5	104.6	6.01%	2012-04-19	0	0	0%	0%
SG CAPITAL TRUST III	XS0179207583	2013-11-10	EUR	5.419	VARIABLE	1	1000	72.5	74.2	7.30%	2012-04-19	74	75.6	-2%	-2%
SIEMENS FINANCIERINGSMAT	XS0266838746	2016-09-14	EUR	5.250	VARIABLE	1	1000	105.6	106.3	4.94%	2012-04-19	105.3	106.1	0%	0%
SIEMENS FINANCIERINGSMAT	XS0266840486	2016-09-14	GBP	6.125	VARIABLE	1	1000	105.8	106.8	5.74%	2012-04-19	105.3	106.4	0%	0%
SKANDINAVISKA ENSKILDA	US830505AL70	2014-03-25	USD	4.958	VARIABLE	2	1000	95.7	97.7	5.07%	2012-04-19	95.7	97.9	0%	-0%
SKANDINAVISKA ENSKILDA	US830505AM53	2015-03-23	USD	5.471	VARIABLE	2	1000	93	95	5.76%	2012-04-19	95.5	97.5	-3%	-3%
SKANDINAVISKA ENSKILDA	XS0337453202	2017-12-21	EUR	7.092	VARIABLE	1	1000	101.8	103.3	6.87%	2012-04-19	101.9	103.3	-0%	0%
SKANDINAVISKA ENSKILDA	XS0454821462	2015-03-31	EUR	9.250	VARIABLE	1	1000	105.5	107.2	8.63%	2012-04-19	106.3	107.7	-1%	-0%
SKANDINAVISKA ENSKILDA	USW25381DL07	2014-03-25	USD	4.958	VARIABLE	2	1000	95	97.8	5.07%	2012-04-19	95.6	97.9	-1%	-0%
SLM CORP	US78442P3047	2012-06-20	USD	6.000	FIXED	4	25	16.5	22.4	6.70%	2012-04-19	21.3	21.5	-23%	4%
SNS BANK NEDERLAND	XS0172565482	2013-07-22	EUR	5.750	VARIABLE	1	50000	60.3	85	6.76%	2012-04-19	0	100	0%	-15%
SNS BANK NV	XS0468954523	2019-11-27	EUR	11.250	VARIABLE	1	1000	74.2	76.1	14.78%	2012-04-19	76.3	78	-3%	-2%
SNS REAAL GROEP NV	XS0310904155	2017-07-17	EUR	6.258	VARIABLE	1	1000	49.4	51.2	12.22%	2012-04-19	55.4	57	-11%	-10%
SOCIETE GENERALE	FR0010136382	2015-01-26	EUR	4.196	VARIABLE	1	1000	59.9	61.5	6.82%	2012-04-19	63.6	65.1	-6%	-6%
SOCIETE GENERALE	XS0336598064	2017-12-19	EUR	6.999	VARIABLE	1	50000	69.5	71.3	9.82%	2012-04-19	73.3	74.9	-5%	-5%
SOCIETE GENERALE	XS0369350813	2018-06-16	GBP	8.875	VARIABLE	1	1000	71.2	72.8	12.19%	2012-04-19	75.3	78	-5%	-7%
SOCIETE GENERALE	XS0449487619	2019-09-04	EUR	9.375	VARIABLE	1	50000	85.9	87.5	10.71%	2012-04-19	86	87.4	-0%	0%
SOCIETE GENERALE	XS0292464244		GBP	5.750	VARIABLE	1	1000	100.1	100.1	5.74%	2012-04-19	100.1	100.1	0%	0%
SOCIETE GENERALE	USF8586CAA02	2017-04-05	USD	5.922	VARIABLE	2	1000	72	72	8.23%	2012-04-19	75	75	-4%	-4%
SOCIETE GENERALE	US83367TAA79	2017-04-05	USD	5.922	VARIABLE	2	1000	68.6	72.5	8.17%	2012-04-19	74.5	76.6	-8%	-5%
SOLVAY FINANCE FRANCE	XS0254808214	2016-06-02	EUR	6.375	VARIABLE	1	1000	102.3	103.5	6.16%	2012-04-19	101.5	102.5	1%	1%
SOVEREIGN CAP TRUST IV	US8460482057		USD	4.375	FIXED	4	50	49.5	49.5	8.84%	2012-04-19	51.3	51.3	-4%	-4%
SOVEREIGN CAPITAL TR VI	US84604BAA70	2016-06-13	USD	7.908	FIXED	2	1000	104.5	104.5	7.57%	2012-04-19	102.3	102.3	2%	2%
SPAREBANK 1 SMN	USR83262AA48	2013-10-03	USD	6.512	FIXED	2	1000	77.8	79.6	8.18%	2012-04-19	92.1	94.8	-16%	-16%
SPAREBANK 1 SR BANK	XS0167275121	2013-05-01	USD	6.443	VARIABLE	2	1000	96.9	97.1	6.64%	2012-04-19	100.6	100.9	-4%	-4%
STANDARD BANK PLC	XS0262708554	2016-07-27	USD	8.012	VARIABLE	1	1000	103.1	103.9	7.71%	2012-04-19	103.6	104.4	-0%	-0%
STANDARD CHARTERED BANK	XS0129229141	2016-05-11	GBP	8.103	VARIABLE	1	1000	103.1	104.8	7.73%	2012-04-19	104.5	106	-1%	-1%
STANDARD CHARTERED BANK	XS0119816402	2022-01-31	GBP	7.750	VARIABLE	1	10000	103.7	106	7.31%	2012-04-19	104.6	106.9	-1%	-1%
STANDARD CHARTERED BANK	XS0222434200	2020-07-14	GBP	5.375	VARIABLE	1	1000	87.4	90	5.97%	2012-04-19	88.3	90.5	-1%	-1%
STANDARD CHARTERED BANK	XS0347919457	2014-12-24	USD	9.500	VARIABLE	2	1000	109.6	110.6	8.59%	2012-04-19	109.9	110.9	-0%	-0%
STANDARD CHARTERED PLC	USG84228AT58	2017-01-30	USD	6.409	VARIABLE	2	100000	91.7	93.6	6.85%	2012-04-19	92.2	93.9	-1%	-0%
STANDARD CHARTERED PLC	US853254AA86	2017-01-30	USD	6.409	VARIABLE	2	100000	91.5	93.6	6.85%	2012-04-19	92	94.1	-1%	-1%
STANDARD CHARTERED PLC	US853254AB69	2037-07-30	USD	7.014	VARIABLE	2	100000	96.6	98.4	7.13%	2012-04-19	95.9	97.8	1%	1%
STANDARD CHARTERED PLC	XS0365481935	2013-11-27	USD	8.125	FIXED	2	2000	103.5	105.9	7.67%	2012-04-19	105	105.9	-1%	0%
STANDARD CHARTERED PLC	US853254AC43	2037-07-30	USD	7.014	VARIABLE	2	100000	96.6	98.3	7.14%	2012-04-19	96	97.7	1%	1%
STATE BANK OF INDIA	XS0287244627	2017-05-15	USD	6.439	VARIABLE	2	1000	89.1	91.5	7.04%	2012-04-19	90.8	92.9	-2%	-2%
STOREBRAND LIVSFORSIKRIN	XS0349201847	2013-06-26	EUR	9.404	VARIABLE	1	50000	102.2	104.8	8.97%	2012-04-19	102.7	105.3	-0%	-0%
SUEDZUCKER INT FINANCE	XS0222524372	2015-06-30	EUR	5.250	VARIABLE	1	1000	99.4	100.1	5.24%	2012-04-19	99.1	100	0%	0%
SUNTRUST CAPITAL IX	US8678851051	2013-03-15	USD	7.875	FIXED	4	25	25.7	25.7	7.66%	2012-04-19	25.6	26.6	0%	-3%
SVENSKA HANDELSBANKEN AB	XS0238196942	2015-12-16	EUR	4.194	VARIABLE	1	1000	94.3	95.6	4.39%	2012-04-19	94.7	96	-0%	-0%
SVENSKA HANDELSBANKEN AB	XS0292434684		EUR		FLOATING	4	1000	97.5	100.3	0.00%	2012-04-19	97.5	100.3	0%	0%
SVENSKA HANDELSBANKEN AB	XS0303911795	2013-06-12	GBP	6.461	VARIABLE	1	1000	101.3	101.3	6.38%	2012-04-19	98	101	3%	0%
SVENSKA HANDELSBANKEN AB	XS0266243806	2013-09-04	GBP	5.375	VARIABLE	1	1000	100	101.4	5.30%	2012-04-19	100	101.2	0%	0%
SWEDBANK AB	XS0188779028	2016-03-17	GBP	5.750	VARIABLE	2	1000	91.2	93	6.18%	2012-04-19	93	94.8	-2%	-2%
SWISS LIFE (JPM BANK)	XS0235535035	2015-11-16	EUR	5.000	VARIABLE	1	50000	74.2	75.2	6.65%	2012-04-19	75.1	76	-1%	-1%
SYDBANK A/S	XS0205055675	2014-11-24	EUR	2.812	VARIABLE	2	1000	52.5	57.6	4.88%	2012-04-19	55.9	59	-6%	-2%
SYDBANK A/S	XS0235246948	2017-04-25	EUR	2.690	FLOATING	4	50000	72.5	77.5	3.47%	2012-04-19	72.5	77.5	0%	0%
TALANX FINANZ AG	XS0212420987	2015-06-30	EUR	4.500	VARIABLE	1	1000	89.5	90.4	4.98%	2012-04-19	88.4	89.7	1%	1%
TECHNICOLOR	FR0010237016	2015-09-25	EUR	5.750	DEFAULTED	1	1000	0.1	1	575.00%	2012-04-19	0.1	0.8	0%	25%
TENNET HOLDING BV	XS0484213268	2017-06-01	EUR	6.655	VARIABLE	1	1000	102.1	103.2	6.45%	2012-04-19	103.2	104.3	-1%	-1%
TORCHMARK CAP TRUST III	US89102W2089	2012-06-18	USD	7.100	FIXED	4	25	26	26.2	6.77%	2012-04-19	24.9	30.5	4%	-14%
TORONTO-DOMINION BANK	CA8911457734	2014-07-31	CAD	6.250	VARIABLE	4	25	26.9	26.9	5.81%	2012-04-19	27	27	-0%	-0%
TORONTO-DOMINION BANK	CA8911457999	2014-04-30	CAD	6.250	VARIABLE	4	25	26.8	26.9	5.81%	2012-04-19	26.8	26.9	0%	0%
TORONTO-DOMINION BANK	CA8911457080	2013-10-31	CAD	5.100	VARIABLE	4	25	25.8	25.9	4.92%	2012-04-19	25.9	25.9	-0%	0%
TORONTO-DOMINION BANK	CA8911606819	2012-06-18	CAD	4.850	FIXED	4	25	25.9	26	4.66%	2012-04-19	25.9	25.9	0%	0%
TORONTO-DOMINION BANK	CA8911458070	2014-01-31	CAD	5.000	VARIABLE	4	25	25.6	26	4.81%	2012-04-19	25.7	25.8	-0%	1%
TORONTO-DOMINION BANK	CA8911453022	2013-01-31	CAD	5.600	FIXED	4	25	26.6	26.8	5.22%	2012-04-19	26.6	26.7	0%	0%
TORONTO-DOMINION BANK	CA8911456090	2013-07-31	CAD	5.000	VARIABLE	4	25	25.6	25.8	4.84%	2012-04-19	25.8	25.9	-1%	-0%
TORONTO-DOMINION BANK	CA8911454012	2013-04-30	CAD	5.600	FIXED	4	25	26.8	27	5.19%	2012-04-19	26.9	26.9	-0%	0%
TUI AG	DE000TUAG059	2013-01-30	EUR	8.625	VARIABLE	1	1000	95	96	8.98%	2012-04-19	96.5	97.5	-2%	-2%
UBS AG JERSEY BRANCH	DE000A0D1KX0	2015-04-15	EUR	4.280	VARIABLE	1	1000	77.2	78.3	5.47%	2012-04-19	79.3	80.5	-3%	-3%
UBS AG JERSEY BRANCH	XS0336744650	2017-12-21	EUR	7.152	VARIABLE	1	50000	91.4	92.9	7.70%	2012-04-19	92.7	93.8	-1%	-1%
UBS CAPITAL SECURITIES L	XS0357283257	2013-04-11	EUR	8.836	VARIABLE	1	50000	100	101	8.75%	2012-04-19	100	101.1	0%	-0%
UBS PREF FNDNG TRUST IV	US90263W2017	2012-06-18	USD	0.940	FLOATING	12	25	14	14.8	1.59%	2012-04-19	14.6	15.4	-4%	-4%
UNICREDIT INTL BANK	XS0470937243	2019-12-10	EUR	8.125	VARIABLE	1	1000	76.4	78.7	10.32%	2012-04-19	81.2	82.8	-6%	-5%
UNICREDIT INTL BANK	XS0372556299	2018-06-27	GBP	8.593	VARIABLE	2	1000	77.1	80.3	10.70%	2012-04-19	79.5	82.3	-3%	-2%
UNICREDITO ITAL CAP TRST	XS0231436667	2015-10-27	GBP	5.396	VARIABLE	1	1000	63.5	68	7.94%	2012-04-19	64	70	-1%	-3%
UNITED OVERSEAS BANK LTD	US911271AA24		USD	4.500	FIXED	2	100000	102.7	103	4.37%	2012-04-19	102.9	103.3	-0%	-0%
UNITED OVERSEAS BANK LTD	USY9244WAF69		USD	4.500	FIXED	2	100000	102.7	103	4.37%	2012-04-19	103	103.3	-0%	-0%
UNITED OVERSEAS BANK LTD	US911271AB07	2014-09-03	USD	5.375	VARIABLE	2	1000	105	105.2	5.11%	2012-04-19	105.1	105.5	-0%	-0%
UNITED OVERSEAS BANK LTD	USY9244WAW92	2014-09-03	USD	5.375	VARIABLE	2	1000	104.9	105.3	5.10%	2012-04-19	105.1	105.5	-0%	-0%
UOB CAYMAN LTD	KYG9289K2003	2016-03-15	USD	5.796	VARIABLE	2	100000	100.7	103.6	5.59%	2012-04-19	101.2	103.9	-0%	-0%
US BANCORP	US9029731554	2012-06-18	USD	3.500	FLOATING	4	25	22.2	22.2	3.94%	2012-04-19	22.4	26.5	-1%	-16%
US BANCORP	US9029738823	2013-04-15	USD	7.875	FIXED	4	25	25.5	27.5	7.16%	2012-04-19	25.5	27.3	0%	1%
USB CAPITAL IX	US91731KAA88	2012-06-18	USD	3.500	VARIABLE	4	1000	79.4	79.4	4.41%	2012-04-19	75.9	75.9	5%	5%
USB CAPITAL VI	US9033042022		USD	5.750	FIXED	4	25	25.3	25.3	5.68%	2012-04-19	25.3	25.3	0%	0%
USB CAPITAL VII	US9033012082		USD	5.875	FIXED	4	25	25.1	25.1	5.85%	2012-04-19	25.1	25.1	0%	0%
USB CAPITAL VIII	US9033072052		USD	6.350	FIXED	4	25	25.2	25.2	6.30%	2012-04-19	25.2	25.2	0%	0%
USB CAPITAL X	US91731L2079		USD	6.500	FIXED	4	25	25.2	25.2	6.45%	2012-04-19	25.2	25.2	0%	0%
USB CAPITAL XI	US9033002000	2012-05-18	USD	6.600	FIXED	4	25	25.3	25.3	6.52%	2012-04-19	24.3	26.2	4%	-3%
USB CAPITAL XII	US9033052096	2012-05-18	USD	6.300	FIXED	4	25	25	25	6.30%	2012-04-19	25.2	26.3	-1%	-5%
USB CAPITAL XIII TRUST	US90344NAA37		USD	6.625	FIXED	2	1000	102.6	102.6	6.46%	2012-04-19	102.2	102.2	0%	0%
UT2 FUNDING PLC	DE000A0GVS76		EUR	5.321	FLAT TRADING	1	1000	85.6	87.6	6.07%	2012-04-19	83.9	85.8	2%	2%
VATTENFALL AB	XS0223129445	2015-06-29	EUR	5.250	VARIABLE	1	1000	101.2	102.3	5.13%	2012-04-19	101.3	102.3	-0%	0%
VENETO BANCA	XS0337685324	2017-12-21	EUR	6.411	VARIABLE	1	50000	53.9	54.3	11.81%	2012-04-19	41.9	42.5	29%	28%
VIACOM INC	US92553P3001		USD	6.850	FIXED	4	25	25.1	25.1	6.82%	2012-04-19	25.1	25.1	0%	0%
VINCI SA	FR0010289496	2015-11-13	EUR	6.250	VARIABLE	1	50000	99	100.1	6.24%	2012-04-19	99	100	0%	0%
VOESTALPINE AG	AT0000A069T7	2014-10-31	EUR	7.125	VARIABLE	1	1000	101.5	102.2	6.97%	2012-04-19	102.1	102.5	-1%	-0%
VORNADO REALTY LP	US9290436024	2014-10-01	USD	7.875	FIXED	4	25	27.7	27.7	7.11%	2012-04-19	27	28.8	3%	-4%
VORNADO REALTY TRUST	US9290428773	2012-06-18	USD	6.625	FIXED	4	25	25.2	25.2	6.57%	2012-04-19	24.5	26.4	3%	-5%
WACHOVIA CAP TRUST IV	US92978U2078		USD	6.375	FIXED	4	25	25.1	25.1	6.35%	2012-04-19	25.1	25.1	0%	0%
WACHOVIA PFD FUNDING	US92977V2060	2022-12-31	USD	7.250	FIXED	4	25	26.5	26.5	6.84%	2012-04-19	25.9	30.2	2%	-12%
WELLS FARGO & COMPANY	US9497468796	2017-12-15	USD	8.000	FIXED	4	25	29.8	29.8	6.71%	2012-04-19	28.2	32	6%	-7%
WIENERBERGER AG	DE000A0G4X39	2017-02-09	EUR	6.500	VARIABLE	1	1000	78.9	80.1	8.11%	2012-04-19	82.9	85.1	-5%	-6%
WING HANG BANK LTD	XS0296645012	2017-04-20	USD	6.000	VARIABLE	2	1000	93.3	95.2	6.30%	2012-04-19	94.2	95.8	-1%	-1%
WING HANG BANK LTD	XS0387048266	2013-09-11	USD	9.375	FIXED	2	1000	103.9	105.7	8.87%	2012-04-19	105.5	106.6	-2%	-1%
WOLTERS KLUWER NV	NL0000119105	2013-05-14	EUR	6.875	FIXED	1	100	98.1	99.9	6.88%	2012-04-19	98.6	99.7	-1%	0%
XCEL ENERGY INC	US98389B8862	2013-01-16	USD	7.600	FIXED	4	25	20.8	27.6	6.88%	2012-04-19	25.3	27.1	-18%	2%
ZIONS CAPITAL TRUST B	US9897032028	2012-06-18	USD	8.000	FIXED	4	25	25	25	8.00%	2012-04-19	25	28	0%	-11%
ERSTE CAPITAL FINANCE JE	XS0268694808	2016-09-28	EUR	5.294	VARIABLE	1	1000	39.8	42.2	12.55%	2011-11-22	39.8	42.2	0%	0%
BNP PARIBAS	FR0010456764	2017-04-13	EUR	5.019	VARIABLE	1	50000	72	74.1	6.77%	2011-11-22	72	74.1	0%	0%
NATIXIS	FR0010600163	2018-03-28	EUR	8.650	VARIABLE	1	50000	56.6	57.3	15.10%	2011-11-22	56.6	57.3	0%	0%
BNP PARIBAS	FR0010477125	2012-06-06	USD	6.500	FIXED	4	2000	85.8	88.1	7.38%	2011-11-22	85.8	88.1	0%	0%
BPCE SA	FR0010871269	2015-03-17	EUR	9.000	VARIABLE	1	50000	72	74	12.16%	2011-11-22	72	74	0%	0%
CAISSE FEDERALE DU CRDT	FR0010128835	2014-11-18	EUR	2.690	VARIABLE	2	1000	37.6	42.5	6.33%	2011-11-22	37.6	42.5	0%	0%
PEABODY ENERGY CORP	US704549AG98	2036-12-20	USD	4.750	FIXED	2	1000	101.1	101.1	4.70%	2011-11-22	101.1	101.1	0%	0%
BANCO COMERC PORTUGUES	PTBCPMOM0002	2014-06-29	EUR	5.000	VARIABLE	2	1000	13.9	14.1	35.46%	2011-11-22	13.9	14.1	0%	0%
ISAR CAPITAL FUNDING	DE000A1APTA4	2015-06-30	EUR	10.000	FIXED	1	1000	95	97	10.31%	2011-11-22	95	97	0%	0%
UBS PREF FNDNG TRUST II	US90262WAA18		USD	7.247	VARIABLE	2	1000	100.5	100.5	7.21%	2011-11-22	100.5	100.5	0%	0%
UNICREDIT SPA	XS0527624059	2020-07-21	EUR	9.375	VARIABLE	1	1000	48	50	18.75%	2011-11-22	48	50	0%	0%
CREDIT LOGEMENT SA	FR0010301713	2012-03-16	EUR	2.679	VARIABLE	4	50000	49.9	52.3	5.12%	2011-11-22	49.9	52.3	0%	0%
AAREAL BANK CAP FND TRST	XS0138973010	2011-12-31	EUR	7.125	FIXED	4	25	14.3	14.6	12.20%	2011-11-22	14.3	14.6	0%	0%
ZURICH INSURANCE CO	CH0117606514	2016-05-26	CHF	4.250	VARIABLE	1	5000	96.2	97.4	4.36%	2011-11-22	96.2	97.4	0%	0%
HELVETIA SCHWEIZERISCHE	CH0119799424	2015-11-30	CHF	4.750	VARIABLE	1	5000	99.7	100.3	4.74%	2011-11-22	99.7	100.3	0%	0%
SWISS LIFE AG	CH0122488445	2016-10-04	CHF	5.250	VARIABLE	1	5000	93.3	94.1	5.58%	2011-11-22	93.3	94.1	0%	0%
SCOR SE	CH0123693969	2016-08-02	CHF	5.375	VARIABLE	1	5000	89.1	90.1	5.97%	2011-11-22	89.1	90.1	0%	0%
AGENCE FRANCAISE DEVELOP	FR0010074328	2014-04-22	EUR	4.605	VARIABLE	1	1000	77	79	5.83%	2011-11-22	77	79	0%	0%
NATIXIS	FR0010531012	2017-10-18	EUR	6.307	VARIABLE	1	50000	52.5	54	11.68%	2011-11-22	52.5	54	0%	0%
NATIXIS	FR0010607747	2013-04-16	USD	9.000	FIXED	2	2000	80	85	10.59%	2011-11-22	80	85	0%	0%
BNP PARIBAS	FR0010638338	2018-07-02	EUR	7.781	VARIABLE	1	50000	79.1	80.7	9.64%	2011-11-22	79.1	80.7	0%	0%
BPCE SA	FR0010777516	2015-09-30	EUR	13.000	FIXED	1	1000	96	101	12.87%	2011-11-22	96	101	0%	0%
BPCE SA	FR0010777524	2019-09-30	EUR	12.500	VARIABLE	1	1000	88.4	89.5	13.97%	2011-11-22	88.4	89.5	0%	0%
BPCE SA	FR0010777532	2015-09-30	USD	13.000	FIXED	1	1500	92.3	92.3	14.08%	2011-11-22	92.3	92.3	0%	0%
SUEZ ENVIRONNEMENT	FR0010945188	2015-09-21	EUR	4.820	VARIABLE	1	50000	91.6	93	5.18%	2011-11-22	91.6	93	0%	0%
HSBC BANK PLC	GB0005903413	2011-12-23	USD	0.538	FLOATING	2	10000	45.3	47.9	1.12%	2011-11-22	45.3	47.9	0%	0%
STANDARD CHARTERED PLC	GB0008399700		GBP	8.250	FIXED	2	1	111	114.5	1.80%	2011-11-22	111	114.5	0%	0%
STANDARD CHARTERED PLC	GB0008401324		GBP	7.375	FIXED	2	1	103	107	1.72%	2011-11-22	103	107	0%	0%
HBOS EURO FINANCE LP	GB0058322420	2012-03-09	EUR	7.627	VARIABLE	1	1000	63.1	65.8	11.59%	2011-11-22	63.1	65.8	0%	0%
HBOS STERLING FIN JERSEY	GB0058327924	2031-12-09	GBP	7.881	VARIABLE	1	1000	64.6	67.3	11.71%	2011-11-22	64.6	67.3	0%	0%
BANCO ESPIR SANTO DE INV	PTESSMOM0016	2015-10-20	EUR	8.500	FIXED	2	1000	17.8	17.9	47.49%	2011-11-22	17.8	17.9	0%	0%
ALLY FINANCIAL INC	US02005N3089	2016-05-15	USD	8.500	VARIABLE	4	25	17.5	17.6	12.07%	2011-11-22	17.5	17.6	0%	0%
ASSURED GUARANTY US HLDG	US04622DAA90	2016-12-15	USD	6.400	VARIABLE	2	1000	76.5	76.5	8.37%	2011-11-22	76.5	76.5	0%	0%
ING GROEP NV	US4568372027	2012-03-15	USD	7.050	FIXED	4	25	18	18	9.79%	2011-11-22	18	18	0%	0%
ING GROEP NV	US4568373017	2012-03-15	USD	7.200	FIXED	4	25	18.8	18.8	9.57%	2011-11-22	18.8	18.8	0%	0%
ING GROEP NV	US4568374007	2012-01-15	USD	6.200	FIXED	4	25	16.1	16.1	9.63%	2011-11-22	16.1	16.1	0%	0%
BPCE SA	USF11494AA36	2019-09-30	USD	12.500	VARIABLE	2	1000	90.7	94.7	13.20%	2011-11-22	90.7	94.7	0%	0%
NATIXIS	USF6483LHM57	2018-04-30	USD	10.000	VARIABLE	2	1000	82	82	12.20%	2011-11-22	82	82	0%	0%
GENERAL SHOPPING FINANCE	USG3812BAB65	2015-11-09	USD	10.000	FIXED	4	1000	105.5	105.5	9.48%	2011-11-22	105.5	105.5	0%	0%
LUPATECH FINANCE LTD	USG57058AA01	2012-07-10	USD	9.875	FIXED	4	1000	51.5	51.5	19.17%	2011-11-22	51.5	51.5	0%	0%
ODEBRECHT FINANCE LTD	USG6710EAF72	2015-09-14	USD	7.500	FIXED	4	1000	98.9	98.9	7.58%	2011-11-22	98.9	98.9	0%	0%
SWISS RE CAPITAL I LP	USG86303AA52	2016-05-25	USD	6.854	VARIABLE	2	1000	89	89	7.70%	2011-11-22	89	89	0%	0%
BR PROPERTIES SA	USP1909VAA28	2015-10-07	USD	9.000	FIXED	4	1000	101.5	101.5	8.87%	2011-11-22	101.5	101.5	0%	0%
COSAN SA INDUSTRIA E COM	USP31573AB77		USD	8.250	FIXED	4	1000	100.3	100.3	8.23%	2011-11-22	100.3	100.3	0%	0%
ENERGISA SA	USP3769SAD82	2016-01-28	USD	9.500	FIXED	4	1000	104.5	104.5	9.09%	2011-11-22	104.5	104.5	0%	0%
GLOBO COMMUNICACOES PART	USP47773AK54	2015-07-20	USD	6.250	STEP CPN	4	1000	105.5	105.5	5.92%	2011-11-22	105.5	105.5	0%	0%
REDE ENERGIA SA	USP8001VAD84	2012-04-02	USD	11.125	FIXED	4	1000	66.5	66.5	16.73%	2011-11-22	66.5	66.5	0%	0%
HSBC BANK PLC	XS0015190423	2012-03-30	USD	0.875	FLOATING	2	10000	45.4	46.8	1.87%	2011-11-22	45.4	46.8	0%	0%
ROTHSCHILD CONTIN FIN	XS0048662232	2024-02-15	GBP	9.000	FIXED	1	1000	99.9	101.6	8.86%	2011-11-22	99.9	101.6	0%	0%
LLOYDS TSB BANK PLC	XS0156372343	2012-02-22	USD	6.900	FIXED	4	1000	73.1	75.5	9.14%	2011-11-22	73.1	75.5	0%	0%
CAIXA GERAL DE DEPOSITOS	XS0160043328	2012-12-18	EUR	2.831	EXCHANGED	4	1000	75	80	3.54%	2011-11-22	75	80	0%	0%
HBOS CAPITAL FUNDING LP	XS0165483164	2011-12-23	USD	6.850	FIXED	4	1000	64.8	64.8	10.57%	2011-11-22	64.8	64.8	0%	0%
NBP CAPITAL TRUST III	XS0176710068	2012-01-27	USD	7.375	FIXED	4	1000	63	68.6	10.75%	2011-11-22	63	68.6	0%	0%
ZURICH FINANCE (UK) PLC	XS0177600920	2022-10-02	GBP	6.625	VARIABLE	1	1000	83.4	85.5	7.75%	2011-11-22	83.4	85.5	0%	0%
AVIVA PLC	XS0206511486	2020-07-27	GBP	5.902	VARIABLE	1	1000	65.2	67.3	8.77%	2011-11-22	65.2	67.3	0%	0%
NIBC BANK NV	XS0249580357	2012-03-30	EUR	3.693	VARIABLE	1	1000	43.5	49.4	7.48%	2011-11-22	43.5	49.4	0%	0%
NIBC BANK NV	XS0269908074	2012-10-18	USD	7.625	FIXED	1	5000	60.3	63.1	12.08%	2011-11-22	60.3	63.1	0%	0%
GENERAL ELEC CAP CORP	XS0319640834	2017-09-15	GBP	6.500	VARIABLE	2	1000	87.5	89.9	7.23%	2011-11-22	87.5	89.9	0%	0%
AGEAS HYBRID FINANCING	XS0346793713	2013-08-27	USD	8.250	FIXED	2	2000	70.5	70.5	11.70%	2011-11-22	70.5	70.5	0%	0%
NYKREDIT	XS0347918640	2015-04-01	EUR	9.000	VARIABLE	1	1000	104	104.8	8.59%	2011-11-22	104	104.8	0%	0%
SOCIETE GENERALE	XS0365303329	2013-05-22	EUR	7.756	VARIABLE	1	50000	60	62	12.51%	2011-11-22	60	62	0%	0%
AMERICAN INTL GROUP	XS0365323608	2018-05-22	EUR	8.000	VARIABLE	1	50000	84.2	86.8	9.22%	2011-11-22	84.2	86.8	0%	0%
LLOYDS BANKING GROUP PLC	XS0406095041	2013-11-29	USD	7.875	FLAT TRADING	2	1000	65.1	68.5	11.50%	2011-11-22	65.1	68.5	0%	0%
LLOYDS BANKING GROUP PLC	XS0406095637	2013-11-29	EUR	7.875	FLAT TRADING	1	1000	65	65	12.12%	2011-11-22	65	65	0%	0%
LLOYDS TSB BANK PLC	XS0408620721	2029-01-22	GBP	13.000	FLAT TRADING	2	1000	106.7	109.3	11.89%	2011-11-22	106.7	109.3	0%	0%
LLOYDS TSB BANK PLC	XS0408623311	2019-01-22	EUR	13.000	FLAT TRADING	2	1000	102.5	102.5	12.68%	2011-11-22	102.5	102.5	0%	0%
GE CAPITAL TRUST II	XS0491211644	2017-09-15	EUR	5.500	VARIABLE	1	1000	80.7	82.3	6.68%	2011-11-22	80.7	82.3	0%	0%
GE CAPITAL TRUST III	XS0491211990	2017-09-15	GBP	6.500	VARIABLE	2	1000	87.8	88.8	7.32%	2011-11-22	87.8	88.8	0%	0%
GE CAPITAL TRUST IV	XS0491212451	2016-09-15	EUR	4.625	VARIABLE	1	1000	80.6	82.3	5.62%	2011-11-22	80.6	82.3	0%	0%
GE CAPITAL TRUST V	XS0491212535	2016-09-15	GBP	5.500	VARIABLE	2	1000	84	84	6.55%	2011-11-22	84	84	0%	0%
CLAUDIUS (CREDIT SUISSE)	XS0531067659	2015-12-12	USD	7.875	FIXED	2	2000	95.4	96.8	8.14%	2011-11-22	95.4	96.8	0%	0%
CHARLOTTENBURG CAPITAL I	XS0540295275	2016-06-30	EUR	10.750	FIXED	1	1000	83.8	87.8	12.24%	2011-11-22	83.8	87.8	0%	0%
RWE AG	XS0542298012	2015-09-28	EUR	4.625	VARIABLE	1	1000	91.5	92.5	5.00%	2011-11-22	91.5	92.5	0%	0%
PHBS LTD	XS0543477821	2015-09-29	USD	6.625	FIXED	2	1000	88.5	90.1	7.35%	2011-11-22	88.5	90.1	0%	0%
INTESA SANPAOLO SPA	XS0545782020	2016-06-01	EUR	9.500	VARIABLE	1	50000	62.1	63.1	15.06%	2011-11-22	62.1	63.1	0%	0%
COSAN OVERSEAS LTD	XS0556373347	2015-11-05	USD	8.250	FIXED	4	1000	101	101	8.17%	2011-11-22	101	101	0%	0%
ALLIANDER NV	XS0558238043	2015-11-11	EUR	4.875	VARIABLE	1	1000	97.6	98.6	4.94%	2011-11-22	97.6	98.6	0%	0%
DONG ENERGY A/S	XS0560190901	2021-06-01	EUR	7.750	VARIABLE	1	1000	103.5	105.1	7.37%	2011-11-22	103.5	105.1	0%	0%
RABOBANK NEDERLAND	XS0583302996	2016-07-26	USD	8.375	VARIABLE	2	1000	99	100.3	8.35%	2011-11-22	99	100.3	0%	0%
CITIC PACIFIC LIMITED	XS0612337500	2016-04-15	USD	7.875	VARIABLE	2	1000	94	94	8.38%	2011-11-22	94	94	0%	0%
BHIRA INVESTMENTS LTD	XS0620623636	2016-04-27	USD	8.500	VARIABLE	2	1000	98.3	100	8.50%	2011-11-22	98.3	100	0%	0%
OMV AG	XS0629626663	2018-04-26	EUR	6.750	VARIABLE	1	1000	98.2	99.4	6.79%	2011-11-22	98.2	99.4	0%	0%