Start Tradeweb File FileName = /marks/eucr/10amLDN CreateTime = Wed Apr 29 09:00:33 2009 CreateDate = 04/29/2009 UserName = Tradeweb Market Data FirmName = Tradeweb AccountNumber = 00000000 Billable = yes Start Data ISIN|securitytype|ticker|coupon|maturitydate|dateissued|settledate|intaccrdate|firstcoupondate|issuer|sector|currency|bidprice|askprice|bidyield|askyield|bidspread|askspread|spreaddescription|spreadCUSIP|spreadISIN|bidASW|askASW|bidispread|askispread|bidzspread|askzspread|amountout|biddm|askdm|quotedmargin AT0000A069T7|REGEUCRPRC|VOEST|07.125|99991231|20071031|20071031|20071031|20081031|VOESTALPINE AG|Ind|EUR|77.642|79.689|13.050|12.417|+10.605|+9.988|DBR 4.250 07/04/14||DE0001135259|+849.565|+810.062|+1020.899|+957.584|+974.798|+915.923|1000000000.0|0.000|0.000|0.000 BE0117013319|REGEUCRPRC|DEXGRP|06.250|20100329|20000329|20000329|20000329|20010329|CREDIT COMMUNAL DE BELGIQUE S.A. (NOW DEXIA BANK BELGIUM S.A.)|Lower T2|EUR|98.076|101.310|8.501|4.701|+7.690|+3.998|DBR 5.375 01/04/10||DE0001135135|+655.553|+296.792|+667.230|+292.665|+653.596|+288.637|300000000.0|0.000|0.000|0.000 BE0117584202|REGEUCRPRC|FORTIS|06.500|99991231|20010926|20010926|20010926|20020926|FORTIS BANK NEDERLAND N.V.|Upper T2/T1|EUR|55.667|62.333|62.246|49.611|+60.760|+48.153|DBR 5.000 07/04/11||DE0001135184|+3647.356|+3169.374|+6054.841|+4791.372|+5209.685|+4217.403|1000000000.0|0.000|0.000|0.000 BE0118988667|REGEUCRPRC|SNCB|05.000|20180424|20030424|20030424|20030424|20040424|SOCIETE NATIONALE DES CHEMINS DE FER BELGES (NOW FONDS DE L INF|Util|GBP|105.132|105.632|4.253|4.188|+0.998|+0.944|UKT 5.000 03/07/18||GB00B1VWPC84|+65.217|+58.574|+58.038|+51.525|+63.892|+57.216|225000000.0|0.000|0.000|0.000 BE0119012905|REGEUCRPRC|ENIIM|05.000|20190127|20030527|20030527|20030527|20040127|ENI COORDINATION CENTER S.A.|Util|GBP|98.677|100.622|5.108|4.856|+1.615|+1.374|UKT 4.500 03/07/19||GB00B39R3F84|+141.450|+118.019|+135.746|+111.253|+143.951|+118.740|100000000.0|0.000|0.000|0.000 BE0119198829|REGEUCRPRC|ENIIM|04.875|20101209|20031009|20031009|20031009|20031209|ENI COORDINATION CENTER S.A.|Util|GBP|103.959|104.185|2.300|2.161|+1.583|+1.501|UKT 4.750 06/07/10||GB00B0330274|+23.549|+9.233|+22.755|+9.142|+22.627|+8.859|200000000.0|0.000|0.000|0.000 BE0119284710|REGEUCRPRC|KBC|06.202|99991231|20031219|20031219|20031219|20041219|KBC BANK NV|Upper T2/T1|GBP|24.750|30.200|28.562|24.514|+25.070|+21.032|UKT 4.500 03/07/19||GB00B39R3F84|+1085.439|+1023.976|+2300.683|+1940.823|+2510.334|+2099.505|375000000.0|0.000|0.000|0.000 BE0119549450|REGEUCRPRC|ELIASO|04.750|20140513|20040513|20040513|20040513|20050513|ELIA SYSTEM OPERATOR SA/NV|Util|EUR|100.268|101.238|4.688|4.469|+2.322|+2.116|DBR 4.250 01/04/14||DE0001135242|+190.647|+170.350|+194.481|+172.522|+190.262|+169.074|500000000.0|0.000|0.000|0.000 BE0119550466|REGEUCRPRC|ELIASO|05.250|20190513|20040513|20040513|20040513|20050513|ELIA SYSTEM OPERATOR SA/NV|Util|EUR|99.679|104.343|5.292|4.696|+2.926|+2.343|DBR 4.250 01/04/14||DE0001135242|+177.430|+124.052|+182.078|+122.611|+180.197|+122.636|500000000.0|0.000|0.000|0.000 BE0119806116|REGEUCRPRC|FORTIS|04.625|99991231|20041027|20041027|20041027|20051027|FORTIS BANK NV-SA|Upper T2/T1|EUR|37.167|39.500|28.589|26.902|+26.146|+24.475|DBR 4.250 07/04/14||DE0001135259|+1387.530|+1342.485|+2575.141|+2406.453|+2367.607|+2220.358|1000000000.0|0.000|0.000|0.000 BE0365452532|REGEUCRPRC|SNCB|05.700|20320528|20020531|20020531|20020531|20030528|SOCIETE NATIONALE DES CHEMINS DE FER BELGES (NOW FONDS DE L INF|Util|GBP|109.401|110.360|4.942|4.878|+0.664|+0.610|UKT 4.250 06/07/32||GB0004893086|+109.719|+103.250|+96.106|+89.675|+103.605|+96.943|100000000.0|0.000|0.000|0.000 BE0374557404|REGEUCRPRC|SOLBBB|04.625|20180627|20030627|20030627|20030627|20040627|SOLVAY S.A.|Ind|EUR|96.507|99.967|5.111|4.628|+2.986|+2.524|DBR 4.500 01/04/13||DE0001135218|+164.185|+121.453|+172.607|+124.314|+169.688|+122.987|500000000.0|0.000|0.000|0.000 BE0378263603|REGEUCRPRC|SOLBBB|04.875|20140110|20031210|20031210|20031210|20050110|SOLVAY S.A.|Ind|EUR|101.833|102.817|4.428|4.195|+2.062|+1.842|DBR 4.250 01/04/14||DE0001135242|+174.993|+153.034|+176.653|+153.364|+172.624|+150.127|500000000.0|0.000|0.000|0.000 BE0931376793|REGEUCRPRC|FORTIS|04.250|20210323|20060323|20060323|20060323|20070323|FORTIS BANK NV-SA|Lower T2|EUR|74.108|77.991|9.550|8.618|+6.724|+5.805|DBR 3.500 01/04/16||DE0001135291|+520.065|+459.031|+645.321|+552.254|+619.620|+531.621|500000000.0|0.000|0.000|0.000 BE0931605175|REGEUCRPRC|ENIIM|05.125|20110601|20060601|20060601|20060601|20070601|ENI COORDINATION CENTER S.A.|Util|GBP|104.345|104.881|2.911|2.654|+1.781|+1.571|UKT 4.250 03/07/11||GB00B0LNX641|+74.171|+47.289|+70.961|+45.292|+71.398|+45.373|100000000.0|0.000|0.000|0.000 BE0931714290|REGFRNEUCRPRC|FORTIS|01.836|20160621|20060621|20060621|20060621|20060921|FORTIS BANK NV-SA|Lower T2|EUR|64.500|80.000|0.000|0.000|+21.600|+10.980|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2160.000|+1098.000|+25.000 BE0932179097|REGEUCRPRC|BRTT|04.125|20111123|20061123|20061123|20061123|20071123|BELGACOM S.A.|Tel/Med|EUR|102.440|103.177|3.110|2.812|+1.613|+1.342|OBL149 3.500 10/14/11||DE0001141497|+107.182|+77.833|+107.547|+77.726|+104.648|+75.664|600000000.0|0.000|0.000|0.000 BE0932180103|REGEUCRPRC|BRTT|04.375|20161123|20061123|20061123|20061123|20071123|BELGACOM S.A.|Tel/Med|EUR|96.967|99.188|4.860|4.500|+1.913|+1.566|DBR 4.000 07/04/16||DE0001135309|+159.159|+127.000|+166.746|+130.833|+163.295|+128.609|950000000.0|0.000|0.000|0.000 BE0932317507|REGFRNEUCRPRC|FORTIS|01.665|20170117|20070117|20070117|20070117|20070417|FORTIS BANK NV-SA|Lower T2|EUR|65.850|73.650|0.000|0.000|+16.230|+11.880|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1623.000|+1188.000|+25.000 BE0932371074|REGFRNEUCRPRC|FORTIS|02.160|20120201|20070201|20070201|20070201|20070502|FORTIS BANK NV-SA|SnBnk/Fin|EUR|87.685|91.658|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|||+6.000 BE0932372080|REGEUCRPRC|FORTIS|04.375|20170201|20070201|20070201|20070201|20080201|FORTIS BANK NV-SA|SnBnk/Fin|EUR|87.926|97.153|6.396|4.821|+3.369|+1.806|DBR 3.750 01/04/17||DE0001135317|+284.075|+152.929|+317.657|+160.141|+308.387|+156.851|750000000.0|0.000|0.000|0.000 BE0932656011|REGFRNEUCRPRC|FORTIS|01.163|20100416|20070416|20070416|20070416|20070716|FORTIS BANK NV-SA|SnBnk/Fin|USD|96.637|97.444|0.000|0.000|+3.669|+2.793|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+366.900|+279.300|+4.000 BE0932899504|REGFRNEUCRPRC|FORTIS|01.907|20100525|20070525|20070525|20070525|20070827|FORTIS BANK NV-SA|SnBnk/Fin|EUR|97.356|97.999|0.000|0.000|+2.624|+1.999|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+262.400|+199.900|+4.000 BE0932900518|REGEUCRPRC|FORTIS|04.500|20140530|20070530|20070530|20070530|20080530|FORTIS BANK NV-SA|SnBnk/Fin|EUR|96.170|99.404|5.382|4.633|+3.016|+2.280|DBR 4.250 01/04/14||DE0001135242|+250.245|+183.175|+262.949|+188.073|+255.893|+183.804|1000000000.0|0.000|0.000|0.000 BE0933514839|REGEUCRPRC|FORTIS|05.757|20171004|20071004|20071004|20071004|20081004|FORTIS BANK NV-SA|Lower T2|EUR|88.363|91.211|7.676|7.176|+4.595|+4.106|DBR 4.250 07/04/17||DE0001135333|+393.616|+355.917|+437.410|+387.424|+425.788|+378.021|1225000000.0|0.000|0.000|0.000 BE0934260531|REGEUCRPRC|SZEFP|04.750|20150410|20080410|20080410|20080410|20090410|ELECTRABEL SA|Util|EUR|100.083|104.051|4.732|3.969|+2.148|+1.400|DBR 3.750 01/04/15||DE0001135267|+175.963|+104.678|+179.950|+103.661|+176.303|+102.570|300000000.0|0.000|0.000|0.000 BE0934378747|REGEUCRPRC|KBC|08.000|99991231|20080514|20080514|20080514|20090514|KBC BANK NV|Upper T2/T1|EUR|48.000|58.000|33.209|26.036|+31.084|+23.932|DBR 4.500 01/04/13||DE0001135218|+1872.857|+1615.860|+3068.915|+2351.680|+2795.513|+2174.873|1250000000.0|0.000|0.000|0.000 BE0934391872|REGFRNEUCRPRC|FORTIS|04.936|20100514|20080514|20080514|20080514|20080814|FORTIS BANK NV-SA|SnBnk/Fin|EUR|98.027|98.452|0.000|0.000|+2.678|+2.255|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2500000000.0|+267.800|+225.500|+65.000 BE0934984015|REGEUCRPRC|ABIBB|07.375|20130130|20090130|20090130|20090130|20100130|ANHEUSER-BUSCH INBEV WORLDWIDE INC.|Cons|EUR|106.600|107.424|5.369|5.132|+3.245|+3.029|DBR 4.500 01/04/13||DE0001135218|+302.748|+280.063|+295.361|+271.678|+287.704|+264.945|750000000.0|0.000|0.000|0.000 BE0934985020|REGEUCRPRC|ABIBB|08.625|20170130|20090130|20090130|20090130|20100130|ANHEUSER-BUSCH INBEV WORLDWIDE INC.|Cons|EUR|108.563|110.269|7.137|6.862|+4.111|+3.847|DBR 3.750 01/04/17||DE0001135317|+406.123|+381.926|+391.770|+364.273|+385.824|+359.493|600000000.0|0.000|0.000|0.000 BE0934986036|REGEUCRPRC|ABIBB|09.750|20240730|20090130|20090130|20090130|20090730|ANHEUSER-BUSCH INBEV WORLDWIDE INC.|Cons|GBP|112.637|114.852|8.100|7.873|+3.908|+3.696|UKT 5.000 03/07/25||GB0030880693|+455.920|+437.342|+395.159|+373.829|+425.349|+402.801|550000000.0|0.000|0.000|0.000 BE6000104727|REGEUCRPRC|ELIASO|04.500|20130422|20090422|20090422|20090422|20100422|ELIA SYSTEM OPERATOR SA/NV|Util|EUR|101.327|101.778|4.129|4.005|+2.005|+1.902|DBR 4.500 01/04/13||DE0001135218|+162.616|+150.762|+164.684|+152.162|+160.762|+148.658|500000000.0|0.000|0.000|0.000 BE6000105732|REGEUCRPRC|ELIASO|05.625|20160422|20090422|20090422|20090422|20100422|ELIA SYSTEM OPERATOR SA/NV|Util|EUR|103.030|104.110|5.096|4.913|+2.270|+2.100|DBR 3.500 01/04/16||DE0001135291|+198.335|+181.555|+198.503|+180.222|+195.677|+178.047|500000000.0|0.000|0.000|0.000 DE0001025856|REGEUCRPRC|HVB|06.625|20101012|20001012|20001012|20001012|20011012|BAYERISCHE HYPO- UND VEREINSBANK AG|Lower T2|EUR|100.324|101.032|6.345|5.822|+5.246|+4.786|DBR 5.250 07/04/10||DE0001135150|+459.181|+409.474|+464.173|+411.511|+448.268|+397.861|500000000.0|0.000|0.000|0.000 DE0001049070|REGEUCRPRC|CMZB|06.125|20101025|20000207|20000207|20000207|20001025|COMMERZBANK AG|SnBnk/Fin|EUR|103.697|104.613|3.490|2.869|+2.679|+2.166|DBR 5.375 01/04/10||DE0001135135|+180.390|+118.409|+177.673|+115.896|+172.589|+112.625|1000000000.0|0.000|0.000|0.000 DE0001591089|REGEUCRPRC|DBB|06.000|20100615|20000615|20000615|20000615|20010615|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|104.055|104.776|2.261|1.628|+1.163|+0.593|DBR 5.250 07/04/10||DE0001135150|+64.342|-0.667|+63.771|+0.197|+61.462|-0.634|1000000000.0|0.000|0.000|0.000 DE0001848083|REGEUCRPRC|CMZB|04.250|20091025|19990216|19990216|19990216|19991025|COMMERZBANK AG|SnBnk/Fin|EUR|100.061|100.766|4.029|2.557|+3.074|+2.098|DBR 4.500 07/04/09||DE0001135127|+244.148|+97.184|+239.542|+95.226|+238.776|+94.383|1500000000.0|0.000|0.000|0.000 DE0002196920|REGFRNEUCRPRC|IKB|01.634|20100923|20070323|20070323|20070323|20070625|IKB DEUTSCHE INDUSTRIEBANK AG|SnBnk/Fin|EUR|83.750|88.250|0.000|0.000|+13.069|+9.197|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+1306.900|+919.700|+5.000 DE0002234457|REGEUCRPRC|CMZB|06.500|20100712|20000712|20000712|20000712|20010712|COMMERZBANK AG|Lower T2|EUR|100.447|102.366|6.072|4.391|+4.973|+3.355|DBR 5.250 07/04/10||DE0001135150|+437.362|+275.749|+442.728|+274.716|+427.343|+265.879|600000000.0|0.000|0.000|0.000 DE0002829645|REGEUCRPRC|HVB|05.625|20100115|19990915|19990915|19990915|20000115|BAYERISCHE HYPO- UND VEREINSBANK AG|SnBnk/Fin|EUR|101.257|101.325|3.716|3.619|+2.905|+2.914|DBR 5.375 01/04/10||DE0001135135|+206.241|+197.123|+201.194|+192.196|+199.739|+190.807|1250000000.0|0.000|0.000|0.000 DE0002829751|REGFRNEUCRPRC|HVB|02.128|20091206|19991206|19991206|19991206|20000306|BAYERISCHE HYPO- UND VEREINSBANK AG|Lower T2|EUR|97.172|98.661|0.000|0.000|+5.337|+2.752|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|900000000.0|+533.700|+275.200|+35.000 DE0003078887|REGEUCRPRC|WESTLB|04.500|20130124|20030124|20030124|20030124|20040124|WESTLB AG|SnBnk/Fin|EUR|101.292|103.022|4.113|3.613|+1.989|+1.510|DBR 4.500 01/04/13||DE0001135218|+168.035|+120.209|+170.486|+120.485|+165.849|+117.483|1750000000.0|0.000|0.000|0.000 DE0003079406|REGEUCRPRC|WESTLB|05.250|20110404|20010404|20010404|20010404|20020404|WESTDEUTSCHE LANDESBANK GIROZENTRALE (NOW WESTLB AG)|SnBnk/Fin|EUR|103.571|105.124|3.292|2.475|+1.973|+1.193|DBR 5.250 01/04/11||DE0001135168|+148.099|+66.349|+147.401|+65.615|+142.937|+63.435|1500000000.0|0.000|0.000|0.000 DE0003099990|REGEUCRPRC|DBB|04.875|20090706|19990706|19990726|19990706|20000706|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|100.416|100.595|2.322|1.311|+1.528|+1.156|DBR 4.000 07/04/09||DE0001135119|+114.849|+10.701|+110.451|+10.734|+110.571|+10.268|1350000000.0|0.000|0.000|0.000 DE0003933263|REGEUCRPRC|DB|05.125|20130131|20030131|20030131|20030131|20040131|DEUTSCHE BANK AG|Lower T2|EUR|101.830|103.786|4.575|4.010|+2.451|+1.907|DBR 4.500 01/04/13||DE0001135218|+213.919|+160.013|+215.996|+159.353|+210.149|+155.466|1100000000.0|0.000|0.000|0.000 DE0003933685|REGFRNEUCRPRC|DB|01.902|20160920|20040920|20040920|20040920|20041220|DEUTSCHE BANK AG|Lower T2|EUR|76.250|79.250|0.000|0.000|+12.013|+10.327|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1201.300|+1032.700|+30.000 DE0003933941|REGEUCRPRC|DB|03.625|20170309|20050309|20050309|20050309|20060309|DEUTSCHE BANK AG|Lower T2|EUR|76.502|79.014|14.225|12.888|+12.294|+10.977|DBR 5.000 07/04/12||DE0001135200|+984.731|+895.011|+1208.522|+1074.970|+1144.530|+1021.127|500000000.0|0.000|0.000|0.000 DE0005934426|REGEUCRPRC|HVB|06.000|20140205|20020205|20020205|20020205|20030205|BAYERISCHE HYPO- UND VEREINSBANK AG|Lower T2|EUR|92.514|97.041|7.940|6.739|+6.265|+5.087|DBR 5.000 01/04/12||DE0001135192|+488.737|+389.449|+526.054|+406.237|+508.033|+393.940|750000000.0|0.000|0.000|0.000 DE0006288921|REGEUCRPRC|CMZB|06.125|20110502|20010502|20010502|20010502|20020502|COMMERZBANK AG|Lower T2|EUR|99.710|101.718|6.284|5.194|+4.965|+3.912|DBR 5.250 01/04/11||DE0001135168|+435.028|+333.598|+444.266|+335.495|+429.711|+325.423|500000000.0|0.000|0.000|0.000 DE0006495807|REGEUCRPRC|DB|05.500|20110518|20010518|20010518|20010518|20020518|DEUTSCHE FINANCE (NETHERLANDS) BV (NOW DEUTSCHE BANK AG)|SnBnk/Fin|EUR|105.217|105.562|2.825|2.656|+1.506|+1.374|DBR 5.250 01/04/11||DE0001135168|+98.975|+81.890|+97.013|+80.054|+94.655|+78.154|1500000000.0|0.000|0.000|0.000 DE0006641962|REGEUCRPRC|HENKEL|04.250|20130610|20030610|20030610|20030610|20040610|HENKEL KGAA (NOW HENKEL AG & CO KGAA)|Ind|EUR|102.184|103.301|3.665|3.373|+1.541|+1.270|DBR 4.500 01/04/13||DE0001135218|+114.065|+85.867|+114.697|+85.501|+112.327|+84.028|1000000000.0|0.000|0.000|0.000 DE0007026882|REGEUCRPRC|CMZB|05.500|20111025|20010125|20010125|20010125|20011025|COMMERZBANK AG|SnBnk/Fin|EUR|104.176|104.965|3.692|3.365|+2.373|+2.083|DBR 5.250 01/04/11||DE0001135168|+170.418|+138.320|+168.239|+135.754|+163.936|+132.452|1000000000.0|0.000|0.000|0.000 DE0007787780|REGEUCRPRC|DBB|05.125|20131128|20011128|20011128|20011128|20021128|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|106.533|108.220|3.545|3.159|+2.059|+1.700|DBR 5.000 07/04/11||DE0001135184|+93.988|+55.757|+91.167|+52.863|+90.200|+53.034|750000000.0|0.000|0.000|0.000 DE0008016502|REGEUCRPRC|DPW|04.875|20140130|20031030|20031030|20031030|20040130|DEUTSCHE POST FINANCE B.V.|SnBnk/Fin|EUR|101.657|102.633|4.474|4.245|+2.226|+2.017|DBR 3.750 07/04/13||DE0001135234|+177.938|+156.598|+179.887|+157.193|+175.749|+153.836|1000000000.0|0.000|0.000|0.000 DE0008029620|REGEUCRPRC|DRSDNR|03.750|20090730|20030730|20030730|20030730|20040730|DRESDNER BANK AG|SnBnk/Fin|EUR|99.547|100.554|5.539|1.352|+4.584|+0.893|DBR 4.500 07/04/09||DE0001135127|+420.135|-3.194|+411.734|-1.593|+413.899|-3.100|200000000.0|0.000|0.000|0.000 DE0008461021|REGEUCRPRC|SUEDZU|05.750|20120227|20020227|20020227|20020227|20030227|SUEDZUCKER INTERNATIONAL FINANCE BV|Cons|EUR|103.091|103.990|4.549|4.211|+2.874|+2.559|DBR 5.000 01/04/12||DE0001135192|+242.237|+209.796|+242.013|+208.318|+234.970|+202.449|500000000.0|0.000|0.000|0.000 DE0008512021|REGEUCRPRC|HVB|07.055|99991231|20020328||20020328|20030328|HVB FUNDING TRUST|Upper T2/T1|EUR|43.333|48.000|16.263|14.684|+14.588|+13.033|DBR 5.000 01/04/12||DE0001135192|+534.787|+517.512|+1273.467|+1115.640|+1208.802|+1059.109|600000000.0|0.000|0.000|0.000 DE0008628678|REGEUCRPRC|DBB|05.375|20120731|20020731|20020731|20020731|20030731|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|106.539|107.926|3.212|2.778|+1.281|+0.867|DBR 5.000 07/04/12||DE0001135200|+97.156|+53.604|+94.548|+51.372|+92.669|+50.738|500000000.0|0.000|0.000|0.000 DE0008846718|REGEUCRPRC|BASGR|03.500|20100708|20030708|20030708|20030708|20040708|BASF SE|Ind|EUR|101.205|101.735|2.442|1.988|+1.631|+1.285|DBR 5.375 01/04/10||DE0001135135|+78.415|+33.430|+79.944|+34.570|+76.939|+32.679|1000000000.0|0.000|0.000|0.000 DE0009279042|REGEUCRPRC|DPW|05.125|20121004|20021004|20021004|20021004|20031004|DEUTSCHE POST FINANCE B.V.|SnBnk/Fin|EUR|103.897|104.302|3.878|3.753|+1.947|+1.842|DBR 5.000 07/04/12||DE0001135200|+157.093|+144.820|+155.970|+143.343|+152.233|+140.016|750000000.0|0.000|0.000|0.000 DE000A0AC9Z9|REGEUCRPRC|WESTLB|04.500|20140116|20040116|20040116|20040116|20050116|WESTLB AG|SnBnk/Fin|EUR|100.576|102.699|4.357|3.857|+1.991|+1.504|DBR 4.250 01/04/14||DE0001135242|+166.047|+118.958|+169.260|+119.375|+165.147|+116.919|1250000000.0|0.000|0.000|0.000 DE000A0BCGN2|REGEUCRPRC|METFNL|04.625|20110526|20040526|20040526|20040526|20050526|METRO FINANCE B.V.|Cons|EUR|101.105|102.372|4.052|3.410|+2.734|+2.128|DBR 5.250 01/04/11||DE0001135168|+216.763|+154.482|+219.282|+154.844|+213.007|+150.616|750000000.0|0.000|0.000|0.000 DE000A0D1KX0|REGEUCRPRC|UBS|04.280|99991231|20050415|20050415|20050415|20060415|UBS PREFERRED FUNDING (JERSEY) LTD|Upper T2/T1|EUR|34.100|37.625|28.522|25.969|+25.939|+23.401|DBR 3.750 01/04/15||DE0001135267|+1313.629|+1250.150|+2559.062|+2303.520|+2353.124|+2129.523|1000000000.0|0.000|0.000|0.000 DE000A0DLU51|REGEUCRPRC|EWE|04.375|20141014|20041014|20041014|20041014|20051014|EWE AG|Util|EUR|99.697|101.534|4.434|4.051|+1.989|+1.622|DBR 4.250 07/04/14||DE0001135259|+156.268|+120.628|+160.126|+121.877|+156.649|+119.670|1000000000.0|0.000|0.000|0.000 DE000A0DLU69|REGEUCRPRC|EWE|04.875|20191014|20041014|20041014|20041014|20051014|EWE AG|Util|EUR|96.898|99.928|5.265|4.880|+2.820|+2.451|DBR 4.250 07/04/14||DE0001135259|+167.719|+134.159|+175.725|+137.293|+173.424|+136.230|500000000.0|0.000|0.000|0.000 DE000A0DLWM8|REGFRNEUCRPRC|METFNL|01.879|20091007|20041007|20041007|20041007|20050107|METRO AG|Cons|EUR|99.538|99.938|0.000|0.000|+1.593|+0.655|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+159.300|+65.500|+40.000 DE000A0EJ953|REGEUCRPRC|RHEINM|03.500|20100621|20050621|20050621|20050621|20060621|RHEINMETALL AG|Ind|EUR|101.390|101.850|2.235|1.826|+1.249|+0.918|OBL146 3.250 04/09/10||DE0001141463|+58.889|+18.591|+60.133|+19.602|+57.715|+18.162|325000000.0|0.000|0.000|0.000 DE000A0EUB86|REGEUCRPRC|BASGR|03.375|20120530|20050527|20050527|20050527|20060530|BASF SE|Ind|EUR|100.578|101.454|3.173|2.872|+1.498|+1.220|DBR 5.000 01/04/12||DE0001135192|+93.953|+64.837|+95.748|+65.647|+93.233|+64.010|1400000000.0|0.000|0.000|0.000 DE000A0G4X39|REGEUCRPRC|WIEAV|06.500|99991231|20070209|20070209|20070209|20080209|WIENERBERGER AG|Ind|EUR|40.650|43.612|24.015|22.430|+20.988|+19.415|DBR 3.750 01/04/17||DE0001135317|+1160.892|+1118.893|+2078.846|+1920.353|+1938.470|+1796.908|500000000.0|0.000|0.000|0.000 DE000A0GMHF4|REGEUCRPRC|PORSCHE|03.500|20110201|20060201|20060201|20060201|20070201|PORSCHE INTERNATIONAL FINANCING PLC|Auto|EUR|98.529|99.885|4.385|3.562|+3.180|+2.413|OBL147 2.500 10/08/10||DE0001141471|+252.288|+174.022|+260.833|+178.336|+252.247|+172.475|1000000000.0|0.000|0.000|0.000 DE000A0GMHG2|REGEUCRPRC|PORSCHE|03.875|20160201|20060201|20060201|20060201|20070201|PORSCHE INTERNATIONAL FINANCING PLC|Auto|EUR|82.796|85.046|7.176|6.698|+4.350|+3.885|DBR 3.500 01/04/16||DE0001135291|+353.853|+317.722|+410.374|+362.472|+396.273|+350.518|1000000000.0|0.000|0.000|0.000 DE000A0GPYR7|REGEUCRPRC|CMZB|05.012|99991231|20060330|20060330|20060330|20070412|COMMERZBANK CAPITAL FUNDING TRUST I|Upper T2/T1|EUR|20.917|24.438|40.059|35.586|+37.234|+32.774|DBR 3.500 01/04/16||DE0001135291|+1422.871|+1367.828|+3695.807|+3248.530|+3325.913|+2948.891|1000000000.0|0.000|0.000|0.000 DE000A0GTCB9|REGEUCRPRC|DT|04.750|20160531|20060608|20060608|20060608|20070531|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|100.182|101.915|4.718|4.428|+1.892|+1.615|DBR 3.500 01/04/16||DE0001135291|+155.792|+129.088|+159.157|+130.058|+156.597|+128.481|500000000.0|0.000|0.000|0.000 DE000A0GVS76|REGEUCRPRC|DRSDNR|05.321|20160630|20060720|20060720|20060720|20070630|UT2 FUNDING PLC|Lower T2|EUR|14.250|17.250|52.818|46.157|+49.872|+43.224|DBR 4.000 07/04/16||DE0001135309|+1517.606|+1472.634|+4966.527|+4301.976|+4369.668|+3830.961|750000000.0|0.000|0.000|0.000 DE000A0JQA39|REGEUCRPRC|LUFTHA|04.625|20130506|20060504|20060504|20060504|20070506|DEUTSCHE LUFTHANSA AG|Ind|EUR|99.132|100.759|4.869|4.414|+2.744|+2.310|DBR 4.500 01/04/13||DE0001135218|+230.923|+188.992|+237.411|+192.009|+231.245|+187.484|500000000.0|0.000|0.000|0.000 DE000A0JQF26|REGEUCRPRC|BASGR|04.000|20110421|20060421|20060421|20060421|20070421|BASF SE|Ind|EUR|102.070|102.762|2.898|2.538|+1.467|+1.138|OBL148 3.500 04/08/11||DE0001141489|+106.027|+70.746|+106.621|+70.854|+103.709|+68.907|1000000000.0|0.000|0.000|0.000 DE000A0JRFA2|REGFRNEUCRPRC|BASGR|01.638|20090629|20060629|20060629|20060629|20060929|BASF SE|Ind|EUR|99.852|100.000|0.000|0.000|+1.456|+0.485|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+145.600|+48.500|+10.000 DE000A0JRFB0|REGEUCRPRC|BASGR|04.500|20160629|20060629|20060629|20060629|20070629|BASF SE|Ind|EUR|99.254|101.188|4.623|4.301|+1.797|+1.488|DBR 3.500 01/04/16||DE0001135291|+144.294|+115.061|+148.503|+116.607|+145.913|+115.076|500000000.0|0.000|0.000|0.000 DE000A0KAAA7|REGEUCRPRC|DRSDNR|06.352|99991231|20060720|20060720|20060720|20070630|HT1 FUNDING GMBH|Upper T2/T1|EUR|18.333|22.833|44.583|37.705|+41.637|+34.772|DBR 4.000 07/04/16||DE0001135309|+1411.412|+1349.938|+4131.350|+3443.144|+3701.182|+3124.847|1000000000.0|0.000|0.000|0.000 DE000A0KPS94|REGFRNEUCRPRC|METFNL|02.017|20100908|20060908|20060908|20060908|20061208|METRO AG|Cons|EUR|96.420|98.420|0.000|0.000|+3.031|+1.498|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|200000000.0|+303.100|+149.800|+26.000 DE000A0NV975|REGEUCRPRC|METFNL|04.750|20120529|20070529|20070529|20070529|20080529|METRO FINANCE B.V.|Cons|EUR|99.171|100.264|5.046|4.653|+3.301|+2.934|OBL150 4.000 04/13/12||DE0001141505|+275.629|+239.168|+283.231|+243.830|+274.855|+236.944|500000000.0|0.000|0.000|0.000 DE000A0PNJA0|REGEUCRPRC|MRKGR|04.750|20101126|20071126|20071126|20071126|20081126|MERCK KGAA|Ind|EUR|102.707|103.293|2.940|2.562|+1.842|+1.527|DBR 5.250 07/04/10||DE0001135150|+120.400|+83.310|+120.187|+82.976|+116.548|+80.345|500000000.0|0.000|0.000|0.000 DE000A0T06M2|REGEUCRPRC|DAIGR|05.875|20110908|20080905|20080905|20080905|20080908|DAIMLER INTERNATIONAL FINANCE B.V.|Auto|EUR|101.818|102.428|5.019|4.743|+3.522|+3.273|OBL149 3.500 10/14/11||DE0001141497|+304.167|+277.882|+305.840|+278.235|+296.264|+269.683|1500000000.0|0.000|0.000|0.000 DE000A0T06N0|REGEUCRPRC|DAIGR|06.125|20150908|20080905|20080905|20080905|20090908|DAIMLER INTERNATIONAL FINANCE B.V.|Auto|EUR|95.616|97.388|6.994|6.634|+4.280|+3.936|DBR 3.250 07/04/15||DE0001135283|+378.986|+348.940|+399.016|+362.873|+388.603|+354.040|750000000.0|0.000|0.000|0.000 DE000A0T1GC4|REGEUCRPRC|DT|05.875|20140910|20080910|20080910|20080910|20090910|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|105.681|107.543|4.645|4.263|+2.200|+1.834|DBR 4.250 07/04/14||DE0001135259|+187.074|+150.372|+183.389|+145.206|+180.567|+143.683|750000000.0|0.000|0.000|0.000 DE000A0T33X3|REGEUCRPRC|METFNL|09.375|20131128|20081128|20081128|20081128|20091128|METRO FINANCE B.V.|Cons|EUR|113.564|114.846|5.885|5.587|+3.637|+3.359|DBR 3.750 07/04/13||DE0001135234|+349.449|+320.199|+325.291|+295.444|+319.080|+290.433|500000000.0|0.000|0.000|0.000 DE000A0T4DU7|REGEUCRPRC|BASGR|06.000|20131204|20081204|20081204|20081204|20091204|BASF FINANCE EUROPE N.V.|Ind|EUR|107.535|108.266|4.154|3.984|+1.906|+1.756|DBR 3.750 07/04/13||DE0001135234|+156.964|+140.374|+151.673|+134.807|+149.455|+133.141|1250000000.0|0.000|0.000|0.000 DE000A0T4Y07|REGEUCRPRC|DAIGR|08.000|20100617|20081216|20081216|20081216|20090617|DAIMLER INTERNATIONAL FINANCE B.V.|Auto|EUR|103.961|104.682|4.297|3.651|+3.486|+2.948|DBR 5.375 01/04/10||DE0001135135|+270.514|+206.051|+266.594|+201.979|+258.140|+195.649|600000000.0|0.000|0.000|0.000 DE000A0T5SE6|REGEUCRPRC|DAIGR|07.875|20140116|20090116|20090116|20090116|20100116|DAIMLER INTERNATIONAL FINANCE B.V.|Auto|EUR|106.000|107.372|6.346|6.016|+3.980|+3.663|DBR 4.250 01/04/14||DE0001135242|+375.726|+345.149|+368.218|+335.116|+359.120|+327.421|2000000000.0|0.000|0.000|0.000 DE000A0T5X07|REGEUCRPRC|DT|06.000|20170120|20090120|20090120|20090120|20100120|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|103.733|104.747|5.390|5.231|+2.364|+2.216|DBR 3.750 01/04/17||DE0001135317|+218.547|+203.961|+217.554|+201.481|+214.873|+199.387|2000000000.0|0.000|0.000|0.000 DE000A0T61K1|REGEUCRPRC|TKAGR|06.750|20130225|20090225|20090225|20090225|20100225|THYSSENKRUPP FINANCE NEDERLAND B.V.|Ind|EUR|100.376|100.813|6.625|6.493|+4.501|+4.390|DBR 4.500 01/04/13||DE0001135218|+411.241|+399.368|+419.000|+405.685|+405.808|+393.091|1000000000.0|0.000|0.000|0.000 DE000A0T61L9|REGEUCRPRC|TKAGR|08.500|20160225|20090225|20090225|20090225|20100225|THYSSENKRUPP FINANCE NEDERLAND B.V.|Ind|EUR|100.467|101.537|8.397|8.187|+5.571|+5.374|DBR 3.500 01/04/16||DE0001135291|+521.807|+504.832|+531.246|+510.270|+517.858|+497.913|1000000000.0|0.000|0.000|0.000 DE000A0T74C1|REGEUCRPRC|DAIGR|07.750|20120326|20090326|20090326|20090326|20100326|DAIMLER INTERNATIONAL FINANCE B.V.|Auto|EUR|106.395|106.994|5.298|5.080|+3.623|+3.428|DBR 5.000 01/04/12||DE0001135192|+321.749|+300.968|+314.149|+292.647|+304.912|+284.255|700000000.0|0.000|0.000|0.000 DE000A0T7J03|REGEUCRPRC|DBB|04.875|20190312|20090312|20090312|20090312|20100312|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|101.928|103.146|4.625|4.472|+1.422|+1.277|DBR 3.750 01/04/19||DE0001135374|+116.231|+102.010|+117.169|+101.695|+116.525|+101.535|1000000000.0|0.000|0.000|0.000 DE000A0T7J45|REGEUCRPRC|DAIGR|06.875|20110610|20090310|20090310|20090310|20090610|DAIMLER INTERNATIONAL FINANCE B.V.|Auto|EUR|104.556|105.116|4.554|4.279|+3.236|+2.997|DBR 5.250 01/04/11||DE0001135168|+271.014|+244.284|+267.880|+240.522|+259.821|+233.417|1000000000.0|0.000|0.000|0.000 DE000A0TKBM0|REGEUCRPRC|BASGR|05.000|20140926|20070926|20070926|20070926|20080926|BASF FINANCE EUROPE N.V.|Ind|EUR|103.198|103.976|4.317|4.157|+1.872|+1.728|DBR 4.250 07/04/14||DE0001135259|+149.854|+135.279|+149.499|+134.130|+146.992|+132.130|1000000000.0|0.000|0.000|0.000 DE000A0TR7K7|REGEUCRPRC|ALVGR|05.000|20130306|20080306|20080306|20080306|20090306|ALLIANZ FINANCE II BV|SnBnk/Fin|EUR|104.405|105.203|3.742|3.523|+1.617|+1.419|DBR 4.500 01/04/13||DE0001135218|+131.011|+109.523|+129.788|+107.797|+126.968|+105.674|1500000000.0|0.000|0.000|0.000 DE000A0TT2M2|REGEUCRPRC|DT|05.750|20150414|20080414|20080414|20080414|20090414|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|105.389|106.877|4.689|4.408|+2.105|+1.839|DBR 3.750 01/04/15||DE0001135267|+178.400|+152.053|+175.367|+147.664|+173.068|+146.309|1500000000.0|0.000|0.000|0.000 DE000A0TU305|REGEUCRPRC|DB|08.000|99991231|20080515|20080515|20080515|20090515|DEUTSCHE BANK CONTINGENT CAPITAL TRUST IV|Upper T2/T1|EUR|72.000|75.500|13.558|12.713|+10.447|+9.609|DBR 4.000 01/04/18||DE0001135341|+800.178|+756.455|+1016.827|+932.297|+976.774|+897.829|1000000000.0|0.000|0.000|0.000 DE000A0TWHZ4|REGEUCRPRC|DT|05.750|20140110|20080610|20080610|20080610|20090110|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|106.338|107.500|4.224|3.959|+1.858|+1.606|DBR 4.250 01/04/14||DE0001135242|+160.304|+134.311|+156.469|+129.835|+153.855|+128.099|500000000.0|0.000|0.000|0.000 DE000A0XFCT5|REGEUCRPRC|METFNL|07.625|20150305|20090305|20090305|20090305|20100305|METRO AG|Cons|EUR|101.588|102.295|7.273|7.123|+4.689|+4.554|DBR 3.750 01/04/15||DE0001135267|+431.450|+418.529|+436.037|+420.923|+425.069|+410.643|1000000000.0|0.000|0.000|0.000 DE000A0XFK16|REGEUCRPRC|BASGR|03.750|20121008|20090408|20090408|20090408|20091008|BASF FINANCE EUROPE N.V.|Ind|EUR|101.515|101.848|3.279|3.176|+1.348|+1.265|DBR 5.000 07/04/12||DE0001135200|+94.115|+84.175|+95.756|+85.456|+93.047|+83.057|1350000000.0|0.000|0.000|0.000 DE000CB07899|REGEUCRPRC|CMZB|04.125|20160913|20060913|20060913|20060913|20070913|COMMERZBANK AG|Lower T2|EUR|60.583|63.293|29.521|27.070|+28.090|+25.670|OBL148 3.500 04/08/11||DE0001141489|+1901.089|+1784.794|+2755.178|+2509.974|+2527.495|+2314.333|1250000000.0|0.000|0.000|0.000 DE000CB4GRK6|REGFRNEUCRPRC|CMZB|01.787|20120312|20070312|20070312|20070312|20070612|COMMERZBANK AG|SnBnk/Fin|EUR|95.071|96.636|0.000|0.000|+1.917|+1.337|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1220000000.0|+191.700|+133.700|+10.000 DE000CB899M6|REGEUCRPRC|CMZB|05.000|20140206|20090206|20090206|20090206|20100206|COMMERZBANK AG|SnBnk/Fin|EUR|102.091|102.524|4.497|4.396|+2.131|+2.043|DBR 4.250 01/04/14||DE0001135242|+180.331|+170.816|+181.792|+171.658|+177.642|+167.860|1500000000.0|0.000|0.000|0.000 DE000CB8AUX7|REGEUCRPRC|CMZB|05.625|20171129|20071129|20071129|20071129|20081129|COMMERZBANK AG|Lower T2|EUR|62.041|65.000|21.994|20.274|+19.999|+18.299|OBL151 4.250 10/12/12||DE0001141513|+1410.472|+1323.524|+1963.025|+1788.828|+1829.194|+1673.164|750000000.0|0.000|0.000|0.000 DE000DB5S501|REGEUCRPRC|DB|04.875|20120924|20070924|20070924|20070924|20080924|DEUTSCHE BANK AG|SnBnk/Fin|EUR|104.082|104.470|3.568|3.449|+1.823|+1.730|OBL150 4.000 04/13/12||DE0001141505|+127.106|+115.106|+126.124|+113.868|+123.128|+111.256|3500000000.0|0.000|0.000|0.000 DE000DB5S568|REGFRNEUCRPRC|DB|01.610|20101018|20071018|20071018|20071018|20080118|DEUTSCHE BANK AG|SnBnk/Fin|EUR|98.503|98.814|0.000|0.000|+1.255|+1.038|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1750000000.0|+125.500|+103.800|+20.000 DE000DB5S5U8|REGEUCRPRC|DB|05.125|20170831|20070831|20070831|20070831|20080831|DEUTSCHE BANK AG|SnBnk/Fin|EUR|100.443|101.018|5.054|4.969|+2.027|+1.954|DBR 3.750 01/04/17||DE0001135317|+173.216|+165.293|+176.563|+167.732|+174.251|+165.716|3100000000.0|0.000|0.000|0.000 DE000DB5S6X0|REGEUCRPRC|DB|04.500|20110307|20080307|20080307|20080307|20090307|DEUTSCHE BANK AG|SnBnk/Fin|EUR|102.684|102.972|2.973|2.814|+1.542|+1.414|OBL148 3.500 04/08/11||DE0001141489|+116.549|+100.842|+117.009|+101.131|+113.240|+97.805|4400000000.0|0.000|0.000|0.000 DE000DB5S7A6|REGFRNEUCRPRC|DB|02.229|20110318|20080318|20080318|20080318|20080618|DEUTSCHE BANK AG|SnBnk/Fin|EUR|98.426|98.964|0.000|0.000|+1.493|+1.198|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+149.300|+119.800|+60.000 DE000DB7UN25|REGFRNEUCRPRC|DB|02.050|20100616|20080616|20080616|20080616|20080916|DEUTSCHE BANK AG|SnBnk/Fin|EUR|99.300|99.706|0.000|0.000|+1.030|+0.663|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+103.000|+66.300|+40.000 DE000DR0RQ20|REGFRNEUCRPRC|DRSDNR|02.120|20100701|20080701|20080701|20080701|20081001|DRESDNER BANK AG|SnBnk/Fin|EUR|99.070|99.446|0.000|0.000|+1.457|+1.129|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+145.700|+112.900|+60.000 DE000DR0RR60|REGEUCRPRC|DRSDNR|05.625|20120227|20080827|20080827|20080827|20090227|DRESDNER BANK AG|SnBnk/Fin|EUR|103.501|104.038|4.273|4.072|+2.528|+2.353|OBL150 4.000 04/13/12||DE0001141505|+215.256|+195.856|+214.498|+194.452|+208.383|+189.016|550000000.0|0.000|0.000|0.000 DE000HSH2H23|REGFRNEUCRPRC|HSHN|02.259|20170214|20070214|20070214|20070214|20070514|HSH NORDBANK AG|Lower T2|EUR|30.000|33.936|0.000|0.000|+47.187|+42.078|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+4718.700|+4207.800|+30.000 DE000TUAG059|REGEUCRPRC|TUIGR|08.625|99991231|20051207|20051207|20051207|20070130|TUI AG|Cons|EUR|45.000|51.000|38.591|33.267|+36.466|+31.163|DBR 4.500 01/04/13||DE0001135218|+2121.231|+1956.045|+3617.790|+3085.446|+3258.469|+2809.037|300000000.0|0.000|0.000|0.000 DE000WLB2WL3|REGEUCRPRC|WESTLB|03.625|20150128|20050128|20050128|20050128|20060128|WESTLB AG|SnBnk/Fin|EUR|97.616|99.092|4.097|3.802|+1.512|+1.233|DBR 3.750 01/04/15||DE0001135267|+115.343|+88.045|+120.563|+91.077|+117.414|+88.870|1000000000.0|0.000|0.000|0.000 ES0211845203|REGEUCRPRC|ABESM|04.375|20200330|20050330|20050330|20050330|20060330|ABERTIS INFRAESTRUCTURAS SA|Util|EUR|78.024|81.153|7.377|6.888|+4.793|+4.319|DBR 3.750 01/04/15||DE0001135267|+315.906|+282.371|+382.938|+334.009|+371.585|+324.670|540000000.0|0.000|0.000|0.000 ES0211845211|REGEUCRPRC|ABESM|05.125|20170612|20070612|20070612|20070612|20080612|ABERTIS INFRAESTRUCTURAS SA|Util|EUR|88.344|91.312|7.060|6.537|+4.034|+3.522|DBR 3.750 01/04/17||DE0001135317|+340.722|+300.091|+379.248|+326.939|+368.954|+318.862|1000000000.0|0.000|0.000|0.000 ES0213211081|REGEUCRPRC|BBVASM|04.500|20151112|20031112|20031112|20031112|20041112|BANCO BILBAO VIZCAYA ARGENTARIA SA|Lower T2|EUR|85.947|88.138|15.487|13.581|+14.389|+12.546|DBR 5.250 07/04/10||DE0001135150|+1196.474|+1052.400|+1376.102|+1185.822|+1301.894|+1126.675|750000000.0|0.000|0.000|0.000 ES0213211099|REGEUCRPRC|BBVASM|04.375|20191020|20041020|20041020|20041020|20051020|BANCO BILBAO VIZCAYA ARGENTARIA SA|Lower T2|EUR|75.700|78.430|10.420|9.625|+7.975|+7.196|DBR 4.250 07/04/14||DE0001135259|+620.810|+567.993|+758.389|+678.999|+726.306|+651.625|1000000000.0|0.000|0.000|0.000 ES0213495007|REGFRNEUCRPRC|SANTAN|01.888|20160928|20060928|20060928|20060928|20061228|SANTANDER CONSUMER FINANCE|Lower T2|EUR|63.465|71.314|0.000|0.000|+20.017|+14.879|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2001.700|+1487.900|+35.000 ES0213540018|REGEUCRPRC|BANEST|04.000|20160323|20040323|20040323|20040323|20050323|BANESTO BANCO DE EMISIONES S.A.|Lower T2|EUR|88.060|90.535|11.387|9.732|+10.069|+8.451|DBR 5.250 01/04/11||DE0001135168|+852.309|+720.053|+957.571|+792.104|+913.939|+758.843|500000000.0|0.000|0.000|0.000 ES0213860036|REGFRNEUCRPRC|BANSAB|02.167|20160525|20060525|20060525|20060525|20060825|BANCO DE SABADELL S.A.|Lower T2|EUR|54.000|57.500|0.000|0.000|+31.756|+28.432|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+3175.600|+2843.200|+30.000 ES0214840250|REGFRNEUCRPRC|CAIXAC|03.009|20120706|20050706|20050706|20050706|20051006|CAIXA D ESTALVIS DE CATALUNYA|SnBnk/Fin|EUR|84.354|86.141|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|||+15.000 ES0214950133|REGFRNEUCRPRC|CAJAMM|01.960|20120601|20050601|20050601|20050601|20050901|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|SnBnk/Fin|EUR|92.620|93.651|0.000|0.000|+2.677|+2.310|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+267.700|+231.000|+12.500 ES0214950141|REGFRNEUCRPRC|CAJAMM|02.055|20180301|20060301|20060301|20060301|20060601|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|Lower T2|EUR|55.000|62.000|0.000|0.000|+7.599|+6.089|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+759.900|+608.900|+22.000 ES0214977078|REGFRNEUCRPRC|CAVALE|02.198|20181129|20050203|20050203|20050203|20050228|CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE (BANCAJA)|Lower T2|EUR|43.196|47.714|0.000|0.000|+19.963|+17.559|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+1996.300|+1755.900|+35.000 ES0214977086|REGFRNEUCRPRC|CAVALE|01.928|20120606|20050606|20050606|20050606|20050906|CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE (BANCAJA)|SnBnk/Fin|EUR|66.761|73.005|0.000|0.000|+13.673|+10.640|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1200000000.0|+1367.300|+1064.000|+15.000 ES0214977151|REGFRNEUCRPRC|CAVALE|02.487|20140423|20070423|20070423|20070423|20070723|CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE (BANCAJA)|SnBnk/Fin|EUR|66.667|76.151|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|850000000.0|||+17.500 ES0313440119|REGFRNEUCRPRC|BANEST|01.851|20090610|20040610|20040610|20040610|20040910|BANCO ESPANOL DE CREDITO SA (BANESTO)|SnBnk/Fin|EUR|99.380|100.042|0.000|0.000|+7.062|+0.411|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+706.200|+41.100|+12.500 ES0313540025|REGFRNEUCRPRC|BANEST|01.988|20100222|20050222|20050222|20050222|20050523|BANCO ESPANOL DE CREDITO SA (BANESTO)|SnBnk/Fin|EUR|99.464|99.725|0.000|0.000|+0.819|+0.494|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+81.900|+49.400|+10.000 ES0313679427|REGFRNEUCRPRC|BKTSM|02.037|20101118|20051118|20051118|20051118|20060220|BANKINTER S.A.|SnBnk/Fin|EUR|96.267|96.397|0.000|0.000|+2.611|+2.522|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+261.100|+252.200|+11.000 ES0313860092|REGFRNEUCRPRC|BANSAB|01.702|20100920|20050920|20050920|20050920|20051220|BANCO DE SABADELL S.A.|SnBnk/Fin|EUR|96.164|96.844|0.000|0.000|+2.992|+2.478|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+299.200|+247.800|+10.000 ES0313860134|REGFRNEUCRPRC|BANSAB|02.379|20111026|20061026|20061026|20061026|20070126|BANCO DE SABADELL S.A.|SnBnk/Fin|EUR|90.279|93.125|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|||+12.500 ES0314400054|REGFRNEUCRPRC|CAJAME|02.783|20100114|20050114|20050114|20050114|20050414|CAJA DE AHORROS DEL MEDITERRANEO|SnBnk/Fin|EUR|93.563|94.258|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|475000000.0|||+13.000 ES0314950215|REGFRNEUCRPRC|CAJAMM|01.634|20100323|20050323|20050323|20050323|20050623|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|SnBnk/Fin|EUR|97.997|98.547|0.000|0.000|+2.409|+1.776|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+240.900|+177.600|+5.000 ES0314950280|REGFRNEUCRPRC|CAJAMM|01.965|20100524|20060524|20060524|20060524|20060824|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|SnBnk/Fin|EUR|97.237|97.894|0.000|0.000|+2.798|+2.157|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+279.800|+215.700|+9.000 ES0314950298|REGFRNEUCRPRC|CAJAMM|03.119|20090629|20060629|20060629|20060629|20060929|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|SnBnk/Fin|EUR|99.639|99.914|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2250000000.0|||+10.000 ES0314950348|REGEUCRPRC|CAJAMM|05.125|20110411|20080411|20080411|20080411|20090411|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|SnBnk/Fin|EUR|102.248|102.892|3.893|3.549|+2.462|+2.149|OBL148 3.500 04/08/11||DE0001141489|+206.004|+172.586|+206.721|+172.431|+200.591|+167.393|1250000000.0|0.000|0.000|0.000 ES0314950363|REGFRNEUCRPRC|CAJAMM|02.210|20100625|20080625|20080625|20080625|20080925|CAJA DE AHORROS Y MONTE DE PIEDAD DE MADRID|SnBnk/Fin|EUR|98.079|98.470|0.000|0.000|+2.410|+2.059|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1600000000.0|+241.000|+205.900|+65.000 ES0314977218|REGFRNEUCRPRC|CAVALE|02.012|20100225|20050225|20050225|20050225|20050525|CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE (BANCAJA)|SnBnk/Fin|EUR|94.142|94.935|0.000|0.000|+7.675|+6.629|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+767.500|+662.900|+14.500 ES0314977259|REGFRNEUCRPRC|CAVALE|02.404|20120124|20070124|20070124|20070124|20070424|CAJA DE AHORROS DE VALENCIA, CASTELLON Y ALICANTE (BANCAJA)|SnBnk/Fin|EUR|71.272|78.563|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|||+15.000 ES0357080011|REGFRNEUCRPRC|BPESP|02.190|20090830|20040730|20040730|20040730|20041029|BPE FINANCIACIONES S.A.|SnBnk/Fin|EUR|98.815|99.578|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|||+7.500 ES0357080110|REGFRNEUCRPRC|BPESP|01.938|20090522|20060522|20060522|20060522|20060822|BPE FINANCIACIONES S.A.|SnBnk/Fin|EUR|99.491|99.751|0.000|0.000|+11.760|+6.228|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+1176.000|+622.800|+5.000 ES0357080144|REGFRNEUCRPRC|BPESP|02.114|20120208|20070208|20070208|20070208|20070508|BPE FINANCIACIONES S.A.|SnBnk/Fin|EUR|89.334|91.782|0.000|0.000|+4.217|+3.221|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+421.700|+322.100|+7.500 FR0000187080|REGEUCRPRC|TOTAL|05.650|20101024|20001024|20001024|20001024|20011024|TOTAL FINA ELF S.A. (NOW TOTAL S.A.)|Util|EUR|104.555|105.277|2.448|1.966|+1.350|+0.931|DBR 5.250 07/04/10||DE0001135150|+74.196|+24.691|+73.381|+24.812|+70.702|+23.419|100000000.0|0.000|0.000|0.000 FR0000471054|REGEUCRPRC|SZEFP|05.500|20121126|20021126|20021126|20021126|20031126|GIE SUEZ ALLIANCE (NOW BELGELEC FINANCE S.A.)|Util|EUR|105.026|106.420|3.952|3.543|+2.021|+1.632|DBR 5.000 07/04/12||DE0001135200|+161.418|+121.257|+158.950|+118.079|+155.374|+115.818|300000000.0|0.000|0.000|0.000 FR0000471476|REGEUCRPRC|FRTEL|07.000|20091223|20021223|20021223|20021223|20031223|FRANCE TELECOM|Tel/Med|EUR|102.813|103.244|2.443|1.792|+1.488|+1.333|DBR 4.500 07/04/09||DE0001135127|+81.254|+13.797|+77.669|+13.471|+77.040|+13.034|2500000000.0|0.000|0.000|0.000 FR0000471484|REGEUCRPRC|FRTEL|08.000|20171220|20021220|20021220|20021220|20031220|FRANCE TELECOM|Tel/Med|GBP|121.374|122.881|4.838|4.652|+1.876|+1.705|UKT 4.000 09/07/16||GB00B0V3WX43|+146.127|+125.815|+118.383|+99.996|+130.018|+111.099|500000000.0|0.000|0.000|0.000 FR0000471724|REGEUCRPRC|SGOFP|05.000|20100416|20030416|20030416|20030416|20040416|SAINT-GOBAIN NEDERLAND BV|Ind|EUR|101.261|101.863|3.615|2.972|+2.804|+2.269|DBR 5.375 01/04/10||DE0001135135|+191.659|+128.288|+188.769|+125.335|+187.342|+124.837|1000000000.0|0.000|0.000|0.000 FR0000471930|REGEUCRPRC|FRTEL|08.125|20330128|20030128|20030128|20030128|20040128|FRANCE TELECOM|Tel/Med|EUR|123.842|128.397|6.180|5.873|+1.958|+1.690|DBR 5.500 01/04/31||DE0001135176|+265.725|+237.180|+230.816|+200.200|+231.460|+201.457|1500000000.0|0.000|0.000|0.000 FR0000471948|REGEUCRPRC|FRTEL|07.250|20130128|20030128|20030128|20030128|20040128|FRANCE TELECOM|Tel/Med|EUR|112.650|113.571|3.565|3.319|+1.440|+1.215|DBR 4.500 01/04/13||DE0001135218|+123.739|+98.331|+115.225|+90.662|+113.869|+90.057|3500000000.0|0.000|0.000|0.000 FR0000472326|REGEUCRPRC|GSZFP|04.750|20130219|20030219|20030219|20030219|20040219|GAZ DE FRANCE (NOW GDF SUEZ)|Util|EUR|104.542|105.899|3.449|3.076|+1.324|+0.972|DBR 4.500 01/04/13||DE0001135218|+102.645|+65.841|+101.749|+64.500|+99.443|+63.307|1250000000.0|0.000|0.000|0.000 FR0000472334|REGEUCRPRC|GSZFP|05.125|20180219|20030219|20030219|20030219|20040219|GAZ DE FRANCE (NOW GDF SUEZ)|Util|EUR|102.970|106.068|4.702|4.280|+2.577|+2.176|DBR 4.500 01/04/13||DE0001135218|+135.700|+96.180|+135.735|+93.529|+134.750|+93.868|750000000.0|0.000|0.000|0.000 FR0000472441|REGEUCRPRC|GFCFP|04.875|20100219|20030219|20030219|20030219|20040219|GECINA|Ind|EUR|94.784|97.000|11.943|8.827|+11.132|+8.124|DBR 5.375 01/04/10||DE0001135135|+963.774|+685.647|+1009.957|+702.344|+989.720|+691.218|540288000.0|0.000|0.000|0.000 FR0000473993|REGEUCRPRC|VINCI|05.250|20180430|20030430|20030430|20030430|20040430|COMPAGNIE FINANCIERE ET INDUSTRIELLE DES AUTOROUTES|Ind|EUR|91.501|94.268|6.530|6.097|+3.704|+3.284|DBR 3.500 01/04/16||DE0001135291|+290.441|+255.656|+316.338|+272.913|+309.165|+267.455|600000000.0|0.000|0.000|0.000 FR0000474157|REGEUCRPRC|COFP|05.250|20100428|20030428|20030428|20030428|20040428|CASINO GUICHARD-PERRACHON|Cons|EUR|101.834|102.479|3.316|2.654|+2.505|+1.951|DBR 5.375 01/04/10||DE0001135135|+168.559|+103.008|+164.326|+99.120|+164.065|+99.788|500000000.0|0.000|0.000|0.000 FR0000474223|REGEUCRPRC|MOET|05.000|20100429|20030429|20030429|20030429|20040429|LVMH-MOET HENNESSY LOUIS VUITTON|Cons|EUR|102.360|102.714|2.539|2.180|+1.728|+1.477|DBR 5.375 01/04/10||DE0001135135|+91.740|+55.886|+88.153|+52.829|+89.010|+54.086|750000000.0|0.000|0.000|0.000 FR0000474421|REGEUCRPRC|CNPASS|05.250|20230516|20030516|20030516|20030516|20040516|CNP ASSURANCES|Lower T2|EUR|77.348|81.239|12.784|11.296|+10.659|+9.192|DBR 4.500 01/04/13||DE0001135218|+850.243|+750.420|+1028.424|+879.650|+979.145|+840.628|300000000.0|0.000|0.000|0.000 FR0000474843|REGEUCRPRC|RENAUL|04.625|20100528|20030528|20030528|20030528|20040528|RENAULT S.A.|Auto|EUR|99.785|100.681|4.831|3.953|+4.020|+3.250|DBR 5.375 01/04/10||DE0001135135|+314.949|+230.777|+321.523|+233.732|+311.471|+226.747|750000000.0|0.000|0.000|0.000 FR0000474975|REGEUCRPRC|VIEFP|04.875|20130528|20030528|20030528|20030528|20040528|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|101.204|102.184|4.542|4.276|+2.417|+2.172|DBR 4.500 01/04/13||DE0001135218|+200.769|+175.667|+203.322|+176.601|+198.496|+172.712|1000000000.0|0.000|0.000|0.000 FR0000474983|REGEUCRPRC|VIEFP|05.375|20180528|20030528|20030528|20030528|20040528|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|95.564|97.555|6.023|5.727|+3.898|+3.623|DBR 4.500 01/04/13||DE0001135218|+250.588|+225.747|+264.902|+235.201|+260.052|+231.455|750000000.0|0.000|0.000|0.000 FR0000475550|REGEUCRPRC|AIFP|04.125|20130623|20030623|20030623|20030603|20040623|AIR LIQUIDE FINANCE|Ind|EUR|100.656|101.676|3.947|3.678|+1.822|+1.574|DBR 4.500 01/04/13||DE0001135218|+139.308|+113.751|+142.123|+115.186|+138.427|+112.376|300000000.0|0.000|0.000|0.000 FR0000475709|REGEUCRPRC|KNFP|04.375|20130620|20030620|20030620|20030620|20040620|NATEXIS BANQUES POPULAIRES (NOW NATIXIS)|Lower T2|EUR|79.256|91.337|10.871|6.851|+8.747|+4.748|DBR 4.500 01/04/13||DE0001135218|+701.286|+398.127|+834.527|+432.710|+797.624|+417.985|400000000.0|0.000|0.000|0.000 FR0000475733|REGEUCRPRC|SZEFP|04.250|20100624|20030624|20030624|20030624|20040624|GIE SUEZ ALLIANCE (NOW BELGELEC FINANCE S.A.)|Util|EUR|101.373|101.885|2.997|2.541|+1.899|+1.506|DBR 5.250 07/04/10||DE0001135150|+134.748|+89.753|+136.195|+90.634|+131.785|+87.465|685367000.0|0.000|0.000|0.000 FR0000475741|REGEUCRPRC|SZEFP|05.125|20150624|20030624|20030624|20030624|20040624|GIE SUEZ ALLIANCE (NOW BELGELEC FINANCE S.A.)|Util|EUR|103.964|105.302|4.372|4.127|+2.248|+2.024|DBR 4.500 01/04/13||DE0001135218|+141.501|+118.271|+140.285|+115.864|+138.666|+115.042|750000000.0|0.000|0.000|0.000 FR0000475758|REGEUCRPRC|SZEFP|05.750|20230624|20030624|20030624|20030624|20040624|GIE SUEZ ALLIANCE (NOW BELGELEC FINANCE S.A.)|Util|EUR|101.083|107.090|5.635|5.035|+3.511|+2.932|DBR 4.500 01/04/13||DE0001135218|+183.322|+130.540|+186.285|+126.343|+186.318|+128.012|1000000000.0|0.000|0.000|0.000 FR0000475790|REGEUCRPRC|ACAFP|05.000|99991231|20030620|20030620|20030620|20040620|CREDIT AGRICOLE S.A.|Upper T2/T1|GBP|65.100|70.900|11.021|9.767|+7.766|+6.524|UKT 5.000 03/07/18||GB00B1VWPC84|+574.719|+500.790|+708.896|+589.492|+742.341|+616.229|504789000.0|0.000|0.000|0.000 FR0000480691|REGEUCRPRC|CAFP|06.125|20100526|20000526|20000526|20000526|20010526|CARREFOUR SA|Cons|EUR|104.085|104.536|2.182|1.765|+1.371|+1.062|DBR 5.375 01/04/10||DE0001135135|+57.383|+14.799|+56.648|+14.949|+54.815|+14.092|1000000000.0|0.000|0.000|0.000 FR0000481152|REGEUCRPRC|EDF|05.750|20101025|20000703|20000703|20000703|20011025|ELECTRICITE DE FRANCE (E.D.F.) SERVICE NATIONAL (NOW ELECTRICIT|Util|EUR|104.940|105.935|2.292|1.634|+1.194|+0.599|DBR 5.250 07/04/10||DE0001135150|+59.010|-8.917|+57.827|-8.221|+56.080|-8.421|1000000000.0|0.000|0.000|0.000 FR0000482770|REGEUCRPRC|FRPTT|05.625|20161219|20001219|20001219|20001219|20011219|LA POSTE|Tel/Med|GBP|103.419|105.764|5.005|4.649|+2.043|+1.702|UKT 4.000 09/07/16||GB00B0V3WX43|+155.257|+120.684|+144.433|+109.801|+152.751|+117.207|200000000.0|0.000|0.000|0.000 FR0000483661|REGEUCRPRC|FRTEL|06.625|20101110|20001110|20001110|20001110|20011110|FRANCE TELECOM|Tel/Med|EUR|105.931|106.538|2.576|2.187|+1.478|+1.152|DBR 5.250 07/04/10||DE0001135150|+88.534|+47.680|+85.844|+46.171|+83.430|+44.760|1400000000.0|0.000|0.000|0.000 FR0000483687|REGEUCRPRC|FRTEL|07.250|20201110|20001110|20001110|20001110|20011110|FRANCE TELECOM|Tel/Med|GBP|114.109|116.514|5.478|5.224|+1.835|+1.592|UKT 4.750 03/07/20||GB00B058DQ55|+184.868|+159.326|+158.303|+133.526|+171.809|+146.173|450000000.0|0.000|0.000|0.000 FR0000486730|REGEUCRPRC|BFCM|06.500|20130719|20010719|20010719|20010719|20020719|BANQUE FEDERATIVE DU CREDIT MUTUEL|Lower T2|EUR|100.036|102.332|6.481|5.850|+4.995|+4.392|DBR 5.000 07/04/11||DE0001135184|+385.874|+329.211|+393.721|+330.601|+382.342|+321.928|700000000.0|0.000|0.000|0.000 FR0000487159|REGEUCRPRC|PEUGOT|05.875|20110927|20010927|20010927|20010927|20020927|GIE PSA TRESORERIE|Auto|EUR|97.136|98.454|7.195|6.572|+5.709|+5.113|DBR 5.000 07/04/11||DE0001135184|+501.774|+445.861|+521.516|+458.937|+502.878|+443.198|1500000000.0|0.000|0.000|0.000 FR0000487217|REGEUCRPRC|VINCI|05.875|20161009|20011009|20011009|20011009|20021009|COMPAGNIE FINANCIERE ET INDUSTRIELLE DES AUTOROUTES|Ind|EUR|99.315|100.947|5.985|5.708|+3.159|+2.895|DBR 3.500 01/04/16||DE0001135291|+273.291|+249.283|+280.874|+253.214|+275.364|+248.786|500000000.0|0.000|0.000|0.000 FR0000487258|REGEUCRPRC|EDF|05.500|20161025|20011025|20011025|20011025|20021025|ELECTRICITE DE FRANCE (E.D.F.) SERVICE NATIONAL (NOW ELECTRICIT|Util|EUR|104.318|107.336|4.794|4.326|+1.518|+1.083|FRTR 5.000 10/25/16||FR0000187361|+162.869|+118.682|+161.142|+114.372|+159.681|+114.450|1100000000.0|0.000|0.000|0.000 FR0000487498|REGEUCRPRC|CDEE|04.750|20111121|20011121|20011121|20011121|20021121|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|SnBnk/Fin|EUR|98.710|106.193|5.291|2.218|+3.805|+0.760|DBR 5.000 07/04/11||DE0001135184|+316.949|+18.996|+326.007|+18.503|+315.792|+18.110|875000000.0|0.000|0.000|0.000 FR0000487936|REGEUCRPRC|AIFP|05.250|20111228|20011228|20011228|20011228|20021228|AIR LIQUIDE FINANCE|Ind|EUR|105.832|106.665|2.923|2.608|+1.248|+0.956|DBR 5.000 01/04/12||DE0001135192|+87.235|+55.107|+85.473|+53.685|+83.297|+52.368|300000000.0|0.000|0.000|0.000 FR0000488413|REGEUCRPRC|COFP|06.000|20120227|20020227|20020227|20020227|20030227|CASINO GUICHARD-PERRACHON|Cons|EUR|102.278|103.398|5.103|4.676|+3.428|+3.024|DBR 5.000 01/04/12||DE0001135192|+296.209|+255.753|+297.523|+254.910|+288.499|+247.472|700000000.0|0.000|0.000|0.000 FR0000488793|REGEUCRPRC|CCCI|05.875|20120425|20020405|20020405|20020405|20030425|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|EUR|101.848|103.537|5.187|4.574|+3.512|+2.922|DBR 5.000 01/04/12||DE0001135192|+297.882|+239.939|+300.222|+238.892|+291.555|+232.549|1000000000.0|0.000|0.000|0.000 FR0000489767|REGEUCRPRC|RENAUL|06.125|20090626|20020626|20020626|20020626|20030626|RENAULT S.A.|Auto|EUR|99.960|100.598|6.088|1.821|+5.133|+1.362|DBR 4.500 07/04/09||DE0001135127|+510.580|+68.153|+488.558|+67.658|+491.487|+64.724|1000000000.0|0.000|0.000|0.000 FR0000494700|REGEUCRPRC|CCCI|04.500|20110425|19990505|19990505|19990505|20000425|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|EUR|99.087|101.864|4.996|3.504|+3.677|+2.222|DBR 5.250 01/04/11||DE0001135168|+307.205|+165.556|+316.187|+167.017|+305.799|+161.948|500000000.0|0.000|0.000|0.000 FR0000494957|REGEUCRPRC|SNCF|04.625|20091025|19990629|19990629|19990629|19991025|SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS (SNCF)|Util|EUR|101.373|101.780|1.665|0.834|+0.769|+0.180|FRTR 4.000 10/25/09||FR0000186199|+7.530|-77.313|+8.129|-73.315|+7.256|-74.204|1000000000.0|0.000|0.000|0.000 FR0000494973|REGEUCRPRC|SGOFP|04.750|20090709|19990709|19990709|19990709|20000709|SAINT-GOBAIN NEDERLAND BV|Ind|EUR|100.151|100.345|3.784|2.732|+2.829|+2.273|DBR 4.500 07/04/09||DE0001135127|+261.417|+153.734|+252.569|+148.802|+253.235|+148.400|977000000.0|0.000|0.000|0.000 FR0000495848|REGEUCRPRC|SZEFP|05.875|20091013|19991013|19991013|19991013|20001013|SUEZ LYONNAISE DES EAUX (NOW BELGELEC FINANCE S.A.)|Util|EUR|100.984|101.380|3.495|2.624|+2.601|+1.972|FRTR 4.000 10/25/09||FR0000186199|+199.537|+110.384|+192.023|+106.117|+191.621|+105.579|1400000000.0|0.000|0.000|0.000 FR0000497448|REGEUCRPRC|VINCI|06.000|20091109|19991109|19991109|19991109|20001109|COMPAGNIE FINANCIERE ET INDUSTRIELLE DES AUTOROUTES|Ind|EUR|101.462|102.388|3.029|1.295|+2.074|+0.836|DBR 4.500 07/04/09||DE0001135127|+145.673|-32.878|+140.060|-30.779|+139.536|-31.222|300000000.0|0.000|0.000|0.000 FR0000498230|REGEUCRPRC|ADPFP|05.875|20100215|20000215|20000215|20000215|20010215|AEROPORTS DE PARIS|Util|EUR|102.198|103.176|2.967|1.744|+2.156|+1.041|DBR 5.375 01/04/10||DE0001135135|+128.441|+4.108|+124.889|+4.286|+123.715|+3.927|450000000.0|0.000|0.000|0.000 FR0000498263|REGEUCRPRC|CCCI|06.250|20100426|20000210|20000210|20000210|20010426|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|EUR|101.932|103.106|4.182|2.969|+3.371|+2.266|DBR 5.375 01/04/10||DE0001135135|+254.759|+134.632|+248.992|+129.331|+247.135|+129.485|500000000.0|0.000|0.000|0.000 FR0000499121|REGEUCRPRC|AGFFP|06.625|20200308|20000308|20000308|20000308|20010308|ASSURANCES GENERALES DE FRANCE|Lower T2|EUR|84.923|88.112|28.555|23.282|+27.743|+22.577|DBR 5.375 01/04/10||DE0001135135|+2266.755|+1888.822|+2646.937|+2126.787|+2521.072|+2041.661|225000000.0|0.000|0.000|0.000 FR0010002113|REGEUCRPRC|KNFP|04.375|20180724|20030724|20030724|20030724|20040724|CDC IXIS CAPITAL MARKETS (NOW NATIXIS)|Lower T2|EUR|62.560|69.004|17.674|14.736|+15.426|+12.508|DBR 3.750 07/04/13||DE0001135234|+1098.470|+940.204|+1512.690|+1218.987|+1422.791|+1154.326|500000000.0|0.000|0.000|0.000 FR0010014845|REGEUCRPRC|PEUGOT|06.000|20330919|20030919|20030919|20030919|20040919|GIE PSA TRESORERIE|Auto|EUR|56.648|60.817|11.266|10.502|+7.045|+6.320|DBR 5.500 01/04/31||DE0001135176|+475.732|+450.221|+740.243|+663.950|+723.815|+650.172|600000000.0|0.000|0.000|0.000 FR0010015982|REGEUCRPRC|BFCM|05.000|20150930|20030930|20030930|20030930|20040930|BANQUE FEDERATIVE DU CREDIT MUTUEL|Lower T2|EUR|90.832|96.980|6.805|5.567|+4.557|+3.339|DBR 3.750 07/04/13||DE0001135234|+347.767|+244.470|+379.254|+255.236|+368.299|+249.403|800000000.0|0.000|0.000|0.000 FR0010027508|REGEUCRPRC|TELEF|04.375|20101112|20031112|20031112|20031112|20041112|SOCIETE TEL FRANCAIS|Tel/Med|EUR|101.388|102.056|3.412|2.964|+2.314|+1.929|DBR 5.250 07/04/10||DE0001135150|+167.593|+123.612|+168.639|+123.829|+163.768|+120.269|500000000.0|0.000|0.000|0.000 FR0010029769|REGEUCRPRC|BOUY|04.625|20110225|20031125|20031125|20031125|20050225|BOUYGUES SA|Ind|EUR|102.292|103.068|3.294|2.857|+1.976|+1.575|DBR 5.250 01/04/11||DE0001135168|+149.097|+105.919|+150.017|+106.235|+145.131|+102.606|750000000.0|0.000|0.000|0.000 FR0010031138|REGEUCRPRC|CDEE|05.250|99991231|20031126|20031126|20031126|20040730|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|Upper T2/T1|EUR|31.625|35.167|35.884|32.556|+33.519|+30.204|DBR 4.250 01/04/14||DE0001135242|+1616.997|+1545.436|+3310.047|+2976.986|+2998.937|+2715.376|800000000.0|0.000|0.000|0.000 FR0010032730|REGEUCRPRC|LGFP|05.448|20131204|20031204|20031204|20031204|20041204|LAFARGE S.A.|Ind|EUR|96.912|98.289|6.233|5.875|+3.985|+3.647|DBR 3.750 07/04/13||DE0001135234|+344.640|+313.406|+359.610|+323.925|+349.005|+314.822|500010820.0|0.000|0.000|0.000 FR0010033381|REGEUCRPRC|VIEFP|06.125|20331125|20031125|20031125|20031125|20041125|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|85.818|88.357|7.388|7.139|+3.167|+2.957|DBR 5.500 01/04/31||DE0001135176|+307.798|+292.345|+352.551|+327.744|+347.942|+323.733|700000000.0|0.000|0.000|0.000 FR0010034298|REGEUCRPRC|MICH|06.375|20331203|20031203|20031203|20031203|20041203|COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SA|Auto|EUR|63.539|66.763|18.920|17.461|+16.672|+15.233|DBR 3.750 07/04/13||DE0001135234|+1194.800|+1121.847|+1628.031|+1482.584|+1529.262|+1397.404|358429000.0|0.000|0.000|0.000 FR0010038984|REGEUCRPRC|FRTEL|04.625|20120123|20040123|20040123|20040123|20050123|FRANCE TELECOM|Tel/Med|EUR|103.916|104.665|3.096|2.815|+1.421|+1.163|DBR 5.000 01/04/12||DE0001135192|+100.598|+72.620|+100.211|+72.045|+97.339|+69.965|750000000.0|0.000|0.000|0.000 FR0010039008|REGEUCRPRC|FRTEL|05.625|20340123|20040123|20040123|20040123|20050123|FRANCE TELECOM|Tel/Med|GBP|93.322|95.319|6.063|5.903|+1.785|+1.635|UKT 4.250 06/07/32||GB0004893086|+209.885|+197.202|+208.818|+193.170|+219.860|+203.557|500000000.0|0.000|0.000|0.000 FR0010068486|REGEUCRPRC|PRTP|05.250|20110329|20040329|20040329|20040329|20050329|PINAULT-PRINTEMPS-REDOUTE (NOW PPR)|Cons|EUR|100.263|101.277|5.094|4.527|+3.776|+3.245|DBR 5.250 01/04/11||DE0001135168|+321.979|+268.284|+327.730|+271.078|+317.188|+262.624|800000000.0|0.000|0.000|0.000 FR0010070805|REGEUCRPRC|ALUFP|06.375|20140407|20040407|20040407|20040407|20050407|ALCATEL SA (NOW ALCATEL-LUCENT)|Tel/Med|EUR|70.000|72.000|15.522|14.762|+13.157|+12.410|DBR 4.250 01/04/14||DE0001135242|+995.392|+952.787|+1279.292|+1203.254|+1211.528|+1141.636|462013000.0|0.000|0.000|0.000 FR0010074328|REGEUCRPRC|CCCE|04.605|99991231|20040422|20040422|20040422|20050422|AGENCE FRANCAISE DE DEVELOPPEMENT|Upper T2/T1|EUR|69.500|74.500|13.405|11.654|+11.044|+9.308|DBR 4.250 01/04/14||DE0001135242|+830.691|+722.565|+1070.718|+892.848|+1017.709|+852.308|300000000.0|0.000|0.000|0.000 FR0010075531|REGEUCRPRC|AUCHAN|04.125|20110504|20040504|20040504|20040504|20050504|GROUPE AUCHAN|Cons|EUR|102.370|103.137|2.887|2.495|+1.569|+1.213|DBR 5.250 01/04/11||DE0001135168|+104.449|+65.903|+104.513|+65.525|+101.993|+64.051|300000000.0|0.000|0.000|0.000 FR0010081893|REGFRNEUCRPRC|KNFP|02.186|20090514|20040514|20040514|20040514|20040816|NATEXIS BANQUES POPULAIRES (NOW NATIXIS)|SnBnk/Fin|GBP|99.880|100.011|0.000|0.000|+6.168|+0.871|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+616.800|+87.100|+12.500 FR0010085795|REGEUCRPRC|TECFP|04.625|20110526|20040526|20040526|20040526|20050526|TECHNIP SA|Ind|EUR|98.642|100.345|5.336|4.443|+4.018|+3.161|DBR 5.250 01/04/11||DE0001135168|+337.312|+253.811|+347.532|+258.193|+336.598|+250.585|650000000.0|0.000|0.000|0.000 FR0010094623|REGEUCRPRC|SGOFP|05.000|20140425|20040622|20040622|20040622|20050425|SAINT GOBAIN, COMPAGNIE DE|Ind|EUR|96.469|98.072|5.838|5.452|+3.393|+3.023|DBR 4.250 07/04/14||DE0001135259|+296.125|+262.336|+310.379|+271.912|+301.842|+264.918|500847740.0|0.000|0.000|0.000 FR0010094714|REGEUCRPRC|MOET|04.625|20110701|20040701|20040701|20040701|20050701|LVMH-MOET HENNESSY LOUIS VUITTON|Cons|EUR|103.137|103.806|3.094|2.778|+1.776|+1.496|DBR 5.250 01/04/11||DE0001135168|+119.743|+88.611|+119.748|+88.316|+116.171|+85.620|600000000.0|0.000|0.000|0.000 FR0010095422|REGEUCRPRC|GFCFP|04.875|20120125|20040625|20040625|20040625|20050125|GECINA|Ind|EUR|75.000|77.500|17.054|15.593|+15.379|+13.941|DBR 5.000 01/04/12||DE0001135192|+1201.588|+1108.327|+1493.925|+1347.727|+1407.669|+1274.082|494636000.0|0.000|0.000|0.000 FR0010096115|REGEUCRPRC|AIFP|04.125|20100625|20040625|20040625|20040625|20050625|AIR LIQUIDE SA|Ind|EUR|101.917|102.373|2.395|1.994|+1.584|+1.291|DBR 5.375 01/04/10||DE0001135135|+75.151|+35.173|+76.036|+35.985|+73.243|+34.171|500000000.0|0.000|0.000|0.000 FR0010096123|REGEUCRPRC|AIFP|04.750|20140625|20040625|20040625|20040625|20050625|AIR LIQUIDE SA|Ind|EUR|102.476|103.605|4.202|3.959|+1.836|+1.606|DBR 4.250 01/04/14||DE0001135242|+142.995|+119.867|+143.462|+119.146|+140.911|+117.384|700000000.0|0.000|0.000|0.000 FR0010099200|REGEUCRPRC|COFP|04.750|20110721|20040721|20040721|20040721|20050721|CASINO GUICHARD-PERRACHON|Cons|EUR|101.326|102.479|4.103|3.558|+2.617|+2.099|DBR 5.000 07/04/11||DE0001135184|+216.271|+163.598|+218.720|+164.212|+212.022|+159.270|400000000.0|0.000|0.000|0.000 FR0010099226|REGEUCRPRC|LIFP|04.625|20110715|20040715|20040715|20040715|20050715|KLEPIERRE SA|Ind|EUR|96.332|98.858|6.460|5.180|+4.974|+3.721|DBR 5.000 07/04/11||DE0001135184|+433.851|+317.882|+454.814|+327.156|+438.919|+316.547|600000000.0|0.000|0.000|0.000 FR0010101857|REGEUCRPRC|NK|05.125|20140425|20040726|20040726|20040726|20050425|IMERYS SA|Ind|EUR|91.825|95.325|7.134|6.247|+4.689|+3.818|DBR 4.250 07/04/14||DE0001135259|+406.478|+332.109|+440.184|+350.871|+426.063|+340.753|300000000.0|0.000|0.000|0.000 FR0010117325|REGEUCRPRC|RALFP|05.625|20111013|20041013|20041013|20041013|20051013|RALLYE SA|Cons|EUR|98.250|100.667|6.402|5.310|+4.916|+3.851|DBR 5.000 07/04/11||DE0001135184|+425.783|+327.662|+438.863|+331.856|+424.188|+321.647|500000000.0|0.000|0.000|0.000 FR0010117366|REGEUCRPRC|CDEE|04.625|99991231|20041006|20041006|20041006|20050730|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|Upper T2/T1|EUR|32.000|36.750|29.817|26.268|+27.376|+23.843|DBR 4.250 07/04/14||DE0001135259|+1328.915|+1247.013|+2683.476|+2328.276|+2462.672|+2152.586|700000000.0|0.000|0.000|0.000 FR0010126904|REGEUCRPRC|BOUY|04.375|20141029|20041029|20041029|20041029|20051029|BOUYGUES SA|Ind|EUR|98.311|99.479|4.726|4.479|+2.281|+2.050|DBR 4.250 07/04/14||DE0001135259|+182.287|+159.821|+188.682|+164.025|+184.238|+160.447|1000000000.0|0.000|0.000|0.000 FR0010136382|REGEUCRPRC|SOCGEN|04.196|99991231|20050126|20050126|20050126|20060126|SOCIETE GENERALE|Upper T2/T1|EUR|45.667|48.125|21.578|20.294|+18.995|+17.726|DBR 3.750 01/04/15||DE0001135267|+1135.069|+1089.597|+1869.182|+1740.836|+1743.855|+1628.688|1000000000.0|0.000|0.000|0.000 FR0010160929|REGEUCRPRC|VIVFP|03.875|20120215|20050215|20050215|20050215|20060215|VIVENDI UNIVERSAL (NOW VIVENDI)|Tel/Med|EUR|99.052|100.385|4.238|3.722|+2.563|+2.070|DBR 5.000 01/04/12||DE0001135192|+205.927|+157.271|+212.173|+160.658|+205.610|+155.787|600000000.0|0.000|0.000|0.000 FR0010161067|REGEUCRPRC|AGFFP|04.625|99991231|20050210|20050210|20050210|20050610|ASSURANCES GENERALES DE FRANCE|Upper T2/T1|EUR|44.000|50.500|22.255|18.998|+19.671|+16.429|DBR 3.750 01/04/15||DE0001135267|+1144.391|+1030.451|+1929.603|+1603.865|+1799.247|+1506.365|400000000.0|0.000|0.000|0.000 FR0010163386|REGFRNEUCRPRC|CFNG|04.742|20100210|20050210|20050210|20050210|20050510|COFINOGA|SnBnk/Fin|EUR|97.583|98.654|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|||+15.000 FR0010167254|REGEUCRPRC|ALOFP|06.250|20100303|20050303|20050303|20050303|20060303|ALSTOM|Ind|EUR|103.196|104.283|2.289|1.019|+1.478|+0.316|DBR 5.375 01/04/10||DE0001135135|+58.073|-72.740|+56.176|-69.017|+55.529|-68.980|806409990.0|0.000|0.000|0.000 FR0010172007|REGEUCRPRC|CCCE|05.000|20100512|20050316|20050316|20050316|20060512|AGENCE FRANCAISE DE DEVELOPPEMENT|SnBnk/Fin|GBP|103.280|103.350|1.717|1.650|+1.000|+0.990|UKT 4.750 06/07/10||GB00B0330274|-23.894|-31.047|-22.284|-29.115|-23.048|-29.933|150000000.0|0.000|0.000|0.000 FR0010176024|REGEUCRPRC|VIVFP|03.625|20100406|20050406|20050406|20050406|20060406|VIVENDI UNIVERSAL (NOW VIVENDI)|Tel/Med|EUR|100.699|101.390|2.838|2.080|+2.027|+1.377|DBR 5.375 01/04/10||DE0001135135|+108.321|+33.639|+107.979|+33.478|+106.691|+32.961|630000000.0|0.000|0.000|0.000 FR0010176032|REGFRNEUCRPRC|RENAUL|01.879|20150407|20050407|20050407|20050407|20050707|RCI BANQUE|Auto|EUR|60.000|70.000|0.000|0.000|+59.420|+40.792|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|250000000.0|+5942.000|+4079.200|+40.000 FR0010206284|REGEUCRPRC|MOET|03.375|20120622|20050622|20050622|20050622|20060622|LVMH-MOET HENNESSY LOUIS VUITTON|Cons|EUR|99.577|100.526|3.518|3.194|+1.587|+1.283|DBR 5.000 07/04/12||DE0001135200|+124.839|+93.694|+128.322|+95.714|+124.628|+93.016|760000000.0|0.000|0.000|0.000 FR0010206326|REGFRNEUCRPRC|CRLOG|01.874|20150623|20050623|20050623|20050623|20050923|CREDIT LOGEMENT|Lower T2|EUR|79.000|83.500|0.000|0.000|+21.617|+16.521|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1350000000.0|+2161.700|+1652.100|+29.000 FR0010206433|REGEUCRPRC|AUCHAN|03.000|20100628|20050628|20050628|20050628|20060628|GROUPE AUCHAN|Cons|EUR|100.563|101.050|2.492|2.062|+1.504|+1.151|OBL146 3.250 04/09/10||DE0001141463|+83.375|+40.808|+85.455|+42.216|+82.308|+40.147|600000000.0|0.000|0.000|0.000 FR0010208660|REGEUCRPRC|PRTP|04.000|20130129|20050629|20050629|20050629|20060129|PPR S.A.|Cons|EUR|92.634|93.955|6.264|5.840|+4.139|+3.736|DBR 4.500 01/04/13||DE0001135218|+357.227|+320.834|+385.053|+342.659|+371.742|+331.169|600000000.0|0.000|0.000|0.000 FR0010208751|REGEUCRPRC|CCAMA|04.375|99991231|20050705|20050705|20050705|20060706|GROUPAMA SA|Upper T2/T1|EUR|33.833|38.833|28.084|24.630|+25.371|+21.933|DBR 3.250 07/04/15||DE0001135283|+1284.906|+1198.165|+2511.256|+2165.865|+2312.214|+2008.764|500000000.0|0.000|0.000|0.000 FR0010210054|REGEUCRPRC|SFRSA|03.375|20120718|20050718|20050718|20050718|20060718|SFR SA|Tel/Med|EUR|97.046|97.443|4.380|4.242|+2.449|+2.331|DBR 5.000 07/04/12||DE0001135200|+203.058|+190.393|+212.393|+198.615|+205.764|+192.471|1000000000.0|0.000|0.000|0.000 FR0010212852|REGEUCRPRC|BOUY|04.250|20200722|20050722|20050722|20050722|20060722|BOUYGUES SA|Ind|EUR|84.230|86.558|6.245|5.922|+3.531|+3.224|DBR 3.250 07/04/15||DE0001135283|+231.190|+206.396|+267.310|+234.493|+260.472|+228.842|1000000000.0|0.000|0.000|0.000 FR0010224329|REGEUCRPRC|SUFP|03.125|20100811|20050811|20050811|20050811|20060811|SCHNEIDER ELECTRIC SA|Ind|EUR|100.393|100.852|2.798|2.429|+1.812|+1.521|OBL146 3.250 04/09/10||DE0001141463|+110.724|+74.523|+113.392|+76.431|+109.344|+73.362|900000000.0|0.000|0.000|0.000 FR0010224337|REGEUCRPRC|SUFP|04.000|20170811|20050811|20050811|20050811|20060811|SCHNEIDER ELECTRIC SA|Ind|EUR|92.316|93.825|5.162|4.924|+2.448|+2.226|DBR 3.250 07/04/15||DE0001135283|+172.757|+152.720|+187.616|+164.091|+182.884|+160.194|600000000.0|0.000|0.000|0.000 FR0010237016|REGEUCRPRC|TMMFP|05.750|99991231|20050926|20050926|20050926|20060925|THOMSON SA|Tel/Med|EUR|06.500|16.500|98.876|52.859|+96.163|+50.161|DBR 3.250 07/04/15||DE0001135283|+1839.342|+1671.167|+9585.935|+4984.224|+7819.762|+4380.231|500000000.0|0.000|0.000|0.000 FR0010239244|REGEUCRPRC|FAUR|03.625|20101005|20051005|20051005|20051005|20061005|FAURECIA|Auto|EUR|91.419|95.805|10.403|6.803|+9.305|+5.768|DBR 5.250 07/04/10||DE0001135150|+793.787|+483.995|+870.432|+510.364|+832.753|+492.152|300000000.0|0.000|0.000|0.000 FR0010239400|REGFRNEUCRPRC|KNFP|01.605|20160121|20051024|20051024|20051024|20060123|NATEXIS BANQUES POPULAIRES (NOW NATIXIS)|Lower T2|EUR|53.000|56.250|0.000|0.000|+39.168|+35.351|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+3916.800|+3535.100|+20.000 FR0010245548|REGEUCRPRC|FRTEL|03.000|20101014|20051014|20051014|20051014|20061014|FRANCE TELECOM|Tel/Med|EUR|100.673|101.031|2.513|2.260|+1.308|+1.111|OBL147 2.500 10/08/10||DE0001141471|+79.228|+54.726|+80.688|+55.773|+78.104|+53.823|1000000000.0|0.000|0.000|0.000 FR0010245555|REGEUCRPRC|FRTEL|03.625|20151014|20051014|20051014|20051014|20061014|FRANCE TELECOM|Tel/Med|EUR|97.386|98.786|4.091|3.838|+1.377|+1.140|DBR 3.250 07/04/15||DE0001135283|+102.547|+78.661|+107.290|+81.407|+104.777|+79.711|1150000000.0|0.000|0.000|0.000 FR0010248633|REGFRNEUCRPRC|ACAFP|01.400|20091028|20051028|20051028|20051028|20060130|CREDIT AGRICOLE S.A., ACTING THROUGH ITS LONDON BRANCH|SnBnk/Fin|EUR|99.832|99.928|0.000|0.000|+0.372|+0.174|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+37.200|+17.400|0.000 FR0010248641|REGEUCRPRC|ACAFP|04.130|99991231|20051109|20051109|20051109|20061109|CREDIT AGRICOLE S.A.|Upper T2/T1|EUR|59.000|63.400|14.156|12.708|+11.446|+10.013|DBR 3.250 07/04/15||DE0001135283|+787.679|+712.168|+1116.081|+967.882|+1059.557|+922.018|600000000.0|0.000|0.000|0.000 FR0010251421|REGEUCRPRC|DEXGRP|04.300|99991231|20051118|20051118|20051118|20061118|DEXIA CREDIT LOCAL DE FRANCE (NOW DEXIA CREDIT LOCAL)|Upper T2/T1|EUR|19.917|24.625|40.780|34.807|+38.068|+32.111|DBR 3.250 07/04/15||DE0001135283|+1442.623|+1365.073|+3774.705|+3177.349|+3390.036|+2886.869|700000000.0|0.000|0.000|0.000 FR0010257873|REGEUCRPRC|CAFP|03.625|20130506|20051206|20051206|20051206|20060506|CARREFOUR SA|Cons|EUR|100.412|101.500|3.513|3.220|+1.389|+1.117|DBR 4.500 01/04/13||DE0001135218|+99.971|+71.879|+101.847|+72.522|+99.617|+71.180|750000000.0|0.000|0.000|0.000 FR0010261388|REGEUCRPRC|VIEFP|04.000|20160212|20051212|20051212|20051212|20070212|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|91.249|93.381|5.583|5.180|+2.869|+2.482|DBR 3.250 07/04/15||DE0001135283|+229.568|+195.529|+250.573|+210.264|+243.439|+204.649|900000000.0|0.000|0.000|0.000 FR0010261396|REGEUCRPRC|VIEFP|04.375|20201211|20051212|20051212|20051212|20061211|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|80.838|82.935|6.813|6.512|+4.099|+3.814|DBR 3.250 07/04/15||DE0001135283|+270.560|+248.894|+321.041|+290.541|+312.522|+283.180|600000000.0|0.000|0.000|0.000 FR0010261404|REGFRNEUCRPRC|CCF|03.404|20101213|20051213|20051213|20051213|20060313|HSBC FRANCE|SnBnk/Fin|EUR|97.788|98.497|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|||+7.500 FR0010279216|REGFRNEUCRPRC|KNFP|01.459|20110131|20060131|20060131|20060131|20060428|NATEXIS BANQUES POPULAIRES (NOW NATIXIS)|SnBnk/Fin|EUR|95.288|96.266|0.000|0.000|+2.860|+2.270|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+286.000|+227.000|+7.500 FR0010279273|REGEUCRPRC|CDEE|04.750|99991231|20060201|20060201|20060201|20070201|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|Upper T2/T1|EUR|29.750|34.500|30.262|26.592|+27.438|+23.781|DBR 3.500 01/04/16||DE0001135291|+1290.103|+1212.742|+2719.465|+2350.442|+2494.900|+2172.685|350000000.0|0.000|0.000|0.000 FR0010289496|REGEUCRPRC|VINCI|06.250|99991231|20060213|20060213|20060213|20061113|VINCI SA|Ind|EUR|61.840|64.193|16.085|15.268|+13.372|+12.570|DBR 3.250 07/04/15||DE0001135283|+943.808|+904.961|+1304.930|+1223.169|+1236.992|+1161.836|500000000.0|0.000|0.000|0.000 FR0010291997|REGEUCRPRC|ACAFP|05.136|99991231|20060224|20060224|20060224|20070224|CREDIT AGRICOLE S.A.|Upper T2/T1|GBP|50.250|55.250|17.790|15.929|+14.829|+12.982|UKT 4.000 09/07/16||GB00B0V3WX43|+980.510|+898.492|+1366.081|+1193.482|+1444.283|+1257.090|500000000.0|0.000|0.000|0.000 FR0010292052|REGFRNEUCRPRC|CFCM|02.088|20160222|20060222|20060222|20060222|20060522|COMPAGNIE FINANCIERE DU CREDIT MUTUEL|Lower T2|EUR|70.503|75.000|0.000|0.000|+20.172|+16.568|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+2017.200|+1656.800|+20.000 FR0010301705|REGEUCRPRC|LIFP|04.250|20160316|20060316|20060316|20060316|20070316|KLEPIERRE SA|Ind|EUR|76.016|78.626|9.096|8.481|+6.270|+5.668|DBR 3.500 01/04/16||DE0001135291|+491.325|+450.192|+600.278|+538.912|+577.072|+518.955|700000000.0|0.000|0.000|0.000 FR0010301713|REGEUCRPRC|CRLOG|04.604|99991231|20060316|20060316|20060316|20070316|CREDIT LOGEMENT|Upper T2/T1|EUR|38.750|43.833|75.836|64.327|+74.518|+63.045|DBR 5.250 01/04/11||DE0001135168|+3581.724|+3307.283|+7402.505|+6251.826|+6239.936|+5372.759|800000000.0|0.000|0.000|0.000 FR0010306597|REGEUCRPRC|CRLOG|04.247|99991231|20060406|20060406|20060406|20070405|CREDIT LOGEMENT|Upper T2/T1|EUR|52.167|56.583|47.391|41.138|+46.073|+39.856|DBR 5.250 01/04/11||DE0001135168|+2748.900|+2516.857|+4556.980|+3931.433|+4036.813|+3524.420|450300000.0|0.000|0.000|0.000 FR0010306738|REGEUCRPRC|BNP|04.730|99991231|20060412|20060412|20060412|20070412|BNP PARIBAS|Upper T2/T1|EUR|50.000|53.667|17.849|16.388|+15.024|+13.576|DBR 3.500 01/04/16||DE0001135291|+940.652|+882.408|+1474.879|+1327.431|+1389.308|+1254.567|750000000.0|0.000|0.000|0.000 FR0010306787|REGEUCRPRC|BNP|05.945|99991231|20060419|20060419|20060419|20070419|BNP PARIBAS|Upper T2/T1|GBP|46.000|49.800|20.587|18.955|+17.626|+16.008|UKT 4.000 09/07/16||GB00B0V3WX43|+1111.335|+1050.423|+1620.221|+1471.048|+1723.954|+1560.048|450000000.0|0.000|0.000|0.000 FR0010326942|REGEUCRPRC|RENAUL|04.375|20130524|20060524|20060524|20060524|20070524|RENAULT S.A.|Auto|EUR|89.003|91.238|7.629|6.926|+5.504|+4.822|DBR 4.500 01/04/13||DE0001135218|+463.413|+406.206|+512.221|+441.797|+493.859|+426.827|800000000.0|0.000|0.000|0.000 FR0010326967|REGEUCRPRC|BOUY|04.500|20130524|20060524|20060524|20060524|20070524|BOUYGUES SA|Ind|EUR|100.045|101.394|4.486|4.118|+2.238|+1.890|DBR 3.750 07/04/13||DE0001135234|+193.772|+159.404|+197.930|+161.186|+193.063|+157.588|1150000000.0|0.000|0.000|0.000 FR0010326975|REGEUCRPRC|BOUY|04.750|20160524|20060524|20060524|20060524|20070524|BOUYGUES SA|Ind|EUR|94.462|95.978|5.725|5.451|+2.899|+2.638|DBR 3.500 01/04/16||DE0001135291|+244.398|+220.854|+260.376|+232.722|+254.087|+227.506|600000000.0|0.000|0.000|0.000 FR0010327007|REGEUCRPRC|VINCI|05.000|20210524|20060524|20060524|20060524|20070524|COMPAGNIE FINANCIERE ET INDUSTRIELLE DES AUTOROUTES|Ind|EUR|81.722|83.163|7.335|7.127|+4.509|+4.314|DBR 3.500 01/04/16||DE0001135291|+313.845|+299.615|+369.637|+348.828|+360.967|+340.974|1100000000.0|0.000|0.000|0.000 FR0010333377|REGEUCRPRC|SGOFP|04.250|20110531|20060531|20060531|20060531|20070531|SAINT GOBAIN, COMPAGNIE DE|Ind|EUR|100.065|100.928|4.214|3.773|+2.783|+2.373|OBL148 3.500 04/08/11||DE0001141489|+230.323|+188.342|+234.913|+190.911|+227.972|+185.425|1100000000.0|0.000|0.000|0.000 FR0010333385|REGEUCRPRC|SGOFP|04.875|20160531|20060531|20060531|20060531|20070531|SAINT GOBAIN, COMPAGNIE DE|Ind|EUR|87.273|89.434|7.235|6.805|+4.409|+3.992|DBR 3.500 01/04/16||DE0001135291|+366.398|+333.191|+410.782|+367.769|+398.319|+357.230|700000000.0|0.000|0.000|0.000 FR0010339887|REGFRNEUCRPRC|AUCHAN|01.825|20110616|20060616|20060616|20060616|20060918|BANQUE ACCORD|SnBnk/Fin|EUR|94.227|97.028|0.000|0.000|+3.044|+1.644|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|200000000.0|+304.400|+164.400|+17.500 FR0010347658|REGFRNEUCRPRC|CCCI|01.573|20090703|20060703|20060703|20060703|20061003|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|EUR|99.492|99.883|0.000|0.000|+3.511|+1.107|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+351.100|+110.700|+7.500 FR0010348557|REGEUCRPRC|BNP|05.954|99991231|20060713|20060713|20060713|20070713|BNP PARIBAS|Upper T2/T1|GBP|53.500|58.500|17.205|15.486|+14.244|+12.539|UKT 4.000 09/07/16||GB00B0V3WX43|+968.319|+890.422|+1307.429|+1148.030|+1382.545|+1209.905|325000000.0|0.000|0.000|0.000 FR0010359661|REGFRNEUCRPRC|CCF|04.869|20110802|20060802|20060802|20060802|20061102|HSBC FRANCE|SnBnk/Fin|EUR|96.421|97.962|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1400000000.0|||+7.500 FR0010359687|REGEUCRPRC|SCOR|06.154|99991231|20060728|20060728|20060728|20070728|SCOR SA|Upper T2/T1|EUR|44.000|49.000|22.494|20.087|+19.547|+17.154|DBR 4.000 07/04/16||DE0001135309|+1138.280|+1062.893|+1934.983|+1694.363|+1808.261|+1591.973|350000000.0|0.000|0.000|0.000 FR0010369413|REGEUCRPRC|AIRFR|04.750|20140122|20060922|20060922|20060922|20080122|SOCIETE AIR FRANCE S.A.|Ind|EUR|92.314|93.676|6.696|6.335|+4.330|+3.982|DBR 4.250 01/04/14||DE0001135242|+373.095|+343.065|+402.631|+366.731|+389.444|+355.141|750000000.0|0.000|0.000|0.000 FR0010369587|REGEUCRPRC|RTE|04.125|20160927|20060927|20060927|20060927|20070927|RTE EDF TRANSPORT S.A.|Util|EUR|96.286|97.782|4.728|4.480|+1.781|+1.546|DBR 4.000 07/04/16||DE0001135309|+147.773|+125.613|+155.706|+130.904|+152.234|+128.271|1000000000.0|0.000|0.000|0.000 FR0010369595|REGFRNEUCRPRC|KNFP|01.656|20170126|20060926|20060926|20060926|20070126|NATEXIS BANQUES POPULAIRES (NOW NATIXIS)|Lower T2|EUR|51.500|53.750|0.000|0.000|+25.744|+24.044|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+2574.400|+2404.400|+25.000 FR0010369637|REGFRNEUCRPRC|VIVFP|01.998|20111003|20061003|20061003|20061003|20070103|VIVENDI|Tel/Med|EUR|95.195|96.874|0.000|0.000|+2.591|+1.855|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+259.100|+185.500|+50.000 FR0010379255|REGEUCRPRC|BOUY|05.500|20261006|20061006|20061006|20061006|20071006|BOUYGUES SA|Ind|GBP|78.602|82.236|7.633|7.204|+3.441|+3.027|UKT 5.000 03/07/25||GB0030880693|+312.322|+283.906|+349.873|+308.750|+370.311|+327.032|400000000.0|0.000|0.000|0.000 FR0010382390|REGFRNEUCRPRC|EXANE|02.265|20161017|20061017|20061017|20061017|20070117|EXANE SA|Lower T2|EUR|59.750|65.250|0.000|0.000|+22.893|+19.027|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|100000000.0|+2289.300|+1902.700|+85.000 FR0010391136|REGFRNEUCRPRC|CFCM|02.186|20111103|20061103|20061103|20061103|20070205|COMPAGNIE FINANCIERE DU CREDIT MUTUEL|SnBnk/Fin|EUR|95.948|97.861|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|||+10.000 FR0010394478|REGEUCRPRC|CAFP|04.375|20161102|20061102|20061102|20061102|20071102|CARREFOUR SA|Cons|EUR|98.099|100.135|4.677|4.350|+1.730|+1.416|DBR 4.000 07/04/16||DE0001135309|+143.823|+113.949|+149.407|+116.508|+146.560|+114.756|600000000.0|0.000|0.000|0.000 FR0010397927|REGEUCRPRC|VIEFP|04.375|20170116|20061124|20061124|20061124|20080116|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|89.839|91.773|6.061|5.721|+3.114|+2.787|DBR 4.000 07/04/16||DE0001135309|+258.127|+230.579|+284.644|+250.813|+276.741|+244.237|1140000000.0|0.000|0.000|0.000 FR0010397976|REGFRNEUCRPRC|CDEE|01.930|20091120|20061120|20061120|20061120|20070220|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|SnBnk/Fin|EUR|99.218|99.479|0.000|0.000|+1.531|+1.051|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+153.100|+105.100|+3.000 FR0010398081|REGFRNEUCRPRC|CDEE|02.064|20091127|20061127|20061127|20061127|20070227|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|SnBnk/Fin|GBP|99.176|99.419|0.000|0.000|+1.620|+1.182|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+162.000|+118.200|+1.500 FR0010398164|REGFRNEUCRPRC|CCF|03.794|20131206|20061206|20061206|20061206|20070306|HSBC FRANCE|SnBnk/Fin|EUR|91.043|93.317|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|||+12.500 FR0010398263|REGFRNEUCRPRC|RIFP|02.278|20110606|20061206|20061206|20061206|20070306|PERNOD RICARD SA|Cons|EUR|92.569|94.487|0.000|0.000|+4.284|+3.285|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+428.400|+328.500|+50.000 FR0010398271|REGEUCRPRC|RIFP|04.625|20131206|20061206|20061206|20061206|20071206|PERNOD RICARD SA|Cons|EUR|93.761|95.904|6.221|5.655|+3.973|+3.427|DBR 3.750 07/04/13||DE0001135234|+335.571|+286.916|+358.327|+301.852|+347.105|+292.987|550000000.0|0.000|0.000|0.000 FR0010398321|REGFRNEUCRPRC|CDEE|01.787|20120912|20061212|20061212|20061212|20070312|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|SnBnk/Fin|EUR|94.284|95.302|0.000|0.000|+1.912|+1.586|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1950000000.0|+191.200|+158.600|+11.000 FR0010405761|REGFRNEUCRPRC|FRLBP|01.887|20161212|20061212|20061212|20061212|20070312|LA BANQUE POSTALE|Lower T2|EUR|81.650|82.700|0.000|0.000|+8.166|+7.661|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+816.600|+766.100|+20.000 FR0010406009|REGFRNEUCRPRC|GE|01.610|20091214|20080520|20080520|20080401|20080701|GE CAPITAL FCC|Ind|EUR|96.500|98.500|0.000|0.000|+6.003|+2.642|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+600.300|+264.200|+9.000 FR0010409789|REGEUCRPRC|CNPASS|04.750|99991231|20061222|20061222|20061222|20071222|CNP ASSURANCES|Upper T2/T1|EUR|34.750|38.250|24.281|22.229|+21.340|+19.301|DBR 4.000 07/04/16||DE0001135309|+1089.735|+1039.385|+2108.134|+1902.863|+1959.930|+1776.864|1250000000.0|0.000|0.000|0.000 FR0010410068|REGEUCRPRC|KNFP|04.125|20170120|20061222|20061222|20061222|20080120|NATIXIS|Lower T2|EUR|69.838|74.393|9.892|8.839|+6.866|+5.824|DBR 3.750 01/04/17||DE0001135317|+518.388|+453.364|+667.559|+562.270|+640.052|+540.581|500000000.0|0.000|0.000|0.000 FR0010428284|REGFRNEUCRPRC|KNFP|02.084|20100209|20070209|20070209|20070209|20070509|NATIXIS|SnBnk/Fin|EUR|98.050|98.719|0.000|0.000|+2.607|+1.722|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+260.700|+172.200|+2.500 FR0010428292|REGFRNEUCRPRC|CDEE|02.093|20100806|20070206|20070206|20070206|20070508|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|SnBnk/Fin|EUR|98.043|98.878|0.000|0.000|+1.616|+0.940|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+161.600|+94.000|+4.000 FR0010436485|REGFRNEUCRPRC|CODIS|02.023|20120227|20070227|20070227|20070227|20070528|COFIDIS S.A.|SnBnk/Fin|EUR|93.348|94.652|0.000|0.000|+2.673|+2.172|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|550000000.0|+267.300|+217.200|+17.500 FR0010436691|REGFRNEUCRPRC|KNFP|02.114|20100223|20070223|20070223|20070223|20070523|NATIXIS|SnBnk/Fin|GBP|98.373|98.669|0.000|0.000|+2.185|+1.807|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+218.500|+180.700|+4.000 FR0010454090|REGEUCRPRC|CMFP|04.750|20170404|20070404|20070404|20070404|20080404|SOCIETE DES CIMENTS FRANCAIS|Ind|EUR|77.028|78.988|8.916|8.502|+5.890|+5.487|DBR 3.750 01/04/17||DE0001135317|+467.389|+440.025|+567.211|+525.823|+546.965|+507.702|500000000.0|0.000|0.000|0.000 FR0010455626|REGEUCRPRC|COFP|04.875|20140410|20070410|20070410|20070410|20080410|CASINO GUICHARD-PERRACHON|Cons|EUR|94.600|96.108|6.176|5.803|+3.810|+3.450|DBR 4.250 01/04/14||DE0001135242|+325.145|+292.982|+345.427|+308.026|+335.121|+299.282|850000000.0|0.000|0.000|0.000 FR0010456475|REGEUCRPRC|NK|05.000|20170418|20070418|20070418|20070418|20080418|IMERYS SA|Ind|EUR|75.759|77.967|9.473|8.994|+6.447|+5.979|DBR 3.750 01/04/17||DE0001135317|+507.750|+476.983|+622.443|+574.569|+599.786|+554.450|500000000.0|0.000|0.000|0.000 FR0010456764|REGEUCRPRC|BNP|05.019|99991231|20070413|20070413|20070413|20080413|BNP PARIBAS|Upper T2/T1|EUR|50.083|54.188|16.878|15.400|+13.852|+12.386|DBR 3.750 01/04/17||DE0001135317|+867.556|+810.465|+1363.478|+1215.713|+1289.359|+1153.616|750000000.0|0.000|0.000|0.000 FR0010459388|REGEUCRPRC|RENAUL|04.500|20120416|20070416|20070416|20070416|20080416|RENAULT S.A.|Auto|EUR|92.686|94.419|7.346|6.644|+5.671|+4.992|DBR 5.000 01/04/12||DE0001135192|+480.041|+419.959|+517.352|+446.881|+498.351|+431.238|500000000.0|0.000|0.000|0.000 FR0010468546|REGEUCRPRC|KNFP|04.500|20190514|20070514|20070514|20070514|20080514|NATIXIS|Lower T2|EUR|63.760|67.643|15.366|13.858|+13.000|+11.505|DBR 4.250 01/04/14||DE0001135242|+929.117|+847.997|+1262.357|+1111.507|+1194.466|+1055.510|500000000.0|0.000|0.000|0.000 FR0010469858|REGFRNEUCRPRC|CRLOG|01.850|20170615|20070515|20070515|20070515|20070615|CREDIT LOGEMENT|Lower T2|EUR|75.625|77.000|0.000|0.000|+9.434|+8.833|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|900150000.0|+943.400|+883.300|+20.000 FR0010474239|REGEUCRPRC|VIEFP|05.125|20220524|20070524|20070524|20070524|20080524|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|83.503|85.315|7.105|6.863|+4.079|+3.848|DBR 3.750 01/04/17||DE0001135317|+292.382|+275.196|+339.962|+315.519|+333.215|+309.630|1000000000.0|0.000|0.000|0.000 FR0010479527|REGFRNEUCRPRC|KNFP|01.683|20170706|20070606|20070606|20070606|20071008|NATIXIS|Lower T2|EUR|51.677|55.000|0.000|0.000|+22.001|+19.882|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+2200.100|+1988.200|+20.000 FR0010491720|REGEUCRPRC|ASFFP|05.625|20220704|20070704|20070704|20070704|20080704|AUTOROUTES DU SUD DE LA FRANCE|Util|EUR|82.178|85.246|7.840|7.415|+4.759|+4.345|DBR 4.250 07/04/17||DE0001135333|+351.554|+323.118|+412.563|+370.048|+404.409|+363.508|1500000000.0|0.000|0.000|0.000 FR0010499392|REGEUCRPRC|AUCHAN|05.125|20140718|20070718|20070718|20070718|20080718|GROUPE AUCHAN|Cons|EUR|104.393|105.494|4.165|3.933|+1.720|+1.504|DBR 4.250 07/04/14||DE0001135259|+139.847|+117.818|+138.207|+115.333|+136.199|+114.057|900000000.0|0.000|0.000|0.000 FR0010500744|REGEUCRPRC|AIFP|05.250|20170718|20070718|20070718|20070718|20080718|AIR LIQUIDE FINANCE|Ind|EUR|101.746|103.373|4.982|4.741|+1.901|+1.671|DBR 4.250 07/04/17||DE0001135333|+168.824|+146.770|+170.392|+146.228|+168.483|+145.122|500000000.0|0.000|0.000|0.000 FR0010526178|REGEUCRPRC|SUFP|05.375|20150108|20071008|20071008|20071008|20080108|SCHNEIDER ELECTRIC SA|Ind|EUR|102.937|104.225|4.767|4.510|+2.183|+1.941|DBR 3.750 01/04/15||DE0001135267|+188.517|+164.462|+188.706|+163.024|+185.238|+160.450|600000000.0|0.000|0.000|0.000 FR0010526848|REGEUCRPRC|CAFP|05.125|20141010|20071010|20071010|20071010|20081010|CARREFOUR SA|Cons|EUR|104.336|105.503|4.210|3.974|+1.765|+1.545|DBR 4.250 07/04/14||DE0001135259|+139.663|+116.993|+138.067|+114.481|+136.111|+113.292|1250000000.0|0.000|0.000|0.000 FR0010531012|REGEUCRPRC|KNFP|06.307|99991231|20071018|20071018|20071018|20081018|NATIXIS|Upper T2/T1|EUR|31.000|36.000|28.715|25.240|+25.635|+22.170|DBR 4.250 07/04/17||DE0001135333|+1201.696|+1135.718|+2539.206|+2191.616|+2347.043|+2040.488|750000000.0|0.000|0.000|0.000 FR0010533414|REGEUCRPRC|CCAMA|06.298|99991231|20071022|20071022|20071022|20081022|GROUPAMA SA|Upper T2/T1|EUR|33.750|36.500|26.671|24.895|+23.591|+21.825|DBR 4.250 07/04/17||DE0001135333|+1164.180|+1127.972|+2336.612|+2158.995|+2168.542|+2011.200|1000000000.0|0.000|0.000|0.000 FR0010533554|REGEUCRPRC|ACAFP|07.375|99991231|20071019|20071019|20071019|20080419|CREDIT AGRICOLE S.A.|Upper T2/T1|USD|55.500|70.500|28.400|19.490|+27.033|+18.129|T 1 3/8 04/15/12 3yr|912828KK5||+1829.969|+1388.324|+2632.631|+1741.599|+2502.177|+1672.933|500000000.0|0.000|0.000|0.000 FR0010535567|REGEUCRPRC|VIEFP|06.125|20371029|20071029|20071029|20071029|20081029|VEOLIA ENVIRONNEMENT S.A.|Util|GBP|89.412|91.748|6.869|6.671|+2.497|+2.312|UKT 4.250 03/07/36||GB0032452392|+283.312|+269.717|+291.283|+272.127|+304.408|+284.377|650000000.0|0.000|0.000|0.000 FR0010535583|REGEUCRPRC|AIFP|05.000|20130322|20071023|20071023|20071023|20080322|AIR LIQUIDE SA|Ind|EUR|103.765|105.064|3.982|3.621|+1.858|+1.518|DBR 4.500 01/04/13||DE0001135218|+151.603|+117.045|+156.439|+119.712|+149.348|+114.460|400000000.0|0.000|0.000|0.000 FR0010535971|REGEUCRPRC|CDEE|06.117|99991231|20071030|20071030|20071030|20081030|CAISSE NATIONALE DES CAISSES D EPARGNE ET DE PREVOYANCE|Upper T2/T1|EUR|36.000|41.000|24.792|22.002|+21.712|+18.932|DBR 4.250 07/04/17||DE0001135333|+1115.205|+1052.249|+2148.433|+1873.138|+2001.835|+1755.715|850000000.0|0.000|0.000|0.000 FR0010602920|REGEUCRPRC|COFP|06.375|20130404|20080404|20080404|20080404|20090404|CASINO GUICHARD-PERRACHON|Cons|EUR|102.157|103.540|5.740|5.345|+3.745|+3.370|OBL151 4.250 10/12/12||DE0001141513|+324.980|+288.586|+327.172|+287.777|+318.048|+280.243|950000000.0|0.000|0.000|0.000 FR0010603159|REGEUCRPRC|ACAFP|08.200|99991231|20080331|20080331|20080331|20090331|CREDIT AGRICOLE S.A.|Upper T2/T1|EUR|79.000|83.667|12.186|11.183|+9.071|+8.075|DBR 4.000 01/04/18||DE0001135341|+737.843|+679.262|+882.594|+782.718|+851.451|+757.552|850000000.0|0.000|0.000|0.000 FR0010611418|REGEUCRPRC|AUCHAN|05.000|20130429|20080429|20080429|20080429|20090429|GROUPE AUCHAN|Cons|EUR|103.909|104.946|3.921|3.643|+1.760|+1.501|OBL152 3.500 04/12/13||DE0001141521|+144.325|+117.351|+143.205|+115.396|+140.479|+113.563|800000000.0|0.000|0.000|0.000 FR0010612622|REGEUCRPRC|RTE|04.875|20150506|20080506|20080506|20080506|20090506|RTE EDF TRANSPORT S.A.|Util|EUR|102.902|104.091|4.316|4.093|+1.732|+1.524|DBR 3.750 01/04/15||DE0001135267|+136.876|+115.865|+136.823|+114.614|+135.018|+113.537|1250000000.0|0.000|0.000|0.000 FR0010612705|REGEUCRPRC|BNFP|05.250|20110506|20080506|20080506|20080506|20090506|GROUPE DANONE|Cons|EUR|104.587|105.189|2.861|2.559|+1.430|+1.159|OBL148 3.500 04/08/11||DE0001141489|+103.469|+73.177|+101.772|+71.603|+99.408|+70.052|1250000000.0|0.000|0.000|0.000 FR0010612713|REGEUCRPRC|BNFP|05.500|20150506|20080506|20080506|20080506|20090506|GROUPE DANONE|Cons|EUR|106.630|108.039|4.226|3.969|+1.641|+1.400|DBR 3.750 01/04/15||DE0001135267|+131.537|+106.707|+127.677|+102.121|+126.908|+102.173|1000000000.0|0.000|0.000|0.000 FR0010631689|REGFRNEUCRPRC|GE|0.0|20100618|20080619|20080619|20080619|20080918|GE CAPITAL FCC|Ind|EUR|95.125|96.375|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|||+50.000 FR0010633974|REGEUCRPRC|BOUY|06.125|20150703|20080703|20080703|20080703|20090703|BOUYGUES SA|Ind|EUR|103.557|104.753|5.426|5.200|+2.712|+2.502|DBR 3.250 07/04/15||DE0001135283|+246.101|+225.285|+245.136|+222.467|+241.009|+219.182|1000000000.0|0.000|0.000|0.000 FR0010638338|REGEUCRPRC|BNP|07.781|99991231|20080630|20080630|20080630|20090702|BNP PARIBAS|Upper T2/T1|EUR|62.500|66.000|15.773|14.772|+12.637|+11.644|DBR 4.250 07/04/18||DE0001135358|+891.682|+852.016|+1238.702|+1142.675|+1182.913|+1093.877|500000000.0|0.000|0.000|0.000 FR0010660043|REGEUCRPRC|RTE|05.125|20180912|20080912|20080912|20080912|20090912|RTE EDF TRANSPORT S.A.|Util|EUR|100.372|102.536|5.070|4.779|+1.934|+1.650|DBR 4.250 07/04/18||DE0001135358|+163.397|+136.995|+166.664|+137.356|+164.898|+136.535|1000000000.0|0.000|0.000|0.000 FR0010661314|REGEUCRPRC|BNP|08.667|99991231|20080911|20080911|20080911|20090911|BNP PARIBAS|Upper T2/T1|EUR|74.000|77.667|17.660|16.148|+15.500|+14.007|OBL152 3.500 04/12/13||DE0001141521|+1215.841|+1128.314|+1508.284|+1357.058|+1422.460|+1284.541|650000000.0|0.000|0.000|0.000 FR0010678151|REGEUCRPRC|GSZFP|06.250|20140124|20081024|20081024|20081024|20090124|GDF SUEZ|Util|EUR|109.754|110.883|3.941|3.692|+1.575|+1.339|DBR 4.250 01/04/14||DE0001135242|+133.769|+108.768|+127.124|+102.200|+125.901|+101.764|1400000000.0|0.000|0.000|0.000 FR0010678185|REGEUCRPRC|GSZFP|06.875|20190124|20081024|20081024|20081024|20090124|GDF SUEZ|Util|EUR|112.864|114.606|5.155|4.943|+1.952|+1.747|DBR 3.750 01/04/19||DE0001135374|+184.052|+163.576|+171.350|+150.062|+172.553|+151.953|1200000000.0|0.000|0.000|0.000 FR0010680041|REGEUCRPRC|GSZFP|07.000|20281030|20081030|20081030|20081030|20091030|GDF SUEZ|Util|GBP|112.204|114.157|5.838|5.687|+1.593|+1.454|UKT 6.000 12/07/28||GB0002404191|+203.291|+189.182|+176.210|+161.612|+190.238|+174.974|500000000.0|0.000|0.000|0.000 FR0010690925|REGEUCRPRC|AIFP|06.125|20121128|20081128|20081128|20081128|20091128|AIR LIQUIDE FINANCE|Ind|EUR|107.412|108.118|3.853|3.649|+1.922|+1.738|DBR 5.000 07/04/12||DE0001135200|+153.954|+133.653|+148.929|+128.530|+145.986|+126.244|800000000.0|0.000|0.000|0.000 FR0010693309|REGEUCRPRC|BNFP|06.375|20140204|20081208|20081208|20081208|20090204|DANONE FINANCE|Cons|EUR|109.806|110.837|4.060|3.833|+1.694|+1.480|DBR 4.250 01/04/14||DE0001135242|+145.290|+122.500|+138.218|+115.408|+136.681|+114.610|1000000000.0|0.000|0.000|0.000 FR0010709097|REGEUCRPRC|CCF|04.875|20140115|20090115|20090115|20090115|20100115|HSBC FRANCE|SnBnk/Fin|EUR|102.677|104.312|4.230|3.850|+1.864|+1.497|DBR 4.250 01/04/14||DE0001135242|+155.946|+119.686|+156.463|+118.555|+153.105|+116.444|1500000000.0|0.000|0.000|0.000 FR0010709261|REGEUCRPRC|GSZFP|04.375|20120116|20090116|20090116|20090116|20100116|GDF SUEZ|Util|EUR|104.152|104.582|2.754|2.592|+1.079|+0.940|DBR 5.000 01/04/12||DE0001135192|+66.842|+50.757|+66.638|+50.537|+64.623|+48.952|1750000000.0|0.000|0.000|0.000 FR0010709279|REGEUCRPRC|GSZFP|05.625|20160118|20090116|20090116|20090116|20100118|GDF SUEZ|Util|EUR|106.323|107.097|4.507|4.377|+1.681|+1.564|DBR 3.500 01/04/16||DE0001135291|+147.939|+135.514|+144.088|+131.083|+143.082|+130.511|1500000000.0|0.000|0.000|0.000 FR0010709378|REGEUCRPRC|SUFP|06.750|20130716|20090116|20090116|20090116|20090716|SCHNEIDER ELECTRIC SA|Ind|EUR|109.346|110.095|4.272|4.085|+2.024|+1.857|DBR 3.750 07/04/13||DE0001135234|+180.790|+162.303|+173.030|+154.375|+170.250|+152.229|750000000.0|0.000|0.000|0.000 FR0010709451|REGEUCRPRC|GSZFP|06.375|20210118|20090116|20090116|20090116|20100118|GDF SUEZ|Util|EUR|109.212|110.806|5.295|5.121|+2.092|+1.925|DBR 3.750 01/04/19||DE0001135374|+176.258|+160.030|+168.323|+150.821|+169.511|+152.538|1000000000.0|0.000|0.000|0.000 FR0010714196|REGEUCRPRC|VIVFP|07.750|20140123|20090123|20090123|20090123|20100123|VIVENDI|Tel/Med|EUR|108.001|109.082|5.756|5.503|+3.390|+3.150|DBR 4.250 01/04/14||DE0001135242|+319.273|+295.290|+308.674|+283.363|+301.983|+277.686|1000000000.0|0.000|0.000|0.000 FR0010718346|REGEUCRPRC|COFP|07.875|20120409|20090209|20090209|20090209|20090809|CASINO GUICHARD-PERRACHON|Cons|EUR|106.967|107.668|5.267|5.015|+3.592|+3.363|DBR 5.000 01/04/12||DE0001135192|+317.266|+292.646|+309.938|+284.477|+300.993|+276.533|500000000.0|0.000|0.000|0.000 FR0010720045|REGEUCRPRC|ACCOR|07.500|20140204|20090204|20090204|20090204|20100204|ACCOR|Cons|EUR|102.946|103.932|6.744|6.501|+4.378|+4.148|DBR 4.250 01/04/14||DE0001135242|+406.275|+384.683|+406.629|+382.488|+395.563|+372.492|600000000.0|0.000|0.000|0.000 FR0010721704|REGEUCRPRC|GSZFP|06.125|20210211|20090211|20090211|20090211|20100211|GDF SUEZ|Util|GBP|105.371|106.735|5.417|5.267|+1.774|+1.635|UKT 4.750 03/07/20||GB00B058DQ55|+165.856|+151.797|+150.876|+136.419|+162.582|+147.623|700000000.0|0.000|0.000|0.000 FR0010737882|REGEUCRPRC|ASFFP|07.375|20190320|20090320|20090320|20090320|20100320|AUTOROUTES DU SUD DE LA FRANCE|Util|EUR|103.405|105.166|6.885|6.641|+3.682|+3.445|DBR 3.750 01/04/19||DE0001135374|+343.033|+322.717|+342.727|+318.528|+338.693|+315.428|650000000.0|0.000|0.000|0.000 FR0010744987|REGEUCRPRC|PRTP|08.625|20140403|20090403|20090403|20090403|20100403|PPR S.A.|Cons|EUR|104.050|104.718|7.600|7.437|+5.234|+5.084|DBR 4.250 01/04/14||DE0001135242|+490.785|+476.930|+487.867|+472.003|+474.137|+459.033|600000000.0|0.000|0.000|0.000 FR0010745976|REGEUCRPRC|SEVFP|06.250|20190408|20090408|20090408|20090408|20100408|SUEZ ENVIRONNEMENT COMPANY|Util|EUR|102.812|103.860|5.867|5.728|+2.664|+2.532|DBR 3.750 01/04/19||DE0001135374|+239.601|+227.496|+240.351|+226.423|+238.180|+224.765|800000000.0|0.000|0.000|0.000 FR0010745984|REGEUCRPRC|SEVFP|04.875|20140408|20090408|20090408|20090408|20100408|SUEZ ENVIRONNEMENT COMPANY|Util|EUR|102.264|102.933|4.353|4.202|+1.987|+1.849|DBR 4.250 01/04/14||DE0001135242|+162.059|+147.911|+163.042|+148.058|+159.732|+145.250|1000000000.0|0.000|0.000|0.000 FR0010746008|REGEUCRPRC|AUCHAN|06.000|20190415|20090415|20090415|20090415|20100415|GROUPE AUCHAN|Cons|EUR|102.292|103.279|5.691|5.561|+2.488|+2.365|DBR 3.750 01/04/19||DE0001135374|+221.217|+209.789|+222.737|+209.672|+220.763|+208.149|500000000.0|0.000|0.000|0.000 FR0010746016|REGEUCRPRC|AUCHAN|04.750|20150415|20090415|20090415|20090415|20100415|GROUPE AUCHAN|Cons|EUR|101.576|102.178|4.442|4.326|+1.858|+1.757|DBR 3.750 01/04/15||DE0001135267|+149.259|+138.335|+150.906|+139.200|+148.313|+136.998|500000000.0|0.000|0.000|0.000 FR0010750489|REGEUCRPRC|VIEFP|06.750|20190424|20090424|20090424|20090424|20100424|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|101.773|102.411|6.502|6.414|+3.299|+3.218|DBR 3.750 01/04/19||DE0001135374|+300.472|+292.975|+303.737|+294.785|+300.233|+291.608|750000000.0|0.000|0.000|0.000 FR0010750497|REGEUCRPRC|VIEFP|05.250|20140424|20090424|20090424|20090424|20100424|VEOLIA ENVIRONNEMENT S.A.|Util|EUR|101.524|101.832|4.896|4.826|+2.530|+2.473|DBR 4.250 01/04/14||DE0001135242|+214.070|+207.360|+216.452|+209.210|+211.773|+204.787|1250000000.0|0.000|0.000|0.000 FR0010753459|REGEUCRPRC|ACCOR|06.500|20130506|20090505|20090505|20090505|20100506|ACCOR|Cons|EUR|99.835|100.182|6.548|6.447|+4.423|+4.343|DBR 4.500 01/04/13||DE0001135218|+396.455|+387.306|+405.382|+395.094|+393.572|+383.731|600000000.0|0.000|0.000|0.000 FR0010754663|REGEUCRPRC|MOET|04.375|20140512|20090512|20090512|20090512|20100512|LVMH-MOET HENNESSY LOUIS VUITTON|Cons|EUR|100.799|101.031|4.195|4.142|+1.830|+1.789|DBR 4.250 01/04/14||DE0001135242|+140.976|+135.801|+144.993|+139.455|+140.350|+135.018|1000000000.0|0.000|0.000|0.000 GB0001058428|REGEUCRPRC|LGFP|10.750|20131129|19881129||19881129|19891129|BLUE CIRCLE INDUSTRIES PLC|Ind|GBP|93.006|96.871|12.432|11.309|+10.022|+8.918|UKT 5.000 09/07/14||GB0031829509|+924.042|+833.460|+904.124|+797.630|+945.715|+833.060|150000000.0|0.000|0.000|0.000 GB0001272664|REGEUCRPRC|BAB|10.750|20141124|19890224|19890224|19890224|19891124|BRITISH AEROSPACE PLC|Ind|GBP|126.852|127.419|5.005|4.906|+2.595|+2.515|UKT 5.000 09/07/14||GB0031829509|+216.605|+205.615|+172.767|+163.163|+185.057|+175.202|100000000.0|0.000|0.000|0.000 GB0004037171|REGEUCRPRC|HBOS|11.000|20140117|19881017||19881017|19890117|HALIFAX BUILDING SOCIETY (NOW BANK OF SCOTLAND PLC)|Lower T2|GBP|98.278|107.031|11.148|8.873|+8.738|+6.482|UKT 5.000 09/07/14||GB0031829509|+821.301|+622.303|+779.627|+562.824|+814.335|+586.819|250000000.0|0.000|0.000|0.000 GB0058322420|REGEUCRPRC|HBOS|07.627|99991231|19991209|19991209|19991209|20001209|HALIFAX GROUP EURO FINANCE (JERSEY) L.P. (NOW HBOS EURO FINANCE|Upper T2/T1|EUR|27.833|32.833|82.223|70.096|+81.414|+69.394|DBR 5.375 01/04/10||DE0001135135|+3363.183|+3167.843|+8014.770|+6802.152|+6686.531|+5788.400|415000000.0|0.000|0.000|0.000 GB0058327924|REGEUCRPRC|HBOS|07.881|99991231|19991209|19991209|19991209|20001209|HALIFAX GROUP STERLING FINANCE (JERSEY) (NOW HBOS STERLING FINA|Upper T2/T1|GBP|25.667|30.250|28.576|24.659|+24.299|+20.392|UKT 4.250 06/07/32||GB0004893086|+881.488|+850.935|+2284.792|+1936.731|+2526.422|+2124.215|245000000.0|0.000|0.000|0.000 GB00B0JV1Q67|REGEUCRPRC|BRITNA|05.556|99991231|20050914|20050914|20050914|20060614|BRITANNIA BUILDING SOCIETY|Upper T2/T1|GBP|33.333|44.667|28.473|21.686|+25.692|+18.922|UKT 4.750 09/07/15||GB0033280339|+1334.221|+1144.242|+2509.835|+1831.121|+2519.602|+1838.093|200000000.0|0.000|0.000|0.000 GB00B120GX99|REGEUCRPRC|DERBS|06.000|99991231|20060330|20060330|20060330|20061215|DERBYSHIRE BUILDING SOCIETY|Upper T2/T1|GBP|45.000|50.000|20.615|18.492|+17.656|+15.549|UKT 4.000 09/07/16||GB00B0V3WX43|+1064.791|+990.633|+1711.907|+1499.604|+1721.437|+1508.009|140000000.0|0.000|0.000|0.000 NL0000113140|REGEUCRPRC|INTNED|05.250|20130104|20021022|20021022|20021022|20040104|ING BANK N.V.|Lower T2|EUR|95.051|97.929|6.808|5.884|+4.877|+3.973|DBR 5.000 07/04/12||DE0001135200|+417.438|+336.625|+441.534|+348.986|+426.475|+338.008|750000000.0|0.000|0.000|0.000 NL0000113892|REGEUCRPRC|INTNED|04.625|20190315|20040315|20040315|20040315|20050315|ING BANK N.V.|Lower T2|EUR|76.587|78.386|11.108|10.524|+8.742|+8.171|DBR 4.250 01/04/14||DE0001135242|+690.873|+652.144|+840.333|+781.928|+801.994|+747.332|1000000000.0|0.000|0.000|0.000 NL0000116366|REGFRNEUCRPRC|INTNED|01.389|20141014|20041014|20041014|20041014|20050114|ING BANK N.V.|Lower T2|USD|75.000|78.500|0.000|0.000|+69.058|+57.483|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+6905.800|+5748.300|+25.000 NL0000117190|REGEUCRPRC|TNTNA|03.875|20150601|20050601|20050601|20050601|20060601|TNT LTD|Ind|EUR|89.337|91.535|6.021|5.553|+5.035|+4.645|OBL146 3.250 04/09/10||DE0001141463|+276.903|+238.243|+306.092|+259.317|+296.651|+251.755|400000000.0|0.000|0.000|0.000 NL0000117224|REGEUCRPRC|EUREKO|05.125|99991231|20050624|20050624|20050624|20060624|EUREKO B.V.|Upper T2/T1|EUR|35.375|39.875|28.599|25.485|+25.885|+22.787|DBR 3.250 07/04/15||DE0001135283|+1337.214|+1258.771|+2562.990|+2251.603|+2359.002|+2086.066|500000000.0|0.000|0.000|0.000 NL0000118024|REGEUCRPRC|AAB|06.250|20100628|20000628|20000628|20000628|20010628|ABN AMRO BANK N.V.|Lower T2|EUR|100.702|102.749|5.582|3.746|+4.483|+2.710|DBR 5.250 07/04/10||DE0001135150|+390.675|+212.169|+394.830|+210.891|+381.531|+204.261|800000000.0|0.000|0.000|0.000 NL0000118594|REGEUCRPRC|INTNED|06.125|20110104|20001130|20001130|20001130|20020104|ING GROEP N.V.|SnBnk/Fin|EUR|102.761|103.856|4.355|3.684|+3.036|+2.402|DBR 5.250 01/04/11||DE0001135168|+260.238|+194.212|+259.372|+192.169|+251.026|+186.053|1000000000.0|0.000|0.000|0.000 NL0000118784|REGEUCRPRC|INTNED|05.875|20110223|20010223|20010223|20010223|20020223|ING BANK N.V.|Lower T2|EUR|102.438|103.772|4.429|3.668|+3.110|+2.386|DBR 5.250 01/04/11||DE0001135168|+263.000|+188.862|+263.365|+187.497|+254.833|+181.496|1250000000.0|0.000|0.000|0.000 NL0000119592|REGEUCRPRC|INTNED|05.500|20120104|20011107|20011107|20011107|20030104|ING BANK N.V.|Lower T2|EUR|97.718|99.850|6.442|5.548|+4.956|+4.090|DBR 5.000 07/04/11||DE0001135184|+421.358|+340.162|+436.703|+347.287|+421.810|+336.165|1750000000.0|0.000|0.000|0.000 NL0000122513|REGEUCRPRC|AAB|04.750|20090624|19990624|19990624|19990624|20000624|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|99.919|100.399|5.135|1.758|+4.341|+1.603|DBR 4.000 07/04/09||DE0001135119|+407.969|+61.820|+395.849|+62.800|+396.621|+59.467|500000000.0|0.000|0.000|0.000 NL0000122562|REGEUCRPRC|INTNED|05.500|20090914|19990914|19990914|19990914|20000914|ING GROEP N.V.|SnBnk/Fin|EUR|100.322|101.172|4.452|2.170|+3.658|+2.015|DBR 4.000 07/04/09||DE0001135119|+302.221|+69.693|+291.785|+67.287|+292.212|+66.740|1000000000.0|0.000|0.000|0.000 NL0000122588|REGEUCRPRC|AAB|05.375|20090908|19990908|19990908|19990908|20000908|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|100.197|101.172|4.632|1.891|+3.677|+1.432|DBR 4.500 07/04/09||DE0001135127|+321.517|+41.801|+310.601|+40.533|+311.395|+40.028|1250000000.0|0.000|0.000|0.000 NL0000122620|REGFRNEUCRPRC|AAB|01.688|20090928|19990928|19990928|19990928|19991228|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|98.994|99.561|0.000|0.000|+2.806|+1.386|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+280.600|+138.600|+15.000 NL0000122968|REGEUCRPRC|INTNED|06.500|20100615|20000615|20000615|20000615|20010615|ING BANK N.V.|Lower T2|EUR|99.435|102.471|7.024|4.168|+5.925|+3.132|DBR 5.250 07/04/10||DE0001135150|+527.821|+255.208|+539.569|+254.002|+520.128|+246.123|750000000.0|0.000|0.000|0.000 NL0006133175|REGEUCRPRC|TNTNA|05.375|20171114|20071114|20071114|20071114|20081114|TNT NV|Ind|EUR|92.700|95.791|6.511|6.014|+3.430|+2.944|DBR 4.250 07/04/17||DE0001135333|+296.402|+255.993|+319.489|+269.905|+312.256|+264.627|650000000.0|0.000|0.000|0.000 NL0006380537|REGEUCRPRC|TNTNA|07.500|20180814|20080814|20080814|20080814|20090814|TNT NV|Ind|GBP|96.552|100.011|7.877|7.355|+4.622|+4.111|UKT 5.000 03/07/18||GB00B1VWPC84|+419.245|+376.183|+407.075|+357.130|+429.154|+376.987|450000000.0|0.000|0.000|0.000 PTBCLQOM0010|REGEUCRPRC|BCPN|05.625|20140423|20090423|20090423|20090423|20100423|BANCO COMERCIAL PORTUGUES S.A.|SnBnk/Fin|EUR|98.925|99.135|5.880|5.829|+3.515|+3.476|DBR 4.250 01/04/14||DE0001135242|+305.534|+301.119|+314.708|+309.707|+306.526|+301.731|1000000000.0|0.000|0.000|0.000 PTBCT3OM0000|REGFRNEUCRPRC|BCPN|02.189|20140509|20070509|20070509|20070509|20070809|BCP FINANCE BANK LTD|SnBnk/Fin|EUR|81.266|83.812|0.000|0.000|+4.438|+3.797|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+443.800|+379.700|+15.000 PTBCV1OM0008|REGFRNEUCRPRC|BCPN|02.598|20100528|20080528|20080528|20080528|20080828|BANCO COMERCIAL PORTUGUES S.A.|SnBnk/Fin|EUR|97.614|98.212|0.000|0.000|+3.081|+2.503|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+308.100|+250.300|+75.000 PTBERHOM0013|REGFRNEUCRPRC|BESNN|01.714|20120319|20070319|20070319|20070319|20070619|BANCO ESPIRITO SANTO S.A.|SnBnk/Fin|EUR|91.717|94.586|0.000|0.000|+3.174|+2.084|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+317.400|+208.400|+10.000 PTBERLOM0017|REGFRNEUCRPRC|BESNN|02.164|20130508|20070508|20070508|20070508|20070808|BANCO ESPIRITO SANTO S.A.|SnBnk/Fin|EUR|87.885|92.368|0.000|0.000|+3.425|+2.150|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+342.500|+215.000|+12.500 PTBERNOM0015|REGFRNEUCRPRC|BESNN|01.918|20100531|20070531|20070531|20070531|20070831|BANCO ESPIRITO SANTO S.A.|SnBnk/Fin|EUR|96.997|97.714|0.000|0.000|+2.969|+2.280|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+296.900|+228.000|+7.000 PTBEROOM0022|REGFRNEUCRPRC|BESNN|02.759|20100514|20080514|20080514|20080514|20080814|BANCO ESPIRITO SANTO S.A.|SnBnk/Fin|EUR|97.314|98.639|0.000|0.000|+3.491|+2.164|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+349.100|+216.400|+80.000 PTBRIHOM0001|REGEUCRPRC|BRISA|04.500|20161205|20061205|20061205|20061205|20071205|BRISA - AUTO-ESTRADAS DE PORTUGAL, S.A.|Util|EUR|82.453|85.264|7.624|7.069|+4.677|+4.135|DBR 4.000 07/04/16||DE0001135309|+380.615|+340.028|+442.522|+387.212|+427.979|+375.204|600000000.0|0.000|0.000|0.000 PTCG1LOM0007|REGEUCRPRC|CXGD|05.125|20140219|20090219|20090219|20090219|20100219|CAIXA GERAL DE DEPOSITOS S.A.|SnBnk/Fin|EUR|100.980|101.972|4.886|4.652|+2.520|+2.299|DBR 4.250 01/04/14||DE0001135242|+216.537|+194.863|+220.020|+196.632|+214.638|+192.094|1250000000.0|0.000|0.000|0.000 PTCGHROM0002|REGFRNEUCRPRC|CXGD|02.538|20100521|20080521|20080521|20080521|20080821|CAIXA GERAL DE DEPOSITOS S.A.|SnBnk/Fin|EUR|98.848|99.688|0.000|0.000|+1.800|+0.988|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1750000000.0|+180.000|+98.800|+65.000 US00182FAB22|REGFRNEUCRPRC|ANZ|04.929|20100414|20050414|20050414|20050414|20050714|ANZ NATIONAL (INT L) LTD, LONDON BRANCH|SnBnk/Fin|USD|97.567|98.044|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|||0.000 US055450AC47|REGEUCRPRC|BHP|08.500|20121201|19921201|19921201|19921201|19930601|BHP FINANCE (USA) LTD|Ind|USD|108.483|112.787|5.834|4.580|+3.877|+2.624|WIT 1 7/8 04/30/14 5yr|912828KN9||+385.052|+263.030|+373.972|+248.983|+365.860|+244.455|250000000.0|0.000|0.000|0.000 US05565QBF46|REGEUCRPRC|BPLN|05.250|20131107|20081107|20081107|20081107|20090507|BP CAPITAL MARKETS P.L.C.|Util|USD|107.108|108.032|3.531|3.317|+1.574|+1.361|WIT 1 7/8 04/30/14 5yr|912828KN9||+119.017|+98.063|+116.006|+94.827|+114.888|+94.205|3000000000.0|0.000|0.000|0.000 US073902KE73|REGFRNEUCRPRC|BSC|01.706|20120727|20050727|20050727|20050727|20051027|BEAR STEARNS COMPANIES LLC|SnBnk/Fin|EUR|88.638|90.365|0.000|0.000|+4.120|+3.507|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|849523000.0|+412.000|+350.700|+30.000 US172967CV17|REGFRNEUCRPRC|C|02.925|20120316|20050316|20050316|20050316|20050616|CITIGROUP INC|SnBnk/Fin|USD|75.946|79.052|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1750000000.0|||+12.500 US22541LAH69|REGEUCRPRC|CS|05.500|20130815|20030815|20030815|20030815|20040215|CREDIT SUISSE FIRST BOSTON (USA), INC (NOW CREDIT SUISSE (USA) |SnBnk/Fin|USD|96.772|100.068|6.371|5.480|+4.414|+3.524|WIT 1 7/8 04/30/14 5yr|912828KN9||+390.131|+311.073|+406.023|+317.068|+397.629|+311.216|1000000000.0|0.000|0.000|0.000 US22541LAM54|REGEUCRPRC|CS|05.125|20140115|20040109|20040109|20040109|20040715|CREDIT SUISSE FIRST BOSTON (USA), INC (NOW CREDIT SUISSE (USA) |SnBnk/Fin|USD|94.564|97.503|6.484|5.737|+4.527|+3.781|WIT 1 7/8 04/30/14 5yr|912828KN9||+384.677|+319.912|+406.680|+331.985|+397.997|+325.473|1000000000.0|0.000|0.000|0.000 US22541LAR42|REGEUCRPRC|CS|04.875|20150115|20041215|20041215|20041215|20050715|CREDIT SUISSE FIRST BOSTON (USA), INC (NOW CREDIT SUISSE (USA) |SnBnk/Fin|USD|92.043|94.804|6.570|5.962|+4.613|+4.006|WIT 1 7/8 04/30/14 5yr|912828KN9||+365.329|+314.600|+393.017|+332.471|+385.267|+326.445|2000000000.0|0.000|0.000|0.000 US22541LBJ17|REGFRNEUCRPRC|CS|02.333|20100815|20050817|20050817|20050817|20051115|CREDIT SUISSE FIRST BOSTON (USA), INC (NOW CREDIT SUISSE (USA) |SnBnk/Fin|USD|94.688|95.290|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|||+20.000 US22541LBK89|REGEUCRPRC|CS|05.125|20150815|20050817|20050817|20050817|20060215|CREDIT SUISSE FIRST BOSTON (USA), INC (NOW CREDIT SUISSE (USA) |SnBnk/Fin|USD|91.851|94.428|6.736|6.208|+4.779|+4.252|WIT 1 7/8 04/30/14 5yr|912828KN9||+370.183|+326.607|+399.052|+346.191|+391.520|+340.180|1750000000.0|0.000|0.000|0.000 US225434AG43|REGEUCRPRC|CS|05.375|20160302|20060302|20060302|20060302|20060902|CREDIT SUISSE (USA) INC|SnBnk/Fin|USD|92.650|94.716|6.734|6.339|+4.777|+4.383|WIT 1 7/8 04/30/14 5yr|912828KN9||+365.009|+332.879|+390.772|+351.569|+384.796|+346.672|1000000000.0|0.000|0.000|0.000 US233835AA55|REGEUCRPRC|DAIGR|07.200|20090901|19990824|19990824|19990824|20000301|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN|Auto|USD|99.750|101.750|7.890|1.762|+6.948|+0.840|WIT 7/8 04/30/11 2yr|912828KL3||+644.935|+42.892|+641.731|+44.328|+636.710|+41.625|2000000000.0|0.000|0.000|0.000 US233835AK38|REGEUCRPRC|DAIGR|08.000|20100615|20000608|20000608|20000608|20001215|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN (NOW DAIMLER NORTH |Auto|USD|102.999|103.713|5.186|4.537|+4.244|+3.615|WIT 7/8 04/30/11 2yr|912828KL3||+335.128|+271.229|+334.811|+269.891|+325.536|+262.349|1000000000.0|0.000|0.000|0.000 US233835AT47|REGEUCRPRC|DAIGR|07.300|20120115|20020116|20020116|20020116|20020715|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN (NOW DAIMLER NORTH |Auto|USD|99.925|101.220|7.325|6.791|+5.958|+5.430|T 1 3/8 04/15/12 3yr|912828KK5||+542.221|+493.858|+554.295|+500.970|+537.917|+486.416|1500000000.0|0.000|0.000|0.000 US233835AZ07|REGEUCRPRC|DAIGR|04.875|20100615|20050609|20050609|20050609|20051215|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN|Auto|USD|94.559|96.020|10.154|8.692|+9.212|+7.770|WIT 7/8 04/30/11 2yr|912828KL3||+783.867|+653.117|+832.081|+685.928|+805.953|+665.283|1000000000.0|0.000|0.000|0.000 US25156PAC77|REGEUCRPRC|DT|08.750|20300615|20000706|20000706|20000706|20001215|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|USD|113.845|115.937|7.439|7.262|+3.477|+3.306|T 3 1/2 02/15/39 30yr|912810QA9||+425.298|+411.748|+394.294|+376.614|+397.801|+380.293|3500000000.0|0.000|0.000|0.000 US25156PAH64|REGEUCRPRC|DT|05.750|20160323|20060323|20060323|20060323|20060923|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|USD|100.623|101.630|5.638|5.462|+3.681|+3.506|WIT 1 7/8 04/30/14 5yr|912828KN9||+276.390|+260.740|+280.562|+262.903|+278.192|+260.973|1000000000.0|0.000|0.000|0.000 US25156PAL76|REGEUCRPRC|DT|06.750|20180820|20080818|20080818|20080818|20090220|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|USD|104.089|105.369|6.164|5.987|+3.149|+2.976|T 2 3/4 02/15/19 10yr|912828KD1||+309.768|+294.403|+307.394|+289.691|+306.711|+289.421|650000000.0|0.000|0.000|0.000 US2515A0HQ94|REGEUCRPRC|DB|05.375|20121012|20071012|20071012|20071012|20080412|DEUTSCHE BANK AG LONDON|SnBnk/Fin|USD|103.411|104.621|4.296|3.925|+2.929|+2.564|T 1 3/8 04/15/12 3yr|912828KK5||+224.515|+188.928|+224.537|+187.552|+219.923|+183.876|3000000000.0|0.000|0.000|0.000 US369604AY90|REGEUCRPRC|GE|05.000|20130201|20030128|20030128|20030128|20030801|GENERAL ELECTRIC CO|Ind|USD|97.713|101.662|5.685|4.510|+3.728|+2.554|WIT 1 7/8 04/30/14 5yr|912828KN9||+340.664|+232.935|+353.316|+235.864|+344.852|+230.707|5000000000.0|0.000|0.000|0.000 US36962GJ627|REGFRNEUCRPRC|GE|01.367|20090622|20040622|20040622|20040622|20040922|GENERAL ELECTRIC CAPITAL CORPN|Ind|USD|99.500|100.000|0.000|0.000|+4.364|+0.672|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+436.400|+67.200|+14.000 US36962GM357|REGFRNEUCRPRC|GE|01.440|20091215|20041029|20041029|20041029|20041215|GENERAL ELECTRIC CAPITAL CORPN|Ind|USD|97.000|98.000|0.000|0.000|+5.181|+3.516|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+518.100|+351.600|+12.000 US36962GXS82|REGEUCRPRC|GE|05.875|20120215|20020215|20020215|20020215|20020815|GENERAL ELECTRIC CAPITAL CORPN|Ind|USD|99.285|102.005|6.154|5.089|+4.787|+3.728|T 1 3/8 04/15/12 3yr|912828KK5||+423.859|+324.958|+434.382|+327.696|+422.906|+319.373|2450000000.0|0.000|0.000|0.000 US38141EKF50|REGFRNEUCRPRC|GS|03.308|20150722|20050722|20050722|20050722|20051024|GOLDMAN SACHS GROUP INC|SnBnk/Fin|USD|82.000|83.750|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|950000000.0|||+40.000 US38141GDQ47|REGEUCRPRC|GS|05.250|20131015|20031014|20031014|20031014|20040415|GOLDMAN SACHS GROUP INC|SnBnk/Fin|USD|95.493|97.160|6.430|5.986|+4.473|+4.030|WIT 1 7/8 04/30/14 5yr|912828KN9||+388.219|+349.626|+407.733|+363.368|+399.141|+356.066|1750000000.0|0.000|0.000|0.000 US38143UAB70|REGEUCRPRC|GS|05.150|20140115|20040113|20040113|20040113|20040715|GOLDMAN SACHS GROUP INC|SnBnk/Fin|USD|91.578|93.791|7.297|6.710|+5.340|+4.754|WIT 1 7/8 04/30/14 5yr|912828KN9||+452.820|+404.071|+487.943|+429.267|+476.770|+419.924|1500000000.0|0.000|0.000|0.000 US411336AA85|REGEUCRPRC|HANSON|05.250|20130315|20030318|20030318|20030318|20030915|HANSON AUSTRALIA FUNDING LTD|Ind|USD|51.500|54.500|25.803|23.932|+23.844|+21.976|WIT 1 7/8 04/30/14 5yr|912828KN9||+1584.428|+1504.877|+2359.936|+2172.757|+2251.365|+2077.379|600000000.0|0.000|0.000|0.000 US411349AA15|REGEUCRPRC|HANSON|06.125|20160815|20060816|20060816|20060816|20070215|HANSON PLC|Ind|USD|50.000|52.500|19.114|18.117|+16.099|+15.106|T 2 3/4 02/15/19 10yr|912828KD1||+1057.145|+1020.120|+1622.025|+1522.382|+1566.179|+1471.864|750000000.0|0.000|0.000|0.000 US411352AA50|REGEUCRPRC|HANSON|07.875|20100927|20000927|20000927|20000927|20010327|HANSON PLC|Ind|USD|70.500|73.500|36.643|33.003|+35.705|+32.092|WIT 7/8 04/30/11 2yr|912828KL3||+2709.741|+2495.291|+3491.199|+3127.111|+3280.674|+2950.439|750000000.0|0.000|0.000|0.000 US441812KJ27|REGFRNEUCRPRC|HSBC|01.518|20091116|20041123|20041123|20041123|20050216|HOUSEHOLD FINANCE CORPN (NOW HSBC FINANCE CORPN)|SnBnk/Fin|USD|94.332|96.006|0.000|0.000|+11.252|+7.933|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+1125.200|+793.300|+28.000 US448814HR74|REGEUCRPRC|QHEL|06.300|20110511|20010511|20010511|20010511|20011111|HYDRO-QUEBEC|Util|USD|107.438|108.195|2.500|2.132|+1.558|+1.210|WIT 7/8 04/30/11 2yr|912828KL3||+102.452|+64.464|+100.665|+63.589|+97.356|+61.012|750000000.0|0.000|0.000|0.000 US505861AA20|REGEUCRPRC|LGFP|06.150|20110715|20060718|20060718|20060718|20070115|LAFARGE S.A.|Ind|USD|93.804|96.243|9.325|8.042|+8.383|+7.120|WIT 7/8 04/30/11 2yr|912828KL3||+731.747|+622.074|+773.532|+647.328|+751.362|+629.565|600000000.0|0.000|0.000|0.000 US617446HR39|REGEUCRPRC|MS|05.300|20130301|20030226|20030226|20030226|20030901|MORGAN STANLEY|SnBnk/Fin|USD|95.179|97.313|6.748|6.095|+4.791|+4.139|WIT 1 7/8 04/30/14 5yr|912828KN9||+435.514|+378.048|+457.352|+391.755|+447.220|+383.563|2750000000.0|0.000|0.000|0.000 US617446HS12|REGEUCRPRC|MS|05.375|20131114|20030226|20030226|20030226|20030514|MORGAN STANLEY & CO INTERNATIONAL LTD (MORGAN STANLEY & CO INTE|SnBnk/Fin|GBP|88.137|91.357|8.594|7.671|+6.184|+5.280|UKT 5.000 09/07/14||GB0031829509|+513.185|+437.145|+557.661|+465.238|+557.962|+465.583|643314000.0|0.000|0.000|0.000 US617446HT94|REGEUCRPRC|MS|04.375|20100301|20030226|20030226|20030226|20040301|MORGAN STANLEY|SnBnk/Fin|EUR|98.213|99.332|6.616|5.182|+5.805|+4.479|DBR 5.375 01/04/10||DE0001135135|+476.542|+340.743|+483.462|+341.910|+476.719|+337.822|1150000000.0|0.000|0.000|0.000 US617446YT02|REGFRNEUCRPRC|MS|01.393|20110118|20060118|20060118|20060118|20060418|MORGAN STANLEY|SnBnk/Fin|USD|89.500|91.000|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1750000000.0|||+25.000 US61746SBB43|REGFRNEUCRPRC|MS|01.374|20100115|20041112|20041112|20041112|20050118|MORGAN STANLEY|SnBnk/Fin|USD|95.691|96.610|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|||+28.000 US63859VAR24|REGFRNEUCRPRC|NWIDE|01.340|20100201|20050203|20050203|20050203|20050503|NATIONWIDE BUILDING SOCIETY|SnBnk/Fin|USD|95.076|97.078|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|||+17.000 US66567GBF63|REGFRNEUCRPRC|NRBS|01.222|20091020|20061020|20061020|20061020|20070122|NORTHERN ROCK PLC|SnBnk/Fin|USD|93.419|96.184|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|||+8.000 US80932SAG84|REGEUCRPRC|HBOS|04.250|20130523|20030523|20030523|20030523|20031123|SCOTLAND INTERNATIONAL FINANCE NO.2 B.V.|Lower T2|USD|90.108|91.489|7.101|6.681|+5.144|+4.725|WIT 1 7/8 04/30/14 5yr|912828KN9||+446.422|+411.889|+484.791|+443.275|+473.505|+433.261|1000000000.0|0.000|0.000|0.000 US822582AA01|REGEUCRPRC|RDSALN|05.625|20110627|20060627|20060627|20060627|20061227|SHELL INTERNATIONAL FINANCE B.V.|Util|USD|106.028|106.579|2.714|2.459|+1.764|+1.537|WIT 7/8 04/30/11 2yr|912828KL3||+117.884|+91.161|+116.600|+90.161|+113.011|+87.141|1000000000.0|0.000|0.000|0.000 US822582AB83|REGEUCRPRC|RDSALN|04.950|20120322|20070322|20070322|20070322|20070922|SHELL INTERNATIONAL FINANCE B.V.|Util|USD|105.602|106.259|2.909|2.679|+1.542|+1.318|T 1 3/8 04/15/12 3yr|912828KK5||+106.760|+83.781|+105.202|+82.237|+103.140|+80.656|500000000.0|0.000|0.000|0.000 US822582AC66|REGEUCRPRC|RDSALN|05.200|20170322|20070322|20070322|20070322|20070922|SHELL INTERNATIONAL FINANCE B.V.|Util|USD|103.238|104.417|4.703|4.527|+1.688|+1.516|T 2 3/4 02/15/19 10yr|912828KD1||+174.661|+158.289|+174.075|+156.372|+173.862|+156.547|750000000.0|0.000|0.000|0.000 US87927VAL27|REGEUCRPRC|TITIM|04.950|20140930|20041006|20050930|20050930|20060330|TELECOM ITALIA CAPITAL|Tel/Med|USD|75.800|76.520|11.006|10.794|+9.044|+8.838|WIT 1 7/8 04/30/14 5yr|912828KN9||||||||1249675000.0|0.000|0.000|0.000 US87927VAP31|REGFRNEUCRPRC|TITIM|05.969|20110201|20050928|20050928|20050928|20051101|TELECOM ITALIA CAPITAL|Tel/Med|USD|90.820|92.407|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|||+48.000 US87927VAQ14|REGEUCRPRC|TITIM|05.250|20151001|20050928|20050928|20050928|20060401|TELECOM ITALIA CAPITAL|Tel/Med|USD|79.171|81.269|9.687|9.179|+7.728|+7.223|WIT 1 7/8 04/30/14 5yr|912828KN9||+588.963|+554.586|+692.333|+641.994|+676.189|+627.602|1400000000.0|0.000|0.000|0.000 US87927VAR96|REGEUCRPRC|TITIM|07.200|20360718|20060718|20060718|20060718|20070118|TELECOM ITALIA CAPITAL|Tel/Med|USD|80.637|84.560|9.138|8.687|+5.176|+4.731|T 3 1/2 02/15/39 30yr|912810QA9||+468.428|+447.196|+562.233|+517.597|+562.548|+518.187|1000000000.0|0.000|0.000|0.000 US87927VAS79|REGEUCRPRC|TITIM|06.200|20110718|20060718|20060718|20060718|20070118|TELECOM ITALIA CAPITAL|Tel/Med|USD|99.533|100.312|6.425|6.041|+5.483|+5.119|WIT 7/8 04/30/11 2yr|912828KL3||+475.960|+440.419|+485.230|+446.898|+472.617|+435.405|750000000.0|0.000|0.000|0.000 US87938WAD56|REGFRNEUCRPRC|TELEFO|03.504|20090619|20060620|20060620|20060620|20060919|TELEFONICA EMISIONES S.A.U.|Tel/Med|USD|99.255|99.822|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|||+30.000 US87938WAE30|REGFRNEUCRPRC|TELEFO|05.690|20130204|20070702|20070702|20070702|20070806|TELEFONICA EMISIONES S.A.U.|Tel/Med|USD|85.666|87.792|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|850000000.0|||+33.000 US892332AM94|REGEUCRPRC|TOYOTA|04.350|20101215|20031209|20031209|20031209|20040615|TOYOTA MOTOR CREDIT CORPN|Auto|USD|100.284|101.699|4.164|3.259|+3.202|+2.305|WIT 7/8 04/30/11 2yr|912828KL3||||||||750000000.0|0.000|0.000|0.000 US892332AP26|REGEUCRPRC|TOYOTA|04.250|20100315|20050309|20050309|20050309|20050915|TOYOTA MOTOR CREDIT CORPN|Auto|USD|100.324|101.183|3.860|2.850|+2.898|+1.896|WIT 7/8 04/30/11 2yr|912828KL3||||||||1000000000.0|0.000|0.000|0.000 US892332AQ09|REGEUCRPRC|TOYOTA|05.450|20110518|20060518|20060518|20060518|20061118|TOYOTA MOTOR CREDIT CORPN|Auto|USD|103.290|104.091|3.758|3.356|+2.796|+2.402|WIT 7/8 04/30/11 2yr|912828KL3||||||||750000000.0|0.000|0.000|0.000 US904764AG27|REGEUCRPRC|ULVR|07.125|20101101|20001024|20001024|20001024|20010501|UNILEVER CAPITAL CORPN|Cons|USD|106.845|107.355|2.425|2.091|+1.483|+1.169|WIT 7/8 04/30/11 2yr|912828KL3||+73.855|+39.719|+74.021|+40.656|+70.347|+37.726|1750000000.0|0.000|0.000|0.000 US904764AH00|REGEUCRPRC|ULVR|05.900|20321115|20021112|20021112|20021112|20030515|UNILEVER CAPITAL CORPN|Cons|USD|94.717|99.029|6.335|5.977|+2.373|+2.021|T 3 1/2 02/15/39 30yr|912810QA9||+266.742|+241.101|+283.236|+247.871|+283.915|+248.860|1000000000.0|0.000|0.000|0.000 US92334NAA19|REGEUCRPRC|VIEFP|05.250|20130603|20080527|20080527|20080527|20081203|VEOLIA ENVIRONNEMENT S.A.|Util|USD|100.072|101.379|5.229|4.872|+3.272|+2.916|WIT 1 7/8 04/30/14 5yr|912828KN9||+291.108|+258.327|+296.809|+261.190|+291.246|+256.588|700000000.0|0.000|0.000|0.000 US92334NAB91|REGEUCRPRC|VIEFP|06.000|20180601|20080527|20080527|20080527|20081201|VEOLIA ENVIRONNEMENT S.A.|Util|USD|96.185|97.864|6.564|6.312|+3.549|+3.301|T 2 3/4 02/15/19 10yr|912828KD1||+333.565|+313.672|+348.969|+324.476|+346.076|+322.209|700000000.0|0.000|0.000|0.000 US92857WAF77|REGEUCRPRC|VOD|05.000|20131216|20030922|20030922|20030922|20040616|VODAFONE GROUP PLC|Tel/Med|USD|103.879|104.766|4.069|3.862|+2.112|+1.906|WIT 1 7/8 04/30/14 5yr|912828KN9||+168.243|+148.382|+167.514|+146.830|+165.259|+145.065|1000000000.0|0.000|0.000|0.000 US92857WAP59|REGEUCRPRC|VOD|05.625|20170227|20070227|20070227|20070227|20070827|VODAFONE GROUP PLC|Tel/Med|USD|98.198|99.144|5.915|5.761|+2.900|+2.750|T 2 3/4 02/15/19 10yr|912828KD1||+286.195|+273.202|+295.778|+280.603|+292.833|+278.022|1300000000.0|0.000|0.000|0.000 US92857WAQ33|REGEUCRPRC|VOD|06.150|20370227|20070227|20070227|20070227|20070827|VODAFONE GROUP PLC|Tel/Med|USD|93.638|96.489|6.654|6.422|+2.692|+2.466|T 3 1/2 02/15/39 30yr|912810QA9||+292.571|+276.903|+313.678|+290.331|+314.459|+291.255|1700000000.0|0.000|0.000|0.000 US92857WAR16|REGEUCRPRC|VOD|05.350|20120227|20070227|20070227|20070227|20070827|VODAFONE GROUP PLC|Tel/Med|USD|101.942|104.774|4.604|3.550|+3.237|+2.189|T 1 3/8 04/15/12 3yr|912828KK5||+275.368|+173.294|+277.922|+172.174|+270.998|+167.959|500000000.0|0.000|0.000|0.000 USG4671XAC41|REGEUCRPRC|HUWHY|07.000|20110216|20010216|20010216|20010216|20010816|HUTCHISON WHAMPOA INTERNATIONAL LTD|Ind|USD|105.628|105.949|3.705|3.525|+2.763|+2.603|WIT 7/8 04/30/11 2yr|912828KL3||+215.063|+197.074|+212.364|+194.342|+206.029|+188.474|1500000000.0|0.000|0.000|0.000 USG4672CAA39|REGEUCRPRC|HUWHY|05.450|20101124|20031124|20031124|20031124|20040524|HUTCHISON WHAMPOA INTERNATIONAL LTD|Ind|USD|103.455|103.850|3.155|2.900|+2.213|+1.978|WIT 7/8 04/30/11 2yr|912828KL3||+149.024|+123.644|+149.571|+124.019|+144.952|+119.996|1500000000.0|0.000|0.000|0.000 USG4672CAB12|REGEUCRPRC|HUWHY|06.250|20140124|20031124|20031124|20031124|20040724|HUTCHISON WHAMPOA INTERNATIONAL LTD|Ind|USD|102.774|104.045|5.571|5.269|+3.614|+3.313|WIT 1 7/8 04/30/14 5yr|912828KN9||+313.931|+285.916|+314.701|+284.296|+309.774|+280.193|2000000000.0|0.000|0.000|0.000 USG4672CAC94|REGEUCRPRC|HUWHY|07.450|20331124|20031124|20031124|20031124|20040524|HUTCHISON WHAMPOA INTERNATIONAL LTD|Ind|USD|89.610|90.572|8.460|8.359|+4.498|+4.403|T 3 1/2 02/15/39 30yr|912810QA9||+448.041|+442.325|+495.698|+485.483|+496.516|+486.390|1500000000.0|0.000|0.000|0.000 USG4672QAA25|REGEUCRPRC|HUWHY|06.500|20130213|20030213|20030213|20030213|20030813|HUTCHISON WHAMPOA INTERNATIONAL LTD|Ind|USD|103.455|104.416|5.471|5.194|+3.514|+3.238|WIT 1 7/8 04/30/14 5yr|912828KN9||+330.931|+304.884|+330.850|+303.024|+323.940|+296.907|3500000000.0|0.000|0.000|0.000 USG4672UAA37|REGEUCRPRC|HUWHY|07.625|20190409|20090409|20090409|20090409|20091009|HUTCHISON WHAMPOA LTD|Ind|USD|99.392|103.320|7.713|7.151|+4.698|+4.138|T 2 3/4 02/15/19 10yr|912828KD1||+448.097|+403.350|+458.566|+402.246|+455.946|+401.054|1500000000.0|0.000|0.000|0.000 USG5825LAB48|REGEUCRPRC|MKS|06.250|20171201|20071206|20071206|20071206|20080601|MARKS AND SPENCER P.L.C.|Cons|USD|76.200|78.588|10.531|10.030|+7.516|+7.017|T 2 3/4 02/15/19 10yr|912828KD1||+621.574|+590.897|+750.401|+700.287|+735.604|+687.171|500000000.0|0.000|0.000|0.000 USG8227UAA46|REGEUCRPRC|SUMIBK|06.078|99991231|20061218|20061218|20061218|20070725|SMFG PREFERRED CAPITAL USD 1 LTD|Upper T2/T1|USD|58.911|63.902|15.327|13.822|+12.310|+10.809|T 2 3/4 02/15/19 10yr|912828KD1||+892.699|+822.623|+1247.242|+1096.710|+1210.113|+1066.308|1650000000.0|0.000|0.000|0.000 USG8228NAA93|REGEUCRPRC|SUMIBK|08.750|99991231|20080512|20080512|20080512|20080725|SMFG PREFERRED CAPITAL USD 2 LTD|Upper T2/T1|USD|87.430|90.925|12.673|11.513|+10.714|+9.557|WIT 1 7/8 04/30/14 5yr|912828KN9||+938.246|+853.110|+1036.064|+920.086|+1007.412|+896.322|1800000000.0|0.000|0.000|0.000 USG87621AL52|REGEUCRPRC|TSCOLN|06.150|20371115|20071105|20071105|20071105|20080515|TESCO PLC|Cons|USD|89.745|93.510|6.984|6.661|+3.022|+2.705|T 3 1/2 02/15/39 30yr|912810QA9||+312.829|+292.498|+346.235|+313.962|+346.943|+314.851|1150000000.0|0.000|0.000|0.000 USL2967VCX12|REGEUCRPRC|ENEL|05.700|20130115|20070920|20070920|20070920|20080115|ENEL FINANCE INTERNATIONAL S.A.|Util|USD|101.221|102.338|5.329|4.997|+3.372|+3.041|WIT 1 7/8 04/30/14 5yr|912828KN9||+315.087|+284.258|+319.331|+286.128|+312.464|+280.183|1000000000.0|0.000|0.000|0.000 USL2967VCY94|REGEUCRPRC|ENEL|06.250|20170915|20070920|20070920|20070920|20080315|ENEL FINANCE INTERNATIONAL S.A.|Util|USD|92.099|94.028|7.539|7.212|+4.524|+4.201|T 2 3/4 02/15/19 10yr|912828KD1||+421.517|+396.072|+453.347|+420.437|+447.671|+415.666|1500000000.0|0.000|0.000|0.000 USL2967VCZ69|REGEUCRPRC|ENEL|06.800|20370915|20070920|20070920|20070920|20080315|ENEL FINANCE INTERNATIONAL S.A.|Util|USD|80.661|83.146|8.636|8.361|+4.674|+4.405|T 3 1/2 02/15/39 30yr|912810QA9||+426.598|+412.626|+512.005|+484.032|+512.487|+484.707|1000000000.0|0.000|0.000|0.000 USU2445TAA08|REGEUCRPRC|KBC|08.220|99991231|19991110|19991110|19991110|20001110|KBC BANK FUNDING TRUST IV|Upper T2/T1|EUR|00.000|52.500|0.000|0.000|||DBR 4.000 07/04/09||DE0001135119|||||||300000000.0|0.000|0.000|0.000 USU36240AS54|REGEUCRPRC|GM|05.375|20110606|20081231|20081231|20081231|20090606|GMAC LLC|Auto|USD|70.000|80.000|24.574|17.163|+23.620|+16.241|WIT 7/8 04/30/11 2yr|912828KL3||+1818.404|+1337.414|+2302.707|+1561.525|+2196.484|+1502.103|570441000.0|0.000|0.000|0.000 USU65478AB22|REGEUCRPRC|NSANY|05.625|20110314|20060314|20060314|20060314|20060914|NISSAN MOTOR ACCEPTANCE CORPN|Auto|USD|92.186|94.808|10.339|8.700|+9.397|+7.778|WIT 7/8 04/30/11 2yr|912828KL3||+822.563|+681.088|+878.967|+715.026|+853.591|+695.622|1000000000.0|0.000|0.000|0.000 USU90400AA73|REGEUCRPRC|UCGIM|08.048|99991231|20001005|20001005|20001005|20011005|UNICREDITO ITALIANO CAPITAL TRUST I|Upper T2/T1|EUR|52.000|56.333|15.435|14.253|+14.336|+13.217|DBR 5.250 07/04/10||DE0001135150|+599.464|+583.797|+1190.405|+1073.036|+1130.977|+1019.359|540000000.0|0.000|0.000|0.000 XS0033004127|REGEUCRPRC|LLOYDS|12.000|20110102|19910730|19910730|19910730|19920102|TSB GROUP PLC (NOW LLOYDS TSB GROUP PLC)|Lower T2|GBP|106.277|107.901|7.610|6.637|+6.480|+5.554|UKT 4.250 03/07/11||GB00B0LNX641|+590.646|+491.108|+539.582|+445.501|+547.534|+450.806|100000000.0|0.000|0.000|0.000 XS0034981661|REGEUCRPRC|ABBEY|11.500|20170104|19911230|19911230|19911230|19930104|ABBEY NATIONAL STERLING CAPITAL PLC|Lower T2|GBP|104.402|111.074|10.340|9.177|+7.378|+6.230|UKT 4.000 09/07/16||GB00B0V3WX43|+721.626|+622.799|+658.048|+546.707|+694.672|+577.535|150000000.0|0.000|0.000|0.000 XS0041864512|REGEUCRPRC|ABBEY|10.125|20230104|19930204|19930204|19930204|19940104|ABBEY NATIONAL STERLING CAPITAL PLC|Lower T2|GBP|96.947|100.791|10.277|9.763|+7.315|+6.816|UKT 4.000 09/07/16||GB00B0V3WX43|+633.671|+597.630|+607.029|+558.027|+650.328|+598.147|150000000.0|0.000|0.000|0.000 XS0041971275|REGEUCRPRC|HBOS|10.500|20180216|19930216|19930216|19930216|19940216|LEEDS PERMANENT BUILDING SOCIETY (NOW BANK OF SCOTLAND PLC)|Lower T2|GBP|94.256|104.036|11.241|9.552|+7.986|+6.308|UKT 5.000 03/07/18||GB00B1VWPC84|+752.013|+623.380|+732.735|+571.890|+774.787|+604.720|150000000.0|0.000|0.000|0.000 XS0042123637|REGEUCRPRC|RBS|10.500|20130301|19930301|19930301|19930301|19940301|ROYAL BANK OF SCOTLAND PLC|Lower T2|GBP|97.821|99.819|10.907|10.271|+8.497|+7.880|UKT 5.000 09/07/14||GB0031829509|+814.879|+760.180|+777.761|+717.608|+809.846|+746.483|150000000.0|0.000|0.000|0.000 XS0042695782|REGEUCRPRC|BACR|10.125|20171221|19930325|19930325|19930325|19931221|WOOLWICH BUILDING SOCIETY (NOW WOOLWICH PLC)|Lower T2|GBP|108.142|110.993|7.320|6.490|+5.327|+4.529|UKT 5.000 03/07/12||GB0030468747|+487.108|+404.667|+440.327|+360.105|+455.619|+372.698|100000000.0|0.000|0.000|0.000 XS0043041879|REGEUCRPRC|HSBC|09.875|20180408|19930408|19930408|19930408|19940408|HSBC HOLDINGS PLC|Lower T2|GBP|106.486|109.468|8.606|8.159|+6.196|+5.768|UKT 5.000 09/07/14||GB0031829509|+529.672|+490.838|+480.188|+437.115|+508.151|+463.032|250000000.0|0.000|0.000|0.000 XS0043098127|REGEUCRPRC|LLOYDS|09.625|20230406|19930406|19930406|19930406|19940406|LLOYDS BANK PLC (NOW LLOYDS TSB BANK PLC)|Lower T2|GBP|83.470|89.017|11.789|10.917|+7.597|+6.740|UKT 5.000 03/07/25||GB0030880693|+706.772|+655.646|+749.283|+666.506|+802.484|+713.638|300000000.0|0.000|0.000|0.000 XS0046132014|REGEUCRPRC|BACR|09.000|99991231|19931011|19931011|19931011|19941011|BARCLAYS BANK PLC|Upper T2/T1|GBP|56.500|64.000|16.651|14.743|+12.498|+10.605|UKT 5.000 03/07/25||GB0030880693|+883.458|+816.339|+1205.469|+1028.083|+1298.922|+1104.185|100000000.0|0.000|0.000|0.000 XS0047364947|REGEUCRPRC|NWIDE|08.625|20180329|19931129|19931129|19931129|19940329|NATIONWIDE BUILDING SOCIETY|Lower T2|GBP|93.228|95.395|9.565|9.194|+6.310|+5.950|UKT 5.000 03/07/18||GB00B1VWPC84|+579.213|+550.676|+572.369|+536.707|+603.863|+566.374|125000000.0|0.000|0.000|0.000 XS0047897417|REGEUCRPRC|PRUFIN|08.500|99991231|19940107|19940107|19940107|19940630|SCOTTISH AMICABLE FINANCE PLC|Upper T2/T1|GBP|91.312|94.608|9.745|9.185|+6.490|+5.941|UKT 5.000 03/07/18||GB00B1VWPC84|+586.630|+544.844|+587.407|+533.881|+619.784|+563.346|100000000.0|0.000|0.000|0.000 XS0050504306|REGEUCRPRC|CWLN|08.625|20190325|19940601|19940601|19940601|19950325|CABLE & WIRELESS INTERNATIONAL FINANCE BV|Tel/Med|GBP|84.750|91.000|10.951|9.856|+7.459|+6.374|UKT 4.500 03/07/19||GB00B39R3F84|+665.418|+590.494|+696.766|+592.290|+737.154|+626.412|200000000.0|0.000|0.000|0.000 XS0050948958|REGEUCRPRC|RBS|09.625|20150622|19940622|19940622|19940622|19950622|ROYAL BANK OF SCOTLAND PLC|Lower T2|GBP|93.034|96.286|10.945|10.203|+8.165|+7.438|UKT 4.750 09/07/15||GB0033280339|+746.277|+687.999|+734.925|+664.368|+771.072|+696.649|250000000.0|0.000|0.000|0.000 XS0051799046|REGEUCRPRC|GESB|08.350|20181115|19940712|19940712|19940515|19941115|GESB PLC|SnBnk/Fin|GBP|127.669|127.919|4.712|4.684|+1.457|+1.440|UKT 5.000 03/07/18||GB00B1VWPC84|+125.816|+122.797|+103.901|+101.112|+110.508|+107.699|104555000.0|0.000|0.000|0.000 XS0052067583|REGEUCRPRC|BRITEL|08.625|20200326|19940823|19940823|19940823|19950326|BRITISH TELECOMMUNICATIONS PLC|Tel/Med|GBP|99.183|101.293|8.556|8.263|+4.913|+4.631|UKT 4.750 03/07/20||GB00B058DQ55|+483.573|+460.116|+459.654|+431.403|+488.185|+458.509|300000000.0|0.000|0.000|0.000 XS0055251010|REGEUCRPRC|BRK|09.250|20200117|19950117|19950117|19950117|19960117|YORKSHIRE ELECTRICITY GROUP PLC (NOW YORKSHIRE ELECTRICITY DIST|Util|GBP|120.987|124.005|6.363|6.028|+2.720|+2.396|UKT 4.750 03/07/20||GB00B058DQ55|+301.882|+268.637|+249.313|+217.349|+268.519|+235.274|200000000.0|0.000|0.000|0.000 XS0055585573|REGEUCRPRC|SNCB|09.375|20200221|19950221|19950221|19950221|19960221|SOCIETE NATIONALE DES CHEMINS DE FER BELGES (NOW FONDS DE L INF|Util|GBP|138.378|139.394|4.690|4.595|+1.047|+0.963|UKT 4.750 03/07/20||GB00B058DQ55|+121.851|+110.688|+86.104|+76.854|+99.620|+90.090|200000000.0|0.000|0.000|0.000 XS0058209106|REGEUCRPRC|EDF|08.500|20250331|19950705|19950705|19950705|19960331|EASTERN GROUP PLC (NOW EDF ENERGY NETWORKS (EPN) PLC)|Util|GBP|121.502|123.814|6.219|6.023|+2.027|+1.846|UKT 5.000 03/07/25||GB0030880693|+261.071|+241.101|+213.633|+194.099|+232.187|+211.766|200000000.0|0.000|0.000|0.000 XS0058343251|REGEUCRPRC|NGGLN|08.750|20250627|19950627|19950627|19950627|19960627|BRITISH GAS PLC (NOW NATIONAL GRID GAS PLC)|Util|GBP|123.474|125.320|6.277|6.123|+2.085|+1.946|UKT 5.000 03/07/25||GB0030880693|+271.234|+255.915|+219.148|+204.252|+238.267|+222.676|146437000.0|0.000|0.000|0.000 XS0058957316|REGEUCRPRC|UU|08.875|20260325|19950803|19950803|19950803|19960325|NORWEB PLC (NOW UNITED UTILITIES ELECTRICITY PLC)|Util|GBP|115.746|117.220|7.102|6.969|+2.910|+2.792|UKT 5.000 03/07/25||GB0030880693|+351.600|+339.774|+299.029|+286.185|+321.853|+308.358|450000000.0|0.000|0.000|0.000 XS0059124742|REGEUCRPRC|CS|10.250|99991231|19950817|19950817|19950817|19960817|CREDIT SUISSE FINANCIAL PRODUCTS|Upper T2/T1|GBP|69.375|79.375|18.116|15.026|+15.337|+12.262|UKT 4.750 09/07/15||GB0033280339|+1217.301|+1042.049|+1402.655|+1116.529|+1489.398|+1179.252|100000000.0|0.000|0.000|0.000 XS0060490017|REGEUCRPRC|BRK|08.875|20201016|19951016|19951016|19951016|19961016|NORTHERN ELECTRIC FINANCE PLC|Util|GBP|118.953|121.837|6.370|6.061|+2.727|+2.429|UKT 4.750 03/07/20||GB00B058DQ55|+293.455|+263.056|+244.945|+215.254|+264.298|+233.414|100000000.0|0.000|0.000|0.000 XS0062270581|REGEUCRPRC|UBS|08.750|20251218|19951218|19951218|19951218|19961218|SWISS BANK CORPN (JERSEY) (NOW UBS AG)|Lower T2|GBP|84.596|91.031|10.490|9.625|+6.298|+5.448|UKT 5.000 03/07/25||GB0030880693|+590.577|+538.269|+623.812|+541.259|+666.745|+578.460|150000000.0|0.000|0.000|0.000 XS0062992028|REGEUCRPRC|FHYDR|09.000|20210731|19960117|19960117|19960117|19960731|FIRST HYDRO FINANCE PLC|Util|GBP|93.822|99.144|9.882|9.118|+6.239|+5.486|UKT 4.750 03/07/20||GB00B058DQ55|+574.788|+520.806|+601.471|+525.051|+616.146|+538.727|400000000.0|0.000|0.000|0.000 XS0063233679|REGEUCRPRC|CWLN|08.750|20120806|19960126|19960126|19960126|19960806|CABLE & WIRELESS PLC|Tel/Med|GBP|99.500|102.167|8.718|7.793|+6.725|+5.834|UKT 5.000 03/07/12||GB0030468747|+614.797|+529.348|+587.111|+498.317|+605.781|+513.476|200000000.0|0.000|0.000|0.000 XS0064908592|REGEUCRPRC|DMGOLN|10.000|20210409|19960409|19960409|19960409|19970409|DAILY MAIL & GENERAL TRUST PLC|Tel/Med|GBP|83.939|86.373|12.297|11.870|+8.654|+8.238|UKT 4.750 03/07/20||GB00B058DQ55|+769.761|+744.669|+809.370|+769.062|+863.203|+819.962|165000000.0|0.000|0.000|0.000 XS0066120915|REGEUCRPRC|HBOS|09.375|20210515|19960515|19960515|19960515|19970515|HALIFAX BUILDING SOCIETY (NOW BANK OF SCOTLAND PLC)|Lower T2|GBP|84.871|88.342|11.460|10.886|+7.817|+7.254|UKT 4.750 03/07/20||GB00B058DQ55|+696.565|+660.981|+729.730|+675.193|+777.058|+718.813|500000000.0|0.000|0.000|0.000 XS0066877258|REGEUCRPRC|AVLN|09.500|20160620|19960620|19960620|19960620|19970620|COMMERCIAL UNION PLC (NOW AVIVA PLC)|SnBnk/Fin|GBP|109.607|113.012|7.549|6.982|+4.587|+4.035|UKT 4.000 09/07/16||GB00B0V3WX43|+444.659|+391.083|+396.838|+341.939|+418.102|+361.035|200000000.0|0.000|0.000|0.000 XS0068009637|REGEUCRPRC|BACR|09.500|20210807|19960807|19960807|19960807|19970807|WOOLWICH BUILDING SOCIETY (NOW WOOLWICH PLC)|Lower T2|GBP|94.546|99.262|10.038|9.373|+6.395|+5.741|UKT 4.750 03/07/20||GB00B058DQ55|+606.991|+559.400|+592.888|+529.469|+631.776|+564.520|200000000.0|0.000|0.000|0.000 XS0069909751|REGEUCRPRC|LLOYDS|09.125|20111017|19961017|19961017|19961017|19971017|LLOYDS TSB BANK PLC|Lower T2|GBP|102.049|103.480|7.969|7.346|+6.839|+6.263|UKT 4.250 03/07/11||GB00B0LNX641|+581.949|+522.112|+546.648|+486.912|+561.079|+499.148|150000000.0|0.000|0.000|0.000 XS0070077010|REGEUCRPRC|NRBS|09.375|20211017|19961017||19961017|19971017|NORTHERN ROCK BUILDING SOCIETY (NOW NORTHERN ROCK PLC)|Lower T2|GBP|55.930|64.497|17.870|15.517|+14.227|+11.886|UKT 4.750 03/07/20||GB00B058DQ55|+977.754|+892.281|+1325.162|+1107.355|+1425.755|+1186.552|150000000.0|0.000|0.000|0.000 XS0070614390|REGEUCRPRC|BACA|08.375|20111104|19961104|19961104|19961104|19971104|BANK AUSTRIA AG (NOW UNICREDIT BANK AUSTRIA AG)|Lower T2|GBP|105.580|108.130|5.797|4.764|+4.667|+3.681|UKT 4.250 03/07/11||GB00B0LNX641|+361.188|+255.919|+334.728|+234.013|+342.002|+238.821|100000000.0|0.000|0.000|0.000 XS0071252919|REGEUCRPRC|BACR|09.250|99991231|19961127|19961127|19961127|19971127|WOOLWICH BUILDING SOCIETY (NOW WOOLWICH PLC)|Upper T2/T1|GBP|59.000|68.000|16.765|14.506|+13.121|+10.873|UKT 4.750 03/07/20||GB00B058DQ55|+930.894|+841.704|+1222.281|+1012.230|+1312.232|+1082.706|150000000.0|0.000|0.000|0.000 XS0073359548|REGEUCRPRC|SCOTPO|08.375|20170220|19970220|19970220|19970220|19980220|SCOTTISH POWER PLC (NOW SCOTTISH POWER UK PLC)|Util|GBP|117.680|119.340|5.442|5.210|+2.480|+2.263|UKT 4.000 09/07/16||GB00B0V3WX43|+219.057|+194.555|+185.324|+162.351|+198.170|+174.532|200000000.0|0.000|0.000|0.000 XS0074664631|REGEUCRPRC|BERLIN|08.000|20121217|19970327|19970327|19970327|19971217|BGB FINANCE (IRELAND) PLC|Lower T2|GBP|104.989|106.295|6.294|5.908|+4.301|+3.947|UKT 5.000 03/07/12||GB0030468747|+368.300|+330.414|+341.984|+304.511|+352.627|+314.053|150000000.0|0.000|0.000|0.000 XS0075123413|REGEUCRPRC|EDF|08.750|20120330|19970414|19970414|19970414|19980330|EASTERN ELECTRICITY PLC (NOW EDF ENERGY NETWORKS (EPN) PLC)|Util|GBP|112.577|113.796|4.023|3.617|+2.030|+1.656|UKT 5.000 03/07/12||GB0030468747|+162.305|+118.559|+143.818|+103.840|+148.510|+107.776|200000000.0|0.000|0.000|0.000 XS0079432299|REGEUCRPRC|RBS|07.875|20150909|19970909|19970909|19970909|19980909|NATIONAL WESTMINSTER BANK PLC|Lower T2|GBP|86.143|90.237|10.715|9.770|+7.935|+7.005|UKT 4.750 09/07/15||GB0033280339|+685.394|+614.233|+710.139|+620.090|+743.050|+648.267|300000000.0|0.000|0.000|0.000 XS0083544212|REGEUCRPRC|PRUFIN|06.875|20230120|19980120|19980120|19980120|19990120|PRUDENTIAL CORPN PLC (NOW PRUDENTIAL PLC)|SnBnk/Fin|GBP|80.117|83.839|9.307|8.769|+5.115|+4.592|UKT 5.000 03/07/25||GB0030880693|+468.486|+433.936|+514.227|+462.863|+546.140|+491.765|300000000.0|0.000|0.000|0.000 XS0083567775|REGEUCRPRC|NWGLN|06.875|20230206|19980206|19980206|19980206|19990206|NORTHUMBRIAN WATER GROUP PLC (NOW NORTHUMBRIAN WATER FINANCE PL|Util|GBP|101.109|103.874|6.634|6.337|+2.442|+2.160|UKT 5.000 03/07/25||GB0030880693|+272.683|+247.359|+256.512|+228.108|+274.726|+245.076|350000000.0|0.000|0.000|0.000 XS0083930791|REGEUCRPRC|SGROLN|07.125|20100217|19980217|19980217|19980217|19980817|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|98.794|99.288|8.726|8.058|+8.009|+7.399|UKT 4.750 06/07/10||GB00B0330274|+675.489|+612.196|+693.614|+625.696|+680.829|+614.529|125000000.0|0.000|0.000|0.000 XS0084333219|REGEUCRPRC|CARLB|07.000|20130226|19980226|19980226|19980226|19990226|CARLSBERG FINANS A/S|Cons|GBP|99.545|102.035|7.006|6.273|+4.596|+3.882|UKT 5.000 09/07/14||GB0031829509|+419.821|+351.049|+404.636|+333.608|+416.570|+343.330|200000000.0|0.000|0.000|0.000 XS0084657039|REGEUCRPRC|III|06.875|20230309|19980309|19980309|19980309|19990309|3I GROUP PLC|Ind|GBP|63.405|78.747|12.204|9.502|+8.012|+5.325|UKT 5.000 03/07/25||GB0030880693|+621.232|+479.550|+788.976|+532.222|+840.349|+565.776|200000000.0|0.000|0.000|0.000 XS0085211315|REGEUCRPRC|VRDLN|06.875|20180918|19980318|19980318|19980318|19980918|NORTHERN IRELAND ELECTRICITY PLC|Util|GBP|111.037|112.001|5.272|5.151|+2.017|+1.907|UKT 5.000 03/07/18||GB00B1VWPC84|+175.715|+163.256|+154.218|+142.021|+165.717|+153.140|175000000.0|0.000|0.000|0.000 XS0085732716|REGEUCRPRC|HMSOLN|07.250|20280421|19980421|19980421|19980421|19990421|HAMMERSON PLC|Ind|GBP|61.541|63.400|12.316|11.958|+8.071|+7.725|UKT 6.000 12/07/28||GB0002404191|+603.647|+589.831|+796.784|+763.061|+850.914|+814.388|200000000.0|0.000|0.000|0.000 XS0086005971|REGEUCRPRC|KEL|06.875|20100423|19980423|19980423|19980423|19990423|YORKSHIRE WATER PLC (NOW YORKSHIRE WATER SERVICES FINANCE PLC)|Util|GBP|103.091|103.668|3.528|2.943|+2.811|+2.283|UKT 4.750 06/07/10||GB00B0330274|+165.820|+105.456|+160.479|+102.128|+159.289|+100.877|200000000.0|0.000|0.000|0.000 XS0087240163|REGEUCRPRC|SCOTPO|06.750|20230529|19980529|19980529|19980529|19990529|SCOTTISH POWER PLC (NOW SCOTTISH POWER UK PLC)|Util|GBP|101.763|103.661|6.449|6.250|+2.257|+2.073|UKT 5.000 03/07/25||GB0030880693|+253.958|+236.627|+237.656|+218.334|+255.267|+235.087|250000000.0|0.000|0.000|0.000 XS0087993423|REGEUCRPRC|BRADBI|06.625|20230616|19980616|19980616|19980616|19990616|BRADFORD & BINGLEY BUILDING SOCIETY (NOW BRADFORD & BINGLEY PLC|Lower T2|GBP|07.500|16.500|72.722|37.849|+68.530|+33.671|UKT 5.000 03/07/25||GB0030880693|+1099.577|+1017.631|+5887.303|+3084.375|+7000.839|+3461.832|125000000.0|0.000|0.000|0.000 XS0088317853|REGEUCRPRC|HSBC|06.500|20230707|19980707|19980707|19980707|19990707|MIDLAND BANK PLC (NOW HSBC BANK PLC)|Lower T2|GBP|87.755|91.006|7.815|7.414|+3.623|+3.237|UKT 5.000 03/07/25||GB0030880693|+356.035|+326.482|+369.205|+330.473|+392.864|+352.166|300000000.0|0.000|0.000|0.000 XS0089553282|REGEUCRPRC|AWLN|06.875|20230821|19980821|19980821|19980821|19990821|ANGLIAN WATER PLC (NOW ANGLIAN WATER SERVICES FINANCING PLC)|Util|GBP|100.349|101.639|6.718|6.580|+2.526|+2.403|UKT 5.000 03/07/25||GB0030880693|+278.579|+266.823|+263.075|+249.595|+282.193|+268.088|200000000.0|0.000|0.000|0.000 XS0089773484|REGEUCRPRC|AXASA|06.625|20230821|19980821|19980821|19980821|19990821|GUARDIAN ROYAL EXCHANGE PLC|SnBnk/Fin|GBP|85.606|89.923|8.215|7.667|+4.023|+3.490|UKT 5.000 03/07/25||GB0030880693|+386.384|+347.467|+406.945|+354.332|+432.848|+377.514|150000000.0|0.000|0.000|0.000 XS0090078907|REGEUCRPRC|GE|05.125|20150902|19980902|19980902|19980902|19990902|GENERAL ELECTRIC CAPITAL CORPN|Ind|EUR|91.621|97.021|6.791|5.693|+5.116|+4.041|DBR 5.000 01/04/12||DE0001135192|+349.016|+257.428|+378.864|+269.101|+367.568|+262.430|700000000.0|0.000|0.000|0.000 XS0090254722|REGEUCRPRC|RBS|06.500|20210907|19980907|19980907|19980907|19990907|NATIONAL WESTMINSTER BANK PLC|Lower T2|GBP|68.850|72.541|10.984|10.309|+7.341|+6.677|UKT 4.750 03/07/20||GB00B058DQ55|+567.757|+530.680|+682.384|+618.188|+721.907|+653.602|300000000.0|0.000|0.000|0.000 XS0092157600|REGEUCRPRC|RWE|06.750|20281116|19981116|19981116|19981116|19991116|THAMES WATER UTILITIES FINANCE PLC (NOW THAMES WATER UTILITIES |Util|GBP|98.714|100.104|6.752|6.625|+2.507|+2.392|UKT 6.000 12/07/28||GB0002404191|+277.183|+267.245|+264.957|+252.844|+282.694|+269.977|330000000.0|0.000|0.000|0.000 XS0092499077|REGEUCRPRC|GE|05.500|20210607|19981119|19981119|19981119|19990607|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|73.967|78.078|8.944|8.292|+5.301|+4.660|UKT 4.750 03/07/20||GB00B058DQ55|+423.551|+381.609|+489.584|+427.025|+515.108|+449.306|360000000.0|0.000|0.000|0.000 XS0092541969|REGEUCRPRC|STOIL|06.125|20281127|19981127|19981127|19981127|19991127|DEN NORSKE STATS OLJESELSKAP A.S (NOW STATOILHYDRO ASA)|Util|GBP|100.476|103.774|5.989|5.712|+1.744|+1.479|UKT 6.000 12/07/28||GB0002404191|+202.740|+178.684|+191.204|+164.294|+204.646|+176.547|225000000.0|0.000|0.000|0.000 XS0092772002|REGEUCRPRC|BAC|06.125|20101216|19981216|19981216|19981216|19991216|BANKAMERICA CORPN (NOW BANK OF AMERICA CORPN)|SnBnk/Fin|GBP|99.335|100.491|6.438|5.690|+5.721|+5.030|UKT 4.750 06/07/10||GB00B0330274|+441.132|+368.193|+427.354|+354.754|+434.985|+360.338|250000000.0|0.000|0.000|0.000 XS0092993608|REGEUCRPRC|GE|05.250|20101215|19981215|19981215|19981215|19991215|GENERAL ELECTRIC CAPITAL CORPN|Ind|USD|98.311|101.418|6.260|4.259|+5.318|+3.337|WIT 7/8 04/30/11 2yr|912828KL3||+456.548|+263.640|+453.078|+257.709|+450.096|+255.312|250000000.0|0.000|0.000|0.000 XS0093004736|REGEUCRPRC|MRWLN|06.125|20181217|19981217|19981217|19981217|19991217|SAFEWAY PLC|Cons|GBP|106.201|108.469|5.213|4.929|+1.958|+1.685|UKT 5.000 03/07/18||GB00B1VWPC84|+161.710|+133.659|+146.732|+118.694|+157.032|+128.157|200000000.0|0.000|0.000|0.000 XS0093312550|REGEUCRPRC|AWLN|06.625|20290115|19990115|19990115|19990115|20000115|ANGLIAN WATER PLC (NOW ANGLIAN WATER SERVICES FINANCING PLC)|Util|GBP|97.556|100.635|6.737|6.458|+2.492|+2.225|UKT 6.000 12/07/28||GB0002404191|+273.432|+250.904|+263.737|+236.552|+281.200|+252.676|200000000.0|0.000|0.000|0.000 XS0093802055|REGEUCRPRC|SGROLN|06.250|20150930|19990205|19990205|19990205|19990930|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|76.455|79.469|11.329|10.566|+8.549|+7.801|UKT 4.750 09/07/15||GB0033280339|+688.638|+636.922|+767.467|+695.198|+801.884|+725.547|150000000.0|0.000|0.000|0.000 XS0094073672|REGEUCRPRC|NGGLN|05.875|20240202|19990202|19990202|19990202|20000202|NATIONAL GRID CO PLC (NOW NATIONAL GRID ELECTRICITY TRANSMISSIO|Util|GBP|95.908|97.823|6.209|6.009|+2.017|+1.832|UKT 5.000 03/07/25||GB0030880693|+217.815|+200.986|+212.915|+193.579|+227.554|+207.400|450000000.0|0.000|0.000|0.000 XS0094475802|REGEUCRPRC|SEVTRE|06.125|20240226|19990226|19990226|19990226|20000226|SEVERN TRENT WATER UTILITIES FINANCE PLC (SEVERN TRENT UTILITIE|Util|GBP|97.661|99.066|6.272|6.127|+2.080|+1.950|UKT 5.000 03/07/25||GB0030880693|+227.199|+214.403|+219.130|+204.558|+234.574|+219.369|300000000.0|0.000|0.000|0.000 XS0094515953|REGEUCRPRC|ABBEY|04.625|20110211|19990211|19990211|19990211|20000211|ABBEY NATIONAL PLC|Lower T2|EUR|96.851|99.158|6.548|5.122|+5.230|+3.840|DBR 5.250 01/04/11||DE0001135168|+455.589|+324.694|+476.166|+333.467|+459.040|+322.282|500000000.0|0.000|0.000|0.000 XS0094899241|REGEUCRPRC|BXTN|06.000|20101230|19990301|19990301|19990301|19990630|BRIXTON ESTATE PLC (NOW BRIXTON PLC)|Ind|GBP|55.000|72.500|48.574|27.840|+47.857|+27.181|UKT 4.750 06/07/10||GB00B0330274|+3166.063|+2086.028|+4649.180|+2575.789|+4641.039|+2570.704|275000000.0|0.000|0.000|0.000 XS0095116280|REGEUCRPRC|VATFAL|04.500|20111025|19990315|19990315|19990315|19991025|VATTENFALL TREASURY AB|Util|EUR|102.314|103.600|3.499|2.962|+2.013|+1.503|DBR 5.000 07/04/11||DE0001135184|+148.829|+96.159|+149.106|+95.440|+145.180|+93.091|250000000.0|0.000|0.000|0.000 XS0095371638|REGEUCRPRC|SCOHYD|05.875|20220922|19990322|19990322|19990322|19990922|SCOTTISH & SOUTHERN ENERGY PLC|Util|GBP|99.990|103.640|5.788|5.407|+2.145|+1.775|UKT 4.750 03/07/20||GB00B058DQ55|+186.484|+152.047|+176.601|+139.590|+189.564|+151.151|300000000.0|0.000|0.000|0.000 XS0095501606|REGEUCRPRC|LLOYDS|04.750|20110318|19990318|19990318|19990318|20000318|LLOYDS BANK PLC (NOW LLOYDS TSB BANK PLC)|Lower T2|EUR|94.713|96.372|7.891|6.874|+6.572|+5.592|DBR 5.250 01/04/11||DE0001135168|+572.288|+482.900|+608.217|+506.494|+585.051|+488.280|850000000.0|0.000|0.000|0.000 XS0095637418|REGEUCRPRC|HUWHY|06.750|20151207|19990324|19990324|19990324|19991207|HUTCHISON PORTS (UK) FINANCE PLC|Ind|GBP|97.493|98.816|7.104|6.852|+4.324|+4.087|UKT 4.750 09/07/15||GB0033280339|+371.789|+349.663|+360.525|+336.262|+376.489|+351.333|325000000.0|0.000|0.000|0.000 XS0096298822|REGEUCRPRC|GE|05.250|20281207|19990409|19990409|19990409|19991207|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|61.254|65.036|9.522|8.943|+5.277|+4.710|UKT 6.000 12/07/28||GB0002404191|+402.069|+374.605|+531.551|+476.156|+562.591|+503.612|425000000.0|0.000|0.000|0.000 XS0096874671|REGEUCRPRC|PRUFIN|05.875|20290511|19990511|19990511|19990511|20000511|PRUDENTIAL CORPN PLC (NOW PRUDENTIAL PLC)|SnBnk/Fin|GBP|67.796|71.376|9.320|8.818|+5.075|+4.585|UKT 6.000 12/07/28||GB0002404191|+413.380|+387.636|+512.311|+464.166|+543.294|+492.042|250000000.0|0.000|0.000|0.000 XS0097093636|REGEUCRPRC|DD|05.875|20090511|19990511|19990511|19990511|20000511|DU PONT DE NEMOURS (E.I.) & CO|Ind|USD|100.092|100.112|1.077|0.109|+0.139|-0.802|WIT 7/8 04/30/11 2yr|912828KL3||+70.449|-32.417|+72.958|-23.927|+66.668|-30.637|400000000.0|0.000|0.000|0.000 XS0097245244|REGEUCRPRC|ASSGEN|04.750|20140512|19990512|19990512|19990512|20000512|GENERALI FINANCE B.V.|SnBnk/Fin|EUR|103.352|104.333|3.999|3.786|+1.875|+1.683|DBR 4.500 01/04/13||DE0001135218|+126.282|+105.813|+125.755|+104.422|+123.853|+103.207|1500000000.0|0.000|0.000|0.000 XS0097283096|REGEUCRPRC|BRITEL|05.750|20281207|19990518|19990518|19990518|19991207|BRITISH TELECOMMUNICATIONS PLC|Tel/Med|GBP|68.130|70.101|9.140|8.862|+4.895|+4.629|UKT 6.000 12/07/28||GB0002404191|+401.442|+387.141|+495.039|+468.336|+524.583|+496.175|600000000.0|0.000|0.000|0.000 XS0097441264|REGFRNEUCRPRC|HVB|02.370|20090520|19990520|19990520|19990520|19990820|BAYERISCHE HYPO- UND VEREINSBANK AG|Lower T2|EUR|98.318|106.318|0.000|0.000|+42.282||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|125000000.0|+4228.200||+47.000 XS0097596208|REGEUCRPRC|ASSGEN|04.500|20090528|19990528|19990528|19990528|20000528|ISTITUTO NAZIONALE DELLE ASSICURAZIONI SPA|SnBnk/Fin|EUR|100.008|100.224|4.196|0.905|+3.402|+0.750|DBR 4.000 07/04/09||DE0001135119|+332.568|-5.724|+319.822|-4.747|+322.646|-5.502|750000000.0|0.000|0.000|0.000 XS0097717358|REGEUCRPRC|LMETEL|06.500|20090520|19990520|19990520|19990520|20000520|ERICSSON L M TELEFONAKTIEBOLAGET (PUBL)|Tel/Med|USD|100.050|100.150|4.996|2.917|+4.058|+2.006|WIT 7/8 04/30/11 2yr|912828KL3||+491.592|+266.549|+460.899|+252.992|+465.244|+251.476|483000000.0|0.000|0.000|0.000 XS0097777253|REGEUCRPRC|SEVTRE|06.250|20290607|19990607|19990607|19990607|20000607|SEVERN TRENT WATER UTILITIES FINANCE PLC (SEVERN TRENT UTILITIE|Util|GBP|97.927|99.371|6.335|6.208|+2.090|+1.975|UKT 6.000 12/07/28||GB0002404191|+233.777|+223.276|+224.803|+212.352|+239.911|+226.873|425000000.0|0.000|0.000|0.000 XS0098556961|REGEUCRPRC|NRBS|06.750|99991231|19990617|19990617|19990617|20000617|NORTHERN ROCK PLC|Upper T2/T1|GBP|25.000|35.000|25.307|18.404|+21.115|+14.227|UKT 5.000 03/07/25||GB0030880693|+567.880|+526.257|+2005.923|+1380.564|+2194.030|+1484.424|200000000.0|0.000|0.000|0.000 XS0098650475|REGEUCRPRC|AAB|04.750|20090622|19990622|19990622|19990622|20000622|BOUWFONDS NEDERLANDSE GEMEENTEN N.V. (NOW ABN AMRO BANK N.V.)|SnBnk/Fin|EUR|99.923|100.379|5.128|1.788|+4.173|+1.324|DBR 4.500 07/04/09||DE0001135127|+408.449|+65.932|+396.487|+67.021|+397.030|+63.426|600000000.0|0.000|0.000|0.000 XS0098692980|REGEUCRPRC|EOANGR|05.000|20090708|19990708|19990708|19990708|20000708|POWERGEN UK PLC|Util|EUR|100.488|100.706|2.119|0.929|+1.325|+0.774|DBR 4.000 07/04/09||DE0001135119|+92.021|-30.868|+89.047|-28.364|+88.433|-29.547|263927000.0|0.000|0.000|0.000 XS0098738056|REGEUCRPRC|HSBC|05.125|20090624|19990624|19990624|19990624|20000624|HOUSEHOLD FINANCE CORPN (NOW HSBC FINANCE CORPN)|SnBnk/Fin|EUR|99.811|100.140|6.240|3.924|+5.446|+3.769|DBR 4.000 07/04/09||DE0001135119|+522.469|+285.213|+504.887|+276.407|+507.882|+275.243|750000000.0|0.000|0.000|0.000 XS0098944209|REGEUCRPRC|SANTAN|05.125|20090706|19990706|19990706|19990706|20000706|BSCH ISSUANCES LTD (NOW SANTANDER CENTRAL HISPANO ISSUANCES LTD|Lower T2|EUR|100.034|100.370|4.722|2.817|+3.928|+2.662|DBR 4.000 07/04/09||DE0001135119|+361.521|+166.024|+347.163|+159.194|+349.986|+159.720|500000000.0|0.000|0.000|0.000 XS0099026352|REGEUCRPRC|RBS|05.125|20110630|19990630|19990630|19990630|20000630|NATIONAL WESTMINSTER BANK PLC|Lower T2|EUR|90.109|92.464|10.477|9.125|+9.159|+7.843|DBR 5.250 01/04/11||DE0001135168|+779.605|+669.218|+857.966|+722.731|+820.733|+693.507|500000000.0|0.000|0.000|0.000 XS0099052275|REGFRNEUCRPRC|CREAGR|02.588|20090630|19990630|19990630|19990630|19990930|BANCA LOMBARDA S.P.A. (NOW UNIONE DI BANCHE ITALIANE S.C.P.A.)|Lower T2|EUR|89.000|99.500|0.000|0.000|+80.966|+4.659|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|100000000.0|+8096.600|+465.900|+105.000 XS0099099581|REGEUCRPRC|BACR|05.250|20110708|19990708||19990708|20000708|WOOLWICH PLC|Lower T2|EUR|97.645|100.227|6.432|5.128|+5.114|+3.846|DBR 5.250 01/04/11||DE0001135168|+436.548|+316.890|+452.956|+322.671|+437.283|+312.374|250000000.0|0.000|0.000|0.000 XS0099192790|REGEUCRPRC|AWLN|05.375|20090702|19990702|19990702|19990702|20000702|ANGLIAN WATER PLC (NOW ANGLIAN WATER SERVICES FINANCING PLC)|Util|EUR|100.231|100.490|3.743|2.182|+2.949|+2.027|DBR 4.000 07/04/09||DE0001135119|+263.454|+102.390|+253.276|+99.277|+253.583|+98.055|350000000.0|0.000|0.000|0.000 XS0099213547|REGEUCRPRC|STOIL|05.125|20110630|19990630|19990630|19990630|20000630|DEN NORSKE STATS OLJESELSKAP A.S (NOW STATOILHYDRO ASA)|Util|EUR|104.981|105.660|2.708|2.393|+1.390|+1.111|DBR 5.250 01/04/11||DE0001135168|+82.490|+50.578|+81.471|+49.871|+79.047|+48.272|500000000.0|0.000|0.000|0.000 XS0099269507|REGEUCRPRC|HSBC|05.500|20090715|19990706|19990706|19990706|20000715|HSBC HOLDINGS PLC|Lower T2|EUR|100.172|100.712|4.447|1.784|+3.653|+1.629|DBR 4.000 07/04/09||DE0001135119|+325.985|+51.497|+313.902|+51.220|+314.337|+49.206|300000000.0|0.000|0.000|0.000 XS0099507963|REGEUCRPRC|LLOYDS|06.500|99991231|19990715|19990715|19990715|20000715|LLOYDS TSB BANK PLC|Upper T2/T1|GBP|49.600|57.000|13.682|12.007|+9.438|+7.775|UKT 6.000 12/07/28||GB0002404191|+604.224|+551.321|+925.645|+767.920|+990.895|+819.156|107500000.0|0.000|0.000|0.000 XS0099508698|REGEUCRPRC|LLOYDS|06.625|99991231|19990715|19990715|19990715|20000715|LLOYDS TSB BANK PLC|Upper T2/T1|GBP|58.333|66.667|58.668|44.662|+57.952|+44.002|UKT 4.750 06/07/10||GB00B0330274|+4001.860|+3292.773|+4995.518|+3857.603|+5667.710|+4266.734|153000000.0|0.000|0.000|0.000 XS0099806449|REGEUCRPRC|CPGLN|07.125|20100119|19990719|19990719|19990719|20000119|COMPASS GROUP PLC (NOW GRANADA COMPASS PLC)|Cons|GBP|102.056|102.292|4.003|3.680|+3.286|+3.020|UKT 4.750 06/07/10||GB00B0330274|+228.239|+194.363|+218.645|+186.219|+218.440|+185.656|200000000.0|0.000|0.000|0.000 XS0099837832|REGEUCRPRC|PM|07.500|20090716|19990716|19990716|19990716|20000716|PHILIP MORRIS CAPITAL CORPN|Cons|USD|100.353|101.103|5.322|1.845|+4.380|+0.923|WIT 7/8 04/30/11 2yr|912828KL3||+460.849|+90.247|+431.527|+88.531|+433.963|+84.317|500000000.0|0.000|0.000|0.000 XS0099859059|REGEUCRPRC|LLOYDS|05.625|99991231|19990715|19990715|19990715|20000715|LLOYDS TSB BANK PLC|Upper T2/T1|EUR|00.000|71.667|0.000|0.000|||DBR 4.500 07/04/09||DE0001135127|||||||337800000.0|0.000|0.000|0.000 XS0100000412|REGEUCRPRC|HBOS|05.500|20090727|19990727|19990727|19990727|20000727|BANK OF SCOTLAND (NOW BANK OF SCOTLAND PLC)|Lower T2|EUR|99.054|100.241|9.351|4.249|+8.557|+4.094|DBR 4.000 07/04/09||DE0001135119|+813.036|+297.462|+788.945|+286.597|+798.249|+286.810|500000000.0|0.000|0.000|0.000 XS0100248896|REGEUCRPRC|SCOTPO|06.625|20100114|19990804|19990804|19990804|20000114|SCOTTISH POWER UK PLC|Util|GBP|102.089|102.438|3.432|2.946|+2.715|+2.286|UKT 4.750 06/07/10||GB00B0330274|+168.709|+117.771|+162.438|+113.778|+161.627|+112.501|200000000.0|0.000|0.000|0.000 XS0100276244|REGEUCRPRC|TITIM|06.575|20090730|19990730|19990730|19990730|20000730|TECNOST INTERNATIONAL FINANCE N.V. (NOW TELECOM ITALIA FINANCE |Tel/Med|EUR|100.722|101.160|3.351|1.586|+2.396|+1.127|DBR 4.500 07/04/09||DE0001135127|+205.138|+21.191|+195.497|+21.454|+195.185|+20.034|2350000000.0|0.000|0.000|0.000 XS0100325983|REGEUCRPRC|AIB|06.200|99991231|19990730|19990730|19990730|20000803|ALLIED IRISH BANKS P.L.C.|Upper T2/T1|EUR|00.000|48.000|0.000|0.000|||DBR 4.500 07/04/09||DE0001135127|||||||200000000.0|0.000|0.000|0.000 XS0100362911|REGEUCRPRC|MRWLN|06.500|20140805|19990805|19990805|19990805|20000805|SAFEWAY PLC|Cons|GBP|109.447|110.750|4.389|4.130|+1.979|+1.739|UKT 5.000 09/07/14||GB0031829509|+131.804|+105.082|+117.658|+92.300|+124.460|+98.545|150000000.0|0.000|0.000|0.000 XS0100485241|REGEUCRPRC|HVB|05.625|20090908|19990908|19990908|19990908|20000908|BAYERISCHE HYPO- UND VEREINSBANK AG|Lower T2|EUR|99.623|100.563|6.502|3.831|+5.702|+3.676|DBR 4.000 07/04/09||DE0001135119|+511.064|+241.112|+495.318|+231.898|+497.626|+232.202|200000000.0|0.000|0.000|0.000 XS0100515336|REGEUCRPRC|HBOS|06.375|20190816|19990816|19990816|19990816|20000816|BANK OF SCOTLAND (NOW BANK OF SCOTLAND PLC)|Lower T2|GBP|69.569|74.362|11.259|10.307|+7.766|+6.825|UKT 4.500 03/07/19||GB00B39R3F84|+609.358|+553.866|+722.844|+632.314|+761.487|+665.444|250000000.0|0.000|0.000|0.000 XS0100559037|REGEUCRPRC|ITVLN|07.000|20141208|19990819|19990819|19990819|19991208|GRANADA GROUP PLC (NOW GRANADA COMPASS PLC)|Tel/Med|GBP|109.517|110.546|4.938|4.741|+2.528|+2.350|UKT 5.000 09/07/14||GB0031829509|+184.862|+164.943|+165.557|+146.406|+174.340|+154.708|250000000.0|0.000|0.000|0.000 XS0100863298|REGEUCRPRC|HSBC|06.250|20190819|19990819|19990819|19990819|20000819|HOUSEHOLD FINANCE CORPN (NOW HSBC FINANCE CORPN)|SnBnk/Fin|GBP|82.135|87.068|8.780|7.987|+5.287|+4.505|UKT 4.500 03/07/19||GB00B39R3F84|+451.258|+394.276|+486.265|+410.223|+511.252|+431.523|125000000.0|0.000|0.000|0.000 XS0100937324|REGEUCRPRC|KINGFI|06.875|20100323|19990823|19990823|19990823|20000323|KINGFISHER PLC|Cons|GBP|100.428|101.550|6.216|4.942|+5.499|+4.282|UKT 4.750 06/07/10||GB00B0330274|+445.158|+316.424|+434.468|+306.845|+434.991|+306.545|150000000.0|0.000|0.000|0.000 XS0101328432|REGEUCRPRC|C|06.250|20190902|19990902|19990902|19990902|20000902|CITIGROUP INC|SnBnk/Fin|GBP|74.227|76.483|10.174|9.756|+6.681|+6.274|UKT 4.500 03/07/19||GB00B39R3F84|+541.081|+515.216|+619.026|+579.267|+651.002|+608.981|225000000.0|0.000|0.000|0.000 XS0101360161|REGEUCRPRC|CMZB|06.625|20190830|19990831|19990831|19990831|20000830|COMMERZBANK AG|Lower T2|GBP|70.475|74.812|11.359|10.499|+7.866|+7.017|UKT 4.500 03/07/19||GB00B39R3F84|+621.948|+572.225|+731.728|+650.248|+771.592|+685.007|150000000.0|0.000|0.000|0.000 XS0101368818|REGEUCRPRC|NRBS|06.375|20191202|19990902|19990902|19990902|19991202|NORTHERN ROCK PLC|SnBnk/Fin|GBP|71.989|79.471|10.680|9.312|+7.187|+5.830|UKT 4.500 03/07/19||GB00B39R3F84|+571.320|+486.648|+665.223|+534.818|+700.738|+562.861|200000000.0|0.000|0.000|0.000 XS0102291894|REGEUCRPRC|HSBC|07.000|20151005|19991005|19991005|19991005|20001005|HFC BANK PLC|SnBnk/Fin|GBP|82.447|85.513|10.644|9.919|+7.864|+7.154|UKT 4.750 09/07/15||GB0033280339|+659.114|+606.425|+702.455|+633.425|+734.213|+661.526|125000000.0|0.000|0.000|0.000 XS0102406898|REGEUCRPRC|RBS|06.000|20100121|19991005|19991005|19991005|20000121|NATIONAL WESTMINSTER BANK PLC|Lower T2|EUR|97.627|99.111|9.381|7.184|+8.570|+6.481|DBR 5.375 01/04/10||DE0001135135|+752.051|+545.599|+759.475|+542.980|+750.073|+537.409|600000000.0|0.000|0.000|0.000 XS0102433272|REGEUCRPRC|UPMKYM|06.350|20091001|19991001|19991001|19991001|20001001|UPM-KYMMENE CORPN|Ind|EUR|100.541|101.497|4.818|2.549|+3.863|+2.090|DBR 4.500 07/04/09||DE0001135127|+337.961|+106.027|+324.562|+101.271|+324.893|+100.908|250000000.0|0.000|0.000|0.000 XS0102480869|REGEUCRPRC|RBS|06.625|99991231|19991005|19991005|19991005|20001005|NATIONAL WESTMINSTER BANK PLC|Upper T2/T1|EUR|00.000|60.500|0.000|0.000|||DBR 4.500 07/04/09||DE0001135127|||||||400000000.0|0.000|0.000|0.000 XS0102493508|REGEUCRPRC|RBS|07.625|99991231|19991005|19991005|19991005|20000121|NATIONAL WESTMINSTER BANK PLC|Upper T2/T1|GBP|00.000|54.667|0.000|0.000|||UKT 4.750 06/07/10||GB00B0330274|||||||161727000.0|0.000|0.000|0.000 XS0102493680|REGEUCRPRC|RBS|07.125|99991231|19991005|19991005|19991005|20001005|NATIONAL WESTMINSTER BANK PLC|Upper T2/T1|GBP|45.200|49.800|17.530|16.041|+13.886|+12.408|UKT 4.750 03/07/20||GB00B058DQ55|+827.205|+783.765|+1287.831|+1150.054|+1383.779|+1232.105|126801000.0|0.000|0.000|0.000 XS0102535431|REGEUCRPRC|MCD|05.625|20091007|19991007|19991007|19991007|20001007|MCDONALD S CORPN|Cons|EUR|101.257|101.707|2.550|1.530|+1.595|+1.071|DBR 4.500 07/04/09||DE0001135127|+104.260|-0.705|+100.270|-0.179|+99.916|-0.673|350000000.0|0.000|0.000|0.000 XS0102596144|REGEUCRPRC|CCE|06.500|20210607|19991014|19991014|19991014|20000607|COCA-COLA ENTERPRISES INC|Cons|GBP|101.053|102.987|6.272|6.049|+2.629|+2.417|UKT 4.750 03/07/20||GB00B058DQ55|+246.009|+226.245|+231.939|+210.287|+247.379|+224.867|175000000.0|0.000|0.000|0.000 XS0102711420|REGEUCRPRC|CS|06.250|20091013|19991013|19991013|19991013|20001013|CREDIT SUISSE FIRST BOSTON, LONDON BRANCH (NOW CREDIT SUISSE, L|Lower T2|EUR|99.172|101.906|7.916|1.830|+6.961|+1.371|DBR 4.500 07/04/09||DE0001135127|+644.374|+28.627|+628.305|+27.813|+629.184|+27.184|225000000.0|0.000|0.000|0.000 XS0102738035|REGEUCRPRC|RSA|06.875|20191015|19991015|19991015|19991015|20001015|ROYAL & SUN ALLIANCE INSURANCE GROUP PLC (NOW RSA INSURANCE GRO|Lower T2|EUR|79.667|93.333|62.783|22.447|+61.828|+21.988|DBR 4.500 07/04/09||DE0001135127|+5040.387|+2001.105|+6039.112|+2060.749|+6122.201|+2071.254|200000000.0|0.000|0.000|0.000 XS0102762688|REGEUCRPRC|CXGD|06.250|20091012|19991012|19991012|19991012|20001012|CAIXA GERAL DE DEPOSITOS FINANCE|Lower T2|EUR|100.366|100.837|5.213|4.160|+4.258|+3.701|DBR 4.500 07/04/09||DE0001135127|+375.064|+268.594|+361.702|+258.040|+361.732|+257.807|400000000.0|0.000|0.000|0.000 XS0102793642|REGEUCRPRC|PSON|07.000|20141027|19991027|19991027|19991027|20001027|PEARSON PLC|Tel/Med|GBP|107.454|108.589|5.312|5.087|+2.902|+2.696|UKT 5.000 09/07/14||GB0031829509|+224.128|+201.614|+203.789|+181.743|+213.676|+191.034|250000000.0|0.000|0.000|0.000 XS0102826673|REGEUCRPRC|HVB|07.760|20361013|19991013|19991013|19991013|20001013|HYPOVEREINSBANK FUNDING TRUST II|Lower T2|GBP|30.000|42.522|24.366|17.729|+20.098|+13.469|UKT 4.250 06/07/32||GB0004893086|+813.895|+736.097|+1915.473|+1312.125|+2095.015|+1412.447|100000000.0|0.000|0.000|0.000 XS0102978268|REGEUCRPRC|CMZB|06.250|20091105|19991105|19991105|19991105|20001105|COMMERZBANK AG|Lower T2|EUR|99.516|101.753|7.026|2.644|+6.071|+2.180|DBR 4.500 07/04/09||DE0001135127|+548.764|+107.349|+535.184|+102.782|+534.533|+102.357|300000000.0|0.000|0.000|0.000 XS0103012893|REGEUCRPRC|ABBEY|06.500|20301021|19991021|19991021|19991021|20001021|ABBEY NATIONAL PLC|Lower T2|GBP|78.476|81.617|8.566|8.197|+4.321|+3.964|UKT 6.000 12/07/28||GB0002404191|+395.153|+373.521|+443.143|+407.716|+469.586|+432.018|150000000.0|0.000|0.000|0.000 XS0103214762|REGEUCRPRC|GKNLN|06.750|20191028|19991029|19991029|19991029|20001028|GKN PLC|Ind|GBP|56.428|59.958|14.794|13.858|+11.301|+10.376|UKT 4.500 03/07/19||GB00B39R3F84|+789.178|+748.908|+1053.597|+966.048|+1117.723|+1023.170|350000000.0|0.000|0.000|0.000 XS0103324272|REGEUCRPRC|NH|06.250|20100115|19991027|19991027|19991027|20000115|NORSK HYDRO ASA|Util|EUR|102.324|103.102|2.805|1.724|+1.850|+1.265|DBR 4.500 07/04/09||DE0001135127|+115.404|+4.707|+111.383|+4.851|+110.521|+4.479|300000000.0|0.000|0.000|0.000 XS0103338496|REGEUCRPRC|NGGLN|07.000|20241216|19991214|19991214|19991214|20001216|BG TRANSCO HOLDINGS PLC (NOW NATIONAL GRID GAS HOLDINGS PLC)|Util|GBP|105.545|107.841|6.322|6.104|+2.130|+1.927|UKT 5.000 03/07/25||GB0030880693|+245.509|+226.144|+223.437|+202.321|+240.550|+218.487|445078000.0|0.000|0.000|0.000 XS0103383286|REGEUCRPRC|ELEPOR|06.400|20091029|19991029|19991029|19991029|20001029|EDP - ELECTRICIDADE DE PORTUGAL S.A. (NOW EDP - ENERGIAS DE POR|Util|EUR|101.561|102.210|3.034|1.746|+2.079|+1.287|DBR 4.500 07/04/09||DE0001135127|+149.059|+16.245|+142.728|+15.971|+142.181|+15.399|1000000000.0|0.000|0.000|0.000 XS0103790167|REGEUCRPRC|DRSDNR|06.500|20091202|19991202|19991202|19991202|20001202|DRESDNER BANK LUXEMBOURG SA|Lower T2|EUR|99.992|101.961|6.340|2.968|+5.385|+2.509|DBR 4.500 07/04/09||DE0001135127|+476.099|+137.364|+464.352|+131.727|+462.422|+131.092|100000000.0|0.000|0.000|0.000 XS0103884812|REGEUCRPRC|AGBAR|06.000|20091112|19991112|19991112|19991112|20001112|AGBAR INTERNATIONAL B.V.|Util|EUR|101.586|102.195|2.843|1.718|+1.888|+1.259|DBR 4.500 07/04/09||DE0001135127|+126.360|+10.829|+121.496|+10.789|+120.937|+10.306|500000000.0|0.000|0.000|0.000 XS0103961743|REGEUCRPRC|CLMD|07.375|99991231|19991105|19991105|19991105|20001105|CLERICAL MEDICAL FINANCE PLC|Upper T2/T1|GBP|34.613|40.498|24.422|21.393|+20.929|+17.911|UKT 4.500 03/07/19||GB00B39R3F84|+1097.658|+1030.686|+1933.630|+1660.430|+2092.140|+1785.349|200000000.0|0.000|0.000|0.000 XS0104278600|REGEUCRPRC|CS|06.000|20091215|19991215|19991215|19991215|20001215|CREDIT SUISSE FIRST BOSTON, LONDON BRANCH (NOW CREDIT SUISSE, L|Lower T2|EUR|97.615|102.687|9.893|1.544|+8.938|+1.085|DBR 4.500 07/04/09||DE0001135127|+810.867|-11.206|+813.146|-10.275|+807.212|-10.668|150000000.0|0.000|0.000|0.000 XS0104440986|REGEUCRPRC|III|05.750|20321203|19991203|19991203|19991203|20000603|3I GROUP PLC|Ind|GBP|49.380|56.205|12.429|10.977|+8.151|+6.709|UKT 4.250 06/07/32||GB0004893086|+512.068|+467.750|+851.848|+706.655|+866.203|+717.786|400000000.0|0.000|0.000|0.000 XS0105244585|REGEUCRPRC|TSCOLN|06.000|20291214|19991214|19991214|19991214|20001214|TESCO PLC|Cons|GBP|98.578|100.739|6.029|5.848|+1.784|+1.615|UKT 6.000 12/07/28||GB0002404191|+205.710|+190.004|+196.553|+178.579|+209.824|+191.060|200000000.0|0.000|0.000|0.000 XS0105290349|REGEUCRPRC|AEGON|06.125|20311215|19991215|19991215|19991215|20001215|AEGON N.V.|SnBnk/Fin|GBP|63.483|70.198|10.100|9.116|+5.822|+4.848|UKT 4.250 06/07/32||GB0004893086|+455.709|+410.965|+592.315|+498.385|+627.111|+526.845|250000000.0|0.000|0.000|0.000 XS0106655235|REGEUCRPRC|PG|06.250|20300131|20000131|20000131|20000131|20010131|PROCTER & GAMBLE CO|Cons|GBP|106.188|108.117|5.650|5.501|+1.405|+1.268|UKT 6.000 12/07/28||GB0002404191|+176.771|+163.254|+159.763|+145.369|+171.399|+156.400|500000000.0|0.000|0.000|0.000 XS0106888331|REGEUCRPRC|MCD|06.375|20200203|20000203|20000203|20000203|20010203|MCDONALD S CORPN|Cons|GBP|108.099|109.757|5.290|5.100|+1.647|+1.468|UKT 4.750 03/07/20||GB00B058DQ55|+162.400|+143.525|+145.205|+126.380|+156.299|+136.888|200000000.0|0.000|0.000|0.000 XS0106969842|REGEUCRPRC|HVB|06.500|20100222|20000222|20000222|20000222|20010222|BAYERISCHE HYPO- UND VEREINSBANK AG|Lower T2|EUR|99.815|101.871|6.657|4.042|+5.846|+3.337|DBR 5.375 01/04/10||DE0001135135|+491.331|+236.141|+488.030|+230.055|+481.540|+227.712|150000000.0|0.000|0.000|0.000 XS0107099466|REGEUCRPRC|SGROLN|06.750|20240223|20000223|20000223|20000223|20000823|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|61.579|63.305|12.509|12.147|+8.317|+7.970|UKT 5.000 03/07/25||GB0030880693|+613.506|+598.295|+852.473|+816.170|+869.584|+832.631|225000000.0|0.000|0.000|0.000 XS0107203381|REGEUCRPRC|FMNLN|06.125|20300225|20000225|20000225|20000225|20000825|FLEMING MERCANTILE INVESTMENT TRUST PLC|SnBnk/Fin|GBP|108.430|116.206|5.442|4.876|+1.197|+0.643|UKT 6.000 12/07/28||GB0002404191|+155.246|+100.707|+147.031|+90.404|+150.624|+93.220|175000000.0|0.000|0.000|0.000 XS0107222258|REGEUCRPRC|LLOYDS|07.375|99991231|20000207|20000207|20000207|20010207|LLOYDS TSB CAPITAL 1 L.P.|Upper T2/T1|EUR|48.250|51.500|42.443|38.848|+41.632|+38.145|DBR 5.375 01/04/10||DE0001135135|+2420.702|+2300.689|+4034.017|+3673.980|+3606.922|+3308.089|430000000.0|0.000|0.000|0.000 XS0107228024|REGEUCRPRC|LLOYDS|07.834|99991231|20000207|20000207|20000207|20010207|LLOYDS TSB CAPITAL 2 L.P.|Upper T2/T1|GBP|35.000|40.000|33.121|29.474|+30.341|+26.709|UKT 4.750 09/07/15||GB0033280339|+1677.048|+1582.414|+2748.107|+2429.758|+2995.038|+2629.021|250000000.0|0.000|0.000|0.000 XS0107289323|REGEUCRPRC|RWE|06.500|20320209|20000209|20000209|20000209|20010209|THAMES WATER UTILITIES FINANCE PLC (NOW THAMES WATER UTILITIES |Util|GBP|95.095|97.038|6.815|6.645|+2.537|+2.377|UKT 4.250 06/07/32||GB0004893086|+282.373|+269.426|+277.341|+260.908|+293.151|+275.929|200000000.0|0.000|0.000|0.000 XS0107330143|REGEUCRPRC|GASSM|06.125|20100210|20000210|20000210|20000210|20010210|GAS NATURAL FINANCE B.V.|Util|EUR|101.872|102.773|3.576|2.422|+2.765|+1.719|DBR 5.375 01/04/10||DE0001135135|+191.144|+74.059|+185.994|+71.638|+184.332|+70.910|525000000.0|0.000|0.000|0.000 XS0107382532|REGEUCRPRC|AAB|06.375|20281207|20000211|20000211|20000211|20001207|ABN AMRO BANK N.V.|SnBnk/Fin|GBP|87.167|91.363|7.514|7.081|+3.269|+2.848|UKT 6.000 12/07/28||GB0002404191|+324.165|+293.819|+338.400|+296.863|+359.587|+315.797|125000000.0|0.000|0.000|0.000 XS0107484023|REGEUCRPRC|CS|06.500|20100301|20000301|20000301|20000301|20010301|CREDIT SUISSE FIRST BOSTON, NASSAU BRANCH (NOW CREDIT SUISSE, N|Lower T2|EUR|96.371|103.099|11.192|2.618|+10.381|+1.915|DBR 5.375 01/04/10||DE0001135135|+907.944|+92.180|+934.668|+89.035|+915.368|+88.117|100000000.0|0.000|0.000|0.000 XS0107525403|REGEUCRPRC|FIAT|06.250|20100224|20000224|20000224|20000224|20010224|FIAT FINANCE & TRADE LTD SA|Auto|EUR|100.991|102.426|4.916|3.135|+4.105|+2.432|DBR 5.375 01/04/10||DE0001135135|+321.674|+144.877|+316.214|+140.627|+312.656|+139.246|1000000000.0|0.000|0.000|0.000 XS0107657222|REGEUCRPRC|FKI|06.625|20100222|20000222|20000222|20000222|20010222|FKI PLC|Ind|EUR|100.803|101.844|5.508|4.196|+4.697|+3.493|DBR 5.375 01/04/10||DE0001135135|+381.069|+251.985|+374.835|+245.478|+370.408|+242.943|195651000.0|0.000|0.000|0.000 XS0107681016|REGEUCRPRC|HNZ|06.250|20300218|20000218|20000218|20000218|20010218|HEINZ H.J. FINANCE UK PLC|Cons|GBP|92.337|88.953|6.838|7.167|+2.593|+2.934|UKT 6.000 12/07/28||GB0002404191|+274.371|+298.232|+275.237|+307.166|+292.181|+325.738|125000000.0|0.000|0.000|0.000 XS0107805607|REGEUCRPRC|SOCGEN|07.875|99991231|20000222|20000222|20000222|20010222|SG CAPITAL TRUST I|Upper T2/T1|EUR|55.150|60.000|112.420|93.747|+111.609|+93.044|DBR 5.375 01/04/10||DE0001135135|+6169.942|+5567.962|+10919.565|+9077.793|+9522.363|+8062.500|500000000.0|0.000|0.000|0.000 XS0107811753|REGEUCRPRC|INTNED|06.000|20100301|20000301|20000301|20000301|20010301|ING BANK N.V.|SnBnk/Fin|EUR|101.247|102.428|4.381|2.943|+3.570|+2.240|DBR 5.375 01/04/10||DE0001135135|+268.113|+124.554|+263.310|+121.082|+260.426|+119.876|1000000000.0|0.000|0.000|0.000 XS0107813452|REGEUCRPRC|KNFP|05.875|20200224|20000224|20000224|20000224|20010224|CDC MARCHES (NOW NATIXIS)|SnBnk/Fin|GBP|106.702|107.511|4.990|4.898|+1.347|+1.266|UKT 4.750 03/07/20||GB00B058DQ55|+128.471|+119.416|+115.446|+106.394|+124.843|+115.515|660000000.0|0.000|0.000|0.000 XS0107999707|REGEUCRPRC|ISPIM|06.250|20100301|20000301|20000301|20000301|20010301|BANCA COMMERCIALE ITALIANA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|101.778|102.977|3.972|2.525|+3.161|+1.822|DBR 5.375 01/04/10||DE0001135135|+227.737|+82.359|+222.443|+79.707|+220.107|+78.866|750000000.0|0.000|0.000|0.000 XS0108194407|REGEUCRPRC|BRADBI|07.625|20100216|20000216|20000216|20000216|20010216|BRADFORD & BINGLEY BUILDING SOCIETY (NOW BRADFORD & BINGLEY PLC|Lower T2|GBP|00.000|16.333|0.000|0.000|||UKT 4.750 06/07/10||GB00B0330274|||||||125000000.0|0.000|0.000|0.000 XS0108245167|REGEUCRPRC|CREAGR|06.875|20100223|20000223|20000223|20000223|20010223|BANCA LOMBARDA S.P.A. (NOW UNIONE DI BANCHE ITALIANE S.C.P.A.)|Lower T2|EUR|100.766|102.759|5.802|3.314|+4.991|+2.611|DBR 5.375 01/04/10||DE0001135135|+410.767|+164.226|+404.059|+158.651|+399.097|+157.097|350000000.0|0.000|0.000|0.000 XS0108274340|REGEUCRPRC|BESNN|06.625|20100301|20000301|20000301|20000301|20010301|BES FINANCE LTD|Lower T2|EUR|100.559|102.492|5.843|3.466|+5.032|+2.763|DBR 5.375 01/04/10||DE0001135135|+412.399|+178.388|+407.134|+173.001|+401.901|+171.257|300000000.0|0.000|0.000|0.000 XS0108324202|REGEUCRPRC|BBVASM|06.375|20100225|20000225|20000225|20000225|20010225|BBV INTERNATIONAL FINANCE LTD (NOW BBVA CAPITAL FUNDING LTD)|Lower T2|EUR|100.684|101.653|5.429|4.216|+4.618|+3.513|DBR 5.375 01/04/10||DE0001135135|+372.339|+253.272|+367.061|+247.433|+362.666|+244.825|500000000.0|0.000|0.000|0.000 XS0108576785|REGEUCRPRC|SANTAN|06.375|20100705|20000307|20000307|20000307|20000705|BSCH ISSUANCES LTD (NOW SANTANDER CENTRAL HISPANO ISSUANCES LTD|Lower T2|EUR|101.719|103.141|4.814|3.573|+4.003|+2.870|DBR 5.375 01/04/10||DE0001135135|+316.931|+194.902|+317.455|+193.140|+307.147|+187.049|500000000.0|0.000|0.000|0.000 XS0108805564|REGEUCRPRC|CREAGR|08.170|99991231|20000310|20000310|20000310|20010310|BANCA LOMBARDA PREFERRED SECURITIES TRUST|Upper T2/T1|EUR|63.000|70.500|80.736|59.950|+79.911|+59.239|DBR 5.375 01/04/10||DE0001135135|+4987.835|+4104.694|+7793.038|+5742.950|+6919.900|+5232.579|155000000.0|0.000|0.000|0.000 XS0109134113|REGEUCRPRC|SGOFP|06.500|20100317|20000317|20000317|20000317|20010317|BPB PLC|Ind|EUR|102.234|102.552|3.801|3.435|+2.990|+2.732|DBR 5.375 01/04/10||DE0001135135|+209.804|+172.604|+204.610|+167.861|+202.229|+165.965|400000000.0|0.000|0.000|0.000 XS0109138536|REGEUCRPRC|HBOS|08.117|99991231|20000314|20000314|20000314|20000531|BANK OF SCOTLAND CAPITAL FUNDING L.P.|Upper T2/T1|GBP|00.000|45.000|0.000|0.000|||UKT 4.750 06/07/10||GB00B0330274|||||||250000000.0|0.000|0.000|0.000 XS0109139344|REGEUCRPRC|HBOS|07.754|99991231|20000314|20000314|20000314|20000531|BANK OF SCOTLAND CAPITAL FUNDING L.P.|Upper T2/T1|GBP|26.200|33.200|32.106|26.180|+28.463|+22.549|UKT 4.750 03/07/20||GB00B058DQ55|+1142.896|+1071.348|+2824.743|+2232.158|+2876.067|+2271.372|150000000.0|0.000|0.000|0.000 XS0109192665|REGEUCRPRC|CCCE|06.250|20100323|20000323|20000323|20000323|20010323|AGENCE FRANCAISE DE DEVELOPPEMENT|SnBnk/Fin|GBP|103.938|104.118|1.705|1.509|+0.988|+0.849|UKT 4.750 06/07/10||GB00B0330274|-19.609|-40.376|-17.139|-36.845|-18.691|-38.434|150000000.0|0.000|0.000|0.000 XS0109213172|REGEUCRPRC|STANLN|08.160|99991231|20000323|20000323|20000323|20010323|STANDARD CHARTERED CAPITAL TRUST I|Upper T2/T1|EUR|85.000|91.000|29.273|19.967|+28.462|+19.264|DBR 5.375 01/04/10||DE0001135135|+2325.110|+1646.824|+2716.278|+1798.460|+2569.803|+1728.087|500000000.0|0.000|0.000|0.000 XS0109428705|REGEUCRPRC|DMGOLN|07.500|20130329|20000329|20000329|20000329|20010329|DAILY MAIL & GENERAL TRUST PLC|Tel/Med|GBP|82.509|84.838|13.120|12.272|+10.710|+9.881|UKT 5.000 09/07/14||GB0031829509|+928.329|+865.164|+984.547|+904.506|+1026.919|+941.823|300000000.0|0.000|0.000|0.000 XS0109429349|REGEUCRPRC|SNSGRP|06.125|20100407|20000407|20000407|20000407|20010407|SNS BANK NEDERLAND N.V. (NOW SNS BANK N.V.)|SnBnk/Fin|EUR|100.515|101.890|5.513|3.984|+4.702|+3.281|DBR 5.375 01/04/10||DE0001135135|+374.276|+225.680|+372.372|+221.567|+366.587|+218.767|1000000000.0|0.000|0.000|0.000 XS0109437441|REGEUCRPRC|KEL|06.625|20310417|20000417|20000417|20000417|20010417|KELDA GROUP PLC (NOW YORKSHIRE WATER SERVICES FINANCE PLC)|Util|GBP|94.268|98.285|7.026|6.665|+2.748|+2.397|UKT 4.250 06/07/32||GB0004893086|+299.433|+272.217|+295.910|+261.184|+313.555|+277.084|240000000.0|0.000|0.000|0.000 XS0109514538|REGEUCRPRC|HMSOLN|06.875|20200331|20000331|20000331|20000331|20010331|HAMMERSON PLC|Ind|GBP|69.389|72.442|11.718|11.105|+8.075|+7.473|UKT 4.750 03/07/20||GB00B058DQ55|+639.092|+605.376|+760.734|+702.670|+803.829|+741.961|250000000.0|0.000|0.000|0.000 XS0109722990|REGEUCRPRC|LLOYDS|06.625|20150330|20000330|20000330|20000330|20010330|LLOYDS TSB BANK PLC|Lower T2|GBP|84.132|87.561|10.089|9.251|+7.309|+6.486|UKT 4.750 09/07/15||GB0033280339|+622.079|+558.583|+656.924|+577.056|+685.358|+601.514|350000000.0|0.000|0.000|0.000 XS0109778190|REGEUCRPRC|VATFAL|06.000|20100331|20000331|20000331|20000331|20010331|VATTENFALL TREASURY AB|Util|EUR|102.930|103.403|2.666|2.151|+1.855|+1.448|DBR 5.375 01/04/10||DE0001135135|+93.977|+41.787|+91.464|+40.643|+90.368|+40.041|500000000.0|0.000|0.000|0.000 XS0109825454|REGEUCRPRC|TXT|06.625|20200407|20000407|20000407|20000407|20010407|TEXTRON INC|Ind|GBP|61.546|67.036|13.137|11.900|+9.494|+8.268|UKT 4.750 03/07/20||GB00B058DQ55|+700.150|+639.839|+894.124|+777.824|+946.219|+821.622|150000000.0|0.000|0.000|0.000 XS0110073177|REGEUCRPRC|AAB|06.000|20100414|20000414|20000414|20000414|20010414|ABN AMRO BOUWFONDS NEDERLANDSE GEMEENTEN N.V. (NOW ABN AMRO BAN|SnBnk/Fin|EUR|101.884|103.346|3.914|2.363|+3.103|+1.658|DBR 5.375 01/04/10||DE0001135135|+221.934|+67.426|+217.399|+64.684|+215.326|+64.717|1000000000.0|0.000|0.000|0.000 XS0110075388|REGEUCRPRC|ISPIM|06.375|20100406|20000406|20000406|20000406|20010406|SANPAOLO IMI S.P.A.|Lower T2|EUR|101.733|103.255|4.394|2.736|+3.583|+2.033|DBR 5.375 01/04/10||DE0001135135|+265.923|+101.277|+261.483|+98.284|+257.880|+97.109|500000000.0|0.000|0.000|0.000 XS0110106365|REGEUCRPRC|MRWLN|06.500|20100412|20000412|20000412|20000412|20010412|SAFEWAY PLC|Cons|EUR|102.959|104.058|3.233|2.076|+2.422|+1.373|DBR 5.375 01/04/10||DE0001135135|+153.898|+37.073|+149.089|+35.212|+147.905|+35.343|250000000.0|0.000|0.000|0.000 XS0110487062|REGEUCRPRC|REPSM|06.000|20100505|20000505|20000505|20000505|20010505|REPSOL INTERNATIONAL FINANCE B.V.|Util|EUR|102.656|103.498|3.257|2.417|+2.446|+1.714|DBR 5.375 01/04/10||DE0001135135|+166.861|+82.717|+161.220|+78.269|+161.216|+79.433|1175000000.0|0.000|0.000|0.000 XS0110537429|REGEUCRPRC|BACR|07.500|99991231|20000503|20000503|20000503|20001215|BARCLAYS BANK PLC|Upper T2/T1|EUR|57.813|61.375|51.650|46.065|+50.839|+45.362|DBR 5.375 01/04/10||DE0001135135|+3187.279|+2965.730|+4990.797|+4432.359|+4387.445|+3937.202|850000000.0|0.000|0.000|0.000 XS0110560165|REGEUCRPRC|HSBC|08.208|99991231|20000417|20000417|20000417|20010630|HSBC CAPITAL FUNDING LP|Upper T2/T1|GBP|72.667|76.333|10.985|10.471|+8.205|+7.707|UKT 4.750 09/07/15||GB0033280339|+513.674|+497.975|+687.670|+638.053|+719.464|+665.581|500000000.0|0.000|0.000|0.000 XS0110562534|REGEUCRPRC|HSBC|08.030|99991231|20000417|20000417|20000417|20010630|HSBC CAPITAL FUNDING LP|Upper T2/T1|EUR|65.400|70.000|25.124|22.190|+24.313|+21.487|DBR 5.375 01/04/10||DE0001135135|+1687.562|+1538.491|+2288.378|+1994.977|+2119.879|+1859.852|600000000.0|0.000|0.000|0.000 XS0110673950|REGEUCRPRC|SOCGEN|06.625|20150427|20000427|20000427|20000427|20010427|SOCIETE GENERALE|Lower T2|EUR|104.297|111.893|5.754|4.324|+3.309|+1.895|DBR 4.250 07/04/14||DE0001135259|+283.451|+147.936|+281.245|+138.279|+276.127|+138.326|625000000.0|0.000|0.000|0.000 XS0111725049|REGEUCRPRC|SMINLN|07.250|20160630|20000530|20000530|20000530|20010630|SMITHS INDUSTRIES PLC|Ind|GBP|103.542|106.903|6.502|5.940|+3.540|+2.993|UKT 4.000 09/07/16||GB00B0V3WX43|+316.951|+264.364|+295.251|+240.812|+310.170|+253.889|150000000.0|0.000|0.000|0.000 XS0111906003|REGEUCRPRC|BAC|06.875|20100607|20000607|20000607|20000607|20010607|BANK OF AMERICA CORPN|SnBnk/Fin|GBP|101.138|102.019|5.671|4.854|+4.954|+4.194|UKT 4.750 06/07/10||GB00B0330274|+379.729|+297.746|+364.387|+284.693|+369.675|+288.047|200000000.0|0.000|0.000|0.000 XS0112278303|REGEUCRPRC|ENIIM|06.125|20100609|20000609|20000609|20000609|20010609|ENI SPA|Util|EUR|103.969|104.557|2.406|1.880|+1.308|+0.845|DBR 5.250 07/04/10||DE0001135150|+79.089|+25.678|+78.182|+25.776|+75.575|+24.438|500000000.0|0.000|0.000|0.000 XS0112487482|REGEUCRPRC|ROLLS|07.375|20160614|20000614|20000614|20000614|20010614|ROLLS-ROYCE PLC|Ind|GBP|108.161|110.093|5.846|5.534|+2.884|+2.587|UKT 4.000 09/07/16||GB00B0V3WX43|+256.638|+226.155|+231.910|+201.527|+244.719|+213.406|200000000.0|0.000|0.000|0.000 XS0112553291|REGEUCRPRC|CS|08.514|99991231|20000615|20000615|20000615|20010615|CREDIT SUISSE GROUP CAPITAL (GUERNSEY) III LTD|Upper T2/T1|GBP|58.500|65.900|20.205|17.427|+17.424|+14.662|UKT 4.750 09/07/15||GB0033280339|+1256.748|+1123.829|+1596.429|+1341.591|+1698.746|+1420.015|150000000.0|0.000|0.000|0.000 XS0112770127|REGEUCRPRC|CS|07.974|99991231|20000621||20000621|20010621|CREDIT SUISSE GROUP CAPITAL (GUERNSEY) III LTD|Upper T2/T1|EUR|68.563|74.333|50.732|40.349|+49.921|+39.646|DBR 5.375 01/04/10||DE0001135135|+3403.478|+2892.862|+4909.569|+3871.425|+4323.056|+3476.675|250000000.0|0.000|0.000|0.000 XS0113709264|REGEUCRPRC|DT|07.125|20100706|20000706|20000706|20000706|20010706|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|104.723|105.317|2.954|2.456|+1.856|+1.421|DBR 5.250 07/04/10||DE0001135150|+133.870|+83.208|+130.994|+81.347|+126.826|+78.516|750000000.0|0.000|0.000|0.000 XS0113721632|REGEUCRPRC|SMINLN|07.875|20100712|20000712|20000712|20000712|20010712|TI GROUP PLC (NOW SMITHS GROUP PLC)|Ind|GBP|101.891|102.727|6.050|5.340|+5.333|+4.680|UKT 4.750 06/07/10||GB00B0330274|+420.836|+349.692|+398.767|+330.154|+405.764|+335.246|150000000.0|0.000|0.000|0.000 XS0113731433|REGEUCRPRC|DT|07.625|20300615|20000706|20000706|20000706|20001215|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|GBP|111.076|113.000|6.641|6.485|+2.396|+2.252|UKT 6.000 12/07/28||GB0002404191|+287.752|+274.412|+267.360|+251.747|+274.072|+258.190|300000000.0|0.000|0.000|0.000 XS0114161796|REGEUCRPRC|ASSGEN|06.150|20100720|20000720|20000720|20000720|20010720|ASSICURAZIONI GENERALI S.P.A.|SnBnk/Fin|EUR|103.830|104.446|2.867|2.364|+1.768|+1.328|DBR 5.250 07/04/10||DE0001135150|+123.416|+72.515|+122.011|+71.734|+117.948|+69.015|1750000000.0|0.000|0.000|0.000 XS0114165276|REGEUCRPRC|ASSGEN|06.900|20220720|20000720|20000720|20000720|20010720|ASSICURAZIONI GENERALI S.P.A.|Lower T2|EUR|97.924|101.008|7.639|6.529|+6.541|+5.494|DBR 5.250 07/04/10||DE0001135150|+520.118|+422.704|+538.261|+428.137|+519.349|+414.468|750000000.0|0.000|0.000|0.000 XS0114211211|REGEUCRPRC|MCD|06.250|20120720|20000720|20000720|20000720|20010720|MCDONALD S CORPN|Cons|EUR|107.922|109.638|3.586|3.046|+2.488|+2.011|DBR 5.250 07/04/10||DE0001135150|+138.604|+82.937|+133.558|+78.587|+130.905|+77.597|300000000.0|0.000|0.000|0.000 XS0114443772|REGEUCRPRC|BACA|05.875|20100802|20000802|20000802|20000802|20010802|BANK AUSTRIA AG (NOW UNICREDIT BANK AUSTRIA AG)|SnBnk/Fin|EUR|101.914|102.448|4.244|3.806|+3.145|+2.770|DBR 5.250 07/04/10||DE0001135150|+258.071|+215.132|+258.450|+214.642|+249.985|+207.638|500000000.0|0.000|0.000|0.000 XS0116066449|REGEUCRPRC|C|06.500|20300816|20000816|20000816|20000816|20010816|CITIGROUP INC|SnBnk/Fin|GBP|66.252|69.979|10.259|9.698|+6.014|+5.465|UKT 6.000 12/07/28||GB0002404191|+480.002|+454.320|+604.584|+551.278|+642.136|+585.052|400000000.0|0.000|0.000|0.000 XS0116521237|REGEUCRPRC|LLOYDS|06.250|20100825|20000825|20000825|20000825|20010825|LLOYDS TSB BANK PLC|Lower T2|EUR|97.361|101.027|8.421|5.387|+7.323|+4.352|DBR 5.250 07/04/10||DE0001135150|+649.460|+368.616|+674.694|+371.153|+648.122|+358.695|400000000.0|0.000|0.000|0.000 XS0117031194|REGEUCRPRC|NRBS|08.399|99991231|20000921|20000921|20000921|20010921|NORTHERN ROCK PLC|Upper T2/T1|GBP|17.250|24.750|54.138|42.204|+51.357|+39.439|UKT 4.750 09/07/15||GB0033280339|+1926.737|+1797.039|+4495.602|+3515.001|+5105.505|+3905.178|300000000.0|0.000|0.000|0.000 XS0117972702|REGEUCRPRC|ABBEY|07.500|99991231|20000928|20000928|20000928|20010928|ABBEY NATIONAL PLC|Upper T2/T1|GBP|65.000|76.667|42.041|28.119|+41.322|+27.459|UKT 4.750 06/07/10||GB00B0330274|+3084.915|+2236.340|+3633.905|+2435.576|+3991.152|+2602.232|325000000.0|0.000|0.000|0.000 XS0117972967|REGEUCRPRC|ABBEY|07.500|99991231|20000928|20000928|20000928|20010928|ABBEY NATIONAL PLC|Upper T2/T1|GBP|54.375|61.500|20.065|17.344|+17.285|+14.580|UKT 4.750 09/07/15||GB0033280339|+1193.419|+1070.529|+1579.671|+1329.964|+1679.652|+1406.680|425000000.0|0.000|0.000|0.000 XS0117973262|REGEUCRPRC|ABBEY|07.375|99991231|20000928|20000928|20000928|20010928|ABBEY NATIONAL PLC|Upper T2/T1|GBP|57.250|62.500|15.035|13.705|+11.392|+10.074|UKT 4.750 03/07/20||GB00B058DQ55|+803.304|+747.271|+1069.059|+944.715|+1137.975|+1003.376|175000000.0|0.000|0.000|0.000 XS0117973429|REGEUCRPRC|ABBEY|07.125|99991231|20000928|20000928|20000928|20010930|ABBEY NATIONAL PLC|Upper T2/T1|GBP|54.376|60.625|13.396|12.080|+9.151|+7.847|UKT 6.000 12/07/28||GB0002404191|+622.926|+579.849|+901.481|+777.484|+963.901|+828.982|275000000.0|0.000|0.000|0.000 XS0117974740|REGEUCRPRC|ABBEY|07.125|99991231|20000928|20000928|20000928|20010928|ABBEY NATIONAL PLC|Upper T2/T1|EUR|67.813|76.000|41.508|30.410|+40.410|+29.375|DBR 5.250 07/04/10||DE0001135150|+2834.455|+2248.663|+3980.771|+2871.135|+3567.376|+2630.521|400000000.0|0.000|0.000|0.000 XS0118106243|REGEUCRPRC|GE|06.250|20200929|20000929|20000929|20000929|20010929|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|80.098|84.556|8.921|8.230|+5.278|+4.598|UKT 4.750 03/07/20||GB00B058DQ55|+448.535|+400.957|+491.669|+425.263|+518.120|+448.323|200000000.0|0.000|0.000|0.000 XS0118237188|REGEUCRPRC|C|06.125|20101001|20000927|20000927|20000927|20011001|CITIGROUP INC|SnBnk/Fin|EUR|99.036|100.111|6.828|6.008|+5.728|+4.972|DBR 5.250 07/04/10||DE0001135150|+501.499|+425.131|+512.857|+430.913|+494.601|+416.278|1000000000.0|0.000|0.000|0.000 XS0118303311|REGEUCRPRC|DB|06.625|20101004|20001004|20001004|20001004|20011004|DEUTSCHE BANK FINANCE N.V. (NOW DEUTSCHE BANK AG)|SnBnk/Fin|GBP|104.539|105.091|3.242|2.862|+2.525|+2.202|UKT 4.750 06/07/10||GB00B0330274|+126.806|+86.949|+119.696|+82.017|+120.507|+82.335|250000000.0|0.000|0.000|0.000 XS0118356780|REGEUCRPRC|AIG|06.375|20201005|20001005|20001005|20001005|20011005|AIG SUNAMERICA INSTITUTIONAL FUNDING II (NOW ASIF II)|SnBnk/Fin|GBP|56.110|62.610|13.930|12.368|+10.288|+8.737|UKT 4.750 03/07/20||GB00B058DQ55|+715.582|+645.422|+965.288|+817.416|+1023.446|+864.503|200000000.0|0.000|0.000|0.000 XS0118437358|REGEUCRPRC|INTNED|07.000|20101005|20001005|20001005|20001005|20011005|ING BANK N.V.|Lower T2|GBP|98.319|101.181|8.089|5.978|+7.372|+5.318|UKT 4.750 06/07/10||GB00B0330274|+610.654|+405.545|+590.861|+387.020|+604.007|+393.514|350000000.0|0.000|0.000|0.000 XS0118485670|REGEUCRPRC|CS|06.625|20101005|20001005|20001005|20001005|20011005|CREDIT SUISSE GROUP FINANCE (US) INC|Lower T2|EUR|102.002|104.000|5.097|3.660|+3.999|+2.625|DBR 5.250 07/04/10||DE0001135150|+340.582|+199.563|+339.666|+196.040|+328.790|+190.170|500000000.0|0.000|0.000|0.000 XS0118514446|REGEUCRPRC|CS|07.000|20201005|20001005|20001005|20001005|20011005|CREDIT SUISSE GROUP FINANCE (US) INC|Lower T2|GBP|84.756|87.821|8.999|8.534|+5.356|+4.902|UKT 4.750 03/07/20||GB00B058DQ55|+472.264|+439.607|+498.467|+453.913|+526.806|+479.901|250000000.0|0.000|0.000|0.000 XS0118728756|REGEUCRPRC|GS|06.500|20101006|20001006|20001006|20001006|20011006|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|102.002|103.491|4.978|3.906|+3.880|+2.871|DBR 5.250 07/04/10||DE0001135150|+328.223|+223.441|+327.374|+220.346|+316.979|+213.709|350000000.0|0.000|0.000|0.000 XS0118932366|REGEUCRPRC|BACR|07.125|99991231|20001024|20001024|20001024|20011024|BARCLAYS BANK PLC|Upper T2/T1|GBP|59.250|63.600|14.142|13.099|+10.499|+9.468|UKT 4.750 03/07/20||GB00B058DQ55|+754.403|+707.767|+985.282|+886.836|+1046.546|+940.333|525000000.0|0.000|0.000|0.000 XS0118933927|REGEUCRPRC|TSCOLN|06.625|20101012|20001012|20001012|20001012|20011012|TESCO PLC|Cons|GBP|105.438|105.914|2.680|2.360|+1.963|+1.700|UKT 4.750 06/07/10||GB00B0330274|+67.852|+33.925|+63.804|+31.991|+64.125|+31.964|150000000.0|0.000|0.000|0.000 XS0119246626|REGEUCRPRC|GE|05.875|20121018|20001018|20001018|20001018|20011018|GENERAL ELECTRIC CAPITAL CORPN|Ind|EUR|100.519|103.615|5.692|4.706|+3.567|+2.602|DBR 4.500 01/04/13||DE0001135218|+330.855|+238.997|+336.156|+237.609|+326.229|+231.518|300000000.0|0.000|0.000|0.000 XS0120280242|REGEUCRPRC|WTAN|06.125|20251215|20001215|20001215|20001215|20010615|WITAN INVESTMENT TRUST PLC|SnBnk/Fin|GBP|97.776|98.326|6.343|6.288|+2.151|+2.111|UKT 5.000 03/07/25||GB0030880693|+230.355|+225.895|+235.400|+229.947|+241.084|+235.554|100000000.0|0.000|0.000|0.000 XS0120282610|REGEUCRPRC|ISPIM|08.126|99991231|20001110|20001110|20001110|20011110|SANPAOLO IMI CAPITAL TRUST I|Upper T2/T1|EUR|58.333|62.500|54.684|47.765|+53.586|+46.730|DBR 5.250 07/04/10||DE0001135150|+3379.889|+3104.559|+5295.891|+4603.930|+4630.639|+4077.170|1000000000.0|0.000|0.000|0.000 XS0120327571|REGEUCRPRC|BACR|06.875|99991231|20001127|20001127|20001127|20011127|BARCLAYS BANK PLC|Upper T2/T1|GBP|59.000|64.167|17.227|15.475|+14.447|+12.711|UKT 4.750 09/07/15||GB0033280339|+1033.349|+946.753|+1316.040|+1154.499|+1390.932|+1216.179|650000000.0|0.000|0.000|0.000 XS0120514335|REGEUCRPRC|HSBC|06.250|20410130|20001130|20001130|20001130|20020130|HSBC BANK PLC|Lower T2|GBP|80.672|85.958|7.776|7.274|+3.455|+2.963|UKT 4.750 12/07/38||GB00B00NY175|+338.884|+310.046|+381.126|+332.856|+395.571|+344.830|225000000.0|0.000|0.000|0.000 XS0120789861|REGEUCRPRC|SANTAN|06.800|20101129|20001129|20001129|20001129|20011129|BSCH ISSUANCES LTD (NOW SANTANDER CENTRAL HISPANO ISSUANCES LTD|Lower T2|GBP|100.641|102.349|6.225|5.107|+5.508|+4.447|UKT 4.750 06/07/10||GB00B0330274|+424.985|+313.972|+407.477|+298.674|+414.336|+302.746|200000000.0|0.000|0.000|0.000 XS0120895627|REGEUCRPRC|ALL|06.375|20110117|20001207|20001207|20001207|20020117|ALLSTATE LIFE FUNDING LLC|SnBnk/Fin|GBP|100.718|102.541|5.810|4.709|+4.680|+3.626|UKT 4.250 03/07/11||GB00B0LNX641|+378.518|+269.134|+364.701|+257.275|+369.920|+259.991|300000000.0|0.000|0.000|0.000 XS0120950158|REGEUCRPRC|AIB|07.500|99991231|20010205|20010205|20010205|20020228|ALLIED IRISH BANKS P.L.C.|Upper T2/T1|EUR|00.000|33.375|0.000|99.943||+98.661|DBR 5.250 01/04/11||DE0001135168||+4241.750||+9814.494||+7968.205|500000000.0|0.000|0.000|0.000 XS0121342827|REGEUCRPRC|MONTE|07.990|99991231|20010207|20010207|20010207|20020207|MPS CAPITAL TRUST I|Upper T2/T1|EUR|62.367|65.967|42.093|37.525|+40.774|+36.243|DBR 5.250 01/04/11||DE0001135168|+2754.450|+2549.020|+4030.806|+3574.011|+3606.548|+3226.450|350000000.0|0.000|0.000|0.000 XS0121464779|REGEUCRPRC|LGEN|05.875|20311211|20001211|20001211|20001211|20010611|LEGAL & GENERAL FINANCE PLC|SnBnk/Fin|GBP|59.565|64.492|10.629|9.808|+6.351|+5.540|UKT 4.250 06/07/32||GB0004893086|+462.820|+430.175|+669.246|+587.575|+680.618|+597.292|350000000.0|0.000|0.000|0.000 XS0121617517|REGEUCRPRC|WMT|05.750|20301219|20001219|20001219|20001219|20010619|WAL-MART STORES INC|Cons|GBP|102.073|104.210|5.583|5.417|+1.338|+1.184|UKT 6.000 12/07/28||GB0002404191|+164.690|+150.088|+162.860|+146.252|+166.010|+149.176|500000000.0|0.000|0.000|0.000 XS0122028904|REGEUCRPRC|AXASA|07.125|20201215|20001215|20001215|20001215|20011215|AXA|Lower T2|GBP|71.812|75.437|11.340|10.665|+7.697|+7.033|UKT 4.750 03/07/20||GB00B058DQ55|+617.786|+579.646|+720.704|+656.602|+762.928|+694.657|325000000.0|0.000|0.000|0.000 XS0122029548|REGEUCRPRC|AXASA|06.750|20201215|20001215|20001215|20001215|20011215|AXA|Lower T2|EUR|87.572|91.075|15.998|13.174|+14.900|+12.139|DBR 5.250 07/04/10||DE0001135150|+1262.808|+1044.923|+1425.672|+1143.227|+1346.864|+1086.858|1080000000.0|0.000|0.000|0.000 XS0123018631|REGEUCRPRC|PFG|06.000|20140123|20010123|20010123|20010123|20020123|PRINCIPAL FINANCIAL GLOBAL FUNDING LLC|SnBnk/Fin|GBP|91.929|94.861|7.956|7.187|+5.546|+4.796|UKT 5.000 09/07/14||GB0031829509|+469.707|+403.238|+474.340|+400.163|+490.476|+413.554|150000000.0|0.000|0.000|0.000 XS0123495136|REGEUCRPRC|MGFUND|06.000|20140130|20010130|20010130|20010130|20020130|MONUMENTAL GLOBAL FUNDING LTD|SnBnk/Fin|GBP|93.079|94.525|7.645|7.269|+5.235|+4.878|UKT 5.000 09/07/14||GB0031829509|+443.263|+410.605|+443.915|+407.661|+459.614|+422.001|150000000.0|0.000|0.000|0.000 XS0123544529|REGEUCRPRC|BOCLN|06.500|20160129|20010129|20010129|20010129|20020129|BOC GROUP PLC|Ind|GBP|104.149|105.736|5.654|5.381|+2.692|+2.434|UKT 4.000 09/07/16||GB00B0V3WX43|+234.940|+208.788|+218.019|+191.504|+229.281|+201.969|200000000.0|0.000|0.000|0.000 XS0123682758|REGEUCRPRC|BRITEL|07.750|20161207|20010215|20010215|20010215|20011207|BRITISH TELECOMMUNICATIONS PLC|Tel/Med|GBP|102.858|103.923|7.535|7.357|+4.573|+4.410|UKT 4.000 09/07/16||GB00B0V3WX43|+419.415|+403.557|+390.099|+372.890|+410.569|+392.646|700000000.0|0.000|0.000|0.000 XS0123684887|REGEUCRPRC|BRITEL|07.375|20110215|20010215|20010215|20010215|20020215|BRITISH TELECOMMUNICATIONS PLC|Tel/Med|EUR|105.575|106.188|4.189|3.843|+2.871|+2.561|DBR 5.250 01/04/11||DE0001135168|+245.755|+211.396|+239.990|+205.643|+232.291|+199.080|1125000000.0|0.000|0.000|0.000 XS0123697780|REGEUCRPRC|PACLIF|06.250|20110208|20010208|20010208|20010208|20020208|PACIFIC LIFE FUNDING LLC|SnBnk/Fin|GBP|100.725|101.668|5.704|5.149|+4.574|+4.066|UKT 4.250 03/07/11||GB00B0LNX641|+365.081|+310.376|+352.801|+298.714|+357.185|+301.850|200000000.0|0.000|0.000|0.000 XS0123998394|REGEUCRPRC|BPUIM|08.364|99991231|20010215|20010215|20010215|20020215|BANCA POPOLARE DI BERGAMO CAPITAL TRUST|Upper T2/T1|EUR|63.750|72.000|40.417|30.900|+39.098|+29.618|DBR 5.250 01/04/11||DE0001135168|+2686.188|+2221.990|+3861.952|+2911.277|+3467.261|+2663.862|300000000.0|0.000|0.000|0.000 XS0124047431|REGEUCRPRC|HBOS|06.125|20130205|20010205|20010205|20010205|20020205|BANK OF SCOTLAND (NOW BANK OF SCOTLAND PLC)|Lower T2|EUR|86.299|88.832|10.727|9.804|+9.408|+8.522|DBR 5.250 01/04/11||DE0001135168|+737.357|+667.876|+830.874|+738.434|+794.793|+708.040|325000000.0|0.000|0.000|0.000 XS0124232504|REGFRNEUCRPRC|AAB|02.189|20110207|20010207|20010207|20010207|20010507|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|94.478|95.517|0.000|0.000|+3.398|+2.771|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+339.800|+277.100|+15.000 XS0124395988|REGEUCRPRC|BACA|05.625|20110712|20010216|20010216|20010216|20010712|BANK AUSTRIA AG (NOW UNICREDIT BANK AUSTRIA AG)|SnBnk/Fin|GBP|102.672|102.915|4.264|4.150|+3.134|+3.067|UKT 4.250 03/07/11||GB00B0LNX641|+206.981|+195.941|+198.374|+187.612|+200.910|+189.921|150000000.0|0.000|0.000|0.000 XS0124569566|REGEUCRPRC|ABBEY|07.037|99991231|20010214|20010214|20010214|20020214|ABBEY NATIONAL PLC|Upper T2/T1|GBP|44.375|51.500|16.705|14.586|+12.514|+10.409|UKT 5.000 03/07/25||GB0030880693|+744.429|+687.398|+1206.344|+1009.926|+1298.697|+1082.430|300000000.0|0.000|0.000|0.000 XS0124609370|REGEUCRPRC|BIRMIN|06.250|20210222|20010220|20010220|20010220|20020222|BIRMINGHAM AIRPORT (FINANCE) PLC|Util|GBP|95.821|103.878|6.661|5.703|+3.018|+2.071|UKT 4.750 03/07/20||GB00B058DQ55|+277.379|+193.817|+271.407|+178.660|+287.985|+191.587|105000000.0|0.000|0.000|0.000 XS0124750471|REGEUCRPRC|BACA|05.750|20130222|20010222|20010222|20010222|20020222|BANK AUSTRIA AG (NOW UNICREDIT BANK AUSTRIA AG)|Lower T2|EUR|100.645|103.648|5.550|4.675|+4.231|+3.393|DBR 5.250 01/04/11||DE0001135168|+306.224|+225.087|+311.644|+224.382|+302.517|+218.598|650000000.0|0.000|0.000|0.000 XS0124879080|REGEUCRPRC|MET|06.125|20110223|20010223|20010223|20010223|20020223|TRAVELERS INSURANCE CO INSTITUTIONAL FUNDING LTD|SnBnk/Fin|GBP|96.837|98.442|7.903|6.936|+6.773|+5.853|UKT 4.250 03/07/11||GB00B0LNX641|+573.670|+482.733|+565.005|+471.725|+576.080|+479.710|150000000.0|0.000|0.000|0.000 XS0125077122|REGEUCRPRC|SGROLN|07.000|20220314|20010314|20010314|20010314|20010914|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|68.793|70.716|11.765|11.390|+8.122|+7.758|UKT 4.750 03/07/20||GB00B058DQ55|+611.715|+592.976|+785.063|+747.560|+799.592|+761.560|150000000.0|0.000|0.000|0.000 XS0125133644|REGEUCRPRC|BACR|05.750|20110308|20010308|20010308|20010308|20020308|BARCLAYS BANK PLC|Lower T2|EUR|99.231|100.920|6.191|5.202|+4.872|+3.920|DBR 5.250 01/04/11||DE0001135168|+427.940|+335.633|+438.695|+339.751|+423.484|+328.593|1000000000.0|0.000|0.000|0.000 XS0125611482|REGEUCRPRC|BKIR|07.400|99991231|20010307|20010307|20010307|20020307|BANK OF IRELAND UK HOLDINGS PLC|Upper T2/T1|EUR|32.000|36.667|103.405|88.424|+102.090|+87.145|DBR 5.250 01/04/11||DE0001135168|+4268.705|+4013.820|+10159.325|+8662.015|+8205.421|+7155.518|600000000.0|0.000|0.000|0.000 XS0125622927|REGEUCRPRC|AIG|05.500|20110307|20010307|20010307|20010307|20020307|AIG SUNAMERICA INSTITUTIONAL FUNDING III LTD (NOW ASIF III (JER|SnBnk/Fin|EUR|68.154|75.779|30.531|23.056|+29.212|+21.774|DBR 5.250 01/04/11||DE0001135168|+2104.423|+1686.973|+2872.925|+2125.114|+2630.471|+1976.527|800000000.0|0.000|0.000|0.000 XS0125681345|REGEUCRPRC|HBOS|07.286|99991231|20010228|20010228|20010228|20011130|BANK OF SCOTLAND (NOW BANK OF SCOTLAND PLC)|Upper T2/T1|GBP|25.833|32.800|38.243|31.514|+35.281|+28.568|UKT 4.000 09/07/16||GB00B0V3WX43|+1555.125|+1445.003|+3480.138|+2807.221|+3499.872|+2822.789|150000000.0|0.000|0.000|0.000 XS0125686229|REGEUCRPRC|HBOS|07.281|99991231|20010228|20010228|20010228|20011130|BANK OF SCOTLAND (NOW BANK OF SCOTLAND PLC)|Upper T2/T1|GBP|24.833|31.250|30.053|24.360|+25.861|+20.183|UKT 5.000 03/07/25||GB0030880693|+927.351|+876.144|+2606.191|+2036.878|+2670.549|+2085.929|150000000.0|0.000|0.000|0.000 XS0125754324|REGEUCRPRC|SANTAN|06.000|20110314|20010314|20010314|20010314|20020314|BSCH ISSUANCES LTD (NOW SANTANDER CENTRAL HISPANO ISSUANCES LTD|Lower T2|EUR|102.172|104.383|4.741|3.514|+3.423|+2.233|DBR 5.250 01/04/11||DE0001135168|+292.548|+172.989|+293.425|+170.935|+284.022|+165.669|500000000.0|0.000|0.000|0.000 XS0126010932|REGEUCRPRC|SLFCN|05.750|20110712|20010316|20010316|20010316|20010712|SUN LIFE OF CANADA FUNDING LLC|SnBnk/Fin|GBP|100.216|101.776|5.553|4.806|+4.423|+3.723|UKT 4.250 03/07/11||GB00B0LNX641|+335.113|+262.438|+324.468|+252.293|+330.092|+256.059|200000000.0|0.000|0.000|0.000 XS0126063386|REGEUCRPRC|HANRUE|06.250|20310314|20010314|20010314|20010314|20020314|HANNOVER FINANCE (LUXEMBOURG) SA|Lower T2|EUR|82.606|83.889|18.043|17.043|+16.725|+15.762|DBR 5.250 01/04/11||DE0001135168|+1377.134|+1307.545|+1623.593|+1523.539|+1526.636|+1435.716|138150000.0|0.000|0.000|0.000 XS0126157287|REGEUCRPRC|UCGIM|06.000|20110316|20010316|20010316|20010316|20020316|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|101.389|103.266|5.188|4.134|+3.870|+2.852|DBR 5.250 01/04/11||DE0001135168|+335.013|+234.030|+337.899|+232.941|+326.878|+225.721|500000000.0|0.000|0.000|0.000 XS0126163764|REGEUCRPRC|FRTEL|07.500|20110314|20010314|20010314|20010314|20010914|FRANCE TELECOM|Tel/Med|GBP|107.905|108.487|3.087|2.779|+1.957|+1.696|UKT 4.250 03/07/11||GB00B0LNX641|+101.029|+68.957|+97.115|+66.361|+96.187|+65.422|600000000.0|0.000|0.000|0.000 XS0126389732|REGEUCRPRC|CCE|06.500|20161207|20010315|20010315|20010315|20011207|COCA-COLA ENTERPRISES INC|Cons|GBP|104.798|106.927|5.618|5.289|+2.656|+2.342|UKT 4.000 09/07/16||GB00B0V3WX43|+221.603|+189.961|+204.347|+172.330|+215.851|+182.859|175000000.0|0.000|0.000|0.000 XS0126467553|REGEUCRPRC|DAIGR|07.000|20110321|20010321|20010321|20010321|20020321|DAIMLERCHRYSLER INTERNATIONAL FINANCE B.V.(NOW DAIMLER INTERNAT|Auto|EUR|104.154|105.203|4.629|4.056|+3.311|+2.774|DBR 5.250 01/04/11||DE0001135168|+285.220|+228.944|+281.764|+224.538|+272.867|+217.633|1000000000.0|0.000|0.000|0.000 XS0126990778|REGEUCRPRC|ELEPOR|05.875|20110328|20010328|20010328|20010328|20020328|EDP - ELECTRICIDADE DE PORTUGAL S.A. (NOW EDP - ENERGIAS DE POR|Util|EUR|104.804|105.627|3.218|2.783|+1.900|+1.501|DBR 5.250 01/04/11||DE0001135168|+142.728|+98.413|+140.705|+96.611|+136.472|+93.629|747352000.0|0.000|0.000|0.000 XS0127011798|REGEUCRPRC|BCPN|06.250|20110329|20010329|20010329|20010329|20020329|BCP FINANCE BANK LTD|Lower T2|EUR|100.178|101.526|6.138|5.375|+4.819|+4.093|DBR 5.250 01/04/11||DE0001135168|+424.734|+353.166|+432.291|+355.835|+417.534|+344.235|600000000.0|0.000|0.000|0.000 XS0127276235|REGFRNEUCRPRC|SANTAN|02.188|20110328|20010328|20010328|20010328|20010628|BSCH ISSUANCES LTD (NOW SANTANDER CENTRAL HISPANO ISSUANCES LTD|Lower T2|EUR|93.188|95.572|0.000|0.000|+4.452|+3.097|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+445.200|+309.700|+65.000 XS0127852167|REGEUCRPRC|RIFP|06.625|20110418|20010418|20010418|20010418|20011018|ALLIED DOMECQ FINANCIAL SERVICES PLC|Cons|GBP|101.123|102.165|6.005|5.439|+4.873|+4.355|UKT 4.250 03/07/11||GB00B0LNX641|+388.441|+333.307|+387.123|+330.125|+386.052|+329.079|450000000.0|0.000|0.000|0.000 XS0127953353|REGEUCRPRC|JOHLEW|06.375|20120130|20010420|20010420|20010420|20020130|JOHN LEWIS PLC|Cons|GBP|101.743|104.523|5.578|4.517|+3.585|+2.556|UKT 5.000 03/07/12||GB0030468747|+316.702|+211.567|+303.174|+199.655|+309.174|+203.213|300000000.0|0.000|0.000|0.000 XS0127984747|REGEUCRPRC|RWE|06.250|20160420|20010420|20010420|20010420|20020420|RWE FINANCE B.V.|Util|EUR|111.672|114.098|4.275|3.897|+2.957|+2.615|DBR 5.250 01/04/11||DE0001135168|+124.865|+87.209|+116.558|+78.991|+117.341|+80.934|850000000.0|0.000|0.000|0.000 XS0127992336|REGEUCRPRC|RWE|06.500|20210420|20010420|20010420|20010420|20020420|RWE FINANCE B.V.|Util|GBP|107.242|109.471|5.572|5.332|+1.929|+1.700|UKT 4.750 03/07/20||GB00B058DQ55|+183.259|+160.272|+164.799|+141.397|+177.619|+153.384|650000000.0|0.000|0.000|0.000 XS0128139531|REGEUCRPRC|TITIM|07.500|20110420|20010420|20010420|20010420|20020420|SOGERIM S.A. (NOW TELECOM ITALIA FINANCE S.A.)|Ind|EUR|104.971|105.664|4.778|4.415|+3.460|+3.133|DBR 5.250 01/04/11||DE0001135168|+300.166|+264.728|+294.659|+258.555|+285.892|+251.081|2000000000.0|0.000|0.000|0.000 XS0128842571|REGEUCRPRC|RBS|06.000|20130510|20010510|20010510|20010510|20020510|ROYAL BANK OF SCOTLAND PLC|Lower T2|EUR|86.308|88.874|10.338|9.458|+9.019|+8.176|DBR 5.250 01/04/11||DE0001135168|+695.534|+629.272|+784.005|+695.841|+751.723|+668.804|1500000000.0|0.000|0.000|0.000 XS0128965224|REGEUCRPRC|MFCCN|06.000|20110712|20010511|20010511|20010511|20010712|JOHN HANCOCK GLOBAL FUNDING II LTD|SnBnk/Fin|GBP|101.242|102.967|5.301|4.484|+4.171|+3.401|UKT 4.250 03/07/11||GB00B0LNX641|+311.936|+230.826|+300.112|+220.354|+305.128|+223.437|150000000.0|0.000|0.000|0.000 XS0129066923|REGEUCRPRC|HOLZSW|07.250|20160531|20010531|20010531|20010531|20020531|AGGREGATE INDUSTRIES PLC|Ind|GBP|89.473|93.173|9.138|8.397|+6.176|+5.450|UKT 4.000 09/07/16||GB00B0V3WX43|+539.567|+481.156|+549.992|+479.052|+575.135|+500.934|200000000.0|0.000|0.000|0.000 XS0129229141|REGEUCRPRC|STANLN|08.103|99991231|20010511|20010511|20010511|20020511|STANDARD CHARTERED BANK|Upper T2/T1|GBP|66.250|75.917|15.956|13.212|+12.994|+10.266|UKT 4.000 09/07/16||GB00B0V3WX43|+994.623|+841.386|+1192.229|+936.701|+1260.445|+985.779|600000000.0|0.000|0.000|0.000 XS0129239454|REGEUCRPRC|BESNN|06.250|20110517|20010517|20010517|20010517|20020517|BES FINANCE LTD|Lower T2|EUR|99.899|101.790|6.301|5.295|+4.982|+4.013|DBR 5.250 01/04/11||DE0001135168|+436.263|+342.147|+444.899|+343.946|+430.195|+333.432|400000000.0|0.000|0.000|0.000 XS0129265962|REGEUCRPRC|MASSMU|06.125|20130514|20010514|20010514|20010514|20020514|MASSMUTUAL GLOBAL FUNDING LLC|SnBnk/Fin|GBP|100.359|102.502|5.933|5.344|+3.523|+2.953|UKT 5.000 09/07/14||GB0031829509|+306.181|+250.099|+294.052|+236.994|+303.682|+245.025|200000000.0|0.000|0.000|0.000 XS0129477633|REGEUCRPRC|PHG|06.125|20110516|20010516|20010516|20010516|20020516|PHILIPS ELECTRONICS NV|Cons|EUR|104.914|105.896|3.571|3.083|+2.253|+1.801|DBR 5.250 01/04/11||DE0001135168|+175.081|+126.432|+171.980|+123.272|+167.454|+120.213|750000000.0|0.000|0.000|0.000 XS0129648621|REGEUCRPRC|FIAT|06.750|20110525|20010525|20010525|20010525|20020525|FIAT FINANCE & TRADE LTD SA|Auto|EUR|101.040|103.532|6.190|4.897|+4.872|+3.615|DBR 5.250 01/04/11||DE0001135168|+428.669|+306.291|+433.269|+303.888|+419.101|+294.921|1300000000.0|0.000|0.000|0.000 XS0130171159|REGEUCRPRC|CS|06.375|20130607|20010607|20010607|20010607|20020607|CREDIT SUISSE GROUP FINANCE (GUERNSEY) LTD|Lower T2|EUR|102.032|103.946|5.799|5.274|+3.674|+3.170|DBR 4.500 01/04/13||DE0001135218|+326.109|+277.710|+328.305|+275.838|+319.640|+269.273|750000000.0|0.000|0.000|0.000 XS0130601262|REGEUCRPRC|CCL|07.125|20120625|20010625|20010625|20010625|20020625|P & O PRINCESS CRUISES PLC (NOW CARNIVAL PLC)|Cons|GBP|97.795|98.366|7.782|7.575|+5.789|+5.614|UKT 5.000 03/07/12||GB0030468747|+515.234|+496.158|+500.684|+480.630|+515.413|+494.617|200000000.0|0.000|0.000|0.000 XS0130717134|REGEUCRPRC|UNIPOL|07.000|20210615|20010615|20010615|20010615|20020615|UNIPOL S.P.A.|Lower T2|EUR|83.710|86.687|16.746|14.758|+15.260|+13.300|DBR 5.000 07/04/11||DE0001135184|+1325.481|+1183.288|+1486.627|+1287.850|+1447.442|+1265.027|300000000.0|0.000|0.000|0.000 XS0130738213|REGEUCRPRC|AXASA|06.000|20130618|20010618|20010618|20010618|20020618|AXA|SnBnk/Fin|EUR|106.435|107.451|4.261|3.999|+2.137|+1.896|DBR 4.500 01/04/13||DE0001135218|+178.383|+152.949|+173.874|+147.839|+170.747|+145.590|1000000000.0|0.000|0.000|0.000 XS0130855108|REGEUCRPRC|INTNED|06.250|20210621|20010621|20010621|20010621|20020621|ING VERZEKERINGEN N.V.|Lower T2|EUR|57.277|60.764|39.340|35.376|+37.854|+33.918|DBR 5.000 07/04/11||DE0001135184|+2452.216|+2286.869|+3745.131|+3348.644|+3369.263|+3036.338|1250000000.0|0.000|0.000|0.000 XS0131038522|REGEUCRPRC|SANTAN|07.250|99991231|20010622|20010622|20010622|20011207|SANTANDER CENTRAL HISPANO FINANCIAL SERVICES LTD|Upper T2/T1|GBP|53.410|63.763|35.434|27.016|+34.303|+25.932|UKT 4.250 03/07/11||GB00B0LNX641|+2334.721|+1921.733|+3034.674|+2299.783|+3298.752|+2457.917|200000000.0|0.000|0.000|0.000 XS0131224155|REGEUCRPRC|SIEGR|05.750|20110704|20010626|20010626|20010626|20020704|SIEMENS FINANCIERINGSMAATSCHAPPIJ NV|Ind|EUR|105.840|106.459|2.921|2.636|+1.435|+1.177|DBR 5.000 07/04/11||DE0001135184|+104.420|+75.595|+102.321|+73.853|+99.360|+71.673|2000000000.0|0.000|0.000|0.000 XS0131449158|REGEUCRPRC|NFS|06.250|20110628|20010628|20010628|20010628|20020628|NATIONWIDE LIFE GLOBAL FUNDING I|SnBnk/Fin|GBP|101.798|102.487|5.262|4.930|+4.132|+3.847|UKT 4.250 03/07/11||GB00B0LNX641|+311.296|+278.386|+298.291|+265.908|+303.306|+270.107|150000000.0|0.000|0.000|0.000 XS0131475666|REGEUCRPRC|ANGIRI|08.533|99991231|20010628|20010628|20010628|20011228|ANGLO IRISH ASSET FINANCE PLC|Upper T2/T1|GBP|00.000|15.500|0.000|0.000|||UKT 4.250 03/07/11||GB00B0LNX641|||||||200000000.0|0.000|0.000|0.000 XS0131512450|REGEUCRPRC|BPUIM|09.000|99991231|20010627|20010627|20010627|20020627|BANCA POPOLARE COMMERCIO E INDUSTRIA CAPITAL TRUST|Upper T2/T1|EUR|66.250|73.750|33.300|26.467|+31.972|+25.175|DBR 5.250 01/04/11||DE0001135168|+2284.343|+1931.486|+3141.023|+2457.662|+2859.414|+2269.314|115000000.0|0.000|0.000|0.000 XS0131632274|REGEUCRPRC|PRUFIN|06.875|20211229|20010628|20010628|20010628|20011229|PRUDENTIAL BANKING PLC (NOW EGG BANKING PLC)|Lower T2|GBP|65.762|66.874|14.067|13.760|+11.105|+10.813|UKT 4.000 09/07/16||GB00B0V3WX43|+835.311|+818.889|+1010.115|+981.362|+1064.345|+1033.505|200000000.0|0.000|0.000|0.000 XS0131739665|REGEUCRPRC|MILANO|07.625|20110629|20010629|20010629|20010629|20020629|BANCA POPOLARE DI MILANO S.C.A R.L.|Lower T2|EUR|99.247|102.215|8.000|6.473|+6.514|+5.015|DBR 5.000 07/04/11||DE0001135184|+596.227|+457.404|+610.257|+458.049|+587.496|+442.577|160000000.0|0.000|0.000|0.000 XS0131749623|REGEUCRPRC|MILANO|08.393|99991231|20010629|20010702|20010702|20020702|BPM CAPITAL TRUST I|Upper T2/T1|EUR|60.000|71.250|38.861|27.719|+37.375|+26.261|DBR 5.000 07/04/11||DE0001135184|+2498.809|+1974.019|+3695.365|+2581.151|+3319.272|+2371.378|160000000.0|0.000|0.000|0.000 XS0131858838|REGEUCRPRC|TELECO|06.375|20110629|20010629|20010629|20010629|20020629|TELSTRA CORPN LTD|Tel/Med|EUR|104.628|105.692|4.076|3.571|+2.590|+2.113|DBR 5.000 07/04/11||DE0001135184|+221.537|+171.355|+218.353|+167.657|+212.006|+162.944|1500000000.0|0.000|0.000|0.000 XS0131944323|REGEUCRPRC|ISPIM|06.988|99991231|20010712|20010712|20010712|20020712|INTESA PREFERRED SECURITIES INVESTORS TRUST|Upper T2/T1|EUR|57.500|61.063|12.140|11.433|+10.654|+9.975|DBR 5.000 07/04/11||DE0001135184|+476.077|+462.907|+861.817|+791.120|+817.260|+749.450|500000000.0|0.000|0.000|0.000 XS0132169672|REGEUCRPRC|CLMD|06.450|20230705|20010705|20010705|20010705|20020705|CLERICAL MEDICAL FINANCE PLC|Lower T2|EUR|39.333|47.385|37.187|30.228|+35.701|+28.770|DBR 5.000 07/04/11||DE0001135184|+1890.018|+1691.023|+3463.297|+2769.396|+3128.418|+2537.503|400000000.0|0.000|0.000|0.000 XS0132179713|REGEUCRPRC|BYLAN|05.375|20110712|20010712|20010712|20010712|20020712|BAYERISCHE LANDESBANK|SnBnk/Fin|EUR|103.230|105.006|3.800|2.971|+2.314|+1.513|DBR 5.000 07/04/11||DE0001135184|+189.889|+108.038|+189.337|+106.560|+183.710|+103.429|1500000000.0|0.000|0.000|0.000 XS0132253468|REGEUCRPRC|DEXGRP|06.821|99991231|20010706|20010706|20010706|20020706|DEXIA BANQUE INTERNATIONALE A LUXEMBOURG S.A.|Upper T2/T1|EUR|23.375|28.125|115.129|96.687|+113.649|+95.234|DBR 5.000 07/04/11||DE0001135184|+4046.596|+3825.587|+11322.641|+9478.385|+8996.087|+7734.028|225000000.0|0.000|0.000|0.000 XS0132407957|REGEUCRPRC|DT|07.125|20110711|20010711|20010711|20010711|20020711|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|107.834|108.517|3.337|3.028|+1.851|+1.569|DBR 5.000 07/04/11||DE0001135184|+148.534|+116.859|+143.120|+112.104|+139.158|+109.052|3500000000.0|0.000|0.000|0.000 XS0132424614|REGEUCRPRC|EDF|05.875|20310718|20010718|20010718|20010718|20020718|ELECTRICITE DE FRANCE (E.D.F.) SERVICE NATIONAL (NOW ELECTRICIT|Util|GBP|97.982|100.773|5.952|5.728|+1.674|+1.460|UKT 4.250 06/07/32||GB0004893086|+200.306|+181.317|+192.178|+170.276|+204.276|+181.434|650000000.0|0.000|0.000|0.000 XS0132735373|REGEUCRPRC|NGGLN|06.500|20280727|20010727|20010727|20010727|20020727|NATIONAL GRID CO PLC (NOW NATIONAL GRID ELECTRICITY TRANSMISSIO|Util|GBP|101.104|103.626|6.296|6.077|+2.051|+1.844|UKT 6.000 12/07/28||GB0002404191|+235.125|+216.516|+220.902|+199.657|+236.316|+214.078|360000000.0|0.000|0.000|0.000 XS0133173137|REGEUCRPRC|ABBEY|07.250|99991231|20010723|20010723|20010723|20020325|SCOTTISH MUTUAL ASSURANCE PLC (NOW PHOENIX LIFE LTD)|Upper T2/T1|GBP|38.408|44.408|21.272|18.733|+17.629|+15.101|UKT 4.750 03/07/20||GB00B058DQ55|+968.569|+907.002|+1639.886|+1408.589|+1769.206|+1511.555|200000000.0|0.000|0.000|0.000 XS0133582147|REGEUCRPRC|BAB|08.750|20160823|20010823|20010823|20010823|20020223|BRITISH AIRWAYS PLC|Ind|GBP|73.922|77.396|14.680|13.743|+11.718|+10.796|UKT 4.000 09/07/16||GB00B0V3WX43|+927.964|+874.566|+1121.382|+1027.703|+1132.570|+1038.376|250000000.0|0.000|0.000|0.000 XS0133729771|REGEUCRPRC|NGGLN|06.125|20110823|20010823|20010823|20010823|20020823|NGG FINANCE PLC|Util|EUR|103.317|104.217|4.561|4.154|+3.075|+2.695|DBR 5.000 07/04/11||DE0001135184|+262.617|+223.074|+261.284|+220.587|+253.324|+214.039|750000000.0|0.000|0.000|0.000 XS0133956168|REGEUCRPRC|ALLNCE|05.875|20310814|20010814|20010814|20010814|20020814|ALLIANCE & LEICESTER PLC|Lower T2|GBP|68.443|72.959|9.060|8.466|+4.782|+4.198|UKT 4.250 06/07/32||GB0004893086|+399.106|+368.772|+492.219|+435.388|+520.353|+460.001|150000000.0|0.000|0.000|0.000 XS0134004075|REGEUCRPRC|PACLIF|06.000|20130816|20010816|20010816|20010816|20020816|PACIFIC LIFE FUNDING LLC|SnBnk/Fin|GBP|94.737|96.646|7.334|6.805|+4.924|+4.414|UKT 5.000 09/07/14||GB0031829509|+427.427|+380.401|+423.994|+373.085|+438.212|+385.454|200000000.0|0.000|0.000|0.000 XS0134398188|REGEUCRPRC|FREGR|07.375|20110615|20010615|20011026|20010915|20011215|FRESENIUS MEDICAL CARE CAPITAL TRUST V|Ind|EUR|105.000|106.250|4.957|4.331|+3.646|+3.056|DBR 5.250 01/04/11||DE0001135168|+304.869|+245.166|+317.411|+252.648|+298.571|+238.290|299849000.0|0.000|0.000|0.000 XS0134886067|REGEUCRPRC|BACR|05.750|20260914|20010914|20010914|20010914|20020914|BARCLAYS BANK PLC|Lower T2|GBP|65.921|70.209|9.704|9.051|+5.512|+4.874|UKT 5.000 03/07/25||GB0030880693|+437.573|+403.899|+548.770|+486.506|+581.672|+515.373|600000000.0|0.000|0.000|0.000 XS0135791217|REGEUCRPRC|BNP|06.625|99991231|20011023|20011023|20011023|20021023|BNP PARIBAS CAPITAL TRUST III|Upper T2/T1|EUR|56.000|59.250|36.358|33.117|+34.872|+31.659|DBR 5.000 07/04/11||DE0001135184|+2255.267|+2120.038|+3435.318|+3108.805|+3105.028|+2828.214|500000000.0|0.000|0.000|0.000 XS0135907029|REGEUCRPRC|MEL|06.375|20111108|20011108|20011108|20011108|20021108|MELLON FUNDING CORPN|SnBnk/Fin|GBP|103.601|103.964|4.745|4.596|+3.615|+3.513|UKT 4.250 03/07/11||GB00B0LNX641|+244.697|+229.775|+231.603|+217.066|+235.777|+220.929|225000000.0|0.000|0.000|0.000 XS0136656997|REGEUCRPRC|SLB|05.875|20111003|20011003|20011003|20011003|20021003|SCHLUMBERGER INDUSTRIES SA|Ind|EUR|105.616|106.876|3.402|2.877|+1.916|+1.418|DBR 5.000 07/04/11||DE0001135184|+144.841|+91.719|+141.717|+88.961|+137.944|+86.723|259290000.0|0.000|0.000|0.000 XS0137672381|REGEUCRPRC|CENTRI|05.875|20121102|20011102|20011102|20011102|20021102|CENTRICA PLC|Util|GBP|105.124|105.946|4.213|3.970|+2.220|+2.009|UKT 5.000 03/07/12||GB0030468747|+153.177|+128.777|+142.610|+119.062|+147.330|+123.310|400000000.0|0.000|0.000|0.000 XS0137784426|REGEUCRPRC|RBS|06.250|99991231|20011102|20011102|20011102|20021217|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|44.800|53.167|32.829|26.770|+30.837|+24.811|UKT 5.000 03/07/12||GB0030468747|+1941.184|+1698.464|+2772.250|+2240.362|+3005.667|+2399.580|117399000.0|0.000|0.000|0.000 XS0137919535|REGEUCRPRC|HESLAN|05.500|20151221|20011108|20011108|20011108|20021221|LANDESBANK HESSEN-THUERINGEN GIROZENTRALE|Lower T2|EUR|107.190|111.076|4.229|3.589|+2.743|+2.130|DBR 5.000 07/04/11||DE0001135184|+122.007|+58.475|+117.757|+53.486|+117.455|+55.139|650000000.0|0.000|0.000|0.000 XS0138137285|REGEUCRPRC|MKS|06.375|20111107|20011107|20011107|20011107|20021107|MARKS AND SPENCER P.L.C.|Cons|GBP|101.114|102.438|5.781|5.226|+4.651|+4.143|UKT 4.250 03/07/11||GB00B0LNX641|+348.204|+293.926|+332.915|+279.056|+340.486|+285.161|375000000.0|0.000|0.000|0.000 XS0138261374|REGEUCRPRC|LGFP|06.875|20121106|20011106|20011106|20011106|20021106|LAFARGE S.A.|Ind|GBP|90.706|94.486|9.881|8.560|+7.888|+6.599|UKT 5.000 03/07/12||GB0030468747|+683.328|+570.507|+690.225|+564.038|+714.331|+582.478|350000000.0|0.000|0.000|0.000 XS0138429575|REGEUCRPRC|CS|06.905|99991231|20011107|20011107|20011107|20021107|CREDIT SUISSE GROUP CAPITAL (GUERNSEY) V LTD|Upper T2/T1|EUR|68.500|74.000|10.068|9.322|+8.582|+7.864|DBR 5.000 07/04/11||DE0001135184|+427.357|+407.041|+654.843|+580.182|+618.574|+546.720|400000000.0|0.000|0.000|0.000 XS0138717441|REGEUCRPRC|AVLN|06.125|20361114|20011114|20011114|20011114|20021114|CGNU PLC (NOW AVIVA PLC)|Lower T2|GBP|54.145|58.443|12.398|11.507|+8.206|+7.330|UKT 5.000 03/07/25||GB0030880693|+565.184|+531.085|+804.406|+719.637|+857.292|+765.637|700000000.0|0.000|0.000|0.000 XS0138717953|REGEUCRPRC|AVLN|05.750|20211114|20011114|20011114|20011114|20021114|CGNU PLC (NOW AVIVA PLC)|Lower T2|EUR|48.500|52.500|42.607|37.987|+41.121|+36.529|DBR 5.000 07/04/11||DE0001135184|+2429.202|+2268.846|+4058.530|+3596.473|+3627.109|+3243.339|800000000.0|0.000|0.000|0.000 XS0138939854|REGEUCRPRC|RBS|05.625|99991231|20011129|20011129|20011129|20020607|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|42.800|49.800|13.613|11.862|+9.336|+7.595|UKT 4.250 06/07/32||GB0004893086|+540.273|+494.221|+925.494|+760.559|+986.590|+807.247|200527000.0|0.000|0.000|0.000 XS0139175821|REGEUCRPRC|HBOS|06.461|99991231|20011128|20011128|20011128|20020531|HBOS CAPITAL FUNDING LP|Upper T2/T1|GBP|24.600|28.500|32.224|28.646|+28.970|+25.403|UKT 5.000 03/07/18||GB00B1VWPC84|+1201.437|+1153.627|+2854.632|+2496.806|+2884.751|+2522.222|600000000.0|0.000|0.000|0.000 XS0139335029|REGEUCRPRC|NWGLN|06.000|20171011|20011211|20011211|20011211|20021011|NORTHUMBRIAN WATER FINANCE PLC|Util|GBP|102.480|104.108|5.541|5.306|+2.579|+2.359|UKT 4.000 09/07/16||GB00B0V3WX43|+201.093|+178.764|+188.165|+165.119|+199.097|+175.330|300000000.0|0.000|0.000|0.000 XS0139522568|REGEUCRPRC|MET|05.750|20111206|20011206|20011206|20011206|20021206|TRAVELERS INSURANCE CO INSTITUTIONAL FUNDING LTD|SnBnk/Fin|GBP|95.200|96.513|7.701|7.129|+6.571|+6.046|UKT 4.250 03/07/11||GB00B0LNX641|+519.051|+466.642|+515.176|+459.968|+527.617|+470.457|150000000.0|0.000|0.000|0.000 XS0139563166|REGEUCRPRC|SSELN|05.500|20320607|20011219|20011219|20011219|20020607|SOUTHERN ELECTRIC POWER DISTRIBUTION PLC|Util|GBP|88.693|89.344|6.353|6.295|+2.075|+2.027|UKT 4.250 06/07/32||GB0004893086|+226.243|+221.990|+233.358|+227.785|+246.385|+240.553|350000000.0|0.000|0.000|0.000 XS0139662067|REGEUCRPRC|ERSTBK|05.250|20111214|20011214|20011214|20011214|20021214|ERSTE BANK DER OESTERREICHISCHEN SPARKASSEN AG (NOW ERSTE GROUP|SnBnk/Fin|EUR|100.470|101.660|5.041|4.550|+3.555|+3.092|DBR 5.000 07/04/11||DE0001135184|+293.778|+247.626|+298.464|+249.493|+289.337|+242.163|1000000000.0|0.000|0.000|0.000 XS0140144204|REGEUCRPRC|MRWLN|06.000|20170110|20011218|20011218|20011218|20030110|SAFEWAY PLC|Cons|GBP|106.017|108.133|4.970|4.655|+2.008|+1.708|UKT 4.000 09/07/16||GB00B0V3WX43|+154.257|+122.746|+140.528|+109.456|+149.486|+117.587|200000000.0|0.000|0.000|0.000 XS0140197582|REGEUCRPRC|PRUFIN|05.750|20211219|20011219|20011219|20011219|20021219|PRUDENTIAL PLC|Lower T2|EUR|65.000|71.500|25.552|20.855|+24.066|+19.397|DBR 5.000 07/04/11||DE0001135184|+1712.004|+1462.710|+2346.730|+1879.456|+2170.636|+1756.219|500000000.0|0.000|0.000|0.000 XS0140198044|REGEUCRPRC|PRUFIN|06.125|20311219|20011219|20011219|20011219|20021219|PRUDENTIAL PLC|Lower T2|GBP|56.937|61.177|11.230|10.475|+6.952|+6.207|UKT 4.250 06/07/32||GB0004893086|+498.640|+471.034|+698.812|+628.053|+741.856|+665.686|435000000.0|0.000|0.000|0.000 XS0140280305|REGEUCRPRC|AHOLD|06.500|20170314|20011214|20011214|20011214|20020314|AHOLD FINANCE U.S.A. INC|Cons|GBP|92.829|94.211|7.603|7.361|+4.641|+4.414|UKT 4.000 09/07/16||GB00B0V3WX43|+393.121|+372.967|+393.108|+369.582|+411.588|+387.103|250000000.0|0.000|0.000|0.000 XS0140280644|REGEUCRPRC|AHOLD|05.875|20120314|20011214|20011214|20011214|20020314|AHOLD FINANCE U.S.A. INC|Cons|EUR|103.465|104.440|4.549|4.189|+2.875|+2.538|DBR 5.000 01/04/12||DE0001135192|+241.031|+206.326|+240.436|+204.438|+233.362|+198.643|406824000.0|0.000|0.000|0.000 XS0140478321|REGEUCRPRC|TOMKLN|08.000|20111220|20011220|20011220|20011220|20021220|TOMKINS PLC|Ind|GBP|93.450|95.093|10.673|9.934|+9.541|+8.850|UKT 4.250 03/07/11||GB00B0LNX641|+807.424|+742.817|+797.913|+727.612|+824.839|+750.985|150000000.0|0.000|0.000|0.000 XS0140516864|REGEUCRPRC|GSK|05.250|20331219|20011219|20011219|20011219|20020619|GLAXOSMITHKLINE CAPITAL PLC|Ind|GBP|92.058|94.434|5.863|5.672|+1.585|+1.404|UKT 4.250 06/07/32||GB0004893086|+185.226|+170.779|+196.927|+178.424|+198.706|+179.990|1000000000.0|0.000|0.000|0.000 XS0141500487|REGEUCRPRC|FGPLN|06.875|20130415|20020320|20020320|20020320|20030415|FIRSTGROUP PLC|Util|GBP|99.582|100.386|6.878|6.646|+4.470|+4.256|UKT 5.000 09/07/14||GB0031829509|+403.612|+381.499|+388.225|+365.223|+401.182|+377.446|300000000.0|0.000|0.000|0.000 XS0141704725|REGEUCRPRC|NGGLN|06.000|20170607|20020130|20020130|20020130|20030607|TRANSCO PLC (NOW NATIONAL GRID GAS PLC)|Util|GBP|106.031|107.648|5.008|4.777|+2.046|+1.830|UKT 4.000 09/07/16||GB00B0V3WX43|+153.151|+130.559|+139.456|+117.035|+148.619|+125.575|300000000.0|0.000|0.000|0.000 XS0141843689|REGEUCRPRC|BNP|06.342|99991231|20020124|20020124|20020124|20030124|BNP PARIBAS CAPITAL TRUST IV|Upper T2/T1|EUR|57.500|62.000|31.813|27.990|+30.327|+26.532|DBR 5.000 07/04/11||DE0001135184|+1999.090|+1833.670|+2969.360|+2590.046|+2711.355|+2383.920|660000000.0|0.000|0.000|0.000 XS0141874726|REGEUCRPRC|OOMLN|07.625|20120125|20020125|20020125|20020125|20030125|MMO2 PLC|Tel/Med|GBP|108.251|108.913|4.292|4.050|+2.299|+2.089|UKT 5.000 03/07/12||GB0030468747|+194.556|+169.210|+178.137|+154.294|+182.342|+157.997|375000000.0|0.000|0.000|0.000 XS0141894328|REGEUCRPRC|HESLAN|05.375|20120307|20020128|20020128|20020128|20030307|LANDESBANK HESSEN-THUERINGEN GIROZENTRALE|SnBnk/Fin|GBP|104.124|104.897|3.774|3.496|+1.781|+1.535|UKT 5.000 03/07/12||GB0030468747|+128.925|+100.771|+122.310|+95.130|+124.647|+96.998|200000000.0|0.000|0.000|0.000 XS0142019479|REGEUCRPRC|VW|05.375|20120125|20020125|20020125|20020125|20030125|VOLKSWAGEN FINANCIAL SERVICES AG|Auto|EUR|101.689|103.410|4.691|4.021|+3.016|+2.369|DBR 5.000 01/04/12||DE0001135192|+257.339|+193.228|+259.566|+192.628|+251.775|+187.155|1000000000.0|0.000|0.000|0.000 XS0142044824|REGEUCRPRC|UPMKYM|06.125|20120123|20020123|20020123|20020123|20030123|UPM-KYMMENE CORPN|Ind|EUR|97.312|98.403|7.231|6.771|+5.556|+5.119|DBR 5.000 01/04/12||DE0001135192|+494.271|+453.444|+513.645|+467.559|+495.255|+451.331|600000000.0|0.000|0.000|0.000 XS0142045474|REGEUCRPRC|UPMKYM|06.625|20170123|20020123|20020123|20020123|20030123|UPM-KYMMENE CORPN|Ind|GBP|80.723|84.201|10.105|9.384|+7.143|+6.437|UKT 4.000 09/07/16||GB00B0V3WX43|+586.508|+535.713|+635.035|+566.320|+665.097|+592.782|250000000.0|0.000|0.000|0.000 XS0142073419|REGEUCRPRC|BNP|05.750|20220124|20020124|20020124|20020124|20030124|BNP PARIBAS|Lower T2|GBP|88.814|91.917|6.988|6.601|+3.345|+2.969|UKT 4.750 03/07/20||GB00B058DQ55|+287.994|+257.572|+296.834|+259.455|+314.336|+275.320|350000000.0|0.000|0.000|0.000 XS0142222198|REGEUCRPRC|FORTIS|05.375|20120125|20020125|20020125|20020125|20030125|FORTIS FINANCE N.V.|SnBnk/Fin|EUR|99.854|104.688|5.423|3.534|+3.748|+1.882|DBR 5.000 01/04/12||DE0001135192|+325.713|+145.458|+332.710|+143.769|+322.152|+139.851|1000000000.0|0.000|0.000|0.000 XS0142249555|REGEUCRPRC|VIEFP|05.875|20120201|20020201|20020201|20020201|20030201|VIVENDI ENVIRONNEMENT (NOW VEOLIA ENVIRONNEMENT)|Util|EUR|104.555|105.592|4.079|3.688|+2.404|+2.036|DBR 5.000 01/04/12||DE0001135192|+199.794|+161.358|+197.562|+158.444|+191.992|+154.139|1000000000.0|0.000|0.000|0.000 XS0142298685|REGEUCRPRC|TWOD|06.625|20120207|20020207|20020207|20020207|20030207|TAYLOR WOODROW PLC|Ind|GBP|53.333|61.833|33.064|26.479|+31.064|+24.513|UKT 5.000 03/07/12||GB0030468747|+2157.335|+1838.256|+2820.784|+2242.712|+3056.786|+2398.119|250000000.0|0.000|0.000|0.000 XS0142391894|REGEUCRPRC|HSHN|07.407|99991231|20020219|20020219|20020219|20030630|LANDESBANK SCHLESWIG-HOLSTEIN GIROZENTRALE (NOW HSH NORDBANK AG|Upper T2/T1|EUR|12.000|15.500|86.134|71.985|+84.459|+70.334|DBR 5.000 01/04/12||DE0001135192|+2250.696|+2179.230|+8336.819|+6921.943|+6923.953|+5880.201|500000000.0|0.000|0.000|0.000 XS0142531903|REGEUCRPRC|TITIM|06.250|20120201|20020201|20020201|20020201|20030201|TELECOM ITALIA SPA|Tel/Med|EUR|104.411|105.325|4.496|4.148|+2.821|+2.496|DBR 5.000 01/04/12||DE0001135192|+241.911|+208.056|+239.309|+204.540|+232.410|+198.837|1250000000.0|0.000|0.000|0.000 XS0142639003|REGEUCRPRC|AIG|05.625|20120201|20020201|20020201|20020201|20030201|AIG SUNAMERICA INSTITUTIONAL FUNDING II (NOW ASIF II)|SnBnk/Fin|GBP|68.000|73.333|21.271|18.087|+19.278|+16.127|UKT 5.000 03/07/12||GB0030468747|+1515.084|+1313.743|+1775.427|+1484.415|+1877.502|+1559.032|500000000.0|0.000|0.000|0.000 XS0142908770|REGEUCRPRC|SOCGEN|05.625|20120213|20020213|20020213|20020213|20030213|SOCIETE GENERALE|Lower T2|EUR|102.598|104.814|4.599|3.761|+2.924|+2.109|DBR 5.000 01/04/12||DE0001135192|+247.896|+166.554|+248.552|+164.510|+241.140|+159.949|600000000.0|0.000|0.000|0.000 XS0142963445|REGEUCRPRC|GS|06.125|20170214|20020214|20020214|20020214|20030214|GOLDMAN SACHS GROUP INC|SnBnk/Fin|GBP|92.877|94.545|7.223|6.934|+4.261|+3.987|UKT 4.000 09/07/16||GB00B0V3WX43|+357.622|+333.174|+357.956|+329.829|+374.459|+345.247|300000000.0|0.000|0.000|0.000 XS0143152337|REGEUCRPRC|NRBS|05.750|20170228|20020227|20020227|20020227|20030228|NORTHERN ROCK PLC|Lower T2|GBP|61.999|69.000|24.937|20.450|+22.944|+18.489|UKT 5.000 03/07/12||GB0030468747|+1716.127|+1458.485|+2104.704|+1699.507|+2240.855|+1792.353|250000000.0|0.000|0.000|0.000 XS0143315140|REGEUCRPRC|ENTINN|06.375|20310926|20020226|20020226|20020226|20020926|ENTERPRISE INNS PLC|Cons|GBP|54.880|58.785|12.356|11.554|+8.079|+7.287|UKT 4.250 06/07/32||GB0004893086|+545.310|+519.510|+841.507|+761.941|+857.511|+776.087|275000000.0|0.000|0.000|0.000 XS0143722451|REGEUCRPRC|ENBW|05.875|20120228|20020228|20020228|20020228|20030228|ENBW INTERNATIONAL FINANCE B.V.|Util|EUR|106.082|107.015|3.562|3.224|+1.887|+1.572|DBR 5.000 01/04/12||DE0001135192|+146.000|+112.391|+143.192|+109.546|+139.197|+106.592|1000000000.0|0.000|0.000|0.000 XS0143731445|REGEUCRPRC|UCGIM|06.100|20120228|20020228|20020228|20020228|20030228|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|102.085|104.935|5.275|4.199|+3.600|+2.548|DBR 5.000 01/04/12||DE0001135192|+312.365|+209.701|+314.617|+207.183|+304.551|+201.123|500000000.0|0.000|0.000|0.000 XS0143736162|REGEUCRPRC|INVSA|06.125|20120305|20020305|20020305|20020305|20030305|INVESTOR AB (PUBL)|Ind|EUR|104.947|105.562|4.229|4.003|+2.554|+2.351|DBR 5.000 01/04/12||DE0001135192|+212.088|+189.943|+209.411|+186.753|+203.398|+181.521|535000000.0|0.000|0.000|0.000 XS0144810529|REGEUCRPRC|RBS|06.200|99991231|20020322|20020322|20020322|20030322|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|43.800|49.800|16.680|14.808|+13.038|+11.177|UKT 4.750 03/07/20||GB00B058DQ55|+768.397|+710.005|+1212.347|+1038.304|+1296.578|+1106.300|173835000.0|0.000|0.000|0.000 XS0144887584|REGEUCRPRC|FIDINT|06.250|20120321|20020321|20020321|20020321|20030321|FIDELITY INTERNATIONAL LTD|SnBnk/Fin|EUR|93.513|95.288|8.892|8.142|+7.217|+6.490|DBR 5.000 01/04/12||DE0001135192|+629.912|+567.103|+674.111|+599.025|+647.130|+576.133|500000000.0|0.000|0.000|0.000 XS0144920385|REGEUCRPRC|DANBNK|05.875|20150326|20020326|20020326|20020326|20030326|DANSKE BANK A/S|Lower T2|EUR|77.000|81.000|16.487|14.343|+14.812|+12.692|DBR 5.000 01/04/12||DE0001135192|+1170.848|+1029.984|+1430.550|+1216.160|+1348.720|+1152.241|400000000.0|0.000|0.000|0.000 XS0145065602|REGEUCRPRC|BRITNA|05.875|20330328|20020328|20020328|20020328|20020928|BRITANNIA BUILDING SOCIETY|Lower T2|GBP|55.648|59.295|11.261|10.581|+6.983|+6.313|UKT 4.250 06/07/32||GB0004893086|+482.021|+458.508|+735.536|+667.542|+747.257|+677.826|150000000.0|0.000|0.000|0.000 XS0145190681|REGEUCRPRC|HGLN|06.500|20090717|20020327|20020327|20020327|20020717|HILTON GROUP FINANCE PLC|Cons|EUR|99.300|100.250|9.569|4.979|+8.614|+4.520|DBR 4.500 07/04/09||DE0001135127|+852.048|+382.335|+817.719|+364.936|+828.390|+365.918|464500000.0|0.000|0.000|0.000 XS0145190921|REGEUCRPRC|HGLN|07.125|20120711|20020327|20020327|20020327|20020711|HILTON GROUP FINANCE PLC|Cons|GBP|92.054|93.554|9.904|9.331|+7.911|+7.371|UKT 5.000 03/07/12||GB0030468747|+701.116|+652.005|+703.176|+648.453|+726.584|+669.314|250000000.0|0.000|0.000|0.000 XS0145407507|REGEUCRPRC|LLOYDS|06.000|99991231|20020328|20020328|20020328|20020607|LLOYDS TSB GROUP PLC|Upper T2/T1|GBP|49.800|57.400|12.492|10.930|+8.215|+6.663|UKT 4.250 06/07/32||GB0004893086|+531.324|+481.324|+820.113|+672.256|+872.209|+712.375|114000000.0|0.000|0.000|0.000 XS0145507124|REGEUCRPRC|HSBC|07.000|20120327|20020327|20020327|20020327|20030327|HOUSEHOLD FINANCE CORPN (NOW HSBC FINANCE CORPN)|SnBnk/Fin|GBP|92.498|95.016|9.862|8.827|+7.869|+6.866|UKT 5.000 03/07/12||GB0030468747|+707.644|+617.338|+709.043|+610.049|+731.532|+628.090|500000000.0|0.000|0.000|0.000 XS0145515655|REGEUCRPRC|TLM|06.625|20171205|20020405|20020405|20020405|20021205|TALISMAN ENERGY INC|Util|GBP|87.660|90.233|8.532|8.083|+5.570|+5.136|UKT 4.000 09/07/16||GB00B0V3WX43|+460.739|+426.090|+475.960|+432.619|+499.297|+453.958|250000000.0|0.000|0.000|0.000 XS0145620281|REGEUCRPRC|LLOYDS|05.875|20140708|20020408|20020408|20020408|20020708|LLOYDS TSB GROUP PLC|Lower T2|EUR|89.638|93.573|8.418|7.408|+6.743|+5.756|DBR 5.000 01/04/12||DE0001135192|+513.749|+433.659|+564.373|+463.233|+544.956|+448.867|750000000.0|0.000|0.000|0.000 XS0145680426|REGEUCRPRC|LGEN|05.875|20330405|20020405|20020405|20020405|20030405|LEGAL & GENERAL FINANCE PLC|SnBnk/Fin|GBP|57.745|61.585|10.621|9.976|+6.343|+5.708|UKT 4.250 06/07/32||GB0004893086|+462.899|+438.122|+644.863|+583.582|+681.825|+616.180|200000000.0|0.000|0.000|0.000 XS0145758040|REGEUCRPRC|BAYGR|06.000|20120410|20020410|20020410|20020410|20030410|BAYER AG|Ind|EUR|107.166|107.854|3.389|3.151|+1.714|+1.499|DBR 5.000 01/04/12||DE0001135192|+125.665|+101.566|+121.959|+97.996|+119.195|+95.961|2000000000.0|0.000|0.000|0.000 XS0145875190|REGEUCRPRC|BACR|06.375|99991231|20020419|20020419|20020419|20030419|BARCLAYS BANK PLC|Upper T2/T1|GBP|57.600|63.500|15.623|13.877|+12.661|+10.931|UKT 4.000 09/07/16||GB00B0V3WX43|+882.477|+798.165|+1151.725|+988.747|+1216.565|+1041.078|465000000.0|0.000|0.000|0.000 XS0145875513|REGEUCRPRC|BACR|06.125|99991231|20020419|20020419|20020419|20030419|BARCLAYS BANK PLC|Upper T2/T1|GBP|58.250|62.600|11.497|10.691|+7.252|+6.458|UKT 6.000 12/07/28||GB0002404191|+527.915|+494.358|+719.228|+642.724|+764.959|+682.679|550000000.0|0.000|0.000|0.000 XS0145903661|REGEUCRPRC|MICH|06.500|20120416|20020416|20020416|20020416|20030416|MICHELIN FINANCE LUXEMBOURG SA (MIFILUX) (NOW MICHELIN LUXEMBOU|Auto|EUR|102.411|103.558|5.587|5.165|+3.912|+3.513|DBR 5.000 01/04/12||DE0001135192|+339.702|+300.081|+341.102|+298.894|+330.740|+290.229|500000000.0|0.000|0.000|0.000 XS0146389464|REGEUCRPRC|MCD|05.875|20320423|20020423|20020423|20020423|20030423|MCDONALD S CORPN|Cons|GBP|99.447|100.946|5.834|5.717|+1.556|+1.449|UKT 4.250 06/07/32||GB0004893086|+192.245|+182.247|+182.711|+171.231|+193.764|+181.803|250000000.0|0.000|0.000|0.000 XS0146556385|REGEUCRPRC|TDCDC|06.500|20120419|20020419|20020419|20020419|20030419|TDC A/S|Tel/Med|EUR|95.500|98.250|8.274|7.174|+6.599|+5.523|DBR 5.000 01/04/12||DE0001135192|+578.295|+483.562|+609.932|+500.000|+587.042|+482.688|750000000.0|0.000|0.000|0.000 XS0146643191|REGEUCRPRC|TITIM|07.250|20120424|20020424|20020424|20020424|20030424|OLIVETTI FINANCE N.V., S.A. (NOW TELECOM ITALIA FINANCE S.A.)|Tel/Med|EUR|105.554|106.845|5.182|4.724|+3.507|+3.072|DBR 5.000 01/04/12||DE0001135192|+305.402|+261.058|+299.801|+253.906|+291.534|+247.397|1000000000.0|0.000|0.000|0.000 XS0146942189|REGEUCRPRC|ACAFP|07.047|99991231|20020426|20020426|20020426|20030426|CL CAPITAL TRUST I|Upper T2/T1|EUR|59.100|62.125|29.530|27.184|+27.855|+25.532|DBR 5.000 01/04/12||DE0001135192|+1876.180|+1772.614|+2734.402|+2499.753|+2507.694|+2303.863|750000000.0|0.000|0.000|0.000 XS0147030554|REGEUCRPRC|RWE|06.125|20121026|20020426|20020426|20020426|20021026|RWE FINANCE B.V.|Util|EUR|108.648|109.486|3.436|3.192|+1.761|+1.540|DBR 5.000 01/04/12||DE0001135192|+114.982|+90.414|+109.828|+85.587|+108.253|+84.741|2200000000.0|0.000|0.000|0.000 XS0147048259|REGEUCRPRC|RWE|06.375|20130603|20020426|20020426|20020426|20030603|RWE FINANCE B.V.|Util|GBP|107.335|108.414|4.324|4.050|+1.914|+1.659|UKT 5.000 09/07/14||GB0031829509|+149.043|+121.031|+136.173|+109.366|+141.989|+114.649|750000000.0|0.000|0.000|0.000 XS0147048762|REGEUCRPRC|RWE|06.250|20300603|20020426|20020426|20020426|20030603|RWE FINANCE B.V.|Util|GBP|100.215|101.607|6.136|6.021|+1.891|+1.788|UKT 6.000 12/07/28||GB0002404191|+220.112|+210.276|+207.978|+196.666|+221.758|+209.932|950000000.0|0.000|0.000|0.000 XS0147275829|REGEUCRPRC|BESNN|06.625|99991231|20020508|20020508|20020508|20030508|BES FINANCE LTD|Upper T2/T1|EUR|69.000|75.500|21.702|17.838|+20.027|+16.186|DBR 5.000 01/04/12||DE0001135192|+1483.791|+1263.597|+1950.497|+1564.078|+1818.713|+1471.148|500000000.0|0.000|0.000|0.000 XS0147306301|REGEUCRPRC|INTNED|06.375|20270507|20020507|20020507|20020507|20030507|ING VERZEKERINGEN N.V.|Lower T2|EUR|58.892|63.527|15.763|14.318|+12.487|+11.075|FRTR 5.000 10/25/16||FR0000187361|+872.263|+808.046|+1250.869|+1106.094|+1188.610|+1054.945|1000000000.0|0.000|0.000|0.000 XS0147740335|REGEUCRPRC|GKNLN|07.000|20120514|20020514|20020514|20020514|20030514|GKN HOLDINGS PLC|Ind|GBP|80.309|82.811|15.087|13.915|+13.094|+11.954|UKT 5.000 03/07/12||GB0030468747|+1111.285|+1024.912|+1196.889|+1086.970|+1249.595|+1132.061|325000000.0|0.000|0.000|0.000 XS0148124588|REGEUCRPRC|GE|06.250|20171215|20020517|20020517|20020517|20021215|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|87.142|91.456|8.227|7.490|+5.265|+4.543|UKT 4.000 09/07/16||GB00B0V3WX43|+429.905|+372.228|+446.516|+375.569|+467.951|+393.903|500000000.0|0.000|0.000|0.000 XS0148125551|REGEUCRPRC|GE|06.125|20120517|20020517|20020517|20020517|20030517|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|97.705|98.533|6.870|6.565|+4.877|+4.604|UKT 5.000 03/07/12||GB0030468747|+425.198|+397.190|+415.738|+386.601|+426.945|+396.858|500000000.0|0.000|0.000|0.000 XS0148362501|REGEUCRPRC|CPGLN|06.375|20120529|20020529|20020529|20020529|20030529|COMPASS GROUP PLC (NOW GRANADA COMPASS PLC)|Cons|GBP|105.646|106.434|4.318|4.055|+2.325|+2.094|UKT 5.000 03/07/12||GB0030468747|+178.412|+151.668|+166.336|+140.602|+170.818|+144.568|325000000.0|0.000|0.000|0.000 XS0148578692|REGEUCRPRC|EOANGR|06.375|20120529|20020529|20020529|20020529|20030529|E.ON INTERNATIONAL FINANCE B.V.|Util|GBP|107.239|108.062|3.789|3.520|+1.796|+1.559|UKT 5.000 03/07/12||GB0030468747|+124.603|+96.842|+114.764|+88.461|+118.237|+91.480|500000000.0|0.000|0.000|0.000 XS0148579153|REGEUCRPRC|EOANGR|06.375|20170529|20020529|20020529|20020529|20030529|E.ON INTERNATIONAL FINANCE B.V.|Util|EUR|115.369|117.593|4.098|3.800|+2.423|+2.148|DBR 5.000 01/04/12||DE0001135192|+93.243|+62.532|+83.574|+53.670|+86.166|+57.138|900000000.0|0.000|0.000|0.000 XS0148579666|REGEUCRPRC|EOANGR|06.375|20320607|20020529|20020529|20020529|20030607|E.ON INTERNATIONAL FINANCE B.V.|Util|GBP|101.009|102.471|6.194|6.078|+1.916|+1.810|UKT 4.250 06/07/32||GB0004893086|+231.722|+222.070|+217.812|+206.601|+230.703|+218.997|975000000.0|0.000|0.000|0.000 XS0148804536|REGEUCRPRC|BRADBI|06.462|99991231|20020529|20020529|20020529|20030602|BRADFORD & BINGLEY CAPITAL FUNDING LP|Upper T2/T1|GBP|10.026|11.667|55.886|48.921|+51.609|+44.654|UKT 4.250 06/07/32||GB0004893086|+839.132|+828.087|+4578.673|+4014.256|+5308.194|+4602.462|150000000.0|0.000|0.000|0.000 XS0148887564|REGEUCRPRC|ALVGR|06.125|20220531|20020531|20020531|20020531|20030531|ALLIANZ FINANCE II BV|Lower T2|EUR|85.260|89.295|12.148|10.363|+10.473|+8.712|DBR 5.000 01/04/12||DE0001135192|+872.108|+738.069|+993.307|+814.663|+946.858|+780.012|2000000000.0|0.000|0.000|0.000 XS0148889420|REGEUCRPRC|EDF|06.125|20270607|20020607|20020607|20020607|20030607|LONDON POWER NETWORKS PLC (NOW EDF ENERGY NETWORKS (LPN) PLC)|Util|GBP|97.534|99.716|6.259|6.058|+2.014|+1.825|UKT 6.000 12/07/28||GB0002404191|+225.114|+208.472|+217.406|+198.066|+232.118|+211.895|300000000.0|0.000|0.000|0.000 XS0148956559|REGEUCRPRC|DT|08.125|20120529|20020529|20020529|20020529|20030529|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|112.485|113.315|3.736|3.469|+2.061|+1.817|DBR 5.000 01/04/12||DE0001135192|+163.456|+135.782|+152.327|+125.549|+149.886|+123.955|2000000000.0|0.000|0.000|0.000 XS0148995888|REGEUCRPRC|CS|06.875|99991231|20020607|20020607|20020607|20030607|CREDIT SUISSE GROUP FINANCE (GUERNSEY) LTD|Upper T2/T1|GBP|66.700|72.700|13.542|12.041|+10.580|+9.094|UKT 4.000 09/07/16||GB00B0V3WX43|+793.980|+709.441|+955.981|+814.725|+1007.224|+856.406|500000000.0|0.000|0.000|0.000 XS0149049560|REGEUCRPRC|IMTLN|06.875|20120613|20020606|20020606|20020606|20030613|IMPERIAL TOBACCO FINANCE PLC|Cons|GBP|103.851|104.837|5.414|5.080|+3.421|+3.119|UKT 5.000 03/07/12||GB0030468747|+289.318|+256.374|+272.242|+239.854|+279.475|+246.269|350000000.0|0.000|0.000|0.000 XS0149161217|REGEUCRPRC|RBS|06.467|99991231|20020610|20020610|20020610|20030630|RBS CAPITAL TRUST A|Upper T2/T1|EUR|39.500|42.650|46.583|42.689|+44.908|+41.037|DBR 5.000 01/04/12||DE0001135192|+2373.688|+2271.607|+4434.261|+4044.939|+3933.641|+3614.941|390929000.0|0.000|0.000|0.000 XS0149166018|REGEUCRPRC|RIFP|06.625|20140612|20020612|20020612|20020612|20030612|ALLIED DOMECQ FINANCIAL SERVICES PLC|Cons|GBP|96.054|98.215|7.442|6.928|+5.032|+4.537|UKT 5.000 09/07/14||GB0031829509|+424.951|+379.309|+416.843|+367.228|+432.860|+381.430|250000000.0|0.000|0.000|0.000 XS0149298860|REGEUCRPRC|SNSGRP|05.625|20120614|20020614|20020614|20020614|20030614|SNS BANK N.V.|SnBnk/Fin|EUR|99.339|102.443|5.858|4.757|+4.183|+3.105|DBR 5.000 01/04/12||DE0001135192|+354.102|+252.190|+363.290|+253.098|+351.933|+246.121|500000000.0|0.000|0.000|0.000 XS0149620691|REGEUCRPRC|LLOYDS|05.875|20140620|20020620|20020620|20020620|20030620|LLOYDS TSB BANK PLC|Lower T2|GBP|84.730|87.868|9.568|8.729|+7.158|+6.338|UKT 5.000 09/07/14||GB0031829509|+588.120|+522.047|+620.689|+540.233|+644.713|+560.562|150000000.0|0.000|0.000|0.000 XS0150016748|REGEUCRPRC|MET|05.650|20120621|20020621|20020621|20020621|20030621|TRAVELERS INSURANCE CO INSTITUTIONAL FUNDING LTD|SnBnk/Fin|EUR|86.496|91.102|10.966|9.030|+9.291|+7.378|DBR 5.000 01/04/12||DE0001135192|+774.613|+624.203|+873.333|+679.502|+834.587|+652.521|500000000.0|0.000|0.000|0.000 XS0150052388|REGEUCRPRC|BACR|06.000|99991231|20020704|20020704|20020704|20021215|BARCLAYS BANK PLC|Upper T2/T1|GBP|39.300|44.400|15.986|14.277|+11.709|+10.010|UKT 4.250 06/07/32||GB0004893086|+606.190|+572.660|+1206.341|+1035.510|+1231.032|+1055.529|400000000.0|0.000|0.000|0.000 XS0150055217|REGEUCRPRC|HSBC|05.750|20170627|20020626|20020626|20020626|20030627|HSBC BANK PLC|Lower T2|GBP|95.272|97.273|7.348|6.623|+5.355|+4.662|UKT 5.000 03/07/12||GB0030468747|+461.827|+395.713|+458.325|+388.398|+470.780|+398.486|350000000.0|0.000|0.000|0.000 XS0150130879|REGEUCRPRC|TATELN|06.500|20120628|20020628|20020628|20020628|20030628|TATE & LYLE INTERNATIONAL FINANCE PLC|Cons|GBP|101.727|102.911|5.791|5.388|+3.798|+3.427|UKT 5.000 03/07/12||GB0030468747|+322.482|+283.703|+307.553|+268.780|+315.659|+275.817|200000000.0|0.000|0.000|0.000 XS0150140597|REGEUCRPRC|AAB|05.375|20120627|20020627|20020627|20020627|20030627|ABN AMRO BOUWFONDS NEDERLANDSE GEMEENTEN N.V. (NOW ABN AMRO BAN|SnBnk/Fin|EUR|101.780|106.251|4.747|3.249|+3.072|+1.598|DBR 5.000 01/04/12||DE0001135192|+248.726|+103.976|+250.853|+101.398|+243.777|+99.356|500000000.0|0.000|0.000|0.000 XS0150665122|REGEUCRPRC|ELESM|06.125|20120705|20020705|20020705|20020705|20030705|INTERNATIONAL ENDESA BV|Util|GBP|103.680|105.587|4.780|4.155|+2.787|+2.194|UKT 5.000 03/07/12||GB0030468747|+221.002|+158.159|+208.739|+147.526|+214.114|+151.576|400000000.0|0.000|0.000|0.000 XS0151267522|REGEUCRPRC|STALIF|06.375|20220712|20020712|20020712|20020712|20030712|SL FINANCE PLC|Lower T2|EUR|64.118|68.508|23.566|20.817|+21.891|+19.166|DBR 5.000 01/04/12||DE0001135192|+1552.664|+1412.890|+2130.414|+1856.777|+1978.430|+1734.792|750000000.0|0.000|0.000|0.000 XS0151267878|REGEUCRPRC|STALIF|06.750|99991231|20020712|20020712|20020712|20030712|SL FINANCE PLC|Upper T2/T1|GBP|45.445|50.945|15.576|14.033|+11.331|+9.800|UKT 6.000 12/07/28||GB0002404191|+685.071|+642.998|+1102.044|+958.041|+1184.145|+1025.953|500000000.0|0.000|0.000|0.000 XS0151270310|REGEUCRPRC|NBHSS|06.250|99991231|20020718|20020718|20020718|20030718|NORDEA BANK FINLAND PLC|Upper T2/T1|GBP|51.900|63.166|21.797|16.890|+19.388|+14.500|UKT 5.000 09/07/14||GB0031829509|+1300.345|+1066.581|+1756.361|+1307.124|+1868.330|+1376.767|300000000.0|0.000|0.000|0.000 XS0151548616|REGEUCRPRC|VINCI|05.875|20090722|20020722|20020722|20020722|20030722|VINCI SA|Ind|EUR|100.421|100.743|3.718|2.276|+2.763|+1.817|DBR 4.500 07/04/09||DE0001135127|+246.634|+97.594|+237.139|+94.966|+236.458|+93.095|1025000000.0|0.000|0.000|0.000 XS0151557799|REGEUCRPRC|CHELS|06.250|20171218|20020725|20020725|20020725|20021218|CHELSEA BUILDING SOCIETY|Lower T2|GBP|90.766|92.373|9.141|8.593|+7.148|+6.632|UKT 5.000 03/07/12||GB0030468747|+633.919|+587.244|+616.215|+563.618|+661.369|+606.438|100000000.0|0.000|0.000|0.000 XS0151694436|REGEUCRPRC|TELECO|06.125|20140806|20020806|20020806|20020806|20030806|TELSTRA CORPN LTD|Tel/Med|GBP|106.099|107.102|4.723|4.518|+2.313|+2.127|UKT 5.000 09/07/14||GB0031829509|+163.998|+142.742|+150.460|+129.733|+157.872|+136.667|200000000.0|0.000|0.000|0.000 XS0151811253|REGEUCRPRC|ANGIRI|07.625|99991231|20020723|20020723|20020723|20030723|ANGLO IRISH ASSET FINANCE PLC|Upper T2/T1|GBP|09.333|14.253|67.146|47.058|+62.901|+42.825|UKT 6.000 12/07/28||GB0002404191|+1047.169|+1009.170|+5457.928|+3853.710|+6447.164|+4411.547|250000000.0|0.000|0.000|0.000 XS0151946695|REGEUCRPRC|AWLN|05.837|20220730|20020730|20020730|20020730|20030730|ANGLIAN WATER SERVICES FINANCING PLC|Util|GBP|104.611|105.403|5.270|5.190|+1.627|+1.558|UKT 4.750 03/07/20||GB00B058DQ55|+139.259|+132.155|+126.703|+119.333|+137.683|+130.053|250000000.0|0.000|0.000|0.000 XS0151948980|REGEUCRPRC|AWLN|06.293|20300730|20020730|20020730|20020730|20030730|ANGLIAN WATER SERVICES FINANCING PLC|Util|GBP|94.171|96.750|6.705|6.473|+2.460|+2.240|UKT 6.000 12/07/28||GB0002404191|+265.897|+248.235|+262.802|+240.582|+279.267|+255.933|246000000.0|0.000|0.000|0.000 XS0151951265|REGEUCRPRC|AWLN|07.882|20370730|20020730|20020730|20020730|20030730|ANGLIAN WATER SERVICES FINANCING PLC|Util|GBP|105.719|106.562|7.258|7.192|+2.885|+2.832|UKT 4.250 03/07/36||GB0032452392|+361.901|+356.998|+328.716|+322.406|+343.780|+337.120|275000000.0|0.000|0.000|0.000 XS0152710439|REGEUCRPRC|NRBS|07.053|99991231|20020821|20020821|20020821|20020921|NORTHERN ROCK PLC|Upper T2/T1|GBP|22.375|26.500|29.675|25.663|+25.430|+21.430|UKT 6.000 12/07/28||GB0002404191|+887.475|+856.141|+2375.913|+2020.830|+2636.336|+2223.379|200000000.0|0.000|0.000|0.000 XS0152784715|REGEUCRPRC|ELEPOR|06.625|20170809|20020809|20020809|20020809|20030809|EDP FINANCE B.V.|Util|GBP|106.103|107.291|5.596|5.425|+2.634|+2.478|UKT 4.000 09/07/16||GB00B0V3WX43|+213.988|+197.351|+195.292|+178.455|+207.186|+189.824|200000000.0|0.000|0.000|0.000 XS0152838586|REGEUCRPRC|ABBEY|06.984|99991231|20020809|20020809|20020809|20030209|ABBEY NATIONAL PLC|Upper T2/T1|GBP|44.700|51.000|21.049|18.468|+17.795|+15.225|UKT 5.000 03/07/18||GB00B1VWPC84|+1064.292|+981.295|+1743.585|+1485.483|+1759.164|+1498.889|175000000.0|0.000|0.000|0.000 XS0154144132|REGEUCRPRC|RBS|05.625|99991231|20020916|20020916|20020916|20030916|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|42.200|49.200|14.696|12.790|+10.505|+8.613|UKT 5.000 03/07/25||GB0030880693|+612.310|+557.103|+1020.144|+841.403|+1091.209|+896.231|283447000.0|0.000|0.000|0.000 XS0154681737|REGEUCRPRC|GE|05.625|20310916|20020916|20020916|20020916|20030916|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|63.697|67.650|9.405|8.840|+5.127|+4.572|UKT 4.250 06/07/32||GB0004893086|+406.229|+379.673|+525.696|+471.569|+555.880|+498.264|178000000.0|0.000|0.000|0.000 XS0155152951|REGEUCRPRC|CAFP|05.375|20121219|20021001|20021001|20021001|20021219|CARREFOUR SA|Cons|GBP|104.676|105.859|3.919|3.583|+1.926|+1.622|UKT 5.000 03/07/12||GB0030468747|+117.613|+83.207|+110.019|+76.849|+113.664|+79.881|500000000.0|0.000|0.000|0.000 XS0155312829|REGEUCRPRC|DT|07.125|20120926|20020926|20020926|20020926|20030926|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|GBP|108.210|109.001|4.405|4.169|+2.412|+2.208|UKT 5.000 03/07/12||GB0030468747|+180.796|+156.591|+164.807|+141.860|+170.273|+146.843|500000000.0|0.000|0.000|0.000 XS0155788150|REGEUCRPRC|DT|06.500|20091007|20021007|20021007|20021007|20031007|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|101.389|102.037|3.072|1.610|+2.117|+1.151|DBR 4.500 07/04/09||DE0001135127|+158.705|+7.452|+151.455|+7.539|+151.198|+7.053|500000000.0|0.000|0.000|0.000 XS0156411935|REGEUCRPRC|UU|05.250|20100122|20021022|20021022|20021022|20030122|UNITED UTILITIES WATER PLC|Util|GBP|101.392|101.813|3.193|2.620|+2.476|+1.960|UKT 4.750 06/07/10||GB00B0330274|+142.668|+83.423|+139.339|+82.080|+138.334|+80.609|150000000.0|0.000|0.000|0.000 XS0156885302|REGEUCRPRC|WSTP|05.875|20180429|20021028|20021028|20021028|20030429|WESTPAC BANKING CORPN|Lower T2|GBP|87.698|89.707|9.520|8.870|+7.110|+6.479|UKT 5.000 09/07/14||GB0031829509|+618.088|+565.181|+640.564|+578.710|+663.226|+598.534|200000000.0|0.000|0.000|0.000 XS0156923913|REGEUCRPRC|LLOYDS|06.350|99991231|20021025|20021025|20021025|20030225|LLOYDS TSB BANK PLC|Upper T2/T1|EUR|34.125|36.750|45.843|42.596|+43.912|+40.685|DBR 5.000 07/04/12||DE0001135200|+2163.688|+2092.694|+4340.635|+4015.935|+3853.842|+3587.749|500000000.0|0.000|0.000|0.000 XS0156924051|REGEUCRPRC|HBOS|05.500|20121029|20021029|20021029|20021029|20031029|BANK OF SCOTLAND (NOW BANK OF SCOTLAND PLC)|Lower T2|EUR|85.095|87.608|10.835|9.849|+8.904|+7.938|DBR 5.000 07/04/12||DE0001135200|+747.486|+673.694|+849.620|+751.252|+812.447|+720.174|750000000.0|0.000|0.000|0.000 XS0157198937|REGEUCRPRC|NRBS|05.625|20150113|20021106|20021106|20021106|20040113|NORTHERN ROCK PLC|Lower T2|GBP|93.385|56.000|15.358|0.000|+14.641||UKT 4.750 06/07/10||GB00B0330274|+1340.486||+1357.092||+1389.994||300000000.0|0.000|0.000|0.000 XS0157201665|REGEUCRPRC|BGGRP|05.875|20121113|20021113|20021113|20021113|20031113|BG ENERGY CAPITAL PLC|Util|GBP|105.535|106.931|4.104|3.698|+2.111|+1.737|UKT 5.000 03/07/12||GB0030468747|+141.339|+99.538|+131.251|+91.157|+135.652|+94.790|250000000.0|0.000|0.000|0.000 XS0157629691|REGEUCRPRC|DANBNK|05.125|20121112|20021112|20021112|20021112|20031112|DANSKE BANK A/S|Lower T2|EUR|90.000|94.500|26.216|16.128|+25.261|+15.669|DBR 4.500 07/04/09||DE0001135127|+2242.294|+1387.214|+2426.806|+1431.869|+2416.614|+1427.673|500000000.0|0.000|0.000|0.000 XS0157632562|REGEUCRPRC|DSGILN|06.125|20121115|20021115|20021115|20021115|20031115|DIXONS GROUP PLC|Cons|GBP|65.000|69.333|20.080|17.898|+18.087|+15.937|UKT 5.000 03/07/12||GB0030468747|+1368.199|+1239.527|+1639.335|+1439.281|+1731.606|+1513.374|300000000.0|0.000|0.000|0.000 XS0157873760|REGEUCRPRC|DNBNOR|07.068|99991231|20021119|20021119|20021119|20031119|UNION BANK OF NORWAY ASA (NOW DNB NOR BANK ASA)|Upper T2/T1|EUR|67.000|70.500|21.159|19.251|+19.228|+17.340|DBR 5.000 07/04/12||DE0001135200|+1417.540|+1314.625|+1881.957|+1689.531|+1755.328|+1582.614|350000000.0|0.000|0.000|0.000 XS0157960815|REGEUCRPRC|VLVY|05.375|20100126|20021121|20021121|20021121|20030126|VOLVO TREASURY AB (PUBL)|Auto|EUR|99.084|100.099|6.596|5.159|+5.641|+4.700|DBR 4.500 07/04/09||DE0001135127|+485.382|+346.859|+484.479|+342.856|+479.519|+339.803|300000000.0|0.000|0.000|0.000 XS0158276708|REGEUCRPRC|LGFP|06.625|20171129|20021129|20021129|20021129|20031129|LAFARGE S.A.|Ind|GBP|69.001|70.837|12.377|11.944|+9.415|+8.997|UKT 4.000 09/07/16||GB00B0V3WX43|+711.766|+687.222|+842.113|+801.327|+886.278|+842.808|200000000.0|0.000|0.000|0.000 XS0158603083|REGEUCRPRC|PG|05.250|20330119|20021204|20021204|20021204|20040119|PROCTER & GAMBLE CO|Cons|GBP|92.852|95.433|5.728|5.524|+1.450|+1.256|UKT 4.250 06/07/32||GB0004893086|+174.302|+157.613|+173.613|+153.769|+183.646|+163.007|200000000.0|0.000|0.000|0.000 XS0158715713|REGEUCRPRC|VOD|05.900|20321126|20021126|20021126|20021126|20031126|VODAFONE GROUP PLC|Tel/Med|GBP|92.197|94.577|6.451|6.248|+2.173|+1.980|UKT 4.250 06/07/32||GB0004893086|+243.273|+227.623|+244.032|+224.219|+257.618|+236.915|450000000.0|0.000|0.000|0.000 XS0158739739|REGEUCRPRC|DT|07.375|20191204|20021204|20021204|20021204|20031204|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|GBP|109.798|111.373|5.996|5.809|+2.503|+2.327|UKT 4.500 03/07/19||GB00B39R3F84|+242.884|+224.926|+215.276|+197.028|+230.733|+211.810|250000000.0|0.000|0.000|0.000 XS0158765064|REGEUCRPRC|TELNOR|05.875|20121205|20021205|20021205|20021205|20031205|TELENOR ASA|Tel/Med|EUR|102.882|104.022|4.967|4.622|+3.036|+2.711|DBR 5.000 07/04/12||DE0001135200|+259.772|+227.032|+259.843|+225.272|+252.835|+219.547|500000000.0|0.000|0.000|0.000 XS0158792381|REGEUCRPRC|ALVGR|05.625|20121129|20021129|20021129|20021129|20031129|ALLIANZ FINANCE II BV|SnBnk/Fin|EUR|106.150|106.932|3.745|3.518|+1.814|+1.607|DBR 5.000 07/04/12||DE0001135200|+141.508|+118.926|+138.143|+115.338|+135.321|+113.235|900000000.0|0.000|0.000|0.000 XS0158876564|REGEUCRPRC|ISPIM|05.375|20121213|20021213|20021213|20021213|20031213|SANPAOLO IMI S.P.A.|Lower T2|EUR|98.218|99.816|5.926|5.422|+3.995|+3.511|DBR 5.000 07/04/12||DE0001135200|+343.280|+298.022|+354.900|+304.706|+343.834|+295.707|300000000.0|0.000|0.000|0.000 XS0159012847|REGEUCRPRC|TSCOLN|04.750|20100413|20021213|20021213|20021213|20030413|TESCO PLC|Cons|EUR|102.292|102.715|2.253|1.807|+1.442|+1.104|DBR 5.375 01/04/10||DE0001135135|+54.828|+10.045|+53.150|+9.264|+53.211|+9.718|750000000.0|0.000|0.000|0.000 XS0159013068|REGEUCRPRC|TSCOLN|05.500|20191213|20021213|20021213|20021213|20031213|TESCO PLC|Cons|GBP|101.276|103.741|5.266|4.971|+1.773|+1.489|UKT 4.500 03/07/19||GB00B39R3F84|+153.231|+125.656|+143.798|+115.247|+153.699|+124.237|350000000.0|0.000|0.000|0.000 XS0159013142|REGEUCRPRC|TSCOLN|05.500|20330113|20021213|20021213|20021213|20040113|TESCO PLC|Cons|GBP|91.026|93.323|6.138|5.946|+1.860|+1.678|UKT 4.250 06/07/32||GB0004893086|+211.417|+196.412|+213.928|+195.140|+225.824|+206.226|200000000.0|0.000|0.000|0.000 XS0159302255|REGEUCRPRC|BRADBI|05.750|20221212|20021210|20021210|20021210|20031212|BRADFORD & BINGLEY PLC|Lower T2|GBP|07.667|14.000|66.646|44.795|+63.681|+41.846|UKT 4.000 09/07/16||GB00B0V3WX43|+1443.996|+1359.260|+5458.378|+3706.323|+6366.462|+4155.540|200000000.0|0.000|0.000|0.000 XS0159496867|REGEUCRPRC|HSBC|05.375|20121220|20021220|20021220|20021220|20031220|HSBC HOLDINGS PLC|Lower T2|EUR|102.312|104.809|4.659|3.920|+2.728|+2.009|DBR 5.000 07/04/12||DE0001135200|+226.395|+155.908|+227.522|+153.891|+221.452|+150.373|1000000000.0|0.000|0.000|0.000 XS0159497162|REGEUCRPRC|HSBC|05.750|20271220|20021220|20021220|20021220|20031220|HSBC HOLDINGS PLC|Lower T2|GBP|78.688|81.913|7.827|7.451|+3.582|+3.218|UKT 6.000 12/07/28||GB0002404191|+329.541|+305.466|+368.956|+332.912|+390.984|+352.955|650000000.0|0.000|0.000|0.000 XS0159527505|REGEUCRPRC|ALVGR|06.500|20250113|20021213|20021213|20021213|20040113|ALLIANZ FINANCE II BV|Lower T2|EUR|85.263|89.235|10.004|8.984|+8.073|+7.073|DBR 5.000 07/04/12||DE0001135200|+628.001|+553.507|+711.996|+609.604|+685.236|+588.557|1000000000.0|0.000|0.000|0.000 XS0159565349|REGEUCRPRC|SOCGEN|04.875|20141218|20021218|20021218|20021218|20031218|SOCIETE GENERALE|Lower T2|EUR|94.398|95.596|14.425|12.271|+13.631|+12.116|DBR 4.000 07/04/09||DE0001135119|+1210.328|+1018.552|+1260.217|+1047.557|+1247.209|+1038.032|650000000.0|0.000|0.000|0.000 XS0159590610|REGEUCRPRC|BNP|05.250|20121217|20021217|20021217|20021217|20031217|BNP PARIBAS|Lower T2|EUR|104.202|105.319|3.973|3.648|+2.042|+1.737|DBR 5.000 07/04/12||DE0001135200|+160.701|+129.108|+159.347|+126.932|+155.565|+124.203|1500000000.0|0.000|0.000|0.000 XS0159728236|REGEUCRPRC|UU|05.625|20271220|20021220|20021220|20021220|20031220|UNITED UTILITIES WATER PLC|Util|GBP|90.596|92.542|6.404|6.217|+2.159|+1.984|UKT 6.000 12/07/28||GB0002404191|+227.655|+212.869|+231.566|+213.304|+246.294|+227.183|300000000.0|0.000|0.000|0.000 XS0159898153|REGEUCRPRC|NWGLN|05.625|20330429|20021230|20021230|20021230|20030429|NORTHUMBRIAN WATER FINANCE PLC|Util|GBP|85.087|87.603|6.800|6.567|+2.522|+2.299|UKT 4.250 06/07/32||GB0004893086|+261.887|+245.725|+278.498|+255.997|+293.031|+269.475|350000000.0|0.000|0.000|0.000 XS0160098496|REGEUCRPRC|CCCE|04.875|20131030|20030108|20030108|20030108|20031030|AGENCE FRANCAISE DE DEVELOPPEMENT|SnBnk/Fin|GBP|106.338|106.578|3.299|3.244|+0.889|+0.853|UKT 5.000 09/07/14||GB0031829509|+30.679|+24.988|+26.484|+21.075|+29.515|+24.005|200000000.0|0.000|0.000|0.000 XS0160673264|REGEUCRPRC|WMT|04.750|20130129|20030129|20030129|20030129|20030729|WAL-MART STORES INC|Cons|GBP|104.339|105.677|3.499|3.126|+1.089|+0.735|UKT 5.000 09/07/14||GB0031829509|+68.719|+30.998|+68.231|+30.891|+67.533|+30.233|498155000.0|0.000|0.000|0.000 XS0160850227|REGEUCRPRC|BNP|05.868|99991231|20030116|20030116|20030116|20040116|BNP PARIBAS CAPITAL TRUST VI|Upper T2/T1|EUR|55.125|58.833|26.150|23.725|+24.028|+21.624|DBR 4.500 01/04/13||DE0001135218|+1585.843|+1482.759|+2374.881|+2132.334|+2192.869|+1979.220|750000000.0|0.000|0.000|0.000 XS0160991989|REGEUCRPRC|VW|04.500|20100127|20030127|20030127|20030127|20040127|VOLKSWAGEN FINANCIAL SERVICES AG|Auto|EUR|100.838|101.532|3.287|2.342|+2.476|+1.639|DBR 5.375 01/04/10||DE0001135135|+160.616|+66.159|+158.180|+64.913|+156.921|+64.271|1500000000.0|0.000|0.000|0.000 XS0161035943|REGEUCRPRC|GE|04.375|20100120|20030120|20030120|20030120|20040120|GENERAL ELECTRIC CAPITAL CORPN|Ind|EUR|100.147|101.054|4.111|2.830|+3.300|+2.127|DBR 5.375 01/04/10||DE0001135135|+242.139|+115.530|+239.778|+113.578|+237.924|+112.669|1750000000.0|0.000|0.000|0.000 XS0161100515|REGEUCRPRC|TITIM|07.750|20330124|20030124|20030124|20030124|20040124|OLIVETTI FINANCE N.V., S.A. (NOW TELECOM ITALIA FINANCE S.A.)|Tel/Med|EUR|95.309|97.855|8.199|7.948|+3.978|+3.766|DBR 5.500 01/04/31||DE0001135176|+407.740|+391.877|+432.555|+407.669|+428.165|+403.908|1015000000.0|0.000|0.000|0.000 XS0161101679|REGEUCRPRC|TITIM|06.875|20130124|20030124|20030124|20030124|20040124|OLIVETTI FINANCE N.V., S.A. (NOW TELECOM ITALIA FINANCE S.A.)|Tel/Med|EUR|103.804|105.281|5.701|5.265|+3.577|+3.162|DBR 4.500 01/04/13||DE0001135218|+330.978|+289.980|+329.164|+285.469|+319.910|+277.964|850000000.0|0.000|0.000|0.000 XS0161361828|REGEUCRPRC|JAPTOB|05.750|20130206|20030206|20030206|20030206|20040206|GALLAHER GROUP PLC (NOW JTI (UK) FINANCE PLC)|Cons|GBP|104.425|105.163|4.391|4.185|+1.981|+1.794|UKT 5.000 09/07/14||GB0031829509|+162.157|+141.548|+152.007|+131.912|+156.934|+136.405|250000000.0|0.000|0.000|0.000 XS0161405385|REGEUCRPRC|HSBC|06.125|20100122|20030122|20030122|20030122|20040122|HOUSEHOLD FINANCE CORPN (NOW HSBC FINANCE CORPN)|SnBnk/Fin|GBP|98.044|100.554|8.682|5.167|+7.965|+4.507|UKT 4.750 06/07/10||GB00B0330274|+700.609|+347.530|+688.225|+336.896|+696.289|+338.200|500000000.0|0.000|0.000|0.000 XS0161488498|REGEUCRPRC|DT|07.500|20330124|20030124|20030124|20030124|20040124|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|110.068|114.116|6.641|6.331|+2.420|+2.149|DBR 5.500 01/04/31||DE0001135176|+290.855|+265.453|+276.914|+245.748|+275.990|+245.506|500000000.0|0.000|0.000|0.000 XS0161798417|REGEUCRPRC|SOCGEN|05.400|20180130|20030130|20030130|20030130|20040130|SOCIETE GENERALE|Lower T2|GBP|89.021|92.761|7.002|6.404|+3.747|+3.160|UKT 5.000 03/07/18||GB00B1VWPC84|+318.097|+268.786|+327.597|+269.820|+342.642|+282.704|600000000.0|0.000|0.000|0.000 XS0161806459|REGEUCRPRC|AIG|05.125|20130128|20030128|20030128|20030128|20040128|ASIF II|SnBnk/Fin|GBP|65.667|70.000|17.864|15.853|+15.456|+13.463|UKT 5.000 09/07/14||GB0031829509|+1190.666|+1068.569|+1429.816|+1243.777|+1502.939|+1301.819|250000000.0|0.000|0.000|0.000 XS0162230345|REGEUCRPRC|ANZ|04.450|20150205|20030205|20030205|20030205|20040205|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|Lower T2|EUR|87.661|92.320|23.401|15.638|+22.590|+14.935|DBR 5.375 01/04/10||DE0001135135|+1894.187|+1280.726|+2141.213|+1375.657|+2075.389|+1345.591|500000000.0|0.000|0.000|0.000 XS0162394299|REGEUCRPRC|TOYOTA|04.000|20100212|20030212|20030212|20030212|20040212|TOYOTA MOTOR CREDIT CORPN|Auto|EUR|100.854|101.593|2.849|1.898|+2.038|+1.195|DBR 5.375 01/04/10||DE0001135135|+114.682|+19.871|+113.404|+19.784|+112.354|+19.353|1425000000.0|0.000|0.000|0.000 XS0162459928|REGEUCRPRC|NWIDE|05.250|20180212|20030211|20030212|20030212|20040212|NATIONWIDE BUILDING SOCIETY|Lower T2|GBP|84.476|86.478|10.158|9.458|+7.748|+7.067|UKT 5.000 09/07/14||GB0031829509|+668.794|+612.974|+708.340|+641.453|+732.767|+662.679|200000000.0|0.000|0.000|0.000 XS0162513211|REGEUCRPRC|RWE|05.750|20330214|20030214|20030214|20030214|20040214|RWE AG|Util|EUR|99.327|102.434|5.801|5.561|+1.580|+1.379|DBR 5.500 01/04/31||DE0001135176|+187.393|+167.921|+192.879|+168.867|+191.701|+168.191|750000000.0|0.000|0.000|0.000 XS0162732951|REGEUCRPRC|BMW|04.625|20130220|20030220|20030220|20030220|20040220|BMW US CAPITAL LLC|Auto|EUR|98.651|100.354|5.019|4.517|+2.894|+2.413|DBR 4.500 01/04/13||DE0001135218|+250.358|+204.083|+258.710|+208.467|+250.933|+202.543|750000000.0|0.000|0.000|0.000 XS0162820228|REGEUCRPRC|GUSLN|05.625|20131212|20030213|20030213|20030213|20031212|GUS PLC|Cons|GBP|100.330|101.922|5.458|5.073|+3.048|+2.682|UKT 5.000 09/07/14||GB0031829509|+245.005|+208.087|+235.061|+197.513|+243.395|+204.849|350000000.0|0.000|0.000|0.000 XS0162867880|REGEUCRPRC|TELEFO|05.125|20130214|20030214|20030214|20030214|20040214|TELEFONICA EUROPE B.V.|Tel/Med|EUR|104.277|105.549|3.882|3.527|+1.757|+1.423|DBR 4.500 01/04/13||DE0001135218|+146.673|+111.987|+145.623|+110.109|+142.150|+107.767|1500000000.0|0.000|0.000|0.000 XS0162869076|REGEUCRPRC|TELEFO|05.875|20330214|20030214|20030214|20030214|20040214|TELEFONICA EUROPE B.V.|Tel/Med|EUR|94.727|100.521|6.306|5.832|+2.085|+1.650|DBR 5.500 01/04/31||DE0001135176|+228.575|+192.191|+243.570|+196.067|+241.465|+194.981|500000000.0|0.000|0.000|0.000 XS0162878903|REGEUCRPRC|ELESM|05.375|20130221|20030221|20030221|20030221|20040221|INTERNATIONAL ENDESA BV|Util|EUR|102.841|104.509|4.539|4.066|+2.414|+1.962|DBR 4.500 01/04/13||DE0001135218|+210.053|+164.847|+210.641|+163.358|+205.115|+159.470|700000000.0|0.000|0.000|0.000 XS0162990229|REGEUCRPRC|EDF|05.625|20330221|20030221|20030221|20030221|20040221|ELECTRICITE DE FRANCE (E.D.F.) SERVICE NATIONAL (NOW ELECTRICIT|Util|EUR|101.598|105.078|5.501|5.245|+1.280|+1.063|DBR 5.500 01/04/31||DE0001135176|+161.058|+139.126|+162.952|+137.144|+162.235|+136.933|850000000.0|0.000|0.000|0.000 XS0163019143|REGEUCRPRC|ENTINN|06.500|20181206|20030306|20030306|20030306|20030606|ENTERPRISE INNS PLC|Cons|GBP|53.977|56.874|16.064|15.177|+12.809|+11.933|UKT 5.000 03/07/18||GB00B1VWPC84|+844.024|+808.545|+1238.040|+1149.274|+1250.002|+1160.491|600000000.0|0.000|0.000|0.000 XS0163023848|REGEUCRPRC|IBESM|04.875|20130218|20030218|20030218|20030218|20040218|IBERDROLA INTERNATIONAL B.V.|Util|EUR|102.346|103.821|4.188|3.770|+2.063|+1.666|DBR 4.500 01/04/13||DE0001135218|+174.470|+134.541|+175.696|+134.067|+171.069|+130.822|750000000.0|0.000|0.000|0.000 XS0163115701|REGEUCRPRC|KEL|05.375|20230221|20030221|20030221|20030221|20040221|YORKSHIRE WATER SERVICES FINANCE PLC|Util|GBP|85.859|88.668|6.884|6.545|+2.692|+2.368|UKT 5.000 03/07/25||GB0030880693|+265.916|+240.041|+280.862|+248.078|+297.568|+263.318|200000000.0|0.000|0.000|0.000 XS0163686529|REGEUCRPRC|HESLAN|04.250|20130305|20030305|20030305|20030305|20040305|LANDESBANK HESSEN-THUERINGEN GIROZENTRALE|SnBnk/Fin|EUR|101.578|105.206|3.797|2.797|+1.673|+0.694|DBR 4.500 01/04/13||DE0001135218|+133.702|+36.091|+135.372|+35.330|+131.933|+34.896|1000000000.0|0.000|0.000|0.000 XS0163772790|REGEUCRPRC|DNBNOR|05.125|20150603|20030303|20030303|20030303|20030603|DEN NORSKE BANK ASA (NOW DNB NOR BANK ASA)|Lower T2|GBP|95.732|96.499|9.237|8.465|+8.520|+7.805|UKT 4.750 06/07/10||GB00B0330274|+714.257|+641.787|+708.702|+634.325|+727.454|+649.854|200000000.0|0.000|0.000|0.000 XS0163822488|REGEUCRPRC|EADFP|04.625|20100303|20030303|20030303|20030303|20040303|EADS FINANCE B.V.|Ind|EUR|101.478|101.973|2.775|2.180|+1.964|+1.477|DBR 5.375 01/04/10||DE0001135135|+105.687|+46.424|+103.994|+45.617|+102.948|+45.048|1000000000.0|0.000|0.000|0.000 XS0164078791|REGEUCRPRC|ALLNCE|05.250|20230306|20030306|20030306|20030306|20040306|ALLIANCE & LEICESTER PLC|Lower T2|GBP|70.108|73.763|10.356|9.591|+7.101|+6.347|UKT 5.000 03/07/18||GB00B1VWPC84|+548.385|+500.773|+648.200|+575.411|+678.232|+601.484|150000000.0|0.000|0.000|0.000 XS0164437351|REGEUCRPRC|HSHN|04.250|20130311|20030311|20030311|20030311|20040311|LANDESBANK SCHLESWIG-HOLSTEIN GIROZENTRALE (NOW HSH NORDBANK AG|SnBnk/Fin|EUR|101.159|103.079|3.917|3.381|+1.793|+1.278|DBR 4.500 01/04/13||DE0001135218|+144.659|+93.222|+146.884|+93.300|+143.110|+91.223|1500000000.0|0.000|0.000|0.000 XS0164678046|REGEUCRPRC|NGGLN|04.750|20101210|20030320|20030320|20030320|20031210|NATIONAL GRID ELECTRICITY TRANSMISSION PLC|Util|GBP|102.551|103.011|3.057|2.770|+2.340|+2.110|UKT 4.750 06/07/10||GB00B0330274|+101.432|+72.029|+97.535|+69.218|+98.381|+69.656|250000000.0|0.000|0.000|0.000 XS0164828385|REGEUCRPRC|RBS|05.125|99991231|20030314|20030314|20030314|20040314|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|43.333|48.600|20.678|18.366|+17.716|+15.420|UKT 4.000 09/07/16||GB00B0V3WX43|+1084.973|+999.481|+1629.249|+1417.791|+1732.045|+1500.076|178121000.0|0.000|0.000|0.000 XS0164831843|REGEUCRPRC|DBB|04.750|20180314|20030314|20030314|20030314|20040314|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|101.777|104.625|4.501|4.115|+2.376|+2.011|DBR 4.500 01/04/13||DE0001135218|+113.824|+77.732|+114.871|+76.311|+113.947|+76.575|1600000000.0|0.000|0.000|0.000 XS0164876517|REGEUCRPRC|HSBC|05.000|20230320|20030320|20030320|20030320|20040320|HSBC BANK PLC|Lower T2|GBP|81.709|84.465|7.795|7.318|+4.540|+4.074|UKT 5.000 03/07/18||GB00B1VWPC84|+370.880|+334.396|+402.860|+356.295|+420.341|+371.866|350000000.0|0.000|0.000|0.000 XS0164883992|REGEUCRPRC|HSBC|04.250|20160318|20030318|20030318|20030318|20040318|HSBC BANK PLC|Lower T2|EUR|87.572|90.627|12.053|9.980|+10.734|+8.698|DBR 5.250 01/04/11||DE0001135168|+907.781|+743.300|+1024.240|+817.036|+976.081|+782.260|600000000.0|0.000|0.000|0.000 XS0165122655|REGEUCRPRC|BKIR|06.250|99991231|20030317|20030317|20030317|20040307|BANK OF IRELAND UK HOLDINGS PLC|Upper T2/T1|GBP|18.000|21.800|33.836|29.071|+29.644|+24.894|UKT 5.000 03/07/25||GB0030880693|+977.751|+942.958|+2739.439|+2324.501|+3048.418|+2560.779|350000000.0|0.000|0.000|0.000 XS0165449736|REGEUCRPRC|HBOS|04.875|20150320|20030320|20030320|20030320|20040320|HBOS PLC|Lower T2|EUR|73.495|76.040|11.281|10.546|+9.156|+8.442|DBR 4.500 01/04/13||DE0001135218|+671.382|+625.230|+836.019|+762.486|+799.701|+730.782|1000000000.0|0.000|0.000|0.000 XS0165483164|REGEUCRPRC|HBOS|06.850|99991231|20030321|20030321|20030321|20030623|HBOS CAPITAL FUNDING NO.1 LP|Upper T2/T1|USD|00.000|29.500|0.000|0.000|||WIT 7/8 04/30/11 2yr|912828KL3||||||||1000000000.0|0.000|0.000|0.000 XS0165510313|REGEUCRPRC|PPL|05.875|20270325|20030325|20030325|20030325|20040325|WESTERN POWER DISTRIBUTION (SOUTH WEST) PLC|Util|GBP|87.800|90.396|6.977|6.706|+2.732|+2.473|UKT 6.000 12/07/28||GB0002404191|+275.645|+255.609|+286.905|+260.775|+304.539|+277.117|250000000.0|0.000|0.000|0.000 XS0165867226|REGEUCRPRC|BACR|04.875|20130331|20030331|20030331|20030331|20040331|BARCLAYS BANK PLC|Lower T2|EUR|92.847|94.545|7.029|6.498|+4.905|+4.395|DBR 4.500 01/04/13||DE0001135218|+424.852|+379.848|+456.409|+403.274|+440.660|+389.871|750000000.0|0.000|0.000|0.000 XS0166179381|REGEUCRPRC|DT|06.625|20180329|20030401|20030401|20030401|20040329|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|109.184|111.603|5.302|4.977|+3.178|+2.874|DBR 4.500 01/04/13||DE0001135218|+202.854|+172.531|+194.255|+162.066|+193.871|+162.746|500000000.0|0.000|0.000|0.000 XS0166575067|REGEUCRPRC|DT|06.250|20101209|20030409||20030409|20031209|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|GBP|104.306|104.914|3.389|3.014|+2.672|+2.354|UKT 4.750 06/07/10||GB00B0330274|+137.809|+99.028|+130.016|+93.220|+131.550|+94.170|250000000.0|0.000|0.000|0.000 XS0166667344|REGEUCRPRC|VOD|05.125|20150410|20030410|20030410|20030410|20040410|VODAFONE GROUP PLC|Tel/Med|EUR|103.131|105.010|4.510|4.153|+2.385|+2.049|DBR 4.500 01/04/13||DE0001135218|+158.086|+124.206|+157.984|+122.189|+155.544|+120.941|500000000.0|0.000|0.000|0.000 XS0166965797|REGEUCRPRC|MUNRE|06.750|20230621|20030416|20030416|20030416|20040621|MUENCHENER RUECKVERSICHERUNGS AG|Lower T2|EUR|92.918|94.758|8.863|8.292|+6.738|+6.188|DBR 4.500 01/04/13||DE0001135218|+590.668|+544.782|+633.570|+576.760|+610.452|+556.698|3000000000.0|0.000|0.000|0.000 XS0167014918|REGEUCRPRC|NDB|04.500|20130423|20030423|20030423|20030423|20040423|NORDDEUTSCHE LANDESBANK GIROZENTRALE|SnBnk/Fin|EUR|104.426|105.667|3.291|2.964|+1.167|+0.861|DBR 4.500 01/04/13||DE0001135218|+81.951|+49.637|+80.829|+48.151|+79.620|+47.895|1000000000.0|0.000|0.000|0.000 XS0167068849|REGEUCRPRC|RABOBK|04.250|20130425|20030425|20030425|20030425|20040425|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|102.846|103.432|3.470|3.313|+1.345|+1.209|DBR 4.500 01/04/13||DE0001135218|+98.350|+83.253|+98.330|+82.774|+96.475|+81.394|1050000000.0|0.000|0.000|0.000 XS0167127447|REGEUCRPRC|RBS|04.875|20150422|20030422|20030422|20030422|20040422|ROYAL BANK OF SCOTLAND PLC|Lower T2|EUR|73.392|75.901|11.231|10.515|+9.106|+8.411|DBR 4.500 01/04/13||DE0001135218|+665.034|+620.150|+829.217|+757.548|+793.439|+726.242|750000000.0|0.000|0.000|0.000 XS0167154680|REGEUCRPRC|GS|05.125|20130424|20030424|20030424|20030424|20040424|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|96.075|97.695|6.271|5.790|+4.147|+3.687|DBR 4.500 01/04/13||DE0001135218|+360.486|+318.434|+378.786|+330.820|+367.000|+321.081|750000000.0|0.000|0.000|0.000 XS0167260529|REGEUCRPRC|MUNRE|07.625|20280621|20030416|20030416|20030416|20040621|MUENCHENER RUECKVERSICHERUNGS AG|Lower T2|GBP|83.399|86.715|10.272|9.661|+7.017|+6.417|UKT 5.000 03/07/18||GB00B1VWPC84|+601.705|+559.421|+638.049|+579.740|+672.047|+610.491|300000000.0|0.000|0.000|0.000 XS0167366433|REGEUCRPRC|BRADBI|05.625|99991231|20030429|20030429|20030429|20031220|BRADFORD & BINGLEY PLC|Upper T2/T1|GBP|09.000|14.750|82.867|62.831|+80.458|+60.440|UKT 5.000 09/07/14||GB0031829509|+2353.783|+2220.302|+6742.388|+5216.867|+7998.230|+5988.812|250000000.0|0.000|0.000|0.000 XS0167456267|REGEUCRPRC|ENIIM|04.625|20130430|20030430|20030430|20030430|20040430|ENI SPA|Util|EUR|104.514|106.002|3.395|3.005|+1.271|+0.902|DBR 4.500 01/04/13||DE0001135218|+91.974|+53.430|+90.608|+51.610|+89.303|+51.452|1500000000.0|0.000|0.000|0.000 XS0167460020|REGEUCRPRC|LRP|04.000|20100430|20030430|20030430|20030430|20040430|LRI LANDESBANK RHEINLAND-PFALZ INTERNATIONAL S.A.|SnBnk/Fin|EUR|101.287|102.575|2.659|1.354|+1.848|+0.651|DBR 5.375 01/04/10||DE0001135135|+103.488|-27.224|+100.718|-28.448|+101.466|-26.440|500000000.0|0.000|0.000|0.000 XS0167497881|REGEUCRPRC|GE|05.250|20131210|20030501|20030501|20030501|20031210|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|91.959|94.919|7.231|6.451|+4.821|+4.060|UKT 5.000 09/07/14||GB0031829509|+402.269|+333.552|+407.077|+331.564|+420.556|+342.452|600000000.0|0.000|0.000|0.000 XS0167817898|REGEUCRPRC|PRUFIN|07.500|99991231|20030509|20030509|20030509|20031209|EGG BANKING PLC|Upper T2/T1|GBP|33.250|44.333|38.987|29.934|+36.576|+27.541|UKT 5.000 09/07/14||GB0031829509|+1988.958|+1731.522|+3275.063|+2494.210|+3603.544|+2696.279|250000000.0|0.000|0.000|0.000 XS0167864544|REGEUCRPRC|CAFP|04.375|20110615|20030506|20030506|20030506|20030615|CARREFOUR SA|Cons|EUR|103.208|103.696|2.787|2.553|+1.469|+1.271|DBR 5.250 01/04/11||DE0001135168|+90.514|+67.354|+90.547|+67.257|+87.842|+65.175|1400000000.0|0.000|0.000|0.000 XS0168054673|REGEUCRPRC|UU|05.375|20180514|20030514|20030514|20030514|20040514|UNITED UTILITIES WATER PLC|Util|GBP|100.096|103.045|5.291|4.888|+2.036|+1.644|UKT 5.000 03/07/18||GB00B1VWPC84|+166.924|+129.034|+158.906|+119.686|+168.165|+127.789|150000000.0|0.000|0.000|0.000 XS0168222056|REGEUCRPRC|TELENZ|05.625|20180514|20030514|20030514|20030514|20040514|TCNZ FINANCE LTD|Tel/Med|GBP|92.538|94.322|6.645|6.373|+3.390|+3.129|UKT 5.000 03/07/18||GB00B1VWPC84|+288.423|+266.009|+290.001|+264.168|+304.075|+277.325|125000000.0|0.000|0.000|0.000 XS0168516713|REGEUCRPRC|VNU|05.625|20170522|20030520|20030520|20030520|20040520|VNU N.V. (NOW NIELSEN CO B.V.)|Tel/Med|GBP|94.000|94.732|6.503|6.383|+3.542|+3.438|UKT 4.000 09/07/16||GB00B0V3WX43|+286.987|+276.039|+285.892|+273.618|+299.137|+286.451|148644000.0|0.000|0.000|0.000 XS0168572971|REGEUCRPRC|COOPWH|05.875|20131218|20030521|20030521|20030521|20031218|CO-OPERATIVE GROUP (CWS) LTD|Cons|GBP|96.156|99.156|6.857|6.085|+4.447|+3.694|UKT 5.000 09/07/14||GB0031829509|+370.585|+301.244|+381.794|+304.585|+383.156|+305.907|200000000.0|0.000|0.000|0.000 XS0168573607|REGEUCRPRC|HBOS|04.375|20101222|20030522|20030522|20030522|20031222|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|GBP|98.729|99.436|5.124|4.672|+4.407|+4.012|UKT 4.750 06/07/10||GB00B0330274|+305.026|+261.265|+298.901|+255.189|+303.717|+258.947|500000000.0|0.000|0.000|0.000 XS0168658853|REGEUCRPRC|C|05.150|20260521|20030521|20030521|20030521|20040521|CITIGROUP INC|SnBnk/Fin|GBP|59.102|62.270|10.099|9.557|+5.907|+5.380|UKT 5.000 03/07/25||GB0030880693|+436.174|+410.866|+586.584|+534.807|+620.350|+565.156|600000000.0|0.000|0.000|0.000 XS0168825429|REGEUCRPRC|PEUGOT|04.000|20100526|20030526|20030526|20030526|20040526|BANQUE PSA FINANCE|Auto|EUR|98.297|99.294|5.699|4.695|+4.381|+3.413|DBR 5.250 01/04/11||DE0001135168|+393.991|+300.018|+408.048|+307.855|+394.636|+298.312|300000000.0|0.000|0.000|0.000 XS0168852407|REGEUCRPRC|BAWAG|04.350|20130528|20030528|20030528|20030528|20040528|BANK FUER ARBEIT UND WIRTSCHAFT AG (NOW BANK FUER ARBEIT UND WI|SnBnk/Fin|EUR|95.607|97.524|5.586|5.037|+3.461|+2.933|DBR 4.500 01/04/13||DE0001135218|+291.938|+243.131|+307.836|+252.928|+298.657|+245.905|750000000.0|0.000|0.000|0.000 XS0168860509|REGEUCRPRC|C|03.875|20100521|20030521|20030521|20030521|20040521|CITIGROUP INC|SnBnk/Fin|EUR|97.405|98.437|6.521|5.451|+5.710|+4.748|DBR 5.375 01/04/10||DE0001135135|+470.125|+371.103|+491.251|+383.915|+474.341|+371.543|1500000000.0|0.000|0.000|0.000 XS0168881760|REGEUCRPRC|VW|05.375|20180522|20030522|20030522|20030522|20040522|VOLKSWAGEN INTERNATIONAL FINANCE N.V.|Auto|EUR|99.799|102.308|5.403|5.050|+3.278|+2.946|DBR 4.500 01/04/13||DE0001135218|+197.948|+166.743|+202.885|+167.662|+200.294|+166.274|500000000.0|0.000|0.000|0.000 XS0168882495|REGEUCRPRC|VW|04.875|20130522|20030522|20030522|20030522|20040522|VOLKSWAGEN INTERNATIONAL FINANCE N.V.|Auto|EUR|99.409|101.360|5.039|4.499|+2.914|+2.395|DBR 4.500 01/04/13||DE0001135218|+246.916|+196.988|+253.326|+199.271|+246.659|+194.593|1000000000.0|0.000|0.000|0.000 XS0169058012|REGEUCRPRC|EURHYP|06.445|99991231|20030523|20030523|20030523|20040523|EUROHYPO CAPITAL FUNDING TRUST 1|Upper T2/T1|EUR|10.000|14.000|112.926|89.806|+110.804|+87.705|DBR 4.500 01/04/13||DE0001135218|+2683.269|+2581.059|+11040.103|+8728.070|+8781.830|+7185.904|600000000.0|0.000|0.000|0.000 XS0169169355|REGEUCRPRC|EDF|05.500|20260605|20030605|20030605|20030605|20040605|SEEBOARD POWER NETWORKS PLC (NOW EDF ENERGY NETWORKS (SPN) PLC)|Util|GBP|91.802|93.960|6.200|5.987|+2.008|+1.810|UKT 5.000 03/07/25||GB0030880693|+209.568|+192.458|+211.624|+191.056|+225.123|+203.650|300000000.0|0.000|0.000|0.000 XS0169240164|REGEUCRPRC|BERTEL|04.625|20100603|20030603|20030603|20030603|20040603|BERTELSMANN U.S. FINANCE INC|Ind|EUR|100.926|101.428|3.728|3.252|+2.917|+2.549|DBR 5.375 01/04/10||DE0001135135|+208.476|+162.081|+210.826|+163.286|+204.436|+158.365|750000000.0|0.000|0.000|0.000 XS0169259420|REGEUCRPRC|FTT|05.625|20130530|20030530|20030530|20030530|20040530|FINNING INTERNATIONAL INC|Ind|GBP|108.716|109.212|3.272|3.149|+0.862|+0.758|UKT 5.000 09/07/14||GB0031829509|+38.570|+25.931|+33.258|+21.417|+36.540|+24.499|125000000.0|0.000|0.000|0.000 XS0169287124|REGEUCRPRC|NXT|05.250|20130930|20030606|20030606|20030606|20030930|NEXT PLC|Cons|GBP|90.371|92.733|7.759|7.096|+5.349|+4.705|UKT 5.000 09/07/14||GB0031829509|+452.364|+395.804|+462.101|+398.659|+477.377|+411.563|300000000.0|0.000|0.000|0.000 XS0169360657|REGEUCRPRC|SEB|04.125|20150528|20030528|20030528|20030528|20040528|SKANDINAVISKA ENSKILDABANKEN AB (PUBL)|Lower T2|EUR|91.121|92.803|13.637|11.699|+12.826|+10.996|DBR 5.375 01/04/10||DE0001135135|+1079.558|+921.739|+1201.931|+1008.320|+1141.969|+962.212|500000000.0|0.000|0.000|0.000 XS0169667119|REGEUCRPRC|LLOYDS|05.125|99991231|20030609|20030609|20030609|20031209|LLOYDS TSB BANK PLC|Upper T2/T1|GBP|50.250|55.000|16.688|15.062|+13.726|+12.115|UKT 4.000 09/07/16||GB00B0V3WX43|+895.972|+826.963|+1254.466|+1105.268|+1324.796|+1163.260|153100000.0|0.000|0.000|0.000 XS0169667382|REGEUCRPRC|NAB|03.875|20150604|20030604|20030604|20030604|20040604|NATIONAL AUSTRALIA BANK LTD|Lower T2|EUR|89.586|91.469|14.979|12.791|+14.168|+12.088|DBR 5.375 01/04/10||DE0001135135|+1181.579|+1007.801|+1335.981|+1117.120|+1265.343|+1063.241|600000000.0|0.000|0.000|0.000 XS0169765988|REGEUCRPRC|ISPIM|03.750|20150609|20030609|20030609|20030609|20040609|SANPAOLO IMI S.P.A.|Lower T2|EUR|93.455|95.052|10.355|8.662|+9.544|+7.959|DBR 5.375 01/04/10||DE0001135135|+804.333|+658.886|+873.277|+704.018|+835.608|+676.204|350000000.0|0.000|0.000|0.000 XS0169888558|REGEUCRPRC|VOD|05.000|20180604|20030604|20030604|20030604|20040604|VODAFONE GROUP PLC|Tel/Med|EUR|101.498|103.136|4.791|4.569|+2.666|+2.465|DBR 4.500 01/04/13||DE0001135218|+139.846|+119.530|+141.447|+119.251|+140.234|+118.748|750000000.0|0.000|0.000|0.000 XS0170227093|REGEUCRPRC|HOLZSW|04.375|20100623|20030623|20030623|20030623|20040623|HOLCIM FINANCE (LUXEMBOURG) S.A.|Ind|EUR|100.830|101.425|3.607|3.070|+2.796|+2.367|DBR 5.375 01/04/10||DE0001135135|+194.885|+142.472|+197.471|+143.839|+191.266|+139.240|750000000.0|0.000|0.000|0.000 XS0170239692|REGEUCRPRC|VATFAL|05.000|20180618|20030618|20030618|20030618|20040618|VATTENFALL TREASURY AB|Util|EUR|100.431|102.661|4.938|4.634|+2.813|+2.530|DBR 4.500 01/04/13||DE0001135218|+152.691|+125.094|+155.735|+125.296|+154.072|+124.619|500000000.0|0.000|0.000|0.000 XS0170248503|REGEUCRPRC|DANBNK|04.250|20160620|20030620|20030620|20030620|20040620|DANSKE BANK A/S|Lower T2|EUR|68.250|71.833|15.137|13.604|+13.015|+11.503|DBR 4.500 01/04/13||DE0001135218|+963.747|+873.789|+1259.330|+1106.079|+1191.224|+1050.021|500000000.0|0.000|0.000|0.000 XS0170265341|REGEUCRPRC|AKZANA|04.250|20110614|20030613|20030613|20030613|20040614|AKZO NOBEL NV|Ind|EUR|100.273|101.338|4.108|3.577|+2.790|+2.295|DBR 5.250 01/04/11||DE0001135168|+218.610|+167.725|+222.825|+169.732|+216.068|+164.692|750000000.0|0.000|0.000|0.000 XS0170342868|REGEUCRPRC|ENEL|04.250|20130612|20030612|20030612|20030612|20040612|ENEL - SOCIETA PER AZIONI|Util|EUR|102.830|104.301|3.496|3.116|+1.371|+1.012|DBR 4.500 01/04/13||DE0001135218|+97.644|+60.582|+97.662|+59.681|+95.798|+58.954|750000000.0|0.000|0.000|0.000 XS0170343247|REGEUCRPRC|ENEL|04.750|20180612|20030612|20030612|20030612|20040612|ENEL - SOCIETA PER AZIONI|Util|EUR|101.490|104.065|4.545|4.202|+2.420|+2.098|DBR 4.500 01/04/13||DE0001135218|+115.257|+83.257|+116.513|+82.143|+115.653|+82.344|750000000.0|0.000|0.000|0.000 XS0170386998|REGEUCRPRC|CIBASC|04.875|20180620|20030620|20030620|20030620|20040620|CIBA SPECIALTY CHEMICALS FINANCE LUXEMBOURG S.A.|Ind|EUR|93.204|95.729|5.855|5.480|+2.774|+2.410|DBR 4.250 07/04/17||DE0001135333|+229.820|+198.588|+247.357|+209.857|+242.242|+206.107|500000000.0|0.000|0.000|0.000 XS0170398068|REGEUCRPRC|CBA|04.875|20231219|20030619|20030619|20030619|20031219|COMMONWEALTH BANK OF AUSTRALIA|Lower T2|GBP|70.513|75.892|9.495|8.481|+6.240|+5.237|UKT 5.000 03/07/18||GB00B1VWPC84|+473.894|+407.915|+560.054|+462.691|+585.576|+483.401|150000000.0|0.000|0.000|0.000 XS0170485204|REGEUCRPRC|DMGOLN|05.750|20181207|20030626|20030626|20030626|20031207|DAILY MAIL & GENERAL TRUST PLC|Tel/Med|GBP|61.487|62.987|12.585|12.222|+9.330|+8.978|UKT 5.000 03/07/18||GB00B1VWPC84|+671.929|+653.876|+853.373|+819.339|+898.552|+862.145|175000000.0|0.000|0.000|0.000 XS0170731847|REGEUCRPRC|RWE|04.625|20100817|20030703||20030703|20040817|RWE FINANCE B.V.|Util|GBP|102.476|102.871|2.613|2.309|+1.896|+1.649|UKT 4.750 06/07/10||GB00B0330274|+61.815|+30.791|+60.095|+30.287|+59.942|+29.779|500000000.0|0.000|0.000|0.000 XS0170732738|REGEUCRPRC|RWE|05.625|20231206|20030703|20030703|20030703|20031206|RWE FINANCE B.V.|Util|GBP|94.491|95.946|6.112|5.958|+1.920|+1.781|UKT 5.000 03/07/25||GB0030880693|+206.614|+193.884|+203.823|+189.056|+217.978|+202.591|600000000.0|0.000|0.000|0.000 XS0170777089|REGEUCRPRC|HBOS|03.375|20100623|20030623|20030623|20030623|20040623|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|EUR|97.451|98.642|5.750|4.623|+4.939|+3.920|DBR 5.375 01/04/10||DE0001135135|+394.506|+289.680|+411.931|+299.331|+397.907|+289.659|500000000.0|0.000|0.000|0.000 XS0170798325|REGEUCRPRC|NGGLN|05.000|20180702|20030702|20030702|20030702|20040702|NATIONAL GRID TRANSCO PLC (NOW NATIONAL GRID PLC)|Util|EUR|91.856|94.066|6.188|5.853|+4.063|+3.749|DBR 4.500 01/04/13||DE0001135218|+258.083|+230.817|+280.354|+246.755|+274.244|+241.915|600000000.0|0.000|0.000|0.000 XS0171115073|REGEUCRPRC|RCEANA|03.750|20100701|20030701|20030701|20030701|20040701|RODAMCO EUROPE FINANCE B.V.|Ind|EUR|97.203|99.040|6.320|4.611|+5.222|+3.576|DBR 5.250 07/04/10||DE0001135150|+447.591|+289.099|+468.083|+297.512|+451.608|+287.852|500000000.0|0.000|0.000|0.000 XS0171134371|REGEUCRPRC|RABOBK|03.250|20100625|20030625|20030625|20030625|20040625|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|101.277|101.523|2.101|1.884|+1.290|+1.181|DBR 5.375 01/04/10||DE0001135135|+45.269|+23.614|+46.546|+24.738|+44.435|+23.139|1075000000.0|0.000|0.000|0.000 XS0171231060|REGEUCRPRC|LINGR|06.000|99991231|20030617|20030617|20030617|20040703|LINDE FINANCE B.V.|Ind|EUR|73.709|77.453|14.905|13.398|+12.781|+11.295|DBR 4.500 01/04/13||DE0001135218|+993.033|+900.005|+1236.717|+1086.190|+1171.997|+1033.146|400000000.0|0.000|0.000|0.000 XS0171325557|REGEUCRPRC|DOW|04.375|20100625|20030625|20030625|20030625|20040625|DOW CHEMICAL CO|Ind|EUR|100.266|100.703|4.122|3.725|+3.311|+3.022|DBR 5.375 01/04/10||DE0001135135|+244.276|+205.964|+248.582|+208.906|+240.688|+202.310|400000000.0|0.000|0.000|0.000 XS0171431660|REGEUCRPRC|ANZ|04.750|20181207|20030627|20030627|20030627|20031207|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|Lower T2|GBP|81.820|82.901|9.614|9.287|+7.204|+6.896|UKT 5.000 09/07/14||GB0031829509|+588.018|+562.771|+636.156|+604.810|+657.567|+624.821|400000000.0|0.000|0.000|0.000 XS0171463788|REGEUCRPRC|AWLN|04.625|20131007|20030707|20030707|20030707|20031007|ANGLIAN WATER SERVICES FINANCING PLC|Util|EUR|98.878|100.326|4.906|4.536|+2.781|+2.432|DBR 4.500 01/04/13||DE0001135218|+224.211|+190.121|+230.920|+193.807|+224.823|+189.054|650000000.0|0.000|0.000|0.000 XS0171467854|REGEUCRPRC|BESNN|05.580|99991231|20030702|20030702|20030702|20040702|BES FINANCE LTD|Upper T2/T1|EUR|60.625|65.125|17.864|15.991|+15.742|+13.890|DBR 4.500 01/04/13||DE0001135218|+1078.095|+986.299|+1509.716|+1322.418|+1421.730|+1250.842|600000000.0|0.000|0.000|0.000 XS0171786287|REGEUCRPRC|BATSLN|05.125|20130709|20030709|20030709|20030709|20040709|B.A.T. INTERNATIONAL FINANCE P.L.C.|Cons|EUR|103.553|104.318|4.177|3.979|+2.053|+1.876|DBR 4.500 01/04/13||DE0001135218|+164.645|+145.820|+163.901|+144.296|+160.498|+141.547|1000000000.0|0.000|0.000|0.000 XS0171812547|REGEUCRPRC|BATSLN|05.750|20131209|20030709|20030709|20030709|20031209|B.A.T. INTERNATIONAL FINANCE P.L.C.|Cons|GBP|104.453|105.397|4.592|4.372|+2.182|+1.981|UKT 5.000 09/07/14||GB0031829509|+161.417|+140.053|+150.289|+129.349|+156.596|+135.152|350000000.0|0.000|0.000|0.000 XS0171904583|REGEUCRPRC|DBB|04.250|20150708|20030708|20030708|20030708|20040708|DEUTSCHE BAHN AG|Util|EUR|102.295|103.973|3.824|3.521|+1.699|+1.417|DBR 4.500 01/04/13||DE0001135218|+84.741|+55.609|+84.955|+54.655|+84.011|+54.621|700000000.0|0.000|0.000|0.000 XS0171908063|REGEUCRPRC|GM|08.875|20230710|20030710|20030710|20030710|20040710|GENERAL MOTORS NOVA SCOTIA FINANCE CO|Auto|GBP|15.827|17.827|49.486|44.777|+45.865|+41.166|UKT 8.000 06/07/21||GB0009997999|+1242.917|+1224.739|+4053.455|+3665.219|+4650.749|+4171.655|250000000.0|0.000|0.000|0.000 XS0171922643|REGEUCRPRC|GM|08.375|20151207|20030710|20030710|20030710|20031207|GENERAL MOTORS NOVA SCOTIA FINANCE CO|Auto|GBP|16.264|18.264|55.363|51.241|+52.584|+48.477|UKT 4.750 09/07/15||GB0033280339|+1898.706|+1865.081|+4591.682|+4258.634|+5235.686|+4819.629|350000000.0|0.000|0.000|0.000 XS0171942757|REGEUCRPRC|GM|07.250|20130703|20030703|20030703|20030703|20040703|GENERAL MOTORS CORPN|Auto|EUR|10.333|12.833|110.949|95.969|+108.825|+93.866|DBR 4.500 01/04/13||DE0001135218|+2693.510|+2631.255|+10840.730|+9342.681|+8659.557|+7627.682|1000000000.0|0.000|0.000|0.000 XS0171943649|REGEUCRPRC|GM|08.375|20330705|20030703|20030703|20030703|20040705|GENERAL MOTORS CORPN|Auto|EUR|07.500|10.000|105.490|80.877|+101.269|+76.694|DBR 5.500 01/04/31||DE0001135176|+1012.682|+997.158|+10160.534|+7699.254|+8306.218|+6557.877|1500000000.0|0.000|0.000|0.000 XS0172201955|REGEUCRPRC|HUWHY|05.875|20130708|20030707|20030707|20030707|20040708|HUTCHISON WHAMPOA FINANCE (CI) LTD|Ind|EUR|99.725|100.996|5.944|5.595|+3.820|+3.492|DBR 4.500 01/04/13||DE0001135218|+333.255|+301.714|+340.888|+305.901|+331.348|+297.798|1000000000.0|0.000|0.000|0.000 XS0172308594|REGEUCRPRC|EDF|04.375|20101215|20030715|20030715|20030715|20031215|EDF ENERGY PLC|Util|EUR|102.762|103.441|2.597|2.175|+1.499|+1.140|DBR 5.250 07/04/10||DE0001135150|+85.132|+42.395|+85.422|+42.738|+82.525|+40.919|500000000.0|0.000|0.000|0.000 XS0172546698|REGEUCRPRC|AIG|05.000|20181218|20030718|20030718|20030718|20031218|ASIF III (JERSEY) LTD|SnBnk/Fin|GBP|54.905|64.473|13.254|10.912|+9.999|+7.668|UKT 5.000 03/07/18||GB00B1VWPC84|+676.726|+559.569|+916.238|+694.505|+964.140|+727.837|250000000.0|0.000|0.000|0.000 XS0172565482|REGEUCRPRC|SNSGRP|05.750|99991231|20030722|20030722|20030722|20040722|SNS BANK N.V.|Upper T2/T1|EUR|33.667|45.000|41.462|30.620|+39.218|+28.395|DBR 3.750 07/04/13||DE0001135234|+1945.399|+1665.174|+3891.726|+2805.500|+3485.647|+2567.837|200000000.0|0.000|0.000|0.000 XS0172751355|REGEUCRPRC|REPSM|05.000|20130722|20030722|20030722|20030722|20040722|REPSOL INTERNATIONAL FINANCE B.V.|Util|EUR|99.859|101.456|5.032|4.607|+2.784|+2.379|DBR 3.750 07/04/13||DE0001135234|+243.105|+203.859|+248.618|+206.124|+242.096|+201.165|1000000000.0|0.000|0.000|0.000 XS0172844283|REGEUCRPRC|TKA|05.000|20130722|20030722|20030722|20030722|20040722|TELEKOM FINANZMANAGEMENT GMBH|Tel/Med|EUR|100.812|102.023|4.777|4.458|+2.529|+2.230|DBR 3.750 07/04/13||DE0001135234|+220.037|+189.907|+223.502|+191.227|+217.921|+186.795|750000000.0|0.000|0.000|0.000 XS0172851650|REGEUCRPRC|RWE|05.125|20180723|20030723|20030723|20030723|20040723|RWE FINANCE B.V.|Util|EUR|101.888|104.683|4.863|4.491|+2.615|+2.263|DBR 3.750 07/04/13||DE0001135234|+145.830|+111.618|+146.971|+109.806|+145.862|+109.877|1200000000.0|0.000|0.000|0.000 XS0172989252|REGEUCRPRC|SOWLN|06.192|20290331|20030723|20030723|20030723|20040331|SOUTHERN WATER SERVICES (FINANCE) LTD|Util|GBP|93.546|95.024|6.680|6.541|+2.435|+2.308|UKT 6.000 12/07/28||GB0002404191|+259.232|+248.564|+257.789|+244.414|+274.447|+260.411|350000000.0|0.000|0.000|0.000 XS0172992637|REGEUCRPRC|SOWLN|06.640|20260331|20030723|20030723|20030723|20040331|SOUTHERN WATER SERVICES (FINANCE) LTD|Util|GBP|98.476|100.165|6.681|6.516|+2.489|+2.339|UKT 5.000 03/07/25||GB0030880693|+269.066|+255.646|+258.160|+242.241|+275.739|+259.058|350000000.0|0.000|0.000|0.000 XS0173131698|REGEUCRPRC|DEKA|04.250|20130723|20030723|20030723|20030723|20040723|DEKABANK DEUTSCHE GIROZENTRALE|SnBnk/Fin|EUR|100.636|102.446|4.079|3.611|+1.831|+1.383|DBR 3.750 07/04/13||DE0001135234|+150.552|+106.064|+153.277|+106.483|+149.573|+104.294|1500000000.0|0.000|0.000|0.000 XS0173287516|REGEUCRPRC|MONTE|04.375|20130730|20030730|20030730|20030730|20040730|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|SnBnk/Fin|EUR|100.804|102.261|4.160|3.783|+1.912|+1.555|DBR 3.750 07/04/13||DE0001135234|+158.143|+122.521|+160.749|+123.192|+156.890|+120.563|500000000.0|0.000|0.000|0.000 XS0173290148|REGEUCRPRC|GS|04.250|20100804|20030804|20030804|20030804|20040804|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|99.323|100.346|4.805|3.948|+3.707|+2.913|DBR 5.250 07/04/10||DE0001135150|+306.526|+224.752|+314.317|+228.719|+303.862|+221.229|1250000000.0|0.000|0.000|0.000 XS0173501379|REGEUCRPRC|BMW|05.000|20180806|20030806|20030806|20030806|20040806|BMW FINANCE N.V.|Auto|EUR|90.550|94.669|6.379|5.755|+4.131|+3.527|DBR 3.750 07/04/13||DE0001135234|+272.175|+221.801|+298.469|+236.078|+291.664|+231.636|750000000.0|0.000|0.000|0.000 XS0173549659|REGEUCRPRC|OTE|05.000|20130805|20030805|20030805|20030805|20040805|OTE PLC|Tel/Med|EUR|99.605|100.625|5.099|4.828|+2.851|+2.600|DBR 3.750 07/04/13||DE0001135234|+248.295|+223.335|+254.430|+227.212|+247.624|+221.428|1250000000.0|0.000|0.000|0.000 XS0173603969|REGEUCRPRC|C|05.125|20181212|20030801|20030801|20030801|20031212|CITIGROUP INC|Lower T2|GBP|56.872|59.720|12.914|12.191|+9.659|+8.947|UKT 5.000 03/07/18||GB00B1VWPC84|+666.136|+631.341|+884.405|+816.361|+930.250|+857.580|800000000.0|0.000|0.000|0.000 XS0173649798|REGEUCRPRC|UNIPOL|05.660|20230728|20030728|20030728|20030728|20040728|UNIPOL S.P.A.|Lower T2|EUR|75.310|79.753|13.712|12.025|+11.465|+9.797|DBR 3.750 07/04/13||DE0001135234|+908.278|+799.501|+1116.162|+947.501|+1059.803|+903.391|300000000.0|0.000|0.000|0.000 XS0174155654|REGFRNEUCRPRC|GS|02.489|20150812|20030812|20030812|20030812|20031112|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|77.501|78.880|0.000|0.000|+4.810|+4.509|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|186600000.0|+481.000|+450.900|+50.000 XS0174470764|REGEUCRPRC|HSBC|05.375|20330822|20030822|20030822|20030822|20040822|HSBC BANK PLC|Lower T2|GBP|72.758|76.766|7.781|7.337|+3.503|+3.069|UKT 4.250 06/07/32||GB0004893086|+315.714|+290.339|+373.903|+331.328|+393.108|+348.287|500000000.0|0.000|0.000|0.000 XS0175478873|REGEUCRPRC|ROSW|05.375|20230829|20030829|20030829|20030829|20040829|ROCHE FINANCE EUROPE B.V.|Ind|GBP|93.701|96.159|5.952|5.692|+1.760|+1.515|UKT 5.000 03/07/25||GB0030880693|+190.115|+168.126|+188.794|+163.670|+201.671|+175.535|250000000.0|0.000|0.000|0.000 XS0176128675|REGEUCRPRC|SANFP|04.250|20100915|20030915|20030915|20030915|20040915|AVENTIS (NOW SANOFI-AVENTIS GROUP)|Ind|EUR|102.144|102.903|2.620|2.063|+1.522|+1.028|DBR 5.250 07/04/10||DE0001135150|+92.572|+37.110|+93.242|+37.743|+89.989|+35.895|1500000000.0|0.000|0.000|0.000 XS0176217429|REGEUCRPRC|AIG|04.750|20130911|20030911|20030911|20030911|20040911|ASIF III (JERSEY) LTD|SnBnk/Fin|EUR|58.000|62.000|20.067|18.052|+17.820|+15.824|DBR 3.750 07/04/13||DE0001135234|+1213.140|+1117.628|+1747.262|+1545.818|+1634.947|+1453.014|1000000000.0|0.000|0.000|0.000 XS0176311792|REGEUCRPRC|ERSTBK|04.750|20130918|20030918|20030918|20030918|20040918|ERSTE BANK DER OESTERREICHISCHEN SPARKASSEN AG (NOW ERSTE GROUP|SnBnk/Fin|EUR|95.763|97.672|5.868|5.354|+3.620|+3.126|DBR 3.750 07/04/13||DE0001135234|+311.913|+266.562|+328.347|+276.892|+318.410|+269.040|1000000000.0|0.000|0.000|0.000 XS0176337599|REGEUCRPRC|TOMKLN|06.125|20150916|20030916|20030916|20030916|20040916|TOMKINS FINANCE PLC|Ind|GBP|73.367|74.513|12.034|11.724|+9.254|+8.959|UKT 4.750 09/07/15||GB0033280339|+733.112|+713.259|+835.131|+805.871|+873.911|+842.870|250000000.0|0.000|0.000|0.000 XS0176347044|REGEUCRPRC|REDELE|04.750|20130918|20030918|20030918|20030918|20040918|RED ELECTRICA DE ESPANA FINANCE B.V.|Util|EUR|102.313|103.282|4.155|3.913|+1.907|+1.685|DBR 3.750 07/04/13||DE0001135234|+156.336|+133.326|+157.128|+133.007|+153.638|+130.315|800000000.0|0.000|0.000|0.000 XS0176510641|REGEUCRPRC|MONTE|04.500|20150924|20030924|20030924|20030924|20040924|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|Lower T2|EUR|93.345|96.554|9.816|7.165|+8.718|+6.130|DBR 5.250 07/04/10||DE0001135150|+754.548|+523.041|+812.848|+547.676|+778.597|+527.634|600000000.0|0.000|0.000|0.000 XS0176529583|REGEUCRPRC|SEVTRE|05.250|20141208|20030922|20030922|20030922|20031208|SEVERN TRENT WATER UTILITIES FINANCE PLC (SEVERN TRENT UTILITIE|Util|GBP|104.097|105.174|4.355|4.145|+1.945|+1.754|UKT 5.000 09/07/14||GB0031829509|+116.680|+96.135|+108.085|+87.923|+113.927|+93.298|200000000.0|0.000|0.000|0.000 XS0176671732|REGEUCRPRC|MTNI|05.125|20100924|20030924|20030924|20030924|20040924|ARCELOR FINANCE SA|Ind|EUR|101.314|102.071|4.114|3.555|+3.016|+2.520|DBR 5.250 07/04/10||DE0001135150|+240.452|+185.934|+241.929|+186.086|+234.349|+180.308|600000000.0|0.000|0.000|0.000 XS0176802428|REGEUCRPRC|MER|05.125|20100924|20030924|20030924|20030924|20040924|MERRILL LYNCH & CO INC|SnBnk/Fin|GBP|95.894|97.138|8.171|7.203|+7.454|+6.543|UKT 4.750 06/07/10||GB00B0330274|+606.835|+514.813|+599.711|+505.676|+614.382|+516.746|450000000.0|0.000|0.000|0.000 XS0176823424|REGEUCRPRC|DB|05.330|99991231|20030919|20030919|20030919|20040919|DEUTSCHE BANK CAPITAL FUNDING TRUST IV|Upper T2/T1|EUR|50.800|54.500|25.011|22.767|+22.767|+20.542|DBR 3.750 07/04/13||DE0001135234|+1437.142|+1349.240|+2242.945|+2018.523|+2076.870|+1878.213|1000000000.0|0.000|0.000|0.000 XS0176838372|REGEUCRPRC|ALTSM|05.125|20131002|20031002|20031002|20031002|20041002|ALTADIS FINANCE BV|Cons|EUR|95.364|96.382|6.353|6.075|+4.105|+3.847|DBR 3.750 07/04/13||DE0001135234|+356.290|+332.311|+375.792|+348.030|+364.199|+337.632|500000000.0|0.000|0.000|0.000 XS0176914579|REGEUCRPRC|EADFP|05.500|20180925|20030925|20030925|20030925|20040925|EADS FINANCE B.V.|Ind|EUR|94.543|99.145|6.281|5.615|+4.033|+3.387|DBR 3.750 07/04/13||DE0001135234|+269.855|+214.593|+287.096|+220.838|+281.760|+217.929|500000000.0|0.000|0.000|0.000 XS0177089298|REGEUCRPRC|ENEL|05.250|20230929|20030929|20030929|20030929|20040929|ENEL INVESTMENT HOLDING B.V. (NOW ENEL - SOCIETA PER AZIONI)|Util|EUR|99.306|102.538|5.317|4.996|+3.069|+2.768|DBR 3.750 07/04/13||DE0001135234|+148.876|+120.715|+153.193|+120.932|+153.182|+121.772|300000000.0|0.000|0.000|0.000 XS0177256889|REGEUCRPRC|BRISA|04.797|20130926|20030926|20030926|20030926|20040926|BRISA FINANCE B.V.|Util|EUR|95.279|97.169|6.043|5.532|+3.795|+3.304|DBR 3.750 07/04/13||DE0001135234|+327.084|+282.246|+345.389|+294.147|+334.809|+285.682|500000000.0|0.000|0.000|0.000 XS0177329603|REGEUCRPRC|GM|05.750|20100927|20030926|20030926|20030926|20040927|GENERAL MOTORS ACCEPTANCE CORPN|Auto|EUR|60.000|73.500|52.570|31.912|+51.456|+30.863|DBR 5.250 07/04/10||DE0001135150|+3263.424|+2294.905|+5086.032|+3019.727|+4463.125|+2757.561|543525000.0|0.000|0.000|0.000 XS0177395901|REGEUCRPRC|NAB|05.620|99991231|20030929|20030929|20030929|20031217|NATIONAL CAPITAL TRUST I (DELAWARE)|Upper T2/T1|GBP|43.200|55.000|18.440|14.405|+15.185|+11.162|UKT 5.000 03/07/18||GB00B1VWPC84|+886.289|+742.201|+1475.824|+1072.323|+1488.101|+1081.239|400000000.0|0.000|0.000|0.000 XS0177447983|REGEUCRPRC|AVLN|06.125|99991231|20030929|20030929|20030929|20040929|AVIVA PLC|Upper T2/T1|GBP|37.833|42.333|18.525|16.806|+14.882|+13.174|UKT 4.750 03/07/20||GB00B058DQ55|+798.711|+756.179|+1379.677|+1221.203|+1483.353|+1308.147|800000000.0|0.000|0.000|0.000 XS0177448015|REGEUCRPRC|AVLN|05.250|20231002|20030929|20030929|20030929|20041002|AVIVA PLC|Lower T2|EUR|44.750|49.333|28.870|25.675|+26.623|+23.447|DBR 3.750 07/04/13||DE0001135234|+1562.358|+1454.103|+2627.978|+2308.298|+2413.627|+2134.437|650000000.0|0.000|0.000|0.000 XS0177448288|REGEUCRPRC|AVLN|05.700|99991231|20030929|20030929|20030929|20040929|AVIVA PLC|Upper T2/T1|EUR|33.950|37.650|29.974|27.253|+27.726|+25.024|DBR 3.750 07/04/13||DE0001135234|+1371.355|+1309.249|+2696.417|+2424.330|+2476.669|+2239.452|500000000.0|0.000|0.000|0.000 XS0177573937|REGEUCRPRC|MER|04.625|20131002|20031002|20031002|20031002|20041002|MERRILL LYNCH & CO INC|SnBnk/Fin|EUR|83.844|85.956|9.234|8.568|+6.986|+6.340|DBR 3.750 07/04/13||DE0001135234|+579.006|+529.280|+663.985|+597.451|+637.493|+574.631|1600000000.0|0.000|0.000|0.000 XS0177600920|REGEUCRPRC|ZURNVX|06.625|99991231|20031002|20031002|20031002|20041002|ZURICH FINANCE (UK) PLC|Upper T2/T1|GBP|57.371|62.509|13.287|12.149|+9.644|+8.518|UKT 4.750 03/07/20||GB00B058DQ55|+663.122|+614.598|+893.059|+785.876|+951.184|+835.572|450000000.0|0.000|0.000|0.000 XS0177601811|REGEUCRPRC|ZURNVX|05.750|20231002|20031002|20031002|20031002|20041002|ZURICH FINANCE (USA) INC|Lower T2|EUR|84.858|87.730|10.158|9.245|+7.910|+7.017|DBR 3.750 07/04/13||DE0001135234|+665.405|+597.640|+756.521|+665.114|+725.566|+639.506|500000000.0|0.000|0.000|0.000 XS0177703732|REGEUCRPRC|AALLN|05.125|20101215|20031013|20031013|20031013|20031215|ANGLO AMERICAN CAPITAL PLC|Ind|GBP|99.731|101.236|5.215|4.254|+4.498|+3.594|UKT 4.750 06/07/10||GB00B0330274|+317.765|+222.505|+308.362|+214.429|+313.539|+217.405|300000000.0|0.000|0.000|0.000 XS0177899530|REGEUCRPRC|NDB|04.250|20140106|20031014|20031014|20031014|20040106|NORDDEUTSCHE LANDESBANK GIROZENTRALE|SnBnk/Fin|EUR|103.647|105.085|3.390|3.063|+1.142|+0.835|DBR 3.750 07/04/13||DE0001135234|+73.523|+41.394|+73.156|+40.453|+71.923|+40.173|1000000000.0|0.000|0.000|0.000 XS0177949145|REGEUCRPRC|GE|04.750|20101215|20031015|20031015|20031015|20031215|GE CAPITAL UK FUNDING|Ind|GBP|99.132|100.501|5.238|4.358|+4.521|+3.698|UKT 4.750 06/07/10||GB00B0330274|+318.738|+231.688|+310.914|+224.578|+316.120|+227.729|525000000.0|0.000|0.000|0.000 XS0177955381|REGEUCRPRC|HBOS|05.125|99991231|20031014|20031014|20031014|20041014|HBOS PLC|Upper T2/T1|EUR|31.125|45.500|30.902|21.463|+28.655|+19.236|DBR 3.750 07/04/13||DE0001135234|+1355.009|+1115.080|+2788.184|+1844.257|+2555.103|+1724.283|293800000.0|0.000|0.000|0.000 XS0178322128|REGEUCRPRC|KINGFI|04.500|20101021|20031021|20031021|20031021|20041021|KINGFISHER PLC|Cons|EUR|98.429|99.929|5.626|4.533|+4.528|+3.498|DBR 5.250 07/04/10||DE0001135150|+380.273|+277.457|+391.467|+282.170|+378.672|+273.536|474331000.0|0.000|0.000|0.000 XS0178322474|REGEUCRPRC|KINGFI|05.625|20141215|20031021|20031021|20031021|20031215|KINGFISHER PLC|Cons|GBP|85.646|87.226|8.785|8.397|+6.375|+6.006|UKT 5.000 09/07/14||GB0031829509|+511.743|+481.190|+537.336|+500.238|+558.111|+519.389|250000000.0|0.000|0.000|0.000 XS0178404793|REGEUCRPRC|HSBC|05.369|99991231|20031024|20031024|20031024|20040324|HSBC CAPITAL FUNDING (EURO 2) L.P.|Upper T2/T1|EUR|56.833|60.125|19.993|18.420|+17.747|+16.193|DBR 3.750 07/04/13||DE0001135234|+1185.971|+1114.995|+1728.625|+1570.958|+1618.942|+1476.561|1400000000.0|0.000|0.000|0.000 XS0178489844|REGEUCRPRC|WESWAT|05.750|20331014|20031015|20031015|20031015|20041014|WESSEX WATER SERVICES FINANCE PLC|Util|GBP|86.329|88.339|6.805|6.622|+2.527|+2.354|UKT 4.250 06/07/32||GB0004893086|+265.764|+253.509|+279.440|+262.246|+294.020|+275.973|350000000.0|0.000|0.000|0.000 XS0178779178|REGEUCRPRC|HSHN|04.625|20151021|20031021|20031021|20031021|20041021|HSH NORDBANK AG|SnBnk/Fin|EUR|101.954|101.638|4.268|4.325|+1.683|+1.756|DBR 3.750 01/04/15||DE0001135267|+123.554|+128.863|+124.292|+129.971|+122.647|+128.140|700000000.0|0.000|0.000|0.000 XS0178803499|REGEUCRPRC|NAB|05.375|20151028|20031028|20031028|20031028|20041028|NATIONAL AUSTRALIA BANK LTD|Lower T2|GBP|97.468|98.503|7.077|6.335|+6.360|+5.675|UKT 4.750 06/07/10||GB00B0330274|+502.951|+431.835|+491.780|+420.016|+503.009|+428.875|200000000.0|0.000|0.000|0.000 XS0178807649|REGEUCRPRC|GE|04.625|20131029|20031029|20031029|20031029|20041029|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|94.888|97.974|5.948|5.135|+3.700|+2.907|DBR 3.750 07/04/13||DE0001135234|+315.090|+243.475|+333.615|+252.297|+323.552|+245.487|750000000.0|0.000|0.000|0.000 XS0178866736|REGEUCRPRC|BAC|04.250|20101021|20031021|20031021|20031021|20041021|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|98.225|99.603|5.525|4.520|+4.425|+3.484|DBR 5.250 07/04/10||DE0001135150|+369.822|+275.279|+381.487|+280.801|+369.088|+272.206|1500000000.0|0.000|0.000|0.000 XS0178887732|REGEUCRPRC|HAA|04.625|20131029|20031029|20031029|20031029|20041029|HYPO ALPE-ADRIA-BANK AG (NOW HYPO ALPE-ADRIA-BANK INTERNATIONAL|SnBnk/Fin|EUR|98.713|101.131|4.945|4.336|+2.697|+2.108|DBR 3.750 07/04/13||DE0001135234|+226.231|+169.986|+233.198|+172.193|+227.111|+168.293|1000000000.0|0.000|0.000|0.000 XS0178889274|REGEUCRPRC|IBESM|04.375|20101029|20031029|20031029|20031029|20041029|IBERDROLA INTERNATIONAL B.V.|Util|EUR|102.131|102.805|2.878|2.420|+1.780|+1.385|DBR 5.250 07/04/10||DE0001135150|+116.490|+70.545|+116.512|+70.311|+113.258|+68.286|750000000.0|0.000|0.000|0.000 XS0179091425|REGEUCRPRC|AEMSPA|04.875|20131030|20031030|20031030|20031030|20041030|AEM S.P.A.|Util|EUR|101.087|102.242|4.595|4.308|+2.347|+2.080|DBR 3.750 07/04/13||DE0001135234|+195.627|+168.802|+198.205|+169.575|+193.591|+165.959|500000000.0|0.000|0.000|0.000 XS0179207583|REGEUCRPRC|SOCGEN|05.419|99991231|20031110|20031110|20031110|20041110|SOCIETE GENERALE CAPITAL TRUST III|Upper T2/T1|EUR|46.000|49.667|27.734|25.278|+25.488|+23.051|DBR 3.750 07/04/13||DE0001135234|+1516.885|+1433.147|+2510.774|+2266.196|+2310.558|+2096.446|650000000.0|0.000|0.000|0.000 XS0179253934|REGEUCRPRC|AAB|04.625|20131028|20031028|20031028|20031028|20041028|ABN AMRO BOUWFONDS NEDERLANDSE GEMEENTEN N.V. (NOW ABN AMRO BAN|SnBnk/Fin|EUR|100.127|103.199|4.586|3.829|+2.338|+1.601|DBR 3.750 07/04/13||DE0001135234|+193.462|+121.956|+197.433|+121.575|+192.652|+119.357|750000000.0|0.000|0.000|0.000 XS0179266597|REGEUCRPRC|HEIANA|04.375|20100204|20031104|20031104|20031104|20040204|HEINEKEN N.V.|Cons|EUR|100.904|101.574|3.113|2.227|+2.302|+1.524|DBR 5.375 01/04/10||DE0001135135|+142.933|+54.243|+140.871|+53.289|+139.716|+52.735|500000000.0|0.000|0.000|0.000 XS0179266753|REGEUCRPRC|HEIANA|05.000|20131104|20031104|20031104|20031104|20041104|HEINEKEN N.V.|Cons|EUR|101.153|102.738|4.703|4.311|+2.455|+2.083|DBR 3.750 07/04/13||DE0001135234|+206.019|+169.313|+208.663|+169.483|+203.764|+165.961|600000000.0|0.000|0.000|0.000 XS0179346274|REGEUCRPRC|BXTN|06.000|20190930|20031119|20031119|20031119|20040330|BRIXTON PLC|Ind|GBP|41.500|49.000|19.174|16.357|+15.682|+12.875|UKT 4.500 03/07/19||GB00B39R3F84|+894.948|+808.960|+1542.933|+1261.266|+1558.580|+1273.934|215369000.0|0.000|0.000|0.000 XS0179407910|REGEUCRPRC|HSBC|05.844|99991231|20031105|20031105|20031105|20041105|HSBC BANK CAPITAL FUNDING (STERLING 1) L.P.|Upper T2/T1|GBP|56.000|63.666|10.994|9.696|+6.717|+5.429|UKT 4.250 06/07/32||GB0004893086|+477.068|+427.179|+675.240|+553.480|+716.435|+585.696|700000000.0|0.000|0.000|0.000 XS0179486526|REGEUCRPRC|EDF|04.625|20131106|20031106|20031106|20031106|20041106|ELECTRICITE DE FRANCE (E.D.F.) SERVICE NATIONAL (NOW ELECTRICIT|Util|EUR|103.412|104.575|3.782|3.505|+1.534|+1.277|DBR 3.750 07/04/13||DE0001135234|+116.997|+90.177|+116.477|+88.837|+114.371|+87.592|500000000.0|0.000|0.000|0.000 XS0179914006|REGEUCRPRC|HSBC|04.500|20101112|20031112|20031112|20031112|20041112|HOUSEHOLD FINANCE CORPN (NOW HSBC FINANCE CORPN)|SnBnk/Fin|EUR|98.867|101.280|5.273|3.608|+4.173|+2.572|DBR 5.250 07/04/10||DE0001135150|+345.852|+187.109|+354.798|+188.356|+343.474|+182.890|1400000000.0|0.000|0.000|0.000 XS0179944417|REGEUCRPRC|BAC|06.000|20101112|20031113|20031113|20031113|20041112|MBNA EUROPE FUNDING PLC|SnBnk/Fin|GBP|99.191|100.671|6.438|5.427|+5.721|+4.767|UKT 4.750 06/07/10||GB00B0330274|+443.971|+344.878|+429.020|+330.815|+438.051|+336.971|250000000.0|0.000|0.000|0.000 XS0180008905|REGEUCRPRC|C|05.500|20151118|20031118|20031118|20031118|20041118|CITIGROUP INC|SnBnk/Fin|GBP|78.589|80.421|9.875|9.441|+7.095|+6.676|UKT 4.750 09/07/15||GB0033280339|+569.621|+538.586|+627.610|+586.059|+654.126|+610.498|250000000.0|0.000|0.000|0.000 XS0180032103|REGEUCRPRC|C|04.750|20131112|20031112|20031112|20031112|20041112|CITIGROUP INC|SnBnk/Fin|EUR|86.726|89.808|8.383|7.477|+6.135|+5.249|DBR 3.750 07/04/13||DE0001135234|+513.373|+442.455|+576.118|+485.632|+554.615|+468.718|1000000000.0|0.000|0.000|0.000 XS0180180985|REGEUCRPRC|FRTUM|04.625|20101119|20031119|20031119|20031119|20041119|FORTUM OYJ|Util|EUR|102.433|102.969|2.976|2.626|+1.878|+1.591|DBR 5.250 07/04/10||DE0001135150|+125.044|+90.500|+124.979|+90.214|+121.290|+87.481|500000000.0|0.000|0.000|0.000 XS0180181447|REGEUCRPRC|FRTUM|05.000|20131119|20031119|20031119|20031119|20041119|FORTUM OYJ|Util|EUR|102.452|103.857|4.386|4.047|+2.138|+1.819|DBR 3.750 07/04/13||DE0001135234|+175.433|+143.195|+176.065|+142.173|+172.259|+139.506|500000000.0|0.000|0.000|0.000 XS0180277393|REGEUCRPRC|RTRGRP|04.625|20101119|20031119|20031119|20031119|20041119|REUTERS FINANCE PLC|Tel/Med|EUR|101.580|102.293|3.541|3.069|+2.443|+2.034|DBR 5.250 07/04/10||DE0001135150|+180.169|+133.801|+181.070|+133.840|+175.719|+129.897|500000000.0|0.000|0.000|0.000 XS0180407602|REGEUCRPRC|IMTLN|06.250|20181204|20031204|20031204|20031204|20041204|IMPERIAL TOBACCO FINANCE PLC|Cons|GBP|91.285|92.860|7.415|7.175|+4.160|+3.931|UKT 5.000 03/07/18||GB00B1VWPC84|+357.173|+337.998|+360.640|+337.662|+379.213|+355.268|200000000.0|0.000|0.000|0.000 XS0180772484|REGEUCRPRC|AAB|04.750|20140104|20031120|20031120|20031120|20050104|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|100.109|101.839|4.718|4.301|+2.352|+1.948|DBR 4.250 01/04/14||DE0001135242|+200.960|+162.586|+206.066|+164.735|+200.266|+160.435|1000000000.0|0.000|0.000|0.000 XS0180843681|REGEUCRPRC|ANZ|05.625|20151126|20031126|20031126|20031126|20041126|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|Lower T2|GBP|96.385|96.846|7.985|7.665|+7.268|+7.005|UKT 4.750 06/07/10||GB00B0330274|+587.773|+557.908|+577.715|+547.075|+591.839|+560.022|200000000.0|0.000|0.000|0.000 XS0180946906|REGEUCRPRC|RBS|04.500|20160128|20031205|20031205|20031205|20050128|ROYAL BANK OF SCOTLAND PLC|Lower T2|EUR|65.906|69.296|33.325|29.472|+32.007|+28.190|DBR 5.250 01/04/11||DE0001135168|+2241.429|+2045.080|+3154.975|+2769.904|+2872.567|+2541.839|500000000.0|0.000|0.000|0.000 XS0181013607|REGEUCRPRC|FGPLN|06.125|20190118|20031219|20031219|20031219|20050118|FIRSTGROUP PLC|Util|GBP|85.383|88.335|8.208|7.732|+4.715|+4.250|UKT 4.500 03/07/19||GB00B39R3F84|+414.169|+378.529|+436.013|+390.330|+457.865|+410.074|250000000.0|0.000|0.000|0.000 XS0181161380|REGEUCRPRC|FRIPRO|06.875|99991231|20031121|20031121|20031121|20040521|FRIENDS PROVIDENT PLC|Upper T2/T1|GBP|29.425|34.564|27.897|24.360|+24.404|+20.878|UKT 4.500 03/07/19||GB00B39R3F84|+1110.987|+1052.698|+2414.143|+2060.424|+2443.940|+2085.199|300000000.0|0.000|0.000|0.000 XS0181196170|REGEUCRPRC|ABB|06.500|20111130|20031124|20031124|20031124|20040530|ABB INTERNATIONAL FINANCE LTD|Ind|EUR|106.714|107.209|3.769|3.570|+1.838|+1.659|DBR 5.000 07/04/12||DE0001135200|+174.579|+154.878|+176.256|+155.847|+168.100|+148.708|650000000.0|0.000|0.000|0.000 XS0181273342|REGEUCRPRC|WKLNA|05.125|20140127|20031125|20031125|20031125|20050127|WOLTERS KLUWER NV|Tel/Med|EUR|100.134|101.782|5.086|4.691|+2.720|+2.338|DBR 4.250 01/04/14||DE0001135242|+236.347|+199.897|+241.471|+201.862|+235.328|+197.174|700000000.0|0.000|0.000|0.000 XS0181389304|REGEUCRPRC|BAC|05.500|20191204|20031204|20031204|20031204|20040604|BANK OF AMERICA CORPN|SnBnk/Fin|GBP|85.915|89.667|7.446|6.890|+3.953|+3.408|UKT 4.500 03/07/19||GB00B39R3F84|+332.700|+290.202|+369.008|+313.385|+373.607|+317.607|500000000.0|0.000|0.000|0.000 XS0181482349|REGEUCRPRC|MS|04.375|20110114|20031126|20031126|20031126|20040114|MORGAN STANLEY|SnBnk/Fin|EUR|96.621|97.524|6.525|5.936|+5.207|+4.655|DBR 5.250 01/04/11||DE0001135168|+454.396|+400.899|+475.721|+416.743|+458.675|+402.256|694250000.0|0.000|0.000|0.000 XS0181557454|REGEUCRPRC|DEGUSS|05.125|20131210|20031210|20031210|20031210|20041210|DEGUSSA AG (NOW EVONIK DEGUSSA GMBH)|Ind|EUR|94.934|95.895|6.422|6.168|+4.056|+3.815|DBR 4.250 01/04/14||DE0001135242|+357.184|+335.530|+378.009|+352.769|+366.343|+342.190|1250000000.0|0.000|0.000|0.000 XS0181571364|REGEUCRPRC|UNFSM|05.000|20101209|20031209|20031209|20031209|20041209|UNION FENOSA FINANCE B.V.|Util|EUR|102.024|103.006|3.658|3.032|+2.560|+1.997|DBR 5.250 07/04/10||DE0001135150|+191.014|+129.324|+191.535|+128.922|+185.634|+124.895|500000000.0|0.000|0.000|0.000 XS0181582056|REGEUCRPRC|EDNIM|05.125|20101210|20031212|20031212|20031212|20041210|EDISON S.P.A.|Util|EUR|103.155|103.603|3.062|2.781|+1.964|+1.746|DBR 5.250 07/04/10||DE0001135150|+132.413|+104.312|+131.824|+103.649|+127.709|+100.322|700000000.0|0.000|0.000|0.000 XS0181816652|REGEUCRPRC|VOD|05.625|20251204|20031204|20031204|20031204|20041204|VODAFONE GROUP PLC|Tel/Med|GBP|91.672|94.050|6.352|6.112|+2.160|+1.935|UKT 5.000 03/07/25||GB0030880693|+224.486|+205.063|+226.593|+203.200|+241.213|+216.777|250000000.0|0.000|0.000|0.000 XS0181857847|REGEUCRPRC|CATTLE|07.875|20140117|20031217|20031217|20031217|20050117|CATTLES PLC|SnBnk/Fin|GBP|80.079|26.327|13.438|47.000|+11.028|+44.609|UKT 5.000 09/07/14||GB0031829509|+926.728|+2149.319|+995.836|+3943.412|+1042.284|+4405.537|350000000.0|0.000|0.000|0.000 XS0181867309|REGEUCRPRC|BRADBI|06.000|99991231|20031210|20031210|20031210|20041210|BRADFORD & BINGLEY PLC|Upper T2/T1|GBP|07.000|13.000|70.251|44.724|+66.757|+41.240|UKT 4.500 03/07/19||GB00B39R3F84|+1267.755|+1199.750|+5719.940|+3683.493|+6751.518|+4154.668|200000000.0|0.000|0.000|0.000 XS0181879650|REGEUCRPRC|MANAG|05.375|20101208|20031208|20031208|20031208|20041208|MAN FINANCIAL SERVICES PLC|Auto|EUR|105.030|104.875|2.125|2.220|+1.027|+1.185|DBR 5.250 07/04/10||DE0001135150|+38.600|+48.689|+38.376|+48.271|+36.760|+46.415|300000000.0|0.000|0.000|0.000 XS0182188366|REGEUCRPRC|BATSLN|06.375|20191212|20031212|20031212|20031212|20041212|B.A.T. INTERNATIONAL FINANCE P.L.C.|Cons|GBP|101.262|103.937|6.110|5.777|+2.617|+2.295|UKT 4.500 03/07/19||GB00B39R3F84|+240.280|+209.955|+226.162|+193.719|+240.437|+206.807|500000000.0|0.000|0.000|0.000 XS0182242247|REGEUCRPRC|FNCIM|05.750|20181212|20031212|20031212|20031212|20041212|FINMECCANICA FINANCE SA|Ind|EUR|101.422|103.310|5.550|5.297|+3.184|+2.944|DBR 4.250 01/04/14||DE0001135242|+209.599|+187.225|+212.128|+186.843|+210.012|+185.583|500000000.0|0.000|0.000|0.000 XS0182703743|REGEUCRPRC|GE|05.375|20401218|20031218|20031218|20031218|20041218|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|57.707|60.651|9.481|9.039|+5.160|+4.728|UKT 4.750 12/07/38||GB00B00NY175|+379.207|+363.007|+544.733|+502.431|+569.034|+524.042|450000000.0|0.000|0.000|0.000 XS0182727502|REGEUCRPRC|DERBS|05.875|20151217|20031217|20031217|20031217|20041217|DERBYSHIRE BUILDING SOCIETY|Lower T2|GBP|95.594|95.766|8.686|8.569|+7.969|+7.909|UKT 4.750 06/07/10||GB00B0330274|+653.388|+642.355|+644.446|+632.995|+661.187|+649.252|100000000.0|0.000|0.000|0.000 XS0184119898|REGEUCRPRC|TOTAL|04.875|20101223|20040123|20040123|20040123|20041223|TOTAL CAPITAL SA|Util|GBP|104.113|104.468|2.264|2.051|+1.547|+1.391|UKT 4.750 06/07/10||GB00B0330274|+18.964|-3.686|+18.485|-3.030|+18.212|-3.532|700000000.0|0.000|0.000|0.000 XS0184373925|REGEUCRPRC|TITIM|05.375|20190129|20040129|20040129|20040129|20050129|TELECOM ITALIA SPA|Tel/Med|EUR|85.398|88.174|7.540|7.093|+5.174|+4.740|DBR 4.250 01/04/14||DE0001135242|+359.816|+327.026|+409.812|+364.798|+399.271|+356.154|1250000000.0|0.000|0.000|0.000 XS0184374063|REGEUCRPRC|TITIM|04.500|20110128|20040129|20040129|20040129|20050128|TELECOM ITALIA SPA|Tel/Med|EUR|100.627|101.387|4.107|3.651|+2.789|+2.369|DBR 5.250 01/04/11||DE0001135168|+229.365|+185.428|+233.069|+187.513|+225.535|+181.459|750000000.0|0.000|0.000|0.000 XS0184468550|REGEUCRPRC|BYLAN|04.375|20140122|20040122|20040122|20040122|20050122|BAYERISCHE LANDESBANK|SnBnk/Fin|EUR|99.114|100.483|4.583|4.255|+2.217|+1.902|DBR 4.250 01/04/14||DE0001135242|+185.976|+155.608|+191.627|+158.789|+186.622|+154.926|1500000000.0|0.000|0.000|0.000 XS0184519139|REGEUCRPRC|NWIDE|05.769|99991231|20040206|20040206|20040206|20040806|NATIONWIDE BUILDING SOCIETY|Upper T2/T1|GBP|40.000|48.500|16.315|13.665|+12.123|+9.488|UKT 5.000 03/07/25||GB0030880693|+661.088|+592.422|+1232.296|+967.320|+1256.703|+985.589|400000000.0|0.000|0.000|0.000 XS0184639895|REGEUCRPRC|HMSOLN|06.000|20260223|20040223|20040223|20040223|20050223|HAMMERSON PLC|Ind|GBP|55.078|58.086|12.143|11.521|+7.951|+7.344|UKT 5.000 03/07/25||GB0030880693|+555.820|+531.577|+780.523|+721.703|+830.753|+767.299|300000000.0|0.000|0.000|0.000 XS0184870714|REGEUCRPRC|TOTAL|03.750|20100211|20040211|20040211|20040211|20050211|TOTAL CAPITAL SA|Util|EUR|101.298|101.735|2.026|1.466|+1.215|+0.763|DBR 5.375 01/04/10||DE0001135135|+33.182|-23.544|+32.918|-22.694|+32.420|-22.923|700000000.0|0.000|0.000|0.000 XS0184927761|REGEUCRPRC|GS|04.750|20140128|20040128|20040128|20040128|20050128|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|92.411|94.311|6.664|6.165|+4.298|+3.812|DBR 4.250 01/04/14||DE0001135242|+370.048|+328.008|+399.135|+349.131|+386.127|+338.315|1500000000.0|0.000|0.000|0.000 XS0184982865|REGEUCRPRC|SLMA|05.375|20101215|20040206|20040206|20040206|20041215|SLM CORPN|SnBnk/Fin|GBP|66.985|72.442|32.743|27.104|+32.026|+26.444|UKT 4.750 06/07/10||GB00B0330274|+2414.246|+2069.058|+2836.551|+2341.897|+3066.760|+2502.938|225000000.0|0.000|0.000|0.000 XS0185010401|REGEUCRPRC|MWDP|05.000|20110216|20040216|20040216|20040216|20050216|WENDEL INVESTISSEMENT|Ind|EUR|89.165|91.250|12.070|10.605|+10.752|+9.323|DBR 5.250 01/04/11||DE0001135168|+923.707|+806.515|+1028.311|+882.016|+979.690|+843.040|600000000.0|0.000|0.000|0.000 XS0185030698|REGEUCRPRC|UCGIM|04.375|20140210|20040210|20040210|20040210|20050210|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|99.346|100.238|4.526|4.315|+2.160|+1.962|DBR 4.250 01/04/14||DE0001135242|+179.298|+159.834|+184.503|+163.437|+179.733|+159.402|1250000000.0|0.000|0.000|0.000 XS0185401857|REGEUCRPRC|DEKA|04.375|20140206|20040206|20040206|20040206|20050206|DEKABANK DEUTSCHE GIROZENTRALE|SnBnk/Fin|EUR|100.730|102.215|4.199|3.853|+1.833|+1.500|DBR 4.250 01/04/14||DE0001135242|+149.331|+116.678|+152.184|+117.604|+148.505|+115.062|1000000000.0|0.000|0.000|0.000 XS0185490934|REGEUCRPRC|C|04.750|20190210|20040210|20040210|20040210|20050210|CITIGROUP INC|Lower T2|EUR|49.836|54.333|23.170|20.671|+20.804|+18.318|DBR 4.250 01/04/14||DE0001135242|+1302.050|+1203.501|+2049.417|+1799.643|+1905.116|+1682.108|1350000000.0|0.000|0.000|0.000 XS0185887576|REGEUCRPRC|SNSGRP|04.625|20140218|20040218|20040218|20040218|20050218|SNS BANK N.V.|SnBnk/Fin|EUR|89.284|93.392|7.352|6.258|+4.986|+3.905|DBR 4.250 01/04/14||DE0001135242|+422.873|+333.162|+466.465|+357.046|+450.188|+345.755|853000000.0|0.000|0.000|0.000 XS0186189154|REGFRNEUCRPRC|ISPIM|02.017|20110225|20040225|20040225|20040225|20040525|SANPAOLO IMI S.P.A.|SnBnk/Fin|EUR|97.473|98.526|0.000|0.000|+1.597|+1.000|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+159.700|+100.000|+15.000 XS0186317417|REGEUCRPRC|BAC|04.625|20140218|20040218|20040218|20040218|20050218|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|89.150|91.974|7.389|6.628|+5.023|+4.275|DBR 4.250 01/04/14||DE0001135242|+425.931|+364.283|+470.296|+394.280|+453.835|+381.352|1250000000.0|0.000|0.000|0.000 XS0186500293|REGEUCRPRC|HSHN|04.375|20140218|20040218|20040218|20040218|20050218|HSH NORDBANK AG|SnBnk/Fin|EUR|101.347|103.671|4.057|3.526|+1.691|+1.173|DBR 4.250 01/04/14||DE0001135242|+135.202|+84.240|+137.166|+83.870|+134.017|+82.414|1000000000.0|0.000|0.000|0.000 XS0186752779|REGFRNEUCRPRC|BFCM|01.975|20110303|20040303|20040303|20040303|20040603|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|EUR|97.084|97.261|0.000|0.000|+1.814|+1.714|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+181.400|+171.400|+15.000 XS0186999669|REGEUCRPRC|INVES|07.750|20160301|20040301|20040301|20040301|20050301|INVESTEC FINANCE PLC|Lower T2|GBP|58.667|76.000|41.316|24.291|+40.186|+23.208|UKT 4.250 03/07/11||GB00B0LNX641|+2878.650|+1903.789|+3564.611|+2085.036|+3919.985|+2215.845|200000000.0|0.000|0.000|0.000 XS0187033864|REGEUCRPRC|BACR|04.500|20190304|20040304|20040304|20040304|20050304|BARCLAYS BANK PLC|Lower T2|EUR|76.388|78.348|11.061|10.422|+8.695|+8.069|DBR 4.250 01/04/14||DE0001135242|+687.671|+645.256|+836.386|+772.615|+799.347|+739.585|1000000000.0|0.000|0.000|0.000 XS0187043079|REGEUCRPRC|HANRUE|05.750|20240226|20040226|20040226|20040226|20050226|HANNOVER FINANCE (LUXEMBOURG) SA|Lower T2|EUR|71.946|75.281|14.160|12.952|+11.794|+10.599|DBR 4.250 01/04/14||DE0001135242|+908.507|+836.051|+1146.890|+1026.065|+1088.988|+977.171|750000000.0|0.000|0.000|0.000 XS0187162325|REGEUCRPRC|ALVGR|05.500|99991231|20040227|20040227|20040227|20050115|ALLIANZ AG (NOW ALLIANZ SE)|Upper T2/T1|EUR|71.000|74.000|14.387|13.263|+12.022|+10.911|DBR 4.250 01/04/14||DE0001135242|+924.202|+854.951|+1175.222|+1060.059|+1114.945|+1008.455|1500000000.0|0.000|0.000|0.000 XS0187186183|REGEUCRPRC|SLMA|04.750|20140317|20040303|20040303|20040303|20050317|SLM CORPN|SnBnk/Fin|EUR|51.009|55.357|22.181|19.872|+19.815|+17.519|DBR 4.250 01/04/14||DE0001135242|+1253.895|+1160.641|+1947.064|+1716.545|+1813.834|+1607.334|1250000000.0|0.000|0.000|0.000 XS0187202303|REGEUCRPRC|EDF|05.750|20240308|20040308|20040308|20040308|20050308|EDF ENERGY NETWORKS (EPN) PLC|Util|GBP|95.174|97.682|6.161|5.901|+1.969|+1.724|UKT 5.000 03/07/25||GB0030880693|+211.760|+189.971|+208.002|+182.933|+222.458|+196.328|350000000.0|0.000|0.000|0.000 XS0187584072|REGFRNEUCRPRC|SOCGEN|02.000|20160315|20040315|20040315|20040315|20040615|SOCIETE GENERALE|Lower T2|EUR|79.125|80.250|0.000|0.000|+13.244|+12.457|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+1324.400|+1245.700|+35.000 XS0187751150|REGEUCRPRC|GM|05.375|20110606|20040304|20040304|20040304|20040606|GENERAL MOTORS ACCEPTANCE CORPN|Auto|EUR|52.000|58.000|45.552|37.882|+44.073|+36.430|DBR 5.000 07/04/11||DE0001135184|+2660.726|+2370.746|+4366.314|+3599.218|+3880.256|+3246.468|905931000.0|0.000|0.000|0.000 XS0188009004|REGEUCRPRC|ROLLS|04.500|20110316|20040316|20040316|20040316|20050316|ROLLS-ROYCE PLC|Ind|EUR|101.921|102.432|3.413|3.131|+2.095|+1.849|DBR 5.250 01/04/11||DE0001135168|+159.275|+131.643|+160.499|+132.262|+155.542|+128.147|750000000.0|0.000|0.000|0.000 XS0188046543|REGEUCRPRC|ISPIM|05.625|20240318|20040318|20040318|20040318|20050318|SANPAOLO IMI S.P.A.|Lower T2|GBP|75.860|77.580|9.281|8.968|+5.788|+5.486|UKT 4.500 03/07/19||GB00B39R3F84|+474.908|+454.671|+537.519|+507.911|+563.557|+532.388|165000000.0|0.000|0.000|0.000 XS0188109994|REGEUCRPRC|TOKELP|04.500|20140324|20040324|20040324|20040324|20050324|TOKYO ELECTRIC POWER CO INC|Util|EUR|102.006|103.782|4.037|3.639|+1.672|+1.286|DBR 4.250 01/04/14||DE0001135242|+131.337|+93.485|+132.369|+92.820|+129.719|+91.430|1000000000.0|0.000|0.000|0.000 XS0188201536|REGEUCRPRC|HBOS|04.875|99991231|20040312|20040312|20040312|20050312|HBOS PLC|Upper T2/T1|EUR|34.667|45.750|34.256|25.598|+31.892|+23.247|DBR 4.250 01/04/14||DE0001135242|+1620.465|+1382.452|+3153.599|+2289.658|+2864.427|+2117.533|187000000.0|0.000|0.000|0.000 XS0188201619|REGFRNEUCRPRC|HBOS|02.287|99991231|20040312|20040312|20040312|20040614|HBOS PLC|Upper T2/T1|EUR|50.000|54.000|0.000|0.000|+15.897|+14.149|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|113400000.0|+1589.700|+1414.900|+60.000 XS0188218183|REGEUCRPRC|BRITNA|05.750|20241202|20040317|20040317|20040317|20041202|BRITANNIA BUILDING SOCIETY|Lower T2|GBP|61.021|64.924|12.232|11.359|+8.739|+7.877|UKT 4.500 03/07/19||GB00B39R3F84|+633.618|+589.448|+812.063|+729.536|+856.321|+768.285|200000000.0|0.000|0.000|0.000 XS0188256605|REGFRNEUCRPRC|LAVORO|01.976|20110310|20040310|20040310|20040310|20040610|BANCA NAZIONALE DEL LAVORO SPA|SnBnk/Fin|EUR|97.989|99.583|0.000|0.000|+1.394|+0.516|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+139.400|+51.600|+25.000 XS0188430721|REGEUCRPRC|MKS|05.625|20140324|20040324|20040324|20040324|20050324|MARKS AND SPENCER P.L.C.|Cons|GBP|95.028|96.847|6.739|6.293|+4.329|+3.902|UKT 5.000 09/07/14||GB0031829509|+356.099|+316.156|+353.311|+310.199|+365.641|+321.110|400000000.0|0.000|0.000|0.000 XS0188550114|REGEUCRPRC|ALLNCE|05.827|99991231|20040322|20040322|20040322|20050322|ALLIANCE & LEICESTER PLC|Upper T2/T1|GBP|39.500|44.250|23.751|21.327|+20.789|+18.381|UKT 4.000 09/07/16||GB00B0V3WX43|+1213.701|+1136.814|+1906.882|+1687.912|+2041.797|+1798.373|300000000.0|0.000|0.000|0.000 XS0188607245|REGFRNEUCRPRC|BFCM|01.912|20110923|20040323|20040323|20040323|20040623|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|GBP|95.107|96.709|0.000|0.000|+2.367|+1.648|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|125000000.0|+236.700|+164.800|+18.000 XS0188689623|REGFRNEUCRPRC|MER|01.934|20110322|20040322|20040322|20040322|20040622|MERRILL LYNCH & CO INC|SnBnk/Fin|EUR|86.529|88.547|0.000|0.000|+8.199|+6.943|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+819.900|+694.300|+35.000 XS0188733207|REGEUCRPRC|TKAGR|05.000|20110329|20040329|20040329|20040329|20050329|THYSSENKRUPP AG|Ind|EUR|101.354|102.027|4.238|3.867|+2.920|+2.585|DBR 5.250 01/04/11||DE0001135168|+239.835|+203.940|+242.278|+205.056|+234.824|+198.837|750000000.0|0.000|0.000|0.000 XS0188779028|REGEUCRPRC|SWEDA|05.750|99991231|20040326|20040326|20040326|20040917|SWEDBANK (FORENINGSSPARBANKEN AB (PUBL)) (NOW SWEDBANK AB (PUBL|Upper T2/T1|GBP|33.200|40.333|28.317|23.793|+25.355|+20.847|UKT 4.000 09/07/16||GB00B0V3WX43|+1315.276|+1199.617|+2490.109|+2037.680|+2500.940|+2046.424|200000000.0|0.000|0.000|0.000 XS0188853526|REGEUCRPRC|HSBC|05.130|99991231|20040329|20040329|20040329|20050329|HSBC CAPITAL FUNDING (EURO 3) L.P.|Upper T2/T1|EUR|58.875|62.083|15.132|14.061|+12.768|+11.710|DBR 4.250 01/04/14||DE0001135242|+844.678|+794.283|+1203.711|+1096.603|+1141.588|+1042.721|750000000.0|0.000|0.000|0.000 XS0188947690|REGEUCRPRC|PLD|04.375|20110413|20040413|20040413|20040413|20050413|PLD INTERNATIONAL FINANCE LLC|Ind|EUR|75.639|80.435|20.889|17.037|+19.570|+15.755|DBR 5.250 01/04/11||DE0001135168|+1514.222|+1265.462|+1905.880|+1521.199|+1781.364|+1433.888|307350000.0|0.000|0.000|0.000 XS0189013823|REGEUCRPRC|LGEN|05.875|99991231|20040330|20040330|20040330|20041001|LEGAL & GENERAL GROUP PLC|Upper T2/T1|GBP|36.334|41.083|21.799|19.536|+18.307|+16.054|UKT 4.500 03/07/19||GB00B39R3F84|+975.290|+918.665|+1809.541|+1583.326|+1826.771|+1598.164|400000000.0|0.000|0.000|0.000 XS0189191173|REGEUCRPRC|AUSTVB|03.750|20110325|20040325|20040325|20040325|20050325|INVESTKREDIT BANK AG|SnBnk/Fin|EUR|97.964|100.190|4.900|3.640|+3.582|+2.359|DBR 5.250 01/04/11||DE0001135168|+297.658|+178.949|+308.662|+182.655|+298.747|+177.071|600000000.0|0.000|0.000|0.000 XS0189497414|REGEUCRPRC|BMW|03.875|20110406|20040406|20040406|20040406|20050406|BMW FINANCE N.V.|Auto|EUR|99.457|100.869|4.172|3.397|+2.854|+2.115|DBR 5.250 01/04/11||DE0001135168|+229.307|+155.238|+235.167|+157.695|+227.933|+152.947|750000000.0|0.000|0.000|0.000 XS0189530990|REGFRNEUCRPRC|UCGIM|01.608|20110405|20040405|20040405|20040405|20040705|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|96.194|96.845|0.000|0.000|+2.185|+1.830|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+218.500|+183.000|+12.500 XS0189539942|REGEUCRPRC|COOPWH|05.875|20190402|20040401|20040401|20040401|20050402|CO-OPERATIVE BANK P.L.C.|Lower T2|GBP|87.662|90.419|8.898|8.160|+6.488|+5.769|UKT 5.000 09/07/14||GB0031829509|+540.579|+480.302|+560.351|+489.533|+581.055|+507.223|150000000.0|0.000|0.000|0.000 XS0189545329|REGEUCRPRC|APD|04.250|20120410|20040408|20040408|20040408|20050408|AIR PRODUCTS & CHEMICALS INC|Ind|EUR|97.833|99.721|5.061|4.351|+3.386|+2.699|DBR 5.000 01/04/12||DE0001135192|+278.304|+213.012|+289.150|+218.434|+280.006|+211.919|300000000.0|0.000|0.000|0.000 XS0189704140|REGEUCRPRC|HSBC|05.862|99991231|20040407|20040407|20040407|20050407|HSBC BANK FUNDING (STERLING 2) LP|Upper T2/T1|GBP|56.600|63.765|13.320|11.637|+9.677|+8.006|UKT 4.750 03/07/20||GB00B058DQ55|+679.387|+600.337|+911.495|+752.811|+963.379|+793.499|300000000.0|0.000|0.000|0.000 XS0189727869|REGEUCRPRC|BATSLN|04.375|20110615|20040407|20040407|20040407|20040615|BRITISH AMERICAN TOBACCO HOLDINGS (THE NETHERLANDS) B.V.|Cons|EUR|102.523|103.071|3.119|2.853|+1.801|+1.571|DBR 5.250 01/04/11||DE0001135168|+123.303|+97.194|+123.807|+97.296|+120.166|+94.407|1000000000.0|0.000|0.000|0.000 XS0189769788|REGEUCRPRC|EDF|03.750|20110408|20040408|20040408|20040408|20050408|ELECTRICITE DE FRANCE (E.D.F.) SERVICE NATIONAL (NOW ELECTRICIT|Util|EUR|102.163|102.996|2.583|2.144|+1.265|+0.862|DBR 5.250 01/04/11||DE0001135168|+75.190|+31.785|+75.907|+32.207|+73.512|+30.916|500000000.0|0.000|0.000|0.000 XS0190168624|REGEUCRPRC|SNCF|05.000|20101230|20040416|20040416|20040416|20041230|SOCIETE NATIONALE DES CHEMINS DE FER FRANCAIS (SNCF)|Util|GBP|104.999|105.229|1.887|1.752|+1.170|+1.092|UKT 4.750 06/07/10||GB00B0330274|-20.822|-35.250|-19.199|-32.806|-19.883|-33.611|150000000.0|0.000|0.000|0.000 XS0190174358|REGEUCRPRC|AIG|05.375|20161014|20040414|20040414|20040414|20041014|ASIF III (JERSEY) LTD|SnBnk/Fin|GBP|54.712|61.949|15.666|13.422|+12.705|+10.475|UKT 4.000 09/07/16||GB00B0V3WX43|+867.607|+758.148|+1160.826|+951.193|+1223.554|+998.278|350000000.0|0.000|0.000|0.000 XS0190583012|REGFRNEUCRPRC|BESNN|01.605|20110421|20040421|20040421|20040421|20040721|BES FINANCE LTD|SnBnk/Fin|EUR|94.614|95.647|0.000|0.000|+3.055|+2.496|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+305.500|+249.600|+20.000 XS0190990837|REGEUCRPRC|RABOBK|04.250|20140422|20040422|20040422|20040422|20050422|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|101.970|102.849|3.806|3.612|+1.441|+1.260|DBR 4.250 01/04/14||DE0001135242|+107.124|+88.259|+107.902|+88.211|+105.967|+86.888|1000000000.0|0.000|0.000|0.000 XS0191132132|REGFRNEUCRPRC|CFNG|02.277|20110504|20040504|20040504|20040504|20040804|COFINOGA|SnBnk/Fin|EUR|92.066|93.566|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|||+20.000 XS0191154961|REGEUCRPRC|VATFAL|05.375|20240429|20040429|20040429|20040429|20050429|VATTENFALL TREASURY AB|Util|EUR|98.825|101.748|5.492|5.204|+3.126|+2.851|DBR 4.250 01/04/14||DE0001135242|+162.173|+137.418|+167.753|+138.866|+167.627|+139.509|500000000.0|0.000|0.000|0.000 XS0191322857|REGFRNEUCRPRC|SLMA|02.604|20110426|20040428|20040428|20040428|20040726|SLM CORPN|SnBnk/Fin|EUR|61.500|66.000|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|||+35.000 XS0191374817|REGEUCRPRC|GE|05.625|20141212|20040430|20040430|20040430|20041212|GE CAPITAL UK FUNDING|Ind|GBP|91.527|94.438|7.386|6.730|+4.976|+4.339|UKT 5.000 09/07/14||GB0031829509|+397.970|+341.474|+402.742|+339.345|+417.977|+352.280|250000000.0|0.000|0.000|0.000 XS0191396034|REGFRNEUCRPRC|GE|02.202|20110504|20040504|20040504|20040504|20040804|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|91.150|92.475|0.000|0.000|+4.905|+4.170|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+490.500|+417.000|+12.500 XS0191589695|REGFRNEUCRPRC|ISPIM|02.222|20110510|20040510|20040510|20040510|20040810|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|98.534|98.835|0.000|0.000|+0.946|+0.794|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+94.600|+79.400|+20.000 XS0191752434|REGEUCRPRC|BAC|04.750|20190506|20040506|20040506|20040506|20050506|BANK OF AMERICA CORPN|Lower T2|EUR|53.501|57.700|20.445|18.392|+18.079|+16.039|DBR 4.250 01/04/14||DE0001135242|+1172.864|+1084.642|+1771.222|+1565.581|+1657.044|+1471.473|1000000000.0|0.000|0.000|0.000 XS0191794782|REGEUCRPRC|TUIGR|06.625|20110516|20040430|20040507|20040430|20041115|TUI AG|Cons|EUR|86.561|89.033|15.023|13.354|+13.538|+11.896|DBR 5.000 07/04/11||DE0001135184|+1139.013|+1016.277|+1373.973|+1195.208|+1248.062|+1094.140|625000000.0|0.000|0.000|0.000 XS0191946390|REGEUCRPRC|BYLAN|04.000|20110505|20040505|20040505|20040505|20050505|BAYERISCHE LANDESBANK|SnBnk/Fin|EUR|100.664|102.319|3.650|2.792|+2.332|+1.511|DBR 5.250 01/04/11||DE0001135168|+178.381|+95.197|+180.908|+95.324|+176.093|+93.022|1000000000.0|0.000|0.000|0.000 XS0191960896|REGEUCRPRC|MER|05.750|20141212|20040512|20040512|20040512|20041212|MERRILL LYNCH & CO INC|SnBnk/Fin|GBP|86.272|88.880|8.765|8.133|+6.355|+5.742|UKT 5.000 09/07/14||GB0031829509|+512.502|+461.887|+535.626|+474.870|+556.470|+493.097|350000000.0|0.000|0.000|0.000 XS0192377538|REGEUCRPRC|CIMPPL|04.500|20110527|20040527|20040527|20040527|20050527|CIMPOR FINANCIAL OPERATIONS B.V.|Ind|EUR|93.147|95.122|8.246|7.124|+6.928|+5.842|DBR 5.250 01/04/11||DE0001135168|+593.515|+497.083|+638.140|+526.214|+613.842|+507.501|600000000.0|0.000|0.000|0.000 XS0192461837|REGEUCRPRC|CIT|05.000|20140513|20040513|20040513|20040513|20050513|CIT GROUP INC|SnBnk/Fin|EUR|39.333|46.158|29.714|24.947|+27.349|+22.595|DBR 4.250 01/04/14||DE0001135242|+1489.374|+1346.943|+2697.214|+2220.824|+2473.918|+2057.659|463000000.0|0.000|0.000|0.000 XS0192503000|REGEUCRPRC|ENEL|04.125|20110520|20040520|20040520|20040520|20050520|ENEL - SOCIETA PER AZIONI|Util|EUR|102.861|103.533|2.665|2.332|+1.347|+1.050|DBR 5.250 01/04/11||DE0001135168|+80.927|+47.687|+80.894|+47.482|+78.777|+46.230|750000000.0|0.000|0.000|0.000 XS0192503695|REGEUCRPRC|ENEL|05.250|20240520|20040520|20040520|20040520|20050520|ENEL - SOCIETA PER AZIONI|Util|EUR|95.339|100.299|5.720|5.220|+3.354|+2.867|DBR 4.250 01/04/14||DE0001135242|+178.858|+137.185|+190.106|+140.211|+189.122|+140.567|750000000.0|0.000|0.000|0.000 XS0192520434|REGFRNEUCRPRC|CIT|02.425|20090513|20040513|20040513|20040513|20040813|CIT GROUP INC|SnBnk/Fin|EUR|94.000|98.500|0.000|0.000|+287.168|+69.626|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+28716.800|+6962.600|+35.000 XS0192560653|REGFRNEUCRPRC|HBOS|02.135|20160901|20040520|20040520|20040520|20040901|HBOS PLC|Lower T2|EUR|58.500|63.500|0.000|0.000|+24.334|+20.560|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2433.400|+2056.000|+30.000 XS0192799525|REGFRNEUCRPRC|BFCM|02.008|20140526|20040526|20040526|20040526|20040826|BANQUE FEDERATIVE DU CREDIT MUTUEL|Lower T2|EUR|98.953|100.504|0.000|0.000|+19.118|-7.547|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+1911.800|-754.700|+15.000 XS0192848595|REGFRNEUCRPRC|ABBEY|01.973|20090527|20040527|20040527|20040527|20040827|ABBEY NATIONAL TREASURY SERVICES PLC|SnBnk/Fin|EUR|99.850|99.994|0.000|0.000|+3.445|+1.091|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|950000000.0|+344.500|+109.100|+12.500 XS0193084133|REGFRNEUCRPRC|RBS|01.399|20140724|20040524|20040524|20040524|20040726|ROYAL BANK OF SCOTLAND PLC|Lower T2|USD|77.000|80.000|0.000|0.000|+133.524|+111.824|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+13352.400|+11182.400|+30.000 XS0193226965|REGEUCRPRC|TWOD|06.375|20190524|20040524|20040524|20040524|20050524|TAYLOR WOODROW PLC|Ind|GBP|53.457|61.566|15.375|13.175|+11.882|+9.692|UKT 4.500 03/07/19||GB00B39R3F84|+809.505|+714.011|+1113.474|+907.648|+1180.011|+958.114|200000000.0|0.000|0.000|0.000 XS0193277364|REGFRNEUCRPRC|DNBNOR|01.950|20090603|20040603|20040603|20040603|20040903|DNB NOR BANK ASA|SnBnk/Fin|EUR|99.799|100.009|0.000|0.000|+3.466|+0.859|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|950000000.0|+346.600|+85.900|+12.500 XS0193310249|REGEUCRPRC|DOW|04.625|20110527|20040527|20040527|20040527|20050527|DOW CHEMICAL CO|Ind|EUR|96.768|97.657|6.343|5.861|+5.025|+4.579|DBR 5.250 01/04/11||DE0001135168|+428.740|+385.229|+448.072|+399.868|+432.948|+386.807|500000000.0|0.000|0.000|0.000 XS0193337796|REGEUCRPRC|ASM|04.875|20140528|20040528|20040528|20040528|20050528|ASM BRESCIA SPA|Util|EUR|98.347|100.980|5.254|4.652|+2.888|+2.299|DBR 4.250 01/04/14||DE0001135242|+241.841|+187.281|+250.115|+190.033|+243.939|+186.071|500000000.0|0.000|0.000|0.000 XS0193513602|REGFRNEUCRPRC|MONTE|02.285|20140601|20040601|20040601|20040601|20040901|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|Lower T2|EUR|92.285|97.607|0.000|0.000|+112.470|+33.912|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|250000000.0|+11247.000|+3391.200|+45.000 XS0193590261|REGEUCRPRC|NTT|04.125|20110609|20040609|20040609|20040609|20050609|NIPPON TELEGRAPH & TELEPHONE CORPN|Tel/Med|EUR|101.617|102.774|3.311|2.743|+1.993|+1.461|DBR 5.250 01/04/11||DE0001135168|+142.140|+86.599|+143.592|+86.919|+139.391|+84.328|500000000.0|0.000|0.000|0.000 XS0193684080|REGFRNEUCRPRC|NWIDE|01.882|20090609|20040609|20040609|20040609|20040909|NATIONWIDE BUILDING SOCIETY|SnBnk/Fin|EUR|99.086|99.690|0.000|0.000|+10.345|+4.063|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+1034.500|+406.300|+12.500 XS0193721544|REGEUCRPRC|RBS|06.000|99991231|20040603|20040603|20040603|20040908|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|46.000|53.667|24.100|20.254|+21.691|+17.863|UKT 5.000 09/07/14||GB0031829509|+1368.424|+1213.174|+1961.606|+1613.647|+2097.002|+1711.549|137689000.0|0.000|0.000|0.000 XS0193765673|REGFRNEUCRPRC|C|01.975|20110603|20040603|20040603|20040603|20040903|CITIGROUP INC|SnBnk/Fin|EUR|85.341|88.019|0.000|0.000|+7.918|+6.398|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+791.800|+639.800|+15.000 XS0193805214|REGEUCRPRC|JAPTOB|04.625|20110610|20040610|20040610|20040610|20050610|GALLAHER GROUP PLC (NOW JTI (UK) FINANCE PLC)|Cons|EUR|102.738|103.424|3.251|2.916|+1.933|+1.634|DBR 5.250 01/04/11||DE0001135168|+137.416|+104.571|+137.614|+104.299|+133.656|+101.296|800000000.0|0.000|0.000|0.000 XS0193834156|REGEUCRPRC|CEZCO|04.625|20110608|20040608|20040608|20040608|20050608|CEZ FINANCE BV|Util|EUR|101.028|101.923|4.099|3.651|+2.613|+2.192|DBR 5.000 07/04/11||DE0001135184|+219.751|+176.263|+222.612|+177.456|+215.995|+172.300|400000000.0|0.000|0.000|0.000 XS0193864229|REGEUCRPRC|JPM|04.250|20110609|20040609|20040609|20040609|20050609|JPMORGAN CHASE & CO|SnBnk/Fin|EUR|99.849|100.453|4.323|4.017|+2.837|+2.559|DBR 5.000 07/04/11||DE0001135184|+239.774|+210.426|+245.100|+214.176|+237.648|+207.773|500000000.0|0.000|0.000|0.000 XS0193942124|REGEUCRPRC|AUTSTR|06.250|20220609|20040609|20040609|20040609|20050609|AUTOSTRADE S.P.A. (NOW ATLANTIA S.P.A.)|Util|GBP|98.028|99.776|6.374|6.178|+2.731|+2.546|UKT 4.750 03/07/20||GB00B058DQ55|+244.277|+227.428|+235.051|+216.036|+251.112|+231.296|500000000.0|0.000|0.000|0.000 XS0193944765|REGFRNEUCRPRC|AUTSTR|02.207|20110609|20040609|20040609|20040609|20040909|AUTOSTRADE S.P.A. (NOW ATLANTIA S.P.A.)|Util|EUR|97.379|98.125|0.000|0.000|+1.764|+1.396|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+176.400|+139.600|+45.000 XS0193947271|REGEUCRPRC|AUTSTR|05.000|20140609|20040609|20040609|20040609|20050609|AUTOSTRADE S.P.A. (NOW ATLANTIA S.P.A.)|Util|EUR|100.018|101.339|4.993|4.696|+2.627|+2.343|DBR 4.250 01/04/14||DE0001135242|+218.776|+191.587|+223.595|+193.935|+218.465|+189.882|2750000000.0|0.000|0.000|0.000 XS0194073499|REGFRNEUCRPRC|ISPIM|01.603|20110109|20040709|20040709|20040709|20041011|SANPAOLO IMI BANK (INTERNATIONAL) S.A.|SnBnk/Fin|EUR|98.067|98.693|0.000|0.000|+1.338|+0.959|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|946864000.0|+133.800|+95.900|+15.000 XS0194093844|REGEUCRPRC|BCPN|05.543|99991231|20040609|20040609|20040609|20050609|BCP FINANCE CO|Upper T2/T1|EUR|56.800|61.000|19.718|17.792|+17.355|+15.441|DBR 4.250 01/04/14||DE0001135242|+1163.585|+1076.107|+1696.094|+1502.489|+1590.305|+1414.974|500000000.0|0.000|0.000|0.000 XS0194493861|REGEUCRPRC|NAB|04.500|20160623|20040623|20040623|20040623|20050623|NATIONAL AUSTRALIA BANK LTD|Lower T2|EUR|86.449|89.782|12.058|10.041|+10.740|+8.760|DBR 5.250 01/04/11||DE0001135168|+895.880|+738.502|+1016.792|+815.385|+969.094|+780.695|500000000.0|0.000|0.000|0.000 XS0194778782|REGEUCRPRC|AIG|04.625|20110622|20040622|20040622|20040622|20050622|AMERICAN GENERAL FINANCE CORPN|SnBnk/Fin|EUR|41.500|45.009|59.940|53.771|+58.621|+52.489|DBR 5.250 01/04/11||DE0001135168|+3035.905|+2871.113|+5803.445|+5188.340|+5025.378|+4542.694|500000000.0|0.000|0.000|0.000 XS0194783352|REGFRNEUCRPRC|ISPIM|01.838|20160628|20040628|20040628|20040628|20040928|SANPAOLO IMI S.P.A.|Lower T2|EUR|82.000|85.375|0.000|0.000|+9.745|+7.812|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+974.500|+781.200|+30.000 XS0194890272|REGFRNEUCRPRC|CCCI|01.936|20090618|20040618|20040618|20040618|20040920|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|GBP|99.763|99.867|0.000|0.000|+2.797|+1.931|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|100000000.0|+279.700|+193.100|+15.000 XS0194948617|REGEUCRPRC|STORA|05.125|20140623|20040623|20040623|20040623|20050623|STORA ENSO OYJ|Ind|EUR|80.293|81.904|10.242|9.766|+7.797|+7.337|DBR 4.250 07/04/14||DE0001135259|+634.202|+601.172|+747.546|+699.859|+716.960|+672.100|517555000.0|0.000|0.000|0.000 XS0195116008|REGEUCRPRC|GE|04.625|20140704|20040623|20040623|20040623|20050704|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|95.225|98.829|5.715|4.884|+3.270|+2.455|DBR 4.250 07/04/14||DE0001135259|+278.144|+204.673|+294.164|+211.035|+285.919|+205.986|750000000.0|0.000|0.000|0.000 XS0195150015|REGFRNEUCRPRC|HBOS|01.647|20090623|20040623|20040623|20040623|20040923|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|EUR|99.206|99.491|0.000|0.000|+6.417|+4.295|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|987950000.0|+641.700|+429.500|+6.250 XS0195160329|REGEUCRPRC|TITIM|06.375|20190624|20040624|20040624|20040624|20050624|TELECOM ITALIA SPA|Tel/Med|GBP|88.597|90.582|7.903|7.601|+4.410|+4.119|UKT 4.500 03/07/19||GB00B39R3F84|+392.132|+368.189|+403.524|+373.690|+424.655|+393.507|850000000.0|0.000|0.000|0.000 XS0195230635|REGEUCRPRC|RBS|05.125|99991231|20040702|20040702|20040702|20040703|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|EUR|44.750|57.333|25.504|18.690|+23.060|+16.262|DBR 4.250 07/04/14||DE0001135259|+1356.513|+1099.952|+2273.377|+1591.900|+2103.932|+1495.617|197124000.0|0.000|0.000|0.000 XS0195231526|REGFRNEUCRPRC|RBS|02.098|99991231|20040702|20040702|20040702|20041004|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|EUR|35.500|50.000|0.000|0.000|+22.530|+15.024|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|242564000.0|+2253.000|+1502.400|+60.000 XS0195307367|REGFRNEUCRPRC|TUIGR|04.059|20090817|20040629|20040629|20040629|20040816|TUI AG|Cons|EUR|100.375|99.500|0.000|0.000|+0.865|+3.982|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+86.500|+398.200|+210.000 XS0195487912|REGFRNEUCRPRC|BAC|01.788|20110628|20040628|20040628|20040628|20040928|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|88.011|89.425|0.000|0.000|+6.307|+5.549|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+630.700|+554.900|+25.000 XS0195569990|REGEUCRPRC|NDB|04.500|20140704|20040707|20040707|20040707|20050704|NORDDEUTSCHE LANDESBANK GIROZENTRALE|SnBnk/Fin|EUR|103.956|104.619|3.643|3.504|+1.198|+1.075|DBR 4.250 07/04/14||DE0001135259|+88.012|+74.460|+87.083|+73.137|+86.079|+72.558|1000000000.0|0.000|0.000|0.000 XS0195612592|REGEUCRPRC|C|05.875|20240701|20040701|20040701|20040701|20050701|CITIGROUP INC|Lower T2|GBP|51.872|54.669|13.044|12.392|+8.852|+8.215|UKT 5.000 03/07/25||GB0030880693|+598.187|+573.985|+865.452|+804.037|+921.840|+855.417|400000000.0|0.000|0.000|0.000 XS0195721708|REGFRNEUCRPRC|AIG|01.933|20100706|20040706|20040706|20040706|20041006|INTERNATIONAL LEASE FINANCE CORPN|SnBnk/Fin|EUR|74.782|80.064|0.000|0.000|+26.087|+19.934|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+2608.700|+1993.400|+45.000 XS0195738348|REGFRNEUCRPRC|BESNN|01.656|20091008|20040708|20040708|20040708|20041008|BES FINANCE LTD|SnBnk/Fin|EUR|99.251|99.756|0.000|0.000|+2.040|+0.860|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+204.000|+86.000|+19.000 XS0195744312|REGFRNEUCRPRC|WSTP|01.566|20090708|20040708|20040708|20040708|20041008|WESTPAC BANKING CORPN|SnBnk/Fin|EUR|99.904|99.995|0.000|0.000|+0.893|+0.380|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+89.300|+38.000|+10.000 XS0195762991|REGEUCRPRC|LLOYDS|05.750|20250709|20040709|20040709|20040709|20050709|LLOYDS TSB BANK PLC|Lower T2|GBP|65.207|68.678|11.095|10.403|+7.452|+6.771|UKT 4.750 03/07/20||GB00B058DQ55|+565.033|+527.621|+699.997|+634.324|+737.583|+667.801|350000000.0|0.000|0.000|0.000 XS0195792717|REGEUCRPRC|TPSA|04.625|20110705|20040705|20040705|20040705|20050705|TPSA EUROFINANCE FRANCE S.A.|Tel/Med|EUR|101.810|102.746|3.734|3.286|+2.248|+1.827|DBR 5.000 07/04/11||DE0001135184|+181.620|+138.237|+183.128|+138.568|+177.602|+134.416|300000000.0|0.000|0.000|0.000 XS0195810717|REGFRNEUCRPRC|LLOYDS|01.753|20160711|20040709|20040709|20040709|20041011|LLOYDS TSB BANK PLC|Lower T2|EUR|56.500|61.500|0.000|0.000|+27.611|+23.432|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2761.100|+2343.200|+30.000 XS0196047723|REGEUCRPRC|FORTIS|04.625|20140709|20040709|20040709|20040709|20050709|FORTIS BANK NEDERLAND (HOLDING) N.V.|SnBnk/Fin|EUR|94.280|100.869|5.936|4.430|+3.491|+2.001|DBR 4.250 07/04/14||DE0001135259|+296.863|+162.779|+316.038|+165.349|+306.906|+161.922|1000000000.0|0.000|0.000|0.000 XS0196136740|REGFRNEUCRPRC|NRBS|01.595|20090713|20040713|20040713|20040713|20041013|NORTHERN ROCK PLC|SnBnk/Fin|EUR|91.000|95.500|0.000|0.000|+52.053|+24.984|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+5205.300|+2498.400|+15.000 XS0196302425|REGEUCRPRC|RWE|04.625|20140723|20040723|20040723|20040723|20050723|RWE FINANCE B.V.|Util|EUR|102.925|103.977|3.990|3.768|+1.545|+1.339|DBR 4.250 07/04/14||DE0001135259|+120.541|+99.220|+120.462|+98.231|+118.527|+97.003|650000000.0|0.000|0.000|0.000 XS0196346042|REGEUCRPRC|ZAGREB|04.250|20090713|20040713|20040713|20040713|20050713|ZAGREBACKA BANKA|SnBnk/Fin|EUR|96.649|99.125|21.955|8.656|+21.141|+8.017|DBR 4.500 07/04/09||DE0001135127|+2041.997|+747.066|+2042.077|+730.366|+2112.703|+739.368|450000000.0|0.000|0.000|0.000 XS0196403025|REGEUCRPRC|HOFP|04.375|20110722|20040722|20040722|20040722|20050722|THALES SA|Ind|EUR|101.850|102.816|3.486|3.035|+2.000|+1.576|DBR 5.000 07/04/11||DE0001135184|+155.464|+111.411|+156.882|+111.819|+152.093|+108.362|775000000.0|0.000|0.000|0.000 XS0196494743|REGEUCRPRC|NAB|04.250|20090722|20040722|20040722|20040722|20050722|NATIONAL AUSTRALIA BANK LTD|SnBnk/Fin|USD|100.272|100.572|2.870|1.544|+1.928|+0.622|WIT 7/8 04/30/11 2yr|912828KL3||+190.361|+53.347|+186.448|+55.475|+183.853|+51.364|500000000.0|0.000|0.000|0.000 XS0196576804|REGEUCRPRC|VW|04.750|20110719|20040719|20040719|20040719|20050719|VOLKSWAGEN FINANCIAL SERVICES AG|Auto|EUR|100.901|101.680|4.305|3.933|+2.819|+2.474|DBR 5.000 07/04/11||DE0001135184|+235.901|+200.061|+239.286|+201.859|+231.868|+195.701|1000000000.0|0.000|0.000|0.000 XS0196578255|REGEUCRPRC|TELECO|04.750|20140715|20040715|20040715|20040715|20050715|TELSTRA CORPN LTD|Tel/Med|EUR|97.969|99.714|5.202|4.810|+2.757|+2.381|DBR 4.250 07/04/14||DE0001135259|+233.587|+198.035|+242.249|+202.824|+236.187|+198.223|500000000.0|0.000|0.000|0.000 XS0196608003|REGEUCRPRC|EEEKGA|04.375|20110715|20040715|20040715|20040715|20050715|COCA-COLA HBC FINANCE B.V.|Cons|EUR|102.541|103.576|3.153|2.671|+1.667|+1.212|DBR 5.000 07/04/11||DE0001135184|+123.863|+76.249|+124.476|+76.292|+120.672|+73.829|500000000.0|0.000|0.000|0.000 XS0196630270|REGEUCRPRC|LGFP|05.000|20140716|20040716|20040716|20040716|20050716|LAFARGE S.A.|Ind|EUR|93.760|95.586|6.445|6.009|+4.000|+3.580|DBR 4.250 07/04/14||DE0001135259|+343.185|+306.148|+366.420|+322.724|+355.554|+313.716|611906000.0|0.000|0.000|0.000 XS0196712086|REGEUCRPRC|ACEIM|04.875|20140723|20040723|20040723|20040723|20050723|ACEA SPA|Util|EUR|100.332|101.766|4.797|4.484|+2.352|+2.055|DBR 4.250 07/04/14||DE0001135259|+197.347|+168.450|+201.196|+169.942|+196.769|+166.605|300000000.0|0.000|0.000|0.000 XS0196740376|REGFRNEUCRPRC|LAVORO|01.955|20160722|20040722|20040722|20040722|20041022|BANCA NAZIONALE DEL LAVORO SPA|Lower T2|EUR|80.000|84.000|0.000|0.000|+10.888|+8.604|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|250000000.0|+1088.800|+860.400|+55.000 XS0196762263|REGFRNEUCRPRC|EDNIM|02.010|20110719|20040719|20040719|20040719|20041019|EDISON S.P.A.|Util|EUR|97.213|99.007|0.000|0.000|+1.909|+1.069|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+190.900|+106.900|+60.000 XS0196776214|REGEUCRPRC|KPN|04.500|20110721|20040721|20040721|20040721|20050721|KONINKLIJKE KPN N.V.|Tel/Med|EUR|102.637|103.363|3.239|2.903|+1.753|+1.444|DBR 5.000 07/04/11||DE0001135184|+131.814|+98.640|+132.321|+98.653|+128.295|+95.592|1425000000.0|0.000|0.000|0.000 XS0196776727|REGFRNEUCRPRC|KPN|01.805|20090721|20040721|20040721|20040721|20041021|KONINKLIJKE KPN N.V.|Tel/Med|EUR|99.796|100.196|0.000|0.000|+1.464|-0.412|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+146.400|-41.200|+40.000 XS0196856834|REGEUCRPRC|GE|03.750|20090722|20040722|20040722|20040722|20050722|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|99.898|100.334|4.110|2.118|+3.316|+1.963|DBR 4.000 07/04/09||DE0001135119|+281.322|+79.054|+275.876|+78.880|+275.620|+76.910|1500000000.0|0.000|0.000|0.000 XS0196884455|REGFRNEUCRPRC|YBS|01.550|20090728|20040728|20040728|20040728|20041028|YORKSHIRE BUILDING SOCIETY|SnBnk/Fin|EUR|98.481|99.568|0.000|0.000|+6.837|+2.071|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+683.700|+207.100|+15.000 XS0196955909|REGFRNEUCRPRC|UCGIM|01.656|20140723|20040723|20040723|20040723|20041025|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|88.000|90.000|0.000|0.000|+62.671|+51.129|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+6267.100|+5112.900|+25.000 XS0197028714|REGEUCRPRC|RSA|08.500|99991231|20040723|20040723|20040723|20041208|ROYAL & SUN ALLIANCE INSURANCE GROUP PLC (NOW RSA INSURANCE GRO|Upper T2/T1|GBP|77.323|84.869|14.178|12.015|+11.768|+9.624|UKT 5.000 09/07/14||GB0031829509|+959.128|+812.462|+1048.185|+844.698|+1102.044|+885.066|450000000.0|0.000|0.000|0.000 XS0197079972|REGFRNEUCRPRC|MER|01.855|20140722|20040722|20040722|20040722|20041022|MERRILL LYNCH & CO INC|SnBnk/Fin|EUR|70.433|72.524|0.000|0.000|+7.526|+6.927|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2200000000.0|+752.600|+692.700|+45.000 XS0197508764|REGFRNEUCRPRC|GE|01.600|20140728|20040728|20040728|20040728|20041028|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|76.150|77.850|0.000|0.000|+5.624|+5.181|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+562.400|+518.100|+20.000 XS0197646218|REGEUCRPRC|C|05.000|20190802|20040802|20040802|20040802|20050802|CITIGROUP INC|SnBnk/Fin|EUR|71.015|73.221|9.553|9.127|+7.108|+6.698|DBR 4.250 07/04/14||DE0001135259|+473.588|+448.615|+606.314|+563.540|+586.058|+545.430|2500000000.0|0.000|0.000|0.000 XS0197950636|REGFRNEUCRPRC|C|01.509|20090730|20040803|20040803|20040803|20041029|CITIGROUP INC|SnBnk/Fin|EUR|98.200|98.855|0.000|0.000|+7.850|+5.016|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+785.000|+501.600|+12.500 XS0198037839|REGFRNEUCRPRC|CAPIM|02.555|20140811|20040811|20040811|20040811|20041111|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|88.500|90.500|0.000|0.000|+48.222|+39.128|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+4822.200|+3912.800|+55.000 XS0198106238|REGEUCRPRC|KONZ|07.000|20240812|20040812|20040812|20040812|20050812|GERLING-KONZERN ALLGEMEINE VERSICHERUNGS-AG|Lower T2|EUR|69.000|70.949|16.140|15.415|+13.695|+12.986|DBR 4.250 07/04/14||DE0001135259|+1029.718|+991.854|+1332.904|+1261.915|+1262.083|+1197.091|250000000.0|0.000|0.000|0.000 XS0198112475|REGFRNEUCRPRC|GE|02.196|20090810|20040810|20040810|20040810|20041110|GE CAPITAL UK FUNDING|Ind|GBP|92.000|99.000|0.000|0.000|+32.858|+3.990|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+3285.800|+399.000|+10.000 XS0198612953|REGFRNEUCRPRC|NAB|01.321|20090819|20040819|20040819|20040819|20041119|NATIONAL AUSTRALIA BANK LTD|SnBnk/Fin|USD|99.456|99.776|0.000|0.000|+2.034|+0.947|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+203.400|+94.700|+7.500 XS0200202884|REGFRNEUCRPRC|PEUGOT|01.957|20090909|20040909|20040909|20040909|20041209|BANQUE PSA FINANCE|Auto|EUR|98.366|99.363|0.000|0.000|+5.119|+2.228|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|100000000.0|+511.900|+222.800|+20.000 XS0200533726|REGFRNEUCRPRC|ALLNCE|01.750|20090914|20040914|20040914|20040914|20041214|ALLIANCE & LEICESTER PLC|SnBnk/Fin|EUR|99.675|99.845|0.000|0.000|+1.178|+0.710|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+117.800|+71.000|+10.000 XS0200567112|REGFRNEUCRPRC|BAC|01.907|20090909|20040909|20040909|20040909|20041209|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|99.264|99.641|0.000|0.000|+2.463|+1.381|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+246.300|+138.100|+15.000 XS0200581378|REGFRNEUCRPRC|HSBC|01.884|20140922|20040921|20040921|20040921|20041222|HSBC HOLDINGS PLC|Lower T2|EUR|92.500|93.375|0.000|0.000|+21.049|+18.518|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+2104.900|+1851.800|+31.000 XS0200597457|REGFRNEUCRPRC|AAB|01.750|20110916|20040916|20040916|20040916|20041216|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|94.016|95.025|0.000|0.000|+2.761|+2.304|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+276.100|+230.400|+10.000 XS0200649944|REGFRNEUCRPRC|ANZ|01.704|20090921|20040921|20040921|20040921|20041221|ANZ NATIONAL (INT L) LTD|SnBnk/Fin|EUR|99.600|99.900|0.000|0.000|+1.330|+0.547|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+133.000|+54.700|+12.000 XS0200650520|REGFRNEUCRPRC|RENAUL|01.909|20090922|20040922|20040922|20040922|20041222|RCI BANQUE|Auto|EUR|93.455|99.455|0.000|0.000|+18.307|+1.904|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+1830.700|+190.400|+32.500 XS0200676160|REGEUCRPRC|UCGIM|04.500|20190922|20040922|20040922|20040922|20050922|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|87.200|90.201|7.465|6.721|+5.020|+4.292|DBR 4.250 07/04/14||DE0001135259|+415.100|+356.194|+464.640|+390.255|+448.666|+377.734|500000000.0|0.000|0.000|0.000 XS0200707817|REGFRNEUCRPRC|NWIDE|01.800|20110916|20040916|20040916|20040916|20041216|NATIONWIDE BUILDING SOCIETY|SnBnk/Fin|EUR|89.951|93.781|0.000|0.000|+4.711|+2.920|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+471.100|+292.000|+15.000 XS0200747367|REGFRNEUCRPRC|PORTMN|01.765|20090917|20040917|20040917|20040917|20041217|PORTMAN BUILDING SOCIETY|SnBnk/Fin|EUR|98.139|98.882|0.000|0.000|+5.364|+3.328|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+536.400|+332.800|+12.500 XS0200958063|REGFRNEUCRPRC|IKB|01.445|20090916|20040916|20040916|20040916|20041216|IKB DEUTSCHE INDUSTRIEBANK AG|SnBnk/Fin|USD|94.250|97.250|0.000|0.000|+16.463|+7.871|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1646.300|+787.100|+12.500 XS0200959970|REGEUCRPRC|GM|04.750|20090914|20040914|20040914|20040914|20050914|GENERAL MOTORS ACCEPTANCE CORPN|Auto|EUR|80.500|84.000|70.237|56.292|+69.456|+55.663|OBL145 3.500 10/09/09||DE0001141455|+5663.060|+4703.335|+6780.201|+5404.840|+7083.626|+5601.287|1024320000.0|0.000|0.000|0.000 XS0200985207|REGEUCRPRC|UBS|04.500|20190916|20040916|20040916|20040916|20050916|UBS AG (ACTING THROUGH ITS JERSEY BRANCH)|Lower T2|EUR|71.652|73.225|11.937|11.432|+9.492|+9.003|DBR 4.250 07/04/14||DE0001135259|+722.275|+691.188|+912.370|+861.726|+870.552|+823.260|893054000.0|0.000|0.000|0.000 XS0201065496|REGEUCRPRC|RBS|04.625|20210922|20040922|20040922|20040922|20050922|ROYAL BANK OF SCOTLAND PLC|Lower T2|EUR|60.609|64.551|13.312|12.153|+10.867|+9.724|DBR 4.250 07/04/14||DE0001135259|+725.280|+666.897|+1014.418|+898.537|+966.242|+858.324|1000000000.0|0.000|0.000|0.000 XS0201146064|REGEUCRPRC|NYKRE|04.901|99991231|20040922|20040922|20040922|20050922|NYKREDIT REALKREDIT A/S|Upper T2/T1|EUR|54.000|60.000|19.368|16.709|+16.924|+14.281|DBR 4.250 07/04/14||DE0001135259|+1105.477|+987.719|+1654.436|+1388.562|+1551.885|+1310.427|500000000.0|0.000|0.000|0.000 XS0201169439|REGEUCRPRC|SANTAN|04.500|20190930|20040930|20040930|20040930|20050930|SANTANDER ISSUANCES S.A. UNIPERSONAL|Lower T2|EUR|75.327|77.635|10.737|10.049|+8.292|+7.620|DBR 4.250 07/04/14||DE0001135259|+645.866|+600.821|+791.348|+722.673|+757.404|+692.907|500000000.0|0.000|0.000|0.000 XS0201170106|REGFRNEUCRPRC|SANTAN|01.788|20140930|20040930|20040930|20040930|20041230|SANTANDER ISSUANCES S.A. UNIPERSONAL|Lower T2|EUR|91.250|94.250|0.000|0.000|+23.324|+15.096|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2332.400|+1509.600|+25.000 XS0201193496|REGFRNEUCRPRC|NAB|01.859|20140923|20040923|20040923|20040923|20041223|NATIONAL AUSTRALIA BANK LTD|Lower T2|EUR|89.875|92.875|0.000|0.000|+28.633|+19.787|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+2863.300|+1978.700|+27.500 XS0201271045|REGFRNEUCRPRC|ISPIM|01.720|20141001|20041001|20041001|20041001|20050103|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|91.029|92.104|0.000|0.000|+2.010|+1.784|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1100000000.0|+201.000|+178.400|+20.000 XS0201276275|REGFRNEUCRPRC|EUROB|01.788|20090928|20040928|20040928|20040928|20041228|EFG HELLAS PLC|SnBnk/Fin|EUR|98.226|98.530|0.000|0.000|+4.851|+4.079|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+485.100|+407.900|+25.000 XS0201327102|REGFRNEUCRPRC|HYPORE|01.834|20090923|20040923|20040923|20040923|20041223|HYPO REAL ESTATE BANK INTERNATIONAL (NOW HYPO PUBLIC FINANCE BA|SnBnk/Fin|EUR|95.000|97.000|0.000|0.000|+13.757|+8.293|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+1375.700|+829.300|+25.000 XS0201524518|REGFRNEUCRPRC|CHELS|01.688|20090928|20040928|20040928|20040928|20041229|CHELSEA BUILDING SOCIETY|SnBnk/Fin|EUR|97.832|99.552|0.000|0.000|+5.756|+1.409|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+575.600|+140.900|+15.000 XS0201543229|REGFRNEUCRPRC|CM|01.312|20090928|20040928|20040928|20040928|20041229|CANADIAN IMPERIAL BANK OF COMMERCE|SnBnk/Fin|USD|99.492|99.891|0.000|0.000|+1.501|+0.516|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+150.100|+51.600|+8.000 XS0201559811|REGEUCRPRC|MQB|06.177|99991231|20040922|20040922|20040922|20050415|MACQUARIE CAPITAL FUNDING LP|Upper T2/T1|GBP|24.750|38.333|29.556|20.517|+25.914|+16.886|UKT 4.750 03/07/20||GB00B058DQ55|+1066.209|+916.522|+2575.929|+1672.059|+2609.708|+1691.982|200000000.0|0.000|0.000|0.000 XS0201605192|REGEUCRPRC|CIT|04.250|20110922|20040922|20040922|20040922|20050922|CIT GROUP INC|SnBnk/Fin|EUR|54.833|59.250|35.131|30.672|+33.645|+29.214|DBR 5.000 07/04/11||DE0001135184|+2140.145|+1952.094|+3315.692|+2869.249|+3007.572|+2626.221|750000000.0|0.000|0.000|0.000 XS0201609426|REGEUCRPRC|AIG|05.625|20100329|20040929|20040929|20040929|20050329|AMERICAN GENERAL FINANCE CORPN|SnBnk/Fin|GBP|63.000|66.148|63.528|56.822|+62.812|+56.162|UKT 4.750 06/07/10||GB00B0330274|+4537.242|+4182.576|+6164.109|+5493.472|+6338.894|+5634.963|350000000.0|0.000|0.000|0.000 XS0201732038|REGEUCRPRC|PFG|05.625|20130924|20040924|20040924|20040924|20050924|PRINCIPAL FINANCIAL GLOBAL FUNDING LLC|SnBnk/Fin|GBP|90.456|92.589|8.127|7.522|+5.717|+5.131|UKT 5.000 09/07/14||GB0031829509|+488.761|+437.059|+498.042|+439.734|+515.013|+454.433|350000000.0|0.000|0.000|0.000 XS0201780516|REGEUCRPRC|ELIAV|04.375|20110922|20040922|20040922|20040922|20050922|ELISA CORPN|Tel/Med|EUR|96.394|97.926|6.030|5.312|+4.544|+3.854|DBR 5.000 07/04/11||DE0001135184|+387.296|+321.984|+405.475|+333.373|+391.732|+322.569|260010000.0|0.000|0.000|0.000 XS0201858643|REGFRNEUCRPRC|CCDJ|01.613|20090930|20040930|20040930|20040930|20041230|CAISSE CENTRALE DESJARDINS DU QUEBEC|SnBnk/Fin|EUR|99.031|99.244|0.000|0.000|+2.603|+2.076|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+260.300|+207.600|+7.500 XS0201900270|REGFRNEUCRPRC|DNBNOR|01.266|20091006|20041006|20041006|20041006|20050106|DNB NOR BANK ASA|SnBnk/Fin|USD|99.013|99.518|0.000|0.000|+2.540|+1.349|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+254.000|+134.900|+10.000 XS0201915385|REGEUCRPRC|NBHSS|04.000|20160930|20040930|20040930|20040930|20050930|NORDEA BANK AB (PUBL)|Lower T2|EUR|86.985|90.941|10.364|8.289|+8.878|+6.831|DBR 5.000 07/04/11||DE0001135184|+744.429|+578.255|+837.974|+630.893|+801.672|+606.429|500000000.0|0.000|0.000|0.000 XS0201947826|REGEUCRPRC|CARGIL|04.500|20140929|20040929|20040929|20040929|20050929|CARGILL INC|Ind|EUR|93.702|93.625|5.888|5.906|+3.443|+3.477|DBR 4.250 07/04/14||DE0001135259|+286.732|+288.258|+306.528|+308.326|+297.612|+299.337|500000000.0|0.000|0.000|0.000 XS0202043039|REGEUCRPRC|DAIGR|04.250|20111004|20041004|20041004|20041004|20051004|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN (NOW DAIMLER NORTH |Auto|EUR|99.360|100.291|4.525|4.112|+3.039|+2.653|DBR 5.000 07/04/11||DE0001135184|+247.745|+208.758|+253.854|+212.534|+246.110|+206.216|1250000000.0|0.000|0.000|0.000 XS0202045679|REGEUCRPRC|RCEANA|04.375|20141001|20041001|20041001|20041001|20051001|RODAMCO EUROPE FINANCE B.V.|Ind|EUR|85.570|87.051|7.731|7.354|+5.286|+4.925|DBR 4.250 07/04/14||DE0001135259|+433.428|+404.307|+491.034|+453.099|+473.671|+437.575|500000000.0|0.000|0.000|0.000 XS0202077953|REGEUCRPRC|WMT|05.250|20350928|20040929|20040929|20040929|20050328|WAL-MART STORES INC|Cons|GBP|93.583|95.907|5.724|5.547|+1.351|+1.187|UKT 4.250 03/07/36||GB0032452392|+176.617|+162.684|+185.690|+168.184|+186.710|+169.041|1000000000.0|0.000|0.000|0.000 XS0202109665|REGEUCRPRC|TOTAL|04.125|20111006|20041006|20041006|20041006|20051006|TOTAL CAPITAL SA|Util|USD|103.927|104.413|2.416|2.216|+1.474|+1.294|WIT 7/8 04/30/11 2yr|912828KL3||+75.805|+55.600|+74.129|+54.368|+72.934|+53.355|700000000.0|0.000|0.000|0.000 XS0202111992|REGFRNEUCRPRC|BCPN|01.595|20091014|20041014|20041014|20041014|20050114|BCP FINANCE BANK LTD|SnBnk/Fin|EUR|98.973|99.490|0.000|0.000|+2.544|+1.376|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+254.400|+137.600|+15.000 XS0202178470|REGFRNEUCRPRC|SNSGRP|01.683|20111006|20041006|20041006|20041006|20050106|SNS BANK N.V.|SnBnk/Fin|EUR|89.449|91.605|0.000|0.000|+4.889|+3.887|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+488.900|+388.700|+20.000 XS0202180534|REGFRNEUCRPRC|BNCANT|01.788|20090930|20040930|20040930|20040930|20041230|BANCA ANTONVENETA S.P.A.|SnBnk/Fin|EUR|98.963|100.586|0.000|0.000|+2.948|-1.033|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+294.800|-103.300|+25.000 XS0202202957|REGEUCRPRC|GLENCR|05.375|20110930|20040930|20040930|20040930|20050930|GLENCORE FINANCE (EUROPE) S.A.|Ind|EUR|77.922|81.083|17.302|15.308|+15.627|+13.656|DBR 5.000 01/04/12||DE0001135192|+1260.753|+1127.748|+1531.737|+1332.487|+1442.957|+1260.886|600000000.0|0.000|0.000|0.000 XS0202228168|REGEUCRPRC|RABOBK|03.625|20091005|20041005|20041005|20041005|20051005|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|USD|100.948|101.090|1.320|0.992|+0.378|+0.070|WIT 7/8 04/30/11 2yr|912828KL3||-21.975|-55.318|-19.086|-51.250|-21.313|-53.594|500000000.0|0.000|0.000|0.000 XS0202314083|REGFRNEUCRPRC|F|02.538|20090930|20040930|20040930|20040930|20041230|FCE BANK PLC|Auto|EUR|85.000|95.000|0.000|0.000|+42.703|+13.877|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+4270.300|+1387.700|+100.000 XS0202531934|REGFRNEUCRPRC|RABOBK|01.483|20091005|20041005|20041005|20041005|20050105|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|99.990|100.067|0.000|0.000|+0.138|-0.044|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1600000000.0|+13.800|-4.400|0.000 XS0202577846|REGEUCRPRC|AXP|03.625|20091013|20041012|20041012|20041012|20051013|AMERICAN EXPRESS CREDIT CORPN|SnBnk/Fin|EUR|93.590|98.019|18.989|8.112|+18.208|+7.483|OBL145 3.500 10/09/09||DE0001141455|+1644.203|+646.851|+1720.242|+647.206|+1728.565|+648.162|375000000.0|0.000|0.000|0.000 XS0202629407|REGFRNEUCRPRC|RBS|01.419|20161014|20041014|20041014|20041014|20050114|ROYAL BANK OF SCOTLAND PLC|Lower T2|USD|58.000|62.000|0.000|0.000|+23.360|+20.458|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2336.000|+2045.800|+28.000 XS0202649934|REGEUCRPRC|REPSM|04.625|20141008|20041008|20041008|20041008|20051008|REPSOL INTERNATIONAL FINANCE B.V.|Util|EUR|98.599|100.217|4.920|4.574|+2.475|+2.145|DBR 4.250 07/04/14||DE0001135259|+202.583|+171.069|+209.182|+174.587|+204.218|+170.855|1000000000.0|0.000|0.000|0.000 XS0202707567|REGFRNEUCRPRC|DNBNOR|01.710|20161018|20041018|20041018|20041018|20050118|DNB NOR BANK ASA|Lower T2|EUR|71.321|77.874|0.000|0.000|+14.479|+10.740|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|200000000.0|+1447.900|+1074.000|+30.000 XS0203450555|REGFRNEUCRPRC|CAPIM|01.855|20161021|20041021|20041021|20041021|20050121|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|79.350|81.650|0.000|0.000|+10.085|+8.882|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|650000000.0|+1008.500|+888.200|+45.000 XS0203695233|REGFRNEUCRPRC|BSC|02.703|20091020|20041020|20041020|20041020|20050120|BEAR STEARNS COMPANIES LLC|SnBnk/Fin|EUR|98.967|99.425|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|956300000.0|||+25.000 XS0203712939|REGEUCRPRC|TRNIM|04.900|20241028|20041028|20041028|20041028|20051028|T.E.R.NA. - TRASMISSIONE ELETTRICITA RETE NAZIONALE S.P.A.|Util|EUR|96.755|100.464|5.207|4.854|+2.762|+2.425|DBR 4.250 07/04/14||DE0001135259|+130.449|+99.962|+137.183|+101.923|+136.813|+102.429|800000000.0|0.000|0.000|0.000 XS0203714802|REGEUCRPRC|TRNIM|04.250|20141028|20041028|20041028|20041028|20051028|T.E.R.NA. - TRASMISSIONE ELETTRICITA RETE NAZIONALE S.P.A.|Util|EUR|100.810|102.272|4.078|3.779|+1.633|+1.350|DBR 4.250 07/04/14||DE0001135259|+121.868|+93.595|+123.834|+93.938|+121.464|+92.520|600000000.0|0.000|0.000|0.000 XS0203782551|REGEUCRPRC|RABOBK|05.556|99991231|20041021|20041021|20041021|20041231|RABOBANK CAPITAL FUNDING TRUST IV|Upper T2/T1|GBP|53.231|58.741|13.892|12.479|+10.399|+8.997|UKT 4.500 03/07/19||GB00B39R3F84|+698.741|+636.752|+967.407|+834.631|+1022.621|+880.050|350000000.0|0.000|0.000|0.000 XS0203822951|REGFRNEUCRPRC|GE|01.505|20091021|20041021|20041021|20041021|20050121|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|98.125|99.878|0.000|0.000|+4.220|+0.410|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+422.000|+41.000|+10.000 XS0203831432|REGEUCRPRC|MWDP|04.875|20141104|20041104|20041104|20041104|20051104|WENDEL INVESTISSEMENT|Ind|EUR|61.808|65.084|15.725|14.489|+13.280|+12.060|DBR 4.250 07/04/14||DE0001135259|+933.429|+870.416|+1288.710|+1165.084|+1219.247|+1105.528|400000000.0|0.000|0.000|0.000 XS0203871651|REGEUCRPRC|HBOS|04.375|20191030|20041029|20041029|20041029|20051030|HBOS PLC|Lower T2|EUR|65.058|67.500|13.862|13.005|+11.417|+10.576|DBR 4.250 07/04/14||DE0001135259|+823.355|+776.317|+1102.077|+1016.435|+1046.570|+967.242|750000000.0|0.000|0.000|0.000 XS0203880991|REGFRNEUCRPRC|KNFP|02.377|20161104|20041104|20041104|20041104|20050204|NATEXIS BANQUES POPULAIRES (NOW NATIXIS)|Lower T2|EUR|53.010|55.000|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|450000000.0|||+30.000 XS0204377310|REGEUCRPRC|HSBC|05.375|20301104|20041104|20041104|20041104|20051104|HSBC BANK PLC|Lower T2|GBP|76.813|79.421|7.787|7.460|+3.595|+3.283|UKT 5.000 03/07/25||GB0030880693|+321.179|+299.823|+365.124|+333.589|+386.166|+352.972|350000000.0|0.000|0.000|0.000 XS0204395213|REGEUCRPRC|MTNI|04.625|20141107|20041108|20041108|20041108|20051107|ARCELOR FINANCE SA|Ind|EUR|88.862|91.441|7.131|6.515|+4.686|+4.086|DBR 4.250 07/04/14||DE0001135259|+387.623|+338.037|+428.659|+367.054|+414.596|+355.769|500000000.0|0.000|0.000|0.000 XS0204436348|REGEUCRPRC|UNBP|04.000|20111029|20041029|20041029|20041029|20051029|UNIBAIL HOLDING (NOW UNIBAIL-RODAMCO)|SnBnk/Fin|EUR|96.303|97.530|5.623|5.072|+4.137|+3.613|DBR 5.000 07/04/11||DE0001135184|+343.745|+293.552|+361.209|+305.770|+348.358|+295.216|500000000.0|0.000|0.000|0.000 XS0204780125|REGEUCRPRC|LAND|05.376|20290930|20041103|20041103|20041103|20050330|LAND SECURITIES CAPITAL MARKETS PLC|Ind|GBP|76.022|77.651|7.862|7.660|+3.617|+3.427|UKT 6.000 12/07/28||GB0002404191|+319.392|+307.019|+387.156|+366.956|+393.695|+373.170|317960000.0|0.000|0.000|0.000 XS0204820285|REGFRNEUCRPRC|KEY|02.214|20091105|20041103|20041103|20041103|20050207|KEYBANK NATIONAL ASSOCIATION|SnBnk/Fin|EUR|90.500|91.000|0.000|0.000|+20.670|+19.529|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2067.000|+1952.900|+15.000 XS0204870546|REGEUCRPRC|CBA|03.375|20091112|20041112|20041112|20041112|20051112|COMMONWEALTH BANK OF AUSTRALIA|SnBnk/Fin|EUR|99.731|100.687|3.838|2.016|+3.055|+1.387|OBL145 3.500 10/09/09||DE0001141455|+222.201|+40.354|+219.810|+39.938|+219.153|+39.439|500000000.0|0.000|0.000|0.000 XS0204937634|REGEUCRPRC|STALIF|05.314|99991231|20041104|20041104|20041104|20060106|SL MACS (NO.2) PLC|Upper T2/T1|EUR|42.500|47.750|25.517|22.446|+23.073|+20.018|DBR 4.250 07/04/14||DE0001135259|+1312.324|+1214.058|+2262.256|+1955.202|+2094.740|+1822.510|360000000.0|0.000|0.000|0.000 XS0204938798|REGEUCRPRC|STALIF|06.546|99991231|20041104|20041104|20041104|20060106|SL MACS (NO.2) PLC|Upper T2/T1|GBP|40.167|45.833|19.942|17.710|+16.300|+14.079|UKT 4.750 03/07/20||GB00B058DQ55|+942.750|+879.083|+1526.857|+1322.109|+1637.122|+1411.104|300000000.0|0.000|0.000|0.000 XS0205004848|REGFRNEUCRPRC|HAA|02.105|20111111|20041111|20041111|20041111|20050211|HYPO ALPE-ADRIA-BANK INTERNATIONAL AG|SnBnk/Fin|EUR|92.187|92.898|0.000|0.000|+3.372|+3.062|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+337.200|+306.200|+10.000 XS0205081911|REGEUCRPRC|METSO|05.125|20111121|20041119|20041119|20041119|20051119|METSO CORPN|Ind|EUR|98.122|100.462|5.925|4.915|+4.439|+3.456|DBR 5.000 07/04/11||DE0001135184|+376.856|+283.847|+389.084|+288.195|+376.423|+279.535|274211000.0|0.000|0.000|0.000 XS0205241382|REGFRNEUCRPRC|OKOBK|01.321|20091118|20041118|20041118|20041118|20050218|OKO OSUUSPANKKIEN KESKUSPANKKI OYJ (OKO BANK) (NOW POHJOLA BANK|SnBnk/Fin|USD|99.391|99.672|0.000|0.000|+1.250|+0.733|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+125.000|+73.300|+7.500 XS0205368615|REGFRNEUCRPRC|ALPHA|02.209|20091116|20041116|20041116|20041116|20050216|ALPHA CREDIT GROUP PLC|SnBnk/Fin|EUR|97.083|98.038|0.000|0.000|+5.852|+4.013|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+585.200|+401.300|+25.000 XS0205436040|REGEUCRPRC|JPM|04.375|20191112|20041112|20041112|20041112|20051112|JPMORGAN CHASE & CO|Lower T2|EUR|74.520|77.222|10.709|9.915|+8.264|+7.486|DBR 4.250 07/04/14||DE0001135259|+637.254|+585.645|+786.003|+706.863|+752.220|+677.865|750000000.0|0.000|0.000|0.000 XS0205497778|REGEUCRPRC|CAVALE|04.625|99991231|20041116|20041116|20041116|20051117|BANCAJA EMISIONES S.A. UNIPERSONAL|Upper T2/T1|EUR|28.000|32.650|36.594|32.031|+34.150|+29.603|DBR 4.250 07/04/14||DE0001135259|+1550.484|+1461.555|+3374.865|+2918.536|+3052.872|+2664.370|500000000.0|0.000|0.000|0.000 XS0205532947|REGFRNEUCRPRC|MS|01.685|20100115|20041112|20041112|20041112|20050118|MORGAN STANLEY|SnBnk/Fin|EUR|96.750|98.000|0.000|0.000|+5.025|+3.183|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|715867000.0|+502.500|+318.300|+25.000 XS0205614323|REGEUCRPRC|F|04.875|20100115|20041117|20041117|20041117|20050115|FORD MOTOR CREDIT CO|Auto|EUR|89.167|92.250|22.487|17.038|+21.676|+16.335|DBR 5.375 01/04/10||DE0001135135|+1855.399|+1416.173|+2052.683|+1515.307|+2004.559|+1487.232|750000000.0|0.000|0.000|0.000 XS0205790214|REGEUCRPRC|DBB|04.250|20161123|20041123|20041123|20041123|20051123|DEUTSCHE BAHN FINANCE B.V.|Util|EUR|101.291|101.755|4.045|3.973|+1.600|+1.544|DBR 4.250 07/04/14||DE0001135259|+84.142|+77.529|+85.185|+78.160|+84.220|+77.407|500000000.0|0.000|0.000|0.000 XS0205822512|REGFRNEUCRPRC|BRADBI|02.075|20091124|20041124|20041124|20041124|20050224|BRADFORD & BINGLEY PLC|SnBnk/Fin|EUR|90.000|96.500|0.000|0.000|+19.512|+6.699|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|487662000.0|+1951.200|+669.900|+20.000 XS0205875049|REGEUCRPRC|LLYDIN|06.875|20251117|20041117|20041117|20041117|20051117|LLOYD S, SOCIETY OF|Lower T2|GBP|75.934|79.876|12.080|11.077|+9.300|+8.312|UKT 4.750 09/07/15||GB0033280339|+750.544|+683.804|+836.606|+741.643|+876.923|+776.277|300000000.0|0.000|0.000|0.000 XS0205875395|REGEUCRPRC|LLYDIN|05.625|20241117|20041117|20041117|20041117|20051117|LLOYD S, SOCIETY OF|Lower T2|EUR|62.731|71.102|16.322|13.303|+13.877|+10.874|DBR 4.250 07/04/14||DE0001135259|+983.696|+823.504|+1347.147|+1045.075|+1273.684|+995.398|300000000.0|0.000|0.000|0.000 XS0205935470|REGEUCRPRC|RBS|05.500|99991231|20041129|20041129|20041129|20051231|ROYAL BANK OF SCOTLAND GROUP PLC|Upper T2/T1|EUR|00.000|29.500|0.000|0.000|||DBR 4.500 07/04/09||DE0001135127|||||||1250000000.0|0.000|0.000|0.000 XS0205937336|REGEUCRPRC|BACR|04.875|99991231|20041208|20041208|20041208|20051215|BARCLAYS BANK PLC|Upper T2/T1|EUR|35.275|37.380|30.021|28.401|+27.577|+25.973|DBR 4.250 07/04/14||DE0001135259|+1418.855|+1379.338|+2716.002|+2554.592|+2490.247|+2350.141|1000000000.0|0.000|0.000|0.000 XS0206307018|REGFRNEUCRPRC|DT|02.138|20091123|20041123|20041123|20041123|20050223|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|99.606|100.000|0.000|0.000|+1.049|+0.341|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+104.900|+34.100|+25.000 XS0206374125|REGFRNEUCRPRC|ALLNCE|02.149|20091130|20041130|20041130|20041130|20050228|ALLIANCE & LEICESTER PLC|SnBnk/Fin|GBP|99.272|99.613|0.000|0.000|+1.523|+0.919|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+152.300|+91.900|+10.000 XS0206454828|REGEUCRPRC|LBBW|04.750|20101126|20041126|20041126|20041126|20051126|LANDESBANK BADEN-WUERTTEMBERG|SnBnk/Fin|GBP|104.261|104.372|1.937|1.867|+1.220|+1.207|UKT 4.750 06/07/10||GB00B0330274|-13.044|-20.296|-12.117|-18.993|-12.509|-19.450|200000000.0|0.000|0.000|0.000 XS0206511130|REGEUCRPRC|AVLN|04.729|99991231|20041125|20041125|20041125|20051128|AVIVA PLC|Upper T2/T1|EUR|32.850|36.650|31.944|28.838|+29.500|+26.410|DBR 4.250 07/04/14||DE0001135259|+1460.988|+1388.671|+2909.220|+2598.685|+2656.225|+2387.966|700000000.0|0.000|0.000|0.000 XS0206511486|REGEUCRPRC|AVLN|05.902|99991231|20041125|20041125|20041125|20050727|AVIVA PLC|Upper T2/T1|GBP|31.607|35.819|22.486|20.301|+18.843|+16.670|UKT 4.750 03/07/20||GB00B058DQ55|+941.178|+895.691|+1753.871|+1555.512|+1890.837|+1669.069|500000000.0|0.000|0.000|0.000 XS0206633082|REGEUCRPRC|RBS|05.500|99991231|20041203|20041203|20041203|20051203|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|43.333|49.750|16.951|14.846|+13.459|+11.364|UKT 4.500 03/07/19||GB00B39R3F84|+808.844|+736.238|+1252.786|+1057.312|+1332.076|+1119.469|260015000.0|0.000|0.000|0.000 XS0206920141|REGEUCRPRC|SANTAN|04.375|99991231|20041210|20041210|20041210|20051210|SANTANDER PERPETUAL S.A. UNIPERSONAL|Upper T2/T1|EUR|60.500|66.500|15.375|13.189|+12.931|+10.760|DBR 4.250 07/04/14||DE0001135259|+895.457|+781.601|+1251.598|+1032.743|+1184.317|+982.295|750000000.0|0.000|0.000|0.000 XS0207006379|REGFRNEUCRPRC|UCGIM|01.492|20100129|20041206|20041206|20041206|20050131|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|98.596|99.044|0.000|0.000|+2.024|+1.410|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+202.400|+141.000|+10.000 XS0207037507|REGEUCRPRC|HOLZSW|04.375|20141209|20041209|20041209|20041209|20051209|HOLCIM FINANCE (LUXEMBOURG) S.A.|Ind|EUR|90.540|91.894|6.434|6.122|+3.989|+3.693|DBR 4.250 07/04/14||DE0001135259|+326.423|+300.913|+356.980|+325.991|+345.820|+316.151|600000000.0|0.000|0.000|0.000 XS0207065110|REGEUCRPRC|UCGIM|04.375|20200129|20041209|20041209|20041209|20050129|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|95.269|97.413|4.951|4.685|+2.506|+2.256|DBR 4.250 07/04/14||DE0001135259|+133.324|+110.150|+141.812|+115.248|+139.527|+113.790|750000000.0|0.000|0.000|0.000 XS0207079764|REGEUCRPRC|CIT|05.500|20141201|20041130|20041130|20041130|20051201|CIT GROUP INC|SnBnk/Fin|GBP|43.956|47.519|23.813|21.935|+21.403|+19.544|UKT 5.000 09/07/14||GB0031829509|+1314.175|+1244.715|+1932.019|+1762.567|+2064.296|+1876.001|500000000.0|0.000|0.000|0.000 XS0207129965|REGFRNEUCRPRC|CAPIM|01.926|20091210|20041210|20041210|20041210|20050310|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|98.695|99.500|0.000|0.000|+2.496|+1.147|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+249.600|+114.700|+20.000 XS0207157743|REGEUCRPRC|AEGON|04.125|20141208|20041208|20041208|20041208|20051208|AEGON N.V.|SnBnk/Fin|EUR|86.134|89.251|7.217|6.469|+4.772|+4.040|DBR 4.250 07/04/14||DE0001135259|+385.600|+326.557|+435.436|+360.624|+420.396|+348.972|500000000.0|0.000|0.000|0.000 XS0207320242|REGEUCRPRC|ENBW|04.875|20250116|20041209|20041209|20041209|20050116|ENBW INTERNATIONAL FINANCE B.V.|Util|EUR|95.528|99.389|5.299|4.930|+2.854|+2.501|DBR 4.250 07/04/14||DE0001135259|+136.976|+105.417|+145.548|+108.543|+144.869|+108.790|500000000.0|0.000|0.000|0.000 XS0207605329|REGFRNEUCRPRC|DT|02.007|20091208|20041208|20041208|20041208|20050308|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|99.310|100.060|0.000|0.000|+1.526|+0.268|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+152.600|+26.800|+25.000 XS0207636712|REGEUCRPRC|MET|05.375|20241209|20041209|20041209|20041209|20051209|METLIFE INC (METROPOLITAN LIFE INSURANCE COMPANY)|SnBnk/Fin|GBP|61.794|65.316|10.169|9.567|+5.977|+5.390|UKT 5.000 03/07/25||GB0030880693|+456.090|+426.188|+593.160|+535.705|+628.001|+566.802|350000000.0|0.000|0.000|0.000 XS0207754754|REGEUCRPRC|BESNN|04.500|99991231|20041216|20041216|20041216|20050316|BES FINANCE LTD|Upper T2/T1|EUR|60.667|66.500|15.054|13.006|+12.610|+10.577|DBR 4.250 07/04/14||DE0001135259|+869.058|+762.846|+1213.949|+1008.911|+1149.865|+960.347|500000000.0|0.000|0.000|0.000 XS0207766170|REGEUCRPRC|CIRINT|05.750|20241216|20041216|20041216|20041216|20051216|CIR SPA, COMPAGNIE INDUSTRIALI RIUNITE|Ind|EUR|61.250|62.750|11.060|10.771|+7.173|+6.923|DBR 6.250 01/04/24||DE0001134922|+503.176|+490.885|+721.397|+692.533|+702.694|+675.120|300000000.0|0.000|0.000|0.000 XS0207920942|REGEUCRPRC|TRANLN|05.000|20350331|20041215|20041215|20041215|20050331|TRANSPORT FOR LONDON|Util|GBP|95.947|94.686|5.222|5.314|+0.944|+1.046|UKT 4.250 06/07/32||GB0004893086|+132.382|+140.035|+128.618|+137.450|+135.784|+144.930|200000000.0|0.000|0.000|0.000 XS0208105055|REGEUCRPRC|AIB|04.781|99991231|20041217|20041217|20041217|20051217|AIB UK 1 LP|Upper T2/T1|EUR|16.500|20.250|54.382|47.031|+51.938|+44.602|DBR 4.250 07/04/14||DE0001135259|+1762.619|+1691.851|+5151.780|+4416.645|+4507.648|+3916.627|1000000000.0|0.000|0.000|0.000 XS0208374891|REGEUCRPRC|BUPA|06.125|99991231|20041216|20041216|20041216|20050916|BUPA FINANCE PLC|Util|GBP|50.195|56.161|15.227|13.587|+11.584|+9.956|UKT 4.750 03/07/20||GB00B058DQ55|+756.540|+692.724|+1087.201|+933.868|+1155.393|+989.435|330000000.0|0.000|0.000|0.000 XS0208469253|REGEUCRPRC|NUONNV|04.125|20141217|20041217|20041217|20041217|20051217|NUON FINANCE B.V. (NOW ALLIANDER FINANCE B.V.)|Util|EUR|96.521|98.453|4.842|4.438|+2.258|+1.869|DBR 3.750 01/04/15||DE0001135267|+188.028|+151.625|+197.407|+157.027|+192.266|+153.308|500000000.0|0.000|0.000|0.000 XS0208469923|REGEUCRPRC|NUONNV|04.500|20191217|20041217|20041217|20041217|20051217|NUON FINANCE B.V. (NOW ALLIANDER FINANCE B.V.)|Util|EUR|91.240|94.208|5.614|5.221|+3.030|+2.652|DBR 3.750 01/04/15||DE0001135267|+190.957|+158.560|+209.025|+169.820|+204.794|+166.910|300000000.0|0.000|0.000|0.000 XS0208653773|REGEUCRPRC|HBOS|04.875|20241220|20041221|20041221|20041221|20051220|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|GBP|73.455|74.857|7.734|7.547|+3.542|+3.370|UKT 5.000 03/07/25||GB0030880693|+307.591|+295.707|+360.045|+342.049|+379.759|+360.836|500000000.0|0.000|0.000|0.000 XS0209870574|REGEUCRPRC|AAB|04.875|20100120|20050120|20050120|20050120|20060120|ABN AMRO BANK N.V.|SnBnk/Fin|GBP|99.479|100.672|5.482|3.815|+4.765|+3.155|UKT 4.750 06/07/10||GB00B0330274|+375.306|+206.423|+368.412|+201.998|+370.223|+201.606|250000000.0|0.000|0.000|0.000 XS0209875458|REGFRNEUCRPRC|CCCI|01.531|20100127|20050127|20050127|20050127|20050427|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|EUR|98.308|99.250|0.000|0.000|+2.471|+1.170|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+247.100|+117.000|+12.500 XS0209922714|REGEUCRPRC|PACLIF|05.125|20150120|20050120|20050120|20050120|20060120|PACIFIC LIFE FUNDING LLC|SnBnk/Fin|GBP|88.915|89.330|7.440|7.345|+4.660|+4.580|UKT 4.750 09/07/15||GB0033280339|+393.739|+385.861|+406.199|+397.038|+421.087|+411.579|200000000.0|0.000|0.000|0.000 XS0209970283|REGFRNEUCRPRC|CM|01.510|20100118|20050118|20050118|20050118|20050418|CANADIAN IMPERIAL BANK OF COMMERCE|SnBnk/Fin|EUR|99.357|99.634|0.000|0.000|+1.042|+0.650|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+104.200|+65.000|+10.000 XS0210010665|REGEUCRPRC|BSC|05.125|20100120|20050120|20050120|20050120|20060120|BEAR STEARNS COMPANIES LLC|Lower T2|GBP|99.752|100.440|5.336|4.375|+4.619|+3.715|UKT 4.750 06/07/10||GB00B0330274|+361.534|+263.976|+353.893|+257.806|+355.480|+258.066|400000000.0|0.000|0.000|0.000 XS0210022249|REGFRNEUCRPRC|BCPN|01.550|20100128|20050128|20050128|20050128|20050428|BANCO COMERCIAL PORTUGUES S.A.|SnBnk/Fin|EUR|97.760|98.226|0.000|0.000|+3.245|+2.597|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|650000000.0|+324.500|+259.700|+15.000 XS0210106695|REGEUCRPRC|RABOBK|03.125|20100719|20050119|20050119|20050119|20050719|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|100.984|101.510|2.283|1.843|+1.500|+1.214|OBL145 3.500 10/09/09||DE0001141455|+61.610|+17.903|+63.279|+19.167|+60.603|+17.546|1400000000.0|0.000|0.000|0.000 XS0210114954|REGFRNEUCRPRC|BRITNA|01.560|20100120|20050120|20050120|20050120|20050420|BRITANNIA BUILDING SOCIETY|SnBnk/Fin|EUR|92.761|96.387|0.000|0.000|+10.799|+5.349|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+1079.900|+534.900|+15.000 XS0210170352|REGFRNEUCRPRC|SPBKMI|02.424|20100126|20050126|20050126|20050126|20050426|SPAREBANKEN MIDT-NORGE|SnBnk/Fin|EUR|97.788|98.187|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|||+17.000 XS0210170519|REGFRNEUCRPRC|DNBNOR|01.456|20100125|20050125|20050125|20050125|20050425|DNB NOR BANK ASA|SnBnk/Fin|EUR|99.170|99.620|0.000|0.000|+1.213|+0.592|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+121.300|+59.200|+5.000 XS0210237011|REGEUCRPRC|UU|04.250|20200124|20050124|20050124|20050124|20060124|UNITED UTILITIES WATER PLC|Util|EUR|88.987|91.877|5.644|5.258|+3.060|+2.689|DBR 3.750 01/04/15||DE0001135267|+189.366|+158.033|+211.119|+172.519|+206.245|+168.956|500000000.0|0.000|0.000|0.000 XS0210318795|REGEUCRPRC|DT|04.000|20150119|20050119|20050119|20050119|20060119|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|97.343|98.693|4.535|4.259|+1.951|+1.690|DBR 3.750 01/04/15||DE0001135267|+157.859|+132.671|+164.988|+137.339|+160.777|+134.070|1750000000.0|0.000|0.000|0.000 XS0210319090|REGEUCRPRC|DT|03.250|20100119|20050119|20050119|20050119|20060119|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|100.696|101.046|2.233|1.741|+1.452|+1.112|OBL145 3.500 10/09/09||DE0001141455|+55.539|+6.161|+55.148|+6.414|+54.561|+6.035|1250000000.0|0.000|0.000|0.000 XS0210350509|REGFRNEUCRPRC|SANTAN|01.481|20100125|20050125|20050125|20050125|20050425|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|99.388|99.533|0.000|0.000|+0.937|+0.737|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+93.700|+73.700|+7.500 XS0210380753|REGFRNEUCRPRC|BPIN|01.556|20100127|20050127|20050127|20050127|20050427|BANCO BPI S.A., ACTING THROUGH ITS CAYMAN ISLANDS BRANCH|SnBnk/Fin|EUR|98.285|99.236|0.000|0.000|+2.528|+1.214|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+252.800|+121.400|+15.000 XS0210515788|REGEUCRPRC|TOTAL|03.250|20120126|20050126|20050126|20050126|20060126|TOTAL CAPITAL SA|Util|EUR|102.362|103.302|2.343|1.992|+0.668|+0.340|DBR 5.000 01/04/12||DE0001135192|+23.713|-11.160|+24.424|-10.556|+23.248|-10.881|650000000.0|0.000|0.000|0.000 XS0210628128|REGFRNEUCRPRC|NIBCAP|01.510|20120120|20050120|20050120|20050120|20050420|NIB CAPITAL BANK NV (NOW NIBC BANK N.V.)|SnBnk/Fin|EUR|69.000|77.000|0.000|0.000|+14.179|+9.961|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+1417.900|+996.100|+10.000 XS0210629449|REGEUCRPRC|TKA|03.375|20100127|20050127|20050127|20050127|20060127|TELEKOM FINANZMANAGEMENT GMBH|Tel/Med|EUR|100.502|100.870|2.651|2.148|+1.870|+1.519|OBL145 3.500 10/09/09||DE0001141455|+96.342|+46.528|+95.612|+46.183|+94.790|+45.640|500000000.0|0.000|0.000|0.000 XS0210629522|REGEUCRPRC|TKA|04.250|20170127|20050127|20050127|20050127|20060127|TELEKOM FINANZMANAGEMENT GMBH|Tel/Med|EUR|89.068|91.094|6.058|5.703|+3.474|+3.134|DBR 3.750 01/04/15||DE0001135267|+256.098|+227.401|+284.115|+248.709|+276.054|+242.032|500000000.0|0.000|0.000|0.000 XS0210695150|REGEUCRPRC|FAGEGA|07.500|20150115|20050121|20050121|20050121|20050715|FAGE DAIRY INDUSTRIES|Cons|EUR|00.000|54.500|0.000|0.000|||DBR 5.375 01/04/10||DE0001135135|||||||130000000.0|0.000|0.000|0.000 XS0210732375|REGFRNEUCRPRC|AAB|01.480|20100121|20050121|20050121|20050121|20050421|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|98.570|98.982|0.000|0.000|+2.112|+1.530|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+211.200|+153.000|+7.500 XS0210918040|REGFRNEUCRPRC|MONTE|02.164|20100209|20050209|20050209|20050209|20050509|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|SnBnk/Fin|EUR|99.468|99.825|0.000|0.000|+0.840|+0.375|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+84.000|+37.500|+12.500 XS0210918123|REGEUCRPRC|MONTE|03.875|20150202|20050202|20050202|20050202|20060202|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|SnBnk/Fin|EUR|97.386|99.394|4.396|3.992|+1.812|+1.423|DBR 3.750 01/04/15||DE0001135267|+143.623|+106.494|+150.224|+109.809|+146.325|+107.248|500000000.0|0.000|0.000|0.000 XS0211016562|REGEUCRPRC|NWIDE|03.125|20100126|20050126|20050126|20050126|20060126|NATIONWIDE BUILDING SOCIETY|SnBnk/Fin|EUR|98.239|99.928|5.592|3.199|+4.781|+2.496|DBR 5.375 01/04/10||DE0001135135|+381.091|+149.945|+386.053|+149.555|+382.467|+148.367|1246700000.0|0.000|0.000|0.000 XS0211029540|REGFRNEUCRPRC|BRADBI|02.337|20100201|20050201|20050201|20050201|20050503|BRADFORD & BINGLEY PLC|SnBnk/Fin|GBP|85.000|90.000|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|100000000.0|||+17.500 XS0211034466|REGFRNEUCRPRC|GS|02.551|20150202|20050202|20050202|20050202|20050503|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|77.618|79.769|0.000|0.000|+5.132|+4.625|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+513.200|+462.500|+45.000 XS0211034540|REGEUCRPRC|GS|04.000|20150202|20050202|20050202|20050202|20060202|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|86.665|88.373|6.882|6.482|+4.298|+3.913|DBR 3.750 01/04/15||DE0001135267|+354.108|+322.592|+398.737|+358.851|+385.120|+347.012|1750000000.0|0.000|0.000|0.000 XS0211089791|REGEUCRPRC|NYL|05.125|20150203|20050203|20050203|20050203|20060203|NEW YORK LIFE FUNDING|SnBnk/Fin|GBP|97.246|98.322|5.616|5.395|+2.836|+2.630|UKT 4.750 09/07/15||GB0033280339|+233.480|+213.632|+228.397|+207.449|+237.363|+215.787|300000000.0|0.000|0.000|0.000 XS0211145965|REGFRNEUCRPRC|CREAGR|01.584|20120130|20050128|20050128|20050128|20050429|BANCA LOMBARDA E PIEMONTESE S.P.A. (NOW UNIONE DI BANCHE ITALIA|SnBnk/Fin|EUR|95.495|96.533|0.000|0.000|+1.906|+1.506|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+190.600|+150.600|+20.000 XS0211167936|REGFRNEUCRPRC|BPIM|02.386|20100203|20050203|20050203|20050203|20050503|BANCA POPOLARE DI LODI S.C.A R.L. (NOW BANCO POPOLARE SCARL)|SnBnk/Fin|EUR|98.361|99.651|0.000|0.000|+2.732|+0.996|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+273.200|+99.600|+30.000 XS0211426464|REGFRNEUCRPRC|RZB|02.177|20100204|20050204|20050204|20050204|20050504|RAIFFEISEN ZENTRALBANK OESTERREICH AG|SnBnk/Fin|EUR|98.128|98.498|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|||+10.000 XS0211496830|REGEUCRPRC|STANLN|03.625|20170203|20050203|20050203|20050203|20060203|STANDARD CHARTERED BANK|Lower T2|EUR|72.908|75.477|17.078|15.519|+15.403|+13.867|DBR 5.000 01/04/12||DE0001135192|+1181.901|+1084.095|+1500.219|+1344.235|+1413.347|+1270.787|750000000.0|0.000|0.000|0.000 XS0211497135|REGFRNEUCRPRC|STANLN|01.525|20150204|20050203|20050203|20050203|20050504|STANDARD CHARTERED BANK|Lower T2|USD|70.000|75.000|0.000|0.000|+50.049|+39.958|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+5004.900|+3995.800|+30.000 XS0211566475|REGFRNEUCRPRC|BESNN|02.189|20100209|20050209|20050209|20050209|20050509|BES FINANCE LTD|SnBnk/Fin|EUR|98.000|98.953|0.000|0.000|+2.800|+1.539|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+280.000|+153.900|+15.000 XS0211637839|REGEUCRPRC|ALVGR|04.375|99991231|20050217|20050217|20050217|20060217|ALLIANZ FINANCE II BV|Upper T2/T1|EUR|65.000|68.000|11.378|10.608|+8.793|+8.039|DBR 3.750 01/04/15||DE0001135267|+610.236|+562.648|+819.344|+736.067|+783.937|+705.580|1400000000.0|0.000|0.000|0.000 XS0211684831|REGEUCRPRC|AWLN|05.250|20151030|20050224|20050224|20050224|20051030|ANGLIAN WATER SERVICES FINANCING PLC|Util|GBP|101.689|103.189|4.874|4.610|+2.094|+1.845|UKT 4.750 09/07/15||GB0033280339|+154.217|+128.891|+145.489|+119.941|+152.987|+126.769|250000000.0|0.000|0.000|0.000 XS0211831135|REGFRNEUCRPRC|AAB|02.189|20110207|20050207|20050207|20050207|20050509|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|96.249|97.093|0.000|0.000|+2.334|+1.835|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+233.400|+183.500|+15.000 XS0211920664|REGEUCRPRC|HBOS|04.875|20100210|20050210|20050210|20050210|20060210|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|GBP|100.538|101.457|4.067|2.887|+3.350|+2.227|UKT 4.750 06/07/10||GB00B0330274|+228.931|+107.623|+224.519|+105.879|+224.190|+104.611|500000000.0|0.000|0.000|0.000 XS0212050792|REGEUCRPRC|IBM|03.000|20100208|20050208|20050208|20050208|20060208|INTERNATIONAL BUSINESS MACHINES CORPN|Ind|EUR|100.464|100.951|2.365|1.727|+1.554|+1.024|DBR 5.375 01/04/10||DE0001135135|+66.389|+3.068|+66.144|+3.342|+65.470|+3.013|1000000000.0|0.000|0.000|0.000 XS0212080195|REGEUCRPRC|GE|03.375|20120208|20050208|20050208|20050208|20060208|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|96.207|97.786|4.869|4.236|+3.194|+2.584|DBR 5.000 01/04/12||DE0001135192|+262.360|+204.305|+275.873|+212.569|+266.865|+205.813|1250000000.0|0.000|0.000|0.000 XS0212083371|REGFRNEUCRPRC|EBIUH|01.638|20100215|20050215|20050215|20050215|20050516|EMIRATES BANK INTERNATIONAL PJSC|SnBnk/Fin|USD|95.000|97.000|0.000|0.000|+6.966|+4.299|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+696.600|+429.900|+40.000 XS0212159452|REGFRNEUCRPRC|ISPIM|02.105|20100211|20050211|20050211|20050211|20050511|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|99.348|99.737|0.000|0.000|+0.964|+0.461|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+96.400|+46.100|+10.000 XS0212212012|REGFRNEUCRPRC|MER|02.239|20100208|20050208|20050208|20050208|20050509|MERRILL LYNCH & CO INC|SnBnk/Fin|EUR|94.244|94.786|0.000|0.000|+7.999|+7.239|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1700000000.0|+799.900|+723.900|+20.000 XS0212249014|REGEUCRPRC|GS|05.250|20151215|20050216|20050216|20050216|20051215|GOLDMAN SACHS GROUP INC|SnBnk/Fin|GBP|89.342|91.189|7.203|6.832|+4.423|+4.067|UKT 4.750 09/07/15||GB0033280339|+360.163|+329.032|+370.197|+334.153|+384.938|+347.562|600000000.0|0.000|0.000|0.000 XS0212401920|REGFRNEUCRPRC|UCGIM|02.102|20150218|20050218|20050218|20050218|20050518|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|86.531|88.724|0.000|0.000|+2.777|+2.326|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+277.700|+232.600|+17.500 XS0212420987|REGEUCRPRC|TALANX|04.500|20250630|20050210|20050210|20050210|20050630|TALANX FINANZ (LUXEMBOURG) S.A.|Lower T2|EUR|56.075|59.520|16.329|15.022|+13.744|+12.453|DBR 3.750 01/04/15||DE0001135267|+913.055|+853.020|+1335.612|+1204.767|+1261.909|+1141.765|350000000.0|0.000|0.000|0.000 XS0212517550|REGEUCRPRC|RESONA|03.750|20150415|20050225|20050225|20050225|20060415|RESONA BANK LTD|Lower T2|EUR|83.037|87.036|26.064|20.020|+25.253|+19.317|DBR 5.375 01/04/10||DE0001135135|+1991.975|+1569.789|+2402.465|+1806.316|+2268.361|+1725.790|1000000000.0|0.000|0.000|0.000 XS0212544109|REGEUCRPRC|ANZ|03.125|20100224|20050224|20050224|20050224|20060224|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|SnBnk/Fin|EUR|99.545|100.461|3.683|2.528|+2.872|+1.825|DBR 5.375 01/04/10||DE0001135135|+194.069|+81.136|+194.800|+80.893|+192.848|+80.037|1000000000.0|0.000|0.000|0.000 XS0212573462|REGEUCRPRC|NWIDE|03.375|20150817|20050217|20050217|20050217|20050817|NATIONWIDE BUILDING SOCIETY|Lower T2|EUR|78.001|80.371|25.447|22.556|+24.636|+21.853|DBR 5.375 01/04/10||DE0001135135|+1879.195|+1693.883|+2378.079|+2088.108|+2201.043|+1944.520|750000000.0|0.000|0.000|0.000 XS0212708068|REGEUCRPRC|UU|05.000|20350228|20050228|20050228|20050228|20060228|UNITED UTILITIES WATER PLC|Util|GBP|80.120|82.296|6.520|6.320|+2.147|+1.960|UKT 4.250 03/07/36||GB0032452392|+229.764|+216.221|+254.631|+235.068|+266.939|+246.524|200000000.0|0.000|0.000|0.000 XS0212716673|REGFRNEUCRPRC|SKIPTN|01.975|20100303|20050224|20050224|20050224|20050603|SKIPTON BUILDING SOCIETY|SnBnk/Fin|EUR|96.826|98.027|0.000|0.000|+4.127|+2.634|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+412.700|+263.400|+15.000 XS0212903784|REGFRNEUCRPRC|CRDEM|02.097|20100218|20050218|20050218|20050218|20050518|CREDITO EMILIANO SPA|SnBnk/Fin|EUR|98.926|99.273|0.000|0.000|+1.571|+1.130|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+157.100|+113.000|+17.000 XS0212908585|REGFRNEUCRPRC|BNP|02.097|20150218|20050218|20050218|20050218|20050518|BNP PARIBAS|Lower T2|EUR|89.125|91.639|0.000|0.000|+14.933|+11.328|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+1493.300|+1132.800|+17.000 XS0213026197|REGEUCRPRC|C|04.250|20300225|20050225|20050225|20050225|20060225|CITIGROUP INC|Lower T2|EUR|42.221|44.910|13.051|12.316|+9.410|+8.703|FRTR 4.250 04/25/19||FR0000189151|+508.285|+486.694|+920.203|+847.042|+886.478|+817.160|1250000000.0|0.000|0.000|0.000 XS0213053910|REGFRNEUCRPRC|BACR|01.449|20150525|20050225|20050225|20050225|20050525|BARCLAYS BANK PLC|Lower T2|USD|65.013|71.599|0.000|0.000|+42.802|+32.897|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+4280.200|+3289.700|+20.000 XS0213101230|REGEUCRPRC|ISPIM|03.750|20200302|20050302|20050302|20050302|20060302|SANPAOLO IMI S.P.A.|Lower T2|EUR|78.881|80.455|8.490|8.084|+5.906|+5.515|DBR 3.750 01/04/15||DE0001135267|+467.487|+438.790|+557.875|+517.399|+536.261|+497.875|500000000.0|0.000|0.000|0.000 XS0213159824|REGEUCRPRC|APD|03.875|20150310|20050310|20050310|20050310|20060310|AIR PRODUCTS & CHEMICALS INC|Ind|EUR|89.028|90.256|6.164|5.890|+3.580|+3.321|DBR 3.750 01/04/15||DE0001135267|+293.545|+271.168|+325.146|+297.788|+314.739|+288.517|300000000.0|0.000|0.000|0.000 XS0213239857|REGEUCRPRC|MGFUND|05.000|20100225|20050225|20050225|20050225|20060225|MONUMENTAL GLOBAL FUNDING LTD|SnBnk/Fin|GBP|99.005|99.696|6.136|5.271|+5.419|+4.611|UKT 4.750 06/07/10||GB00B0330274|+434.266|+348.102|+429.286|+342.811|+430.804|+343.413|225000000.0|0.000|0.000|0.000 XS0213425308|REGFRNEUCRPRC|JPM|02.085|20150302|20050225|20050225|20050225|20050602|JPMORGAN CHASE & CO|SnBnk/Fin|EUR|81.219|83.298|0.000|0.000|+3.993|+3.537|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+399.300|+353.700|+25.000 XS0213737702|REGEUCRPRC|OBRKRF|04.500|20250304|20050304|20050304|20050304|20060304|ENERGIE OBEROESTERREICH AG|Util|EUR|91.215|95.217|5.334|4.941|+2.750|+2.372|DBR 3.750 01/04/15||DE0001135267|+134.772|+102.469|+148.644|+109.528|+146.841|+108.736|300000000.0|0.000|0.000|0.000 XS0213823619|REGEUCRPRC|GE|05.125|20150303|20050303|20050303|20050303|20060303|GE CAPITAL UK FUNDING|Ind|GBP|86.823|90.408|7.884|7.067|+5.104|+4.302|UKT 4.750 09/07/15||GB0033280339|+427.537|+360.363|+447.215|+368.485|+463.794|+382.048|500000000.0|0.000|0.000|0.000 XS0213858243|REGFRNEUCRPRC|AAB|01.484|20150309|20050309|20050309|20050309|20050609|ABN AMRO BANK N.V.|Lower T2|USD|69.287|78.047|0.000|0.000|+45.586|+30.384|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+4558.600|+3038.400|+20.000 XS0213926347|REGFRNEUCRPRC|ISPIM|02.142|20100304|20050304|20050304|20050304|20050606|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|GBP|99.229|99.414|0.000|0.000|+1.182|+0.955|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+118.200|+95.500|+12.500 XS0213927667|REGFRNEUCRPRC|ISPIM|02.025|20170303|20050303|20050303|20050303|20050603|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|85.349|88.713|0.000|0.000|+2.350|+1.825|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+235.000|+182.500|+20.000 XS0213972614|REGEUCRPRC|NGGLN|04.375|20200310|20050310|20050310|20050310|20060310|NATIONAL GRID TRANSCO PLC (NOW NATIONAL GRID PLC)|Util|EUR|82.958|84.259|6.625|6.433|+4.041|+3.864|DBR 3.750 01/04/15||DE0001135267|+264.161|+250.178|+308.085|+288.949|+299.794|+281.395|500000000.0|0.000|0.000|0.000 XS0214084336|REGEUCRPRC|UCGIM|05.125|20100309|20050309|20050309|20050309|20060309|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|GBP|99.776|100.446|5.290|4.489|+4.573|+3.829|UKT 4.750 06/07/10||GB00B0330274|+348.049|+267.606|+343.011|+262.880|+343.281|+262.549|350000000.0|0.000|0.000|0.000 XS0214150491|REGFRNEUCRPRC|BPIM|01.851|20100310|20050310|20050310|20050310|20050610|BANCO POPOLARE DI VERONA E NOVARA S.C.R.L. (NOW BANCO POPOLARE |SnBnk/Fin|EUR|97.509|98.943|0.000|0.000|+3.182|+1.458|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+318.200|+145.800|+12.500 XS0214238239|REGEUCRPRC|TKAGR|04.375|20150318|20050318|20050318|20050318|20060318|THYSSENKRUPP AG|Ind|EUR|89.134|90.509|6.669|6.360|+4.085|+3.791|DBR 3.750 01/04/15||DE0001135267|+339.182|+314.293|+374.985|+344.098|+363.103|+333.562|750000000.0|0.000|0.000|0.000 XS0214275785|REGEUCRPRC|WESWAT|05.375|20280310|20050310|20050310|20050310|20060310|WESSEX WATER SERVICES FINANCE PLC|Util|GBP|84.642|86.935|6.734|6.499|+2.489|+2.266|UKT 6.000 12/07/28||GB0002404191|+246.620|+229.592|+263.328|+240.700|+279.022|+255.308|200000000.0|0.000|0.000|0.000 XS0214307737|REGEUCRPRC|NTRS|05.375|20150311|20050311|20050311|20050311|20060311|NORTHERN TRUST CORPN|Lower T2|GBP|82.974|87.399|9.063|8.004|+6.283|+5.239|UKT 4.750 09/07/15||GB0033280339|+522.635|+440.029|+559.705|+458.029|+581.572|+475.459|150000000.0|0.000|0.000|0.000 XS0214318007|REGEUCRPRC|DANBNK|04.100|20180316|20050316|20050316|20050316|20060316|DANSKE BANK A/S|Lower T2|EUR|66.000|70.000|12.650|11.383|+10.067|+8.815|DBR 3.750 01/04/15||DE0001135267|+731.491|+658.799|+971.596|+844.828|+924.990|+806.783|700000000.0|0.000|0.000|0.000 XS0214328493|REGEUCRPRC|TXT|03.875|20130311|20050311|20050311|20050311|20060311|TEXTRON INC|Ind|EUR|59.171|64.367|20.070|17.290|+17.945|+15.186|DBR 4.500 01/04/13||DE0001135218|+1232.699|+1093.494|+1762.116|+1483.894|+1647.747|+1396.210|300000000.0|0.000|0.000|0.000 XS0214342569|REGEUCRPRC|DANBNK|05.563|99991231|20050316|20050316|20050316|20060316|DANSKE BANK A/S|Upper T2/T1|GBP|33.667|39.667|24.757|21.484|+21.790|+18.534|UKT 4.000 09/07/16||GB00B0V3WX43|+1154.311|+1066.933|+1985.435|+1689.441|+2133.729|+1803.438|150000000.0|0.000|0.000|0.000 XS0214398199|REGEUCRPRC|BACR|04.750|99991231|20050315|20050315|20050315|20060315|BARCLAYS BANK PLC|Upper T2/T1|EUR|35.250|37.938|19.494|18.259|+16.911|+15.691|DBR 3.750 01/04/15||DE0001135267|+812.815|+783.957|+1595.211|+1471.803|+1505.069|+1392.251|1400000000.0|0.000|0.000|0.000 XS0214448473|REGFRNEUCRPRC|SVSKHB|01.830|20150316|20050316|20050316|20050316|20050616|SVENSKA HANDELSBANKEN AB (PUBL)|Lower T2|EUR|86.500|90.500|0.000|0.000|+17.312|+11.924|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1731.200|+1192.400|+18.000 XS0214688276|REGEUCRPRC|ISPIM|05.250|20100316|20050316|20050316|20050316|20060316|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|GBP|100.918|101.671|4.077|3.211|+3.360|+2.551|UKT 4.750 06/07/10||GB00B0330274|+225.242|+136.599|+220.898|+133.889|+220.201|+132.764|150000000.0|0.000|0.000|0.000 XS0214965534|REGEUCRPRC|HBOS|04.500|20300318|20050317|20050317|20050317|20060318|HBOS PLC|Lower T2|EUR|50.433|54.020|11.383|10.608|+7.743|+6.995|FRTR 4.250 04/25/19||FR0000189151|+464.760|+435.701|+753.291|+675.786|+729.024|+655.106|750000000.0|0.000|0.000|0.000 XS0214965963|REGEUCRPRC|TITIM|05.250|20550317|20050317|20050317|20050317|20060317|TELECOM ITALIA SPA|Tel/Med|EUR|64.717|67.143|8.232|7.937|+4.076|+3.819|FRTR 4.000 04/25/55||FR0010171975|+322.000|+311.212|+467.525|+437.985|+444.136|+415.972|850000000.0|0.000|0.000|0.000 XS0215080713|REGEUCRPRC|GE|03.250|20100317|20050317|20050317|20050317|20060317|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|99.197|100.484|4.193|2.666|+3.382|+1.963|DBR 5.375 01/04/10||DE0001135135|+240.703|+92.939|+242.863|+92.774|+239.926|+91.715|750000000.0|0.000|0.000|0.000 XS0215093534|REGEUCRPRC|FNCIM|04.875|20250324|20050324|20050324|20050324|20060324|FINMECCANICA S.P.A.|Ind|EUR|76.851|78.804|7.398|7.148|+3.758|+3.535|FRTR 4.250 04/25/19||FR0000189151|+287.115|+271.329|+354.619|+329.616|+347.737|+323.555|500000000.0|0.000|0.000|0.000 XS0215159731|REGEUCRPRC|LGFP|04.750|20200323|20050323|20050323|20050323|20060323|LAFARGE S.A.|Ind|EUR|70.885|73.673|9.066|8.561|+6.482|+5.992|DBR 3.750 01/04/15||DE0001135267|+429.520|+399.649|+551.990|+501.485|+533.937|+485.835|500000000.0|0.000|0.000|0.000 XS0215169375|REGEUCRPRC|MTFG|03.500|20150419|20050317|20050317|20050317|20060419|BTM (CURACAO) HOLDINGS N.V. (NOW BTMU (CURACAO) HOLDINGS N.V.)|Lower T2|EUR|89.500|96.000|16.153|7.991|+15.342|+7.288|DBR 5.375 01/04/10||DE0001135135|+1274.158|+595.756|+1426.156|+621.150|+1372.440|+608.797|300000000.0|0.000|0.000|0.000 XS0215269670|REGEUCRPRC|CIT|04.250|20150317|20050317|20050317|20050317|20060317|CIT GROUP INC|SnBnk/Fin|EUR|38.000|44.769|25.902|21.798|+23.319|+19.230|DBR 3.750 01/04/15||DE0001135267|+1255.358|+1132.500|+2298.206|+1887.980|+2124.507|+1760.746|412000000.0|0.000|0.000|0.000 XS0215451559|REGEUCRPRC|BPIM|04.625|20150323|20050323|20050323|20050323|20060323|BANCA POPOLARE DI LODI S.C.A R.L. (NOW BANCO POPOLARE SCARL)|Lower T2|EUR|91.132|96.964|6.483|5.236|+3.899|+2.667|DBR 3.750 01/04/15||DE0001135267|+326.684|+221.113|+355.991|+231.274|+345.233|+225.569|300000000.0|0.000|0.000|0.000 XS0215498782|REGEUCRPRC|RABOBK|03.500|20120323|20050323|20050323|20050323|20060323|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|101.402|101.849|2.983|2.821|+1.308|+1.169|DBR 5.000 01/04/12||DE0001135192|+81.481|+66.121|+82.901|+67.134|+80.370|+65.055|1100000000.0|0.000|0.000|0.000 XS0215556142|REGEUCRPRC|OLDMUT|06.376|99991231|20050324|20050324|20050324|20060324|OLD MUTUAL PLC|Upper T2/T1|GBP|22.000|26.953|31.539|27.026|+27.896|+23.394|UKT 4.750 03/07/20||GB00B058DQ55|+1114.651|+1059.867|+2559.565|+2162.702|+2812.329|+2353.570|350000000.0|0.000|0.000|0.000 XS0215709238|REGFRNEUCRPRC|JYBC|01.633|20120404|20050404|20050404|20050404|20050704|JYSKE BANK A/S|SnBnk/Fin|EUR|93.556|94.942|0.000|0.000|+2.482|+1.970|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|650000000.0|+248.200|+197.000|+15.000 XS0215743252|REGEUCRPRC|ISPIM|03.875|20150401|20050401|20050401|20050401|20060401|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|95.927|97.745|4.679|4.314|+2.095|+1.745|DBR 3.750 01/04/15||DE0001135267|+165.805|+132.918|+175.126|+138.608|+170.528|+135.265|650000000.0|0.000|0.000|0.000 XS0215823369|REGEUCRPRC|BAC|04.000|20150323|20050323|20050323|20050323|20060323|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|83.483|85.631|7.581|7.067|+4.997|+4.498|DBR 3.750 01/04/15||DE0001135267|+404.066|+365.438|+465.701|+414.672|+449.111|+400.495|750000000.0|0.000|0.000|0.000 XS0215828830|REGEUCRPRC|PORTEL|03.750|20120326|20050324|20050324|20050324|20060326|PORTUGAL TELECOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|96.469|97.087|5.091|4.851|+3.416|+3.199|DBR 5.000 01/04/12||DE0001135192|+279.801|+257.481|+293.721|+269.102|+284.098|+260.425|1300000000.0|0.000|0.000|0.000 XS0215828913|REGEUCRPRC|PORTEL|04.375|20170324|20050324|20050324|20050324|20060324|PORTUGAL TELECOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|84.205|86.462|7.052|6.633|+4.468|+4.064|DBR 3.750 01/04/15||DE0001135267|+331.712|+300.295|+381.215|+339.495|+369.314|+329.395|500000000.0|0.000|0.000|0.000 XS0215976274|REGEUCRPRC|TOYOTA|04.460|20100330|20050330|20050330|20050330|20050930|TOYOTA MOTOR FINANCE (NETHERLANDS) B.V.|Auto|USD|100.633|101.092|3.739|3.224|+2.797|+2.302|WIT 7/8 04/30/11 2yr|912828KL3||+186.521|+135.745|+189.323|+137.470|+184.734|+134.053|110000000.0|0.000|0.000|0.000 XS0216258177|REGEUCRPRC|TELENZ|05.750|20200406|20050406|20050406|20050406|20060406|TCNZ FINANCE LTD|Tel/Med|GBP|90.793|91.604|6.863|6.752|+3.220|+3.120|UKT 4.750 03/07/20||GB00B058DQ55|+291.505|+281.999|+296.443|+285.136|+312.363|+300.620|150000000.0|0.000|0.000|0.000 XS0217163913|REGFRNEUCRPRC|NACN|01.207|20100420|20050420|20050420|20050420|20050720|NATIONAL BANK OF CANADA, ACTING THROUGH ITS LONDON BRANCH|SnBnk/Fin|USD|97.917|98.750|0.000|0.000|+2.313|+1.434|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+231.300|+143.400|+10.000 XS0217267888|REGFRNEUCRPRC|NIBCAP|01.510|20100420|20050420|20050420|20050420|20050720|NIB CAPITAL BANK NV (NOW NIBC BANK N.V.)|SnBnk/Fin|EUR|87.000|92.000|0.000|0.000|+14.839|+8.872|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+1483.900|+887.200|+10.000 XS0217360824|REGFRNEUCRPRC|RABOBK|01.525|20150728|20050428|20050428|20050428|20050728|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |Lower T2|EUR|91.500|94.000|0.000|0.000|+7.405|+5.185|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+740.500|+518.500|+12.500 XS0217621050|REGFRNEUCRPRC|ABBEY|01.655|20150421|20050420|20050420|20050420|20050721|ABBEY NATIONAL PLC|Lower T2|EUR|75.500|80.000|0.000|0.000|+30.456|+24.060|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+3045.600|+2406.000|+25.000 XS0217626521|REGEUCRPRC|ABBEY|05.250|20150421|20050420|20050420|20050420|20060421|ABBEY NATIONAL PLC|Lower T2|GBP|97.555|98.261|7.819|7.045|+7.102|+6.385|UKT 4.750 06/07/10||GB00B0330274|+586.374|+511.867|+589.915|+512.407|+589.635|+511.914|200000000.0|0.000|0.000|0.000 XS0217663995|REGEUCRPRC|NDB|03.000|20100420|20050420|20050420|20050420|20060420|NORDDEUTSCHE LANDESBANK LUXEMBOURG S.A.|SnBnk/Fin|EUR|100.114|101.481|2.874|1.433|+1.887|+0.524|OBL146 3.250 04/09/10||DE0001141463|+118.227|-24.452|+117.281|-25.308|+117.206|-23.994|650000000.0|0.000|0.000|0.000 XS0217731586|REGEUCRPRC|WIEAV|03.875|20120425|20050425|20050425|20050425|20060425|WIENERBERGER AG|Ind|EUR|85.527|88.182|9.709|8.542|+8.034|+6.890|DBR 5.000 01/04/12||DE0001135192|+661.193|+570.195|+752.449|+635.664|+720.616|+610.500|400000000.0|0.000|0.000|0.000 XS0217939494|REGEUCRPRC|SYNNVX|04.125|20150422|20050422|20050422|20050422|20060422|SYNGENTA LUXEMBOURG FINANCE (NO.2) S.C.A.|Ind|EUR|98.320|99.870|4.451|4.149|+1.867|+1.580|DBR 3.750 01/04/15||DE0001135267|+145.764|+118.079|+151.144|+121.003|+147.804|+118.671|500000000.0|0.000|0.000|0.000 XS0217992030|REGFRNEUCRPRC|CEMAH|02.336|20120503|20050503|20050503|20050503|20050803|CAIXA ECONOMICA MONTEPIO GERAL, ACTING THROUGH ITS CAYMAN ISLAN|SnBnk/Fin|EUR|83.845|88.444|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|||+25.000 XS0218023447|REGFRNEUCRPRC|LLOYDS|02.397|20160429|20050429|20050429|20050429|20050729|LLOYDS TSB BANK PLC|Lower T2|GBP|65.595|76.235|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|||+23.000 XS0218038809|REGFRNEUCRPRC|CXGD|01.656|20150427|20050427|20050427|20050427|20050727|CAIXA GERAL DE DEPOSITOS S.A., ACTING THROUGH ITS FRANCE BRANCH|Lower T2|EUR|67.500|75.500|0.000|0.000|+42.382|+29.946|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|250000000.0|+4238.200|+2994.600|+25.000 XS0218324050|REGEUCRPRC|BFCM|04.471|99991231|20050428|20050428|20050428|20051028|BANQUE FEDERATIVE DU CREDIT MUTUEL|Upper T2/T1|EUR|46.000|51.200|20.033|17.682|+17.450|+15.114|DBR 3.750 01/04/15||DE0001135267|+1037.667|+951.034|+1700.922|+1465.448|+1594.116|+1380.712|600000000.0|0.000|0.000|0.000 XS0218439544|REGFRNEUCRPRC|CRDEM|02.277|20120504|20050429|20050429|20050429|20050804|CREDITO EMILIANO SPA|SnBnk/Fin|EUR|95.009|96.365|0.000|0.000|+1.994|+1.513|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+199.400|+151.300|+20.000 XS0218469962|REGEUCRPRC|ASSGEN|03.875|20150506|20050506|20050506|20050506|20060506|GENERALI FINANCE B.V.|SnBnk/Fin|EUR|98.784|100.025|4.108|3.870|+1.524|+1.301|DBR 3.750 01/04/15||DE0001135267|+112.271|+90.231|+116.016|+92.309|+113.648|+90.695|500000000.0|0.000|0.000|0.000 XS0218479334|REGFRNEUCRPRC|BBVASM|02.188|20170523|20050523|20050523|20050523|20050823|BBVA SUBORDINATED CAPITAL S.A. UNIPERSONAL|Lower T2|EUR|76.348|81.590|0.000|0.000|+9.409|+7.149|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+940.900|+714.900|+30.000 XS0218638236|REGEUCRPRC|LLOYDS|04.385|99991231|20050512|20050512|20050512|20060512|LLOYDS TSB BANK PLC|Upper T2/T1|EUR|34.050|37.313|23.237|21.378|+20.654|+18.810|DBR 3.750 01/04/15||DE0001135267|+1019.842|+974.848|+1998.302|+1812.425|+1861.778|+1695.318|750000000.0|0.000|0.000|0.000 XS0218733813|REGEUCRPRC|TLIASS|03.625|20120509|20050509|20050509|20050509|20060509|TELIASONERA AB (PUBL)|Tel/Med|EUR|99.517|100.846|3.798|3.325|+2.123|+1.673|DBR 5.000 01/04/12||DE0001135192|+156.004|+110.940|+159.986|+112.630|+155.718|+109.869|500000000.0|0.000|0.000|0.000 XS0218734118|REGEUCRPRC|TLIASS|04.125|20150511|20050509|20050509|20050509|20060511|TELIASONERA AB (PUBL)|Tel/Med|EUR|95.652|97.523|4.979|4.605|+2.395|+2.036|DBR 3.750 01/04/15||DE0001135267|+192.003|+158.822|+202.881|+165.577|+197.822|+161.845|750000000.0|0.000|0.000|0.000 XS0218873072|REGFRNEUCRPRC|ISPIM|02.155|20120511|20050511|20050511|20050511|20050811|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|95.663|96.663|0.000|0.000|+1.645|+1.295|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+164.500|+129.500|+15.000 XS0219024626|REGFRNEUCRPRC|COVBS|02.105|20100511|20050511|20050511|20050511|20050811|COVENTRY BUILDING SOCIETY|SnBnk/Fin|EUR|93.031|94.970|0.000|0.000|+7.257|+5.205|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|733840000.0|+725.700|+520.500|+10.000 XS0219610275|REGFRNEUCRPRC|NBHSS|02.100|20150520|20050520|20050520|20050520|20050822|NORDEA BANK AB (PUBL)|Lower T2|EUR|85.000|90.000|0.000|0.000|+16.098|+10.450|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+1609.800|+1045.000|+20.000 XS0219704177|REGFRNEUCRPRC|WSTP|02.078|20151126|20050526|20050526|20050526|20050826|WESTPAC BANKING CORPN|Lower T2|EUR|83.646|87.376|0.000|0.000|+11.905|+9.023|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+1190.500|+902.300|+24.000 XS0219734166|REGFRNEUCRPRC|CAJAME|01.985|20100601|20050601|20050601|20050601|20050901|CAM GLOBAL FINANCE S.A. SOCIEDAD UNIPERSONAL|SnBnk/Fin|EUR|90.898|91.419|0.000|0.000|+9.162|+8.620|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+916.200|+862.000|+15.000 XS0219769386|REGEUCRPRC|BMW|03.000|20091215|20050527|20050527|20050527|20051215|BMW FINANCE N.V.|Auto|EUR|99.976|100.399|3.005|2.314|+2.224|+1.685|OBL145 3.500 10/09/09||DE0001141455|+135.157|+66.111|+134.276|+65.617|+133.489|+65.048|400000000.0|0.000|0.000|0.000 XS0219840864|REGFRNEUCRPRC|BAC|02.052|20100518|20050518|20050518|20050518|20050818|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|95.249|96.102|0.000|0.000|+4.867|+4.000|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+486.700|+400.000|+12.500 XS0219847364|REGEUCRPRC|EUROCL|04.235|99991231|20050610|20050610|20050610|20060615|EUROCLEAR FINANCE 2 SA|Upper T2/T1|EUR|52.000|58.000|17.694|15.278|+15.114|+12.714|DBR 3.750 01/04/15||DE0001135267|+964.059|+858.816|+1473.275|+1231.380|+1387.078|+1165.796|300000000.0|0.000|0.000|0.000 XS0219927802|REGFRNEUCRPRC|GE|01.973|20120525|20050527|20050527|20050527|20050830|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|84.000|86.500|0.000|0.000|+5.960|+4.975|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+596.000|+497.500|+12.500 XS0220057581|REGFRNEUCRPRC|BCPN|02.000|20150615|20050531|20050531|20050531|20050915|BCP FINANCE BANK LTD|Lower T2|EUR|73.815|78.629|0.000|0.000|+28.577|+22.561|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+2857.700|+2256.100|+35.000 XS0220065501|REGFRNEUCRPRC|BNP|01.451|20151123|20050523|20050523|20050523|20050823|BNP PARIBAS|Lower T2|USD|78.583|82.011|0.000|0.000|+15.988|+13.151|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+1598.800|+1315.100|+20.000 XS0220432263|REGFRNEUCRPRC|JPM|02.010|20100601|20050601|20050601|20050601|20050901|JPMORGAN CHASE & CO|SnBnk/Fin|EUR|92.927|97.120|0.000|0.000|+7.100|+2.956|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+710.000|+295.600|+17.500 XS0220489701|REGFRNEUCRPRC|CBA|02.084|20100601|20050601|20050601|20050601|20050901|COMMONWEALTH BANK OF AUSTRALIA|SnBnk/Fin|GBP|99.200|99.518|0.000|0.000|+0.888|+0.586|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+88.800|+58.600|+5.000 XS0220565732|REGEUCRPRC|SOWLN|05.000|20210331|20050527|20050527|20050527|20060331|SOUTHERN WATER SERVICES (FINANCE) LTD|Util|GBP|89.527|90.990|6.178|5.994|+2.535|+2.362|UKT 4.750 03/07/20||GB00B058DQ55|+217.845|+202.735|+224.081|+206.246|+236.282|+217.775|350000000.0|0.000|0.000|0.000 XS0220648603|REGEUCRPRC|BNP|03.125|20151206|20050606|20050606|20050606|20051206|BNP PARIBAS|Lower T2|EUR|93.851|95.172|7.347|6.401|+6.249|+5.366|DBR 5.250 07/04/10||DE0001135150|+523.215|+439.365|+560.912|+465.846|+540.146|+449.478|800000000.0|0.000|0.000|0.000 XS0220816838|REGFRNEUCRPRC|HYPORE|01.484|20100607|20050607|20050607|20050607|20050907|HYPO REAL ESTATE BANK INTERNATIONAL, ACTING THROUGH ITS LUXEMBO|SnBnk/Fin|USD|85.500|89.000|0.000|0.000|+14.772|+11.010|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1477.200|+1101.000|+20.000 XS0220826555|REGEUCRPRC|HSBC|03.375|20120608|20050608|20050608|20050608|20060608|HSBC FINANCE CORPORATION|SnBnk/Fin|EUR|93.466|95.460|5.737|4.993|+4.062|+3.341|DBR 5.000 01/04/12||DE0001135192|+327.880|+262.112|+351.518|+277.060|+339.722|+268.249|1000000000.0|0.000|0.000|0.000 XS0220857436|REGEUCRPRC|RABOBK|04.625|20120531|20050531|20050531|20050531|20060531|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|GBP|103.821|104.863|3.268|2.923|+1.275|+0.962|UKT 5.000 03/07/12||GB0030468747|+66.821|+31.661|+63.113|+29.264|+64.944|+30.588|675000000.0|0.000|0.000|0.000 XS0220895287|REGFRNEUCRPRC|NWIDE|02.006|20100607|20050607|20050607|20050607|20050907|NATIONWIDE BUILDING SOCIETY|SnBnk/Fin|GBP|94.988|96.887|0.000|0.000|+4.953|+3.102|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|495585000.0|+495.300|+310.200|+7.500 XS0220921117|REGFRNEUCRPRC|UCGIM|01.920|20150615|20050615|20050615|20050615|20050915|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|78.250|81.250|0.000|0.000|+22.925|+19.380|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2292.500|+1938.000|+27.000 XS0221011454|REGEUCRPRC|HANRUE|05.000|99991231|20050601|20050601|20050601|20060601|HANNOVER FINANCE (LUXEMBOURG) SA|Upper T2/T1|EUR|54.000|58.000|18.076|16.438|+15.491|+13.869|DBR 3.750 01/04/15||DE0001135267|+1008.810|+941.462|+1511.702|+1351.526|+1423.306|+1277.320|500000000.0|0.000|0.000|0.000 XS0221082125|REGFRNEUCRPRC|AAB|02.007|20150608|20050608|20050608|20050608|20050908|ABN AMRO BANK N.V.|Lower T2|EUR|66.000|70.000|0.000|0.000|+40.028|+34.179|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+4002.800|+3417.900|+25.000 XS0221097156|REGEUCRPRC|MAN|04.500|20120601|20050601|20050601|20050601|20060601|MANPOWER INC|Ind|EUR|89.238|90.241|8.629|8.216|+6.698|+6.305|DBR 5.000 07/04/12||DE0001135200|+580.283|+547.041|+641.207|+599.932|+615.978|+576.923|300000000.0|0.000|0.000|0.000 XS0221295628|REGEUCRPRC|ELEPOR|03.750|20150622|20050622|20050622|20050622|20060622|EDP FINANCE B.V.|Util|EUR|93.398|95.014|5.026|4.703|+2.312|+2.005|DBR 3.250 07/04/15||DE0001135283|+191.203|+162.904|+205.543|+173.152|+199.839|+168.611|500000000.0|0.000|0.000|0.000 XS0221323693|REGEUCRPRC|SGROLN|05.500|20180620|20050620|20050620|20050620|20060620|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|67.030|69.195|11.206|10.727|+7.951|+7.483|UKT 5.000 03/07/18||GB00B1VWPC84|+599.690|+571.907|+726.492|+680.711|+761.998|+713.496|200000000.0|0.000|0.000|0.000 XS0221324154|REGEUCRPRC|SGROLN|05.750|20350620|20050620|20050620|20050620|20060620|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|49.282|51.443|11.943|11.478|+7.570|+7.118|UKT 4.250 03/07/36||GB0032452392|+491.853|+478.682|+773.548|+729.509|+818.596|+771.040|200000000.0|0.000|0.000|0.000 XS0221448805|REGFRNEUCRPRC|BRADBI|01.800|20100615|20050615|20050615|20050615|20050915|BRADFORD & BINGLEY PLC|SnBnk/Fin|EUR|77.500|82.500|0.000|0.000|+23.697|+17.815|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|493650000.0|+2369.700|+1781.500|+15.000 XS0221500811|REGFRNEUCRPRC|HBOS|01.750|20120614|20050614|20050614|20050614|20050914|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|EUR|88.496|90.059|0.000|0.000|+4.118|+3.542|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+411.800|+354.200|+10.000 XS0221514879|REGFRNEUCRPRC|FORTIS|01.854|20150622|20050622|20050622|20050622|20050922|FORTIS BANK NEDERLAND (HOLDING) N.V.|Lower T2|EUR|70.000|76.000|0.000|0.000|+33.011|+25.251|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+3301.100|+2525.100|+27.000 XS0221574931|REGEUCRPRC|LGEN|04.000|20250608|20050608|20050608|20050608|20060608|LEGAL & GENERAL GROUP PLC|Lower T2|EUR|43.738|48.555|21.327|18.916|+18.743|+16.347|DBR 3.750 01/04/15||DE0001135267|+1088.320|+1002.934|+1836.439|+1594.106|+1714.569|+1496.151|600000000.0|0.000|0.000|0.000 XS0221619033|REGEUCRPRC|INTNED|04.176|99991231|20050608|20050608|20050608|20060608|ING GROEP N.V.|Upper T2/T1|EUR|37.333|41.667|25.471|22.789|+22.888|+20.221|DBR 3.750 01/04/15||DE0001135267|+1217.981|+1142.000|+2250.919|+1982.771|+2083.305|+1845.694|500000000.0|0.000|0.000|0.000 XS0221671547|REGFRNEUCRPRC|BPUIM|01.802|20120620|20050620|20050620|20050620|20050920|BANCHE POPOLARI UNITE S.C.P.A. (NOW UNIONE DI BANCHE ITALIANE S|SnBnk/Fin|EUR|94.312|96.050|0.000|0.000|+2.124|+1.529|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+212.400|+152.900|+20.000 XS0221683120|REGEUCRPRC|GE|04.750|20110615|20050615|20050615|20050615|20060615|GE CAPITAL UK FUNDING|Ind|GBP|97.464|99.627|5.969|4.875|+4.839|+3.792|UKT 4.250 03/07/11||GB00B0LNX641|+372.743|+267.968|+367.919|+261.805|+374.706|+265.739|250000000.0|0.000|0.000|0.000 XS0221705204|REGEUCRPRC|ZURNVX|04.500|20250615|20050615|20050615|20050615|20060615|ZURICH FINANCE (USA) INC|Lower T2|EUR|78.737|81.463|9.197|8.510|+6.613|+5.941|DBR 3.750 01/04/15||DE0001135267|+521.900|+474.104|+623.191|+554.354|+599.334|+534.190|500000000.0|0.000|0.000|0.000 XS0221793499|REGFRNEUCRPRC|C|01.800|20120614|20050614|20050614|20050614|20050914|CITIGROUP INC|SnBnk/Fin|EUR|79.033|80.846|0.000|0.000|+7.914|+7.160|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+791.400|+716.000|+15.000 XS0221854200|REGEUCRPRC|PORTEL|04.500|20250616|20050616|20050616|20050616|20060616|PORTUGAL TELECOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|65.745|68.586|8.471|8.044|+5.887|+5.475|DBR 3.750 01/04/15||DE0001135267|+337.019|+314.451|+461.232|+418.703|+449.659|+408.668|500000000.0|0.000|0.000|0.000 XS0222053315|REGEUCRPRC|HSBC|03.625|20200629|20050628|20050628|20050628|20060629|HSBC HOLDINGS PLC|Lower T2|EUR|79.196|81.540|8.040|7.474|+5.456|+4.905|DBR 3.750 01/04/15||DE0001135267|+425.580|+384.789|+506.837|+450.251|+487.842|+434.025|700000000.0|0.000|0.000|0.000 XS0222105727|REGEUCRPRC|WSTFD|03.625|20120627|20050627|20050627|20050627|20060627|WESTFIELD FINANCE AUST PTY LTD, WESTFIELD EUROPE FINANCE PLC & |SnBnk/Fin|EUR|76.239|80.917|13.352|11.136|+11.677|+9.484|DBR 5.000 01/04/12||DE0001135192|+906.424|+754.833|+1111.441|+890.033|+1054.924|+849.142|600000000.0|0.000|0.000|0.000 XS0222107186|REGEUCRPRC|WSTFD|05.500|20170627|20050627|20050627|20050627|20060627|WESTFIELD FINANCE AUST PTY LTD, WESTFIELD EUROPE FINANCE PLC & |SnBnk/Fin|GBP|62.525|65.322|12.883|12.156|+9.921|+9.209|UKT 4.000 09/07/16||GB00B0V3WX43|+713.080|+674.005|+893.456|+825.038|+937.962|+865.058|600000000.0|0.000|0.000|0.000 XS0222205600|REGFRNEUCRPRC|ALPHA|01.834|20100621|20050621|20050621|20050621|20050921|ALPHA CREDIT GROUP PLC|SnBnk/Fin|EUR|94.273|95.547|0.000|0.000|+5.551|+4.352|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+555.100|+435.200|+25.000 XS0222208539|REGEUCRPRC|BACR|06.000|99991231|20050622|20050622|20050622|20051215|BARCLAYS BANK PLC|Upper T2/T1|GBP|40.800|45.800|20.653|18.541|+17.692|+15.594|UKT 4.000 09/07/16||GB00B0V3WX43|+1024.693|+957.844|+1608.482|+1415.277|+1717.963|+1505.076|750000000.0|0.000|0.000|0.000 XS0222313594|REGFRNEUCRPRC|NAB|01.674|20100624|20050624|20050624|20050624|20050926|NATIONAL AUSTRALIA BANK LTD|SnBnk/Fin|EUR|98.369|98.945|0.000|0.000|+1.599|+1.086|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+159.900|+108.600|+10.000 XS0222335134|REGFRNEUCRPRC|ALLNCE|01.702|20120620|20050620|20050620|20050620|20050920|ALLIANCE & LEICESTER PLC|SnBnk/Fin|EUR|91.483|94.279|0.000|0.000|+3.012|+2.032|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+301.200|+203.200|+10.000 XS0222338310|REGFRNEUCRPRC|MTFG|02.190|20150616|20050616|20050616|20050616|20050916|BTM (CURACAO) HOLDINGS N.V. (NOW BTMU (CURACAO) HOLDINGS N.V.)|Lower T2|EUR|87.000|90.500|0.000|0.000|+13.274|+9.646|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1327.400|+964.600|+54.000 XS0222372178|REGEUCRPRC|IBESM|03.500|20150622|20050622|20050622|20050622|20060622|IBERDROLA FINANZAS SAU|Util|EUR|93.898|94.832|4.665|4.481|+1.951|+1.783|DBR 3.250 07/04/15||DE0001135283|+158.050|+141.720|+169.552|+151.060|+164.792|+146.942|750000000.0|0.000|0.000|0.000 XS0222377300|REGEUCRPRC|GSK|03.000|20120618|20050616|20050616|20050616|20060618|GLAXOSMITHKLINE CAPITAL PLC|Ind|EUR|100.656|101.274|2.776|2.569|+1.101|+0.917|DBR 5.000 01/04/12||DE0001135192|+53.157|+33.107|+54.454|+33.866|+52.781|+32.757|750000000.0|0.000|0.000|0.000 XS0222383027|REGEUCRPRC|GSK|04.000|20250616|20050616|20050616|20050616|20060616|GLAXOSMITHKLINE CAPITAL PLC|Ind|EUR|88.386|90.119|5.071|4.900|+2.487|+2.331|DBR 3.750 01/04/15||DE0001135267|+106.699|+92.884|+121.125|+104.115|+118.662|+102.081|750000000.0|0.000|0.000|0.000 XS0222395468|REGEUCRPRC|FRIPRO|06.292|99991231|20050630|20050630|20050630|20060630|FRIENDS PROVIDENT PLC|Upper T2/T1|GBP|31.224|35.445|32.019|28.818|+29.238|+26.053|UKT 4.750 09/07/15||GB0033280339|+1518.798|+1443.429|+2648.195|+2367.970|+2881.626|+2560.235|500000000.0|0.000|0.000|0.000 XS0222423930|REGEUCRPRC|STORA|03.250|20100622|20050622|20050622|20050622|20060622|STORA ENSO OYJ|Ind|EUR|97.520|98.289|5.562|4.832|+4.576|+3.924|OBL146 3.250 04/09/10||DE0001141463|+376.475|+308.572|+392.961|+319.912|+379.685|+309.463|500000000.0|0.000|0.000|0.000 XS0222426958|REGFRNEUCRPRC|CAPIM|02.034|20150623|20050623|20050623|20050623|20050923|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|82.000|91.000|0.000|0.000|+18.362|+8.897|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+1836.200|+889.700|+45.000 XS0222434200|REGEUCRPRC|STANLN|05.375|99991231|20050617|20050617|20050617|20060714|STANDARD CHARTERED BANK|Upper T2/T1|GBP|58.750|66.250|12.006|10.407|+8.364|+6.776|UKT 4.750 03/07/20||GB00B058DQ55|+597.416|+516.239|+786.224|+634.658|+828.675|+667.374|675000000.0|0.000|0.000|0.000 XS0222474255|REGFRNEUCRPRC|CAJAME|01.688|20120629|20050629|20050629|20050629|20050929|CAM GLOBAL FINANCE S.A. SOCIEDAD UNIPERSONAL|SnBnk/Fin|EUR|73.095|74.832|0.000|0.000|+10.386|+9.610|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1038.600|+961.000|+15.000 XS0222524372|REGEUCRPRC|SUEDZU|05.250|99991231|20050630|20050630|20050630|20060630|SUEDZUCKER INTERNATIONAL FINANCE BV|Cons|EUR|67.028|70.897|13.452|12.245|+10.738|+9.547|DBR 3.250 07/04/15||DE0001135283|+795.833|+728.632|+1047.906|+927.185|+998.016|+885.787|700000000.0|0.000|0.000|0.000 XS0222550880|REGEUCRPRC|LXSGR|04.125|20120621|20050621|20050621|20050621|20060621|LANXESS FINANCE B.V.|Ind|EUR|95.024|95.608|5.909|5.692|+3.978|+3.781|DBR 5.000 07/04/12||DE0001135200|+346.902|+327.991|+367.458|+345.956|+355.242|+334.651|500000000.0|0.000|0.000|0.000 XS0222699414|REGFRNEUCRPRC|BBVASM|01.663|20120629|20050629|20050629|20050629|20050929|BBVA SENIOR FINANCE S.A. UNIPERSONAL|SnBnk/Fin|EUR|94.215|95.117|0.000|0.000|+2.062|+1.755|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+206.200|+175.500|+12.500 XS0222761230|REGFRNEUCRPRC|MONTE|01.938|20150630|20050630|20050630|20050630|20050930|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|Lower T2|EUR|84.102|87.886|0.000|0.000|+15.722|+11.787|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+1572.200|+1178.700|+40.000 XS0222766973|REGEUCRPRC|KPN|04.000|20150622|20050622|20050622|20050622|20060622|KONINKLIJKE KPN N.V.|Tel/Med|EUR|95.306|96.654|4.903|4.637|+2.189|+1.939|DBR 3.250 07/04/15||DE0001135283|+182.627|+159.098|+193.528|+166.977|+188.598|+162.992|1000000000.0|0.000|0.000|0.000 XS0222798661|REGEUCRPRC|CLMD|04.250|99991231|20050624|20050624|20050624|20060624|CLERICAL MEDICAL FINANCE PLC|Upper T2/T1|EUR|23.250|27.750|38.193|33.189|+35.480|+30.491|DBR 3.250 07/04/15||DE0001135283|+1462.137|+1383.646|+3520.783|+3020.312|+3175.963|+2751.599|750000000.0|0.000|0.000|0.000 XS0222841933|REGFRNEUCRPRC|MILANO|01.988|20150629|20050629|20050629|20050629|20050929|BANCA POPOLARE DI MILANO S.C.A R.L.|Lower T2|EUR|86.917|89.711|0.000|0.000|+12.858|+10.038|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+1285.800|+1003.800|+45.000 XS0222864802|REGEUCRPRC|PPG|03.875|20150624|20050624|20050624|20050624|20060624|PPG INDUSTRIES INC|Ind|EUR|84.766|86.358|7.011|6.652|+4.297|+3.954|DBR 3.250 07/04/15||DE0001135283|+354.060|+326.043|+404.290|+368.094|+390.612|+356.023|300000000.0|0.000|0.000|0.000 XS0222882028|REGFRNEUCRPRC|GE|01.852|20100622|20050622|20050622|20050622|20050922|GE CAPITAL UK FUNDING|Ind|GBP|94.000|97.750|0.000|0.000|+5.753|+2.226|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+575.300|+222.600|+12.000 XS0222910092|REGFRNEUCRPRC|LAVORO|01.713|20100630|20050630|20050630|20050630|20050930|BANCA NAZIONALE DEL LAVORO SPA|SnBnk/Fin|EUR|98.370|99.207|0.000|0.000|+1.649|+0.915|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+164.900|+91.500|+17.500 XS0222998089|REGEUCRPRC|TITIM|05.625|20151229|20050629|20050629|20050629|20051229|TELECOM ITALIA SPA|Tel/Med|GBP|90.705|91.739|7.304|7.098|+4.524|+4.333|UKT 4.750 09/07/15||GB0033280339|+372.783|+355.494|+379.112|+359.122|+394.759|+374.009|500000000.0|0.000|0.000|0.000 XS0223064212|REGFRNEUCRPRC|SANTAN|01.638|20090629|20050629|20050629|20050629|20050929|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|99.808|100.002|0.000|0.000|+1.745|+0.472|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+174.500|+47.200|+10.000 XS0223129445|REGEUCRPRC|VATFAL|05.250|99991231|20050629|20050629|20050629|20060629|VATTENFALL TREASURY AB|Util|EUR|81.137|82.926|9.423|8.976|+6.709|+6.278|DBR 3.250 07/04/15||DE0001135283|+550.636|+519.540|+644.917|+600.210|+620.944|+578.687|1000000000.0|0.000|0.000|0.000 XS0223234823|REGEUCRPRC|BATSLN|03.625|20120629|20050629|20050629|20050629|20060629|B.A.T. INTERNATIONAL FINANCE P.L.C.|Cons|EUR|100.127|100.893|3.579|3.319|+1.904|+1.667|DBR 5.000 01/04/12||DE0001135192|+130.971|+106.035|+134.028|+107.948|+130.242|+104.969|750000000.0|0.000|0.000|0.000 XS0223248021|REGEUCRPRC|DANGAS|03.500|20120629|20050629|20050629|20050629|20060629|DANSKE OLIE OG NATURGAS AS|Util|EUR|97.627|98.570|4.318|3.989|+2.387|+2.078|DBR 5.000 07/04/12||DE0001135200|+199.628|+169.022|+207.856|+174.863|+201.542|+169.685|500000000.0|0.000|0.000|0.000 XS0223249003|REGEUCRPRC|DANGAS|05.500|99991231|20050629|20050629|20050629|20060629|DANSKE OLIE OG NATURGAS AS|Util|EUR|80.373|81.882|9.905|9.519|+7.192|+6.821|DBR 3.250 07/04/15||DE0001135283|+588.619|+562.205|+693.409|+654.557|+667.025|+630.401|1100000000.0|0.000|0.000|0.000 XS0223267591|REGEUCRPRC|TELECO|03.000|20100628|20050628|20050628|20050628|20060628|TELSTRA CORPN LTD|Tel/Med|EUR|99.506|100.191|3.441|2.824|+2.453|+1.913|OBL146 3.250 04/09/10||DE0001141463|+175.195|+115.567|+180.304|+118.604|+174.258|+114.389|500000000.0|0.000|0.000|0.000 XS0223268136|REGEUCRPRC|TELECO|03.875|20150724|20050628|20050628|20050628|20060724|TELSTRA CORPN LTD|Tel/Med|EUR|92.032|93.366|5.415|5.145|+2.702|+2.447|DBR 3.250 07/04/15||DE0001135283|+224.093|+201.061|+243.048|+216.048|+236.107|+210.126|500000000.0|0.000|0.000|0.000 XS0223318501|REGFRNEUCRPRC|RBS|01.472|20150929|20050629|20050629|20050629|20050929|ROYAL BANK OF SCOTLAND PLC|Lower T2|USD|61.000|64.000|0.000|0.000|+37.579|+33.812|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+3757.900|+3381.200|+24.000 XS0223322958|REGFRNEUCRPRC|SLMA|01.800|20090615|20050628|20050628|20050628|20050915|SLM CORPN|SnBnk/Fin|EUR|95.000|98.090|0.000|0.000|+46.930|+17.833|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+4693.000|+1783.300|+15.000 XS0223369595|REGEUCRPRC|AMPAU|03.375|20120629|20050629|20050629|20050629|20060629|AMP GROUP HOLDINGS LTD|SnBnk/Fin|EUR|89.280|92.713|7.300|5.976|+5.369|+4.065|DBR 5.000 07/04/12||DE0001135200|+457.948|+346.728|+506.137|+373.753|+487.214|+360.903|254335000.0|0.000|0.000|0.000 XS0223386417|REGEUCRPRC|MET|05.250|20200629|20050629|20050629|20050629|20060629|METLIFE INC (METROPOLITAN LIFE INSURANCE COMPANY)|SnBnk/Fin|GBP|67.976|70.687|9.932|9.429|+6.289|+5.797|UKT 4.750 03/07/20||GB00B058DQ55|+486.567|+456.932|+589.612|+541.557|+619.301|+568.593|400000000.0|0.000|0.000|0.000 XS0223429084|REGEUCRPRC|HUWHY|04.125|20150628|20050627|20050627|20050627|20060628|HUTCHISON WHAMPOA FINANCE (05) LTD|Ind|EUR|84.917|86.467|7.248|6.896|+4.534|+4.198|DBR 3.250 07/04/15||DE0001135283|+374.669|+347.701|+427.582|+392.382|+412.816|+379.242|1000000000.0|0.000|0.000|0.000 XS0223447227|REGEUCRPRC|ELEPOR|04.125|20200629|20050629|20050629|20050629|20060629|EDP FINANCE B.V.|Util|EUR|85.756|87.840|5.903|5.620|+3.189|+2.922|DBR 3.250 07/04/15||DE0001135283|+203.914|+182.172|+233.263|+205.241|+227.332|+200.300|300000000.0|0.000|0.000|0.000 XS0223454512|REGEUCRPRC|BPIM|06.742|99991231|20050630|20050630|20050630|20060630|BANCA POPOLARE DI LODI INVESTOR TRUST III|Upper T2/T1|EUR|46.000|50.875|24.636|22.041|+21.923|+19.344|DBR 3.250 07/04/15||DE0001135283|+1307.799|+1223.025|+2166.694|+1907.199|+2013.934|+1782.972|500000000.0|0.000|0.000|0.000 XS0223582783|REGEUCRPRC|RWE|04.900|20150630|20050630|20050630|20060630|20061231|THAMES WATER UTILITIES FINANCE PLC (NOW THAMES WATER UTILITIES |Util|GBP|97.013|98.170|5.477|5.251|+2.697|+2.486|UKT 4.750 09/07/15||GB0033280339|+210.768|+190.155|+216.218|+193.641|+217.626|+195.008|200000000.0|0.000|0.000|0.000 XS0223589440|REGEUCRPRC|KONZ|06.750|99991231|20050630|20050630|20050630|20060630|GERLING-KONZERN LEBENSVERSICHERUNGS-AG (NOW HDI-GERLING LEBENSV|Upper T2/T1|EUR|51.500|60.000|21.746|17.999|+19.033|+15.301|DBR 3.250 07/04/15||DE0001135283|+1211.612|+1063.705|+1875.743|+1501.073|+1754.619|+1416.384|159966000.0|0.000|0.000|0.000 XS0223635730|REGFRNEUCRPRC|MER|01.838|20120629|20050630|20050630|20050630|20050930|MERRILL LYNCH & CO INC|SnBnk/Fin|EUR|78.643|81.384|0.000|0.000|+8.145|+7.018|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+814.500|+701.800|+30.000 XS0224749100|REGEUCRPRC|MWDP|04.375|20170809|20050809|20050809|20050809|20060809|WENDEL INVESTISSEMENT|Ind|EUR|59.805|61.865|12.417|11.853|+9.703|+9.155|DBR 3.250 07/04/15||DE0001135283|+646.499|+619.124|+913.070|+856.986|+871.923|+819.500|700000000.0|0.000|0.000|0.000 XS0224785831|REGFRNEUCRPRC|RABOBK|02.167|20100729|20050729|20050729|20050729|20051031|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|GBP|99.658|99.816|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|||0.000 XS0224848266|REGFRNEUCRPRC|PORTMN|02.201|20100802|20050802|20050802|20050802|20051102|PORTMAN BUILDING SOCIETY|SnBnk/Fin|EUR|95.882|97.489|0.000|0.000|+3.636|+2.292|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+363.600|+229.200|+10.000 XS0224899418|REGEUCRPRC|SUMIBK|04.375|99991231|20050722|20050722|20050722|20051015|SUMITOMO MITSUI BANKING CORPN|Upper T2/T1|EUR|56.279|66.163|15.581|12.253|+12.867|+9.555|DBR 3.250 07/04/15||DE0001135283|+861.410|+696.464|+1255.826|+922.954|+1188.682|+880.605|700000000.0|0.000|0.000|0.000 XS0225151520|REGEUCRPRC|MS|03.375|20120720|20050720|20050720|20050720|20060720|MORGAN STANLEY|SnBnk/Fin|EUR|88.071|88.986|7.705|7.345|+5.774|+5.434|DBR 5.000 07/04/12||DE0001135200|+488.751|+459.474|+544.920|+508.763|+524.015|+489.664|899000000.0|0.000|0.000|0.000 XS0225152411|REGFRNEUCRPRC|MS|01.710|20120720|20050720|20050720|20050720|20051020|MORGAN STANLEY|SnBnk/Fin|EUR|79.084|81.666|0.000|0.000|+7.815|+6.777|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1961129000.0|+781.500|+677.700|+30.000 XS0225257517|REGFRNEUCRPRC|ISPIM|01.232|20100727|20050727|20050727|20050727|20051027|INTESA BANK IRELAND P.L.C.|SnBnk/Fin|USD|98.174|98.615|0.000|0.000|+1.651|+1.287|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|450000000.0|+165.100|+128.700|+14.000 XS0225369403|REGEUCRPRC|BAYGR|05.000|21050729|20050729|20050729|20050729|20060729|BAYER AG|Ind|EUR|76.006|77.818|10.431|9.948|+7.717|+7.250|DBR 3.250 07/04/15||DE0001135283|+610.866|+579.627|+744.759|+696.485|+714.755|+669.323|1300000000.0|0.000|0.000|0.000 XS0225503738|REGFRNEUCRPRC|NAB|01.486|20090727|20050727|20050727|20050727|20051027|NATIONAL AUSTRALIA BANK LTD|SnBnk/Fin|EUR|99.721|99.862|0.000|0.000|+1.365|+0.749|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|330000000.0|+136.500|+74.900|+8.000 XS0225590362|REGEUCRPRC|PASTOR|04.564|99991231|20050727|20050727|20050727|20060727|PASTOR PARTICIPACIONES PREFERENTES S.A. UNIPERSONAL|Upper T2/T1|EUR|30.000|39.500|31.424|24.393|+28.710|+21.695|DBR 3.250 07/04/15||DE0001135283|+1357.778|+1194.839|+2842.382|+2140.292|+2599.624|+1986.497|250000000.0|0.000|0.000|0.000 XS0226062981|REGEUCRPRC|C|03.500|20150805|20050805|20050805|20050805|20060805|CITIGROUP INC|SnBnk/Fin|EUR|73.174|75.755|9.353|8.681|+6.640|+5.983|DBR 3.250 07/04/15||DE0001135283|+509.561|+465.167|+636.341|+568.973|+610.234|+546.542|1250000000.0|0.000|0.000|0.000 XS0226849221|REGEUCRPRC|BAC|05.250|20350810|20050810|20050810|20050810|20060210|BAC CAPITAL TRUST VII|Lower T2|GBP|33.625|37.500|16.150|14.606|+11.778|+10.247|UKT 4.250 03/07/36||GB0032452392|+542.059|+518.449|+1228.395|+1074.044|+1249.442|+1091.054|850000000.0|0.000|0.000|0.000 XS0227040283|REGFRNEUCRPRC|BAC|02.068|20120215|20050815|20050815|20050815|20051115|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|84.043|85.485|0.000|0.000|+6.496|+5.869|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+649.600|+586.900|+12.500 XS0227409629|REGEUCRPRC|AIB|05.250|99991231|20050831|20050831|20050831|20060901|ALLIED IRISH BANKS P.L.C.|Upper T2/T1|GBP|25.527|34.400|34.280|27.096|+31.501|+24.332|UKT 4.750 09/07/15||GB0033280339|+1482.377|+1327.671|+2841.083|+2212.429|+3104.249|+2382.566|400000000.0|0.000|0.000|0.000 XS0227683959|REGEUCRPRC|NAB|04.625|20101212|20050818|20050818|20050818|20051212|NATIONAL AUSTRALIA BANK LTD|SnBnk/Fin|GBP|101.304|102.239|3.725|3.137|+3.008|+2.477|UKT 4.750 06/07/10||GB00B0330274|+167.901|+108.430|+163.038|+105.115|+164.209|+105.409|275000000.0|0.000|0.000|0.000 XS0228265574|REGEUCRPRC|RABOBK|04.550|20290830|20050830|20050830|20050830|20060830|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|GBP|86.732|88.359|5.585|5.441|+1.340|+1.208|UKT 6.000 12/07/28||GB0002404191|+145.666|+134.079|+152.327|+138.233|+161.974|+147.307|200000000.0|0.000|0.000|0.000 XS0228545934|REGEUCRPRC|ALLNCE|04.500|20101207|20050901|20050901|20050901|20051207|ALLIANCE & LEICESTER PLC|SnBnk/Fin|GBP|99.543|100.698|4.732|3.985|+4.015|+3.325|UKT 4.750 06/07/10||GB00B0330274|+268.319|+194.269|+261.547|+188.390|+265.560|+190.823|150000000.0|0.000|0.000|0.000 XS0228550421|REGFRNEUCRPRC|HSBC|01.850|20100914|20050914|20050914|20050914|20051214|HSBC FINANCE CORPORATION|SnBnk/Fin|EUR|93.017|93.549|0.000|0.000|+5.597|+5.173|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+559.700|+517.300|+20.000 XS0229097034|REGEUCRPRC|CS|03.625|20200914|20050914|20050914|20050914|20060914|CREDIT SUISSE GROUP FINANCE (US) INC|Lower T2|EUR|69.140|71.426|10.510|9.878|+7.797|+7.180|DBR 3.250 07/04/15||DE0001135283|+580.964|+542.563|+750.136|+687.168|+717.549|+658.338|900000000.0|0.000|0.000|0.000 XS0229097208|REGEUCRPRC|CS|03.125|20120914|20050914|20050914|20050914|20060914|CREDIT SUISSE GROUP FINANCE (US) INC|SnBnk/Fin|EUR|96.072|96.680|4.402|4.200|+2.471|+2.289|DBR 5.000 07/04/12||DE0001135200|+199.240|+180.718|+209.973|+189.695|+203.244|+183.677|850000000.0|0.000|0.000|0.000 XS0229169122|REGFRNEUCRPRC|DANBNK|01.957|20130909|20050909|20050909|20050909|20051209|DANSKE BANK A/S|Lower T2|EUR|76.500|85.500|0.000|0.000|+20.609|+12.035|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2060.900|+1203.500|+20.000 XS0229184279|REGFRNEUCRPRC|SANTAN|01.712|20100920|20050920|20050920|20050920|20051220|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|98.185|98.491|0.000|0.000|+1.487|+1.261|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+148.700|+126.100|+11.000 XS0229306138|REGEUCRPRC|VOD|04.625|20140908|20050908|20050908|20050908|20060908|VODAFONE GROUP PLC|Tel/Med|GBP|100.839|101.577|4.392|4.239|+1.982|+1.848|UKT 5.000 09/07/14||GB0031829509|+122.195|+106.866|+116.508|+101.147|+121.643|+105.951|875000000.0|0.000|0.000|0.000 XS0229313696|REGFRNEUCRPRC|BACR|01.513|20170911|20050909|20050909|20050909|20051212|BARCLAYS BANK PLC|Lower T2|USD|59.500|63.000|0.000|0.000|+16.188|+14.394|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1618.800|+1439.400|+20.000 XS0229316442|REGEUCRPRC|BSC|04.750|20121207|20050915|20050915|20050915|20051207|BEAR STEARNS COMPANIES LLC|Lower T2|GBP|95.573|97.509|6.058|5.450|+4.065|+3.489|UKT 5.000 03/07/12||GB0030468747|+321.299|+264.822|+319.568|+260.463|+327.970|+267.195|200000000.0|0.000|0.000|0.000 XS0229318737|REGFRNEUCRPRC|UCGIM|01.603|20130109|20050909|20050909|20050909|20060109|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|93.300|94.079|0.000|0.000|+2.081|+1.850|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+208.100|+185.000|+15.000 XS0229336127|REGFRNEUCRPRC|NYKRE|01.832|20130920|20050920|20050920|20050920|20051220|NYKREDIT REALKREDIT A/S|Lower T2|EUR|80.000|84.500|0.000|0.000|+16.792|+12.680|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1679.200|+1268.000|+23.000 XS0229349021|REGFRNEUCRPRC|DNBNOR|01.738|20150928|20050926|20050926|20050926|20051228|DNB NOR BANK ASA|Lower T2|EUR|79.438|85.358|0.000|0.000|+17.016|+11.704|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|200000000.0|+1701.600|+1170.400|+20.000 XS0229524128|REGFRNEUCRPRC|DEPFA|01.850|20151215|20050915|20050915|20050915|20051215|DEPFA BANK PLC|Lower T2|EUR|20.000|38.500|0.000|0.000|+114.219|+64.201|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+11421.900|+6420.100|+20.000 XS0229541213|REGEUCRPRC|AIG|03.250|20130116|20050916|20050916|20050916|20060116|AMERICAN GENERAL FINANCE CORPN|SnBnk/Fin|EUR|35.000|43.000|39.365|31.300|+37.241|+29.197|DBR 4.500 01/04/13||DE0001135218|+1889.050|+1666.652|+3696.341|+2889.845|+3319.744|+2637.639|500000000.0|0.000|0.000|0.000 XS0229561831|REGEUCRPRC|GE|04.875|20370918|20050919|20050919|20050919|20060918|GENERAL ELECTRIC CAPITAL CORPN|Ind|GBP|49.888|51.847|10.169|9.811|+5.796|+5.451|UKT 4.250 03/07/36||GB0032452392|+390.553|+378.795|+608.443|+573.913|+639.461|+602.644|750000000.0|0.000|0.000|0.000 XS0229567440|REGEUCRPRC|GE|04.125|20350919|20050919|20050919|20050919|20060919|GENERAL ELECTRIC CAPITAL CORPN|Ind|EUR|47.880|61.480|9.624|7.521|+5.403|+3.339|DBR 5.500 01/04/31||DE0001135176|+335.533|+255.467|+579.204|+368.880|+564.425|+360.511|750000000.0|0.000|0.000|0.000 XS0229593529|REGEUCRPRC|INTNED|03.500|20200916|20050916|20050916|20050916|20060916|ING BANK N.V.|Lower T2|EUR|66.024|68.551|40.298|36.493|+37.584|+33.795|DBR 3.250 07/04/15||DE0001135283|+2665.239|+2479.966|+3860.729|+3479.927|+3467.642|+3149.072|1000000000.0|0.000|0.000|0.000 XS0229704886|REGEUCRPRC|RESONA|04.125|99991231|20050915|20050915|20050915|20060927|RESONA BANK LTD|Upper T2/T1|EUR|49.000|60.000|29.993|21.998|+28.063|+20.088|DBR 5.000 07/04/12||DE0001135200|+1712.947|+1381.182|+2765.428|+1966.288|+2531.914|+1831.021|800000000.0|0.000|0.000|0.000 XS0229729362|REGEUCRPRC|NBHSS|04.625|20150921|20050921|20050921|20050921|20060921|NORDEA BANK AB (PUBL)|Lower T2|GBP|94.308|96.079|8.960|7.551|+8.243|+6.891|UKT 4.750 06/07/10||GB00B0330274|+675.883|+545.248|+675.465|+540.002|+693.219|+552.269|350000000.0|0.000|0.000|0.000 XS0229757736|REGFRNEUCRPRC|ALLNCE|01.659|20100921|20050921|20050921|20050921|20051221|ALLIANCE & LEICESTER PLC|SnBnk/Fin|EUR|95.842|97.122|0.000|0.000|+3.203|+2.238|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+320.300|+223.800|+7.500 XS0229840474|REGFRNEUCRPRC|DB|01.784|20150922|20050922|20050922|20050922|20051222|DEUTSCHE BANK AG|Lower T2|EUR|78.000|81.000|0.000|0.000|+18.599|+15.758|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+1859.900|+1575.800|+20.000 XS0229858500|REGFRNEUCRPRC|BNS|01.782|20100922|20050922|20050922|20050922|20051222|BANK OF NOVA SCOTIA|SnBnk/Fin|GBP|98.791|99.267|0.000|0.000|+0.997|+0.644|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|550000000.0|+99.700|+64.400|+5.000 XS0229864060|REGEUCRPRC|BBVASM|03.798|99991231|20050922|20050922|20050922|20060922|BBVA INTERNATIONAL PREFERRED S.A. UNIPERSONAL|Upper T2/T1|EUR|43.400|46.875|20.407|18.716|+17.693|+16.018|DBR 3.250 07/04/15||DE0001135283|+1029.558|+971.073|+1740.012|+1570.944|+1627.716|+1475.034|550000000.0|0.000|0.000|0.000 XS0230058835|REGFRNEUCRPRC|PEUGOT|01.688|20100928|20050928|20050928|20050928|20051228|BANQUE PSA FINANCE|Auto|EUR|94.187|97.146|0.000|0.000|+4.488|+2.263|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+448.800|+226.300|+15.000 XS0230191081|REGFRNEUCRPRC|DNBNOR|01.598|20100927|20050927|20050927|20050927|20051228|DNB NOR BANK ASA|SnBnk/Fin|EUR|98.005|98.352|0.000|0.000|+1.535|+1.282|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1950000000.0|+153.500|+128.200|+5.000 XS0230243221|REGEUCRPRC|BMW|02.750|20100923|20050923|20050923|20050923|20060923|BMW US CAPITAL LLC|Auto|EUR|98.838|99.507|3.616|3.111|+2.630|+2.203|OBL146 3.250 04/09/10||DE0001141463|+186.366|+138.023|+192.258|+141.822|+186.168|+137.249|1000000000.0|0.000|0.000|0.000 XS0230339417|REGEUCRPRC|HSBC|04.750|20200929|20050929|20050929|20050929|20060929|HSBC BANK PLC|Lower T2|GBP|83.660|87.486|7.955|7.127|+5.175|+4.362|UKT 4.750 09/07/15||GB0033280339|+416.289|+350.328|+445.230|+365.448|+462.053|+379.148|500000000.0|0.000|0.000|0.000 XS0230363805|REGEUCRPRC|DT|04.875|20140923|20050923|20050923|20050923|20060923|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|GBP|98.962|100.081|5.031|4.794|+2.621|+2.403|UKT 5.000 09/07/14||GB0031829509|+184.100|+161.334|+178.157|+154.815|+185.143|+161.222|250000000.0|0.000|0.000|0.000 XS0230370339|REGFRNEUCRPRC|HSBC|01.838|20200930|20050930|20050930|20050930|20051230|HSBC BANK PLC|Lower T2|EUR|74.750|79.863|0.000|0.000|+5.103|+4.003|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+510.300|+400.300|+30.000 XS0230461054|REGEUCRPRC|SLMA|03.125|20120917|20050926|20050926|20050926|20060917|SLM CORPN|SnBnk/Fin|EUR|54.297|58.571|24.548|21.648|+22.617|+19.737|DBR 5.000 07/04/12||DE0001135200|+1468.436|+1337.887|+2224.296|+1933.494|+2059.207|+1801.126|750000000.0|0.000|0.000|0.000 XS0230493842|REGEUCRPRC|SCOTW|05.125|99991231|20050923|20050923|20050923|20060924|SCOTTISH WIDOWS PLC|Upper T2/T1|GBP|31.928|36.831|28.399|25.143|+25.619|+22.378|UKT 4.750 09/07/15||GB0033280339|+1347.618|+1262.925|+2327.763|+2038.521|+2513.534|+2186.591|560000000.0|0.000|0.000|0.000 XS0230514860|REGFRNEUCRPRC|RENAUL|01.663|20101006|20051006|20051006|20051006|20060106|RCI BANQUE|Auto|EUR|87.000|90.000|0.000|0.000|+10.123|+7.688|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+1012.300|+768.800|+18.000 XS0230662628|REGFRNEUCRPRC|BBVASM|01.745|20201013|20051013|20051013|20051013|20060113|BBVA SUBORDINATED CAPITAL S.A. UNIPERSONAL|Lower T2|EUR|67.215|72.711|0.000|0.000|+6.843|+5.533|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|150000000.0|+684.300|+553.300|+30.000 XS0230663196|REGEUCRPRC|ULVR|03.375|20150929|20050929|20050929|20050929|20060929|UNILEVER N.V.|Cons|EUR|96.386|99.005|4.024|3.549|+1.310|+0.851|DBR 3.250 07/04/15||DE0001135283|+95.722|+51.720|+101.127|+53.617|+98.419|+52.377|750000000.0|0.000|0.000|0.000 XS0230688854|REGEUCRPRC|ANZ|04.500|20101215|20051005|20051005|20051005|20051215|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|SnBnk/Fin|GBP|101.861|101.763|3.259|3.321|+2.542|+2.661|UKT 4.750 06/07/10||GB00B0330274|+121.025|+127.414|+116.919|+123.128|+118.011|+124.321|250000000.0|0.000|0.000|0.000 XS0230780073|REGFRNEUCRPRC|SANTAN|01.594|20101011|20051011|20051011|20051011|20060111|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|GBP|98.079|98.709|0.000|0.000|+1.449|+0.996|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+144.900|+99.600|+5.000 XS0230888439|REGFRNEUCRPRC|BNP|01.792|20151005|20051005|20051005|20051005|20060105|BNP PARIBAS|Lower T2|GBP|80.881|84.542|0.000|0.000|+15.662|+12.391|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+1566.200|+1239.100|+17.500 XS0230962853|REGEUCRPRC|BERTEL|03.625|20151006|20051006|20051006|20051006|20061006|BERTELSMANN AG|Ind|EUR|80.759|82.702|7.503|7.062|+4.789|+4.364|DBR 3.250 07/04/15||DE0001135283|+381.066|+348.548|+448.492|+404.328|+432.308|+390.210|500000000.0|0.000|0.000|0.000 XS0230997644|REGEUCRPRC|BPLN|04.250|20090929|20050929|20050929|20050929|20060929|BP CAPITAL MARKETS P.L.C.|Util|USD|100.977|101.477|1.755|0.560|+0.813|-0.362|WIT 7/8 04/30/11 2yr|912828KL3||+24.766|-97.379|+25.995|-91.098|+23.906|-93.636|400000000.0|0.000|0.000|0.000 XS0231001859|REGEUCRPRC|GS|03.125|20121004|20051004|20051004|20051004|20061004|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|92.357|94.830|5.640|4.796|+3.709|+2.885|DBR 5.000 07/04/12||DE0001135200|+307.740|+233.306|+332.490|+247.832|+321.159|+239.817|500000000.0|0.000|0.000|0.000 XS0231003046|REGFRNEUCRPRC|GS|01.783|20121004|20051004|20051004|20051004|20060104|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|86.809|88.555|0.000|0.000|+4.550|+3.951|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+455.000|+395.100|+30.000 XS0231029868|REGFRNEUCRPRC|MER|01.738|20100929|20050929|20050929|20050929|20051229|MERRILL LYNCH S.A.|SnBnk/Fin|EUR|89.499|91.007|0.000|0.000|+8.225|+7.012|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+822.500|+701.200|+20.000 XS0231216549|REGEUCRPRC|BXTN|05.250|20151021|20051021|20051021|20051021|20060421|BRIXTON PLC|Ind|GBP|43.750|51.250|21.932|18.479|+19.152|+15.714|UKT 4.750 09/07/15||GB0033280339|+1149.554|+1021.304|+1857.232|+1511.925|+1863.185|+1516.793|150000000.0|0.000|0.000|0.000 XS0231230292|REGFRNEUCRPRC|BPIM|01.713|20120928|20050930|20050930|20050930|20051228|BANCO POPOLARE DI VERONA E NOVARA S.C.R.L. (NOW BANCO POPOLARE |SnBnk/Fin|EUR|90.932|93.657|0.000|0.000|+3.041|+2.153|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+304.100|+215.300|+17.500 XS0231275552|REGFRNEUCRPRC|CEMAH|01.738|20100930|20050930|20050930|20050930|20051230|CAIXA ECONOMICA MONTEPIO GERAL, ACTING THROUGH ITS CAYMAN ISLAN|SnBnk/Fin|EUR|92.664|94.917|0.000|0.000|+5.697|+3.969|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|625000000.0|+569.700|+396.900|+20.000 XS0231329664|REGFRNEUCRPRC|BBVASM|01.660|20171020|20051020|20051020|20051020|20060120|BBVA SUBORDINATED CAPITAL S.A. UNIPERSONAL|Lower T2|EUR|75.088|80.188|0.000|0.000|+8.782|+6.807|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|250000000.0|+878.200|+680.700|+25.000 XS0231436238|REGEUCRPRC|UCGIM|04.028|99991231|20051027|20051027|20051027|20061027|UNICREDITO ITALIANO CAPITAL TRUST III|Upper T2/T1|EUR|39.625|43.375|22.625|20.593|+19.911|+17.895|DBR 3.250 07/04/15||DE0001135283|+1100.387|+1038.311|+1959.889|+1756.938|+1825.319|+1643.538|750000000.0|0.000|0.000|0.000 XS0231436667|REGEUCRPRC|UCGIM|05.396|99991231|20051027|20051027|20051027|20061027|UNICREDITO ITALIANO CAPITAL TRUST IV|Upper T2/T1|GBP|35.667|41.750|26.111|22.618|+23.330|+19.854|UKT 4.750 09/07/15||GB0033280339|+1294.606|+1191.653|+2122.822|+1810.920|+2282.542|+1933.209|300000000.0|0.000|0.000|0.000 XS0231467548|REGEUCRPRC|SLMA|04.875|20121217|20051007|20051007|20051007|20061217|SLM CORPN|SnBnk/Fin|GBP|57.610|59.641|22.224|21.076|+20.231|+19.116|UKT 5.000 03/07/12||GB0030468747|+1433.337|+1374.486|+1833.029|+1728.997|+1943.820|+1829.075|275000000.0|0.000|0.000|0.000 XS0231518043|REGFRNEUCRPRC|BBVASM|01.704|20151021|20051021|20051021|20051021|20060123|BBVA SUBORDINATED CAPITAL B.V.|Lower T2|GBP|82.804|85.227|0.000|0.000|+13.517|+11.455|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+1351.700|+1145.500|+20.000 XS0231555672|REGFRNEUCRPRC|JPM|01.845|20151012|20051012|20051012|20051012|20060112|JPMORGAN CHASE & CO|SnBnk/Fin|EUR|65.508|68.962|0.000|0.000|+7.403|+6.540|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+740.300|+654.000|+40.000 XS0231587956|REGFRNEUCRPRC|VANLBK|02.343|20160217|20051017|20051017|20051017|20060217|F. VAN LANSCHOT BANKIERS N.V.|Lower T2|EUR|70.000|37.100|0.000|0.000|+20.991|+60.482|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|200000000.0|+2099.100|+6048.200|+40.000 XS0231631010|REGFRNEUCRPRC|CAPIM|01.570|20101011|20051011|20051011|20051011|20060111|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|97.341|98.165|0.000|0.000|+2.031|+1.442|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+203.100|+144.200|+12.500 XS0231643296|REGFRNEUCRPRC|PORTMN|01.207|20101018|20051018|20051018|20051018|20060118|PORTMAN BUILDING SOCIETY|SnBnk/Fin|USD|91.016|94.833|0.000|0.000|+6.608|+3.764|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+660.800|+376.400|+10.000 XS0231958520|REGEUCRPRC|BCPN|04.239|99991231|20051013|20051013|20051013|20061013|BCP FINANCE CO|Upper T2/T1|EUR|56.800|61.250|15.200|13.642|+12.486|+10.944|DBR 3.250 07/04/15||DE0001135283|+840.131|+765.252|+1217.986|+1061.428|+1153.611|+1008.990|500000000.0|0.000|0.000|0.000 XS0232037233|REGEUCRPRC|ITVLN|05.375|20151019|20051019|20051019|20051019|20061019|ITV PLC|Tel/Med|GBP|58.515|62.696|15.560|14.177|+12.780|+11.412|UKT 4.750 09/07/15||GB0033280339|+905.522|+834.172|+1163.770|+1035.077|+1224.600|+1086.242|325000000.0|0.000|0.000|0.000 XS0232087840|REGFRNEUCRPRC|FINDAN|01.608|20101018|20051018|20051018|20051018|20060118|FINANCE FOR DANISH INDUSTRY A/S (FIH ERHVERVSBANK A/S)|SnBnk/Fin|GBP|88.130|90.730|0.000|0.000|+9.017|+6.952|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|150000000.0|+901.700|+695.200|+10.000 XS0232117266|REGFRNEUCRPRC|SANTAN|01.455|20091021|20051021|20051021|20051021|20060123|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|98.933|99.981|0.000|0.000|+2.401|+0.139|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+240.100|+13.900|+5.000 XS0232436955|REGEUCRPRC|NESTLE|04.375|20091027|20051027|20051027|20051027|20061027|NESTLE HOLDINGS INC|Cons|USD|101.346|101.923|1.513|0.358|+0.571|-0.564|WIT 7/8 04/30/11 2yr|912828KL3||-9.111|-127.747|-6.810|-120.385|-8.783|-122.630|300000000.0|0.000|0.000|0.000 XS0232463843|REGFRNEUCRPRC|INTNED|01.510|20101020|20051020|20051020|20051020|20060120|ING VERZEKERINGEN N.V.|SnBnk/Fin|EUR|95.792|96.503|0.000|0.000|+3.069|+2.560|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|225000000.0|+306.900|+256.000|+10.000 XS0232601665|REGEUCRPRC|ACAFP|04.500|20101230|20051013|20051013|20051013|20051230|CREDIT AGRICOLE S.A., ACTING THROUGH ITS LONDON BRANCH|SnBnk/Fin|GBP|102.286|102.440|3.030|2.937|+2.313|+2.277|UKT 4.750 06/07/10||GB00B0330274|+96.946|+87.381|+93.669|+84.417|+94.317|+84.927|150000000.0|0.000|0.000|0.000 XS0232843671|REGFRNEUCRPRC|SVSKHB|01.610|20171019|20051019|20051019|20051019|20060119|SVENSKA HANDELSBANKEN AB (PUBL)|Lower T2|EUR|73.125|76.000|0.000|0.000|+9.530|+8.366|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+953.000|+836.600|+20.000 XS0232848399|REGEUCRPRC|EUROB|04.565|99991231|20051102|20051102|20051102|20061102|EFG HELLAS PLC|Upper T2/T1|EUR|40.000|45.000|23.358|20.655|+20.644|+17.957|DBR 3.250 07/04/15||DE0001135283|+1143.019|+1060.162|+2031.105|+1760.897|+1889.766|+1648.064|400000000.0|0.000|0.000|0.000 XS0232955715|REGFRNEUCRPRC|BFCM|01.300|20101104|20051104|20051104|20051104|20060206|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|USD|95.624|96.285|0.000|0.000|+3.051|+2.592|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+305.100|+259.200|+7.500 XS0232982446|REGEUCRPRC|TOYOTA|04.250|20091027|20051027|20051027|20051027|20060427|TOYOTA MOTOR CREDIT CORPN|Auto|USD|100.382|100.640|3.439|2.897|+2.477|+1.943|WIT 7/8 04/30/11 2yr|912828KL3||+180.293|+127.246|+182.470|+129.210|+178.856|+125.988|300000000.0|0.000|0.000|0.000 XS0233131118|REGEUCRPRC|BSY|05.750|20171020|20051020|20051020|20051020|20061020|BSKYB FINANCE UK PLC|Tel/Med|GBP|94.254|95.903|6.546|6.286|+3.584|+3.339|UKT 4.000 09/07/16||GB00B0V3WX43|+287.969|+265.646|+285.713|+260.598|+299.612|+273.589|400000000.0|0.000|0.000|0.000 XS0233178267|REGFRNEUCRPRC|NRBS|01.202|20101021|20051021|20051021|20051020|20060123|NORTHERN ROCK PLC|SnBnk/Fin|USD|89.667|91.372|0.000|0.000|+7.603|+6.301|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+760.300|+630.100|+10.000 XS0233436731|REGFRNEUCRPRC|ISPIM|01.581|20151027|20051027|20051027|20051027|20060127|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|90.482|91.584|0.000|0.000|+1.788|+1.592|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+178.800|+159.200|+17.500 XS0233760247|REGFRNEUCRPRC|C|02.242|20101101|20051101|20051101|20051101|20060201|CITIGROUP INC|SnBnk/Fin|GBP|86.284|87.611|0.000|0.000|+10.360|+9.296|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1036.000|+929.600|+8.000 XS0233886422|REGEUCRPRC|APD|03.750|20131108|20051109|20051109|20051109|20061108|AIR PRODUCTS & CHEMICALS INC|Ind|EUR|92.269|94.152|5.736|5.232|+3.488|+3.004|DBR 3.750 07/04/13||DE0001135234|+288.839|+245.162|+312.058|+261.440|+302.098|+253.493|300000000.0|0.000|0.000|0.000 XS0233988004|REGEUCRPRC|HSBC|03.750|20151104|20051104|20051104|20051104|20061104|HSBC FINANCE CORPORATION|SnBnk/Fin|EUR|77.334|81.651|8.409|7.400|+5.696|+4.702|DBR 3.250 07/04/15||DE0001135283|+445.357|+373.610|+537.917|+436.653|+517.530|+421.259|1100000000.0|0.000|0.000|0.000 XS0234159415|REGFRNEUCRPRC|SLMA|01.850|20101215|20051103|20051103|20051103|20051215|SLM CORPN|SnBnk/Fin|EUR|70.000|75.000|0.000|0.000|+23.007|+18.503|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2300.700|+1850.300|+20.000 XS0234263076|REGEUCRPRC|DAIGR|03.625|20101110|20051109|20051109|20051109|20061110|DAIMLERCHRYSLER CANADA FINANCE INC (NOW DAIMLER CANADA FINANCE |Auto|EUR|99.191|100.078|4.173|3.560|+2.968|+2.411|OBL147 2.500 10/08/10||DE0001141471|+238.890|+180.778|+244.712|+183.941|+237.412|+178.614|1000000000.0|0.000|0.000|0.000 XS0234434222|REGEUCRPRC|HENKEL|05.375|21041125|20051125|20051125|20051125|20061125|HENKEL KGAA (NOW HENKEL AG & CO KGAA)|Ind|EUR|66.248|67.796|13.410|12.934|+10.696|+10.236|DBR 3.250 07/04/15||DE0001135283|+782.448|+756.999|+1036.801|+989.175|+988.240|+943.991|1300000000.0|0.000|0.000|0.000 XS0234473121|REGFRNEUCRPRC|BPIM|02.164|20101109|20051109|20051109|20051109|20060209|BANCO POPOLARE DI VERONA E NOVARA S.C.R.L. (NOW BANCO POPOLARE |SnBnk/Fin|EUR|96.066|97.134|0.000|0.000|+2.794|+2.060|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+279.400|+206.000|+12.500 XS0234623626|REGEUCRPRC|OTE|03.750|20111111|20051111|20051111|20051111|20061111|OTE PLC|Tel/Med|EUR|98.694|99.371|4.299|4.010|+2.813|+2.551|DBR 5.000 07/04/11||DE0001135184|+220.766|+193.767|+227.273|+198.527|+220.630|+192.854|650000000.0|0.000|0.000|0.000 XS0234706918|REGEUCRPRC|BPLN|04.750|20101110|20051110|20051110|20051110|20061110|BP CAPITAL MARKETS P.L.C.|Util|USD|103.832|104.245|2.135|1.869|+1.193|+0.947|WIT 7/8 04/30/11 2yr|912828KL3||+45.689|+18.489|+44.917|+18.539|+43.731|+17.656|300000000.0|0.000|0.000|0.000 XS0234775483|REGFRNEUCRPRC|UBS|02.093|20151117|20051117|20051117|20051117|20060217|UBS AG (ACTING THROUGH ITS JERSEY BRANCH)|Lower T2|EUR|60.500|66.500|0.000|0.000|+34.294|+27.651|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1151151000.0|+3429.400|+2765.100|+15.000 XS0234935434|REGEUCRPRC|CIT|03.800|20121114|20051114|20051114|20051114|20061114|CIT GROUP INC|SnBnk/Fin|EUR|47.500|55.123|29.705|24.005|+27.775|+22.095|DBR 5.000 07/04/12||DE0001135200|+1668.486|+1446.660|+2735.881|+2165.586|+2506.068|+2007.700|450000000.0|0.000|0.000|0.000 XS0234963725|REGFRNEUCRPRC|MER|02.209|20111115|20051115|20051115|20051115|20060215|MERRILL LYNCH S.A.|SnBnk/Fin|EUR|80.491|83.245|0.000|0.000|+9.020|+7.648|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+902.000|+764.800|+25.000 XS0235117891|REGEUCRPRC|DSM|04.000|20151110|20051110|20051110|20051110|20061110|KONINKLIJKE DSM N.V.|Ind|EUR|94.268|96.143|5.049|4.696|+2.335|+1.998|DBR 3.250 07/04/15||DE0001135283|+188.750|+157.702|+201.497|+166.141|+196.272|+162.173|500000000.0|0.000|0.000|0.000 XS0235245205|REGEUCRPRC|RESOLU|06.586|99991231|20051117|20051117|20051117|20060425|RESOLUTION PLC|Upper T2/T1|GBP|13.833|18.625|54.152|44.376|+51.190|+41.430|UKT 4.000 09/07/16||GB00B0V3WX43|+1687.062|+1610.394|+4488.555|+3688.242|+5101.950|+4116.884|500000000.0|0.000|0.000|0.000 XS0235421889|REGFRNEUCRPRC|KEY|02.088|20101122|20051122|20051122|20051122|20060222|KEYCORP|SnBnk/Fin|EUR|70.000|80.000|0.000|0.000|+23.942|+14.899|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+2394.200|+1489.900|+20.000 XS0235423406|REGEUCRPRC|PORTMN|05.250|20201123|20051123|20051123|20051123|20060523|PORTMAN BUILDING SOCIETY|Lower T2|GBP|77.452|87.229|10.027|7.774|+7.247|+5.009|UKT 4.750 09/07/15||GB0033280339|+567.030|+402.387|+665.255|+440.534|+667.574|+442.438|150000000.0|0.000|0.000|0.000 XS0235535035|REGEUCRPRC|RANVX|05.000|99991231|20051116|20051116|20051116|20061116|SWISS LIFE INSURANCE AND PENSION CO|Upper T2/T1|EUR|26.125|29.188|35.039|32.015|+32.327|+29.318|DBR 3.250 07/04/15||DE0001135283|+1409.788|+1359.298|+3200.735|+2898.317|+2908.585|+2649.779|350000000.0|0.000|0.000|0.000 XS0235605853|REGEUCRPRC|LGFP|04.250|20160323|20051123|20051123|20051123|20060323|LAFARGE S.A.|Ind|EUR|78.303|80.306|8.546|8.090|+5.832|+5.392|DBR 3.250 07/04/15||DE0001135283|+454.041|+422.658|+544.944|+499.523|+524.694|+481.585|500000000.0|0.000|0.000|0.000 XS0235620142|REGEUCRPRC|MS|04.000|20151117|20051117|20051117|20051117|20061117|MORGAN STANLEY|SnBnk/Fin|EUR|76.497|78.522|8.884|8.394|+6.170|+5.696|DBR 3.250 07/04/15||DE0001135283|+481.191|+447.730|+584.856|+535.597|+562.366|+515.697|1248405000.0|0.000|0.000|0.000 XS0235653820|REGEUCRPRC|ANZ|04.750|20110330|20051118|20051118|20051118|20060330|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|SnBnk/Fin|GBP|102.477|103.551|3.351|2.784|+2.221|+1.701|UKT 4.250 03/07/11||GB00B0LNX641|+124.511|+66.550|+119.874|+63.866|+121.228|+64.366|150000000.0|0.000|0.000|0.000 XS0235991477|REGFRNEUCRPRC|BZLNZ|01.324|20101125|20051125|20051125|20051125|20060227|BNZ INTERNATIONAL FUNDING LTD, ACTING THROUGH ITS LONDON BRANCH|SnBnk/Fin|USD|95.585|96.328|0.000|0.000|+2.999|+2.501|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+299.900|+250.100|+7.500 XS0235997599|REGEUCRPRC|SVSKHB|05.000|99991231|20051130|20051130|20051130|20061130|SVENSKA HANDELSBANKEN AB (PUBL)|Upper T2/T1|GBP|62.333|72.333|38.466|27.361|+37.751|+26.702|UKT 4.750 06/07/10||GB00B0330274|+2732.716|+2083.827|+3327.940|+2364.535|+3639.047|+2528.529|500000000.0|0.000|0.000|0.000 XS0236024310|REGFRNEUCRPRC|CFC|02.288|20101123|20051123|20051123|20051123|20060223|COUNTRYWIDE FINANCIAL CORPN|SnBnk/Fin|EUR|89.816|91.236|0.000|0.000|+7.428|+6.399|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+742.800|+639.900|+40.000 XS0236075908|REGEUCRPRC|C|03.625|20171130|20051130|20051130|20051130|20061130|CITIGROUP INC|Lower T2|EUR|51.979|55.148|25.674|23.482|+23.743|+21.571|DBR 5.000 07/04/12||DE0001135200|+1503.104|+1411.770|+2331.025|+2111.391|+2153.470|+1959.713|800000000.0|0.000|0.000|0.000 XS0236112792|REGFRNEUCRPRC|DNBNOR|01.331|20101129|20051129|20051129|20051129|20060228|DNB NOR BANK ASA|SnBnk/Fin|USD|96.128|97.726|0.000|0.000|+2.622|+1.572|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+262.200|+157.200|+7.500 XS0236149877|REGEUCRPRC|SGROLN|05.625|20201207|20051207|20051207|20051207|20061207|SLOUGH ESTATES PLC (NOW SEGRO PLC)|Ind|GBP|60.150|61.963|11.865|11.470|+8.222|+7.838|UKT 4.750 03/07/20||GB00B058DQ55|+592.842|+573.730|+770.087|+732.705|+812.794|+772.877|250000000.0|0.000|0.000|0.000 XS0236183207|REGFRNEUCRPRC|AIG|02.334|20110815|20051123|20051123|20051123|20060215|INTERNATIONAL LEASE FINANCE CORPN|SnBnk/Fin|EUR|60.822|65.322|0.000|0.000|+27.535|+24.002|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+2753.500|+2400.200|+375.000 XS0236243548|REGEUCRPRC|INTNED|03.500|20121128|20051128|20051128|20051128|20061128|ING VERZEKERINGEN N.V.|SnBnk/Fin|EUR|94.895|97.250|5.094|4.343|+3.163|+2.432|DBR 5.000 07/04/12||DE0001135200|+257.533|+189.648|+273.225|+198.014|+264.440|+192.005|600000000.0|0.000|0.000|0.000 XS0236338504|REGEUCRPRC|MS|05.125|20151130|20051129|20051129|20051129|20061130|MORGAN STANLEY|SnBnk/Fin|GBP|80.635|83.864|8.964|8.240|+6.184|+5.475|UKT 4.750 09/07/15||GB0033280339|+495.689|+441.339|+539.849|+470.427|+561.567|+489.036|325000000.0|0.000|0.000|0.000 XS0236383047|REGEUCRPRC|WFC|04.750|20101130|20051130|20051130|20051130|20061130|WELLS FARGO & CO|SnBnk/Fin|GBP|100.429|101.117|4.396|3.949|+3.679|+3.289|UKT 4.750 06/07/10||GB00B0330274|+236.897|+192.256|+229.499|+185.677|+232.876|+188.146|750000000.0|0.000|0.000|0.000 XS0236480322|REGFRNEUCRPRC|MONTE|02.248|20171130|20051130|20051130|20051130|20060228|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|Lower T2|EUR|72.436|77.368|0.000|0.000|+9.764|+7.831|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+976.400|+783.100|+40.000 XS0236598164|REGEUCRPRC|VOD|03.625|20121129|20051129|20051129|20051129|20061129|VODAFONE GROUP PLC|Tel/Med|EUR|99.993|100.938|3.622|3.338|+1.691|+1.427|DBR 5.000 07/04/12||DE0001135200|+123.143|+95.630|+126.166|+97.348|+122.647|+94.722|1000000000.0|0.000|0.000|0.000 XS0236800412|REGEUCRPRC|FRTEL|05.250|20251205|20051205|20051205|20051205|20061205|FRANCE TELECOM|Tel/Med|GBP|90.824|93.009|6.052|5.835|+1.860|+1.658|UKT 5.000 03/07/25||GB0030880693|+194.243|+176.194|+197.442|+176.013|+210.050|+187.704|350000000.0|0.000|0.000|0.000 XS0236859905|REGFRNEUCRPRC|CAJAME|01.775|20091214|20051214|20051214|20051214|20060314|CAM GLOBAL FINANCE S.A. UNIPERSONAL|SnBnk/Fin|EUR|94.993|95.655|0.000|0.000|+8.660|+7.511|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+866.000|+751.100|+12.500 XS0236903141|REGFRNEUCRPRC|UCGIM|01.903|20101206|20051206|20051206|20051206|20060306|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|97.080|97.901|0.000|0.000|+2.041|+1.509|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+204.100|+150.900|+12.500 XS0236951207|REGEUCRPRC|ALTSM|04.000|20151211|20051212|20051212|20051212|20061211|ALTADIS EMISIONES FINANCIERAS S.A.U.|Cons|EUR|84.653|85.925|6.973|6.702|+4.259|+4.004|DBR 3.250 07/04/15||DE0001135283|+343.386|+322.444|+392.493|+365.132|+379.475|+353.330|500000000.0|0.000|0.000|0.000 XS0236968946|REGEUCRPRC|RLMI|06.125|99991231|20051214|20051214|20051214|20061215|RL FINANCE BONDS PLC|Upper T2/T1|GBP|60.918|60.611|15.533|15.635|+12.753|+12.870|UKT 4.750 09/07/15||GB0033280339|+922.648|+927.809|+1159.104|+1168.635|+1221.156|+1231.439|400000000.0|0.000|0.000|0.000 XS0237036370|REGEUCRPRC|ANZ|04.750|20160607|20051207|20051207|20051207|20060607|AUSTRALIA & NEW ZEALAND BANKING GROUP LTD|Lower T2|GBP|93.747|95.629|7.955|6.944|+6.825|+5.861|UKT 4.250 03/07/11||GB00B0LNX641|+557.972|+465.533|+561.239|+463.735|+574.663|+473.591|250000000.0|0.000|0.000|0.000 XS0237050520|REGEUCRPRC|AGIM|03.250|20101209|20051209|20051209|20051209|20061209|AEGON GLOBAL INSTITUTIONAL MARKETS PLC|SnBnk/Fin|EUR|83.814|88.647|15.397|11.390|+14.192|+10.241|OBL147 2.500 10/08/10||DE0001141471|+1163.802|+860.082|+1365.564|+964.837|+1291.753|+920.891|600000000.0|0.000|0.000|0.000 XS0237303598|REGFRNEUCRPRC|TITIM|02.308|20121206|20051206|20051206|20051206|20060306|TELECOM ITALIA SPA|Tel/Med|EUR|85.333|89.000|0.000|0.000|+10.727|+8.009|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+1072.700|+800.900|+53.000 XS0237323943|REGEUCRPRC|PG|04.125|20201207|20051207|20051207|20051207|20061207|PROCTER & GAMBLE CO|Cons|EUR|92.577|94.880|4.981|4.706|+2.155|+1.893|DBR 3.500 01/04/16||DE0001135291|+126.512|+102.960|+137.812|+110.251|+135.045|+108.329|600000000.0|0.000|0.000|0.000 XS0237435317|REGFRNEUCRPRC|TUIGR|03.276|20101210|20051209|20051209|20051209|20060310|TUI AG|Cons|EUR|76.167|78.167|0.000|0.000|+19.237|+17.522|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|550000000.0|+1923.700|+1752.200|+155.000 XS0237495212|REGFRNEUCRPRC|AUSTVB|01.788|20101213|20051213|20051213|20051213|20060313|INVESTKREDIT BANK AG|SnBnk/Fin|EUR|96.324|96.824|0.000|0.000|+2.505|+2.181|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+250.500|+218.100|+12.500 XS0237530497|REGEUCRPRC|RBS|04.243|99991231|20051212|20051212|20051212|20070112|RBS CAPITAL TRUST C|Upper T2/T1|EUR|37.400|40.600|23.818|21.965|+20.996|+19.156|DBR 3.500 01/04/16||DE0001135291|+1126.026|+1074.366|+2075.910|+1890.637|+1929.095|+1763.940|166379000.0|0.000|0.000|0.000 XS0237539282|REGFRNEUCRPRC|HYPINT|01.928|20101206|20051206|20051206|20051206|20060306|WUERTTEMBERGISCHE HYPOTHEKENBANK AG (NOW HYPO REAL ESTATE BANK |SnBnk/Fin|EUR|81.250|84.000|0.000|0.000|+13.490|+11.329|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+1349.000|+1132.900|+15.000 XS0237609168|REGFRNEUCRPRC|SANTAN|02.037|20151209|20051207|20051207|20051207|20060309|BANCO SANTANDER TOTTA, S.A., ACTING THROUGH ITS LONDON BRANCH|Lower T2|EUR|74.250|81.250|0.000|0.000|+19.453|+13.568|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+1945.300|+1356.800|+28.000 XS0237631501|REGFRNEUCRPRC|NBHSS|01.484|20160609|20051209|20051209|20051209|20060309|NORDEA BANK AB (PUBL)|Lower T2|USD|76.500|80.500|0.000|0.000|+13.231|+10.725|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|850000000.0|+1323.100|+1072.500|+20.000 XS0237647507|REGEUCRPRC|RY|04.625|20101207|20051207|20051207|20051207|20061207|ROYAL BANK OF CANADA|SnBnk/Fin|GBP|103.538|104.077|2.313|1.981|+1.596|+1.321|UKT 4.750 06/07/10||GB00B0330274|+24.927|-9.630|+24.154|-8.778|+24.032|-9.253|500000000.0|0.000|0.000|0.000 XS0237655435|REGEUCRPRC|SEB|05.000|99991231|20051209|20051209|20051209|20061209|SKANDINAVISKA ENSKILDABANKEN AB (PUBL)|Upper T2/T1|GBP|54.667|63.000|48.001|37.142|+47.286|+36.483|UKT 4.750 06/07/10||GB00B0330274|+3185.635|+2653.182|+4125.261|+3215.692|+4593.075|+3507.147|500000000.0|0.000|0.000|0.000 XS0237660435|REGFRNEUCRPRC|STANLN|01.584|20160609|20051209|20051209|20051209|20060309|STANDARD CHARTERED BANK|Lower T2|USD|67.000|71.500|0.000|0.000|+19.953|+16.701|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1995.300|+1670.100|+30.000 XS0237670319|REGFRNEUCRPRC|BPUIM|02.157|20151207|20051207|20051207|20051207|20060307|BANCHE POPOLARI UNITE S.C.P.A. (NOW UNIONE DI BANCHE ITALIANE S|Lower T2|EUR|82.000|87.000|0.000|0.000|+13.150|+9.318|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1315.000|+931.800|+40.000 XS0238065170|REGFRNEUCRPRC|KBC|01.850|20151214|20051214|20051214|20051214|20060314|KBC INTERNATIONALE FINANCIERINGSMAATSCHAPPIJ N.V. (KBC IFIMA N.|Lower T2|EUR|68.283|75.047|0.000|0.000|+24.682|+18.493|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+2468.200|+1849.300|+20.000 XS0238099070|REGEUCRPRC|TOTAL|04.625|20120307|20051216|20051216|20051216|20060307|TOTAL CAPITAL SA|Util|GBP|103.712|104.315|3.206|2.990|+1.213|+1.029|UKT 5.000 03/07/12||GB0030468747|+69.383|+47.359|+66.272|+45.036|+67.376|+45.829|450000000.0|0.000|0.000|0.000 XS0238184260|REGFRNEUCRPRC|TPEIR|01.902|20101220|20051220|20051220|20051220|20060320|PIRAEUS GROUP FINANCE PLC|SnBnk/Fin|EUR|92.154|94.886|0.000|0.000|+5.405|+3.587|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+540.500|+358.700|+30.000 XS0238196942|REGEUCRPRC|SVSKHB|04.194|99991231|20051216|20051216|20051216|20061216|SVENSKA HANDELSBANKEN AB (PUBL)|Upper T2/T1|EUR|55.333|60.333|15.414|13.663|+12.592|+10.854|DBR 3.500 01/04/16||DE0001135291|+838.600|+756.902|+1234.734|+1059.519|+1168.884|+1007.123|500000000.0|0.000|0.000|0.000 XS0238219405|REGFRNEUCRPRC|SANTAN|01.684|20101222|20051222|20051222|20051222|20060322|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|97.276|97.833|0.000|0.000|+1.835|+1.484|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+183.500|+148.400|+10.000 XS0238428402|REGEUCRPRC|INTNED|04.750|20100315|20051215|20051215|20051215|20060315|ING VERZEKERINGEN N.V.|SnBnk/Fin|GBP|98.940|99.880|5.918|4.805|+5.201|+4.145|UKT 4.750 06/07/10||GB00B0330274|+408.025|+297.461|+405.152|+293.844|+405.729|+293.603|225000000.0|0.000|0.000|0.000 XS0238543416|REGEUCRPRC|MTFG|03.500|20151216|20051216|20051216|20051216|20061216|BANK OF TOKYO-MITSUBISHI, LTD (NOW BANK OF TOKYO-MITSUBISHI UFJ|Lower T2|EUR|91.529|96.000|9.363|6.159|+8.161|+5.008|OBL147 2.500 10/08/10||DE0001141471|+696.666|+417.213|+761.457|+439.274|+730.027|+423.963|1000000000.0|0.000|0.000|0.000 XS0239172389|REGFRNEUCRPRC|GE|01.669|20101222|20051222|20051222|20051222|20060322|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|93.015|94.535|0.000|0.000|+4.585|+3.582|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+458.500|+358.200|+8.500 XS0240286749|REGFRNEUCRPRC|ALLNCE|01.182|20110119|20060119|20060119|20060119|20060419|ALLIANCE & LEICESTER PLC|SnBnk/Fin|USD|94.537|96.104|0.000|0.000|+3.380|+2.415|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+338.000|+241.500|+7.500 XS0240383603|REGEUCRPRC|RABOBK|03.375|20160118|20060118|20060118|20060118|20070118|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|94.986|96.074|4.247|4.053|+1.422|+1.241|DBR 3.500 01/04/16||DE0001135291|+110.715|+93.127|+118.252|+98.723|+114.918|+96.027|1750000000.0|0.000|0.000|0.000 XS0240390996|REGFRNEUCRPRC|GE|01.609|20100111|20060111|20060111|20060111|20060411|GE CAPITAL UK FUNDING|Ind|GBP|96.000|97.000|0.000|0.000|+6.142|+4.606|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|150000000.0|+614.200|+460.600|+6.500 XS0240538495|REGEUCRPRC|NYL|04.500|20130117|20060117|20060117|20060117|20070117|NEW YORK LIFE GLOBAL FUNDING|SnBnk/Fin|GBP|96.396|97.968|5.520|5.045|+3.110|+2.654|UKT 5.000 09/07/14||GB0031829509|+266.109|+221.251|+263.907|+217.413|+270.623|+222.923|350000000.0|0.000|0.000|0.000 XS0240544113|REGEUCRPRC|RY|03.250|20130118|20060118|20060118|20060118|20070118|ROYAL BANK OF CANADA|SnBnk/Fin|EUR|97.847|98.982|3.881|3.544|+1.757|+1.441|DBR 4.500 01/04/13||DE0001135218|+141.618|+109.957|+147.720|+113.892|+143.099|+110.359|750000000.0|0.000|0.000|0.000 XS0240868793|REGFRNEUCRPRC|INTNED|01.804|20160318|20060118|20060118|20060118|20060320|ING BANK N.V.|Lower T2|EUR|64.501|68.857|0.000|0.000|+24.485|+20.772|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+2448.500|+2077.200|+17.500 XS0240919372|REGEUCRPRC|FREGR|05.500|20160131|20060120|20060120|20060120|20060731|FRESENIUS FINANCE BV|Ind|EUR|93.250|94.750|6.876|6.577|+4.057|+3.771|DBR 3.500 01/04/16||DE0001135291|+349.668|+325.599|+392.715|+361.740|+370.163|+341.502|500000000.0|0.000|0.000|0.000 XS0240926310|REGEUCRPRC|BMW|05.000|20110202|20060202|20060202|20060202|20070202|BMW FINANCE N.V.|Auto|USD|100.893|102.163|4.396|3.653|+3.454|+2.731|WIT 7/8 04/30/11 2yr|912828KL3||+280.310|+207.141|+276.334|+203.135|+272.706|+200.084|650000000.0|0.000|0.000|0.000 XS0240949791|REGFRNEUCRPRC|BACR|01.410|20160420|20060120|20060120|20060120|20060420|BARCLAYS BANK PLC|Lower T2|EUR|66.000|70.000|0.000|0.000|+22.061|+18.885|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+2206.100|+1888.500|+17.500 XS0240963198|REGEUCRPRC|MGFUND|04.625|20130118|20060118|20060118|20060118|20070118|MONUMENTAL GLOBAL FUNDING LTD|SnBnk/Fin|GBP|91.807|93.554|7.086|6.527|+4.676|+4.136|UKT 5.000 09/07/14||GB0031829509|+408.162|+358.581|+415.341|+361.240|+426.860|+370.952|200000000.0|0.000|0.000|0.000 XS0241002863|REGFRNEUCRPRC|CCCI|01.506|20110126|20060126|20060126|20060126|20060426|CAISSE CENTRALE DU CREDIT IMMOBILIER DE FRANCE - 3CIF|SnBnk/Fin|EUR|95.330|96.322|0.000|0.000|+2.888|+2.285|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+288.800|+228.500|+10.000 XS0241042141|REGEUCRPRC|GE|04.625|20160118|20060118|20060118|20060118|20070118|GE CAPITAL UK FUNDING|Ind|GBP|81.571|85.180|8.146|7.375|+5.184|+4.428|UKT 4.000 09/07/16||GB00B0V3WX43|+423.147|+363.405|+459.496|+385.280|+477.016|+399.798|350000000.0|0.000|0.000|0.000 XS0241194165|REGEUCRPRC|HMSOLN|05.250|20161215|20060201|20060201|20060201|20061215|HAMMERSON PLC|Ind|GBP|71.083|74.057|10.759|10.069|+7.797|+7.122|UKT 4.000 09/07/16||GB00B0V3WX43|+598.148|+553.500|+698.707|+632.449|+729.920|+660.088|300000000.0|0.000|0.000|0.000 XS0241198315|REGEUCRPRC|UCGIM|05.000|20160201|20060201|20060201|20060201|20070201|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|GBP|63.130|67.550|13.265|11.994|+10.303|+9.048|UKT 4.000 09/07/16||GB00B0V3WX43|+761.338|+689.523|+944.717|+826.175|+989.534|+863.313|450000000.0|0.000|0.000|0.000 XS0241241180|REGEUCRPRC|CS|03.625|20180123|20060123|20060123|20060123|20070123|CREDIT SUISSE GROUP FINANCE (GUERNSEY) LTD|Lower T2|EUR|77.896|80.210|11.199|10.280|+9.075|+8.177|DBR 4.500 01/04/13||DE0001135218|+729.540|+665.549|+878.982|+787.069|+838.282|+752.239|1000000000.0|0.000|0.000|0.000 XS0241265445|REGEUCRPRC|EJRAIL|04.500|20360125|20060125|20060125|20060125|20070125|EAST JAPAN RAILWAY CO|Util|GBP|84.218|86.007|5.580|5.437|+1.207|+1.077|UKT 4.250 03/07/36||GB0032452392|+154.245|+143.383|+164.393|+150.428|+172.747|+158.281|250000000.0|0.000|0.000|0.000 XS0241271336|REGEUCRPRC|BNS|04.625|20110125|20060125|20060125|20060125|20070125|BANK OF NOVA SCOTIA|SnBnk/Fin|GBP|101.949|102.337|3.404|3.178|+2.274|+2.095|UKT 4.250 03/07/11||GB00B0LNX641|+133.192|+110.336|+128.716|+106.526|+129.898|+107.345|250000000.0|0.000|0.000|0.000 XS0241278422|REGFRNEUCRPRC|SANTAN|01.575|20110127|20060127|20060127|20060127|20060427|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|GBP|97.551|98.215|0.000|0.000|+1.564|+1.165|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+156.400|+116.500|+10.000 XS0241369577|REGEUCRPRC|UCGIM|03.950|20160201|20060201|20060201|20060201|20070201|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|75.202|80.122|9.008|7.852|+6.182|+5.039|DBR 3.500 01/04/16||DE0001135291|+483.049|+404.044|+593.647|+477.948|+570.525|+460.771|900000000.0|0.000|0.000|0.000 XS0241547693|REGEUCRPRC|OLDMUT|05.000|20160121|20060120|20060120|20060120|20060721|OLD MUTUAL PLC|Lower T2|GBP|71.720|42.942|26.583|64.752|+25.452|+63.668|UKT 4.250 03/07/11||GB00B0LNX641|+1973.855|+3688.536|+2449.965|+6266.847|+2444.895|+6256.246|300000000.0|0.000|0.000|0.000 XS0241625838|REGFRNEUCRPRC|BCPN|02.186|20110203|20060203|20060203|20060203|20060503|BCP FINANCE BANK LTD|SnBnk/Fin|EUR|94.793|95.719|0.000|0.000|+3.276|+2.715|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+327.600|+271.500|+10.000 XS0241734457|REGEUCRPRC|TOYOTA|04.230|20100129|20060130|20060130|20060130|20060729|TOYOTA MOTOR CREDIT CORPN|Auto|USD|100.524|100.916|3.496|2.957|+2.534|+2.003|WIT 7/8 04/30/11 2yr|912828KL3||+170.205|+117.525|+171.998|+118.696|+168.545|+116.077|580000000.0|0.000|0.000|0.000 XS0241941243|REGEUCRPRC|MET|04.625|20110127|20060127|20060127|20060127|20070127|METROPOLITAN LIFE GLOBAL FUNDING I|SnBnk/Fin|GBP|95.045|96.260|7.626|6.856|+6.496|+5.773|UKT 4.250 03/07/11||GB00B0LNX641|+541.151|+469.550|+539.784|+465.494|+552.150|+475.214|250000000.0|0.000|0.000|0.000 XS0241945236|REGEUCRPRC|TELEFO|03.750|20110202|20060202|20060202|20060202|20070202|TELEFONICA EMISIONES S.A.U.|Tel/Med|EUR|101.317|101.864|2.960|2.639|+1.755|+1.490|OBL147 2.500 10/08/10||DE0001141471|+116.142|+84.689|+118.049|+86.018|+113.977|+82.823|2250000000.0|0.000|0.000|0.000 XS0241945582|REGEUCRPRC|TELEFO|05.375|20260202|20060202|20060202|20060202|20070202|TELEFONICA EMISIONES S.A.U.|Tel/Med|GBP|87.084|87.742|6.568|6.498|+2.376|+2.321|UKT 5.000 03/07/25||GB0030880693|+236.352|+230.615|+247.459|+240.188|+262.495|+254.885|500000000.0|0.000|0.000|0.000 XS0241946044|REGEUCRPRC|TELEFO|05.375|20180202|20060202|20060202|20060202|20070202|TELEFONICA EMISIONES S.A.U.|Tel/Med|GBP|97.352|98.210|5.684|5.558|+2.429|+2.314|UKT 5.000 03/07/18||GB00B1VWPC84|+205.484|+194.193|+199.674|+187.512|+210.146|+197.599|750000000.0|0.000|0.000|0.000 XS0241946630|REGEUCRPRC|TELEFO|04.375|20160202|20060202|20060202|20060202|20070202|TELEFONICA EMISIONES S.A.U.|Tel/Med|EUR|96.232|97.796|5.044|4.761|+2.218|+1.948|DBR 3.500 01/04/16||DE0001135291|+187.198|+162.083|+197.005|+168.656|+192.414|+165.073|1750000000.0|0.000|0.000|0.000 XS0241963643|REGFRNEUCRPRC|STGEOR|02.266|20110131|20060131|20060131|20060131|20060428|ST.GEORGE BANK LTD|SnBnk/Fin|GBP|97.342|98.172|0.000|0.000|||LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|375000000.0|||+10.000 XS0241964534|REGEUCRPRC|BSC|04.625|20110126|20060126|20060126|20060126|20070126|BEAR STEARNS COMPANIES LLC|SnBnk/Fin|GBP|98.652|99.972|5.376|4.577|+4.246|+3.494|UKT 4.250 03/07/11||GB00B0LNX641|+328.610|+250.433|+321.976|+243.893|+327.365|+247.357|225000000.0|0.000|0.000|0.000 XS0242011988|REGFRNEUCRPRC|CCDJ|01.481|20110125|20060125|20060125|20060125|20060425|CAISSE CENTRALE DESJARDINS DU QUEBEC|SnBnk/Fin|EUR|94.096|94.859|0.000|0.000|+3.629|+3.156|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+362.900|+315.600|+7.500 XS0242047073|REGEUCRPRC|GLENCR|08.000|99991231|20060206|20060206|20060206|20060506|GLENCORE FINANCE (EUROPE) S.A.|Ind|USD|00.000|53.649|0.000|51.772||+50.850|WIT 7/8 04/30/11 2yr|912828KL3|||+3263.093||+5352.597||+4624.768|700000000.0|0.000|0.000|0.000 XS0242314291|REGFRNEUCRPRC|BESNN|02.159|20110208|20060208|20060208|20060208|20060508|BES FINANCE LTD|SnBnk/Fin|EUR|95.060|95.892|0.000|0.000|+3.012|+2.514|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+301.200|+251.400|+12.000 XS0242395357|REGFRNEUCRPRC|RZB|02.201|20110202|20060202|20060202|20060202|20060502|RAIFFEISEN ZENTRALBANK OESTERREICH AG|SnBnk/Fin|EUR|94.786|96.064|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|983160000.0|||+10.000 XS0242791035|REGFRNEUCRPRC|BAC|02.252|20110202|20060202|20060202|20060202|20060502|BANK OF AMERICA CORPN|SnBnk/Fin|GBP|90.132|91.493|0.000|0.000|+6.286|+5.401|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+628.600|+540.100|+9.000 XS0242820586|REGEUCRPRC|BACRED|03.750|20160202|20060202|20060202|20060202|20070202|MEDIOBANCA - BANCA DI CREDITO FINANZIARIO S.P.A.|SnBnk/Fin|EUR|92.323|95.850|5.121|4.473|+2.295|+1.660|DBR 3.500 01/04/16||DE0001135291|+188.729|+132.326|+204.700|+140.056|+198.898|+136.531|750000000.0|0.000|0.000|0.000 XS0242832599|REGFRNEUCRPRC|ISPIM|02.289|20160208|20060208|20060208|20060208|20060508|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|Lower T2|EUR|81.275|83.275|0.000|0.000|+12.227|+10.803|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+1222.700|+1080.300|+25.000 XS0242977485|REGEUCRPRC|ALLNCE|04.750|20110301|20060201|20060201|20060201|20060301|ALLIANCE & LEICESTER PLC|SnBnk/Fin|GBP|100.347|101.661|4.488|3.747|+3.358|+2.664|UKT 4.250 03/07/11||GB00B0LNX641|+239.498|+165.706|+232.767|+160.147|+236.114|+162.012|200000000.0|0.000|0.000|0.000 XS0242988177|REGFRNEUCRPRC|GS|02.377|20130204|20060203|20060203|20060203|20060504|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|84.806|86.264|0.000|0.000|+4.866|+4.395|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2500000000.0|+486.600|+439.500|+30.000 XS0243050589|REGEUCRPRC|DNBNOR|04.875|99991231|20060208|20060208|20060208|20070208|DNB NOR BANK ASA|Upper T2/T1|GBP|56.000|66.500|42.021|30.331|+40.889|+29.247|UKT 4.250 03/07/11||GB00B0LNX641|+2822.679|+2214.206|+3625.071|+2623.086|+3991.258|+2822.194|250000000.0|0.000|0.000|0.000 XS0243150967|REGEUCRPRC|FO|04.000|20130130|20060201|20060201|20060201|20070130|FORTUNE BRANDS INC|Cons|EUR|79.753|82.170|10.859|9.926|+8.734|+7.822|DBR 4.500 01/04/13||DE0001135218|+711.664|+645.122|+844.541|+751.147|+806.332|+718.749|500000000.0|0.000|0.000|0.000 XS0243349882|REGEUCRPRC|TOYOTA|04.625|20110201|20060207|20060207|20060207|20070201|TOYOTA MOTOR CREDIT CORPN|Auto|GBP|101.608|102.444|3.615|3.131|+2.483|+2.047|UKT 4.250 03/07/11||GB00B0LNX641|+154.253|+105.144|+149.250|+101.502|+150.798|+102.247|405000000.0|0.000|0.000|0.000 XS0243366209|REGFRNEUCRPRC|WFC|02.176|20110207|20060207|20060207|20060207|20060508|WELLS FARGO & CO|SnBnk/Fin|GBP|91.810|93.411|0.000|0.000|+5.037|+4.029|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+503.700|+402.900|+7.500 XS0243399556|REGFRNEUCRPRC|ISPIM|02.150|20180220|20060220|20060220|20060220|20060522|SANPAOLO IMI S.P.A.|Lower T2|EUR|70.000|76.000|0.000|0.000|+9.985|+7.715|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+998.500|+771.500|+25.000 XS0243462776|REGEUCRPRC|SANTAN|03.375|20100217|20060217|20060217|20060217|20070217|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|100.218|100.834|3.070|2.283|+2.082|+1.372|OBL146 3.250 04/09/10||DE0001141463|+135.446|+57.797|+134.991|+57.450|+133.711|+56.776|800000000.0|0.000|0.000|0.000 XS0243636866|REGFRNEUCRPRC|C|02.239|20160209|20060209|20060209|20060209|20060509|CITIGROUP INC|SnBnk/Fin|EUR|63.623|65.767|0.000|0.000|+7.293|+6.764|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1800000000.0|+729.300|+676.400|+20.000 XS0243663910|REGFRNEUCRPRC|MILANO|02.134|20110216|20060216|20060216|20060216|20060516|BANCA POPOLARE DI MILANO S.C.A R.L.|SnBnk/Fin|EUR|98.137|98.932|0.000|0.000|+1.252|+0.798|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+125.200|+79.800|+17.500 XS0243822060|REGEUCRPRC|CFC|05.125|20110217|20060217|20060217|20060217|20070217|COUNTRYWIDE FINANCIAL CORPN|SnBnk/Fin|GBP|94.835|96.079|8.163|7.393|+7.033|+6.310|UKT 4.250 03/07/11||GB00B0LNX641|+590.973|+521.688|+588.831|+516.413|+603.229|+528.047|300000000.0|0.000|0.000|0.000 XS0243960290|REGEUCRPRC|HERIM|04.125|20160216|20060216|20060216|20060216|20070216|HERA SPA|Util|EUR|87.796|90.971|6.394|5.767|+3.568|+2.954|DBR 3.500 01/04/16||DE0001135291|+296.473|+245.817|+331.426|+268.703|+321.212|+261.051|500000000.0|0.000|0.000|0.000 XS0244082219|REGEUCRPRC|GE|03.500|20130214|20060214|20060214|20060214|20070214|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|92.140|94.060|5.873|5.269|+3.749|+3.166|DBR 4.500 01/04/13||DE0001135218|+318.328|+265.938|+344.750|+284.220|+332.836|+274.775|1000000000.0|0.000|0.000|0.000 XS0244126107|REGEUCRPRC|FIAT|06.625|20130215|20060210|20060210|20060210|20060815|FIAT FINANCE & TRADE LTD SA|Auto|EUR|84.165|86.103|12.304|11.548|+10.179|+9.444|DBR 4.500 01/04/13||DE0001135218|+844.765|+791.018|+1025.841|+944.693|+940.230|+868.883|1000000000.0|0.000|0.000|0.000 XS0244141247|REGFRNEUCRPRC|CAPIM|02.013|20110221|20060221|20060221|20060221|20060522|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|94.858|96.887|0.000|0.000|+3.097|+1.912|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+309.700|+191.200|+12.500 XS0244150743|REGFRNEUCRPRC|BBVASM|01.975|20110224|20060224|20060224|20060224|20060524|BBVA SENIOR FINANCE S.A. UNIPERSONAL|SnBnk/Fin|EUR|97.481|98.032|0.000|0.000|+1.544|+1.230|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+154.400|+123.000|+10.000 XS0244171236|REGEUCRPRC|SSELN|04.625|20370220|20060220|20060220|20060220|20070220|SOUTHERN ELECTRIC POWER DISTRIBUTION PLC|Util|GBP|74.890|76.822|6.516|6.334|+2.143|+1.974|UKT 4.250 03/07/36||GB0032452392|+220.804|+209.549|+256.607|+239.170|+268.298|+250.124|325000000.0|0.000|0.000|0.000 XS0244223219|REGEUCRPRC|RABOBK|05.000|20110215|20060215|20060215|20060215|20070215|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|USD|104.663|105.141|2.279|2.016|+1.337|+1.094|WIT 7/8 04/30/11 2yr|912828KL3||+71.255|+43.542|+69.388|+42.553|+67.900|+41.387|1250000000.0|0.000|0.000|0.000 XS0244275441|REGFRNEUCRPRC|BBVASM|02.119|20100224|20060224|20060224|20060224|20060524|BBVA SENIOR FINANCE S.A. UNIPERSONAL|SnBnk/Fin|GBP|99.302|99.510|0.000|0.000|+1.011|+0.750|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+101.100|+75.000|+5.000 XS0244324249|REGEUCRPRC|CLYDES|04.875|20160217|20060216|20060216|20060216|20070217|CLYDESDALE BANK PLC|Lower T2|GBP|93.119|94.351|8.996|8.217|+7.866|+7.134|UKT 4.250 03/07/11||GB00B0LNX641|+665.933|+595.502|+670.329|+595.585|+688.125|+610.227|250000000.0|0.000|0.000|0.000 XS0244385976|REGFRNEUCRPRC|MER|01.438|20110215|20060215|20060215|20060215|20060515|MERRILL LYNCH & CO INC|SnBnk/Fin|USD|86.000|88.000|0.000|0.000|+8.742|+7.430|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|335450000.0|+874.200|+743.000|+20.000 XS0244406137|REGFRNEUCRPRC|DB|02.009|20110216|20060216|20060216|20060216|20060516|DEUTSCHE BANK AG|SnBnk/Fin|EUR|96.616|97.143|0.000|0.000|+2.004|+1.698|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+200.400|+169.800|+5.000 XS0244500236|REGFRNEUCRPRC|DT|02.143|20090817|20060217|20060217|20060217|20060517|DEUTSCHE TELEKOM INTERNATIONAL FINANCE B.V.|Tel/Med|EUR|99.689|100.000|0.000|0.000|+1.405|+0.321|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+140.500|+32.100|+20.000 XS0244642616|REGEUCRPRC|SHNBK|03.750|20160223|20060223|20060223|20060223|20070223|SHINSEI BANK LTD|Lower T2|EUR|43.533|56.035|65.533|43.628|+64.328|+42.479|OBL147 2.500 10/08/10||DE0001141471|+3336.043|+2639.682|+6373.874|+4183.564|+5466.172|+3732.660|1000000000.0|0.000|0.000|0.000 XS0244754254|REGEUCRPRC|AAB|05.000|99991231|20060217|20060217|20060217|20070217|ABN AMRO BANK N.V.|Upper T2/T1|GBP|41.000|45.000|21.734|19.827|+18.772|+16.881|UKT 4.000 09/07/16||GB00B0V3WX43|+1120.776|+1055.267|+1726.752|+1553.221|+1840.148|+1648.698|750000000.0|0.000|0.000|0.000 XS0245125256|REGEUCRPRC|ISPIM|03.500|20110224|20060224|20060224|20060224|20070224|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|100.584|101.162|3.158|2.827|+1.839|+1.545|DBR 5.250 01/04/11||DE0001135168|+133.579|+101.263|+136.390|+103.184|+131.856|+99.590|600000000.0|0.000|0.000|0.000 XS0245129597|REGEUCRPRC|SCANIA|03.625|20110222|20060222|20060222|20060222|20070222|SCANIA CV AB (PUBL)|Auto|EUR|96.436|97.559|5.753|5.067|+4.435|+3.786|DBR 5.250 01/04/11||DE0001135168|+377.195|+314.658|+395.976|+327.545|+382.297|+316.581|600000000.0|0.000|0.000|0.000 XS0245306716|REGFRNEUCRPRC|LAVORO|01.928|20130306|20060306|20060306|20060306|20060606|BANCA NAZIONALE DEL LAVORO SPA|SnBnk/Fin|EUR|95.861|97.761|0.000|0.000|+1.293|+0.771|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+129.300|+77.100|+15.000 XS0245339485|REGFRNEUCRPRC|SANTAN|02.025|20160303|20060303|20060303|20060303|20060605|SANTANDER ISSUANCES S.A. UNIPERSONAL|Lower T2|EUR|74.500|76.750|0.000|0.000|+16.739|+15.040|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+1673.900|+1504.000|+20.000 XS0245507453|REGEUCRPRC|HBOS|04.625|20110228|20060228|20060228|20060228|20070228|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|GBP|98.422|99.808|5.475|4.674|+4.345|+3.591|UKT 4.250 03/07/11||GB00B0LNX641|+335.606|+257.598|+329.405|+251.191|+335.073|+254.902|300000000.0|0.000|0.000|0.000 XS0245835540|REGEUCRPRC|MS|03.750|20130301|20060301|20060301|20060301|20070301|MORGAN STANLEY|SnBnk/Fin|EUR|85.594|87.491|8.294|7.640|+6.169|+5.536|DBR 4.500 01/04/13||DE0001135218|+516.016|+464.878|+585.390|+520.032|+562.395|+500.403|994830000.0|0.000|0.000|0.000 XS0245836431|REGFRNEUCRPRC|MS|02.165|20130301|20060301|20060301|20060301|20060601|MORGAN STANLEY|SnBnk/Fin|EUR|78.104|79.825|0.000|0.000|+7.022|+6.428|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2754362000.0|+702.200|+642.800|+33.000 XS0245931695|REGFRNEUCRPRC|GE|01.885|20100301|20060227|20060227|20060227|20060601|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|96.750|98.000|0.000|0.000|+4.145|+2.581|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+414.500|+258.100|+5.000 XS0245936496|REGEUCRPRC|C|04.500|20310303|20060303|20060303|20060303|20070303|CITIGROUP INC|Lower T2|GBP|43.166|48.808|11.555|10.332|+7.277|+6.064|UKT 4.250 06/07/32||GB0004893086|+436.912|+398.471|+728.817|+612.636|+772.293|+647.393|500000000.0|0.000|0.000|0.000 XS0246023112|REGFRNEUCRPRC|NBHSS|01.957|20160308|20060308|20060308|20060308|20060608|NORDEA BANK AB (PUBL)|Lower T2|EUR|78.750|83.750|0.000|0.000|+13.477|+10.023|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1347.700|+1002.300|+20.000 XS0246077639|REGEUCRPRC|SCACAP|03.875|20110307|20060307|20060307|20060307|20070307|SCA FINANS (PUBL) AB|Ind|EUR|98.541|99.127|4.715|4.373|+3.510|+3.224|OBL147 2.500 10/08/10||DE0001141471|+282.114|+250.039|+291.321|+257.095|+281.883|+248.885|700000000.0|0.000|0.000|0.000 XS0246184989|REGEUCRPRC|MIZUHO|05.020|99991231|20060309|20060309|20060313|20060630|MIZUHO CAPITAL INVESTMENT 1 LTD|Upper T2/T1|EUR|50.000|62.000|46.309|31.964|+45.104|+30.815|OBL147 2.500 10/08/10||DE0001141471|+2647.534|+2084.933|+4439.210|+3004.762|+3940.642|+2743.342|500000000.0|0.000|0.000|0.000 XS0246446859|REGFRNEUCRPRC|SVSKHB|01.470|20160315|20060315|20060315|20060315|20060615|SVENSKA HANDELSBANKEN AB (PUBL)|Lower T2|USD|75.000|86.000|0.000|0.000|+15.932|+8.368|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+1593.200|+836.800|+15.000 XS0246487457|REGEUCRPRC|AAB|04.310|99991231|20060310|20060310|20060310|20070310|ABN AMRO BANK N.V.|Upper T2/T1|EUR|30.100|33.625|28.662|26.022|+25.841|+23.214|DBR 3.500 01/04/16||DE0001135291|+1224.701|+1168.641|+2557.628|+2293.287|+2352.150|+2120.663|1000000000.0|0.000|0.000|0.000 XS0246487705|REGEUCRPRC|INTNED|05.140|99991231|20060317|20060317|20060317|20060917|ING GROEP N.V.|Upper T2/T1|GBP|31.000|36.333|28.618|24.973|+25.656|+22.027|UKT 4.000 09/07/16||GB00B0V3WX43|+1290.424|+1203.964|+2520.820|+2156.337|+2530.239|+2164.172|600000000.0|0.000|0.000|0.000 XS0246593304|REGEUCRPRC|INVSA|04.000|20160314|20060314|20060314|20060314|20070314|INVESTOR AB (PUBL)|Ind|EUR|86.370|88.942|6.526|6.013|+3.700|+3.200|DBR 3.500 01/04/16||DE0001135291|+303.582|+263.048|+343.252|+292.063|+332.185|+283.147|500000000.0|0.000|0.000|0.000 XS0246688435|REGFRNEUCRPRC|ISPIM|01.750|20130315|20060315|20060315|20060315|20060615|SANPAOLO IMI S.P.A.|SnBnk/Fin|EUR|94.629|95.492|0.000|0.000|+1.575|+1.335|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+157.500|+133.500|+10.000 XS0246741697|REGEUCRPRC|ALLNCE|03.500|20110309|20060309|20060309|20060309|20070309|ALLIANCE & LEICESTER PLC|SnBnk/Fin|EUR|98.635|99.544|4.280|3.756|+3.075|+2.607|OBL147 2.500 10/08/10||DE0001141471|+240.046|+190.608|+247.841|+195.580|+239.977|+189.451|500000000.0|0.000|0.000|0.000 XS0246862485|REGEUCRPRC|JPM|03.875|20180331|20060315|20060315|20060315|20070315|JPMORGAN CHASE & CO|Lower T2|EUR|79.007|81.187|10.803|9.976|+8.678|+7.872|DBR 4.500 01/04/13||DE0001135218|+699.549|+641.381|+835.016|+752.486|+797.570|+720.162|750000000.0|0.000|0.000|0.000 XS0247000036|REGFRNEUCRPRC|BRITNA|01.420|20110314|20060314|20060314|20060314|20060614|BRITANNIA BUILDING SOCIETY|SnBnk/Fin|USD|82.165|86.880|0.000|0.000|+10.840|+7.764|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+1084.000|+776.400|+10.000 XS0247027070|REGFRNEUCRPRC|MONTE|01.734|20130322|20060322|20060322|20060322|20060622|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|SnBnk/Fin|EUR|93.834|94.834|0.000|0.000|+1.841|+1.561|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+184.100|+156.100|+15.000 XS0247065674|REGEUCRPRC|YBS|05.649|99991231|20060327|20060327|20060327|20060927|YORKSHIRE BUILDING SOCIETY|Upper T2/T1|GBP|50.000|66.000|15.802|11.486|+12.313|+8.007|UKT 4.500 03/07/19||GB00B39R3F84|+790.722|+599.776|+1210.271|+778.703|+1220.941|+785.987|150000000.0|0.000|0.000|0.000 XS0247263048|REGEUCRPRC|HAA|03.750|20140317|20060317|20060317|20060317|20070317|HYPO ALPE-ADRIA-BANK INTERNATIONAL AG|SnBnk/Fin|EUR|93.241|97.388|5.362|4.355|+2.997|+2.003|DBR 4.250 01/04/14||DE0001135242|+247.287|+157.968|+265.745|+164.987|+257.563|+160.518|750000000.0|0.000|0.000|0.000 XS0247308595|REGEUCRPRC|BATSLN|04.375|20140915|20060315|20060315|20060315|20060915|BRITISH AMERICAN TOBACCO HOLDINGS (THE NETHERLANDS) B.V.|Cons|EUR|97.977|98.939|4.807|4.598|+2.362|+2.169|DBR 4.250 07/04/14||DE0001135259|+191.917|+172.979|+199.223|+178.338|+194.267|+174.126|600000000.0|0.000|0.000|0.000 XS0247309569|REGEUCRPRC|BATSLN|05.500|20160915|20060315|20060315|20060315|20060915|BRITISH AMERICAN TOBACCO HOLDINGS (THE NETHERLANDS) B.V.|Cons|GBP|99.311|101.060|5.534|5.248|+2.572|+2.301|UKT 4.000 09/07/16||GB00B0V3WX43|+206.771|+180.462|+198.529|+170.996|+208.301|+179.940|325000000.0|0.000|0.000|0.000 XS0247453508|REGEUCRPRC|HNDA|03.750|20110316|20060316|20060316|20060316|20070316|AMERICAN HONDA FINANCE CORPN|Auto|EUR|96.880|97.890|5.552|4.957|+4.234|+3.675|DBR 5.250 01/04/11||DE0001135168|+358.089|+303.530|+374.423|+314.964|+361.882|+304.740|500000000.0|0.000|0.000|0.000 XS0247588857|REGEUCRPRC|SESGLX|04.000|20110315|20060315|20060315|20060315|20070315|SES GLOBAL S.A.|Tel/Med|EUR|99.209|99.862|4.446|4.073|+3.128|+2.791|DBR 5.250 01/04/11||DE0001135168|+256.853|+221.468|+263.880|+226.478|+255.515|+219.395|650000000.0|0.000|0.000|0.000 XS0247626962|REGEUCRPRC|NGGLN|04.125|20130321|20060321|20060321|20060321|20070321|NATIONAL GRID PLC|Util|EUR|96.878|98.026|5.028|4.691|+2.903|+2.587|DBR 4.500 01/04/13||DE0001135218|+245.778|+215.127|+257.133|+223.297|+249.424|+216.850|1000000000.0|0.000|0.000|0.000 XS0247641763|REGEUCRPRC|GE|04.750|20110315|20060315|20060315|20060315|20070315|GE CAPITAL UK FUNDING|Ind|GBP|98.259|98.815|5.674|5.356|+4.544|+4.273|UKT 4.250 03/07/11||GB00B0LNX641|+354.586|+323.936|+348.100|+317.146|+354.434|+322.636|400000000.0|0.000|0.000|0.000 XS0247645160|REGEUCRPRC|RBS|05.000|99991231|20060317|20060317|20060317|20060918|ROYAL BANK OF SCOTLAND PLC|Upper T2/T1|GBP|45.000|50.000|56.086|48.616|+54.954|+47.532|UKT 4.250 03/07/11||GB00B0LNX641|+3300.085|+3026.127|+5396.796|+4649.812|+5398.166|+4650.843|190050000.0|0.000|0.000|0.000 XS0247647539|REGFRNEUCRPRC|SANTAN|01.684|20110323|20060323|20060323|20060323|20060623|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|97.090|97.730|0.000|0.000|+1.710|+1.359|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+171.000|+135.900|+10.000 XS0247658494|REGFRNEUCRPRC|SIEGR|01.470|20120316|20060316|20060316|20060316|20060616|SIEMENS FINANCIERINGSMAATSCHAPPIJ NV|Ind|USD|89.360|93.237|0.000|0.000|+4.144|+2.642|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+414.400|+264.200|+15.000 XS0247659542|REGEUCRPRC|SIEGR|05.625|20160316|20060316|20060316|20060316|20070316|SIEMENS FINANCIERINGSMAATSCHAPPIJ NV|Ind|USD|101.625|103.854|5.264|4.887|+3.307|+2.931|WIT 1 7/8 04/30/14 5yr|912828KN9||+244.536|+209.581|+236.524|+199.536|+241.438|+204.444|500000000.0|0.000|0.000|0.000 XS0247684490|REGEUCRPRC|MTFG|04.850|99991231|20060317|20060317|20060317|20060725|MUFG CAPITAL FINANCIAL 2 LTD|Upper T2/T1|EUR|55.884|65.500|15.645|12.527|+12.819|+9.714|DBR 3.500 01/04/16||DE0001135291|+836.155|+689.692|+1311.154|+975.694|+1184.681|+894.294|750000000.0|0.000|0.000|0.000 XS0247757718|REGFRNEUCRPRC|UCGIM|01.875|20160315|20060315|20060315|20060315|20060615|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|91.845|94.328|0.000|0.000|+1.534|+1.126|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+153.400|+112.600|+22.500 XS0247784100|REGFRNEUCRPRC|BPEM|01.984|20160323|20060323|20060323|20060323|20060623|BANCA POPOLARE DELL EMILIA ROMAGNA S.C. A R.L.|Lower T2|EUR|85.805|91.305|0.000|0.000|+8.701|+5.325|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+870.100|+532.500|+40.000 XS0247802522|REGFRNEUCRPRC|STM|02.040|20130319|20060317|20060317|20060317|20060619|STMICROELECTRONICS NV|Ind|EUR|81.811|90.435|0.000|0.000|+5.770|+3.086|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+577.000|+308.600|+40.000 XS0247812836|REGEUCRPRC|DAIGR|04.375|20130321|20060321|20060321|20060321|20070321|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN (NOW DAIMLER NORTH |Auto|EUR|93.535|94.856|6.302|5.894|+4.178|+3.791|DBR 4.500 01/04/13||DE0001135218|+359.266|+324.112|+384.580|+343.752|+371.797|+332.726|1250000000.0|0.000|0.000|0.000 XS0247840969|REGEUCRPRC|HSBC|04.750|20460324|20060324|20060324|20060324|20070324|HSBC BANK PLC|Lower T2|GBP|62.649|66.003|7.735|7.349|+3.389|+3.016|UKT 4.250 12/07/46||GB00B128DP45|+267.720|+250.560|+376.783|+339.570|+386.301|+346.962|600000000.0|0.000|0.000|0.000 XS0248005471|REGEUCRPRC|REXLN|04.375|20130315|20060315|20060315|20060315|20070315|REXAM PLC|Cons|EUR|85.496|87.137|8.978|8.408|+6.853|+6.304|DBR 4.500 01/04/13||DE0001135218|+575.217|+531.398|+652.737|+595.677|+626.548|+572.605|700000000.0|0.000|0.000|0.000 XS0248011446|REGEUCRPRC|KPN|05.750|20160318|20060316|20060316|20060316|20070318|KONINKLIJKE KPN N.V.|Tel/Med|GBP|101.147|102.313|5.467|5.267|+2.505|+2.320|UKT 4.000 09/07/16||GB00B0V3WX43|+208.703|+189.888|+198.122|+178.704|+207.753|+187.775|275000000.0|0.000|0.000|0.000 XS0248012923|REGEUCRPRC|KPN|04.500|20130318|20060316|20060316|20060316|20070318|KONINKLIJKE KPN N.V.|Tel/Med|EUR|100.177|101.224|4.446|4.148|+2.322|+2.045|DBR 4.500 01/04/13||DE0001135218|+194.736|+166.900|+199.005|+169.287|+193.644|+164.959|850000000.0|0.000|0.000|0.000 XS0248171729|REGEUCRPRC|BBVASM|05.000|20160331|20060331|20060331|20060331|20070331|BBVA SUBORDINATED CAPITAL S.A. UNIPERSONAL|Lower T2|GBP|91.207|92.788|10.054|9.088|+8.924|+8.005|UKT 4.250 03/07/11||GB00B0LNX641|+755.679|+670.634|+768.705|+676.417|+791.435|+694.828|300000000.0|0.000|0.000|0.000 XS0248294059|REGFRNEUCRPRC|DB|01.277|20110321|20060321|20060321|20060321|20060621|DEUTSCHE BANK AG|SnBnk/Fin|USD|97.062|97.747|0.000|0.000|+1.675|+1.300|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+167.500|+130.000|+5.000 XS0248363045|REGEUCRPRC|DAA|03.750|20130321|20060321|20060321|20060321|20070321|DEUTSCHE APOTHEKER- UND AERZTEBANK EG|SnBnk/Fin|EUR|95.264|99.768|5.125|3.813|+3.001|+1.710|DBR 4.500 01/04/13||DE0001135218|+252.136|+132.130|+266.957|+135.612|+258.629|+131.959|750000000.0|0.000|0.000|0.000 XS0248366576|REGFRNEUCRPRC|HSBC|01.738|20160329|20060324|20060324|20060324|20060629|HSBC BANK PLC|Lower T2|EUR|80.250|80.500|0.000|0.000|+12.038|+11.868|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|800000000.0|+1203.800|+1186.800|+20.000 XS0248392812|REGEUCRPRC|TSCOLN|05.000|20230324|20060324|20060324|20060324|20070324|TESCO PLC|Cons|GBP|89.565|91.392|6.045|5.840|+1.853|+1.663|UKT 5.000 03/07/25||GB0030880693|+193.844|+177.015|+199.230|+179.299|+211.523|+190.800|515000000.0|0.000|0.000|0.000 XS0248395245|REGEUCRPRC|TSCOLN|04.875|20420324|20060324|20060324|20060324|20070324|TESCO PLC|Cons|GBP|79.704|81.557|6.262|6.108|+1.941|+1.797|UKT 4.750 12/07/38||GB00B00NY175|+204.248|+194.098|+234.627|+219.446|+240.656|+224.871|300000000.0|0.000|0.000|0.000 XS0248395674|REGEUCRPRC|TSCOLN|03.875|20110324|20060324|20060324|20060324|20070324|TESCO PLC|Cons|EUR|101.851|102.396|2.849|2.554|+1.531|+1.272|DBR 5.250 01/04/11||DE0001135168|+102.494|+73.389|+103.587|+74.058|+100.330|+71.596|500000000.0|0.000|0.000|0.000 XS0248491556|REGFRNEUCRPRC|RY|01.644|20110323|20060323|20060323|20060323|20060623|ROYAL BANK OF CANADA, LONDON BRANCH|SnBnk/Fin|EUR|97.449|98.147|0.000|0.000|+1.472|+1.091|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+147.200|+109.100|+6.000 XS0248513540|REGFRNEUCRPRC|SANTAN|01.608|20130405|20060405|20060405|20060405|20060705|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|EUR|93.736|94.511|0.000|0.000|+1.822|+1.607|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+182.200|+160.700|+12.500 XS0248561275|REGEUCRPRC|RABOBK|03.625|20110715|20060322|20060322|20060322|20060715|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|101.975|102.322|2.683|2.521|+1.197|+1.063|DBR 5.000 07/04/11||DE0001135184|+76.449|+60.351|+77.527|+61.198|+74.899|+59.002|1500000000.0|0.000|0.000|0.000 XS0248611047|REGEUCRPRC|CMZB|05.905|99991231|20060330|20060330|20060330|20070412|COMMERZBANK CAPITAL FUNDING TRUST II|Upper T2/T1|GBP|15.000|18.625|43.063|37.051|+39.808|+33.808|UKT 5.000 03/07/18||GB00B1VWPC84|+1323.530|+1276.531|+3559.380|+3051.283|+3981.797|+3372.585|800000000.0|0.000|0.000|0.000 XS0248675364|REGEUCRPRC|BACR|05.330|99991231|20060331|20060331|20060331|20061215|BARCLAYS BANK PLC|Upper T2/T1|GBP|39.000|43.500|13.745|12.457|+9.373|+8.098|UKT 4.250 03/07/36||GB0032452392|+503.673|+476.332|+945.679|+823.450|+1004.710|+871.577|500000000.0|0.000|0.000|0.000 XS0248766833|REGFRNEUCRPRC|WFC|01.784|20160323|20060323|20060323|20060323|20060623|WELLS FARGO & CO|SnBnk/Fin|EUR|71.616|78.066|0.000|0.000|+5.335|+3.998|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+533.500|+399.800|+20.000 XS0248814401|REGEUCRPRC|C|03.625|20110328|20060328|20060328|20060328|20070328|CITIGROUP INC|SnBnk/Fin|EUR|94.302|95.705|6.928|6.086|+5.609|+4.804|DBR 5.250 01/04/11||DE0001135168|+479.140|+404.583|+511.160|+426.869|+492.731|+412.213|750000000.0|0.000|0.000|0.000 XS0249026682|REGFRNEUCRPRC|HBOS|01.713|20160329|20060328|20060328|20060328|20060629|HBOS PLC|Lower T2|EUR|57.975|64.000|0.000|0.000|+30.125|+24.529|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+3012.500|+2452.900|+17.500 XS0249085852|REGEUCRPRC|RENTKL|05.750|20160331|20060331|20060331|20060331|20070331|RENTOKIL INITIAL PLC|Cons|GBP|69.385|70.972|12.275|11.852|+9.313|+8.905|UKT 4.000 09/07/16||GB00B0V3WX43|+720.771|+695.427|+850.201|+810.491|+889.827|+847.637|300000000.0|0.000|0.000|0.000 XS0249160069|REGEUCRPRC|CBA|03.625|20110405|20060405|20060405|20060405|20070405|COMMONWEALTH BANK OF AUSTRALIA|SnBnk/Fin|EUR|99.965|100.560|3.642|3.316|+2.323|+2.034|DBR 5.250 01/04/11||DE0001135168|+177.894|+146.882|+181.899|+149.612|+176.364|+145.071|550000000.0|0.000|0.000|0.000 XS0249277681|REGFRNEUCRPRC|HSBC|01.733|20130405|20060405|20060405|20060405|20060705|HSBC FINANCE CORPORATION|SnBnk/Fin|EUR|72.000|74.259|0.000|0.000|+8.938|+8.112|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+893.800|+811.200|+25.000 XS0249278655|REGFRNEUCRPRC|ISPIM|01.620|20130411|20060411|20060411|20060411|20060711|BANCA INTESA S.P.A. (NOW INTESA SANPAOLO S.P.A.)|SnBnk/Fin|EUR|94.852|95.572|0.000|0.000|+1.556|+1.360|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+155.600|+136.000|+17.500 XS0249417014|REGEUCRPRC|CLAR|04.375|20130405|20060406|20060406|20060406|20070405|CLARIANT FINANCE (LUXEMBOURG) S.A|Ind|EUR|79.725|81.139|11.018|10.485|+8.893|+8.381|DBR 4.500 01/04/13||DE0001135218|+720.403|+683.200|+854.928|+801.766|+816.550|+766.768|600000000.0|0.000|0.000|0.000 XS0249443879|REGEUCRPRC|BAC|04.000|20180328|20060328|20060328|20060328|20070328|BANK OF AMERICA CORPN|Lower T2|EUR|54.742|58.358|22.681|20.525|+20.557|+18.422|DBR 4.500 01/04/13||DE0001135218|+1348.870|+1253.110|+2021.675|+1806.208|+1879.909|+1687.479|1750000000.0|0.000|0.000|0.000 XS0249466730|REGEUCRPRC|DPB|04.668|20160630|20060331|20060331|20060331|20070630|PROSECURE FUNDING LIMITED PARTNERSHIP|Lower T2|EUR|33.500|38.250|26.061|23.063|+23.236|+20.251|DBR 3.500 01/04/16||DE0001135291|+1160.283|+1088.272|+2290.390|+1991.042|+2119.844|+1854.547|500000000.0|0.000|0.000|0.000 XS0249510149|REGEUCRPRC|FCGNZ|04.875|20130411|20060411|20060411|20060411|20070411|FONTERRA CO-OPERATIVE GROUP LTD|Cons|GBP|94.872|96.206|6.288|5.896|+3.879|+3.505|UKT 5.000 09/07/14||GB0031829509|+331.943|+296.436|+331.390|+293.629|+340.983|+302.094|250000000.0|0.000|0.000|0.000 XS0249583377|REGEUCRPRC|MESSA|09.250|20130401|20060329|20060329|20060329|20061001|M-REAL OYJ|Ind|EUR|34.875|37.333|53.953|50.390|+51.829|+48.287|DBR 4.500 01/04/13||DE0001135218|+2443.826|+2378.910|+5875.214|+5426.037|+4502.432|+4218.393|500000000.0|0.000|0.000|0.000 XS0249857094|REGFRNEUCRPRC|CAPIM|01.779|20160407|20060407|20060407|20060407|20060707|CAPITALIA S.P.A. (NOW UNICREDIT S.P.A.)|Lower T2|EUR|73.750|75.625|0.000|0.000|+16.569|+15.204|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+1656.900|+1520.400|+30.000 XS0249881474|REGFRNEUCRPRC|DNBNOR|01.545|20110411|20060411|20060411|20060411|20060711|DNB NOR BANK ASA|SnBnk/Fin|EUR|96.884|97.792|0.000|0.000|+1.764|+1.279|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+176.400|+127.900|+10.000 XS0249938175|REGFRNEUCRPRC|ISPIM|01.610|20160419|20060419|20060419|20060419|20060719|SANPAOLO IMI S.P.A.|Lower T2|EUR|80.000|82.750|0.000|0.000|+11.839|+10.055|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1183.900|+1005.500|+20.000 XS0250172003|REGEUCRPRC|BBVASM|04.000|20130422|20060421|20060421|20060421|20070422|BBVA SENIOR FINANCE S.A. UNIPERSONAL|SnBnk/Fin|EUR|100.514|101.852|3.857|3.491|+1.733|+1.388|DBR 4.500 01/04/13||DE0001135218|+134.707|+100.110|+137.307|+100.977|+133.969|+98.800|600000000.0|0.000|0.000|0.000 XS0250214797|REGFRNEUCRPRC|RBS|01.339|20160411|20060411|20060411|20060411|20060711|ROYAL BANK OF SCOTLAND PLC|Lower T2|USD|60.000|65.000|0.000|0.000|+27.524|+23.120|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+2752.400|+2312.000|+20.000 XS0250306643|REGEUCRPRC|INTNED|04.125|20160411|20060411|20060411|20060411|20070411|ING GROEP N.V.|SnBnk/Fin|EUR|91.052|95.024|5.723|4.990|+2.897|+2.177|DBR 3.500 01/04/16||DE0001135291|+239.347|+177.144|+261.777|+188.408|+254.308|+183.714|750000000.0|0.000|0.000|0.000 XS0250338844|REGFRNEUCRPRC|INTNED|01.645|20160411|20060411|20060411|20060411|20060711|ING GROEP N.V.|SnBnk/Fin|EUR|72.573|79.847|0.000|0.000|+5.089|+3.621|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+508.900|+362.100|+20.000 XS0250417630|REGFRNEUCRPRC|JYBC|01.760|20160419|20060419|20060419|20060419|20060719|JYSKE BANK A/S|Lower T2|EUR|73.550|76.550|0.000|0.000|+8.404|+7.344|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|150000000.0|+840.400|+734.400|+35.000 XS0250503637|REGFRNEUCRPRC|UBS|01.257|20160418|20060418|20060418|20060418|20060718|UBS AG (ACTING THROUGH ITS JERSEY BRANCH)|Lower T2|USD|60.000|65.000|0.000|0.000|+27.182|+22.825|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1592538000.0|+2718.200|+2282.500|+15.000 XS0250709333|REGEUCRPRC|ADO|04.500|20130425|20060425|20060425|20060425|20070425|ADECCO INTERNATIONAL FINANCIAL SERVICES B.V.|Ind|EUR|92.385|93.983|6.748|6.256|+4.500|+4.028|DBR 3.750 07/04/13||DE0001135234|+395.032|+353.503|+426.228|+377.115|+411.949|+365.037|500000000.0|0.000|0.000|0.000 XS0250840716|REGEUCRPRC|WSTP|04.875|20110413|20060413|20060413|20060413|20070413|WESTPAC BANKING CORPN|SnBnk/Fin|GBP|102.855|103.577|3.301|2.927|+2.171|+1.844|UKT 4.250 03/07/11||GB00B0LNX641|+118.815|+80.566|+114.021|+77.088|+115.425|+77.919|425000000.0|0.000|0.000|0.000 XS0250873642|REGEUCRPRC|SVSKHB|04.000|20160420|20060420|20060420|20060420|20070420|SVENSKA HANDELSBANKEN AB (PUBL)|Lower T2|EUR|86.494|88.786|12.151|10.635|+10.720|+9.235|OBL148 3.500 04/08/11||DE0001141489|+907.175|+789.093|+1032.359|+880.434|+984.004|+842.134|600000000.0|0.000|0.000|0.000 XS0250885810|REGFRNEUCRPRC|CRDEM|01.585|20110421|20060421|20060421|20060421|20060721|CREDITO EMILIANO SPA|SnBnk/Fin|EUR|96.955|97.974|0.000|0.000|+1.777|+1.240|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|400000000.0|+177.700|+124.000|+18.000 XS0250886388|REGFRNEUCRPRC|BFCM|01.535|20130420|20060420|20060420|20060420|20060720|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|EUR|87.675|89.060|0.000|0.000|+3.531|+3.124|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|550000000.0|+353.100|+312.400|+12.500 XS0250971222|REGFRNEUCRPRC|MS|01.845|20160413|20060413|20060413|20060413|20060713|MORGAN STANLEY|SnBnk/Fin|EUR|66.250|68.164|0.000|0.000|+6.748|+6.302|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2250000000.0|+674.800|+630.200|+40.000 XS0251382361|REGEUCRPRC|AMLIN|06.500|20261219|20060425|20060425|20060425|20061219|AMLIN PLC|Lower T2|GBP|64.507|69.168|13.972|12.714|+11.010|+9.767|UKT 4.000 09/07/16||GB00B0V3WX43|+818.779|+749.299|+1001.771|+883.102|+1054.588|+927.728|230000000.0|0.000|0.000|0.000 XS0251614755|REGFRNEUCRPRC|BACRED|01.618|20110421|20060421|20060421|20060421|20060721|MEDIOBANCA - BANCA DI CREDITO FINANZIARIO S.P.A.|SnBnk/Fin|GBP|96.814|98.279|0.000|0.000|+1.797|+1.016|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|250000000.0|+179.700|+101.600|+10.000 XS0251708060|REGEUCRPRC|RCEANA|04.125|20110421|20060421|20060421|20060421|20070421|RODAMCO SVERIGE AB|Ind|EUR|96.870|97.619|5.858|5.435|+4.427|+4.035|OBL148 3.500 04/08/11||DE0001141489|+385.542|+346.666|+402.822|+360.089|+389.600|+348.608|500000000.0|0.000|0.000|0.000 XS0252333017|REGFRNEUCRPRC|HBOS|01.142|20110426|20060426|20060426|20060426|20060726|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|USD|88.959|91.963|0.000|0.000|+6.013|+4.314|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+601.300|+431.400|+5.000 XS0252366025|REGFRNEUCRPRC|AIG|02.404|20110426|20060426|20060426|20060426|20060726|AMERICAN INTERNATIONAL GROUP INC|SnBnk/Fin|EUR|39.000|46.000|0.000|0.000|||EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|||+15.000 XS0252366702|REGEUCRPRC|AIG|04.375|20160426|20060426|20060426|20060426|20070426|AMERICAN INTERNATIONAL GROUP INC|SnBnk/Fin|EUR|26.000|36.600|32.104|23.911|+29.279|+21.099|DBR 3.500 01/04/16||DE0001135291|+1274.018|+1109.015|+2897.973|+2078.635|+2647.377|+1931.315|750000000.0|0.000|0.000|0.000 XS0252367775|REGEUCRPRC|AIG|05.000|20230426|20060426|20060426|20060426|20070426|AMERICAN INTERNATIONAL GROUP INC|SnBnk/Fin|GBP|22.000|32.500|24.850|18.304|+20.658|+14.127|UKT 5.000 03/07/25||GB0030880693|+812.022|+715.690|+1949.556|+1355.848|+2123.656|+1454.620|500000000.0|0.000|0.000|0.000 XS0252760607|REGEUCRPRC|CARGIL|04.375|20130429|20060428|20060428|20060428|20070429|CARGILL INC|Ind|EUR|96.381|97.420|5.409|5.107|+3.284|+3.003|DBR 4.500 01/04/13||DE0001135218|+278.419|+251.507|+292.059|+261.884|+283.516|+254.522|750000000.0|0.000|0.000|0.000 XS0252797278|REGFRNEUCRPRC|FIAT|02.755|20090511|20060511|20060511|20060511|20060811|FIDIS RETAIL FINANCIAL SERVICES (IRELAND) PLC|Auto|EUR|98.379|100.129|0.000|0.000|+100.038|-5.920|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+10003.800|-592.000|+75.000 XS0252824858|REGEUCRPRC|BHP|04.125|20110505|20060505|20060505|20060505|20070505|BHP BILLITON FINANCE B.V.|Ind|EUR|101.351|102.113|3.415|3.020|+1.984|+1.620|OBL148 3.500 04/08/11||DE0001141489|+156.193|+117.446|+157.583|+117.786|+153.498|+114.871|650000000.0|0.000|0.000|0.000 XS0253170335|REGEUCRPRC|DANGAS|04.625|20110621|20060519|20060519|20060519|20060621|DONG ENERGY A/S|Util|EUR|101.788|102.591|3.731|3.340|+2.412|+2.058|DBR 5.250 01/04/11||DE0001135168|+182.940|+145.071|+184.436|+145.503|+178.939|+141.209|500000000.0|0.000|0.000|0.000 XS0253262025|REGEUCRPRC|RZB|05.169|99991231|20060516|20060516|20060516|20070516|RZB FINANCE (JERSEY) IV LTD|Upper T2/T1|EUR|24.600|29.000|35.536|31.122|+32.711|+28.310|DBR 3.500 01/04/16||DE0001135291|+1365.580|+1297.277|+3241.995|+2800.194|+2943.635|+2565.219|500000000.0|0.000|0.000|0.000 XS0253359961|REGEUCRPRC|RABOBK|04.875|20230110|20060510|20060510|20060510|20070110|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|GBP|93.473|96.863|5.491|5.132|+1.299|+0.955|UKT 5.000 03/07/25||GB0030880693|+146.990|+115.358|+146.218|+111.239|+156.174|+119.929|275000000.0|0.000|0.000|0.000 XS0253851280|REGFRNEUCRPRC|GS|02.205|20110511|20060511|20060511|20060511|20060811|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|92.250|93.312|0.000|0.000|+4.248|+3.673|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+424.800|+367.300|+20.000 XS0253989635|REGEUCRPRC|MWDP|04.875|20160526|20060526|20060526|20060526|20070526|WENDEL INVESTISSEMENT|Ind|EUR|61.308|62.953|13.791|13.277|+10.965|+10.464|DBR 3.500 01/04/16||DE0001135291|+767.194|+741.820|+1067.046|+1015.554|+1015.384|+967.619|400000000.0|0.000|0.000|0.000 XS0253993157|REGEUCRPRC|GE|04.000|20110512|20060512|20060512|20060512|20070512|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|98.969|100.612|4.545|3.679|+3.114|+2.279|OBL148 3.500 04/08/11||DE0001141489|+262.472|+180.408|+269.772|+183.140|+261.862|+178.141|1000000000.0|0.000|0.000|0.000 XS0253995368|REGEUCRPRC|FIAT|05.625|20111115|20060512|20060512|20060512|20061115|FIAT FINANCE & TRADE LTD SA|Auto|EUR|89.752|91.517|10.600|9.700|+9.282|+8.418|DBR 5.250 01/04/11||DE0001135168|+765.134|+694.412|+885.528|+790.932|+819.041|+734.618|1000000000.0|0.000|0.000|0.000 XS0254031262|REGEUCRPRC|SANTAN|05.375|20160519|20060519|20060519|20060519|20070519|SANTANDER ISSUANCES S.A. UNIPERSONAL|Lower T2|GBP|92.638|93.603|9.296|8.750|+8.166|+7.667|UKT 4.250 03/07/11||GB00B0LNX641|+686.472|+637.845|+692.269|+639.945|+711.520|+656.892|200000000.0|0.000|0.000|0.000 XS0254035768|REGEUCRPRC|AAB|04.250|20160511|20060511|20060511|20060511|20070511|ABN AMRO BANK N.V.|SnBnk/Fin|EUR|92.054|96.691|5.653|4.817|+2.827|+2.004|DBR 3.500 01/04/16||DE0001135291|+233.656|+161.852|+253.597|+169.944|+246.792|+166.242|1000000000.0|0.000|0.000|0.000 XS0254095663|REGEUCRPRC|LITIM|08.250|20660331|20060517|20060517|20060517|20070331|LOTTOMATICA S.P.A.|Cons|EUR|69.487|73.513|15.810|14.577|+12.991|+11.771|DBR 3.500 01/04/16||DE0001135291|+982.553|+919.351|+1271.479|+1148.111|+1209.100|+1095.370|750000000.0|0.000|0.000|0.000 XS0254219735|REGEUCRPRC|RSA|06.701|99991231|20060512|20060512|20060512|20070512|ROYAL & SUN ALLIANCE INSURANCE GROUP PLC (NOW RSA INSURANCE GRO|Upper T2/T1|GBP|58.190|63.239|15.697|14.214|+12.736|+11.267|UKT 4.000 09/07/16||GB00B0V3WX43|+889.892|+819.427|+1155.908|+1017.595|+1222.654|+1073.400|375000000.0|0.000|0.000|0.000 XS0254356057|REGFRNEUCRPRC|GE|02.168|20210517|20060517|20060517|20060517|20060817|GE CAPITAL EUROPEAN FUNDING|Ind|EUR|56.000|63.000|0.000|0.000|+5.620|+4.498|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+562.000|+449.800|+22.500 XS0254466237|REGEUCRPRC|DAIGR|04.125|20091118|20060518|20060518|20060518|20061118|DAIMLERCHRYSLER NORTH AMERICA HOLDING CORPN (NOW DAIMLER NORTH |Auto|EUR|100.469|100.973|3.181|2.257|+2.400|+1.628|OBL145 3.500 10/09/09||DE0001141455|+157.328|+64.287|+154.271|+63.022|+153.605|+62.471|750000000.0|0.000|0.000|0.000 XS0254583627|REGEUCRPRC|WFC|04.000|20110517|20060517|20060517|20060517|20070517|WELLS FARGO & CO|SnBnk/Fin|EUR|98.249|99.449|4.925|4.287|+3.606|+3.005|DBR 5.250 01/04/11||DE0001135168|+297.385|+237.783|+307.395|+243.549|+298.013|+236.468|600000000.0|0.000|0.000|0.000 XS0254619165|REGFRNEUCRPRC|BATSLN|02.319|20100516|20060516|20060516|20060516|20060816|BRITISH AMERICAN TOBACCO HOLDINGS (THE NETHERLANDS) B.V.|Cons|EUR|98.815|100.004|0.000|0.000|+1.550|+0.390|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|525000000.0|+155.000|+39.000|+36.000 XS0254625998|REGFRNEUCRPRC|BRITNA|02.207|20160518|20060518|20060518|20060518|20060818|BRITANNIA BUILDING SOCIETY|Lower T2|EUR|45.000|54.757|0.000|0.000|+41.938|+31.280|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+4193.800|+3128.000|+28.000 XS0254673964|REGEUCRPRC|GE|05.125|20230524|20060524|20060524|20060524|20070524|GE CAPITAL UK FUNDING|Ind|GBP|65.096|69.673|9.573|8.820|+5.381|+4.643|UKT 5.000 03/07/25||GB0030880693|+428.347|+386.371|+538.450|+466.220|+568.302|+491.846|425000000.0|0.000|0.000|0.000 XS0254720633|REGEUCRPRC|RBOSCH|04.375|20160519|20060519|20060519|20060519|20070519|ROBERT BOSCH GMBH|Ind|EUR|92.992|94.557|5.607|5.322|+2.781|+2.509|DBR 3.500 01/04/16||DE0001135291|+230.278|+206.492|+248.115|+220.067|+241.722|+214.745|750000000.0|0.000|0.000|0.000 XS0254788515|REGEUCRPRC|ALLNCE|06.222|99991231|20060524|20060524|20060524|20070524|ALLIANCE & LEICESTER PLC|Upper T2/T1|GBP|35.750|43.000|22.002|18.727|+18.510|+15.245|UKT 4.500 03/07/19||GB00B39R3F84|+1001.154|+915.729|+1719.758|+1421.211|+1847.251|+1516.238|300000000.0|0.000|0.000|0.000 XS0254808214|REGEUCRPRC|SOLBBB|06.375|21040602|20060602|20060602|20060602|20070602|SOLVAY FINANCE S.A.|Ind|EUR|73.481|75.301|12.170|11.690|+9.344|+8.877|DBR 3.500 01/04/16||DE0001135291|+724.832|+696.828|+904.319|+856.264|+866.602|+821.667|500000000.0|0.000|0.000|0.000 XS0254905846|REGEUCRPRC|TITIM|04.750|20140519|20060519|20060519|20060519|20070519|TELECOM ITALIA SPA|Tel/Med|EUR|93.599|95.472|6.269|5.811|+3.903|+3.458|DBR 4.250 01/04/14||DE0001135242|+329.269|+290.150|+352.216|+306.295|+341.753|+297.765|750000000.0|0.000|0.000|0.000 XS0254907388|REGEUCRPRC|TITIM|05.875|20230519|20060519|20060519|20060519|20070519|TELECOM ITALIA SPA|Tel/Med|GBP|77.639|79.935|8.511|8.187|+4.319|+4.010|UKT 5.000 03/07/25||GB0030880693|+387.926|+366.761|+436.527|+405.185|+462.324|+429.276|400000000.0|0.000|0.000|0.000 XS0255013731|REGFRNEUCRPRC|CAJAME|01.948|20090529|20060529|20060529|20060529|20060829|CAM GLOBAL FINANCE S.A. UNIPERSONAL|SnBnk/Fin|EUR|99.054|99.548|0.000|0.000|+15.260|+7.763|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+1526.000|+776.300|+10.000 XS0255015603|REGFRNEUCRPRC|BAC|02.127|20160518|20060518|20060518|20060518|20060818|BANK OF AMERICA CORPN|SnBnk/Fin|EUR|65.922|68.658|0.000|0.000|+6.492|+5.869|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+649.200|+586.900|+20.000 XS0255242769|REGEUCRPRC|HBOS|04.939|99991231|20060523|20060523|20060523|20070523|HBOS CAPITAL FUNDING NO.3 LP|Upper T2/T1|EUR|22.000|25.667|37.925|33.669|+35.100|+30.857|DBR 3.500 01/04/16||DE0001135291|+1380.116|+1323.594|+3480.674|+3055.034|+3145.016|+2783.740|750000000.0|0.000|0.000|0.000 XS0255243064|REGFRNEUCRPRC|GS|02.238|20160523|20060523|20060523|20060523|20060823|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|75.241|76.924|0.000|0.000|+4.645|+4.308|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1500000000.0|+464.500|+430.800|+35.000 XS0255244112|REGEUCRPRC|GS|04.500|20160523|20060523|20060523|20060523|20070523|GOLDMAN SACHS GROUP INC|SnBnk/Fin|EUR|86.271|89.009|7.035|6.491|+4.209|+3.678|DBR 3.500 01/04/16||DE0001135291|+346.094|+303.836|+391.202|+336.694|+379.002|+326.890|500000000.0|0.000|0.000|0.000 XS0255264656|REGFRNEUCRPRC|DNBNOR|02.048|20170530|20060530|20060530|20060530|20060830|DNB NOR BANK ASA|Lower T2|EUR|68.500|71.727|0.000|0.000|+12.933|+11.360|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1293.300|+1136.000|+20.000 XS0255269291|REGEUCRPRC|VW|04.125|20110531|20060531|20060531|20060531|20070531|VOLKSWAGEN LEASING GMBH|Auto|EUR|100.026|100.639|4.109|3.796|+2.678|+2.396|OBL148 3.500 04/08/11||DE0001141489|+219.912|+190.011|+224.375|+193.027|+217.777|+187.459|1000000000.0|0.000|0.000|0.000 XS0255291626|REGEUCRPRC|SANTAN|04.250|20180530|20060530|20060530|20060530|20070530|SANTANDER ISSUANCES S.A. UNIPERSONAL|Lower T2|EUR|80.318|82.780|10.426|9.551|+8.301|+7.447|DBR 4.500 01/04/13||DE0001135218|+670.555|+607.977|+791.581|+704.071|+757.399|+675.162|500000000.0|0.000|0.000|0.000 XS0255300633|REGEUCRPRC|BFCM|04.375|20160531|20060531|20060531|20060531|20070531|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|EUR|96.229|98.469|5.020|4.633|+2.194|+1.820|DBR 3.500 01/04/16||DE0001135291|+179.869|+145.402|+189.350|+150.570|+185.162|+147.739|1700000000.0|0.000|0.000|0.000 XS0255341157|REGFRNEUCRPRC|CREAGR|01.973|20090529|20060529|20060529|20060529|20060829|BANCA LOMBARDA E PIEMONTESE S.P.A. (NOW UNIONE DI BANCHE ITALIA|SnBnk/Fin|EUR|99.802|100.130|0.000|0.000|+3.962|-0.950|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+396.200|-95.000|+12.500 XS0255429754|REGEUCRPRC|FRTEL|05.500|20120524|20060524|20060524|20060524|20070524|FRANCE TELECOM|Tel/Med|GBP|104.851|105.630|3.750|3.490|+1.757|+1.529|UKT 5.000 03/07/12||GB0030468747|+118.895|+92.310|+111.550|+85.968|+114.640|+88.613|250000000.0|0.000|0.000|0.000 XS0255605239|REGEUCRPRC|BAYGR|05.625|20180523|20060523|20060523|20060523|20070523|BAYER AG|Ind|GBP|99.973|101.299|5.551|5.366|+2.296|+2.122|UKT 5.000 03/07/18||GB00B1VWPC84|+192.758|+175.753|+183.756|+165.818|+194.231|+175.728|350000000.0|0.000|0.000|0.000 XS0255605825|REGEUCRPRC|BAYGR|04.500|20130523|20060523|20060523|20060523|20070523|BAYER AG|Ind|EUR|103.100|103.958|3.661|3.435|+1.536|+1.331|DBR 4.500 01/04/13||DE0001135218|+115.602|+93.831|+115.294|+92.840|+113.180|+91.422|1000000000.0|0.000|0.000|0.000 XS0255606989|REGFRNEUCRPRC|BAYGR|02.092|20090525|20060523|20060523|20060523|20060825|BAYER AG|Ind|EUR|99.962|100.000|0.000|0.000|+1.793|+1.111|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1600000000.0|+179.300|+111.100|+22.500 XS0255778333|REGEUCRPRC|IBESM|05.250|20101215|20060530|20060530|20060530|20061215|IBERDROLA FINANZAS SAU|Util|GBP|102.652|103.873|3.486|2.734|+2.769|+2.074|UKT 4.750 06/07/10||GB00B0330274|+145.728|+68.308|+139.500|+65.201|+141.050|+65.603|200000000.0|0.000|0.000|0.000 XS0255817685|REGEUCRPRC|MONTE|05.750|20160930|20060531|20060531|20060531|20060930|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|Lower T2|GBP|68.115|76.152|12.230|10.269|+9.268|+7.322|UKT 4.000 09/07/16||GB00B0V3WX43|+705.162|+583.058|+840.141|+654.197|+880.438|+683.577|200000000.0|0.000|0.000|0.000 XS0255820804|REGEUCRPRC|MONTE|04.875|20160531|20060531|20060531|20060531|20070531|BANCA MONTE DEI PASCHI DI SIENA S.P.A.|Lower T2|EUR|92.483|97.186|6.219|5.362|+3.272|+2.428|DBR 4.000 07/04/16||DE0001135309|+286.527|+213.952|+309.422|+223.428|+301.366|+218.748|750000000.0|0.000|0.000|0.000 XS0255949918|REGFRNEUCRPRC|SAMBA|01.556|20110531|20060531|20060531|20060531|20060831|SAMBA FINANCIAL GROUP|SnBnk/Fin|USD|93.750|96.250|0.000|0.000|+3.459|+2.179|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+345.900|+217.900|+30.000 XS0256030528|REGEUCRPRC|PRINBS|05.375|20160708|20060608|20060608|20060608|20070108|PRINCIPALITY BUILDING SOCIETY|Lower T2|GBP|94.187|97.183|8.344|6.785|+7.214|+5.702|UKT 4.250 03/07/11||GB00B0LNX641|+587.867|+446.306|+611.781|+455.857|+611.269|+455.095|120000000.0|0.000|0.000|0.000 XS0256243352|REGEUCRPRC|NGGLN|05.250|20110602|20060602|20060602|20060602|20070602|NATIONAL GRID PLC|Util|GBP|102.203|102.943|4.076|3.713|+2.946|+2.630|UKT 4.250 03/07/11||GB00B0LNX641|+192.364|+155.937|+185.097|+149.590|+187.528|+151.331|300000000.0|0.000|0.000|0.000 XS0256321414|REGEUCRPRC|AXP|05.500|20090601|20060601|20060601|20060601|20070601|AMERICAN EXPRESS TRAVEL RELATED SERVICES CO INC|SnBnk/Fin|USD|98.880|100.180|18.773|2.924|+17.831|+2.002|WIT 7/8 04/30/11 2yr|912828KL3||+1923.531|+251.517|+1770.243|+239.233|+1881.222|+239.609|300000000.0|0.000|0.000|0.000 XS0256321687|REGFRNEUCRPRC|AXP|00.709|20110601|20060601|20060601|20060601|20060703|AMERICAN EXPRESS TRAVEL RELATED SERVICES CO INC|SnBnk/Fin|USD|82.728|88.150|0.000|0.000|||LIBOR1M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|||+20.000 XS0256332379|REGFRNEUCRPRC|SLMA|01.980|20130617|20060601|20060601|20060601|20060915|SLM CORPN|SnBnk/Fin|EUR|48.500|53.500|0.000|0.000|+18.924|+16.331|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|700000000.0|+1892.400|+1633.100|+33.000 XS0256368050|REGFRNEUCRPRC|BPIM|02.050|20160615|20060615|20060615|20060615|20060915|BANCO POPOLARE DI VERONA E NOVARA S.C.R.L. (NOW BANCO POPOLARE |Lower T2|EUR|70.000|74.500|0.000|0.000|+17.842|+14.743|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1784.200|+1474.300|+40.000 XS0256778464|REGFRNEUCRPRC|AAB|02.098|20180531|20060531|20060531|20060531|20060831|ABN AMRO BANK N.V.|Lower T2|EUR|60.000|63.000|0.000|0.000|+13.369|+12.091|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1336.900|+1209.100|+25.000 XS0256848697|REGFRNEUCRPRC|SOCGEN|01.737|20090612|20060612|20060612|20060612|20060912|SOCIETE GENERALE|SnBnk/Fin|EUR|99.989|100.071|0.000|0.000|+0.807|+0.031|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|2000000000.0|+80.700|+3.100|+5.000 XS0256967869|REGEUCRPRC|RABOBK|04.375|20210607|20060607|20060607|20060607|20070607|COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK B.A. (RABOBANK |SnBnk/Fin|EUR|93.792|95.511|5.073|4.874|+1.870|+1.678|DBR 3.750 01/04/19||DE0001135374|+133.136|+116.000|+143.525|+123.404|+141.248|+121.751|1250000000.0|0.000|0.000|0.000 XS0256975458|REGEUCRPRC|ASSGEN|05.317|99991231|20060616|20060616|20060616|20070616|GENERALI FINANCE B.V.|Upper T2/T1|EUR|64.625|67.750|13.301|12.389|+10.475|+9.576|DBR 3.500 01/04/16||DE0001135291|+754.693|+706.554|+1017.409|+925.784|+970.166|+884.895|1275000000.0|0.000|0.000|0.000 XS0256975888|REGEUCRPRC|ASSGEN|06.214|99991231|20060616|20060616|20060616|20070616|GENERALI FINANCE B.V.|Upper T2/T1|GBP|51.900|56.400|18.277|16.630|+15.315|+13.684|UKT 4.000 09/07/16||GB00B0V3WX43|+1026.200|+955.453|+1406.525|+1254.564|+1490.763|+1325.382|700000000.0|0.000|0.000|0.000 XS0256996538|REGEUCRPRC|ELEPOR|04.250|20120612|20060612|20060612|20060612|20070612|EDP FINANCE B.V.|Util|EUR|100.949|102.291|3.917|3.457|+2.242|+1.805|DBR 5.000 01/04/12||DE0001135192|+166.876|+122.456|+169.512|+123.180|+164.876|+120.041|500000000.0|0.000|0.000|0.000 XS0256997007|REGEUCRPRC|ELEPOR|04.625|20160613|20060612|20060612|20060612|20070613|EDP FINANCE B.V.|Util|EUR|96.235|97.788|5.272|5.001|+2.446|+2.188|DBR 3.500 01/04/16||DE0001135291|+203.393|+179.660|+213.998|+186.923|+209.259|+183.166|500000000.0|0.000|0.000|0.000 XS0256997932|REGFRNEUCRPRC|ELEPOR|01.800|20100614|20060612|20060612|20060612|20060914|EDP FINANCE B.V.|Util|EUR|97.455|99.515|0.000|0.000|+2.533|+0.648|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+253.300|+64.800|+15.000 XS0257010206|REGEUCRPRC|ASSGEN|06.269|99991231|20060616|20060616|20060616|20070616|ASSICURAZIONI GENERALI S.P.A.|Upper T2/T1|GBP|52.000|57.000|13.198|12.081|+9.006|+7.903|UKT 5.000 03/07/25||GB0030880693|+602.217|+562.389|+879.553|+774.218|+938.813|+824.613|350000000.0|0.000|0.000|0.000 XS0257129519|REGEUCRPRC|EJRAIL|04.875|20340614|20060614|20060614|20060614|20070614|EAST JAPAN RAILWAY CO|Util|GBP|90.702|92.963|5.495|5.321|+1.217|+1.053|UKT 4.250 06/07/32||GB0004893086|+152.403|+138.155|+154.310|+137.261|+162.669|+144.987|250000000.0|0.000|0.000|0.000 XS0257206523|REGFRNEUCRPRC|CCDJ|01.725|20100616|20060616|20060616|20060616|20060918|CAISSE CENTRALE DESJARDINS DU QUEBEC|SnBnk/Fin|EUR|96.777|97.417|0.000|0.000|+3.074|+2.481|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+307.400|+248.100|+7.500 XS0257241272|REGFRNEUCRPRC|EBIUH|01.950|20110615|20060615|20060615|20060615|20060915|EMIRATES BANK INTERNATIONAL PJSC|SnBnk/Fin|EUR|80.000|86.000|0.000|0.000|+11.117|+7.588|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+1111.700|+758.800|+30.000 XS0257496694|REGEUCRPRC|HSBC|04.500|20160614|20060614|20060614|20060614|20070614|HSBC FINANCE CORPORATION|SnBnk/Fin|EUR|80.080|85.217|8.320|7.229|+5.494|+4.416|DBR 3.500 01/04/16||DE0001135291|+438.526|+359.910|+519.043|+409.912|+500.731|+396.862|750000000.0|0.000|0.000|0.000 XS0257529296|REGEUCRPRC|SWEDA|05.250|20160622|20060622|20060622|20060622|20070622|SWEDBANK (FORENINGSSPARBANKEN AB (PUBL)) (NOW SWEDBANK AB (PUBL|Lower T2|GBP|90.872|91.919|9.965|9.386|+8.835|+8.303|UKT 4.250 03/07/11||GB00B0LNX641|+738.326|+687.914|+751.986|+696.715|+773.861|+715.970|250000000.0|0.000|0.000|0.000 XS0257571066|REGEUCRPRC|AIB|06.271|99991231|20060614|20060614|20060614|20061214|AIB UK 3 LP|Upper T2/T1|GBP|12.667|17.600|59.507|46.977|+56.545|+44.031|UKT 4.000 09/07/16||GB00B0V3WX43|+1654.656|+1577.075|+5606.079|+4353.127|+5645.095|+4380.245|350000000.0|0.000|0.000|0.000 XS0257577345|REGEUCRPRC|HMSOLN|04.875|20150619|20060619|20060619|20060619|20070619|HAMMERSON PLC|Ind|EUR|67.822|70.201|12.751|12.017|+10.167|+9.448|DBR 3.750 01/04/15||DE0001135267|+748.765|+707.217|+978.695|+905.339|+933.154|+864.822|700000000.0|0.000|0.000|0.000 XS0257598341|REGEUCRPRC|C|05.250|20110614|20060614|20060614|20060614|20070614|CITIGROUP INC|SnBnk/Fin|GBP|93.286|94.360|8.678|8.097|+7.548|+7.014|UKT 4.250 03/07/11||GB00B0LNX641|+626.640|+574.355|+630.125|+574.314|+646.387|+588.281|400000000.0|0.000|0.000|0.000 XS0257650019|REGEUCRPRC|FORTIS|05.125|99991231|20060620|20060620|20060620|20070620|FORTIS HYBRID FINANCING|Upper T2/T1|EUR|21.000|25.500|39.492|34.041|+36.547|+31.109|DBR 4.000 07/04/16||DE0001135309|+1400.819|+1332.420|+3635.883|+3091.198|+3276.577|+2815.625|500000000.0|0.000|0.000|0.000 XS0257712736|REGFRNEUCRPRC|GE|01.451|20120612|20060612|20060612|20060612|20060912|GENERAL ELECTRIC CAPITAL CORPN|Ind|USD|88.397|90.204|0.000|0.000|+4.160|+3.499|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+416.000|+349.900|+12.000 XS0257734037|REGEUCRPRC|AIB|05.142|99991231|20060616|20060616|20060616|20070616|AIB UK 2 LP|Upper T2/T1|EUR|20.500|25.250|40.312|34.395|+37.365|+31.462|DBR 4.000 07/04/16||DE0001135309|+1411.628|+1338.976|+3717.380|+3125.687|+3345.635|+2845.623|500000000.0|0.000|0.000|0.000 XS0257741834|REGEUCRPRC|UBS|05.250|20210621|20060621|20060621|20060621|20070621|UBS AG (ACTING THROUGH ITS JERSEY BRANCH)|Lower T2|GBP|73.007|74.126|10.599|10.329|+7.637|+7.382|UKT 4.000 09/07/16||GB00B0V3WX43|+598.016|+580.569|+688.407|+662.912|+718.233|+691.359|300000000.0|0.000|0.000|0.000 XS0257754811|REGFRNEUCRPRC|ACAFP|01.762|20090622|20060622|20060622|20060622|20060922|CREDIT AGRICOLE S.A., ACTING THROUGH ITS LONDON BRANCH|SnBnk/Fin|GBP|99.986|100.049|0.000|0.000|+0.712|+0.233|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+71.200|+23.300|+3.000 XS0257755032|REGFRNEUCRPRC|ACAFP|01.277|20110622|20060622|20060622|20060622|20060922|CREDIT AGRICOLE S.A., ACTING THROUGH ITS LONDON BRANCH|SnBnk/Fin|USD|95.470|97.258|0.000|0.000|+2.261|+1.388|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+226.100|+138.800|+5.000 XS0257792233|REGFRNEUCRPRC|DNBNOR|01.349|20090619|20060619|20060619|20060619|20060919|DNB NOR BANK ASA|SnBnk/Fin|USD|99.848|99.942|0.000|0.000|+1.887|+1.150|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1250000000.0|+188.700|+115.000|+5.000 XS0257806801|REGFRNEUCRPRC|VW|01.629|20100707|20060707|20060707|20060707|20061009|VOLKSWAGEN BANK GMBH|Auto|EUR|95.536|97.536|0.000|0.000|+4.092|+2.317|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+409.200|+231.700|+15.000 XS0257807957|REGEUCRPRC|VOD|04.750|20160614|20060614|20060614|20060614|20070614|VODAFONE GROUP PLC|Tel/Med|EUR|97.503|99.381|5.177|4.853|+2.351|+2.040|DBR 3.500 01/04/16||DE0001135291|+196.175|+167.289|+204.474|+171.958|+200.279|+168.933|550000000.0|0.000|0.000|0.000 XS0257808500|REGFRNEUCRPRC|VOD|01.845|20120113|20060614|20060614|20060614|20060713|VODAFONE GROUP PLC|Tel/Med|EUR|95.519|96.687|0.000|0.000|+2.142|+1.683|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1300000000.0|+214.200|+168.300|+40.000 XS0257884436|REGEUCRPRC|NEDG|04.500|20210620|20060620|20060620|20060620|20070620|NEDERLANDSE GASUNIE NV|Util|EUR|93.343|96.083|5.255|4.936|+1.396|+1.121|FRTR 3.750 04/25/21||FR0010192997|+148.936|+122.023|+161.048|+129.258|+158.384|+127.571|300000000.0|0.000|0.000|0.000 XS0257885086|REGEUCRPRC|NEDG|04.250|20160620|20060620|20060620|20060620|20070620|NEDERLANDSE GASUNIE NV|Util|EUR|99.408|101.470|4.347|4.007|+1.400|+1.073|DBR 4.000 07/04/16||DE0001135309|+117.898|+86.357|+121.338|+87.339|+119.188|+86.284|700000000.0|0.000|0.000|0.000 XS0258343564|REGFRNEUCRPRC|CIT|02.012|20130620|20060620|20060620|20060620|20060920|CIT GROUP INC|SnBnk/Fin|EUR|39.500|50.500|0.000|0.000|+24.523|+17.937|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2452.300|+1793.700|+41.000 XS0258428712|REGEUCRPRC|FRTUM|04.500|20160620|20060620|20060620|20060620|20070620|FORTUM OYJ|Util|EUR|96.489|97.961|5.098|4.843|+2.272|+2.030|DBR 3.500 01/04/16||DE0001135291|+186.979|+164.471|+196.414|+170.943|+192.134|+167.565|750000000.0|0.000|0.000|0.000 XS0258488880|REGFRNEUCRPRC|BPUIM|01.663|20090629|20060629|20060629|20060629|20060929|BANCHE POPOLARI UNITE S.C.P.A. (NOW UNIONE DI BANCHE ITALIANE S|SnBnk/Fin|EUR|99.774|99.932|0.000|0.000|+1.994|+0.956|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+199.400|+95.600|+12.500 XS0258971539|REGFRNEUCRPRC|NGGLN|01.788|20100628|20060628|20060628|20060628|20060928|NATIONAL GRID PLC|Util|EUR|97.934|98.967|0.000|0.000|+2.119|+1.204|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|600000000.0|+211.900|+120.400|+25.000 XS0258977817|REGFRNEUCRPRC|BFCM|01.588|20090630|20060630|20060630|20060630|20060929|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|EUR|99.754|99.991|0.000|0.000|+2.015|+0.486|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+201.500|+48.600|+5.000 XS0259036175|REGFRNEUCRPRC|INTNED|01.663|20110628|20060628|20060628|20060628|20060928|ING GROEP N.V.|SnBnk/Fin|EUR|93.013|94.528|0.000|0.000|+3.555|+2.794|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|750000000.0|+355.500|+279.400|+12.500 XS0259065430|REGFRNEUCRPRC|CLYDES|01.765|20110629|20060629|20060629|20060629|20060929|CLYDESDALE BANK PLC|SnBnk/Fin|GBP|92.742|94.693|0.000|0.000|+3.718|+2.724|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|350000000.0|+371.800|+272.400|+10.000 XS0259252897|REGFRNEUCRPRC|HBOS|01.533|20110705|20060705|20060705|20060705|20061005|HBOS TREASURY SERVICES PLC (NOW BANK OF SCOTLAND PLC)|SnBnk/Fin|EUR|91.000|92.500|0.000|0.000|+4.466|+3.701|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+446.600|+370.100|+5.000 XS0259257003|REGFRNEUCRPRC|C|01.698|20130628|20060628|20060628|20060628|20060928|CITIGROUP INC|SnBnk/Fin|EUR|73.338|75.941|0.000|0.000|+7.899|+7.020|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+789.900|+702.000|+16.000 XS0259294469|REGEUCRPRC|LSELN|06.375|20160707|20060707|20060707|20060707|20070107|LONDON STOCK EXCHANGE GROUP PLC|SnBnk/Fin|GBP|83.699|85.901|9.294|8.824|+6.332|+5.877|UKT 4.000 09/07/16||GB00B0V3WX43|+521.066|+486.673|+583.927|+536.967|+588.457|+541.338|250000000.0|0.000|0.000|0.000 XS0259335833|REGFRNEUCRPRC|UCGIM|01.579|20090707|20060707|20060707|20060707|20061009|UNICREDITO ITALIANO S.P.A. (NOW UNICREDIT S.P.A.)|SnBnk/Fin|EUR|99.665|99.925|0.000|0.000|+2.295|+0.801|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|1000000000.0|+229.500|+80.100|+10.000 XS0259579547|REGFRNEUCRPRC|RBS|01.634|20170130|20060629|20060629|20060629|20061030|ROYAL BANK OF SCOTLAND GROUP PLC|Lower T2|EUR|58.000|61.000|0.000|0.000|+20.954|+18.985|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|500000000.0|+2095.400|+1898.500|+25.000 XS0259604329|REGEUCRPRC|LINGR|07.375|20660714|20060714|20060714|20060714|20070714|LINDE FINANCE B.V.|Ind|EUR|74.592|78.139|13.009|12.079|+10.062|+9.145|DBR 4.000 07/04/16||DE0001135309|+798.424|+744.615|+986.727|+893.621|+945.208|+858.343|700000000.0|0.000|0.000|0.000 XS0259607777|REGEUCRPRC|LINGR|08.125|20660714|20060714|20060714|20060714|20070114|LINDE FINANCE B.V.|Ind|GBP|79.372|82.203|12.557|11.866|+9.595|+8.919|UKT 4.000 09/07/16||GB00B0V3WX43|+787.373|+743.084|+910.661|+841.369|+919.473|+849.864|250000000.0|0.000|0.000|0.000 XS0259653292|REGFRNEUCRPRC|BPUIM|02.038|20160630|20060630|20060630|20060630|20060929|BANCHE POPOLARI UNITE S.C.P.A. (NOW UNIONE DI BANCHE ITALIANE S|Lower T2|EUR|77.500|82.000|0.000|0.000|+12.668|+9.945|EURIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|300000000.0|+1266.800|+994.500|+50.000 XS0259834751|REGFRNEUCRPRC|SANTAN|01.618|20110718|20060718|20060718|20060718|20061018|SANTANDER INTERNATIONAL DEBT S.A. UNIPERSONAL|SnBnk/Fin|GBP|96.654|97.336|0.000|0.000|+1.700|+1.374|LIBOR3M|||0.000|0.000|0.000|0.000|0.000|0.000|200000000.0|+170.000|+137.400|+11.000 XS0259993045|REGFRNEUCRPRC|BFCM|01.595|20130712|20060712|20060712|20060712|20061012|BANQUE FEDERATIVE DU CREDIT MUTUEL|SnBnk/Fin|EUR|90.489|91.977|0.000|0.000|+2.604|+2.204|E