Fixed Income List - Vontobel

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1 Risk Management &Advisory Int.BasketsHOME+41 (58) 283 7340ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Mod DurCHFCH0113287178 0.000 VONCERT/BB DIVERSE CHF 22.06.2015 5'000 106.600 0.000 106.600 - - -CH0113288549 0.000 VONCERT/BB SKANDINAVIAN BONDS 23.01.2015 5'000 102.200 0.000 102.200 - - -CH0120880940 0.000 VONCERT/BB EMERGING CCY 10.04.2014 5'000 84.000 0.000 84.000 - - -CH0141499746 0.000 VONCERT/BB MULTI CURRENCY WITH 26.01.2015 ANNUAL PAYOUT 1'000 96.100 0.000 96.100 - - -CH0141501947 0.000 VONCERT/BB EMERGING MARKETS WITH 26.05.2014 ANNUAL PAYOUT 1'000 82.000 0.000 82.000 - - -CH0141504016 0.000 VONCERT/BB EMERGING MARKETS LOCAL 23.12.2015 CURRENCIES 1'000 92.700 0.000 92.700 - - -CH0141504354 0.000 VONCERT/BB EMERGING MARKETS LOCAL 23.12.2015 CURRENCIES II 1'000 90.300 0.000 90.300 - - -ch0141505286 0.000 VONCERT/BB CORPORATE BONDS 08.02.2017 1'000 101.700 0.000 101.700 - - -CH0141505815 0.000 VONCERT/BB SKANDINAVIAN BONDS II08.09.2017 1'000 96.900 0.000 96.900 - - -EURCH0101891767 0.000 VONCERT/BB WITH ANNUAL PAYOUT 31.01.2014 1'000 98.700 0.000 98.700 - - -CH0108027324 0.000 VONCERT/BB CORPORATE BBB & HIGH 02.06.2014 YIELD1'000 124.900 0.000 124.900 - - -CH0110879910 0.000 VONCERT/BB FLOATERS 24.07.2014 1'000 104.300 0.000 104.300 - - -CH0111816788 0.000 VONCERT/ACTIVE DYNAMIC HY BB OPEN END 1'000 132.600 0.000 132.600 - - -CH0113284142 0.000 VONCERT/BB INFLATION-LINKED 13.04.2016 1'000 111.900 0.000 111.900 - - -CH0113284704 0.000 VONCERT/BB DIVERSE € 30.03.2015 1'000 110.700 0.000 110.700 - - -CH0113286873 0.000 VONCERT/BB DIVERSE € 02.09.2015 1'000 109.400 0.000 109.400 - - -CH0133288986 0.000 VONCERT/BB DIVERSE € 02.03.2016 1'000 112.600 0.000 112.600 - - -CH0125719242 0.000 VONCERT/BB DIVERSE € CORPORATE SINGLE 01.03.2016 A1/A2 1'000 115.800 0.000 115.800 - - -CH0125722600 0.000 VONCERT/BB WITH ANNUAL PAYOUT 15.08.2014 1'000 100.200 0.000 100.200 - - -CH0125723434 0.000 VONCERT/BB COSI-COVERED GOVT BONDS 15.08.2014 DIV. CCY 1'000 95.600 0.000 95.600 - - -CH0125723715 0.000 VONCERT/BB WITH ANNUAL PAYOUT 10.11.2016 1'000 112.700 0.000 112.700 - - -CH0141497930 0.000 VONCERT/BB DIVERSE € 14.03.2016 1'000 115.600 0.000 115.600 - - -CH0141498169 0.000 VONCERT/BB DIVERSE € 13.01.2016 1'000 125.500 0.000 125.500 - - -CH0141498557 0.000 VONCERT/BB TOP YIELD EURO 31.10.2016 1'000 112.300 0.000 112.300 - - -CH0141499779 0.000 VONCERT/BB MULTI CURRENCY WITH 26.01.2015 ANNUAL PAYOUT 1'000 93.600 0.000 93.600 - - -CH0141499654 0.000 VONCERT/BB DIVERSE € 18.04.2018 1'000 105.300 0.000 105.300 - - -CH0141501954 0.000 VONCERT/BB EMERGING MARKETS WITH 26.05.2014 ANNUAL PAYOUT 1'000 79.600 0.000 79.600 - - -CH0141503414 0.000 VONCERT/BB DIVERSE € 20.03.2018 1'000 108.600 0.000 108.600 - - -ch0141504743 0.000 VONCERT/BB EMERGING MARKETS WITH 27.01.2017 ANNUAL PAYOUT 1'000 106.000 0.000 106.000 - - -ch0141505278 0.000 VONCERT/BB DIVERSE € 15.06.2017 1'000 104.300 0.000 104.300 - - -CH0141505245 0.000 VONCERT/ACTIVE DYNAMIC HY BB OPEN END 1'000 102.600 0.000 102.600 - - -ch0141507159 0.000 VONCERT/ BB DIVERSE € 13.03.2017 1'000 101.700 0.000 101.700 - - -USDCH0111816796 0.000 VONCERT/ACTIVE DYNAMIC HY BB OPEN END 1'000 127.800 0.000 127.800 - - -CH0120879561 0.000 VONCERT/EMERGING MARKETS BB 07.01.2016 1'000 116.900 0.000 116.900 - - -CH014150088 0.000 VONCERT/ACTIVE DYNAMIC BB OPEN END 1'000 116.400 0.000 116.400 - - -CH0141504909 0.000 VONCERT/BB ON RENMIMBI BONDS 22.01.2016 1'000 103.800 0.000 103.800 - - -CH0141505872 0.000 VONCERT/BB HIGH YIELD 28.04.2016 1'000 102.700 0.000 102.700 - - -CH0141506243 0.000 VONCERT/BB ON RENMIMBI BONDS 20.05.2016 1'000 101.900 0.000 101.900 - - -CH0141510104 0.000 VONCERT/BB ON RENMIMBI BONDS 17.07.2017 1'000 101.300 0.000 101.300 - - -20.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Mod DurGBPCH0105263211 0.000 VONCERT/BB DIVERSE £ 25.08.2014 1'000 119.100 0.000 119.100CH0113284464 0.000 VONCERT/BB DIVERSE £ 25.06.2014 1'000 111.800 0.000 111.800CH0141501772 0.000 VONCERT/BB DIVERSE £ 18.07.2016 1'000 103.700 0.000 103.700AUDCH0125723178 0.000 VONCERT/BB DIVERSE AUD 2015 26.01.2015 1'000 108.100 0.000 108.100 - - -CH0141498581 0.000 VONCERT/BB DIVERSE AUD 2016 31.10.2016 1'000 113.200 0.000 113.200 - - -CH0141509411 0.000 VONCERT/BB DIVERSE AUD 2017 18.07.2017 1'000 102.100 0.000 102.100 - - -CH0141507282 0.000 VONCERT/BB DIVERSE AUD 2018 13.07.2018 1'000 104.500 0.000 104.500 - - -NZDCH0120979397 0.000 VONCERT/BB DIVERSE NZD 2014 01.08.2014 1'000 114.700 0.000 114.700 - - -CH0141500436 0.000 VONCERT/BB DIVERSE NZD 2017 30.01.2017 1'000 105.900 0.000 105.900 - - -CADCH0107074939 0.000 VONCERT/BB DIVERSE CAD 2014 09.06.2014 1'000 110.100 0.000 110.100 - - -NOKCH0111093800 0.000 VONCERT/BB DIVERSE NOK 2014 29.08.2014 1'000 115.600 0.000 115.600 - - -ZARCH0120879538 0.000 VONCERT/BB DIVERSE ZAR 2014 07.03.2014 1'000 122.000 0.000 122.000 - - -CNYCH0141499076 0.000 VONCERT/BB DIVERSE CNY 2016 07.04.2016 1'000 104.400 0.000 104.400 - - -Termsheets for all Bond Baskets on www.derinet.com20.01.2014

Risk Management &Advisory CHF/Int.New Issues HOME +41 (58) 283 5770+41 (58) 283 7340ISIN Currency Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCHF ForeignCH0229318107 CHF 1.000 BANCO SANTANDER CHILE 31.07.2017 31.01.2014 Aa3 100.100 0.000 100.2500 0.9704 62.4 93.1 3.43CH0232663549 CHF 1.125 ABN AMRO BANK NV 31.01.2019 31.01.2014 A2e 100.250 0.000 100.2500 1.0734 43.3 83.5 4.80CH0233720660 CHF 1.125 BANQUE FED CRED MUTUEL 12.02.2019 12.02.2014 Aa3e 100.100 0.000 100.2500 1.1043 45.0 86.1 4.84CH0233226262 CHF 1.125 ASB FINANCE LTD LONDON 05.02.2020 05.02.2014 Aa3e 100.350 0.000 100.2500 1.0645 20.6 63.9 5.74CH0233731188 CHF 1.125 OEKB OEST. KONTROLLBANK 24.07.2020 21.02.2014 101.750 0.641 100.2500 0.8438 -10.8 32.5 6.22CH0232635869 CHF 1.375 BNZ INTERNATIONAL FNDNG 03.02.2021 03.02.2014 Aa3 AA- 100.350 0.000 100.2500 1.3223 26.2 70.4 6.57CH0233911772 CHF 1.500 COMMONWEALTH BANK AUST 07.02.2022 07.02.2014 Aa2e 100.650 0.000 100.2500 1.4135 17.7 62.6 7.42CH0232842341 CHF 1.500 PROVINCE OF QUEBEC 05.02.2024 05.02.2014 Aa2e A+ 100.000 0.000 100.2500 1.5000 -0.6 47.8 9.12CH0225173332 CHF 2.000 CORP ANDINA DE FOMENTO 05.02.2024 05.02.2014 Aa3e AA- 100.050 0.000 100.2500 1.9944 48.0 97.3 8.84CH0229318123 CHF 2.000 CORP ANDINA DE FOMENTO 05.02.2024 05.02.2014 100.050 0.000 100.2500 1.9944 48.0 97.3 8.84CH0233911988 CHF 1.500 NATIONAL AUSTRALIA BANK 07.02.2024 07.02.2014 Aaae 100.050 0.000 100.2500 1.4946 -1.3 47.2 9.12CH0229318099 CHF 5.125 GAZPROMBK (GPB FINANCE) 13.05.2024 13.02.2014 100.350 0.000 100.2500 5.0773 429.1 402.8 7.60CH0233004172 CHF 1.625 EUROPEAN INVESTMENT BANK 04.02.2025 04.02.2014 Aaae 100.290 0.000 100.2500 1.5960 -0.8 41.9 9.87CHF DomesticCH0229881138 CHF 1.375 PSP SWISS PROPERTY AG 04.02.2020 04.02.2014 100.650 0.000 100.6500 1.2618 40.3 83.7 5.68CH0233341657 CHF 1.125 BANQ CANTONALE FRIBOURG 05.02.2021 05.02.2014 100.400 0.000 100.4000 1.0654 0.8 44.6 6.66CH0232698719 CHF 1.500 ZUERCHER KANTONALBANK 27.01.2023 27.01.2014 101.050 0.000 101.0500 1.3752 0.3 46.0 8.26CH0229881153 CHF 2.250 CITY OF WINTERTHUR 10.02.2039 10.02.2014 100.750 0.000 100.7500 2.2106 18.6 45.9 18.63CH0233680203 CHF 1.500 LGT BANK AG 10.05.2021 10.02.2014 A1e 100.300 0.000 100.3000 1.4558 34.6 78.9 6.80USDUS24422ESH35 USD 1.050 JOHN DEERE CAPITAL CORP 15.12.2016 17.01.2014 A2 A 100.115 0.018 100.1325 1.0093 16.0 104.8 2.83US06675GAE52 USD 1.700 BANQUE FED CRED MUTUEL 20.01.2017 22.01.2014 Aa3 A 99.942 0.005 99.9467 1.7200 81.6 174.6 2.89USF2893TAG16 USD 1.150 ELECTRICITE DE FRANCE 20.01.2017 22.01.2014 Aa3e A+ 99.796 0.003 99.7992 1.2198 32.3 124.5 2.92US78010UNX18 USD 1.200 ROYAL BANK OF CANADA 23.01.2017 23.01.2014 Aa3 AA- 100.181 0.000 100.1810 1.1383 24.0 116.3 2.93US961214CF89 USD 2.250 WESTPAC BANKING CORP 17.01.2019 17.01.2014 Aa2 AA- 99.784 0.038 99.8215 2.2963 55.7 206.3 4.66US89236TBB08 USD 2.100 TOYOTA MOTOR CREDIT CORP 17.01.2019 17.01.2014 Aa3 AA- 100.296 0.035 100.3310 2.0369 30.5 180.4 4.69US06675GAC96 USD 2.750 BANQUE FED CRED MUTUEL 22.01.2019 22.01.2014 Aa3 A 99.928 0.008 99.9356 2.7656 101.4 253.1 4.61USF2893TAJ54 USD 2.150 ELECTRICITE DE FRANCE 22.01.2019 22.01.2014 A+ 99.076 0.006 99.0820 2.3481 59.7 211.3 4.68US50065XAE40 USD 2.750 KOREA NATIONAL OIL CORP 23.01.2019 23.01.2014 A1 A+ 99.928 0.000 99.9280 2.7656 101.3 253.0 4.61XS1020806375 USD 1.750 NETWORK RAIL INFRA FIN 24.01.2019 24.01.2014 Aa1e 99.783 0.000 99.7830 1.7958 5.8 156.0 4.67US500769GA69 USD 1.875 KFW 01.04.2019 23.01.2014 Aaae AAA 99.972 0.000 99.9720 1.8802 8.0 161.8 4.83USF8590LAA47 USD 5.000 SOCIETE GENERALE -SUBORDINATED- 17.01.2024 17.01.2014 Baa3 BBB+ 99.850 0.083 99.9333 5.0192 204.8 400.3 7.70US857524AC63 USD 4.000 REPUBLIC OF POLAND 22.01.2024 22.01.2014 A2e 99.100 0.011 99.1111 4.1116 114.6 309.4 8.09US500630CC01 USD 3.750 KOREA DEVELOPMENT BANK 22.01.2024 22.01.2014 Aa3 98.936 0.010 98.9464 3.8804 91.9 286.3 8.19US06051GFB05 USD 4.125 BANK OF AMERICA CORP 22.01.2024 21.01.2014 Baa2 A- 100.452 0.023 100.4749 4.0690 112.1 305.1 8.07US50065XAF15 USD 4.000 KOREA NATIONAL OIL CORP 23.01.2024 23.01.2014 A1 A+ 100.252 0.000 100.2520 3.9690 102.0 295.1 8.12US05578UAB08 USD 5.150 BPCE -SUBORDINATED- 21.07.2024 21.01.2014 Baa3 BBB+ 99.437 0.029 99.4656 5.2169 217.6 408.5 7.75US06051GFC87 USD 5.000 BANK OF AMERICA CORP 21.01.2044 21.01.2014 Baa2 A- 101.224 0.028 101.2518 4.9210 117.6 282.3 15.46US77586TAE64 USD 6.125 ROMANIA 22.01.2044 22.01.2014 Baa3e 101.250 0.017 101.2670 6.0338 227.8 393.6 13.68USF2893TAK28 USD 4.875 ELECTRICITE DE FRANCE 22.01.2044 22.01.2014 Aa3e A+ 97.560 0.014 97.5735 5.0343 124.7 293.6 15.41US4581X0CE61 USD 4.375 INTER-AMERICAN DEVEL BK 24.01.2044 24.01.2014 Aaae 101.633 0.000 101.6330 4.2774 54.1 217.9 15.96USF2893TAL01 USD 6.000 ELECTRICITE DE FRANCE 22.01.2114 22.01.2014 Aa3e A+ 101.802 0.017 101.8187 5.8934 261.7 -110.0 16.91EURXS1017789089 EUR 1.000 INSTITUT CREDITO OFICIAL 20.09.2015 20.01.2014 Baa3 BBB- 99.920 0.008 99.9282 1.0482 57.7 118.6 1.63XS1016635580 EUR 1.450 SANTAN CONSUMER FINANCE 29.01.2016 29.01.2014 Baa2e BBB- 100.189 0.000 100.1890 1.3536 84.1 147.7 1.95XS1021817355 EUR 2.875 FGA CAPITAL IRELAND 26.01.2018 27.01.2014 Baa3e 100.300 0.000 100.3000 2.7946 186.6 270.2 3.64DE000AAR0173 EUR 1.125 AAREAL BANK -GERMAN COVERED- 21.01.2019 21.01.2014 100.020 0.006 100.0262 1.1209 -0.9 88.6 4.8320.01.2014

ISIN Currency Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurES0413056047 EUR 3.125 BANCO MARE NOSTRUM -SPANISH COVERED- 21.01.2019 21.01.2014 101.220 0.017 101.2371 2.8593 171.4 262.5 4.57XS1016720853 EUR 2.375 BBVA SENIOR FINANCE SA 22.01.2019 22.01.2014 Baa3 BBB- 100.370 0.007 100.3765 2.2958 114.8 206.1 4.66XS1015892182 EUR 1.375 CBA -AUSTRALIAN COVERED- 22.01.2019 22.01.2014 Aaae 100.363 0.004 100.3668 1.2995 16.7 106.5 4.80XS1017828911 EUR 1.375 BASF SE 22.01.2019 22.01.2014 A1e 100.129 0.004 100.1328 1.3481 27.3 111.3 4.80EU000A1G0BM9 EUR 1.250 EFSF 22.01.2019 22.01.2014 Aa1e 100.240 0.003 100.2434 1.2002 6.9 96.5 4.82XS1020295348 EUR 1.750 RABOBANK NEDERLAND 22.01.2019 22.01.2014 Aa2e 100.228 0.005 100.2328 1.7020 56.3 146.7 4.75XS1019818787 EUR 2.324 PKO FIN AB (PKO BANK PL) 23.01.2019 23.01.2014 100.700 0.000 100.7000 2.1747 103.1 193.9 4.68XS1015339218 EUR 2.000 ABN AMRO BANK NV 22.07.2019 22.01.2014 A2e 100.236 0.005 100.2415 1.9534 70.2 163.6 5.11DE000A1X3NV9 EUR 1.500 LAND BERLIN 21.01.2021 21.01.2014 Aa1e 99.490 0.008 99.4982 1.5776 2.6 96.6 6.59XS1017763100 EUR 2.625 REPUBLIC OF LATVIA 21.01.2021 21.01.2014 Baa2e BBB+ 100.150 0.014 100.1644 2.6012 103.3 198.9 6.32FR0011703776 EUR 3.125 BUREAU VERITAS SA 21.01.2021 21.01.2014 101.175 0.017 101.1921 2.9367 137.3 232.5 6.21XS1019709069 EUR 2.000 DEXIA CREDIT LOCAL 22.01.2021 22.01.2014 Aa3e 100.301 0.005 100.3065 1.9535 39.7 134.1 6.47XS1018032950 EUR 3.500 INTESA SANPAOLO SPA 17.01.2022 17.01.2014 Baa2 BBB 99.930 0.058 99.9875 3.5101 174.8 273.1 6.86DE000A1X3LT7 EUR 1.875 DT. PFANDBRIEFBANK -GERMAN COVERED- 21.01.2022 21.01.2014 Aa2e AA+ 99.832 0.010 99.8423 1.8978 16.5 111.8 7.36DE000A1R04X6 EUR 2.250 DAIMLER AG 24.01.2022 24.01.2014 A3e 100.080 0.000 100.0800 2.2390 49.9 145.7 7.09XS1019326641 EUR 3.250 SNAM SPA 22.01.2024 22.01.2014 Baa1 BBB+ 100.910 0.009 100.9189 3.1425 110.0 212.5 8.44XS1017833242 EUR 2.500 BASF SE 22.01.2024 22.01.2014 A1e 100.257 0.007 100.2638 2.4707 46.8 145.3 8.75XS1019821732 EUR 3.000 HOLCIM FINANCE LUX SA 22.01.2024 22.01.2014 Baa2 BBB 100.888 0.008 100.8962 2.8964 85.7 187.9 8.54XS1020300288 EUR 3.375 REPUBLIC OF LITHUANIA 22.01.2024 22.01.2014 Baa1e BBB 99.850 0.009 99.8592 3.3929 133.5 237.5 8.36AT000B049465 EUR 2.375 UNICREDIT BK AUSTRIA -AUSTRIAN COVERED- 22.01.2024 22.01.2014 Aa1 99.844 0.007 99.8505 2.3927 35.5 137.5 8.80XS1019493896 EUR 2.375 PROVINCE OF QUEBEC 22.01.2024 22.01.2014 Aa2e A+ 99.993 0.007 99.9995 2.3758 33.9 135.8 8.81FR0011689033 EUR 3.250 VALEO SA 22.01.2024 22.01.2014 Baa3 BBB 101.720 0.009 101.7289 3.0478 101.4 203.0 8.45XS1020769748 EUR 2.375 ABN AMRO BANK -DUTCH COVERED- 23.01.2024 23.01.2014 Aaae 99.941 0.000 99.9410 2.3817 34.4 136.4 8.81IT0004988553 EUR 3.000 UNICREDIT -ITALIAN COVERED- 31.01.2024 24.01.2014 A2e 100.067 0.000 100.0670 2.9921 94.2 197.2 8.30BE0000332412 EUR 2.600 BELGIUM KINGDOM 22.06.2024 21.01.2014 100.735 0.014 100.7492 2.5180 43.4 139.2 8.90FR0011689579 EUR 3.000 BPCE SA 19.07.2024 20.01.2014 A2 A 100.662 0.025 100.6867 2.9246 82.4 179.3 8.77GBPXS1017603751 GBP 1.125 FMS WERTMANAGEMENT 07.12.2016 20.01.2014 Aaa AAA 99.771 0.009 99.7802 1.2063 -10.8 124.8 2.81XS1019727046 GBP 1.875 EXPORT DEVELOPMNT CANADA 17.12.2018 23.01.2014 Aaae 100.021 0.000 100.0210 1.8701 -10.5 164.9 4.63XS1017618783 GBP 2.625 VOLKSWAGEN FIN SERV NV 22.07.2019 22.01.2014 100.370 0.007 100.3773 2.5504 43.8 223.3 5.00FR0011710284 GBP 6.000 ELECTRICITE DE FRANCE 23.01.2114 23.01.2014 Aa3e 106.594 0.000 106.5940 5.6274 293.3 -136.6 17.68AUDXS1020133283 AUD 3.750 MERCEDES-BENZ AUSTRALIA 24.01.2017 24.01.2014 100.051 0.000 100.0510 3.7317 63.5 375.6 2.69AU3CB0218071 AUD 3.750 L-BANK BADEN-WUERTTEMBERG 23.01.2018 23.01.2014 100.308 0.000 100.3080 3.6658 33.1 357.5 3.65XS1017966554 AUD 4.375 BMW FINANCE NV 23.07.2018 23.01.2014 A2e 100.570 0.000 100.5700 4.2276 73.2 406.5 3.93AU3CB0218063 AUD 4.000 KOMMUNALBANKEN AS 23.01.2019 23.01.2014 99.970 0.000 99.9700 4.0067 41.3 377.1 4.45AU3CB0217982 AUD 3.750 INTL BK RECON & DEVELOP 23.01.2019 23.01.2014 Aaae 99.958 0.000 99.9580 3.7594 16.7 352.4 4.48XS1013984981 AUD 4.875 RABOBANK NEDERLAND 20.01.2020 20.01.2014 Aa2e AA- 100.762 0.040 100.8021 4.7258 87.0 430.9 5.10XS1019354007 AUD 5.000 BNP PARIBAS 21.01.2020 21.01.2014 A2 A+ 100.534 0.027 100.5614 4.8949 103.5 447.7 5.08NZDXS1017788784 NZD 4.750 EUROPEAN INVESTMENT BANK 22.01.2019 22.01.2014 99.776 0.013 99.7890 4.8014 21.6 456.7 4.35NZNIBDT008C2 NZD 4.875 NORDIC INVESTMENT BANK 22.01.2019 22.01.2014 Aaa AAA 100.472 0.000 100.4720 4.7666 24.2 453.2 4.35SGDXS1020855588 SGD 4.400 STANDARD CHARTERED -SUBORDINATED-23.01.2026 23.01.2014 A3 A- 100.150 0.000 100.1500 4.3837 213.3 312.7 9.17ZARXS1018702941 ZAR 7.000 KFW 21.01.2019 21.01.2014 Aaae 98.127 0.038 98.1654 7.4626 -23.5 722.8 4.07TRYXS1021937765 TRY 9.000 INTL FINANCE CORP 30.01.2017 30.01.2014 Aaae 99.621 0.000 99.6210 9.1501 -123.9 917.2 2.34CNYXS1013890220 CNY 10.000 TRAD & DEV BANK MONGOLIA 21.01.2017 21.01.2014 B1 99.440 0.055 99.4948 10.2254 679.6 1025.1 2.4820.01.2014

ISIN Currency Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurHK0000181773 CNY 11.000 MODERN LAND CHINA CO 22.01.2017 22.01.2014 B2 101.200 0.031 101.2306 10.5121 716.1 1053.7 2.45XS1020462930 CNY 5.500 GREENLAND HONG KONG HOLD 23.01.2018 23.01.2014 100.000 0.000 100.0000 5.5000 214.6 540.9 3.51XS1019326302 CNY 3.500 VOLKSWAGEN INTL FIN NV 23.01.2019 23.01.2014 A3 A- 100.650 0.000 100.6500 3.3566 -24.4 312.1 4.52XS1019722914 CNY 3.625 EXPORT-IMPORT BK KOREA 27.01.2019 27.01.2014 Aa3 100.450 0.000 100.4500 3.5253 -8.2 328.8 4.36BRL (ALL CASHFLOWS IN EUR)XS1020328024 BRL 9.750 KFW 23.05.2017 23.01.2014 98.909 0.000 98.9090 10.1131 1009.4 2.57XS1014703851 BRL 10.500 EUROPEAN INVESTMENT BANK 21.12.2017 21.01.2014 Aaae 100.740 0.058 100.7975 10.2477 1016.8 3.06HIGH YIELDXS1016053537 EUR 4.000 VENETO BANCA SCPA 20.01.2017 20.01.2014 BB 100.489 0.033 100.5219 3.8237 311.7 384.9 2.77XS1017615920 EUR 3.500 BANCA POP DI VICENZA 20.01.2017 20.01.2014 BB 100.279 0.029 100.3078 3.4002 269.5 342.6 2.80XS1017790178 EUR 2.500 BPE FINANCIACIONES SA 01.02.2017 23.01.2014 Ba3 99.770 0.000 99.7700 2.5798 187.4 260.1 2.81XS1019171427 EUR 4.125 BENI STABILI SPA 22.01.2018 22.01.2014 101.550 0.011 101.5613 3.7007 278.5 361.0 3.63PTBENKOM0012 EUR 4.000 BANCO ESPIRITO SANTO SA 21.01.2019 21.01.2014 Ba3 BB- /*- 100.009 0.022 100.0309 3.9979 281.9 376.3 4.45XS1013954646 EUR 2.375 FRESENIUS FINANCE BV 01.02.2019 23.01.2014 Ba1 BB+ 99.850 0.000 99.8500 2.4069 125.2 216.8 4.57FR0011694496 EUR 3.750 WENDEL SA 21.01.2021 21.01.2014 BB+ 100.250 0.021 100.2705 3.7087 212.3 309.7 6.06XS1020952435 EUR 4.500 TELECOM ITALIA SPA 25.01.2021 23.01.2014 Ba1e BB+ 100.755 0.000 100.7550 4.3725 278.3 375.9 5.66XS1013955379 EUR 3.000 FRESENIUS FINANCE BV 01.02.2021 23.01.2014 Ba1 BB+ 100.200 0.000 100.2000 2.9679 139.9 235.0 6.07USN9417JAB72 USD 6.875 VTR FINANCE BV 15.01.2024 24.01.2014 B1 B+ 102.999 0.000 102.9990 6.4572 381.7 544.1 7.11USF22797RT78 USD 7.875 CREDIT AGRICOLE -SUBORDINATED- PerpNC10 23.01.2014 BB+ 102.900 0.000 102.9000 457.3FR0011697010 EUR 4.125 EDF -SUBORDINATED- PerpNC8 22.01.2014 (P)A3 BBB+ 99.875 0.011 99.8863 236.6USF2893TAM83 USD 5.625 EDF -SUBORDINATED- PerpNC10 22.01.2014 (P)A3 BBB+ 99.350 0.016 99.3656 272.7FR0011697028 EUR 5.000 EDF -SUBORDINATED- PerpNC12 22.01.2014 (P)A3 BBB+ 100.900 0.014 100.9137 260.8FR0011700293 GBP 5.875 EDF -SUBORDINATED- PerpNC15 22.01.2014 (P)A3 BBB+ 100.247 0.016 100.2632 267.1EMERGING MARKETSXS1016655265 USD 2.125 BANK OF CHINA/HONG KONG 23.01.2017 23.01.2014 A1 99.521 0.000 99.5210 2.2920 136.9 231.7 2.87XS1017435782 EUR 3.625 BNDES 21.01.2019 21.01.2014 Baa2 BBB 100.310 0.020 100.3299 3.5561 238.9 332.2 4.50XS1019652368 USD 3.500 WHARF FINANCE LTD 23.01.2019 23.01.2014 100.065 0.000 100.0650 3.4856 172.3 325.0 4.52XS0996662853 USD 5.125 CHINA OS GRAND OCEAN FIN 23.01.2019 23.01.2014 Baa2 BBB- 98.527 0.000 98.5270 5.4697 363.4 523.4 4.30US71656MAW91 USD 3.125 PETROLEOS MEXICANOS 23.01.2019 23.01.2014 Baa1 BBB+ 101.100 0.000 101.1000 2.8856 114.4 265.0 4.58XS1016655349 USD 3.125 BANK OF CHINA/HONG KONG 23.01.2019 23.01.2014 A1 98.623 0.000 98.6230 3.4294 164.7 319.4 4.55XS1017606853 USD 10.625 FANTASIA HOLDINGS GROUP 23.01.2019 23.01.2014 B2 B+ 100.250 0.000 100.2500 10.5581 869.4 1032.3 3.73USP1R05SAJ45 USD 8.125 BANCO REGIONAL SAECA 24.01.2019 24.01.2014 Ba2 BB- 103.400 0.000 103.4000 7.2893 559.4 705.4 3.73NO0010700982 USD 7.500 ORO NEGRO DRIL PTE LTD 24.01.2019 24.01.2014 102.500 0.000 102.5000 6.8920 516.2 665.6 3.80USY04342AA28 USD 4.875 BANK OF BARODA 23.07.2019 23.01.2014 Baa3e 99.998 0.000 99.9980 4.8693 292.2 455.2 4.62US91086QBD97 USD 3.500 UNITED MEXICAN STATES 21.01.2021 21.01.2014 Baa1e BBB+ 100.400 0.019 100.4194 3.4346 106.4 282.3 6.11XS1013209017 USD 8.125 SHIMAO PPTY HLDNG LTD 22.01.2021 22.01.2014 Ba3 BB- 100.850 0.023 100.8726 7.9617 580.2 734.9 5.20USP3318GAA69 USD 7.750 HOCHSCHILD MINING 23.01.2021 23.01.2014 Ba1 100.850 0.000 100.8500 7.5890 543.3 697.6 5.26USP06518AF40 USD 5.750 COMMONWEALTH OF BAHAMAS 16.01.2024 16.01.2014 Baa1e 99.900 0.112 100.0118 5.7630 277.9 474.7 7.43US71656MAX74 USD 4.875 PETROLEOS MEXICANOS 18.01.2024 23.01.2014 Baa1e 100.850 0.000 100.8500 4.7659 181.5 374.9 7.77US718286BY27 USD 4.200 REPUBLIC OF PHILIPPINES 21.01.2024 21.01.2014 Baa3 BBB- 102.250 0.023 102.2733 3.9235 99.7 290.6 8.07US10553YAF25 USD 6.450 BRASKEM FINANCE LTD 03.02.2024 03.02.2014 Baa3 BBB- 101.500 0.000 101.5000 6.2438 327.6 522.3 6.83US91086QBE70 USD 5.550 UNITED MEXICAN STATES 21.01.2045 21.01.2014 Baa1e BBB+ 101.800 0.031 101.8308 5.4287 168.1 326.1 14.78US71656MAY57 USD 6.375 PETROLEOS MEXICANOS 23.01.2045 23.01.2014 Baa1 BBB+ 102.250 0.000 102.2500 6.2098 246.7 404.2 13.5520.01.2014

CHF Floating Rate NotesHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Size Act. Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price Assumed Rate Disc. MarginReset Frequ.Next ResetCH0197841536 500'000 0.467 RAIFFEISEN LB NIEDEROEST 05.12.2014 05.12.2012 A2 100.1 0.064 100.164 45.000 23.5 4.0 05.03.2014CH0149182476 1'000'000 0.819 ANZ NEW ZEALAND INTL/LDN 27.02.2015 27.02.2012 Aaa 100.82 0.130 100.950 80.000 32.4 4.0 27.02.2014CH0183698411 500'000 0.201 ZUERCHER KANTONALBANK 07.05.2015 07.05.2012 NR 100.11 0.043 100.153 18.000 9.7 4.0 07.02.2014CH0199457927 250'000 1.019 AAREAL BANK AG 23.11.2015 23.11.2012 99.31 0.167 99.477 100.000 139.3 4.0 24.02.2014CH0194112113 500'000 1.023 DVB BANK SE 08.01.2016 08.10.2012 NR A+ 100.12 0.043 100.163 100.000 95.0 4.0 08.04.2014CH0212037862 500'000 0.551 QNB FINANCE LTD 13.05.2016 13.05.2013 Aa3 A+ 100.2 0.109 100.309 53.000 45.8 4.0 13.02.2014CH0208991957 500'000 1.021 BANCO SANTANDER CHILE 28.03.2017 28.03.2013 Aa3 100.64 0.068 100.708 100.000 79.9 4.0 28.03.201420.01.2014

CHF Foreign BondsHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Size Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCH0115237015 2'000'000 1.750 SWISS RE TREASURY (US) 21.07.2014 21.07.2010 Aa3 AA- 100.870 0.885 101.755 -0.009 -5.4CH0105004078 8'000'000 2.250 NATIONAL AUSTRALIA BANK 02.12.2014 02.12.2009 Aa2 AA- 101.880 0.319 102.199 0.058 -7.4 26.2 0.86CH0042527652 2'000'000 3.750 GROUPE AUCHAN SA 23.06.2015 23.06.2008 A 105.030 2.188 107.218 0.191 8.6 33.5 1.38CH0042799913 1'000'000 3.375 NORGES STATSBANER AS 03.08.2015 30.06.2008 Aa2 AA- 105.100 1.594 106.694 0.035 -7.2 17.6 1.50CH0123326081 2'000'000 3.375 UNION BANK OF INDIA 07.08.2015 07.02.2011 Baa3 BBB- 102.650 1.556 104.206 1.613 154.4 175.4 1.48CH0115822642 1'000'000 1.875 WESTPAC SECURITIES NZ LT 25.08.2015 25.08.2010 Aa3 AA- 102.750 0.771 103.521 0.141 4.0 27.9 1.57CH0187216012 2'000'000 3.250 BANQUE PSA FINANCE 25.09.2015 25.06.2012 Ba1 BB+ 102.700 1.065 103.765 1.597 153.3 173.3 1.62CH0044359070 1'000'000 3.375 ASSIST PUBL HOPIT PARIS 25.09.2015 25.08.2008 AA 105.650 1.106 106.756 -0.004 -11.1 13.2CH0022976853 2'000'000 2.375 ROYAL BK OF SCOTLAND PLC 02.11.2015 02.11.2005 Ba1 BBB- 101.500 0.534 102.034 1.510 142.1 164.2 1.73CH0198380237 2'000'000 2.750 GIC FUNDING LIMITED 16.11.2015 16.11.2012 Baa2 102.600 0.512 103.112 1.289 120.4 142.0 1.76CH0141533403 2'000'000 5.000 VTB BANK (VTB CAPITAL SA 17.11.2015 17.11.2011 Baa2 BBB 105.850 0.917 106.767 1.699 166.4 182.9 1.74CH0120169799 2'000'000 3.000 CBQ FINANCE LTD 07.12.2015 07.12.2010 A1 A- 104.050 0.383 104.433 0.811 71.7 93.9 1.83CH0124757904 2'000'000 3.000 ADCB FINANCE CAYMAN LTD 08.12.2015 08.03.2011 A1u A 104.100 0.375 104.475 0.788 69.3 91.6 1.83CH0108870020 2'000'000 2.625 GENERAL ELEC CAP CORP 20.01.2016 20.01.2010 A1 104.650 0.022 104.672 0.280 15.9 40.5 1.96CH0123133297 2'000'000 3.000 FIRST GULF BANK 16.02.2016 16.02.2011 104.650 2.808 107.458 0.722 60.7 84.3 1.97CH0126639381 2'000'000 2.500 BARCLAYS BANK PLC 29.03.2016 29.03.2011 A2 A 104.850 2.042 106.892 0.269 12.7 38.4 2.11CH0117367430 1'000'000 3.625 GLENCORE FINANCE EUROPE 06.04.2016 06.10.2010 Baa2 BBB 105.850 2.890 108.740 0.928 81.4 104.1 2.08CH0112134751 2'000'000 2.250 NORDEA BANK AB 06.05.2016 06.05.2010 Aa3 104.600 1.606 106.206 0.230 7.5 33.5 2.22CH0049495598 2'000'000 2.750 BK NEDERLANDSE GEMEENTEN 11.05.2016 11.02.2009 Aaa AA+ 105.950 1.925 107.875 0.156 -0.3 26.0 2.22CH0101589361 2'000'000 3.000 RABOBANK NEDERLAND 10.06.2016 10.06.2009 Aa2 AA- 106.500 1.858 108.358 0.257 9.4 35.3 2.29CH0185349351 2'000'000 2.250 LEASEPLAN CORPORATION NV 18.07.2016 18.07.2012 Baa2 BBB+ 103.450 1.156 104.606 0.841 67.6 92.7 2.40CH0115149418 2'000'000 2.500 SPI AUSTRALIA ASSETS PTY 09.08.2016 09.08.2010 Baa1 BBB+ 104.250 1.139 105.389 0.805 63.5 88.5 2.45CH0026734449 2'000'000 2.875 TOYOTA MOTOR CREDIT CORP 20.09.2016 20.09.2006 Aa3 AA- 106.900 0.982 107.882 0.266 6.8 33.6 2.57CH0194215650 2'000'000 2.500 BLACK SEA TRADE AND DEVE 04.10.2016 04.10.2012 A3 /*+ A- 103.150 0.757 103.907 1.303 111.9 136.9 2.59CH0102162952 1'500'000 2.875 EKSPORTFINANS ASA 16.11.2016 16.06.2009 Ba3 BB+ 102.150 0.535 102.685 2.079 188.2 212.9 2.68CH0197841544 2'000'000 5.250 FIAT FINANCE & TRADE 23.11.2016 23.11.2012 B1 /*- BB- 105.850 0.875 106.725 3.059 294.9 310.7 2.61CH0187696114 2'000'000 2.000 LG ELECTRONICS INC 02.12.2016 02.07.2012 Baa2 BBB- 103.000 0.283 103.283 0.931 71.4 97.5 2.78CH0136594360 2'000'000 1.000 PHILIP MORRIS INTL INC 06.12.2016 06.12.2011 A2 A 102.000 0.131 102.131 0.299 6.7 34.2 2.83CH0143421169 2'000'000 2.125 KOREA LAND & HOUSING COR 12.12.2016 12.12.2011 A1 103.650 0.242 103.892 0.839 61.9 88.0 2.80CH0028944681 2'000'000 2.875 GENERAL ELEC CAP CORP 27.02.2017 27.02.2007 A1 AA+ 107.600 2.603 110.203 0.399 14.1 41.0 2.93CH0149710771 2'000'000 1.875 KOREA NATIONAL OIL CORP 08.03.2017 08.03.2012 A1 A+ 103.150 1.641 104.791 0.849 59.1 85.6 2.99CH0186130446 2'000'000 1.750 SK TELECOM CO LTD 12.06.2017 12.06.2012 A3 A- 102.850 1.074 103.924 0.891 58.7 86.2 3.26CH0190369048 2'000'000 3.000 MACQUARIE BANK LTD 09.08.2017 09.08.2012 A2 A 107.150 1.367 108.517 0.939 62.7 89.3 3.35CH0111174576 2'000'000 2.250 ELECTRICITE DE FRANCE 29.09.2017 29.03.2010 A+ 106.600 0.713 107.313 0.439 7.8 37.9 3.54CH0118596888 2'000'000 1.500 BK NEDERLANDSE GEMEENTEN 03.11.2017 03.11.2010 Aaa AA+ 104.400 0.333 104.733 0.326 -5.9 25.5 3.68CH0181379774 2'000'000 2.125 SLOVAK REPUBLIC 25.04.2018 25.04.2012 A2 A 105.700 1.582 107.282 0.758 29.3 62.5 4.03CH0226747746 2'000'000 2.900 VTB BANK (VTB CAPITAL SA 25.05.2018 25.11.2013 Baa2 BBB 101.300 0.467 101.767 2.577 209.7 243.2 3.97CH0101768064 3'500'000 2.750 SOC NATL CHEMINS FER FRA 11.06.2018 11.06.2009 Aa2 AA- 109.900 1.696 111.596 0.463 -3.5 31.1 4.12CH0025739316 1'000'000 3.125 TOTAL CAPITAL SA 28.06.2018 28.06.2006 Aa1 AA- 111.200 1.780 112.980 0.558 5.7 40.0 4.13CH0223523298 2'000'000 1.375 KOREA FINANCE CORP 02.07.2018 02.10.2013 Aa3 A+ 101.450 0.424 101.874 1.039 52.5 87.9 4.26CH0207960649 2'000'000 0.875 NORDEA BANK AB 25.09.2018 25.03.2013 Aa3 AA- 101.150 0.287 101.437 0.624 5.9 43.0 4.56CH0222418268 2'000'000 2.500 BRE FINANCE FRANCE SA 08.10.2018 08.10.2013 BBB+ 101.800 0.729 102.529 2.093 153.6 189.4 4.38CH0112086951 2'000'000 2.125 BK NEDERLANDSE GEMEENTEN 06.11.2018 06.05.2010 Aaa AA+ 107.250 0.455 107.705 0.584 0.2 37.3 4.56CH0200404173 1'000'000 1.500 GOLDMAN SACHS GROUP INC 29.11.2018 29.11.2012 Baa1 A- 101.750 0.225 101.975 1.127 52.9 90.7 4.65CH0185843023 2'000'000 2.625 GLENCORE FINANCE EUROPE 03.12.2018 03.07.2012 Baa2 BBB 105.350 0.365 105.715 1.476 90.2 125.4 4.55CH0215076313 2'000'000 1.625 KOREA WESTERN POWER CO 26.03.2019 26.09.2013 A1 A+ 101.550 0.528 102.078 1.313 64.5 104.6 4.88CH0103078231 5'000'000 3.000 RESEAU FERRE DE FRANCE 24.04.2019 24.07.2009 Aa1 AA 111.400 2.242 113.642 0.776 10.7 49.7 4.82CH0030644030 2'000'000 3.250 REPUBLIC OF POLAND 15.05.2019 15.05.2007 A2 A- 110.800 2.239 113.039 1.142 48.2 85.4 4.83CH0027333241 5'000'000 2.625 REGIE AUTONOME DES TRANS 06.11.2019 06.11.2006 Aa1 109.450 0.561 110.011 0.939 15.5 55.7 5.38CH0225173290 2'000'000 1.500 KOREA RAILROAD CORP 02.12.2019 02.12.2013 A1 A 100.450 0.213 100.663 1.419 59.6 102.3 5.56CH0222359421 2'000'000 1.250 SVENSKA HANDELSBANKEN AB 20.12.2019 25.09.2013 Aa3 AA- 102.150 0.115 102.265 0.875 4.4 46.9 5.68CH0123575091 2'000'000 2.125 NORGES STATSBANER AS 14.02.2020 14.02.2011 Aa2 AA- 108.300 2.001 110.301 0.720 -13.8 28.4 5.62CH0204477241 2'000'000 2.250 BORAL LIMITED 20.02.2020 20.02.2013 Baa3 BBB 100.650 2.081 102.731 2.134 126.6 169.5 5.51CH0107134717 5'000'000 2.250 KFW 12.08.2020 12.02.2010 Aaa AAA 109.650 1.006 110.656 0.736 -22.6 20.3 6.0920.01.2014

ISIN Size Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCH0195529380 2'000'000 2.375 LEASEPLAN CORPORATION NV 15.10.2020 15.10.2012 Baa2 BBB+ 104.850 0.647 105.497 1.608 63.0 104.1 6.17CH0222418300 2'000'000 2.595 TELEFONICA EMISIONES SAU 23.10.2020 23.10.2013 Baa2 BBB 104.150 0.649 104.799 1.933 95.3 136.1 6.13CH0013843443 1'000'000 2.875 RESEAU FERRE DE FRANCE 26.02.2021 26.02.2009 Aa1 AA 111.700 2.611 114.311 1.147 10.5 50.9 6.33CH0136594386 2'000'000 2.000 PHILIP MORRIS INTL INC 06.12.2021 06.12.2011 A2 A 104.300 0.261 104.561 1.418 22.3 65.0 7.25CH0028608195 2'000'000 2.625 NEDER WATERSCHAPSBANK 07.02.2022 07.02.2007 Aaa AA+ 110.950 2.523 113.473 1.189 -2.5 39.3 7.14CH0207550010 1'000'000 1.125 BK NEDERLANDSE GEMEENTEN 19.04.2023 19.03.2013 Aaa AA+ 97.800 0.950 98.750 1.380 -4.0 43.1 8.63CH0127860192 1'500'000 2.375 CAISSE D'AMORT DETTE SOC 19.04.2023 19.04.2011 Aa1 NR 107.100 1.808 108.908 1.544 15.4 59.5 8.17CH0214333731 2'000'000 1.875 ADCB FINANCE CAYMAN LTD 13.06.2023 13.06.2013 NR A- 92.400 1.146 93.546 2.806 128.6 184.1 8.32CH0212937251 2'000'000 1.375 DEUTSCHE BAHN FINANCE BV 24.07.2023 24.07.2013 Aa1 AA 100.050 0.684 100.734 1.369 -7.8 39.2 8.79CH0233004172 1'000'000 1.625 EUROPEAN INVESTMENT BANK 04.02.2025 04.02.2014 Aaae 100.254 0.000 100.254 1.600 -1.4 41.0 9.8720.01.2014

CHF Domestic BondsHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Size Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCH0020370901 1'500'000 2.500 CANTON OF BASLE-STADT 28.01.2015 28.01.2005 102.470 2.465 104.935 0.062 -9.0 25.0 0.99CH0034804762 5'000'000 3.250 PFANDBRIEF SCHW KANTBK 02.11.2015 02.11.2007 Aaa 105.510 0.731 106.241 0.140 3.5 27.3 1.74CH0142132015 5'000'000 4.875 ACTELION LTD 07.12.2015 07.12.2011 105.600 0.623 106.223 1.804 176.3 193.3 1.79CH0112193518 1'500'000 3.125 IMPLENIA AG 12.05.2016 12.05.2010 106.600 2.179 108.779 0.247 9.5 35.0 2.21CH0114150888 500'000 2.000 COOP-GRUPPE 30.06.2016 30.06.2010 103.700 1.128 104.828 0.468 30.3 55.8 2.37CH0135120407 500'000 0.875 CANTON OF BASLE-STADT 08.09.2016 08.09.2011 AA+ 102.200 0.328 102.528 0.036 -16.4 10.8 2.60CH0139264961 750'000 1.250 ABB LTD 11.10.2016 11.10.2011 A2 A 102.250 0.354 102.604 0.415 20.8 47.8 2.67CH0126183034 500'000 1.750 ZUERCHER KANTONALBANK 29.03.2017 29.03.2011 104.750 1.429 106.179 0.250 -3.0 25.3 3.08CH0019847968 2'500'000 2.750 CANTON OF ZURICH 24.11.2017 24.11.2004 AAA 109.700 0.451 110.151 0.209 -19.1 13.5 3.68CH0128705214 1'500'000 2.375 RAIFFEISEN SCHWEIZ 10.05.2018 10.05.2011 Aa3 107.250 1.669 108.919 0.658 18.7 52.3 4.05CH0104493058 3'000'000 2.375 CITY OF ZURICH 10.09.2018 10.09.2009 108.300 0.877 109.177 0.554 1.0 37.1 4.39CH0221386136 500'000 1.500 GEORG FISCHER FINANZ AG 12.09.2018 12.09.2013 103.000 0.546 103.546 0.837 29.1 65.3 4.46CH0143218441 2'500'000 3.125 LONZA SWISS FINANCE AG 07.12.2018 07.12.2011 109.450 0.399 109.849 1.121 55.7 90.3 4.54CH0017410314 1'000'000 3.250 EUROFIMA 28.12.2018 30.12.2003 Aaa AA+ 112.800 0.226 113.026 0.607 0.6 38.1 4.62CH0122512145 5'000'000 2.125 RAIFFEISEN SCHWEIZ 04.02.2019 04.02.2011 Aa3 106.200 2.060 108.260 0.860 23.8 62.0 4.70CH0209472064 1'000'000 1.125 HELVETIA HOLDING AG 08.04.2019 08.04.2013 101.450 0.891 102.341 0.839 16.5 57.4 5.00CH0212184060 1'000'000 1.125 SWISS LIFE HOLDING AG 21.06.2019 21.06.2013 BBB 99.800 0.663 100.463 1.163 44.0 86.3 5.19CH0188098740 2'500'000 1.500 ZURICH INSURANCE CO 25.06.2019 25.06.2012 A1 A+ 103.350 0.867 104.217 0.865 14.9 56.2 5.16CH0023438010 2'500'000 2.500 PFANDBRIEF SCHWEIZ HYPO 13.12.2019 15.12.2005 Aaa 109.940 0.278 110.218 0.767 -4.2 37.1 5.51CH0110814065 2'500'000 2.500 BANQUE CANTONALE VAUDOIS 25.03.2020 25.03.2010 NR 109.850 2.069 111.919 0.855 -1.1 40.1 5.66CH0189276055 2'500'000 2.625 ADECCO SA 18.12.2020 18.07.2012 BBB 107.900 0.255 108.155 1.415 41.9 81.9 6.32CH0018712346 2'500'000 3.375 EUROFIMA 29.12.2020 29.06.2004 Aaa AA+ 115.600 0.225 115.825 1.032 2.9 43.0 6.27CH0210240302 2'500'000 0.875 PFANDBRIEF SCHW KANTBK 16.04.2021 16.04.2013 Aaa 98.770 0.673 99.443 1.052 -4.3 39.4 6.92CH0130036566 2'500'000 3.000 SGS SA 27.05.2021 27.05.2011 112.300 1.967 114.267 1.237 16.1 56.0 6.55CH0192241252 4'500'000 1.000 PFANDBRIEF SCHWEIZ HYPO 13.08.2021 15.08.2012 Aaa 98.910 0.444 99.354 1.151 -0.3 43.9 7.20CH0136940282 2'750'000 2.250 ALPIQ HOLDING AG 20.09.2021 20.09.2011 99.600 0.769 100.369 2.307 113.1 157.8 6.91CH0028968201 2'500'000 2.875 PFANDBRIEF SCHWEIZ HYPO 14.02.2022 14.02.2007 Aaa 112.710 2.707 115.417 1.210 0.4 41.7 7.10CH0184183322 750'000 3.000 ALPIQ HOLDING AG 16.05.2022 16.05.2012 103.150 2.058 105.208 2.573 132.5 174.0 7.17CH0228531452 1'500'000 2.000 HOLCIM LTD 09.06.2022 09.12.2013 Baa2 BBB 99.950 0.244 100.194 2.006 71.7 116.3 7.55CH0127181177 5'000'000 1.250 SWITZERLAND 11.06.2024 11.06.2012 101.270 0.771 102.041 1.120 -42.0 -0.6 9.63CH0188335365 2'500'000 1.750 SWISSCOM AG 10.07.2024 10.07.2012 A2 A 100.250 0.938 101.188 1.723 17.3 59.1 9.40CH0222261494 1'500'000 1.750 THURGAUER KANTONALBANK 30.09.2024 30.09.2013 101.500 0.549 102.049 1.596 2.7 44.5 9.64CH0200044805 5'000'000 1.875 KRAFTWERKE OBERHASLI 21.02.2025 21.02.2013 100.000 1.729 101.729 1.875 26.3 69.2 9.75CH0184250063 15'000'000 1.500 SWITZERLAND 24.07.2025 22.01.2014 102.820 0.746 103.566 1.235 -41.0 1.7 10.46CH0025185676 1'500'000 3.000 EUROFIMA 15.05.2026 15.05.2006 Aaa AA+ 113.050 2.067 115.117 1.808 13.6 52.3 10.23CH0143302005 500'000 1.625 BANQUE CANTONALE VAUDOIS 30.11.2026 30.11.2011 97.000 0.239 97.239 1.890 12.5 56.0 11.44CH0128891105 1'500'000 2.750 PFANDBRIEF SCHWEIZ HYPO 15.12.2026 29.04.2011 Aaa 111.510 0.290 111.800 1.745 1.9 41.2 10.93CH0143808340 2'500'000 1.250 CANTON OF BERN 30.03.2027 30.03.2012 94.600 1.017 95.617 1.711 -7.7 35.4 11.87CH0142132031 2'500'000 1.500 CANTON OF GENEVA 27.01.2028 27.01.2012 AA- 94.000 1.483 95.483 1.995 14.7 58.4 12.25CH0149317056 1'500'000 1.500 CANTON OF GENEVA 05.03.2032 05.03.2012 AA- 90.550 1.325 91.875 2.134 14.4 55.5 15.31CH0184636915 1'500'000 1.600 AARGAUISCHE KANTONALBANK 18.05.2037 18.05.2012 91.350 1.089 92.439 2.071 1.0 44.2 18.82CH0199347680 1'000'000 1.500 ZUGER KANTONALBANK 20.11.2037 20.11.2012 89.100 0.263 89.363 2.085 2.0 41.8 19.48CH0217850699 1'500'000 2.000 CANTON OF ZURICH 29.07.2038 29.07.2013 AAA 101.250 0.967 102.217 1.935 -10.2 22.0 19.10CH0214925882 1'500'000 1.750 CANTON OF BASLE-LAND 26.06.2043 26.06.2013 AA+ 94.950 1.006 95.956 1.978 -2.9 27.4 22.37CH0208271541 5'000'000 3.000 KRAFTWERKE LINTH LIMMERN 02.04.2048 02.04.2013 100.500 2.425 102.925 2.976 38.0 99.6 20.7420.01.2014

ISIN Size Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCH0194958960 5'000'000 3.000 KRAFTWERKE LINTH LIMMERN 27.09.2052 27.09.2012 101.000 0.967 101.967 2.956 42.6 107.0 22.5920.01.2014

Swiss Government BondsHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Coupon Name Maturity First Settle Date Moody's S&P Mid Price Acc. Int. Dirty Price YTM SWAP Govie Mod DurCH0023139816 2.000 SWITZERLAND 09.11.2014 09.11.2005 Aaau NR 101.760 0.411 102.171 -0.211 -34.1 - N/ACH0012385586 3.750 SWITZERLAND 10.06.2015 11.06.2001 Aaau NR 105.410 2.323 107.733 -0.161 -28.4 - N/ACH0015633453 2.500 SWITZERLAND 12.03.2016 12.03.2003 Aaau NR 105.605 2.160 107.765 -0.119 -27.2 - N/ACH0022859612 2.000 SWITZERLAND 12.10.2016 12.10.2005 Aaau NR 105.620 0.561 106.181 -0.064 -28.5 - N/ACH0006448424 4.250 SWITZERLAND 05.06.2017 05.06.1997 Aaa NR 114.210 2.692 116.902 0.027 -30.3 - 3.15CH0015221663 3.000 SWITZERLAND 08.01.2018 08.01.2003 Aaau NR 111.495 0.125 111.620 0.090 -34.6 - 3.79CH0018454253 3.000 SWITZERLAND 12.05.2019 12.05.2004 Aaau NR 114.260 2.092 116.352 0.286 -42.9 - 4.90CH0021908907 2.250 SWITZERLAND 06.07.2020 06.07.2005 Aaau NR 111.000 1.231 112.231 0.512 -44.1 - 6.01CH0111999816 2.000 SWITZERLAND 28.04.2021 28.04.2010 Aaau NR 109.390 1.472 110.862 0.671 -43.5 - 6.72CH0127181011 2.000 SWITZERLAND 25.05.2022 25.05.2011 Aaa NR 109.285 1.322 110.607 0.842 -44.2 - 7.64CH0008435569 4.000 SWITZERLAND 11.02.2023 11.02.1998 Aaau NR 126.530 3.800 130.330 0.930 -45.6 - 7.63CH0127181177 1.250 SWITZERLAND 11.06.2024 11.06.2012 Aaa NR 101.115 0.771 101.886 1.135 -41.2 - 9.62CH0184249990 1.500 SWITZERLAND 24.07.2025 24.07.2013 Aaa NR 102.690 0.746 103.436 1.247 -40.6 - 10.46CH0031835561 3.250 SWITZERLAND 27.06.2027 27.06.2007 Aaau NR 122.715 1.860 124.575 1.384 -40.4 - 11.04CH0008680370 4.000 SWITZERLAND 08.04.2028 08.04.1998 Aaau NR 132.840 3.167 136.007 1.429 -40.3 - 11.15CH0127181029 2.250 SWITZERLAND 22.06.2031 22.06.2011 Aaa NR 110.590 1.319 111.909 1.551 -41.5 - 14.37CH0015803239 3.500 SWITZERLAND 08.04.2033 08.04.2003 Aaa NR 131.265 2.771 134.036 1.597 -40.9 - 14.47CH0024524966 2.500 SWITZERLAND 08.03.2036 08.03.2006 Aaau NR 116.075 2.188 118.263 1.629 -41.0 - 17.06CH0127181193 1.250 SWITZERLAND 27.06.2037 27.06.2012 Aaa NR 92.420 0.715 93.135 1.642 -39.5 - 19.82CH0127181169 1.500 SWITZERLAND 30.04.2042 30.04.2012 Aaa NR 96.785 1.096 97.881 1.643 -32.9 - 22.52CH0009755197 4.000 SWITZERLAND 06.01.2049 06.01.1999 Aaau NR 159.860 0.189 160.049 1.710 -33.0 - 22.3220.01.2014

High Yield Straight Bonds CHFHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Coupon Name Maturity First Settle Date Moody's S&P Price Acc. Int. Dirty Price YTM SWAP +/- Change MdurCH0180006097 9.375 ROYAL BK OF SCOTLAND PLC 16.03.2022 16.03.2012 BBB- 118.475 7.995 126.470 6.390 575.2 -0.5 5.49CH0224486578 5.500 AFRICAN BANK LIMITED 11.10.2017 11.10.2013 Baa3 104.700 1.558 106.258 4.104 385.1 -11.7 3.29CH0024764257 2.625 MBIA GLOBAL FUNDING LLC 11.04.2016 11.04.2006 WR B 97.250 2.056 99.306 3.941 372.0 -26.8 2.06CH0184987789 5.000 MEYER BURGER TECHNOLOGY 24.05.2017 24.05.2012 103.525 3.319 106.844 3.847 363.0 -7.8 2.95CH0204819301 4.750 EFG FUNDING GUERNSEY LTD 31.01.2023 31.01.2013 100.375 4.658 105.033 4.698 331.1 -3.4 6.89CH0211816381 4.750 GUTBURG IMM SA LX 08.07.2018 08.07.2013 104.125 2.573 106.698 3.723 329.0 9.4 3.89CH0190227691 4.750 AFRICAN BANK LIMITED 24.07.2015 24.07.2012 Baa3 102.200 2.362 104.562 3.214 317.6 -19.7 1.41CH0197841544 5.250 FIAT FINANCE & TRADE 23.11.2016 23.11.2012 B1 /*- BB- 105.725 0.875 106.600 3.104 299.6 -3.8 2.61CH0028603618 2.750 MBIA GLOBAL FUNDING LLC 07.02.2017 07.02.2007 B 98.500 2.643 101.143 3.276 298.4 2.4 2.79CH0110623722 2.125 TOKYO ELECTRIC POWER CO 24.03.2017 24.03.2010 Ba2 BB+ 96.600 1.765 98.365 3.270 292.5 0.5 2.95CH0199541308 4.000 AFRICAN BANK LIMITED 09.11.2016 09.11.2012 Baa3 102.550 0.822 103.372 3.031 286.4 -43.3 2.60CH0207961084 4.125 BAUWERK PARKETT AG 21.05.2018 21.05.2013 104.000 2.773 106.773 3.119 269.6 6.5 3.84CH0148606178 5.000 FIAT FINANCE & TRADE 07.09.2015 07.03.2012 B1 /*- BB- 103.875 1.889 105.764 2.523 250.7 -20.9 1.54CH0210009897 4.000 VALIANT BANK 24.04.2023 24.04.2013 100.875 2.989 103.864 3.884 247.8 -0.1 7.41CH0202406440 2.750 ICICI BANK LTD/DUBAI 07.01.2020 07.01.2013 Baa2 BBB- 97.450 0.122 97.572 3.227 233.7 12.2 5.39CH0123360254 2.250 EKSPORTFINANS ASA 11.02.2021 11.02.2011 NR BB+ 92.175 2.138 94.313 3.522 231.8 -9.0 6.21CH0212937210 4.000 RAIFFEISEN BANK INTL 24.05.2023 24.05.2013 Baa3 BBB 102.250 2.656 104.906 3.708 231.4 -10.4 7.51CH0196770439 4.375 AUTONEUM HOLDING AG 14.12.2017 14.12.2012 106.425 0.474 106.899 2.616 230.2 -1.3 3.56CH0197841551 4.000 EDP FINANCE BV 29.11.2018 29.11.2012 Ba1 BB+ /*- 105.350 0.578 105.928 2.803 227.8 -7.2 4.37CH0140684512 7.250 HEIDELBERGCEMENT FIN LUX 14.11.2017 14.11.2011 (P)Ba2 NR 117.375 1.390 118.765 2.416 226.6 0.4 3.37CH0106322123 2.500 EKSPORTFINANS ASA 29.04.2019 29.10.2009 Ba3 BB+ 97.600 1.833 99.433 2.998 226.4 -22.4 4.76CH0110411532 2.750 GENERALITAT DE CATALUNYA 24.03.2016 24.03.2010 Ba3 BB 100.750 2.284 103.034 2.389 226.4 -43.8 2.04CH0039613317 4.000 HUNGARY 20.05.2016 20.05.2008 Ba1 BB 103.675 2.700 106.375 2.353 225.6 -5.2 2.16CH0196238601 4.000 VON ROLL AG 24.10.2016 24.10.2012 104.525 0.989 105.514 2.282 213.7 -0.2 2.58CH0195512519 4.250 UNICRED BANK IRELAND PLC 19.10.2022 19.10.2012 Baa2 106.425 1.110 107.535 3.387 213.2 -8.4 7.21CH0182096997 3.125 IDBI BANK LTD/DIFC DUBAI 12.10.2015 12.04.2012 Baa3 BB+ 101.650 0.877 102.527 2.134 205.7 -10.7 1.65CH0205170555 3.000 NIBC BANK NV 19.12.2016 19.02.2013 Baa3u 102.150 0.283 102.433 2.227 201.9 -1.1 2.76CH0102162952 2.875 EKSPORTFINANS ASA 16.11.2016 16.06.2009 Ba3 BB+ 101.875 0.535 102.410 2.179 198.3 -19.8 2.67CH0193724280 3.150 VTB BANK (VTB CAPITAL SA 16.12.2016 26.09.2012 Baa2 102.800 0.324 103.124 2.142 194.3 -8.1 2.75CH0214926096 3.500 AEVIS HOLDING SA 02.07.2018 02.07.2013 104.650 1.954 106.604 2.382 192.3 -14.9 4.03CH0187896698 4.250 AEVIS HOLDING SA 03.08.2016 03.08.2012 105.450 2.007 107.457 2.013 190.3 -27.5 2.36CH0039050205 3.125 EKSPORTFINANS ASA 29.04.2016 29.04.2008 Ba3 BB+ 102.475 2.292 104.767 1.995 187.8 -19.3 2.14CH0105004060 2.125 GENERALITAT DE CATALUNYA 01.10.2014 01.10.2009 Ba3 BB 100.100 0.661 100.761 1.965 186.8 0.6 0.68CH0027030854 3.125 BAYERISCHE LANDESBANK 12.10.2016 12.10.2006 Ba2 NR 102.850 0.877 103.727 2.035 186.4 -1.7 2.58CH0127699434 3.500 EXPORT-IMPORT BK INDIA 13.04.2016 13.04.2011 Baa3 BBB- 103.400 2.722 106.122 1.920 181.9 1.1 2.08CH0142132015 4.875 ACTELION LTD 07.12.2015 07.12.2011 105.550 0.623 106.173 1.830 178.8 38.7 1.79CH0026116084 3.250 DEPFA ACS BANK 31.07.2031 31.07.2006 A3 BBB 92.675 1.562 94.237 3.830 176.5 -6.2 12.75CH0130864389 4.000 ZUEBLIN IMMOBILIEN HOLDI 20.07.2015 20.07.2011 103.175 2.033 105.208 1.817 175.7 84.9 1.43CH0123326081 3.375 UNION BANK OF INDIA 07.08.2015 07.02.2011 Baa3 BBB- 102.325 1.556 103.881 1.824 175.2 3.2 1.48CH0123431709 3.750 VNESHECONOMBANK(VEB) 17.02.2016 17.02.2011 NR BBB 103.850 3.500 107.350 1.833 174.9 -15.0 1.93CH0148606145 3.500 RURAL ELECTRIFICATION 07.03.2017 07.03.2012 Baa3 104.675 3.072 107.747 1.941 172.7 -20.2 2.87CH0141533403 5.000 VTB BANK (VTB CAPITAL SA 17.11.2015 17.11.2011 Baa2 BBB 105.775 0.917 106.692 1.739 170.5 -6.8 1.74CH0024021302 2.375 DEPFA ACS BANK 15.02.2019 15.02.2006 A3 BBB 100.100 2.230 102.330 2.353 170.3 0.2 4.62CH0031408112 3.250 INSTITUT CREDITO OFICIAL 28.06.2024 28.06.2007 Baa3 BBB- 100.275 1.851 102.126 3.217 166.3 -20.7 8.58CH0026463577 3.125 HYPO PFANDBRIEFBK INTL 31.08.2020 31.08.2006 A- 103.275 1.241 104.516 2.578 163.4 -3.0 5.8620.01.2014

CH0190653870 3.125 OJSC RUSS AGRIC BK(RSHB) 17.08.2015 17.08.2012 Baa3 102.175 1.354 103.529 1.702 162.6 8.0 1.51CH0187216012 3.250 BANQUE PSA FINANCE 25.09.2015 25.06.2012 Ba1 BB+ 102.550 1.065 103.615 1.687 162.0 -17.7 1.61CH0198415074 4.000 ENEL FINANCE INTL NV 26.10.2027 26.10.2012 Baa2 BBB 106.975 0.967 107.942 3.358 161.8 -7.6 10.51CH0199729366 4.125 ZUR ROSE AG 07.12.2017 07.12.2012 107.575 0.527 108.102 2.068 175.0 -2.8 3.58CH0024683192 2.750 CITIGROUP INC 06.04.2021 06.04.2006 Baa3 BBB+ 100.425 2.192 102.617 2.683 159.2 5.4 6.32CH0222418268 2.500 BRE FINANCE FRANCE SA 08.10.2018 08.10.2013 BBB+ 101.650 0.729 102.379 2.127 157.1 -10.1 4.38CH0197482711 3.375 UNICRED BANK IRELAND PLC 25.10.2017 25.10.2012 Baa2 105.550 0.825 106.375 1.831 150.6 -18.3 3.51CH0022738105 2.125 DEPFA ACS BANK 13.10.2017 13.10.2005 A3 BBB 100.900 0.590 101.490 1.871 150.6 -3.2 3.53CH0222900539 3.500 CIE FINANCIERE TRADITION 26.09.2016 26.09.2013 104.800 1.138 105.938 1.649 149.9 -6.0 2.54CH0102294805 5.000 BOBST GROUP SA 22.06.2015 22.06.2009 104.810 2.931 107.741 1.529 147.9 7.8 1.35CH0188931916 3.375 GAZPROMBK (GPB FINANCE) 05.08.2015 30.07.2012 Baa3 BBB- 102.750 1.575 104.325 1.542 146.9 1.2 1.48CH0022976853 2.375 ROYAL BK OF SCOTLAND PLC 02.11.2015 02.11.2005 Ba1 BBB- 101.425 0.534 101.959 1.553 146.2 2.4 1.73CH0022333980 2.500 HYPOTHEKENBANK FRA LUX 29.08.2025 30.08.2005 NR 93.700 1.000 94.700 3.156 141.5 -8.8 9.75CH0031026625 3.375 BANK OF AMERICA CORP 14.06.2022 14.06.2007 Baa3 BBB+ 105.675 2.053 107.728 2.612 137.5 4.9 7.15CH0186162639 4.250 OC OERLIKON CORP AG 13.07.2016 13.07.2012 106.700 2.243 108.943 1.467 135.5 3.5 2.32CH0188295312 3.500 CLARIANT AG 26.09.2022 26.09.2012 Ba1 BBB- 106.725 1.138 107.863 2.622 135.4 -0.5 7.40CH0210371198 2.750 TEMENOS GROUP AG 25.07.2017 25.04.2013 103.750 1.360 105.110 1.639 133.9 -1.4 3.30CH0226274261 2.850 GAZPROM (GAZ CAPITAL SA) 25.10.2019 25.10.2013 Baa1 BBB 104.050 0.697 104.747 2.095 133.2 10.0 5.25CH0124470995 3.375 STATE BANK OF INDIA 22.02.2016 22.02.2011 Baa3 BBB- 104.025 3.103 107.128 1.398 130.2 -11.4 1.96CH0181721629 3.250 CLARIANT AG 24.04.2019 24.04.2012 Ba1 BBB- 106.550 2.428 108.978 1.926 129.4 -0.3 4.73CH0043057295 3.500 COMUNIDAD DE MADRID 15.07.2015 15.07.2008 BBB- 103.100 1.828 104.928 1.363 128.8 -30.9 1.43CH0020393150 2.750 HYPOTHEKENBANK FRA LUX 07.02.2020 07.02.2005 NR 103.650 2.643 106.293 2.100 127.0 -4.0 5.40CH0181943983 3.250 BANCO SANTANDER BRAZ CI 12.04.2016 12.04.2012 Baa2 BBB 104.100 2.537 106.637 1.360 125.2 -26.0 2.10CH0037972392 4.875 CREDIT SUISSE NEW YORK 14.03.2018 14.03.2008 Baa2 BBB 113.025 4.184 117.209 1.599 125.0 0.5 3.67CH0103165020 3.000 ALPIQ HOLDING AG 25.11.2019 25.11.2009 105.425 0.483 105.908 2.005 123.4 -8.8 5.33CH0046229917 3.875 ALPIQ HOLDING AG 30.10.2018 30.10.2008 109.725 0.893 110.618 1.732 122.7 -4.6 4.35CH0198380237 2.750 GIC FUNDING LIMITED 16.11.2015 16.11.2012 Baa2 102.575 0.512 103.087 1.303 121.7 -10.5 1.76CH0148606160 3.100 SBERBANK (SB CAP SA) 14.09.2015 14.03.2012 Baa1 103.050 1.111 104.161 1.210 113.6 1.2 1.59CH0027810370 2.750 BAYERISCHE LANDESBANK 12.12.2014 12.12.2006 Ba2 NR 101.315 0.313 101.628 1.246 112.6 -7.9 0.88CH0112260358 3.375 AFG ARBONIA-FORSTER-HOLD 12.05.2016 12.05.2010 104.825 2.353 107.178 1.235 111.9 -2.5 2.18CH0149039023 2.500 VALORA HOLDING AG 02.03.2018 02.03.2012 103.825 2.229 106.054 1.532 111.2 2.0 3.82CH0105335498 2.250 INSTITUT CREDITO OFICIAL 07.11.2017 07.10.2009 Baa3 BBB- 102.875 0.475 103.350 1.464 109.8 -19.0 3.61CH0023970400 2.500 ITALY GOV'T INT BOND 30.01.2018 30.01.2006 NR 104.125 2.451 106.576 1.436 103.4 -23.2 3.73CH0122488452 3.000 KUDELSKI SA 16.12.2016 16.06.2011 105.050 0.308 105.358 1.215 101.5 -3.4 2.78CH0131858877 3.538 PKO FIN AB (PKO BANK PL) 07.07.2016 07.07.2011 A2 105.800 1.926 107.726 1.128 99.5 -3.3 2.33CH0102499461 3.000 COMUNIDAD DE MADRID 29.07.2014 29.06.2009 101.010 1.450 102.460 1.020 94.4 -28.5 0.51CH0022850033 2.000 INSTITUT CREDITO OFICIAL 15.12.2016 25.10.2005 Baa3 BBB- 102.450 0.211 102.661 1.134 91.5 -6.3 2.80CH0130720599 4.000 NOBEL BIOCARE HOLDING AG 10.10.2016 10.10.2011 107.800 1.144 108.944 1.067 90.9 -1.1 2.58CH0148560995 3.000 IBERDROLA INTL BV 13.02.2017 13.02.2012 Baa1 BBB 105.675 2.833 108.508 1.101 87.5 -4.7 2.86CH0039234361 3.000 INSTITUT CREDITO OFICIAL 06.05.2015 06.05.2008 Baa3 BBB- 102.710 2.142 104.852 0.870 77.4 -0.7 1.25CH0119190228 3.500 SBERBANK (SB CAP SA) 12.11.2014 12.11.2010 Baa1 102.155 0.690 102.845 0.793 68.8 -11.0 0.80CH0020386485 2.500 ITALY GOV'T INT BOND 02.03.2015 02.02.2005 NR 101.940 2.229 104.169 0.735 61.0 -2.2 1.0820.01.2014

Convertible BondsHOMERisk Management &Advisory CHF+41 (58) 283 5770ISIN Nominal Currency Coupon Name Maturity Price Mid YTM Premium Parity Underlying Conv. Ratio DeltaCHFCH0025148179 5'000 CHF 2.000 GRAUBUNDNER KANTONALBANK08.05.2014 101.455 -2.875 -1.737 103.248 GRKP 4.1666 68.0282CH0031826305 5'000 CHF 1.750 PARGESA NETHERLANDS NV 15.06.2014 100.450 0.600 155.733 39.279 PARG 26.6662 0.0004CH0112991333 5'000 CHF 2.125 MOBIMO HOLDING AG 30.06.2014 100.865 0.139 11.294 90.629 MOBN 24.0396 2.7206CH0105537671 5'000 CHF 2.125 ALLREAL HOLDING AG 09.10.2014 101.340 0.236 11.417 90.956 ALLN 36.7945 2.6593CH0108774156 5'000 CHF 1.875 SWISS PRIME SITE AG 20.01.2015 104.550 -2.594 5.247 99.338 SPSN 70.4523 30.9505CH0129314214 5'000 CHF 3.000 HOCHDORF HOLDING AG 30.05.2016 103.875 1.315 23.376 84.194 HOCN 40.3226 18.7753CH0131196237 5'000 CHF 1.875 SWISS PRIME SITE AG 21.06.2016 102.875 0.668 20.955 85.052 SPSN 60.3209 9.2482CH0107130822 5'000 CHF 1.500 BALOISE HOLDING AG 17.11.2016 109.575 -1.784 18.635 92.364 BALN 41.2337 25.7539CH0205276790 5'000 CHF 0.375 SCHINDLER HOLDING SA 05.06.2017 103.375 -0.614 26.059 82.005 ALSN 83.0013 45.2829CH0227342232 5'000 CHF 0.000 SWISS LIFE HOLDING AG 02.12.2020 108.775 -1.219 34.029 81.158 SLHN 20.4943 34.5686EURDE000A1AG4K7 50'000 EUR 7.500 INFINEON TECH HOLDINGS 26.05.2014 339.070 -203.810 -2.174 346.605 IFX 22500.9503 100.0000DE000A1AGZ06 100'000 EUR 5.750 Q-CELLS INTERNATIONAL FI 26.05.2014 31.000 670.638 35367.645 0.087 QCE 5141.3882 0.0000DE000A1AHTR5 50'000 EUR 6.000 KLOECKNER & CO FINL SERV 09.06.2014 101.387 2.351 48.403 68.319 KCO 3036.3890 2.4153DE000A1AN5K5 50'000 EUR 3.750 CELESIO FINANCE BV 29.10.2014 111.630 -11.247 10.354 101.156 CLS1 2223.2103 40.6735XS0479535022 50'000 EUR 2.500 AB INDUSTRIVARDEN 27.02.2015 129.520 -20.048 -0.007 129.528 INDUC 4590.0889 84.9584XS0827817221 100'000 EUR 0.250 BNP PARIBAS 21.09.2015 107.766 -4.120 9.436 98.473 PARG 1657.7123 32.3507BE6242865424 100'000 EUR 0.125 GRP BRUXELLES LAMBERT SA 21.09.2015 125.037 -12.264 2.924 121.485 SEV 8733.6245 71.6415BE6000386639 50'000 EUR 4.500 UCB SA 22.10.2015 131.876 -11.364 -1.014 133.227 UCB 1290.4558 100.0000DE000A1HCC83 100'000 EUR 5.500 VOLKSWAGEN INTL FIN NV 09.11.2015 123.085 -6.288 9.728 112.173 VOW3 552.5778 88.7365XS0550864192 50'000 EUR 2.875 WERELDHAVE NV 18.11.2015 102.408 1.407 45.732 70.271 WHA 616.5228 2.8833XS0632138961 100'000 EUR 4.000 AABAR INVESTMENTS PJSC 27.05.2016 120.729 -4.284 14.522 105.420 DAI 1602.6129 52.1758DE000A0Z2BL6 50'000 EUR 3.500 SGL CARBON SE 30.06.2016 113.611 -2.238 11.912 101.518 SGL 1724.1591 68.4997DE000A1AM3Y2 50'000 EUR 1.125 SALZGITTER FINANCE BV 06.10.2016 99.970 1.219 158.625 38.654 SZG 598.8289 4.6624XS0882243453 100'000 EUR 1.250 GBL VERWALTUNG SA 07.02.2017 109.636 -1.771 15.333 95.060 GSZ 5458.5153 28.3803XS0579438663 50'000 EUR 1.875 AB INDUSTRIVARDEN 27.02.2017 108.698 -0.898 38.863 78.277 INDUC 2776.6517 14.8340XS0849477178 100'000 EUR 5.000 NOKIA OYJ 26.10.2017 237.081 -18.488 5.839 224.001 NOK1V 38290.7030 94.4833DE000A1AYDS2 50'000 EUR 2.000 SALZGITTER FINANCE BV 08.11.2017 115.775 -1.971 17.775 98.301 NDA 1078.2218 41.8019DE000A1ML4A7 100'000 EUR 2.750 SGL CARBON SE 25.01.2018 104.194 1.750 53.725 67.779 SGL 2297.9824 49.8377XS0933556952 100'000 EUR 1.750 INTL CONSOLIDATED AIRLIN 31.05.2018 139.080 -5.936 14.082 121.912 IAG 23527.7500 77.4936BE6258355120 100'000 EUR 0.375 SAGERPAR 09.10.2018 103.015 0.804 30.916 78.688 GBLB 1167.1335 8.5312DE000A1ML0D9 200'000 EUR 0.250 ADIDAS AG 14.06.2019 127.560 -4.219 17.128 108.907 ADS 2406.7817 56.3306DE000A1R0VM5 100'000 EUR 0.600 DEUTSCHE POST AG 06.12.2019 134.890 -4.447 4.926 128.557 DPW 4821.1823 70.4440USDUS039483AW22 1'000 USD 0.875 ARCHER DANIELS 15.02.2014 100.925 -16.747 4.413 96.660 ADM 23.5698 31.1275XS0299687482 100'000 USD 2.750 SHIRE PLC 09.05.2014 134.200 -84.147 -12.034 152.559 SHP 30.7598 100.0000US03938LAK08 1'000 USD 5.000 ARCELORMITTAL 15.05.2014 101.425 4.953 65.002 61.469 MT 35.3880 1.1206US651639AH91 1'000 USD 1.250 NEWMONT MINING CORP 15.07.2014 100.075 3.140 78.121 56.184 NEM 22.8854 2.0586XS0475310396 100'000 USD 5.000 GLENCORE FINANCE EUROPE 31.12.2014 114.750 -9.664 9.636 104.665 GLEN 18735.8467 59.7593XS0563898062 100'000 USD 2.625 LUKOIL INTL FINANCE BV 16.06.2015 106.600 -2.008 25.585 84.883 LKOD 1441.1299 15.5481CH0105325853 100'000 USD 4.000 PETROPLUS FINANCE LTD 16.10.2015 14.000 165.009 270.230 3.781 PPHN 3441.4859 0.0000XS0434722087 100'000 USD 5.500 VEDANTA RESOURCES JERSEY 13.07.2016 101.345 4.915 130.856 43.900 VED 2873.5632 13.8202US651639AJ57 1'000 USD 1.625 NEWMONT MINING CORP 15.07.2017 106.775 -0.928 90.046 56.184 NEM 22.8854 27.6930US458140AD22 1'000 USD 2.950 INTEL CORP 15.12.2035 113.875 2.280 27.310 89.447 INTC 34.6022 62.0428£XS0435502769 50'000 GBP 4.250 SAINSBURY (J) PLC 16.07.2014 104.600 -5.082 15.588 90.494 SBRY 12345.6790 11.3849XS0827594762 100'000 GBP 1.500 BRITISH LAND CO(JERSEY) 10.09.2017 114.050 -2.196 19.855 95.156 BLND 14428.5570 25.723820.01.2014

125 Risk Management &Advisory Int.Straight Bonds EURHOME+41 (58) 283 7340ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurDE0001137370 0.250 GERMANY 14.03.2014 0.01 Aaau 100.025 0.216 100.241 0.073 -33.8 0.14DE0001141588 1.750 GERMANY 09.10.2015 0.01 Aaau NR 102.750 0.508 103.258 0.140 -33.1 1.69DE0001141612 1.250 GERMANY 14.10.2016 0.01 Aaau 102.708 0.346 103.054 0.251 -37.1 2.68DE0001141620 0.750 GERMANY 24.02.2017 0.01 Aaau 101.332 0.684 102.016 0.316 -35.9 3.03DE0001135473 1.750 GERMANY 04.07.2022 0.01 Aaau 101.757 0.973 102.730 1.526 -27.1 7.74FR0120634490 0.750 FRANCE (GOVT OF) 25.09.2014 1 Aa1u 100.389 0.247 100.636 0.170 -24.5 0.67FR0120473253 1.750 FRANCE (GOVT OF) 25.02.2017 1 Aa1u 103.765 1.592 105.357 0.518 -15.8 2.97FR0011196856 3.000 FRANCE (GOVT OF) 25.04.2022 1 Aa1u 108.260 2.244 110.504 1.908 16.1 7.19FR0011461037 3.250 FRANCE (GOVT OF) 25.05.2045 1 Aa1u 98.610 2.164 100.774 3.321 63.4 18.97NL0010055703 0.750 NETHERLANDS GOVERNMENT 15.04.2015 1 Aaau 100.697 0.582 101.279 0.181 -24.2 1.22NL0009819671 2.500 NETHERLANDS GOVERNMENT 15.01.2017 1 105.991 0.055 106.046 0.469 -18.9 2.89NL0010514246 1.250 NETHERLANDS GOVERNMENT 15.01.2019 1 NR 101.122 0.027 101.149 1.018 -10.5 4.81NL0010060257 2.250 NETHERLANDS GOVERNMENT 15.07.2022 1 103.156 1.184 104.340 1.844 4.5 7.60NL0010071189 2.500 NETHERLANDS GOVERNMENT 15.01.2033 1 Aaau 96.970 0.055 97.025 2.706 9.3 14.86AT0000A0CL73 3.400 REPUBLIC OF AUSTRIA 20.10.2014 1000 Aaa AA+ 102.438 0.885 103.323 0.109 -28.5 0.74AT0000A011T9 4.000 REPUBLIC OF AUSTRIA 15.09.2016 1000 Aaa AA+ 109.559 1.425 110.984 0.361 -25.6 2.53AT0000A0VRF9 1.950 REPUBLIC OF AUSTRIA 18.06.2019 1000 Aaa AA+ 104.288 1.170 105.458 1.127 -8.2 5.07AT0000A001X2 3.500 REPUBLIC OF AUSTRIA 15.09.2021 1000 Aaa AA+ 112.879 1.247 114.126 1.689 5.8 6.71AT0000A0VRQ6 3.150 REPUBLIC OF AUSTRIA 20.06.2044 1000 Aaa AA+ 105.890 1.873 107.763 2.857 20.9 19.42IE0006857530 4.600 IRELAND 18.04.2016 0.01 Baa3 BBB+ 108.755 3.529 112.284 0.643 11.8 2.10IE00B60Z6194 5.000 IRELAND 18.10.2020 0.01 Baa3 BBB+ 115.960 1.329 117.289 2.404 101.0 5.75IE00B4TV0D44 5.400 IRELAND 13.03.2025 0.01 Baa3 BBB+ 117.780 4.675 122.455 3.449 145.0 8.26FI0001006462 3.125 FINLAND 15.09.2014 1000 Aaa AAA 101.931 1.113 103.044 0.125 -29.2 0.64FI4000029715 1.875 FINLAND 15.04.2017 1000 Aaa AAA 104.359 1.454 105.813 0.510 -20.7 3.11FI4000068663 1.125 FINLAND 15.09.2018 1000 Aaa AAA 100.981 0.435 101.416 0.908 -13.7 4.49FI0001006306 4.375 FINLAND 04.07.2019 1000 Aaa AAA 117.202 2.433 119.635 1.103 -10.8 4.86FI4000010848 3.375 FINLAND 15.04.2020 1000 Aaa AAA 112.223 2.617 114.840 1.317 -5.9 5.55fi4000047089 1.625 FINLAND 15.09.2022 1000 Aaa AAA 98.238 0.579 98.817 1.847 0.6 7.94XS0747754892 0.625 KINGDOM OF SWEDEN 20.02.2015 50000 Aaa AAA 100.539 0.577 101.116 0.123 -25.7 1.07XS0757376610 2.250 LUXEMBOURG GOVERNMENT 21.03.2022 1000 Aaa AAA 103.460 1.899 105.359 1.790 5.1 7.29ES00000122F2 3.000 SPAIN 30.04.2015 1000 Baa3 BBB- 102.780 2.203 104.983 0.789 37.8 1.23ES00000123B9 5.500 SPAIN 30.04.2021 1000 Baa3 BBB- 115.687 4.038 119.725 3.058 161.6 5.89ES00000123X3 4.400 SPAIN 31.10.2023 1000 Baa3 BBB- 106.092 1.013 107.105 3.646 170.3 7.84ES00000122E5 4.650 SPAIN 30.07.2025 1000 Baa3 BBB- 107.682 2.255 109.937 3.811 168.1 8.76XS0410961014 5.875 REPUBLIC OF POLAND 03.02.2014 1000 A2 A- 100.200 5.698 105.898 -1.251 2.8ES0302761012 4.500 FUND ORDERED BANK RESTR. (GUAR. 03.02.2014 SPAIN)100000 Baa3 BBB- 100.410 4.364 104.774 -9.791 18.5FR0010693309 6.375 DANONE 04.02.2014 50000 A3 A- 100.205 6.165 106.370 -0.314 54.0FR0010720045 7.500 ACCOR SA 04.02.2014 50000 BBB- 100.234 7.253 107.487 -0.147 94.0DE000CB899M6 5.000 COMMERZBANK AG 06.02.2014 1000 Baa1 A- 100.195 4.808 105.003 -0.381 -428.9DE000A0XXM38 3.125 KFW 25.02.2014 1000 Aaa AAA 100.270 2.842 103.112 0.085 -29.3 0.09XS0414313691 3.500 TOTAL CAPITAL SA 27.02.2014 1000 Aa1 AA- 100.324 3.164 103.488 0.067 -16.4 0.09XS0416768686 3.500 SNS BANK (GAR. NETHERLAND) 10.03.2014 50000 Aaa AA+ 100.461 3.059 103.520 -0.030 -24.8XS0416482106 5.125 TELIASONERA AB 13.03.2014 50000 A3 A- 100.675 4.437 105.112 0.252 -1.8 0.14XS0417728325 3.125 KINGDOM OF DENMARK 17.03.2014 50000 Aaa AAA 100.443 2.671 103.114 0.167 -29.4 0.15XS0417825444 5.750 KONINKLIJKE DSM NV 17.03.2014 50000 A3 A 100.799 4.915 105.714 0.401 -6.3 0.15DE000NWB0444 3.375 NRW.BANK (LOCAL GOVT. GUAR.) 18.03.2014 1000 Aa1 AA- 100.491 2.876 103.367 0.156 -32.4 0.1520.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0418268198 4.625 HENKEL AG & CO KGAA 19.03.2014 1000 A2 A 100.658 3.928 104.586 0.378 -14.1 0.15XS0418730601 4.625 FORTUM OYJ 20.03.2014 50000 A2 A- 100.666 3.915 104.581 0.400 -0.7 0.16DE000EH1A3F3 3.750 HYPOTHEKENBANK FRANKFURT 24.03.2014 1000 Aa3 NR 100.595 3.134 103.729 0.230 -7.4 0.17XS0419185789 6.750 DEUTSCHE LUFTHANSA AG 24.03.2014 1000 Ba1 BBB- 101.009 5.640 106.649 0.746 7.9 0.17XS0418783477 4.875 SVENSKA HANDELSBANKEN AB 25.03.2014 50000 Aa3 AA- 100.779 4.060 104.839 0.336 -8.3 0.17XS0418799630 4.500 SCHLUMBERGER FINANCE BV 25.03.2014 50000 A1 AA- 100.702 3.748 104.450 0.406 0.7 0.17XS0419605406 9.000 HOLCIM FINANCE LUX SA 26.03.2014 50000 Baa2 BBB 101.445 7.471 108.916 0.682 11.5 0.17XS0419352199 6.500 REPSOL INTL FINANCE 27.03.2014 50000 Baa3 BBB- 101.021 5.378 106.399 0.712 20.7 0.18XS0589735561 4.375 ICO (GUAR. KINGDOM OF SPAIN) 31.03.2014 1000 Baa3 BBB- 100.725 3.572 104.297 0.460 25.0 0.19XS0420248568 4.000 SKANDINAVISKA ENSKILDA 31.03.2014 50000 Aaa 100.705 3.266 103.971 0.204 -18.1 0.19XS0421410621 6.125 JPMORGAN CHASE & CO 01.04.2014 50000 A3 A 101.082 4.984 106.066 0.374 10.6 0.19SI0002102935 4.375 REPUBLIKA SLOVENIJA 02.04.2014 1000 Ba1 A- 101.850 3.548 105.398 -5.007 25.8 #NUM!FR0010744987 8.625 KERING 03.04.2014 1000 BBB 101.576 6.971 108.547 0.479 18.6 0.19XS0421464719 7.125 HEINEKEN NV 07.04.2014 1000 101.382 5.680 107.062 0.375 -37.4 0.20XS0422624980 6.250 OMV AG 07.04.2014 1000 A3 101.178 4.983 106.161 0.489 -4.5 0.20FR0010745984 4.875 SUEZ ENVIRONNEMENT 08.04.2014 50000 A3 100.945 3.873 104.818 0.323 -1.5 0.21XS0423036663 7.750 LANXESS FINANCE BV 09.04.2014 1000 Baa2 BBB 101.503 6.136 107.639 0.586 11.5 0.21XS0423639953 7.750 BACARDI LTD 09.04.2014 50000 WR NR 101.633 6.136 107.769 0.014 359.9 0.21XS0500128755 2.500 SAP AG 10.04.2014 1000 100.451 1.973 102.424 0.382 5.5 0.21XS0614919701 3.125 VOLKSWAGEN BANK GMBH 11.04.2014 1000 A3 A- 100.591 2.457 103.048 0.386 -6.7 0.22DE000A1H36U5 2.125 KFW 11.04.2014 1000 Aaa AAA 100.437 1.671 102.108 0.106 -30.0 0.22FR0010750497 5.250 VEOLIA ENVIRONNEMENT 24.04.2014 1000 Baa1 BBB 101.237 3.941 105.178 0.339 -6.2 0.25XS0424686573 8.625 MICHELIN LUXEMBOURG SCS 24.04.2014 1000 Baa1 BBB+ 102.057 6.475 108.532 0.449 -9.8 0.25XS0425722922 7.625 ADECCO INT FINANCIAL SVS 28.04.2014 50000 Baa3 BBB 101.832 5.640 107.472 0.635 36.6 0.26FR0010754663 4.375 LVMH MOET-HENNESSY 12.05.2014 50000 A+ 101.199 3.068 104.267 0.398 -5.0 0.30XS0428956287 5.625 UBS AG LONDON 19.05.2014 1000 A2 A 101.686 3.837 105.523 0.372 -13.8 0.32XS0429265159 7.000 SWISS RE TREASURY (US) 19.05.2014 50000 Aa3 AA- 102.139 4.775 106.914 0.338 -1.9 0.32XS0430698455 6.000 CARLSBERG BREWERIES A/S 28.05.2014 50000 Baa2 101.900 3.945 105.845 0.499 9.3 0.35DE000DXA1NP5 2.750 DEXIA KOMMUNALBANK (PUBLIC COVERED 30.05.2014 BOND) 1000 A+ 100.837 1.793 102.630 0.368 61.8 0.35XS0431772572 4.375 DEUTSCHE TELEKOM INT FIN 02.06.2014 1000 Baa1 BBB+ 101.400 2.817 104.217 0.449 2.1 0.36XS0633342604 2.750 CATERPILLAR INTL FIN LTD 06.06.2014 100000 A2 A 100.892 1.740 102.632 0.327 5.2 0.37DE000A0Z12Y2 9.250 THYSSENKRUPP AG 18.06.2014 1000 Ba1 BB 103.394 5.550 108.944 0.756 99.6 0.40XS0862695110 3.250 SANTAN CONSUMER FINANCE 20.06.2014 100000 Baa2 BBB- 101.030 1.932 102.962 0.707 47.2 0.41XS0435153068 9.375 REPUBLIC OF LITHUANIA 22.06.2014 1000 Baa1 BBB 103.684 5.522 109.206 0.434 17.4 0.41AT0000A0DRQ4 4.250 KIG (GUAR. STEIERMARK) 25.06.2014 500 AA+ 101.670 2.468 104.138 0.283 -9.8 0.42XS0436662828 4.000 SYNGENTA FINANCE NV 30.06.2014 50000 A2 A+ 101.534 2.268 103.802 0.465 4.7 0.43DE000BLB6c74 1.875 BAYERISCHE LANDESBANK 30.06.2014 1000 Aaa 100.717 1.063 101.780 0.227 -9.0 0.44XS0646719954 4.500 INSTITUT CREDITO OFICIAL 08.07.2014 1000 Baa3 BBB- 101.740 2.453 104.193 0.675 66.9 0.46XS0647263317 6.125 FIAT FINANCE & TRADE 08.07.2014 100000 B1 /*- BB- 102.036 3.339 105.375 1.597 127.1 0.45DE000A0Z2CS9 5.750 METRO AG 14.07.2014 1000 Baa3 BBB- 102.446 3.040 105.486 0.569 20.8 0.47XS0439260398 4.750 ADIDAS INTL FINANCE BV 14.07.2014 1000 101.957 2.512 104.469 0.603 28.6 0.47DE000A1K0KM5 2.250 FMS WERTMANAGEMENT 14.07.2014 100000 Aaa AAA 100.960 1.190 102.150 0.224 -21.2 0.47FR0010780452 8.375 PEUGEOT SA 15.07.2014 1000 B1 BB- 103.294 4.405 107.699 1.375 106.8 0.47XS0440007176 5.375 DEXIA CREDIT LOCAL 21.07.2014 1000 Baa2 BBB 102.125 2.739 104.864 1.027 522.0 0.49FR0010778928 3.750 GENELEC (MORTGAGE SECURED) 22.07.2014 1000 Aaa AAA 101.717 1.901 103.618 0.286 -9.4 0.50XS0409153110 8.250 COMPAGNIE DE ST GOBAIN 28.07.2014 50000 Baa2 BBB 103.956 4.046 108.002 0.511 20.8 0.51XS0441511200 6.750 HUNGARY 28.07.2014 1000 Ba1 BB 103.500 3.310 106.810 -0.057 46.9XS0482656005 3.375 VOLKSWAGEN FIN SERV AG 28.07.2014 1000 A3 A- 101.485 1.655 103.140 0.471 0.0 0.51XS0441800579 4.750 GE CAPITAL EURO FUNDING 30.07.2014 1000 A1 AA+ 102.275 2.303 104.578 0.354 -5.0 0.52DE000A1DAML2 1.750 KFW 04.08.2014 1000 Aaa AAA 100.850 0.825 101.675 0.145 -27.1 0.53DE000NWB27L0 2.375 NRW.BANK 04.08.2014 100000 Aa1 AA- 101.150 1.119 102.269 0.203 -18.2 0.53XS0446860826 3.750 SOCIETE GENERALE 21.08.2014 50000 A2 A 101.926 1.592 103.518 0.402 6.3 0.58DE000A1A55G9 4.625 DAIMLER AG 02.09.2014 1000 A3 A- 102.562 1.812 104.374 0.396 -1.2 0.61XS0821078861 4.375 SANTANDER INTL DEBT SA 04.09.2014 100000 Baa2 BBB 102.127 1.690 103.817 0.877 50.2 0.61DE000A1G85A6 0.375 SIEMENS FINANCIERINGSMAT 10.09.2014 1000 Aa3 A+ 100.111 0.139 100.250 0.198 -12.6 0.6320.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurFR0010801761 4.000 ALSTOM 23.09.2014 50000 Baa3 BBB 102.218 1.337 103.555 0.650 35.4 0.66DE000A1A6FV5 5.000 K+S AG 24.09.2014 1000 Ba1 BBB 103.006 1.658 104.664 0.487 33.9 0.67XS0420117383 4.625 BAYER CAPITAL CORP BV 26.09.2014 1000 A3 A- 102.898 1.508 104.406 0.318 1.8 0.67XS0455624170 3.000 UBS AG LONDON (SWISS COVERED BOND) 06.10.2014 1000 Aaa 101.914 0.896 102.810 0.269 -11.3 0.70XS0547937408 3.100 BP CAPITAL MARKETS PLC 07.10.2014 50000 A2 A 101.906 0.917 102.823 0.388 1.5 0.70XS0456451938 3.125 SANOFI 10.10.2014 1000 A1 AA 101.953 0.899 102.852 0.379 -2.1 0.71FR0010809236 6.000 RENAULT S.A. 13.10.2014 1000 Ba1 BB+ 103.549 1.677 105.226 1.032 69.5 0.71XS0456708212 7.000 EVONIK INDUSTRIES AG 14.10.2014 1000 Baa2 BBB+ 104.566 1.937 106.503 0.659 26.5 0.72XS0550825292 1.625 LANDBK HESSEN-THUERINGEN 20.10.2014 1000 101.071 0.423 101.494 0.178 -14.1 0.74XS0454794123 7.250 HELLA KGAA HUECK & CO 20.10.2014 1000 Baa2 104.683 1.887 106.570 0.878 56.7 0.74XS0553035840 2.875 GE CAPITAL EURO FUNDING 28.10.2014 1000 A1 AA+ 101.902 0.685 102.587 0.375 3.5 0.76XS0458230082 7.500 HEIDELBERGCEMENT FIN LUX 31.10.2014 1000 Ba2 NR 105.250 1.729 106.979 0.647 71.4 0.75DE000BLB8DA8 2.625 BAYR. LANDESBANK (PUCLIC COVERED 26.11.2014 BOND)1000 Aaa 102.095 0.417 102.512 0.133 -14.3 0.84XS0336018832 4.750 PFIZER INC 15.12.2014 50000 A1 AA 103.971 0.508 104.479 0.297 -8.0 0.89XS0729046051 2.125 BMW FINANCE NV 13.01.2015 1000 A2 A+ 101.637 0.058 101.695 0.434 4.4 0.97XS0478265274 3.125 BARCLAYS (COVERED BOND) 14.01.2015 50000 Aaa AAA 102.708 0.077 102.785 0.338 -6.8 0.97XS0455762640 2.875 BK NEDERLANDSE GEMEENTEN 15.01.2015 1000 Aaa AA+ 102.580 0.063 102.643 0.230 -15.2 0.98XS0732490668 1.625 EUROPEAN INVESTMENT BANK 15.01.2015 1000 Aaa AAA 101.420 0.036 101.456 0.170 -22.0 0.98XS0731679907 2.125 VOLKSWAGEN INTL FIN NV 19.01.2015 1000 A3 A- 101.540 0.023 101.563 0.559 12.7 0.98XS0430015742 4.375 SLOVAK REPUBLIC 21.01.2015 1000 A2 A 104.060 0.024 104.084 0.281 6.7 0.99DE000EH1A4X4 3.000 HYPOTHEKENBANK FRANKFURT 26.01.2015 1000 Aa3 NR 102.715 2.975 105.690 0.299 -10.8 0.98EU000A1AKD47 3.125 EUROPEAN UNION 27.01.2015 1000 Aaa AA+ 102.998 3.091 106.089 0.155 -22.9 0.98XS0479866567 4.375 RCI BANQUE SA 27.01.2015 1000 Baa3 BBB 103.599 4.327 107.926 0.787 127.1 0.96XS0479542150 3.375 GAS NATURAL CAPITAL 27.01.2015 50000 Baa2 BBB 102.539 3.338 105.877 0.842 46.4 0.97XS0585868622 3.250 HSBC BANK PLC 28.01.2015 100000 Aa3 AA- 102.895 3.205 106.100 0.384 -1.5 0.98XS0470518605 3.500 VOLKSWAGEN INTL FIN NV 02.02.2015 1000 A3 A- 103.024 3.404 106.428 0.534 14.6 0.99XS0483829320 3.000 SWEDISH COVERED BOND 03.02.2015 50000 Aaa AAA 102.805 2.910 105.715 0.263 -7.4 1.00XS0483673132 4.000 FORTIS BANK NEDERLAND NV 03.02.2015 50000 A2 A 103.541 3.879 107.420 0.536 17.8 0.99EU000A1G0AE8 1.625 EFSF 04.02.2015 1000 Aa1 AA 101.463 1.572 103.035 0.202 -20.3 1.01XS0485309313 3.250 INSTITUT CREDITO OFICIAL 10.02.2015 1000 Baa3 BBB- 102.520 3.090 105.610 0.823 46.1 1.01FR0011185032 1.875 CAISSE D'AMORT DETTE SOC 16.02.2015 1000 Aa1 NR 101.720 1.752 103.472 0.254 -17.4 1.04XS0487438979 3.000 RABOBANK NEDERLAND 16.02.2015 1000 Aa2 AA- 102.705 2.803 105.508 0.445 4.9 1.03XS0750684929 2.000 GE CAPITAL EURO FUNDING 27.02.2015 1000 A1 AA+ 101.549 1.808 103.357 0.576 19.3 1.07SI0002103065 2.750 REPUBLIKA SLOVENIJA 17.03.2015 1000 Ba1 A- 102.436 2.351 104.787 0.617 108.0 1.12XS0353181190 6.250 MONDELEZ INTERNATIONAL 20.03.2015 50000 Baa1 BBB- 106.415 5.291 111.706 0.669 35.0 1.10XS0497185511 3.375 MERCK FIN SERVICES GMBH 24.03.2015 1000 A3 A 103.328 2.820 106.148 0.512 12.2 1.13BE0000316258 3.500 BELGIUM KINGDOM 28.03.2015 0.01 Aa3 NR 103.865 2.886 106.751 0.218 -22.2 1.15XS0421565317 5.500 STATKRAFT AS 02.04.2015 50000 Baa1 A- 105.890 4.460 110.350 0.527 12.9 1.14DE000EAA0CZ5 1.250 ERSTE ABWICKLUNGSANSTALT 02.04.2015 100000 Aa1 AA- 101.191 1.014 102.205 0.248 -14.4 1.18FR0010878991 3.750 KERING 08.04.2015 1000 BBB 103.757 2.979 106.736 0.618 27.8 1.17XS0672219580 2.000 UBS AG LONDON (COVERED BOND SWISS 10.04.2015 MRTGS) 1000 Aaa 102.006 1.578 103.584 0.341 -7.4 1.19DE000A1DAMJ6 2.250 KFW 10.04.2015 1000 Aaa AAA 102.475 1.775 104.250 0.206 -22.0 1.19XS0428461718 3.625 TOTAL CAPITAL SA 19.05.2015 1000 Aa1 AA- 104.254 2.473 106.727 0.392 -1.5 1.28DE000A1MLSR4 1.750 DAIMLER AG 21.05.2015 1000 A3 A- 101.646 1.184 102.830 0.502 12.8 1.30DE000A1MBB96 0.625 KFW 29.05.2015 1000 Aaa AAA 100.572 0.409 100.981 0.200 -22.0 1.34EU000A1G0AS8 1.125 EFSF 01.06.2015 1000 Aa1 AA 101.213 0.727 101.940 0.228 -20.3 1.34XS0514870368 2.375 NEDER WATERSCHAPSBANK 04.06.2015 50000 Aaa AA+ 102.877 1.516 104.393 0.259 -16.8 1.34XS0412154378 5.125 BASF FINANCE EUROPE NV 09.06.2015 50000 A1 A+ 106.428 3.201 109.629 0.434 2.8 1.33XS0515762093 2.500 SPAREBANKEN VEST (COVERED BOND) 09.06.2015 50000 Aaa 102.944 1.562 104.506 0.353 -4.4 1.35FR0010915116 5.625 PEUGEOT SA 29.06.2015 1000 B1 BB- 105.625 3.205 108.830 1.615 143.2 1.3620.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurFR0010916734 5.625 RENAULT S.A. 30.06.2015 1000 Ba1 BB+ 106.230 3.190 109.420 1.217 100.9 1.37DE000NWB29J0 1.125 NRW.BANK 08.07.2015 1000 Aa1 AA- 101.258 0.613 101.871 0.259 -15.1 1.44XS0525490198 2.875 BNP PARIBAS 13.07.2015 1000 A2 A+ 103.193 1.528 104.721 0.686 27.1 1.44XS0525890967 2.125 BK NEDERLANDSE GEMEENTEN 14.07.2015 1000 Aaa AA+ 102.679 1.124 103.803 0.301 -13.1 1.45XS0526073290 3.500 UBS AG LONDON 15.07.2015 1000 A2 A 104.355 1.841 106.196 0.532 14.7 1.44XS0528912214 3.750 ICO (GUAR. KINGDOM OF SPAIN) 28.07.2015 1000 Baa3 BBB- 104.230 1.839 106.069 0.921 61.4 1.47DE000A0XFFY8 2.125 L-BANK BW FOERDERBANK 04.08.2015 1000 Aaa AAA 102.861 1.001 103.862 0.249 -15.6 1.51XS0385771158 5.875 PHILIP MORRIS INTL INC 04.09.2015 50000 A2 A 108.448 2.270 110.718 0.597 17.1 1.55XS0539845171 3.750 LLOYDS TSB BANK PLC 07.09.2015 50000 A2 A 104.958 1.418 106.376 0.665 26.6 1.58DE000A0T06N0 6.125 DAIMLER INTL FINANCE BV 08.09.2015 50000 A3 A- 108.973 2.299 111.272 0.560 16.5 1.56XS0539871763 3.000 RBS PLC (COVERED BOND UK) 08.09.2015 50000 Aaa 104.199 1.126 105.325 0.402 -3.4 1.59XS0541455191 2.875 NATIONWIDE BLDG SOCIETY 14.09.2015 50000 Aaa AAA 104.115 1.032 105.147 0.356 -9.3 1.61XS0541608286 3.875 LEASEPLAN CORPORATION NV 16.09.2015 50000 Baa2 BBB+ 105.101 1.370 106.471 0.746 36.7 1.60XS0541454467 2.875 GE CAPITAL EURO FUNDING 17.09.2015 1000 A1 AA+ 103.491 1.008 104.499 0.737 30.5 1.61XS0831383194 1.000 MAN SE 21.09.2015 1000 A3 NR 100.723 0.340 101.063 0.561 13.5 1.64XS0683565476 3.500 COMPAGNIE DE ST GOBAIN 30.09.2015 100000 Baa2 BBB 104.664 1.103 105.767 0.706 29.4 1.64XS0683639933 5.625 RCI BANQUE SA 05.10.2015 1000 Baa3 BBB 107.660 1.695 109.355 1.051 148.0 1.63XS0832873060 1.250 GE CAPITAL EURO FUNDING 15.10.2015 1000 A1 AA+ 100.871 0.342 101.213 0.740 28.7 1.70XS0968922764 2.375 INSTITUT CREDITO OFICIAL 31.10.2015 1000 Baa3 BBB- 102.370 0.911 103.281 1.016 63.0 1.73XS0557635777 4.000 LUXOTTICA GROUP SPA 10.11.2015 50000 BBB+ 105.763 0.811 106.574 0.758 36.8 1.75XS0853679867 2.000 SNAM SPA 13.11.2015 100000 Baa1 BBB+ 101.813 0.389 102.202 0.981 52.6 1.77DE000A1R0U31 1.000 SAP AG 13.11.2015 1000 100.574 0.195 100.769 0.679 24.4 1.78DE000A1EWEB2 1.875 KFW 16.11.2015 1000 Aaa AAA 102.934 0.349 103.283 0.252 -22.5 1.79ES0324244005 5.125 MAPFRE SA 16.11.2015 100000 BBB- /* 106.497 0.955 107.452 1.466 104.0 1.74XS0995413696 0.250 BK NEDERLANDSE GEMEENTEN 20.11.2015 1000 Aaa AA+ 99.843 0.044 99.887 0.336 -11.5 1.82DE000A1EWEC0 2.000 KFW (GUAR. GERMANY, "MIKROFINANZANLEIHE") 30.11.2015 50000 Aaa AAA 103.235 0.296 103.531 0.248 -20.8 1.83XS0564366770 2.625 CREDIT SUISSE GUERNSEY (SWISS COV. 01.12.2015 BOND)100000 Aaa 104.069 0.381 104.450 0.419 -3.2 1.82XS0565041174 2.625 SAMPO HOUSING (FINNISH COVERED BOND) 02.12.2015 100000 Aaa 104.053 0.374 104.427 0.430 -10.3 1.83EU000A1GKVZ9 2.500 EUROPEAN UNION 04.12.2015 1000 Aaa AA+ 104.240 0.342 104.582 0.218 -26.0 1.84XS0861589819 3.125 AIB MORTGAGE BANK 04.12.2015 100000 Baa2 /*- A 103.383 0.428 103.811 1.275 78.0 1.81XS0403540189 6.750 LINDE FINANCE BV 08.12.2015 1000 A3 A+ 111.617 0.851 112.468 0.508 7.2 1.81XS0521103860 3.625 STANDARD CHARTERED PLC 15.12.2015 50000 A2 A+ 105.506 0.387 105.893 0.689 27.6 1.85XS0520759803 6.750 HEIDELBERGCEMENT FIN LUX 15.12.2015 1000 Ba2 NR 109.891 0.713 110.604 1.438 103.4 1.79ES0378641122 4.000 FADE 17.12.2015 100000 Baa3 BBB- 105.507 0.405 105.912 1.056 72.7 1.84XS0579339416 2.500 BK NEDERLANDSE GEMEENTEN 18.01.2016 1000 Aaa AA+ 104.210 0.034 104.244 0.369 -8.5 1.96XS0732496194 3.125 UBS AG LONDON 18.01.2016 1000 A2 A 104.972 0.043 105.015 0.599 18.0 1.94DE000A1K0RS7 2.250 DT. PFANDBRIEFBANK (COVERED BOND)18.01.2016 1000 Aa2 AA+ 103.590 0.031 103.621 0.431 -5.2 1.96ES0340609140 3.250 CAIXABANK 22.01.2016 100000 Baa3 BBB- 103.891 0.009 103.900 1.265 171.6 1.94XS0583801997 3.250 BMW FINANCE NV 28.01.2016 1000 A2 A+ 105.141 3.205 108.346 0.671 22.2 1.91XS0409318309 6.375 TELEKOM FINANZMANAGEMENT 29.01.2016 1000 Baa2 BBB- 110.600 6.270 116.870 1.036 62.0 1.83XS1016635580 1.450 SANTAN CONSUMER FINANCE 29.01.2016 100000 Baa2e BBB- 100.184 0.000 100.184 135.612 85.9 0.78FR0011261890 1.500 GDF SUEZ 01.02.2016 1000 A1 A 101.671 1.463 103.134 0.665 17.1 1.97XS0411602765 6.625 TOYOTA MOTOR CREDIT CORP 03.02.2016 1000 Aa3 AA- 112.360 6.425 118.785 0.485 7.6 1.85FR0011001361 4.250 GECINA 03.02.2016 100000 Baa2 BBB 106.336 4.122 110.458 1.074 61.9 1.89XS0852479996 2.375 ACHMEA HYPOTHEEKBANK NV 08.02.2016 100000 A 102.534 2.868 105.402 1.113 92.7 1.95XS0412443052 7.000 VOLKSWAGEN INTL FIN NV 09.02.2016 1000 A3 A- 112.714 6.674 119.388 0.713 23.0 1.86XS0412968876 4.500 SHELL INTERNATIONAL FIN 09.02.2016 1000 Aa1 AA 108.075 4.290 112.365 0.519 4.5 1.91XS0412896861 3.750 LANDWIRTSCH. RENTENBANK 11.02.2016 1000 Aaa AAA 107.090 3.555 110.645 0.277 -23.1 1.94FR0011008366 3.000 CAISSE D'AMORT DETTE SOC 25.02.2016 1000 Aa1 NR 105.430 2.729 108.159 0.385 -12.6 2.00DE000A1RET56 0.500 KFW 26.02.2016 1000 Aaa AAA 100.420 0.473 100.893 0.298 -20.8 2.0720.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0415624120 5.625 ROCHE HLDGS INC 04.03.2016 1000 A1 AA 110.440 5.009 115.449 0.636 12.9 1.96EU000A1G0BA4 0.500 EFSF 07.03.2016 1000 Aa1 AA 100.350 0.444 100.794 0.334 -15.8 2.10XS0599711826 3.500 BNP PARIBAS 07.03.2016 1000 A2 A+ 105.505 3.088 108.593 0.870 37.0 2.01EU000A1G0BA4 0.500 EFSF 07.03.2016 1000 Aa1 AA 100.359 0.444 100.803 0.330 -15.8 2.10XS0755521142 4.000 HEIDELBERGCEMENT FIN LUX 08.03.2016 50000 Ba2 NR 105.500 1.500 107.000 1.365 107.4 2.02XS0491047154 3.875 RHOEN-KLINIKUM AG 11.03.2016 1000 Baa3 105.342 3.376 108.718 1.318 93.1 2.00DE000HSH4GS3 0.625 HSH NORDBANK AG 11.03.2016 1000 Aa2 100.438 0.541 100.979 0.418 -7.0 2.11XS0503331323 2.625 EUROPEAN INVESTMENT BANK 15.03.2016 1000 Aaa AAA 105.020 2.258 107.278 0.274 -22.8 2.07XS0417208161 5.250 VATTENFALL AB 17.03.2016 50000 A3 A- 109.751 4.488 114.239 0.666 20.6 2.00XS0419195408 5.750 PHILIP MORRIS INTL INC 24.03.2016 50000 A2 A 110.859 4.805 115.664 0.689 17.3 2.01BE0000319286 2.750 BELGIUM KINGDOM 28.03.2016 0 Aa3 NR 105.231 2.268 107.499 0.338 -19.5 2.10FR0011124544 6.875 PEUGEOT SA 30.03.2016 1000 B1 BB- 109.492 5.632 115.124 2.363 199.6 1.96XS0419264063 5.496 TELEFONICA EMISIONES SAU 01.04.2016 50000 Baa2 BBB 109.351 4.472 113.823 1.144 73.9 2.02XS0613002368 6.375 FIAT FINANCE & TRADE 01.04.2016 100000 B1 /*- BB- 107.573 5.187 112.760 2.756 239.7 1.97XS0421249235 6.375 BHP BILLITON FINANCE LTD 04.04.2016 50000 A1 A+ 112.517 5.135 117.652 0.620 11.0 2.02FR0011124601 4.472 CASINO GUICHARD PERRACHO 04.04.2016 100000 BBB- 107.684 3.602 111.286 0.922 49.2 2.06XS0768453101 2.375 SWEDBANK AB 04.04.2016 100000 A1 A+ 103.389 1.913 105.302 0.812 31.5 2.11EU000A1AJM31 3.625 EUROPEAN UNION 06.04.2016 1000 Aaa AA+ 107.360 2.900 110.260 0.269 -24.8 2.10XS0686597286 3.500 UNIBAIL-RODAMCO SE 06.04.2016 100000 NR A 105.735 2.800 108.535 0.859 35.6 2.09DE000A1H36V3 3.125 KFW 08.04.2016 1000 Aaa AAA 106.180 2.483 108.663 0.312 -22.0 2.12XS0910916666 0.625 BQUE PSA (GUAR. FRANCE) 08.04.2016 1000 Aa1 AA 100.470 0.497 100.967 0.411 -11.3 2.18XS0425743506 3.500 EUROPEAN INVESTMENT BANK 15.04.2016 1000 Aaa AAA 107.070 2.714 109.784 0.310 -21.3 2.13FI4000018049 1.750 FINNISH GOVERNMENT 15.04.2016 1000 Aaa AAA 103.296 1.357 104.653 0.264 -27.1 2.17XS0619232928 3.250 LANDBK HESSEN-THUERINGEN 20.04.2016 1000 Aaa NR 106.570 2.475 109.045 0.304 -19.6 2.15XS0428037740 4.500 SANOFI 18.05.2016 1000 A1 AA 108.906 3.082 111.988 0.619 10.7 2.19FR0011049782 3.750 CAISSE FRANCAISE DE FIN 18.05.2016 1000 Aaa AA+ 107.390 2.568 109.958 0.535 -0.1 2.21XS0429612566 7.250 MAN SE 20.05.2016 1000 A3 NR 114.850 4.926 119.776 0.778 28.6 2.13XS0633014427 3.472 BP CAPITAL MARKETS PLC 01.06.2016 100000 A2 A 106.312 2.245 108.557 0.757 22.3 2.24XS0432070752 4.750 PFIZER INC 03.06.2016 50000 A1 AA 109.491 3.045 112.536 0.683 12.6 2.22EU000A1GRYT1 2.750 EUROPEAN UNION 03.06.2016 1000 Aaa AA+ 105.710 1.763 107.473 0.318 -23.7 2.28XS0633111207 3.375 VOLKSWAGEN LEASING GMBH 03.06.2016 100000 A3 A- 106.116 2.164 108.280 0.751 22.2 2.25XS0632934583 3.000 UBS AG LONDON 06.06.2016 1000 Aaa 105.833 1.899 107.732 0.516 -5.7 2.27FR0011056126 3.250 SOCENAL SFH (FRENCH COVERED BOND)06.06.2016 100000 Aaa 106.520 2.057 108.577 0.475 -9.4 2.27DE000AAR0116 3.125 AAREAL BANK AG (GERMAN COVERED BOND) 14.06.2016 1000 106.310 1.909 108.219 0.465 -9.4 2.29XS0432810116 4.250 NOVARTIS FINANCE SA 15.06.2016 50000 Aa3 AA- 108.733 2.585 111.318 0.566 6.2 2.27BE0000329384 1.250 BELGIUM KINGDOM 22.06.2018 0.01 NR 101.039 0.736 101.775 1.008 1.8 4.25XS0642351505 2.875 DEUTSCHE BAHN FINANCE BV 30.06.2016 1000 Aa1 AA 105.299 1.630 106.929 0.674 2.4 2.34DE000A0Z2KS2 3.125 KFW 04.07.2016 1000 Aaa AAA 106.730 1.738 108.468 0.357 -20.3 2.35XS0940302002 1.750 RCI BANQUE SA 06.07.2016 1000 Baa3 BBB 101.550 1.108 102.658 1.105 135.5 2.38ES0302761020 5.500 FROB (GUAR. KINGDOM OF SPAIN) 12.07.2016 100000 Baa3 BBB- 110.176 2.938 113.114 1.284 94.4 2.30XS0647624609 3.000 NEDER WATERSCHAPSBANK 12.07.2016 100000 Aaa AA+ 106.159 1.603 107.762 0.484 -5.9 2.37XS0647188605 4.875 AMADEUS CAP MARKT 15.07.2016 100000 Baa2 BBB 109.387 2.564 111.951 1.017 50.7 2.32EU000A1G0AA6 2.750 EFSF 18.07.2016 1000 Aa1 AA 105.780 1.424 107.204 0.408 -16.5 2.40FR0011077023 3.375 CRED MUTUEL- CIC HOME LO 18.07.2016 100000 Aaa AAA 107.051 1.748 108.799 0.513 -5.8 2.38DE000A1G7EH9 1.250 BMW US CAPITAL LLC 20.07.2016 1000 A2 A+ 101.220 0.640 101.860 0.753 19.1 2.44DE000A1MBCB3 0.500 KFW 25.07.2016 1000 Aaa AAA 100.337 0.249 100.586 0.365 -20.2 2.48XS0445463887 4.625 EADS FINANCE B.V. 12.08.2016 50000 A2 A 109.785 2.078 111.863 0.740 19.2 2.41XS0667463995 2.250 BK NEDERLANDSE GEMEENTEN 24.08.2016 1000 Aaa AA+ 104.510 0.937 105.447 0.490 -6.9 2.51XS0820869948 3.000 KBC IFIMA NV 29.08.2016 100000 NR A- 104.895 1.208 106.103 1.079 46.9 2.49XS0968431949 0.625 LANDWIRTSCH. RENTENBANK 05.09.2016 1000 Aaa AAA 100.650 0.240 100.890 0.375 -22.0 2.5920.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurDE000A1K0UB7 2.000 KFW 07.09.2016 1000 Aaa AAA 104.140 0.756 104.896 0.409 -18.2 2.55XS0969570687 1.625 FCE BANK PLC 09.09.2016 100000 Baa3 BBB 101.099 0.601 101.700 1.197 61.5 2.55XS0267884806 3.875 OEKB OEST. KONTROLLBANK 15.09.2016 1000 AA+ 109.067 1.380 110.447 0.419 -17.3 2.53XS0736113340 1.875 EUROPEAN INVESTMENT BANK 15.09.2016 1000 Aaa AAA 103.920 0.668 104.588 0.382 -21.3 2.58XS0452802175 5.500 LANXESS FINANCE BV 21.09.2016 1000 Baa2 BBB 112.012 1.868 113.880 0.909 42.6 2.49XS0453410978 4.250 WESTPAC BANKING CORP 22.09.2016 50000 Aa2 AA- 108.700 1.432 110.132 0.927 34.3 2.53FR0010804492 3.875 AREVA SA 23.09.2016 50000 BBB- 106.847 1.295 108.142 1.246 72.1 2.53XS0452418238 4.625 UNIBAIL-RODAMCO SE 23.09.2016 50000 WR A 109.650 1.546 111.196 0.942 38.4 2.52FR0011121631 2.500 DANONE 29.09.2016 100000 A3 A- 104.746 0.795 105.541 0.707 13.6 2.59XS0456567055 4.625 HEINEKEN NV 10.10.2016 1000 109.885 1.330 111.215 0.919 36.9 2.57XS0272359489 3.875 EUROPEAN INVESTMENT BANK 15.10.2016 1000 Aaa AAA 109.380 1.062 110.442 0.409 -20.5 2.61XS0805410239 7.750 FIAT FINANCE & TRADE 17.10.2016 100000 B1 /*- BB- 111.473 2.081 113.554 3.283 292.4 2.45XS0842560640 2.875 F VAN LANSCHOT BANKIERS 17.10.2016 100000 BBB+ 102.821 0.772 103.593 1.806 211.5 2.60XS0844535442 0.750 NESTLE FINANCE INTL LTD 17.10.2016 1000 Aa2 100.840 0.201 101.041 0.440 -15.0 2.70XS0843328526 4.000 CELESIO FINANCE BV 18.10.2016 1000 105.170 1.063 106.233 2.035 147.7 2.57XS0877622380 1.000 BMW FINANCE NV 24.10.2016 1000 A2 A+ 100.456 0.249 100.705 0.831 20.2 2.70DE000A1E8V89 4.125 SIXT AG 25.10.2016 1000 106.870 1.006 107.876 1.556 101.5 2.60XS0909787300 1.000 VOLKSWAGEN INTL FIN NV 26.10.2016 1000 A3 A- 100.591 0.244 100.835 0.782 15.7 2.71FR0010957282 5.000 PEUGEOT SA 28.10.2016 1000 B1 BB- 106.343 1.192 107.535 2.588 210.5 2.56EU000A1G0AC2 2.750 EFSF 05.12.2016 1000 (P)Aa1 AA 106.480 0.369 106.849 0.469 -16.8 2.78XS1004918774 2.250 UNICREDIT SPA 16.12.2016 100000 Baa2 BBB 101.288 0.234 101.522 1.789 116.7 2.78XS0635040685 3.750 NATIONAL AUSTRALIA BANK 06.01.2017 1000 Aa2 AA- 108.140 0.175 108.315 0.942 38.8 2.82XS0728789578 2.250 UBS AG LONDON 10.01.2017 1000 Aaa 104.770 0.080 104.850 0.621 -1.2 2.88XS0729662014 2.250 BK NEDERLANDSE GEMEENTEN 12.01.2017 1000 Aaa AA+ 104.850 0.068 104.918 0.597 -5.2 2.89FR0010843375 3.375 BNP PARIBAS HOME LOAN CO 12.01.2017 50000 WR AAA 108.150 0.102 108.252 0.598 -6.0 2.86XS0731153291 4.250 ING BANK NV 13.01.2017 1000 A2 A 109.181 0.116 109.297 1.094 47.8 2.83XS0478931354 3.875 BMW FINANCE NV 18.01.2017 1000 A2 A+ 108.745 0.053 108.798 0.894 28.5 2.85SK4120008301 4.625 SLOVAKIA GOVERNMENT BOND 19.01.2017 1 A2 A 111.040 0.051 111.091 0.867 28.8 2.84DE000A1C9VQ4 4.125 DAIMLER AG 19.01.2017 1000 A3 A- 109.572 0.045 109.617 0.867 28.1 2.85DE000A0T5X07 6.000 DEUTSCHE TELEKOM INT FIN 20.01.2017 1000 Baa1 BBB+ 114.620 0.049 114.669 1.014 44.9 2.81XS0283746070 4.125 NEDER WATERSCHAPSBANK 23.01.2017 1000 Aaa AA+ 110.463 0.000 110.463 0.596 -4.5 2.87XS0735784851 5.625 CLARIANT FINANCE LUX 24.01.2017 100000 Ba1 BBB- 111.926 5.610 117.536 1.531 96.9 2.68XS0480903466 3.875 CREDIT SUISSE LONDON 25.01.2017 50000 A1 A 108.521 3.854 112.375 0.984 38.0 2.77XS1003251011 1.125 MONDELEZ INTERNATIONAL 26.01.2017 100000 Baa1 BBB- 100.231 0.133 100.364 1.047 39.4 2.91BE0934985020 8.625 ANHEUSER-BUSCH INBEV NV 30.01.2017 50000 A3 A 122.650 8.460 131.110 0.976 38.6 2.60FR0010850701 4.125 ALSTOM 01.02.2017 50000 Baa3 BBB 108.040 4.023 112.063 1.390 82.4 2.77XS0585904443 4.750 TELEFONICA EMISIONES SAU 07.02.2017 100000 Baa2 BBB 109.713 4.555 114.268 1.459 90.3 2.75XS0587411595 5.625 GAS NATURAL CAPITAL 09.02.2017 100000 Baa2 BBB 112.894 5.363 118.257 1.279 71.3 2.73DE000NRW0D77 1.750 LAND NORDRHEIN-WESTFALEN 15.02.2017 1000 NR AA- 103.550 1.640 105.190 0.577 -4.8 2.94XS0413806596 5.125 SIEMENS FINANCIERINGSMAT 20.02.2017 1000 Aa3 A+ 112.780 4.732 117.512 0.893 23.1 2.79DE000A1MBB54 1.375 KFW 21.02.2017 1000 Aaa AAA 102.670 1.266 103.936 0.499 -16.7 2.98DE000A1C92S3 4.250 METRO FINANCE BV 22.02.2017 1000 Baa3 BBB- 109.011 3.901 112.912 1.249 62.9 2.82XS0749822556 3.000 BNP PARIBAS 24.02.2017 1000 A2 A+ 105.732 2.737 108.469 1.100 44.0 2.89DE000A1MA9H4 4.375 THYSSENKRUPP AG 28.02.2017 1000 Ba1 BB 105.860 3.943 109.803 2.388 160.4 2.80XS0491042353 4.250 GE CAPITAL EURO FUNDING 01.03.2017 1000 A1 AA+ 109.385 3.819 113.204 1.155 51.1 2.85XS0490739686 3.125 EUROPEAN INVESTMENT BANK 03.03.2017 1000 Aaa AAA 108.080 2.791 110.871 0.501 -18.9 2.93ES0378641130 4.125 FADE 17.03.2017 100000 Baa3 BBB- 107.785 3.526 111.311 1.571 94.0 2.89XS0972719412 2.500 CONTI-GUMMI FINANCE B.V. 20.03.2017 1000 Baa3 BBB 103.650 0.863 104.513 1.312 65.0 2.98XS0495973470 5.250 GLENCORE FINANCE EUROPE 22.03.2017 50000 Baa2 BBB 111.411 4.416 115.827 1.526 93.3 2.85DE000A1MA9X1 5.500 HOCHTIEF AG 23.03.2017 1000 109.782 4.611 114.393 2.261 176.9 2.8220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurBE6243181672 1.250 ANHEUSER-BUSCH INBEV NV 24.03.2017 1000 A3 A 101.110 1.045 102.155 0.893 19.7 3.07XS0498285351 3.750 REPUBLIC OF POLAND 29.03.2017 1000 A2 A- 109.500 3.082 112.582 0.720 10.0 2.96XS0498417798 3.000 BK NEDERLANDSE GEMEENTEN 30.03.2017 1000 Aaa AA+ 107.310 2.458 109.768 0.673 -1.9 3.00FR0010878751 4.000 VIVENDI SA 31.03.2017 50000 Baa2 BBB 108.312 3.266 111.578 1.318 65.8 2.93XS0419587745 5.125 NEDERLANDSE GASUNIE N.V. 31.03.2017 50000 A2 A+ 113.338 4.184 117.522 0.862 26.5 2.90XS0500128326 3.500 SAP AG 10.04.2017 1000 107.285 2.762 110.047 1.176 50.7 2.99DE000A1RET72 0.375 KFW 18.04.2017 1000 Aaa AAA 99.516 0.291 99.807 0.526 -18.1 3.20XS0843300947 4.125 GAS NATURAL CAPITAL 24.04.2017 100000 Baa2 BBB 108.572 3.097 111.669 1.409 75.5 2.99XS0503554627 4.500 CELESIO FINANCE BV 26.04.2017 1000 107.247 3.353 110.600 2.169 157.5 2.95XS0925519380 1.000 GE CAPITAL EURO FUNDING 02.05.2017 1000 A1 AA+ 99.805 0.729 100.534 1.061 34.4 3.18DE000A1MA9V5 2.000 DAIMLER AG 05.05.2017 1000 A3 A- 103.499 1.441 104.940 0.913 20.6 3.14EU000A1G0AK5 2.000 EFSF 15.05.2017 1000 Aa1 AA 104.310 1.386 105.696 0.679 -4.2 3.18XS0782708456 1.875 VOLKSWAGEN INTL FIN NV 15.05.2017 1000 A3 A- 102.876 1.300 104.176 0.987 27.5 3.17EU000A1G0BF3 0.750 EFSF 05.06.2017 1000 Aa1 AA 100.153 0.477 100.630 0.704 -3.9 3.30XS0790010747 2.500 HUTCHISON WHAMPOA 06.06.2017 100000 A3 A- 104.219 1.582 105.801 1.213 49.6 3.19XS0433001137 5.125 ROBERT BOSCH GMBH 12.06.2017 50000 AA- 114.247 3.159 117.406 0.838 14.3 3.10DE000DHY3566 1.250 DEUTSCHE HYPOTHEKENBANK 20.06.2017 1000 Aa2 102.010 0.743 102.753 0.651 -8.2 3.31XS0795872901 1.875 DEUTSCHE POST FINANCE 27.06.2017 1000.00 Baa1 NR 102.881 1.079 103.960 1.015 28.3 3.29BE0000323320 3.500 BELGIUM KINGDOM 28.06.2017 0.01 109.597 2.004 111.601 0.661 -9.3 3.22XS0801261156 6.750 SCHAEFFLER FINANCE BV (CALLABLE BOND) 01.07.2017 1000 Ba2 BB- 108.240 1.275 109.515 -0.450 17.0FR0011233451 5.625 PEUGEOT SA 11.07.2017 1000 B1 BB- 107.988 3.021 111.009 3.150 258.4 3.08XS0647288140 4.125 ENEL FINANCE INTL NV 12.07.2017 100000 Baa2 BBB 108.149 2.204 110.353 1.685 98.2 3.20DE000A1HJLN2 1.000 BMW US CAPITAL LLC 18.07.2017 1000 A2 A+ 99.868 0.518 100.386 1.038 25.2 3.39FR0011289222 1.500 GDF SUEZ 20.07.2017 1000 A1 A 101.743 0.768 102.511 0.989 23.5 3.37XS0881360555 1.250 TOYOTA MOTOR CREDIT CORP 01.08.2017 1000 Aa3 AA- 101.410 0.599 102.009 0.842 7.3 3.42XS0530879658 4.625 BANK OF AMERICA CORP 07.08.2017 50000 Baa2 A- 111.117 2.141 113.258 1.382 68.0 3.25XS0822316765 2.500 DVB BANK SE 30.08.2017 100000 NR A+ 104.160 1.000 105.160 1.309 53.0 3.42XS0822050125 2.125 SNS BANK (COVERED BOND NL) 30.08.2017 100000 A1 103.900 0.850 104.750 1.016 28.7 3.45XS0540216669 3.000 POHJOLA BANK PLC 08.09.2017 50000 Aa3 AA- 106.451 1.126 107.577 1.171 39.5 3.42XS0828736198 1.625 SCANIA CV AB 14.09.2017 100000 A- 101.598 0.583 102.181 1.174 35.4 3.51EU000A1G0AU4 1.625 EFSF 15.09.2017 1000 Aa1 AA 103.016 0.579 103.595 0.782 -2.8 3.52XS0540187894 3.661 TELEFONICA EMISIONES SAU 18.09.2017 50000 Baa2 BBB 107.104 1.274 108.378 1.640 89.9 3.40XS0542607683 3.125 SOCIETE GENERALE 21.09.2017 50000 A2 106.481 1.062 107.543 1.300 50.5 3.44DE000A1DAMM0 2.250 KFW 21.09.2017 1000 Aaa AAA 105.743 0.764 106.507 0.657 -15.2 3.51AT0000A0W6B3 3.500 SPAR OESTER. WARENHANDEL 21.09.2017 1000 104.775 1.189 105.964 2.128 168.5 3.40DE000NWB15F7 1.875 NRW.BANK 22.09.2017 1000 Aa1 AA- 104.000 0.632 104.632 0.763 -4.1 3.53XS0542369219 4.000 RHEINMETALL AG 22.09.2017 1000 Ba1 108.497 1.348 109.845 1.592 190.7 3.40EU000A1A1DJ5 2.375 EUROPEAN UNION 22.09.2017 1000 Aaa AA+ 106.430 0.800 107.230 0.595 -22.6 3.51XS0544695272 4.125 ICO (GUAR. KINGDOM OF SPAIN) 28.09.2017 1000 Baa3 BBB- 108.120 1.322 109.442 1.822 108.5 3.40XS0547796077 3.830 BP CAPITAL MARKETS PLC 06.10.2017 50000 A2 A 109.743 1.144 110.887 1.127 35.7 3.46XS0457145430 3.625 DEUTSCHE BAHN FINANCE BV 16.10.2017 1000 Aa1 AA 109.663 0.983 110.646 0.974 13.5 3.50FR0010952739 2.750 GDF SUEZ 18.10.2017 1000 A1 A 105.901 0.731 106.632 1.127 29.6 3.54XS0844529049 1.875 CREDIT AGRICOLE LONDON 18.10.2017 100000 A2 A 101.841 0.498 102.339 1.366 52.6 3.58XS0852993285 4.000 INTESA SANPAOLO SPA 09.11.2017 100000 Baa2 BBB 106.418 0.822 107.240 2.216 142.4 3.50FR0011355791 1.000 SANOFI 14.11.2017 1000 A1 AA 100.855 0.192 101.047 0.771 -7.8 3.72XS0558847579 2.500 BK NEDERLANDSE GEMEENTEN 15.11.2017 1000 Aaa AA+ 106.490 0.473 106.963 0.765 -2.8 3.64XS0798334875 2.875 BNP PARIBAS 27.11.2017 1000 A2 A+ 105.900 0.449 106.349 1.291 45.8 3.64XS0860567477 2.250 COVENTRY BLDG SOCIETY 04.12.2017 100000 A3 102.998 0.308 103.306 1.446 61.7 3.68ES0413211782 3.500 BANCO BILBAO VIZCAYA ARG 05.12.2017 100000 A3 107.910 0.470 108.380 1.384 60.4 3.63XS0861828407 4.375 FINMEC FINANCE SA 05.12.2017 100000 Ba1 BB+ 105.228 0.587 105.815 2.923 223.5 3.5320.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurBE6246364499 1.125 KBC BANK NV 11.12.2017 100000 Aaa 101.007 0.133 101.140 0.860 1.6 3.78DE000A1RE0R3 0.750 L-BANK BW FOERDERBANK 12.12.2017 1000 Aaa AAA 99.990 0.086 100.076 0.753 -8.3 3.81XS0335134705 5.625 GLAXOSMITHKLINE CAPITAL 13.12.2017 50000 A1 A+ 117.350 0.632 117.982 1.048 18.8 3.57FR0011374198 1.000 SOCIETE GENERALE SFH 19.12.2017 100000 Aaa 100.750 0.096 100.846 0.804 -2.9 3.82XS0548101723 7.000 SUNRISE COMMUNICATIONS (SENIOR/CALLABLE) 31.12.2017 100000 Ba3 BB- 106.125 0.447 106.572 3.972 394.3 0.90XS0863482336 3.375 UNICREDIT SPA 11.01.2018 100000 Baa2 BBB 104.119 0.111 104.230 2.277 142.0 3.70XS0339454851 4.750 RABOBANK NEDERLAND 15.01.2018 1000 Aa2 AA- 113.035 0.104 113.139 1.361 50.5 3.68XS0873691884 1.750 ABBEY NATL TREASURY SERV 15.01.2018 100000 A2 A 100.655 0.038 100.693 1.579 69.2 3.82PTBENJOM0015 4.750 BANCO ESPIRITO SANTO SA 15.01.2018 100000 Ba3 BB- /*- 104.080 0.104 104.184 3.630 283.3 3.59FR0011345545 3.875 FONCIERE DES REGIONS 16.01.2018 100000 BBB- 106.960 0.074 107.034 2.037 116.2 3.70XS0479541699 4.125 GAS NATURAL CAPITAL 26.01.2018 50000 Baa2 BBB 109.622 4.080 113.702 1.626 79.2 3.59XS0653885961 3.625 BMW FINANCE NV 29.01.2018 1000 A2 A+ 109.470 3.565 113.035 1.196 35.0 3.66EU000A1G0A99 1.250 EFSF 05.02.2018 1000 Aa1 AA 101.331 1.205 102.536 0.912 1.4 3.88FR0011413863 2.000 JCDECAUX SA 08.02.2018 100000 Baa2 BBB 101.740 1.912 103.652 1.552 68.1 3.79XS0927639780 1.125 VOLKSWAGEN BANK GMBH 08.02.2018 1000 A3 A- 99.915 0.801 100.716 1.147 26.0 3.89FR0010853226 4.000 BOUYGUES SA 12.02.2018 50000 BBB+ 109.904 3.781 113.685 1.465 54.3 3.65XS0843310748 2.875 TERNA SPA 16.02.2018 100000 Baa1 BBB+ 105.116 2.686 107.802 1.565 66.6 3.74FR0010859777 3.625 CAISSE FRANCAISE DE FIN 26.02.2018 1000 Aaa AA+ 110.575 3.287 113.862 0.976 10.3 3.74XS0821220281 2.375 SOCIETE GENERALE 28.02.2018 100000 A2 A 103.581 2.141 105.722 1.468 56.7 3.82XS0820929437 1.250 SPAREBANK 1 (COVERED BOND NO) 28.02.2018 100000 Aaa 101.400 1.127 102.527 0.900 1.1 3.94XS0872705057 1.500 BNP PARIBAS 12.03.2018 1000 A2 A+ 100.284 1.553 101.837 1.428 49.1 3.93XS0901370691 2.250 MORGAN STANLEY 12.03.2018 1000 Baa2 A- 102.270 1.954 104.224 1.677 76.3 3.86XS0828724004 2.250 SECURITAS AB 14.03.2018 100000 BBB 101.744 1.942 103.686 1.809 90.8 3.86XS0518184667 2.625 EUROPEAN INVESTMENT BANK 15.03.2018 1000 Aaa AAA 107.370 2.258 109.628 0.809 -12.2 3.88XS0874839086 1.625 GE CAPITAL EURO FUNDING 15.03.2018 1000 A1 AA+ 100.896 1.398 102.294 1.401 48.3 3.93DE000A1R1BC6 1.125 DEUTSCHE BOERSE AG 26.03.2018 1000 AA 100.747 0.934 101.681 0.942 2.3 4.03XS0767815599 4.625 GLENCORE FINANCE EUROPE 03.04.2018 100000 Baa2 BBB 110.588 3.738 114.326 1.969 109.9 3.73EU000A1GN002 3.250 EUROPEAN UNION 04.04.2018 1000 Aaa AA+ 110.250 2.618 112.868 0.759 -17.0 3.88DE000DB5EVA0 3.375 DEUTSCHE BANK AG 06.04.2018 1000 Aaa AAA 110.630 2.700 113.330 0.793 -15.0 3.88XS0501648371 6.250 LAFARGE SA 13.04.2018 50000 Ba1 BB+ 112.715 4.880 117.595 2.995 221.7 3.60XS0616395199 4.750 ADECCO INT FINANCIAL SVS 13.04.2018 100000 Baa3 BBB 111.515 3.709 115.224 1.885 104.5 3.75EU000A1G0BB2 0.875 EFSF 16.04.2018 1000 Aa1 AA 99.605 0.676 100.281 0.971 2.9 4.10XS0842659343 3.625 ENEL FINANCE INTL NV 17.04.2018 100000 Baa2 BBB 106.959 2.791 109.750 1.897 100.5 3.84XS0359388690 6.000 UBS AG LONDON 18.04.2018 50000 A2 A 119.148 4.603 123.751 1.321 45.0 3.71BE6000782712 4.000 ANHEUSER-BUSCH INBEV SA 26.04.2018 1000 A3 A 111.335 2.981 114.316 1.249 34.1 3.87DE000A1RQBW8 1.000 LAND HESSEN 27.04.2018 1000 AA 100.595 0.236 100.831 0.857 -8.1 4.13XS0360897689 4.750 PROVINCE OF QUEBEC 29.04.2018 50000 Aa2 A+ 115.670 3.501 119.171 0.981 8.0 3.84XS0863116231 2.250 METRO FINANCE BV 11.05.2018 1000 Baa3 BBB- 102.770 1.584 104.354 1.578 62.3 4.03XS0428147093 4.375 SHELL INTERNATIONAL FIN 14.05.2018 1000 Aa1 AA 113.639 3.045 116.684 1.114 20.2 3.90XS0853250271 2.000 SPAREBANK 1 SR BANK 14.05.2018 100000 A2 101.654 1.392 103.046 1.599 63.6 4.05XS0923613060 4.250 SCHAEFFLER FINANCE BV (CALLABLE BOND) 15.05.2018 100000 Ba2 BB- 104.625 0.803 105.428 2.254 205.0 1.27XS0626028566 5.000 GERRESHEIMER AG 19.05.2018 1000 Ba1 BBB- 112.130 3.411 115.541 2.037 119.8 3.82XS0629645531 4.125 LANXESS FINANCE BV 23.05.2018 1000 Baa2 BBB 110.462 2.769 113.231 1.605 70.8 3.91XS0625977987 3.750 WUERTH FINANCE INTL BV 25.05.2018 1000 A 110.045 2.497 112.542 1.350 42.2 3.96XS0860583912 2.375 IPIC GMTN LTD 30.05.2018 100000 Aa3 AA 103.010 1.152 104.162 1.652 82.3 4.06DE000LB0M596 1.375 LB BADEN-WUERTTEMBERG 01.06.2018 1000 Aaa 102.632 0.889 103.521 0.758 -19.3 4.19FR0011261916 2.250 GDF SUEZ 01.06.2018 1000 A1 A 103.978 1.455 105.433 1.304 34.9 4.09XS0860596575 1.500 BMW FINANCE NV 05.06.2018 1000 A2 A+ 101.092 0.953 102.045 1.241 25.7 4.17XS0938218400 2.250 STADA ARZNEIMITTEL AG 05.06.2018 1000 101.896 1.430 103.326 1.794 83.6 4.08XS0519671787 4.000 LLOYDS BANK PLC 25.06.2018 50000 Aaa 112.913 2.323 115.236 0.999 2.1 4.0420.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0760139773 2.000 ROCHE FINANCE EUROPE BV 25.06.2018 1000 A1 AA 104.203 1.162 105.365 1.022 3.1 4.19DE000CZ40JR9 1.000 COMMERZBANK AG (GERMAN COV. BOND) 25.06.2018 1000 Aa1 100.452 0.581 101.033 0.895 -6.8 4.29DE000A1RET80 0.875 KFW 25.06.2018 1000 Aaa AAA 99.977 0.508 100.485 0.880 -11.2 4.30DE000A1PGQY7 2.125 DAIMLER AG 27.06.2018 1000 A3 A- 103.912 1.223 105.135 1.212 25.1 4.18DE000AAR0165 1.000 AAREAL BANK AG (GERMAN COVERED BOND) 28.06.2018 1000 100.270 0.573 100.843 0.937 -4.0 4.29FR0011075183 3.750 SCHNEIDER ELECTRIC SA 12.07.2018 100000 A3 A- 110.190 2.003 112.193 1.382 42.0 4.09XS0878567394 1.000 EUROPEAN INVESTMENT BANK 13.07.2018 1000 Aaa AAA 100.467 0.526 100.993 0.893 -11.6 4.34XS0645941419 5.500 BRENNTAG FINANCE BV 19.07.2018 50000 Ba1 BBB- 113.040 2.833 115.873 2.397 145.7 3.94EU000A1G0BH9 1.250 EFSF 31.07.2018 1000 Aa1 AA 100.969 0.603 101.572 1.029 3.2 4.35XS0954907787 6.875 SCHAEFFLER HOLD. (PIK TOGGLE NOTES/CALLABLE)15.08.2018 100000 B1 B 106.750 3.418 110.168 3.776 0.53FR0011568963 3.625 RENAULT S.A. 19.09.2018 1000 Ba1 BB+ 104.613 1.251 105.864 2.559 156.0 4.22FR0011119775 4.000 AUTOROUTES DU SUD DE LA 24.09.2018 100000 Baa1 BBB+ 111.118 1.326 112.444 1.514 51.5 4.26CH0222437011 5.250 HTM SPORT GMBH (HEAD/TIROLIA/MARE) 26.09.2018 1000 103.250 1.706 104.956 4.458 351.9 4.03XS0836260975 1.500 BASF SE 01.10.2018 1000 A1 A+ 101.432 0.468 101.900 1.184 12.1 4.49XS0974356262 7.750 HAPAG-LLOYD AG 01.10.2018 100000 (P)Caa1 B- 105.000 0.172 105.172 6.208 561.0 3.12XS0838764685 4.000 VOESTALPINE AG 05.10.2018 1000 105.090 1.205 106.295 2.826 184.6 4.22XS0977500767 1.500 DEUTSCHE POST AG 09.10.2018 1000 Baa1 101.241 0.436 101.677 1.227 20.8 4.51XS0767977811 4.250 IBERDROLA INTL BV 11.10.2018 100000 Baa1 BBB 110.811 1.211 112.022 1.835 81.0 4.27XS0691801327 3.500 RABOBANK NEDERLAND 17.10.2018 1000 Aa2 AA- 108.752 0.940 109.692 1.566 53.3 4.35AT0000A12B06 1.150 REPUBLIC OF AUSTRIA 19.10.2018 1000 Aaa AA+ 100.932 0.372 101.304 0.948 -11.5 4.58XS0986065992 1.250 BK NEDERLANDSE GEMEENTEN 29.10.2018 1000 Aaa AA+ 100.517 0.295 100.812 1.138 6.6 4.59XS0986147709 1.625 DEXIA CL (GOV GUARANTEED) 29.10.2018 50000 Aa3 AA 101.274 0.383 101.657 1.347 26.0 4.55DE000A1YCQ45 3.875 ATON GROUP FINANCE 08.11.2018 1000 100.730 0.807 101.537 3.703 265.9 4.28DE000A1X27Y3 1.000 L-BANK BW FOERDERBANK 19.11.2018 1000 Aaa AAA 99.853 0.178 100.031 1.031 -5.9 4.68DE000A1X3GC3 1.500 DAIMLER AG 19.11.2018 1000 A3 A- 100.875 0.267 101.142 1.311 24.5 4.62XS0933994807 1.375 BNP PARIBAS 21.11.2018 1000 A2 A+ 99.287 0.237 99.524 1.529 45.2 4.62XS0912992160 1.875 TELFONICA DEUTSCH FINAN 22.11.2018 1000 100.608 0.318 100.926 1.742 65.1 4.57SK4120009234 1.500 SLOVAKIA GOVERNMENT BOND 28.11.2018 1 A2 A 101.250 0.230 101.480 1.233 19.6 4.65XS0998182397 5.250 TRAFIGURA FUNDING SA 29.11.2018 100000 103.875 0.791 104.666 4.343 329.8 4.20FR0011645845 1.625 HSBC FRANCE 03.12.2018 100000 A1 AA- 100.194 0.227 100.421 1.583 48.5 4.63XS0862010625 2.625 G4S INTL FINANCE PLC 06.12.2018 100000 BBB- 101.495 0.345 101.840 2.296 122.8 4.52XS0997941199 3.125 K+S AG 06.12.2018 1000 BBB 104.733 0.411 105.144 2.092 102.4 4.49XS0718526790 3.125 LINDE FINANCE BV 12.12.2018 1000 A3 A+ 108.384 0.360 108.744 1.340 26.6 4.54XS0686703736 9.500 HEIDELBERGCEMENT FIN LUX 15.12.2018 50000 Ba2 NR 130.375 1.003 131.378 2.812 211.4 4.06XS0719962986 4.000 AKZO NOBEL NV 17.12.2018 100000 Baa1 BBB+ 111.265 0.405 111.670 1.591 60.2 4.48XS0548102531 8.500 SUNRISE COMMUNICATIONS (SUBORD./CALLABLE) 31.12.2018 100000 B3 B- 109.375 0.543 109.918 2.793 284.5 0.90XS0729046218 3.250 BMW FINANCE NV 14.01.2019 1000 A2 A+ 108.428 0.080 108.508 1.480 39.6 4.62FR0011567940 6.500 PEUGEOT SA 18.01.2019 1000 B1 BB- 109.820 2.262 112.082 4.271 335.0 4.26DE000A0L1CY5 3.875 KFW 21.01.2019 1000 Aaa AAA 113.790 0.021 113.811 1.028 -8.3 4.61XS0731681556 3.250 VOLKSWAGEN INTL FIN NV 21.01.2019 1000 A3 A- 108.359 0.018 108.377 1.500 41.9 4.63FR0011119460 3.500 SCHNEIDER ELECTRIC SA 22.01.2019 100000 A3 A- 109.426 0.010 109.436 1.527 47.4 4.62XS0616431507 4.125 ORANGE SA 23.01.2019 100000 Baa1 BBB+ 110.987 0.000 110.987 1.807 74.2 4.56XS0985395655 5.125 MEDIASET SPA 24.01.2019 100000 104.978 1.278 106.256 4.007 296.1 4.17XS0399647675 6.625 RWE FINANCE BV 31.01.2019 50000 Baa1 BBB+ 123.003 6.480 129.483 1.792 82.1 4.19XS1013954646 2.375 FRESENIUS FINANCE BV 01.02.2019 1000 Ba1 BB+ 99.850 0.000 99.850 2.407 124.7 4.65XS0411735482 6.750 NOKIA CORP 04.02.2019 50000 B1 B+ /* 114.472 6.528 121.000 3.557 268.4 4.09XS0411850075 7.500 KONINKLIJKE KPN NV 04.02.2019 50000 Baa2 BBB- 125.947 7.253 133.200 2.023 111.7 4.13XS0741004062 3.125 COMPASS GROUP PLC 13.02.2019 100000 Baa1 A 106.989 2.945 109.934 1.672 57.8 4.56XS0652914366 2.000 LANDWIRTSCH. RENTENBANK 20.02.2019 1000 Aaa AAA 104.929 1.847 106.776 0.999 -13.3 4.75DE000DB5DCM7 2.125 DEUTSCHE BANK (GERMAN MRTGE BOND) 01.03.2019 1000 Aaa AAA 105.370 1.910 107.280 1.039 -7.2 4.76DE000A1MA9K8 3.375 METRO AG 01.03.2019 1000 Baa3 BBB- 107.536 3.033 110.569 1.816 70.8 4.5820.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0995382446 1.500 SCHLUMBERGER FINANCE BV 04.03.2019 100000 A1 AA- 100.384 0.263 100.647 1.421 28.6 4.83DE000A0T7J03 4.875 DEUTSCHE BAHN FINANCE BV 12.03.2019 50000 Aa1 AA 117.266 4.221 121.487 1.370 29.4 4.48XS0669743246 2.500 EUROPEAN INVESTMENT BANK 15.03.2019 1000 Aaa AAA 106.885 2.151 109.036 1.115 -3.6 4.75XS0758419658 2.500 HEINEKEN NV 19.03.2019 1000 Baa1 BBB+ 104.106 2.123 106.229 1.662 51.8 4.73DE000A1MBB62 1.875 KFW 20.03.2019 1000 Aaa AAA 104.033 1.587 105.620 1.067 -8.8 4.84FR0010737882 7.375 ASF 20.03.2019 50000 Baa1 BBB+ 127.423 6.243 133.666 1.765 74.5 4.28XS0418729934 6.000 FORTUM OYJ 20.03.2019 50000 A2 A- 120.982 5.079 126.061 1.714 66.0 4.39BE0000315243 4.000 BELGIUM KINGDOM 28.03.2019 0.01 Aa3 NR 114.030 3.299 117.329 1.191 4.7 4.62DE000A1MLXN3 2.625 DAIMLER AG 02.04.2019 1000 A3 A- 105.392 2.129 107.521 1.536 36.3 4.76FR0010745976 6.250 SUEZ ENVIRONNEMENT 08.04.2019 50000 A3 122.881 4.966 127.847 1.630 57.8 4.42XS0412826579 4.250 EUROPEAN INVESTMENT BANK 15.04.2019 1000 Aaa AAA 115.760 3.295 119.055 1.128 -2.2 4.65XS0759200321 4.250 FRESENIUS FINANCE BV 15.04.2019 1000 Ba1 BB+ 109.778 1.157 110.935 2.256 123.5 4.67XS0765295828 2.875 TEVA PHARM FIN IV BV 15.04.2019 100000 A3 A- 104.375 2.229 106.604 1.985 90.8 4.74XS0916768343 9.000 MATTERHORN FIN. (ORANGE TELECOM/CALLABLE) 15.04.2019 100000 CCC+ 104.950 2.450 107.400 4.716 0.69EU000A1G0AR0 2.625 EFSF 02.05.2019 1000 Aa1 AA 107.040 1.913 108.953 1.237 6.0 4.86EU000A0VUCF1 3.375 EUROPEAN UNION 10.05.2019 1000 Aaa 112.080 2.386 114.466 1.020 -15.7 4.81DE000A1G4PS9 9.875 SCHMOLZ + BICKENBACH LUX (CALLABLE 15.05.2019 BOND) 100000 B3 B 111.000 1.865 112.865 6.477 636.3 1.20DE000NRW0EP6 1.750 LAND NORDRHEIN-WESTFALEN 17.05.2019 1000 NR AA- 102.754 1.203 103.957 1.212 0.5 5.01XS0429114530 3.875 INTL BK RECON & DEVELOP 20.05.2019 1000 Aaa 114.460 2.633 117.093 1.066 -11.7 4.79XS0428962921 4.375 INSTITUT CREDITO OFICIAL 20.05.2019 1000 Baa3 BBB- 109.528 2.973 112.501 2.443 134.0 4.65XS0789283792 2.750 ANGLO AMERICAN CAPITAL 07.06.2019 100000 Baa2 BBB 101.578 1.733 103.311 2.432 122.1 4.87FR0011513340 1.375 DANONE 10.06.2019 100000 A3 A- 99.450 0.855 100.305 1.482 26.7 5.10FR0011266519 2.375 ADP 11.06.2019 100000 A 104.083 1.471 105.554 1.577 41.1 4.98XS0790015548 1.750 LINDE FINANCE BV 11.06.2019 1000 A3 A+ 101.661 1.084 102.745 1.427 23.7 5.06XS0794233865 1.875 DNB BOLIGKREDITT AS 18.06.2019 50000 Aaa AAA 103.170 1.125 104.295 1.264 8.0 5.07XS0794230507 2.875 GE CAPITAL EURO FUNDING 18.06.2019 1000 A1 AA+ 105.457 1.725 107.182 1.805 62.9 4.92XS0436314545 4.500 OeBB (GAR. AUSTRIA) 02.07.2019 1000 Aaa AA+ 117.250 2.527 119.777 1.205 3.2 4.83FR0011531631 3.000 ALSTOM SA 08.07.2019 100000 Baa3 BBB 103.256 1.636 104.892 2.356 116.8 4.93XS1015212811 1.625 BMW FINANCE NV 17.07.2019 1000 A2 A+ 100.137 0.027 100.164 1.598 34.5 5.17XS0805500062 1.500 NESTLE FINANCE INTL LTD 19.07.2019 1000 Aa2 101.917 0.773 102.690 1.137 -5.2 5.21XS0723509104 5.250 FRESENIUS MED CARE 31.07.2019 1000 Ba2 BB+ 113.539 2.523 116.062 2.601 153.5 4.74XS0444030646 4.750 CREDIT SUISSE LONDON 05.08.2019 50000 A1 A 115.654 2.225 117.879 1.755 58.3 4.86XS0443708242 5.500 COMMONWEALTH BANK AUST 06.08.2019 50000 A2 A- 116.794 2.562 119.356 2.238 114.4 4.77XS0445843526 4.875 BARCLAYS BANK PLC 13.08.2019 50000 A2 A 116.708 2.177 118.885 1.696 49.9 4.88XS0819738492 2.500 BNP PARIBAS 23.08.2019 1000 A2 A+ 103.279 1.048 104.327 1.875 61.2 5.14XS0821175717 3.375 AP MOLLER-MAERSK A/S 28.08.2019 100000 Baa1 BBB+ 107.669 1.368 109.037 1.916 71.3 5.05XS0449361350 5.375 LLOYDS BANK PLC 03.09.2019 50000 A2 A 119.406 2.091 121.497 1.716 54.2 4.89XS0443469316 7.375 CITIGROUP INC 04.09.2019 50000 Baa2 A- 128.476 2.849 131.325 1.965 88.7 4.71XS0450880496 5.125 AUST & NZ BANKING GROUP 10.09.2019 50000.00 A2 A- 115.107 1.896 117.003 2.237 111.8 4.89XS0447977801 5.250 FRAPORT AG 10.09.2019 1000 115.169 1.942 117.111 2.340 121.0 4.87XS0541909213 2.500 EUROPEAN INVESTMENT BANK 16.09.2019 1000 Aaa AAA 106.650 0.884 107.534 1.272 1.1 5.24BE0000327362 3.000 BELGIUM KINGDOM 28.09.2019 0.01 Aa3 108.758 0.962 109.720 1.385 12.5 5.21XS0454984765 5.375 ROYAL BK OF SCOTLAND PLC 30.09.2019 50000 A3 A- 116.984 1.693 118.677 2.166 99.6 4.93XS0683564156 4.500 COMPAGNIE DE ST GOBAIN 30.09.2019 100000 Baa2 BBB 113.506 1.418 114.924 1.965 78.2 5.02XS0795453769 1.625 LANDWIRTSCH. RENTENBANK 01.10.2019 1000 Aaa AAA 102.371 0.508 102.879 1.191 -9.1 5.39XS0456451771 4.125 SANOFI 11.10.2019 1000 A1 AA 114.225 1.175 115.400 1.508 27.1 5.12DE000A1RE1H2 1.375 GEMEINSAME BUNDESLAENDER 11.10.2019 1000 100.850 0.392 101.242 1.220 -6.1 5.45XS0459410782 5.125 GOLDMAN SACHS GROUP INC 23.10.2019 50000 Baa1 A- 115.920 1.292 117.212 2.150 101.9 5.01XS0850057588 2.000 DEUTSCHE TELEKOM INT FIN 30.10.2019 1000 Baa1 BBB+ 102.293 0.466 102.759 1.581 27.8 5.4020.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0847087714 3.875 OTTO GMBH & CO KG 01.11.2019 1000 106.481 0.881 107.362 2.648 144.4 5.12XS0463097237 3.875 BK NEDERLANDSE GEMEENTEN 04.11.2019 1000 Aaa AA+ 113.470 0.849 114.319 1.430 17.2 5.21FR0011485051 1.250 LVMH MOET HENNESSY LOUIS 04.11.2019 1000 A+ 98.756 0.911 99.667 1.476 16.8 5.52DE000A1R0U23 2.125 SAP AG 13.11.2019 1000 101.625 0.413 102.038 1.827 54.0 5.41XS0854425625 1.875 SKANDINAVISKA ENSKILDA 14.11.2019 100000 A1 A+ 100.108 0.360 100.468 1.855 53.6 5.44LU0953782009 1.375 EIB - GREEN BOND - 15.11.2019 1000 Aaa AAA 100.378 0.260 100.638 1.307 0.0 5.54XS0996734868 1.750 OMV AG 25.11.2019 1000 A3 100.902 0.283 101.185 1.587 29.1 5.50XS0808555162 1.500 NORDDEUTSCHE LANDESBANK 05.12.2019 1000 Aaa 102.072 0.201 102.273 1.133 -16.3 5.59XS0810720515 2.000 COCA-COLA ENTERPRISES 05.12.2019 100000 A3 BBB 100.361 0.268 100.629 1.931 66.4 5.23DE000A1R0TU2 2.375 BILFINGER BERGER SE 07.12.2019 1000 BBB+ 102.896 0.306 103.202 1.850 54.8 5.44BE6243180666 2.000 ANHEUSER-BUSCH INBEV NV 16.12.2019 1000 A3 A 101.926 0.208 102.134 1.654 34.5 5.52XS0477543721 3.500 CANADA GOVERNMENT 13.01.2020 1000 Aaa AAA 114.200 0.096 114.296 1.036 -29.4 5.47XS0478263816 3.750 BK NEDERLANDSE GEMEENTEN 14.01.2020 1000 Aaa AA+ 112.830 0.092 112.922 1.490 18.6 5.41XS0478074924 4.125 RABOBANK NEDERLAND 14.01.2020 1000 Aa2 AA- 111.652 0.102 111.754 2.034 74.3 5.34XS1014759648 2.875 ASSICURAZIONI GENERALI 14.01.2020 100000 Baa2 BBB+ /*- 101.621 0.071 101.692 2.579 122.5 5.43XS0873793375 2.000 VOLKSWAGEN INTL FIN NV 14.01.2020 1000 A3 A- 101.448 0.049 101.497 1.743 41.0 5.59FR0011365220 2.500 VIVENDI SA 15.01.2020 100000 Baa2 BBB 100.415 0.055 100.470 2.424 108.8 5.49XS0874351728 1.375 NORDEA BANK (FINNISH COVERED BOND) 15.01.2020 100000 Aaa 99.832 0.030 99.862 1.404 7.1 5.70DE000A1RET49 1.125 KFW 15.01.2020 1000 Aaa AAA 99.074 0.025 99.099 1.287 -6.0 5.74FR0011391580 1.875 HSBC FRANCE 16.01.2020 100000 A1 AA- 100.173 0.036 100.209 1.844 50.2 5.61XS0862091955 1.875 SABMILLER HOLDINGS INC 20.01.2020 100000 Baa1 BBB+ 100.064 0.015 100.079 1.864 53.3 5.62DE000A1R0TN7 1.750 DAIMLER AG 21.01.2020 1000 A3 A- 99.985 0.010 99.995 1.753 40.2 5.64XS0453908377 5.375 GE CAPITAL EURO FUNDING 23.01.2020 1000 A1 AA+ 118.848 0.000 118.848 2.009 78.1 5.25XS0875513268 2.375 HELLA KGAA HUECK & CO 24.01.2020 1000 Baa2 101.032 2.368 103.400 2.190 86.1 5.42SI0002103057 4.125 REPUBLIKA SLOVENIJA 26.01.2020 1000 Ba1 A- 101.400 -0.034 101.366 3.859 251.6 5.04XS0479542580 4.500 GAS NATURAL CAPITAL 27.01.2020 50000 Baa2 BBB 112.025 4.451 116.476 2.333 107.9 5.11DE000A1REYW6 1.375 DEUTSCHE GENOSSEN-HYPOBK 29.01.2020 1000 AAA 101.055 1.352 102.407 1.192 -13.6 5.67XS0878010718 1.875 RWE FINANCE BV 30.01.2020 1000 Baa1 BBB+ 99.731 1.839 101.570 1.923 58.2 5.54XS0483954144 4.625 REPUBLIC OF CYPRUS 03.02.2020 1000 Caa3 B- 86.680 4.486 91.166 7.447 558.8 4.73XS0485316102 4.375 OMV AG 10.02.2020 1000 A3 114.601 4.159 118.760 1.804 55.1 5.20XS0853682069 3.500 SNAM SPA 13.02.2020 100000 Baa1 BBB+ 106.755 3.299 110.054 2.292 96.9 5.29DE000A1R02E0 3.875 HORNBACH BAUMARKT AG 15.02.2020 1000 Ba2 BB+ 105.375 3.631 109.006 2.895 162.5 5.20XS0834481482 7.750 MATTERHORN MIDCO & CY SC (CALLABLE) 15.02.2020 100000 Caa1 CCC+ 105.000 1.464 106.464 6.333 568.6 3.36FR0010859967 3.750 BNP PARIBAS PUB SEC SCF 26.02.2020 1000 WR AAA 113.580 3.401 116.981 1.408 9.9 5.36XS0860855930 3.500 GTECH SPA 05.03.2020 100000 Baa3 BBB- 105.686 3.107 108.793 2.486 116.4 5.34DE000A1G85B4 1.500 SIEMENS FINANCIERINGSMAT 10.03.2020 1000 Aa3 A+ 99.053 1.311 100.364 1.664 29.2 5.73DE000NRW21X4 1.250 LAND NORDRHEIN-WESTFALEN 13.03.2020 1000 Aa1 AA- 99.180 1.010 100.190 1.390 1.9 5.80XS0748631164 2.625 EUROPEAN INVESTMENT BANK 16.03.2020 1000 Aaa AAA 107.100 2.251 109.351 1.411 4.5 5.58XS0497186758 4.500 MERCK FIN SERVICES GMBH 24.03.2020 1000 A3 A 115.654 3.760 119.414 1.796 49.9 5.31DE000A1TNK86 2.000 DAIMLER AG 07.04.2020 1000 A3 A- 100.990 0.592 101.582 1.829 44.8 5.71XS0911405784 1.875 EVONIK INDUSTRIES AG 08.04.2020 1000 Baa2 BBB+ 99.828 1.490 101.318 1.904 52.1 5.72XS0499243300 4.000 CARREFOUR SA 09.04.2020 50000 NR BBB 111.115 3.167 114.282 2.073 76.7 5.39XS0873878283 1.500 BK NEDERLANDSE GEMEENTEN 15.04.2020 1000 Aaa AA+ 99.568 1.163 100.731 1.573 19.4 5.83XS0925668625 1.250 NESTLE FINANCE INTL LTD 04.05.2020 1000 Aa2 98.401 0.911 99.312 1.519 12.2 5.93XS0780331004 1.875 LANDWIRTSCH. RENTENBANK 11.05.2020 1000 Aaa AAA 103.310 1.320 104.630 1.323 -7.8 5.86XS0863129135 2.000 RIO TINTO FINANCE PLC 11.05.2020 100000 A3 A- 100.226 1.408 101.634 1.961 52.9 5.79XS0928456218 1.125 ANZ BANKING GROUP (AUSTR. COVERED 13.05.2020 BOND) 100000 Aaa 96.965 0.786 97.751 1.635 22.2 5.97XS0506445963 3.375 LUXEMBOURG GOVERNMENT 18.05.2020 1000 Aaa AAA 112.230 2.312 114.542 1.343 -3.7 5.64AT0000A109Z8 3.000 STRABAG SE 21.05.2020 1000 BBB- 102.320 2.030 104.350 2.596 119.2 5.61DE000A1HJ483 1.750 WUERTH FINANCE INTL BV 21.05.2020 1000 A 99.134 1.184 100.318 1.896 47.6 5.86XS0633025977 4.154 BP CAPITAL MARKETS PLC 01.06.2020 100000 A2 A 113.389 2.686 116.075 1.896 55.3 5.5320.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurFR0010908905 3.889 AIR LIQUIDE FINANCE 09.06.2020 50000 A+ 113.534 2.429 115.963 1.636 35.3 5.60DE000DHY3988 1.375 DEUTSCHE HYPOTHEKENBANK 10.06.2020 1000 Aa2 99.710 0.855 100.565 1.422 1.5 6.02XS0515937406 3.500 DEUTSCHE BAHN FINANCE BV 10.06.2020 1000 Aa1 AA 110.794 2.177 112.971 1.699 33.3 5.66DE000A1R0121 1.375 WIRT & INFRA BK HESSEN 12.06.2020 1000 AA 99.610 0.848 100.458 1.439 2.1 6.02XS0944362812 2.375 COCA-COLA HBC FINANCE BV 18.06.2020 100000 Baa1 BBB 101.135 1.425 102.560 2.175 82.9 5.57XS0519053184 3.625 ABN AMRO BANK NV 22.06.2020 50000 Aaa AAA 112.520 2.135 114.655 1.558 18.1 5.68XS0520755488 4.000 NORDEA BANK AB 29.06.2020 50000 Aa3 AA- 112.627 2.279 114.906 1.895 53.5 5.62XS0521000975 4.000 ENI SPA 29.06.2020 50000.00 A3 A 111.037 2.279 113.316 2.143 73.9 5.60XS0521158500 4.500 CEZ AS 29.06.2020 50000 A2 A- 114.138 2.564 116.702 2.124 79.5 5.54XS0522030310 3.875 DNB BANK ASA 29.06.2020 50000 A1 111.554 2.208 113.762 1.945 56.6 5.64XS0524597613 3.000 COUNCIL OF EUROPE 13.07.2020 1000 Aaa AA+ 109.396 1.595 110.991 1.467 5.4 5.84DE000A1X2301 1.500 BUND LAENDER ANLEIHE 15.07.2020 0.01 100.500 0.838 101.338 1.418 -2.3 6.09EU000A1G0BG1 1.625 EFSF 17.07.2020 1000 Aa1 AA 100.130 0.846 100.976 1.603 15.8 6.06XS0954025267 2.250 GE CAPITAL EURO FUNDING 20.07.2020 1000 A1 AA+ 100.916 1.140 102.056 2.097 65.0 5.92XS0954684972 1.800 TOYOTA MOTOR CREDIT CORP 23.07.2020 1000 Aa3 AA- 100.044 0.907 100.951 1.792 35.8 6.03XS0811554962 2.125 HEINEKEN NV 04.08.2020 100000 Baa1 BBB+ 100.468 1.001 101.469 2.047 59.3 5.99XS0957258212 1.750 UNILEVER NV 05.08.2020 100000 A1 A+ 100.019 0.820 100.839 1.746 27.7 6.08XS0820867223 2.000 ING BANK (COVERED BOND NL) 28.08.2020 100000 Aaa AAA 102.350 0.811 103.161 1.621 15.5 6.11XS0537711144 2.625 BK NEDERLANDSE GEMEENTEN 01.09.2020 1000 Aaa AA+ 106.035 1.036 107.071 1.652 20.6 6.01XS0968316256 2.000 BMW FINANCE NV 04.09.2020 1000 A2 A+ 100.810 0.773 101.583 1.868 41.0 6.10XS0969344083 3.125 CONTINENTAL AG 09.09.2020 1000 Baa3 BBB 104.977 1.164 106.141 2.305 86.6 5.90XS0969574325 2.000 STATOIL ASA 10.09.2020 100000 Aa2 AA- 101.200 0.740 101.940 1.806 33.3 6.12XS0542593792 6.750 OI EUROPEAN GROUP BV 15.09.2020 50000 Ba2 BB+ 117.000 3.244 120.244 3.827 263.6 5.35XS0858366098 1.375 EUROPEAN INVESTMENT BANK 15.09.2020 1000 Aaa AAA 99.010 0.490 99.500 1.532 4.8 6.27XS0828235225 1.750 LINDE AG 17.09.2020 1000 A3 A+ 100.001 0.614 100.615 1.749 30.1 6.19XS0972058175 3.750 OTTO GMBH & CO KG 17.09.2020 1000 104.981 1.315 106.296 2.913 150.8 5.79XS0972758741 4.625 ROMANIA 18.09.2020 1000 Baa3 BB+ 105.900 1.609 107.509 3.608 215.7 5.62XS0543354236 3.750 KONINKLIJKE KPN NV 21.09.2020 50000 Baa2 BBB- 107.258 1.274 108.532 2.550 112.3 5.83XS0543111768 6.000 MACQUARIE BANK LTD 21.09.2020 50000 Baa2 BBB 113.759 2.038 115.797 3.633 239.6 5.46DE000A0Z1QS1 2.750 LAND HESSEN 22.09.2020 1000 AA 108.270 0.927 109.197 1.439 -0.7 6.06XS0543758246 3.875 JPMORGAN CHASE & CO 23.09.2020 50000 A3 A 111.206 1.295 112.501 2.058 65.1 5.86BE6258027729 2.250 ANHEUSER-BUSCH INBEV NV 24.09.2020 100000 A3 A 102.115 0.746 102.861 1.909 45.0 6.11XS0974877150 3.375 GLENCORE FINANCE EUROPE 30.09.2020 100000 Baa2 BBB 104.691 1.063 105.754 2.600 111.3 5.90XS0975113498 4.750 LAFARGE SA 30.09.2020 100000 Ba1 BB+ 106.046 1.497 107.543 3.709 226.3 5.62EU000A1G0BK3 1.750 EFSF 29.10.2020 1000 Aa1 AA 100.564 0.412 100.976 1.661 16.2 6.31XS0986610425 2.375 SKF AB 29.10.2020 100000 Baa1 BBB+ 100.660 0.560 101.220 2.268 76.8 6.16XS0699330097 4.125 EWE AG 04.11.2020 1000 Baa1 111.335 0.904 112.239 2.299 88.1 5.91FR0010960070 3.500 CFF (FRENCH COVERED BOND) 05.11.2020 1000 Aaa AAA 111.542 0.758 112.300 1.684 21.6 6.05XS0991090175 1.875 IBM CORP 06.11.2020 100000 Aa3 AA- 99.992 0.396 100.388 1.876 36.9 6.29XS0988384904 1.750 DEUTSCHE BAHN FINANCE BV 06.11.2020 1000 Aa1 AA 100.026 0.374 100.400 1.746 24.9 6.32XS0993248052 2.000 NATIONAL AUSTRALIA BANK 12.11.2020 1000 Aa2 AA- 99.978 0.395 100.373 2.003 51.1 6.28XS0854400800 1.875 ENEXIS HOLDING NV 13.11.2020 100000 Aa3 AA- 99.718 0.365 100.083 1.919 38.8 6.31XS0992602465 1.875 BSH BOSCH UND SIEMENS HA 13.11.2020 100000 A 99.785 0.365 100.150 1.909 40.1 6.31FR0011625441 1.750 LVMH MOET HENNESSY LOUIS 13.11.2020 1000 A+ 99.641 0.340 99.981 1.806 30.3 6.34XS0994797529 1.375 LANDWIRTSCH. RENTENBANK 19.11.2020 1000 Aaa AAA 99.550 0.245 99.795 1.445 -5.9 6.45XS0562852375 3.750 BNP PARIBAS 25.11.2020 1000 A2 A+ 110.537 0.606 111.143 2.080 62.4 6.04XS0861594652 1.875 AT&T INC 04.12.2020 100000 A3 A- 98.948 0.257 99.205 2.040 52.8 6.36XS1000918018 4.000 LOUIS DREYFUS COMMODITIE 04.12.2020 100000 101.348 0.548 101.896 3.772 222.7 5.89XS0862941506 1.875 DEUTSCHE POST AG 11.12.2020 1000 Baa1 100.059 0.221 100.280 1.866 32.6 6.39XS0951216083 2.250 ORACLE CORP 10.01.2021 100000 A1 A+ 102.080 0.080 102.160 1.928 38.0 6.4020.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0576532054 4.125 RABOBANK NEDERLAND 12.01.2021 1000 Aa2 AA- 111.857 0.124 111.981 2.266 78.1 6.10XS1014704586 2.250 BNP PARIBAS 13.01.2021 1000 A2 A+ 100.307 0.062 100.369 2.202 65.4 6.39XS1014773128 1.875 BK NEDERLANDSE GEMEENTEN 14.01.2021 1000 Aaae AA+ 100.546 0.046 100.592 1.791 24.0 6.49XS0605958791 3.625 EUROPEAN INVESTMENT BANK 15.01.2021 1000 Aaa AAA 112.960 0.079 113.039 1.644 13.2 6.23XS1015884833 1.750 CREDIT SUISSE (SWISS COVERED BOND) 15.01.2021 100000 Aaa 100.456 0.038 100.494 1.680 13.7 6.52XS1002933403 4.875 SGL CARBON SE 15.01.2021 100000 (P)Ba3 BB+ 104.442 0.555 104.997 3.885 284.5 4.40DE000A1EWEJ5 3.375 KFW 18.01.2021 1000 Aaa AAA 112.460 0.046 112.506 1.484 -3.1 6.29DE000NLB2DX9 3.250 NORD LB (GERMAN COVERED BOND) 18.01.2021 1000 Aaa 111.580 0.045 111.625 1.492 -2.8 6.30DE000A1EWEJ5 3.375 KFW 18.01.2021 1000 Aaa AAA 112.392 0.046 112.438 1.494 -3.1 6.29XS0875796541 2.125 DEUTSCHE TELEKOM INT FIN 18.01.2021 1000 Baa1 BBB+ 100.513 0.029 100.542 2.045 49.9 6.43FR0010998039 4.250 CAISSE FRANCAISE DE FIN 26.01.2021 1000 Aaa AA+ 116.430 4.215 120.645 1.739 26.9 5.95XS1013955379 3.000 FRESENIUS FINANCE BV 01.02.2021 1000 Ba1 BB+ 100.200 0.000 100.200 2.968 139.7 6.20FR0011001098 4.125 RTE EDF TRANSPORT S.A 03.02.2021 100000 A+ 113.622 4.001 117.623 2.026 55.0 5.96XS0883560715 1.875 BASF SE 04.02.2021 1000 A1 A+ 100.055 1.813 101.868 1.867 30.8 6.41DE000A1C9558 3.625 DEUTSCHE POSTBANK (GERMAN PUBLIC 15.02.2021 COV. BD) 1000 Aaa NR 114.310 3.397 117.707 1.476 -4.8 6.13XS0972165681 2.517 BP CAPITAL MARKETS PLC 17.02.2021 100000 A2 A 102.836 0.910 103.746 2.081 54.2 6.29XS0415624716 6.500 ROCHE HLDGS INC 04.03.2021 1000 A1 AA 130.309 5.788 136.097 1.903 46.0 5.72DE000A1UDWM7 1.750 SIEMENS FINANCIERINGSMAT 12.03.2021 1000 Aa3 A+ 98.900 1.520 100.420 1.916 32.4 6.54XS0552375577 3.625 TELSTRA CORP LTD 15.03.2021 50000 A2 A 109.885 3.118 113.003 2.119 56.3 6.15XS0417209052 6.250 VATTENFALL AB 17.03.2021 50000 A3 A- 127.107 5.342 132.449 2.123 72.8 5.76XS0543882095 4.000 REPUBLIC OF POLAND 23.03.2021 1000 A2 A- 111.350 3.353 114.703 2.265 76.3 6.10XS0909788290 2.000 VOLKSWAGEN INTL FIN NV 26.03.2021 1000 A3 A- 100.034 1.660 101.694 1.994 45.3 6.52DE000A1KQYE3 3.750 LAND SACHSEN-ANHALT 06.04.2021 1000 Aa1 AA+ 114.520 3.000 117.520 1.599 6.3 6.24FR0010915660 3.375 CAISSE D'AMORT DETTE SOC 25.04.2021 1000 Aa1 NR 111.040 2.524 113.564 1.741 18.4 6.34FR0011637586 2.250 EDF (GREEN BOND) 27.04.2021 100000 Aa3 A+ 100.638 0.351 100.989 2.153 56.4 6.53XS0621167732 4.430 SCHIPHOL NEDERLAND BV 28.04.2021 100000 A1 A+ 115.307 3.277 118.584 2.132 62.6 6.14XS0632241112 3.750 DEUTSCHE BAHN FINANCE BV 01.06.2021 1000 Aa1 AA 112.737 2.425 115.162 1.879 35.4 6.36XS0632659933 3.875 LINDE FINANCE BV (GAR. LINDE AG) 01.06.2021 1000 A3 A+ 112.946 2.505 115.451 1.966 42.1 6.33BE6221503202 4.000 ANHEUSER-BUSCH INBEV SA 02.06.2021 1000 A3 A 112.852 2.575 115.427 2.096 55.5 6.30EU000A1GRVV3 3.500 EUROPEAN UNION 04.06.2021 1000 Aaa AA+ 112.770 2.234 115.004 1.644 5.9 6.44XS0791007734 3.625 COMPAGNIE DE ST GOBAIN 15.06.2021 100000 Baa2 BBB 107.893 2.205 110.098 2.444 90.4 6.37XS0944838241 2.125 ROLLS-ROYCE PLC 18.06.2021 100000 A3 A 100.427 1.275 101.702 2.061 45.0 6.71DE000A1TNJ97 2.000 DAIMLER AG 25.06.2021 1000 A3 A- 99.440 1.162 100.602 2.081 46.1 6.75EU000A1G0AB4 3.375 EFSF 05.07.2021 1000 Aa1 AA 111.400 1.868 113.268 1.730 14.0 6.54DE000NRW0CN5 3.500 LAND NORDRHEIN-WESTFALEN 07.07.2021 1000 Aa1 AA- 112.630 1.918 114.548 1.682 10.6 6.52FR0011076439 4.000 ADP 08.07.2021 100000 A 113.503 2.181 115.684 2.029 49.5 6.41XS0647298883 5.000 ENEL FINANCE INTL NV 12.07.2021 100000 Baa2 BBB 113.453 2.671 116.124 2.963 142.9 6.16XS0648186517 3.625 OEBB INFRASTRUKTUR AG 13.07.2021 1000 Aaa AA+ 113.040 1.927 114.967 1.747 13.9 6.51FR0011076462 4.750 VIVENDI SA 13.07.2021 100000 Baa2 BBB 113.125 2.525 115.650 2.778 123.9 6.22DE000A0Z2A12 5.250 EWE AG 16.07.2021 1000 Baa1 NR 118.729 2.747 121.476 2.474 100.9 6.19DE000A1X28A1 1.625 LAND NIEDERSACHSEN 23.07.2021 1000 99.835 0.819 100.654 1.648 1.8 6.95XS0670798171 2.875 LANDWIRTSCH. RENTENBANK 30.08.2021 1000 Aaa AAA 109.290 1.150 110.440 1.568 -7.4 6.80XS0671138377 2.875 COUNCIL OF EUROPE 31.08.2021 1000 Aaa AA+ 108.180 1.142 109.322 1.717 7.8 6.78XS0969795680 2.125 NESTLE FINANCE INTL LTD 10.09.2021 1000 Aa2 102.206 0.774 102.980 1.812 17.6 6.95XS0676294696 2.750 EUROPEAN INVESTMENT BANK 15.09.2021 1000 Aaa AAA 106.632 0.979 107.611 1.812 16.3 6.84EU000A1GVJX6 2.750 EUROPEAN UNION 21.09.2021 1000 Aaa AA+ 107.567 0.934 108.501 1.688 4.5 6.87XS0452868788 4.375 DEUTSCHE BAHN FINANCE BV 23.09.2021 1000 Aa1 AA 117.380 1.462 118.842 1.915 35.5 6.56BE0000321308 4.250 BELGIUM KINGDOM 28.09.2021 0.01 Aa3 NR 116.838 1.362 118.200 1.874 26.0 6.6020.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0677389347 4.500 KONINKLIJKE KPN NV 04.10.2021 100000 Baa2 BBB- 111.084 1.368 112.452 2.872 130.0 6.47XS0690406243 4.250 OMV AG 12.10.2021 1000 A3 114.582 1.199 115.781 2.176 56.3 6.61FR0011344076 2.125 AIR LIQUIDE FINANCE 15.10.2021 100000 A+ 100.045 0.582 100.627 2.118 39.7 7.02XS0458257796 5.000 CEZ AS 19.10.2021 50000 A2 A- 117.905 1.315 119.220 2.432 92.3 6.48XS1002933072 3.250 HEIDELBERGCEMENT FIN LUX 21.10.2021 1000 Ba2 98.946 0.370 99.316 3.405 169.3 6.73XS0989148209 2.000 PROCTER & GAMBLE CO/THE 05.11.2021 100000 Aa3 AA- 99.942 0.433 100.375 2.008 32.8 7.11FR0011625409 2.250 DANONE 15.11.2021 100000 A3 A- 101.372 0.425 101.797 2.058 39.4 7.08XS0999667263 3.125 TELEKOM FINANZMANAGEMENT 03.12.2021 1000 Baa2 BBB- 102.065 0.437 102.502 2.828 114.8 6.88XS0997941355 4.125 K+S AG 06.12.2021 1000 BBB 106.713 0.542 107.255 3.148 149.6 6.67XS1001749107 2.125 MICROSOFT CORP 06.12.2021 100000 Aaa AAA 100.718 0.279 100.997 2.022 36.4 6.92FR0011057306 4.000 CAISSE REF. L'HABITAT (FRENCH COVERED 10.01.2022 BOND)1 Aaa 115.280 0.142 115.422 1.913 24.9 6.91XS0728812495 4.000 RABOBANK NEDERLAND 11.01.2022 1000 Aa2 AA- 110.735 0.132 110.867 2.497 83.2 6.86DE000A1K0UG6 2.500 KFW 17.01.2022 1000 Aaa AAA 106.080 0.041 106.121 1.680 -2.4 7.23XS0876289652 3.875 RED ELECTRICA FINANCE BV 25.01.2022 100000 Baa2u BBB 108.164 3.854 112.018 2.726 106.5 6.65FR0010850982 4.250 CAISSE FRANCAISE DE FIN 26.01.2022 1000 Aaa AA+ 116.570 4.215 120.785 1.991 36.9 6.67EU000A1G0AD0 3.500 EFSF 04.02.2022 1000 Aa1 AA 112.295 3.385 115.680 1.839 15.0 6.86XS0680904827 4.000 TELIASONERA AB 22.03.2022 100000 A3 A- 112.721 3.364 116.085 2.274 59.1 6.83XS0765299572 4.125 ABN AMRO BANK NV 28.03.2022 1000 A2 A 111.506 3.402 114.908 2.548 84.4 6.79XS0611398008 6.625 BARCLAYS BANK PLC 30.03.2022 50000 Baa3 BBB 121.640 5.427 127.067 3.532 582.9 6.24XS0767278301 4.000 TELEKOM FINANZMANAGEMENT 04.04.2022 1000 Baa2 BBB- 106.865 3.222 110.087 3.040 133.2 6.78XS0500331557 4.000 UBS AG LONDON (COVERED BOND) 08.04.2022 1000 Aaa 116.123 3.178 119.301 1.863 14.9 6.93XS0690623771 4.250 EVN ENERGIE-VERSORGUNG 13.04.2022 1000 A3 BBB+ 111.924 3.318 115.242 2.618 94.5 6.80XS0790011398 3.625 HUTCHISON WHAMPOA 06.06.2022 100000 A3 A- 108.390 2.294 110.684 2.500 80.2 7.09DE000DB5DCN5 1.750 DEUTSCHE BANK (GERMAN COVERED BOND) 08.06.2022 1000 Aaa AAA 100.060 1.098 101.158 1.742 -3.3 7.65FR0010913780 4.125 SUEZ ENVIRONNEMENT 24.06.2022 50000 A3 112.785 2.407 115.192 2.426 70.7 7.04XS0798504030 3.375 WILLOW NO.2 (ZURICH INSURANCE COMPANY) 27.06.2022 100000 A1 A+ 107.584 1.942 109.526 2.370 63.1 7.22XS0519902851 4.750 AMERICA MOVIL SAB DE CV 28.06.2022 50000 A2 A- 115.470 2.720 118.190 2.674 102.2 6.90FR0011289230 2.625 GDF SUEZ 20.07.2022 1000 A1 A 102.066 1.345 103.411 2.353 51.4 7.46XS0813400305 2.750 NATIONAL AUSTRALIA BANK 08.08.2022 1000 Aa2 AA- 103.301 1.266 104.567 2.319 51.6 7.48XS0813400305 2.750 NATIONAL AUSTRALIA BANK 08.08.2022 1000 Aa2 AA- 103.301 1.266 104.567 2.319 51.6 7.48XS0816704125 2.000 PROCTER & GAMBLE CO/THE 16.08.2022 100000 Aa3 AA- 98.731 0.877 99.608 2.163 33.6 7.72XS0817639924 2.625 WELLS FARGO & COMPANY 16.08.2022 100000 A2 A+ 101.870 1.151 103.021 2.380 61.6 7.53XS0821096418 2.250 BK NEDERLANDSE GEMEENTEN 30.08.2022 1000 Aaa AA+ 101.635 0.900 102.535 2.040 21.3 7.70DE000A1PGWA5 2.375 DAIMLER AG 12.09.2022 1000 A3 A- 100.828 0.865 101.693 2.268 46.1 7.67XS0541453147 3.375 ORANGE SA 16.09.2022 50000 Baa1 106.076 1.193 107.269 2.581 77.6 7.40XS0541787783 3.125 TOTAL CAPITAL SA 16.09.2022 1000 Aa1 AA- 107.292 1.104 108.396 2.189 40.4 7.51XS0543370430 3.500 ABN AMRO BANK NV 21.09.2022 50000 Aaa AAA 111.409 1.189 112.598 2.048 29.2 7.45FR0010945451 3.300 CAISSE REFINANCE L'HABIT 23.09.2022 1 Aaa 109.750 1.103 110.853 2.059 28.9 7.50XS0544644957 3.000 EUROPEAN INVESTMENT BANK 28.09.2022 1000 Aaa AAA 108.070 0.962 109.032 1.978 17.0 7.60BE0000325341 4.250 BELGIUM KINGDOM 28.09.2022 0.01 116.535 1.362 117.897 2.141 37.0 7.31XS0832628423 2.250 EUROPEAN INVESTMENT BANK 14.10.2022 1000 Aaa AAA 101.963 0.616 102.579 2.002 16.1 7.82XS0832628423 2.250 EUROPEAN INVESTMENT BANK 14.10.2022 1000 Aaa AAA 101.963 0.616 102.579 2.002 16.1 7.82FR0010952770 3.500 GDF SUEZ 18.10.2022 1000 A1 A 109.397 0.930 110.327 2.299 53.5 7.50XS0847433561 2.875 BNP PARIBAS 24.10.2022 1000 A2 A+ 102.266 0.717 102.983 2.582 70.6 7.63FR0011333186 2.500 CAISSE D'AMORT DETTE SOC 25.10.2022 1000 Aa1 NR 102.970 0.616 103.586 2.124 26.6 7.78XS0554975325 3.375 DEUTSCHE BAHN FINANCE BV 04.11.2022 1000 Aa1 109.907 0.740 110.647 2.125 31.8 7.59XS0854759080 2.250 ALLIANDER NV 14.11.2022 100000 Aa3 AA- 99.301 0.432 99.733 2.338 48.0 7.87XS0854746343 2.625 CARLSBERG BREWERIES A/S 15.11.2022 100000 Baa2 99.250 0.496 99.746 2.721 86.8 7.73AT0000A0U3T4 3.400 REPUBLIC OF AUSTRIA 22.11.2022 1000 Aaa AA+ 111.890 0.578 112.468 1.923 9.5 7.66BE0002420926 2.750 EANDIS 30.11.2022 100000 A1 101.782 0.407 102.189 2.522 68.7 7.76DE000A1R0XG3 2.000 BASF SE 05.12.2022 1000 A1 A+ 98.714 0.268 98.982 2.161 29.8 8.0120.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurDE000DB5DCS4 2.375 DEUTSCHE BANK AG 11.01.2023 100000 A2 A 100.277 0.078 100.355 2.340 45.6 7.99XS0864360358 1.875 NATIONAL AUSTRALIA BANK 13.01.2023 100000 Aaa 97.760 0.051 97.811 2.152 28.0 8.15XS0875343757 3.875 GAS NATURAL FENOSA FINAN 17.01.2023 100000 Baa2 BBB 106.392 0.064 106.456 3.051 120.5 7.56FR0011394907 2.875 AUTOROUTES DU SUD DE LA 18.01.2023 100000 Baa1 BBB+ 101.890 0.039 101.929 2.636 77.7 7.85XS0794399674 3.750 REPUBLIC OF POLAND 19.01.2023 1000 A2 A- 108.600 0.041 108.641 2.662 85.8 7.65XS0874864860 3.987 TELEFONICA EMISIONES SAU 23.01.2023 100000 Baa2 BBB 105.367 0.000 105.367 3.288 147.2 7.53XS0877622034 2.375 BMW FINANCE NV 24.01.2023 1000 A2 A+ 100.276 2.368 102.644 2.341 44.0 7.84XS0881362502 2.375 TOYOTA MOTOR CREDIT CORP 01.02.2023 1000 Aa3 AA- 100.750 2.316 103.066 2.282 38.6 7.87FR0011261924 3.000 GDF SUEZ 01.02.2023 1000 A1 A 104.795 2.926 107.721 2.402 53.8 7.66DE000TLX2003 3.125 TALANX AG 13.02.2023 100000 A- 104.036 2.945 106.981 2.618 75.0 7.63FR0011011188 4.300 CAISSE REFINANCE L'HABIT 24.02.2023 1 Aaa 117.870 3.923 121.793 2.117 31.0 7.43SK4120009044 3.000 SLOVAKIA GOVERNMENT BOND 28.02.2023 1 A2 A 103.950 2.704 106.654 2.509 65.3 7.72DE000A1R0691 2.375 DAIMLER AG 08.03.2023 1000 A3 A- 99.775 2.089 101.864 2.402 48.7 7.95XS0830194501 2.125 TOTAL CAPITAL INTL SA 15.03.2023 100000 Aa1 AA- 98.697 1.828 100.525 2.284 39.8 8.07XS0874840845 2.625 GE CAPITAL EURO FUNDING 15.03.2023 1000 A1 AA+ 99.997 2.258 102.255 2.625 70.5 7.86XS0909769407 6.750 UPC HOLDING BV (CALLABLE BOND) 15.03.2023 100000 B2 B 104.000 2.400 106.400 6.050 459.4 5.52XS0606704558 4.500 BNP PARIBAS 21.03.2023 1000 A2 A+ 118.317 3.797 122.114 2.263 55.1 7.43XS0842659426 4.875 ENEL FINANCE INTL NV 17.04.2023 100000 Baa2 BBB 111.583 3.753 115.336 3.391 155.2 7.26DE000A1R07P5 2.000 LINDE AG 18.04.2023 1000 A3 A+ 97.105 1.534 98.639 2.352 41.2 8.19FR0011037001 4.125 CAISSE D'AMORT DETTE SOC 25.04.2023 1000 Aa1 NR 115.983 3.085 119.068 2.197 34.5 7.62DE000A1TNA47 1.625 LAND SACHSEN-ANHALT 25.04.2023 1000 Aa1 AA+ 97.400 1.215 98.615 1.934 1.8 8.39XS0625859516 4.500 INVESTOR AB 12.05.2023 100000 A1 AA- 116.658 3.156 119.814 2.472 66.2 7.54EU000A1G0BC0 1.875 EFSF 23.05.2023 1000 Aa1 AA 98.025 1.259 99.284 2.110 18.2 8.36XS0630644168 3.875 BK NEDERLANDSE GEMEENTEN 26.05.2023 1000 Aaa AA+ 114.665 2.569 117.234 2.126 27.0 7.78XS0860584308 3.625 IPIC GMTN LTD 30.05.2023 100000 Aa3 AA 104.625 1.758 106.383 3.048 145.1 7.72DE000A1R06T9 1.875 LAND BERLIN 12.06.2023 1000.00 Aa1 99.010 1.166 100.176 1.991 4.4 8.42XS0949964810 2.250 OEBB INFRASTRUKTUR AG 04.07.2023 1000 Aaa AA+ 101.270 1.251 102.521 2.100 17.5 8.35XS0953222550 2.250 BK NEDERLANDSE GEMEENTEN 17.07.2023 1000 Aaa AA+ 100.840 1.177 102.017 2.150 21.8 8.37DE000A1R07S9 2.125 KFW 15.08.2023 1000 Aaa AAA 101.330 0.827 102.157 1.970 0.8 8.51XS0969368934 2.500 DEUTSCHE BAHN FINANCE BV 12.09.2023 1000 Aa1 AA 101.431 0.911 102.342 2.332 37.1 8.42XS0977496636 2.750 DEUTSCHE POST AG 09.10.2023 1000 Baa1 102.230 0.799 103.029 2.488 51.1 8.40XS0981632804 6.000 RAIFFEISEN BANK INTL (SUBORDINATED) 16.10.2023 100000 Baa3 BBB 107.940 1.627 109.567 4.948 305.6 7.27XS0989155089 2.625 COCA-COLA ENTERPRISES 06.11.2023 100000 A3 BBB 98.985 0.561 99.546 2.744 76.8 8.47EU000A1U9803 2.125 EURO STABILITY MECHANISM 20.11.2023 0.01 Aa1 99.801 0.373 100.174 2.147 14.0 8.75DE000CZ40J26 2.000 COMMERZBANK AG (GERMAN COV. BOND) 27.11.2023 1000 Aa1 99.221 0.318 99.539 2.088 7.9 8.82XS0937858271 2.500 ABN AMRO BANK NV 29.11.2023 1000 A2 A 97.451 0.377 97.828 2.799 77.4 8.56XS1014610254 2.625 VOLKSWAGEN LEASING GMBH 15.01.2024 1000 A3 A- 99.697 0.058 99.755 2.660 61.6 8.67XS1015428821 3.000 REPUBLIC OF POLAND 15.01.2024 1000 A2 A- 100.700 0.066 100.766 2.918 87.6 8.52XS0982019126 3.000 RWE FINANCE BV 17.01.2024 1000 Baa1 BBB+ 101.873 0.805 102.678 2.782 76.0 8.55XS1015217703 2.625 BMW FINANCE NV 17.01.2024 1000 A2 A+ 100.330 0.043 100.373 2.587 54.9 8.68FR0011521319 2.375 CAISSE D'AMORT DETTE SOC 25.01.2024 1000 Aa1 100.470 1.418 101.888 2.322 28.5 8.62XS0410174659 4.500 RESEAU FERRE DE FRANCE 30.01.2024 50000 Aa1 AA 118.793 4.414 123.207 2.371 48.5 7.96XS0753143709 3.000 DEUTSCHE BAHN FINANCE BV 08.03.2024 1000 Aa1 AA 105.269 2.638 107.907 2.407 41.7 8.50IE00B6X95T99 3.400 IRELAND 18.03.2024 0.01 Baa3 BBB+ 101.335 0.084 101.419 3.243 119.1 8.26XS0758420748 3.500 HEINEKEN NV 19.03.2024 1000 Baa1 BBB+ 106.953 2.973 109.926 2.707 71.3 8.32XS0768448796 3.500 FINGRID OYJ 03.04.2024 100000 NR AA- 107.289 2.829 110.118 2.673 69.4 8.36FR0011266527 3.125 ADP 11.06.2024 100000 A 105.515 1.935 107.450 2.514 51.2 8.69XS0792977984 2.875 ALLIANDER NV 14.06.2024 100000 Aa3 AA- 102.537 1.757 104.294 2.592 53.5 8.77XS0841073793 3.375 REPUBLIC OF POLAND 09.07.2024 1000 A2 A- 104.125 1.831 105.956 2.911 82.7 8.62SI0002102984 4.625 REPUBLIKA SLOVENIJA 09.09.2024 1000 Ba1 A- 101.960 1.723 103.683 4.388 243.7 8.16FR0010800540 4.625 ELECTRICITE DE FRANCE 11.09.2024 50000 Aa3 A+ 116.538 1.698 118.236 2.803 80.9 8.4520.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurFR0010804500 4.875 AREVA SA 23.09.2024 50000 BBB- 112.869 1.629 114.498 3.413 145.6 8.31BE6243179650 2.875 ANHEUSER-BUSCH INBEV NV 25.09.2024 1000 A3 A 102.029 0.945 102.974 2.653 57.6 9.03XS0847580353 2.750 DEUTSCHE TELEKOM INT FIN 24.10.2024 1000 Baa1 BBB+ 99.794 0.686 100.480 2.772 65.5 9.14SK4120008871 3.375 SLOVAKIA GOVERNMENT BOND 15.11.2024 1 A2 A 105.400 0.638 106.038 2.789 72.1 8.98XS0863127279 2.875 RIO TINTO FINANCE PLC 11.12.2024 100000 A3 A- 100.306 0.339 100.645 2.841 70.7 9.21XS0862952297 2.875 DEUTSCHE POST AG 11.12.2024 1000 Baa1 102.701 0.339 103.040 2.587 49.0 9.25FR0011388339 2.400 CAISSE REFINANCE L'HABIT 17.01.2025 1 Aaa 99.914 0.039 99.953 2.409 27.3 9.55XS0479333311 5.250 REPUBLIC OF POLAND 20.01.2025 1000 A2 A- 121.500 0.043 121.543 2.933 96.0 8.62XS0502286908 4.875 CEZ AS 16.04.2025 50000 A2 A- 117.157 3.766 120.923 3.047 106.2 8.57XS0926785808 2.375 COCA-COLA ENTERPRISES 07.05.2025 100000 A3 BBB 94.495 1.698 96.193 2.955 72.7 9.54XS0520578096 3.875 OEBB INFRASTRUKTUR AG 30.06.2025 1000 Aaa AA+ 115.384 2.198 117.582 2.326 26.7 9.22FI4000006176 4.000 FINNISH GOVERNMENT 04.07.2025 1000 Aaa AAA 117.603 2.225 119.828 2.239 9.9 9.21XS0524471355 3.750 DEUTSCHE BAHN FINANCE BV 09.07.2025 1000 Aa1 AA 111.813 2.034 113.847 2.547 43.5 9.24XS0951216166 3.125 ORACLE CORP 10.07.2025 100000 A1 A+ 103.710 1.687 105.397 2.742 55.6 9.43XS0525602339 4.125 RABOBANK NEDERLAND 14.07.2025 1000 Aa2 AA- 112.086 2.181 114.267 2.872 75.1 9.07XS0811555183 2.875 HEINEKEN NV 04.08.2025 100000 Baa1 BBB+ 99.330 1.355 100.685 2.943 72.6 9.56XS0969572204 2.875 STATOIL ASA 10.09.2025 100000 Aa2 AA- 102.302 1.063 103.365 2.642 44.6 9.71XS0970852348 3.750 ENI SPA 12.09.2025 100000 A3 A 105.840 1.366 107.206 3.142 96.3 9.30XS0807336077 2.750 EUROPEAN INVESTMENT BANK 15.09.2025 1000 Aaa AAA 103.390 0.979 104.369 2.412 21.7 9.82XS0972523947 5.750 CREDIT SUISSE (SUBORDINATED/CALLABLE 18.09.2025 BOND) 100000 NR BBB- 108.000 2.001 110.001 4.335 299.2 5.42XS0542825160 3.375 AUTOBAHN SCHNELL AG 22.09.2025 50000 Aaa AA+ 110.337 1.137 111.474 2.351 21.8 9.61XS0991099630 2.875 IBM CORP 07.11.2025 100000 Aa3 AA- 101.460 0.607 102.067 2.728 51.0 9.85FR0011192392 4.000 CAISSE D'AMORT DETTE SOC 15.12.2025 1000 Aa1 NR 114.064 0.427 114.491 2.609 44.6 9.57XS1004551294 2.875 MCDONALD'S CORP 17.12.2025 100000 A2 A 102.002 0.291 102.293 2.676 53.4 9.97IT0004644735 4.500 REPUBLIC ITALY 01.03.2026 1000 Baa2u NR 106.001 1.790 107.791 3.874 167.4 9.22BE0000324336 4.500 BELGIUM KINGDOM 28.03.2026 0.01 118.720 3.711 122.431 2.678 50.4 9.33EU000A1GVVF8 3.000 EUROPEAN UNION 04.09.2026 1000 Aaa AA+ 106.477 1.159 107.636 2.398 12.9 10.40XS0755873253 3.500 EUROPEAN INVESTMENT BANK 15.04.2027 1000 Aaa AAA 110.310 2.714 113.024 2.570 26.6 10.42EU000A1HBXS7 2.500 EUROPEAN UNION 04.11.2027 1000 Aaa AA+ 100.170 0.548 100.718 2.485 10.6 11.48XS0875797515 3.250 DEUTSCHE TELEKOM INT FIN 17.01.2028 1000 Baa1 BBB+ 101.500 0.053 101.553 3.116 71.9 11.13DE000A1HG1K6 3.000 ALLIANZ FINANCE II B.V. 13.03.2028 100000 Aa3 AA 102.608 2.597 105.205 2.774 38.4 11.17XS0905658349 2.750 ERDOEL LAGERGESELLSCHAFT 20.03.2028 100000 AA+ 100.130 2.328 102.458 2.738 32.8 11.34EU000A1G6TV9 2.875 EUROPEAN UNION 04.04.2028 1000 Aaa 103.840 2.316 106.156 2.549 14.6 11.36DE000A1R06C5 2.375 DT PFANDBK (GERM.COV.BOND OEPFE)29.05.2028 1000 Aa1 AA+ 96.640 1.555 98.195 2.659 21.4 11.78FI4000037635 2.750 FINNISH GOVERNMENT 04.07.2028 1000 Aaa AAA 102.953 1.529 104.482 2.503 7.4 11.69XS1001749289 3.125 MICROSOFT CORP 06.12.2028 100000 Aaa AAA 102.223 0.411 102.634 2.935 50.4 11.52SK4120009762 3.625 SLOVAKIA GOVERNMENT BOND 16.01.2029 1 A2 A 102.250 0.070 102.320 3.430 96.7 11.46EU000A1G0BL1 2.750 EFSF 03.12.2029 1000 Aa1 AA 99.790 0.384 100.174 2.766 25.6 12.66XS0505157965 4.000 EUROPEAN INVESTMENT BANK 15.04.2030 1000 Aaa AAA 116.280 3.101 119.381 2.743 29.5 11.92FR0010891317 4.625 ELECTRICITE DE FRANCE 26.04.2030 50000 Aa3 A+ 115.937 3.447 119.384 3.338 95.2 11.41XS0960306578 2.750 EUROPEAN INVESTMENT BANK 13.09.2030 1000 Aaa AAA 100.570 1.258 101.828 2.706 20.2 13.10EU000A1G0AJ7 3.875 EFSF 30.03.2032 1000 Aa1 AA 115.260 3.174 118.434 2.793 26.8 13.03XS0782697071 3.375 OEBB INFRASTRUKTUR AG 18.05.2032 1000 Aaa AA+ 108.090 2.312 110.402 2.804 26.7 13.48XS0790003023 2.750 AUTOBAHN SCHNELL AG 11.06.2032 100000 Aaa AA+ 99.220 1.703 100.923 2.804 18.7 14.02XS0937160272 2.979 ROBERT BOSCH INVESTMENT 27.05.2033 100000 AA- 97.089 1.967 99.056 3.182 55.6 14.16XS0940697187 3.125 PHILIP MORRIS INTL INC 03.06.2033 100000 A2 A 97.891 2.003 99.894 3.273 62.9 14.01XS0984087204 3.000 OEBB INFRASTRUKTUR AG 24.10.2033 1000 Aaa AA+ 101.769 0.764 102.533 2.881 27.3 14.70EU000A1G0BJ5 3.000 EFSF 04.09.2034 1000 Aa1 AA 101.860 1.159 103.019 2.878 24.7 15.11EU000A1G0AT6 3.375 EFSF 03.04.2037 1000 Aa1 AA 108.050 2.728 110.778 2.893 27.2 15.87EU000A1G30R0 3.375 EUROPEAN UNION 04.04.2038 1000 Aaa AA+ 109.020 2.718 111.738 2.853 21.6 16.37XS0884635524 2.750 EUROPEAN INVESTMENT BANK 15.03.2040 1000 Aaa AAA 97.310 2.652 99.962 2.898 22.9 17.91BE0000320292 4.250 BELGIUM KINGDOM 28.03.2041 0.01 Aa3 117.100 3.505 120.605 3.288 69.7 16.42XS0752034206 3.625 EUROPEAN INVESTMENT BANK 14.03.2042 1000 Aaa AAA 112.480 3.128 115.608 2.965 32.4 17.69EU000A1GY6W8 3.750 EUROPEAN UNION 04.04.2042 1000 Aaa 115.820 3.021 118.841 2.919 29.3 17.67FI4000046545 2.625 FINNISH GOVERNMENT 04.07.2042 1000 Aaa AAA 97.461 1.460 98.921 2.754 8.1 19.44DE000A1RE1Q3 5.625 ALLIANZ TIER1 (SUBORDINATED/CALLABLE 17.10.2042 BOND) 100000 A2 A+ 115.179 1.510 116.689 3.569 190.3 6.9220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0863907522 7.750 ASSICURAZIONI GENERALI (CALLABLE 12.12.2042 BOND)100000 Baa3 BBB /*- 119.250 0.892 120.142 5.010 353.2 6.56IT0004923998 4.750 BUONI POLIENNALI DEL TES 01.09.2044 1000 Baa2u 103.385 1.890 105.275 4.544 191.0 16.01BE0000331406 3.750 BELGIUM KINGDOM 22.06.2045 0.01 NR 106.625 1.315 107.940 3.403 75.3 18.37AT0000A0U299 3.800 REPUBLIC OF AUSTRIA 26.01.2062 1000 Aaa AA+ 123.776 3.769 127.545 2.880 22.8 23.74XS1014997073 5.000 ENEL -SUBORDINATED- (CALLABLE) 15.01.2075 100000 Ba1 BB+ 100.600 0.110 100.710 4.881 349.1 5.06XS0877720986 5.625 TELEKOM AUSTRIA -SUBORDINATED- (CALLABLE) PERPnc18 1000 Ba1 BB 106.348 5.486 111.834 3.889 316.9 3.41XS0968913268 3.875 VOLKSWAGEN -SUBORDINATED- (CALLABLE) PERPnc18 1000 Baa2 BBB 104.400 1.497 105.897 2.841 193.6 4.15FR0011401736 4.250 EDF -SUBORDINATED- (CALLABLE) PERPnc20 100000 A3 BBB+ 103.123 4.180 107.303 3.662 238.4 5.05XS0968913342 5.125 VOLKSWAGEN -SUBORDINATED- (CALLABLE) PERPnc23 1000 Baa2 BBB 108.604 1.980 110.584 4.025 216.9 7.47DE000A1YCQ29 4.750 ALLIANZ -SUBORDINATED- (CALLABLE)PERPnc23 100000 A2 A+ 104.000 1.184 105.184 4.238 229.6 7.66FR0011401751 5.375 EDF -SUBORDINATED- (CALLABLE) PERPnc25 100000 A3 BBB+ 106.148 5.287 111.435 4.649 254.7 7.9020.01.2014

Straight Bonds GBPHOMERisk Management &Advisory Int.+41 (58) 283 7340ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0414350974 5.000 TESCO PLC 24.02.2014 50'000 Baa1 BBB+ 100.36 4.562 104.922 0.781 32.9 0.09XS0422703347 6.375 LLOYDS BANK PLC 15.04.2014 100'000 A2 A 101.258 1.751 103.009 0.827 28.6 0.23XS0423324887 6.375 ROYAL BK OF SCOTLAND PLC 29.04.2014 100'000 A3 A- 101.448 1.506 102.954 0.918 28.4 0.27XS0428152416 3.375 IFFIM 15.05.2014 1'000 Aa1 AA 100.859 2.339 103.198 0.595 -0.7 0.31XS0783260853 1.750 DAIMLER INTL FINANCE BV 21.05.2014 1'000 A3 A- 100.313 1.184 101.497 0.783 22.6 0.33XS0423205524 3.375 EUROPEAN INVESTMENT BANK 08.09.2014 1'000 Aaa AAA 101.865 1.267 103.132 0.379 -11.9 0.62FR0010770511 3.750 CAISSE D'AMORT DETTE SOC 08.09.2014 1'000 Aa1 NR 101.987 1.408 103.395 0.552 -4.3 0.62XS0733164056 1.000 EXPORT DEVELOPMNT CANADA 08.12.2014 1'000 Aaa AAA 100.435 0.126 100.561 0.500 -12.6 0.87XS0417033007 5.375 MONDELEZ INTERNATIONAL 11.12.2014 50'000 Baa1 BBB- 103.642 0.635 104.277 1.216 55.5 0.87XS0750692864 0.875 EUROPEAN BK RECON & DEV 15.12.2014 1'000 NR AAA 100.388 0.093 100.481 0.439 -13.9 0.89XS0739769015 1.375 KOMMUNALBANKEN AS 15.12.2014 1'000 Aaa AAA 100.849 0.147 100.996 0.422 -10.3 0.89XS0746026227 0.875 INTL BK RECON & DEVELOP 17.12.2014 1'000 Aaa AAA 100.344 0.089 100.433 0.491 -14.6 0.90XS0732930226 2.125 VOLKSWAGEN INTL FIN NV 19.12.2014 1'000 A3 A- 101.082 0.204 101.286 0.922 29.8 0.90XS0418570130 4.000 UNILEVER PLC 19.12.2014 2'000 A1 A+ 102.943 0.384 103.327 0.726 12.7 0.90XS0436300247 4.000 BP CAPITAL MARKETS PLC 29.12.2014 1'000 A2 A 102.917 0.274 103.191 0.848 26.8 0.93XS0729893338 2.250 EUROPEAN INVESTMENT BANK 22.01.2015 100 Aaa AAA 101.679 0.006 101.685 0.557 -9.1 0.99XS0728945295 1.250 NETWORK RAIL INFRA FIN 22.01.2015 100'000 Aa1 AAA 100.707 0.003 100.710 0.537 -6.0 0.99XS0415625283 5.500 ROCHE HLDGS INC 04.03.2015 5'000 A1 AA 105.125 4.897 110.022 0.855 15.8 1.05XS0109722990 6.625 LLOYDS BANK PLC 30.03.2015 1'000 Baa3 BBB 105.325 5.392 110.717 2.027 155.4 1.10XS0789279683 3.000 HEATHROW FUNDING LTD 08.06.2015 100'000 A- 102.462 0.379 102.841 1.189 50.8 1.35XS0223923870 4.375 EUROPEAN INVESTMENT BANK 08.07.2015 1'000 Aaa AAA 105.331 2.385 107.716 0.686 -9.6 1.41XS0817624066 1.250 VOLKSWAGEN INTL FIN NV 20.08.2015 1'000 A3 A- 100.332 0.530 100.862 1.037 30.6 1.55XS0579273219 2.750 KFW 07.09.2015 1'000 Aaa AAA 103.329 1.040 104.369 0.678 -14.5 1.59XS0790219546 2.250 GE CAPITAL UK FUNDING 08.09.2015 2'000 A1 AA+ 101.97 0.845 102.815 1.020 17.6 1.59XS0784809393 2.000 VOLKSWAGEN FIN SERV NV 23.10.2015 1'000 A3 A- 101.558 0.505 102.063 1.098 28.9 1.71XS0497463777 3.000 EUROPEAN INVESTMENT BANK 07.12.2015 100 Aaa AAA 104.148 0.386 104.534 0.760 -16.2 1.83FR0010942086 2.250 CAISSE D'AMORT DETTE SOC 07.12.2015 1'000 Aa1 NR 102.496 0.290 102.786 0.899 -0.6 1.83XS0764946900 1.625 COUNCIL OF EUROPE 07.12.2015 1'000 Aaa 101.509 0.209 101.718 0.809 -11.6 1.84XS0775123812 1.500 L-BANK BW FOERDERBANK 07.12.2015 1'000 Aaa AAA 101.252 0.193 101.445 0.823 -6.2 1.84XS0849729677 0.500 EXPORT DEVELOPMNT CANADA 07.12.2015 1'000 Aaa AAA 99.633 0.064 99.697 0.698 -21.5 1.85XS0862681755 1.375 DAIMLER AG 10.12.2015 1'000 A3 A- 100.471 0.166 100.637 1.120 22.3 1.85XS0751800714 1.000 ASIAN DEVELOPMENT BANK 15.12.2015 1'000 Aaa AAA 100.529 0.107 100.636 0.718 -21.6 1.87XS0856643522 0.500 NORDIC INVESTMENT BANK 15.12.2015 1'000 Aaa AAA 99.717 0.053 99.770 0.651 -23.4 1.88XS0752085612 1.375 KOMMUNALBANKEN AS 23.12.2015 1'000 Aaa 100.958 0.117 101.075 0.869 -6.2 1.89XS0241042141 4.625 GE CAPITAL UK FUNDING 18.01.2016 1'000 A1 AA+ 106.289 0.063 106.352 1.392 42.3 1.92XS0731128186 1.750 KFW 22.01.2016 1'000 Aaa AAA 101.735 0.005 101.740 0.870 -9.4 1.96XS0934107698 1.250 VOLKSWAGEN FIN SERV NV 23.05.2016 1'000 A3 A- 99.913 0.211 100.124 1.288 20.9 2.29XS0954107313 0.875 EXPORT DEVELOPMNT CANADA 07.12.2016 100'000 Aaa AAA 99.442 0.113 99.555 1.073 -23.2 2.82XS0274987873 4.875 EUROPEAN INVESTMENT BANK 07.09.2016 1'000 Aaa AAA 109.75 1.843 111.593 1.081 -13.9 2.47XS0743899964 2.125 NEDER WATERSCHAPSBANK 07.09.2016 1'000 Aaa AA+ 102.719 0.803 103.522 1.067 -2.3 2.53XS0453299173 5.250 MOTABILITY OPERATIONS GR 28.09.2016 50'000 A2 A+ 109.502 1.697 111.199 1.613 43.7 2.49XS0458316550 7.125 OLD MUTUAL PLC 19.10.2016 50'000 Baa2 112.329 1.879 114.208 2.442 138.3 2.48XS0602217159 3.250 EUROPEAN INVESTMENT BANK 07.12.2016 100 Aaa AAA 105.863 0.418 106.281 1.162 -13.6 2.75XS0587975961 3.250 LANDWIRTSCH. RENTENBANK 07.12.2016 50'000 Aaa AAA 106.128 0.418 106.546 1.071 -20.3 2.75XS0910489904 1.250 VOLKSWAGEN FIN SERV NV 15.12.2016 1'000 A3 A- 99.328 0.134 99.462 1.488 15.5 2.83XS0968464015 1.125 KOMMUNALBANKEN AS 15.12.2016 1'000 Aaa AAA 99.76 0.120 99.880 1.210 -8.5 2.83XS0778951672 1.750 COUNCIL OF EUROPE 19.12.2016 1'000 Aaa 101.79 0.168 101.958 1.120 -17.1 2.8220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0420401779 5.875 BASF SE 31.03.2017 50'000 A1 A+ 113.56 4.797 118.357 1.484 15.7 2.85XS0434423926 4.750 UNILEVER PLC 16.06.2017 2'000 A1 A+ 110.631 2.876 113.507 1.513 10.7 3.10XS0963566921 1.750 VOLKSWAGEN FIN SERV NV 21.08.2017 1'000 A3 A- 99.877 0.737 100.614 1.785 24.5 3.43XS0541558085 4.125 ABBEY NATL TREASURY SERV 14.09.2017 50'000 A2 A 106.884 1.480 108.364 2.137 65.0 3.35XS0542823892 5.125 CO-OPERATIVE BANK PLC 20.09.2017 50'000 Caa1 102.25 1.770 104.020 4.450 301.4 3.26XS0544837676 4.125 GE CAPITAL UK FUNDING 28.09.2017 2'000 A1 AA+ 107.512 1.322 108.834 1.986 40.9 3.39XS0975541961 1.250 INTL BK RECON & DEVELOP 02.10.2017 1'000 Aaa AAA 99.427 0.387 99.814 1.410 -20.1 3.57XS0849509392 1.375 DEUTSCHE BAHN FINANCE BV 30.10.2017 1'000 Aa1 AA 99.833 0.320 100.153 1.420 -19.2 3.64XS0554658947 3.250 RABOBANK NEDERLAND 01.11.2017 1'000 Aa2 AA- 105.3 0.739 106.039 1.783 25.4 3.53XS0989397921 1.750 DAIMLER AG 08.11.2017 1'000 A3 A- 100.097 0.364 100.461 1.723 12.1 3.63XS0994746617 1.750 BMW FINANCE NV 20.11.2017 1'000 A2 A+ 100.283 0.307 100.590 1.672 2.2 3.66XS0434040167 4.125 EUROPEAN INVESTMENT BANK 07.12.2017 1'000 Aaa AAA 109.33 0.531 109.861 1.619 -1.0 3.59XS0595707570 4.000 TOYOTA MOTOR CREDIT CORP 07.12.2017 1'000 Aa3 AA- 108.81 0.515 109.325 1.633 1.2 3.60XS0844692201 1.000 KFW 07.12.2017 1'000 Aaa AAA 98.167 0.129 98.296 1.490 -17.7 3.76XS0881328826 1.125 MUNICIPALITY FINANCE PLC 07.12.2017 1'000 Aaa AAA 98.336 0.145 98.481 1.571 -9.1 3.75XS0951466860 1.125 REPUBLIC OF FINLAND 07.12.2017 1'000 Aaa AAA 98.831 0.145 98.976 1.437 -22.7 3.75XS1002800602 1.625 NESTLE HOLDINGS INC 11.12.2017 1'000 Aa2 99.972 0.191 100.163 1.632 -3.2 3.73XS0914294623 0.875 L-BANK BW FOERDERBANK 15.12.2017 1'000 Aaa AAA 97.764 0.093 97.857 1.470 -11.7 3.79XS0925581265 0.875 NRW.BANK 15.12.2017 100'000 Aa1 AA- 97.131 0.093 97.224 1.641 -3.7 3.78XS0893356120 1.000 LANDWIRTSCH. RENTENBANK 15.12.2017 1'000 Aaa AAA 98.233 0.107 98.340 1.470 -14.6 3.78XS0993756807 1.250 INTER-AMERICAN DEVEL BK 15.12.2017 1'000 Aaa AAA 99.096 0.134 99.230 1.490 -18.2 3.76XS0872706881 1.375 EUROPEAN INVESTMENT BANK 15.01.2018 100 Aaa AAA 98.668 0.030 98.698 1.724 2.7 3.83XS0357891208 6.625 UBS AG LONDON 11.04.2018 50'000 A2 A 117.885 5.209 123.094 2.141 48.9 3.61XS0618833635 4.625 COVENTRY BLDG SOCIETY 19.04.2018 100'000 Aaa 110.349 3.535 113.884 2.049 36.3 3.77XS0921284666 3.250 RENAULT BANQUE SA 25.04.2018 1'000 Baa3 BBB 102.041 2.431 104.472 2.733 98.3 3.85XS1015890210 2.375 DAIMLER AG 16.07.2018 1'000 A3 A- 100.492 0.046 100.538 2.257 43.0 4.16XS0454509455 5.000 SSE PLC 01.10.2018 50'000 A3 A- 112.097 1.562 113.659 2.250 43.6 4.17XS0160386875 4.750 EUROPEAN INVESTMENT BANK 15.10.2018 1'000 Aaa AAA 112.436 1.301 113.737 1.968 9.2 4.24FR0010994376 3.750 CAISSE D'AMORT DETTE SOC 15.10.2018 1'000 Aa1 NR 107.683 1.027 108.710 2.028 14.7 4.31XS0400780960 8.125 VODAFONE GROUP PLC 26.11.2018 50'000 A3 A- 125.008 1.291 126.299 2.564 79.2 4.12XS1014723966 2.000 KFW 06.12.2018 1'000 Aaae AAA 100.318 0.049 100.367 1.930 -3.5 4.59XS0578264870 3.875 TOTAL CAPITAL SA 14.12.2018 1'000 Aa1 AA- 108.093 0.425 108.518 2.115 14.5 4.45XS0739933421 3.375 BMW FINANCE NV 14.12.2018 1'000 A2 A+ 105.538 0.370 105.908 2.169 27.1 4.49XS0587082834 5.000 SOCIETE GENERALE 20.12.2018 100'000 A2 A 111.295 0.466 111.761 2.523 64.1 4.37XS0881488430 1.500 EUROPEAN INVESTMENT BANK 01.02.2019 1'000 Aaa AAA 97.087 1.463 98.550 2.117 11.9 4.70XS0764313291 4.375 EE FINANCE PLC 28.03.2019 100'000 Baa2 BBB 104.801 3.608 108.409 3.348 138.3 4.45XS0741965940 3.500 DAIMLER INTL FINANCE BV 06.06.2019 1'000 A3 A- 104.619 2.215 106.834 2.566 52.9 4.78XS0740772420 4.375 GE CAPITAL UK FUNDING 31.07.2019 2'000 A1 AA+ 108.265 2.110 110.375 2.738 69.4 4.82XS0439817908 6.000 YORKSHIRE WATER SRV BRAD 21.08.2019 50'000 A3 A- 116.352 2.548 118.900 2.790 76.1 4.73XS0450786800 5.625 NATIONWIDE BLDG SOCIETY 09.09.2019 50'000 A2 A 114.943 2.113 117.056 2.741 75.5 4.81XS0853680527 2.125 NORDEA BANK AB 13.11.2019 100'000 Aa3 AA- 97.434 0.413 97.847 2.606 44.9 5.36XS0856595961 2.375 BNP PARIBAS 20.11.2019 1'000 A2 A+ 98.815 0.416 99.231 2.596 39.4 5.35XS0422688282 6.125 VATTENFALL AB 16.12.2019 50'000 A3 A- 118.935 0.638 119.573 2.617 61.4 5.04XS0463588052 5.875 GE CAPITAL UK FUNDING 04.11.2020 2'000 A1 AA+ 117.108 1.288 118.396 3.042 76.5 5.64XS0996288717 2.750 IBM CORP 21.12.2020 100'000 Aa3 AA- 99.501 0.475 99.976 2.830 40.2 6.20XS0577372476 4.625 RABOBANK NEDERLAND 13.01.2021 1'000 Aa2 AA- 109.327 0.127 109.454 3.116 77.8 5.97FR0010721704 6.125 GDF SUEZ 11.02.2021 50'000 A1 A 118.998 5.806 124.804 3.085 74.2 5.58XS0618011463 5.375 ING BANK NV 15.04.2021 100'000 A2 A 112.932 4.167 117.099 3.330 96.2 5.84XS0446381930 5.750 BARCLAYS BANK PLC 17.08.2021 50'000 A2 A 116.154 2.505 118.659 3.299 91.2 6.11XS0677073206 4.250 SSE PLC 14.09.2021 100'000 A3 A- 106.882 1.525 108.407 3.218 74.6 6.42XS0453820366 6.125 BANK OF AMERICA CORP 15.09.2021 50'000 Baa2 A- 108.5 2.182 110.682 4.783 100.8 6.02XS0686172601 4.750 EASTERN POWER NETWORKS 30.09.2021 100'000 Baa1 BBB+ 109.192 1.497 110.689 3.370 93.8 6.37XS0616669155 4.250 EUROPEAN INVESTMENT BANK 07.12.2021 100 Aaa AAA 110.153 0.547 110.700 2.794 29.2 6.69XS0767865263 6.000 GLENCORE FINANCE EUROPE 03.04.2022 100'000 Baa2 BBB 112.421 4.849 117.270 4.176 172.5 6.27XS0423048247 6.500 DEUTSCHE TELEKOM INT FIN 08.04.2022 2'000 Baa1 BBB+ 119.755 5.164 124.919 3.667 121.5 6.26XS0789683462 4.125 BAE SYSTEMS PLC 08.06.2022 100'000 Baa2 BBB+ 102.874 2.588 105.462 3.717 113.7 6.8420.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0794224369 2.750 DEUTSCHE BAHN FINANCE BV 20.06.2022 1'000 Aa1 AA 99.3 1.635 100.935 2.844 19.4 7.29XS0803261576 4.250 WESTFIELD UK & EUR FIN P 11.07.2022 100'000 A2 /*- A- /*- 105.745 2.282 108.027 3.453 88.9 6.94XS0813371100 2.250 TRANSPORT FOR LONDON 09.08.2022 100'000 Aa2 AA+ 93.649 1.029 94.678 3.107 41.6 7.53XS0758779192 4.000 RABOBANK NEDERLAND 19.09.2022 1'000 Aa2 AA- 104.718 1.381 106.099 3.361 71.3 7.18XS0969593549 3.000 NETWORK RAIL INFRA FIN 07.09.2023 100'000 Aa1 AAA 99.788 1.110 100.898 3.024 23.2 8.16XS0971723233 4.125 GE CAPITAL UK FUNDING 13.09.2023 100'000 A1 AA+ 104.164 1.492 105.656 3.604 85.5 7.79XS0686570242 4.875 SOUTHERN GAS NETWORK PLC 05.10.2023 100'000 Baa1 BBB 108.868 1.469 110.337 3.764 103.9 7.65XS0860561942 2.250 NESTLE FINANCE INTL LTD 30.11.2023 1'000 Aa2 92.905 0.333 93.238 3.096 28.4 8.61XS0410370919 7.375 IBERDROLA FINANZAS SAU 29.01.2024 50'000 Baa1 BBB 122.113 7.254 129.367 4.574 198.1 6.94BE0934986036 9.750 ANHEUSER-BUSCH INBEV SA 30.07.2024 75'000 A3 A 152.152 4.728 156.880 3.677 112.9 7.23DE000A1G85C2 2.750 SIEMENS FINANCIERINGSMAT 10.09.2025 100'000 Aa3 A+ 90.942 1.017 91.959 3.722 67.2 9.56XS0863523030 4.750 MARKS & SPENCER PLC 12.06.2025 100'000 Baa3 BBB- 101.821 2.928 104.749 4.539 162.4 8.45XS0875301912 3.625 SEVERN TRENT WATER UTIL 16.01.2026 100'000 A3 BBB+ 97.636 0.070 97.706 3.875 89.0 9.52XS0944831154 3.375 ROLLS-ROYCE PLC 18.06.2026 100'000 A3 A 96.291 2.016 98.307 3.753 67.4 9.72XS0649291944 5.875 SPD FINANCE UK PLC 17.07.2026 100'000 Baa1 BBB 114.581 3.058 117.639 4.335 142.5 8.81XS0954706023 3.125 DEUTSCHE BAHN FINANCE BV 24.07.2026 1'000 Aa1 AA 96.855 1.567 98.422 3.437 37.0 10.00XS0822509138 3.000 COMMONWEALTH BANK AUST 04.09.2026 100'000 Aaa 93.145 1.159 94.304 3.688 56.2 10.10XS0969309847 4.000 BAT INTL FINANCE PLC 04.09.2026 100'000 A3 A- 100.806 1.523 102.329 3.916 82.7 9.63XS0683568223 5.500 IMPERIAL TOBACCO FINANCE 28.09.2026 100'000 Baa3 BBB 111.479 1.763 113.242 4.304 136.4 9.11XS0789331948 4.000 NATL GRID ELECT TRANS 08.06.2027 100'000 A3 A- 99.575 2.510 102.085 4.040 97.9 9.95XS0768478868 3.750 EUROPEAN INVESTMENT BANK 07.12.2027 1'000 Aaa AAA 101.944 0.483 102.427 3.569 46.2 10.67XS0863076930 4.000 RIO TINTO FINANCE PLC 11.12.2029 100'000 A3 A- 98.016 0.471 98.487 4.173 98.5 11.48XS0416848793 6.875 STATOIL ASA 11.03.2031 50'000 Aa2 AA- 135.627 5.990 141.617 3.968 97.6 10.63XS0969795920 4.000 TRANSPORT FOR LONDON 12.09.2033 100'000 Aa2 AA+ 101.104 1.458 102.562 3.917 63.1 13.29XS0419834931 5.625 WAL-MART STORES INC 27.03.2034 50'000 Aa2 AA 122.673 1.813 124.486 3.979 86.2 12.68XS0422688019 6.875 VATTENFALL AB 15.04.2039 50'000 A3 A- 137.485 5.330 142.815 4.387 137.0 13.30XS0543369184 6.500 LLOYDS BANK PLC 17.09.2040 1'000 A2 A 128.781 2.279 131.060 4.602 158.0 13.95XS0969574598 4.250 STATOIL ASA 10.04.2041 100'000 Aa2 AA- 102.751 1.572 104.323 4.080 75.8 15.62XS0806476544 3.875 TRANSPORT FOR LONDON 23.07.2042 100'000 Aa2 AA+ 96.868 1.953 98.821 4.061 69.0 16.54XS0860360295 5.500 STANDARD LIFE PLC (CALLABLE) 04.12.2042 100'000 Baa2 BBB 106.238 0.755 106.993 4.633 205.0 6.98XS0861990173 4.375 TELIASONERA AB 05.12.2042 100'000 A3 A- 98.631 0.587 99.218 4.460 109.0 16.03XS0932036154 4.250 AT&T INC 01.06.2043 100'000 A3 A- 91.153 2.946 94.099 4.818 139.1 15.49XS0785710046 4.875 AT&T INC 01.06.2044 100'000 A3 A- 100.393 3.152 103.545 4.848 149.8 15.24XS0928618569 3.625 TRANSPORT FOR LONDON 15.05.2045 100'000 Aa2 AA+ 93.216 2.513 95.729 4.008 62.1 17.57FR0010945436 5.125 ELECTRICITE DE FRANCE 22.09.2050 50'000 Aa3 A+ 106.845 1.727 108.572 4.727 145.5 16.75XS0841542961 3.750 UNIVERSITY OF CAMBRIDGE 17.10.2052 100'000 Aaa 98.122 1.010 99.132 3.843 51.6 19.96XS1004674450 5.625 AXA (SUBORDINATED) 16.01.2054 100'000 A3 BBB 101.205 0.108 101.313 5.524 220.8 11.87XS1014987355 6.625 ENEL (SUBORDINATED) 15.09.2076 100'000 Ba1 BB+ 101.95 0.145 102.095 6.288 378.1 5.7620.01.2014

Straight Bonds USDHOMERisk Management &Advisory Int.+41 (58) 283 7340ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS912828VN79 0.250 US TREASURY N/B 31.07.2015 100 100.020 0.118 100.138 0.237 -14.1 1.51US912828VR83 0.625 US TREASURY N/B 15.08.2016 100 100.023 0.270 100.293 0.616 -9.1 2.53US912828VQ01 1.375 US TREASURY N/B 31.07.2018 100 99.527 0.650 100.177 1.483 -5.5 4.34US912828VP28 2.000 US TREASURY N/B 31.07.2020 100 99.168 0.946 100.114 2.137 -8.6 6.02US912828VS66 2.500 US TREASURY N/B 15.08.2023 100 97.594 1.080 98.674 2.788 -8.1 8.34US912810RC45 3.625 US TREASURY N/B 15.08.2043 100 97.770 1.566 99.336 3.750 1.5 17.62US298785FL50 1.250 EUROPEAN INVESTMENT BANK 14.02.2014 1'000 Aaa AAA 100.065 0.552 100.617 0.135 -6.8 0.06XS0599645263 1.375 BK OF ENGLAND EURO NOTE 07.03.2014 1'000 Aa1 AAA 100.155 0.519 100.674 0.106 -7.0 0.12US500769DF83 3.500 KFW 10.03.2014 1'000 Aaa AAA 100.447 1.293 101.740 0.075 -5.3 0.13XS0492648794 2.125 NESTLE HOLDINGS INC 12.03.2014 2'000 Aa2 AA 100.278 1.836 102.114 0.081 6.4 0.14US298785EV42 2.375 EUROPEAN INVESTMENT BANK 14.03.2014 1'000 Aaa AAA 100.294 0.851 101.145 0.296 -12.1 0.14FR0011012731 1.625 CAISSE D'AMORT DETTE SOC 17.03.2014 1'000 Aa1 NR 100.231 1.381 101.612 0.084 -0.1 0.15XS0610555681 1.500 BK NEDERLANDSE GEMEENTEN 28.03.2014 2'000 Aaa AA+ 100.241 0.479 100.720 0.164 -4.5 0.18US298785EX08 3.000 EUROPEAN INVESTMENT BANK 08.04.2014 1'000 Aaa AAA 100.567 0.875 101.442 0.274 -6.0 0.21US30216BBS07 3.125 EXPORT DEVELOPMNT CANADA 24.04.2014 5'000 Aaa AAA 100.740 0.773 101.513 0.195 -15.0 0.25XS0426078514 3.375 SFEF 05.05.2014 100'000 Aa1 AA 100.763 0.731 101.494 0.672 0.1 0.28US05565QBL14 3.625 BP CAPITAL MARKETS PLC 08.05.2014 1'000 A2 A 100.989 0.755 101.744 0.230 8.6 0.29US045167BW21 2.750 ASIAN DEVELOPMENT BANK 21.05.2014 1'000 Aaa AAA 100.831 0.474 101.305 0.212 -8.5 0.33XS0632883061 1.000 KINGDOM OF SWEDEN 03.06.2014 100'000 Aaa AAA 100.282 0.139 100.421 0.218 -9.1 0.36US298785EY80 3.125 EUROPEAN INVESTMENT BANK 04.06.2014 1'000 Aaa AAA 101.076 0.425 101.501 0.166 -7.8 0.36US045167CA91 0.875 ASIAN DEVELOPMENT BANK 10.06.2014 1'000 Aaa AAA 100.248 0.105 100.353 0.223 -8.1 0.38XS0516292306 2.250 KFW 10.06.2014 1'000 Aaa AAA 100.766 1.394 102.160 0.232 -4.2 0.38US6832348A98 4.100 ONTARIO (PROVINCE OF) 16.06.2014 5'000 Aa2 AA- 101.525 0.421 101.946 0.256 -7.1 0.40XS0637187773 1.000 KOMMUNALBANKEN AS 16.06.2014 100'000 Aaa AAA 100.280 0.103 100.383 0.294 -2.5 0.40FR0010775239 3.500 CADES (FRENCH GOVT AGENCY) 01.07.2014 1'000 Aa1 NR 101.439 1.964 103.403 0.214 -2.9 0.44US12802NAB01 1.250 CAISSE D'AMORT DETTE SOC 11.07.2014 100'000 Aa1 NR 100.488 0.042 100.530 0.203 0.0 0.47XS0442194923 3.450 WESTPAC SECURITIES NZ LT 28.07.2014 100'000 Aaa AA 101.620 1.677 103.297 0.293 0.7 0.50USY48216AA69 5.375 KOREA NATIONAL OIL CORP 30.07.2014 100'000 A1 A+ 102.438 2.583 105.021 0.665 52.1 0.50KYG1986QAA91 9.500 RAIZEN FUELS FINANCE 15.08.2014 100'000 Baa3 BBB 104.850 4.169 109.019 0.817 119.8 0.54US2515A0Q306 3.875 DEUTSCHE BANK AG LONDON 18.08.2014 1'000 A2 A 102.059 1.668 103.727 0.254 12.5 0.56XS0670236768 0.750 KOMMUNEKREDIT 02.09.2014 1'000 Aaa AAA 100.320 0.294 100.614 0.223 14.0 0.61XS0448952001 4.875 KOREA LAND & HOUSING CO 10.09.2014 100'000 A1 A+ 102.560 1.801 104.361 0.795 71.0 0.62BE6000356335 2.875 BELGIUM KINGDOM 15.09.2014 1'000 NR 101.728 1.022 102.750 0.188 9.1 0.64XS0453470527 2.875 SFEF 22.09.2014 100'000 Aa1 AA 101.791 0.966 102.757 0.174 3.1 0.66US2027A1DH78 3.750 COMMONWEALTH BANK AUST 15.10.2014 2'000 Aa2 AA- 102.536 1.021 103.557 0.259 5.6 0.72US172967EZ03 5.500 CITIGROUP INC 15.10.2014 1'000 Baa2 A- 103.575 1.497 105.072 0.569 61.1 0.71US500769DK78 2.750 KFW (GAR. GERMANY) 21.10.2014 1'000 Aaa AAA 101.890 0.703 102.593 0.208 -6.2 0.74FR0010815332 2.875 CAISSE D'AMORT DETTE SOC 22.10.2014 1'000 Aa1 NR 102.024 0.727 102.751 0.162 5.3 0.75XS0460002859 2.875 KOMMUNALBANKEN AS 27.10.2014 2'000 Aaa AAA 102.033 0.687 102.720 0.199 -0.3 0.76US78008TXA77 1.450 ROYAL BANK OF CANADA 30.10.2014 1'000 Aa3 AA- 100.924 0.334 101.258 0.247 5.1 0.76US500769FQ21 0.283 KFW 03.11.2014 1'000 Aaa AAA 100.039 0.063 100.102 0.233 -1.8 0.78XS0465484938 3.625 LINDE FINANCE BV 13.11.2014 2'000 A3 A+ 102.447 0.705 103.152 0.569 32.1 0.80US36962G4G62 3.750 GENERAL ELEC CAP CORP 14.11.2014 1'000 A1 AA+ 102.873 0.719 103.592 0.191 -0.7 0.80XS0705646452 1.000 BK NEDERLANDSE GEMEENTEN 17.11.2014 2'000 Aaa AA+ 100.621 0.183 100.804 0.238 4.6 0.81US89233P5N24 1.250 TOYOTA MOTOR CREDIT CORP 17.11.2014 2'000 Aa3 AA- 100.955 0.229 101.184 0.080 4.7 0.81US055451AJ72 1.125 BHP BILLITON FIN USA LTD 21.11.2014 2'000 A1 A+ 100.704 0.194 100.898 0.273 24.4 0.8220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0562105477 1.125 ASIAN DEVELOPMENT BANK 25.11.2014 1'000 Aaa AAA 100.747 0.181 100.928 0.232 -4.2 0.84XS0541928353 1.875 RABOBANK NEDERLAND 15.12.2014 1'000 Aa2 AA- 101.418 0.198 101.616 0.285 3.6 0.89US36962G5M22 2.150 GENERAL ELEC CAP CORP 09.01.2015 1'000 A1 AA+ 101.867 0.084 101.951 0.205 8.0 0.95XS0477137813 3.125 BK NEDERLANDSE GEMEENTEN 12.01.2015 2'000 Aaa AA+ 102.712 0.095 102.807 0.319 2.2 0.97US298785FB78 2.875 EUROPEAN INVESTMENT BANK 15.01.2015 1'000 Aaa AAA 102.504 0.064 102.568 0.308 -6.8 0.97US25244SAF83 3.250 DIAGEO FINANCE BV 15.01.2015 1'000 A3 A- 102.805 0.072 102.877 0.373 14.7 0.97US222213AC41 1.500 COUNCIL OF EUROPE 15.01.2015 1'000 Aaa AA+ 101.200 0.033 101.233 0.270 -1.3 0.97US465410BV92 3.125 ITALY GOV'T INT BOND 26.01.2015 100'000 NR NR 102.720 1.536 104.256 0.419 46.4 0.98XS0482911129 4.375 EXPORT-IMPORT BK INDIA 02.02.2015 100'000 Baa3 BBB- 102.433 2.078 104.511 1.965 185.2 0.98US045167BX04 2.625 ASIAN DEVELOPMENT BANK 09.02.2015 1'000 Aaa AAA 102.465 1.196 103.661 0.260 -4.0 1.02US00206RBB78 0.875 AT&T INC 13.02.2015 2'000 A3 A- 100.317 0.389 100.706 0.573 47.5 1.05US03938LAV62 4.250 ARCELORMITTAL 25.02.2015 2'000 Ba1 BB+ 103.000 1.747 104.747 1.462 109.3 1.05US172967FY29 2.650 CITIGROUP INC 02.03.2015 1'000 Baa2 A- 102.123 1.038 103.161 0.723 65.2 1.09US65535HAA77 5.000 NOMURA HOLDINGS INC 04.03.2015 2'000 Baa3 BBB+ 104.495 1.931 106.426 0.933 28.1 1.07US713448BX57 0.750 PEPSICO INC 05.03.2015 2'000 A1 A- 100.408 0.288 100.696 0.383 12.9 1.11XS0752956697 0.500 BK OF ENGLAND EURO NOTE 06.03.2015 1'000 Aa1 AAA 100.209 0.190 100.399 0.313 -2.5 1.11US05565QBH02 3.875 BP CAPITAL MARKETS PLC 10.03.2015 1'000 A2 A 103.886 1.432 105.318 0.425 14.3 1.10US191216AX81 0.750 COCA-COLA CO/THE 13.03.2015 2'000 Aa3 AA- 100.599 0.271 100.870 0.223 -3.6 1.13US717081DA89 5.350 PFIZER INC 15.03.2015 2'000 A1 AA 105.559 1.902 107.461 0.473 20.6 1.10XS0494896680 2.875 TOTAL CAPITAL SA 18.03.2015 2'000 Aa1 AA- 102.774 2.436 105.210 0.456 19.5 1.12US76720AAA43 1.125 RIO TINTO FIN USA PLC 20.03.2015 2'000 A3 A- 100.636 0.384 101.020 0.573 35.8 1.15XS0760314103 1.375 BK NEDERLANDSE GEMEENTEN 23.03.2015 2'000 Aaa AA+ 101.077 0.458 101.535 0.448 -1.0 1.15XS0349064328 4.000 COUNCIL OF EUROPE 15.04.2015 1'000 Aaa AA+ 104.311 3.089 107.400 0.469 1.6 1.19US29874QBU76 2.750 EUROPEAN BK RECON & DEV 20.04.2015 1'000 NR AAA 103.030 0.710 103.740 0.303 -3.1 1.22US45950KBF66 2.750 INTL FINANCE CORP 20.04.2015 1'000 Aaa 103.033 0.710 103.743 0.301 -4.2 1.22US500769FC35 0.625 KFW 24.04.2015 1'000 Aaa AAA 100.486 0.155 100.641 0.236 -3.4 1.25US66989HAC25 2.900 NOVARTIS CAPITAL CORP 24.04.2015 2'000 Aa3 AA- 103.254 0.717 103.971 0.296 1.6 1.23XS0778355478 1.000 KOMMUNEKREDIT 05.05.2015 1'000 Aaa AAA 100.840 0.717 101.557 0.343 2.0 1.27US377373AB16 0.750 GLAXOSMITHKLINE CAPITAL 08.05.2015 2'000 A1 A+ 100.547 0.156 100.703 0.325 3.8 1.28US459200HD61 0.750 IBM CORP 11.05.2015 100'000 Aa3 AA- 100.330 0.150 100.480 0.495 18.1 1.29US487836BG26 1.125 KELLOGG CO 15.05.2015 2'000 Baa1 /*- BBB+ 100.943 0.213 101.156 0.403 26.4 1.30US68323ABJ25 0.950 ONTARIO (PROVINCE OF) 26.05.2015 5'000 Aa2 AA- 100.819 0.150 100.969 0.338 0.1 1.33US30216BCD29 2.250 EXPORT DEVELOPMNT CANADA 28.05.2015 5'000 Aaa AAA 102.624 0.344 102.968 0.297 -4.8 1.33US1107098W54 2.850 BRITISH COLUMBIA PROV OF 15.06.2015 5'000 Aaa AAA 103.566 0.301 103.867 0.286 -3.2 1.37XS0791301418 1.625 DAIMLER AG 15.06.2015 2'000 A3 A- 101.537 0.984 102.521 0.515 27.2 1.37US6832348Y74 2.700 ONTARIO (PROVINCE OF) 16.06.2015 5'000 Aa2 AA- 103.258 0.278 103.536 0.360 -0.2 1.38US24422ERS09 0.950 JOHN DEERE CAPITAL CORP 29.06.2015 1'000 A2 A 100.795 0.063 100.858 0.393 7.3 1.42XS0521476118 5.000 BAHRAIN MUMTALAKAT HLDNG 30.06.2015 100'000 BBB 104.000 0.319 104.319 2.155 210.2 1.39XS0521024132 2.750 BK NEDERLANDSE GEMEENTEN 01.07.2015 2'000 Aaa AA+ 103.232 1.543 104.775 0.489 7.0 1.41US36962G5Z35 1.625 GENERAL ELEC CAP CORP 02.07.2015 1'000 A1 AA+ 101.696 0.095 101.791 0.443 16.0 1.43US676167BG31 1.125 OEKB OEST. KONTROLLBANK 06.07.2015 1'000 Aaa AA+ 101.129 0.053 101.182 0.345 0.5 1.44XS0526282453 2.500 AGENCE FRANCAISE DEVELOP 15.07.2015 2'000 NR AA 103.074 1.306 104.380 0.408 17.8 1.45US515110BB91 3.125 LANDWIRTSCH. RENTENBANK 15.07.2015 1'000 Aaa AAA 104.101 0.069 104.170 0.340 -2.5 1.45US563469TL96 2.625 MANITOBA (PROVINCE OF) 15.07.2015 1'000 Aa1 AA 103.082 0.058 103.140 0.528 -3.3 1.45US03523TBM99 0.800 ANHEUSER-BUSCH INBEV WOR 15.07.2015 1'000 A3 A 100.554 0.018 100.572 0.424 9.8 1.47US298785FX98 1.000 EUROPEAN INVESTMENT BANK 15.07.2015 1'000 Aaa AAA 101.012 0.022 101.034 0.313 -4.8 1.47US89233P6J03 0.875 TOYOTA MOTOR CREDIT CORP 17.07.2015 2'000 Aa3 AA- 100.976 0.015 100.991 0.216 7.8 1.48US55608RAB69 3.450 MACQUARIE BANK LTD 27.07.2015 2'000 A2 A 103.752 1.687 105.439 0.943 69.7 1.46US904764AN77 0.450 UNILEVER CAPITAL CORP 30.07.2015 100'000 A1 A+ 100.086 0.216 100.302 0.393 6.0 1.51XS0737416965 2.250 RABOBANK NEDERLAND 31.07.2015 1'000 Aa2 AA- 102.596 1.081 103.677 0.529 19.7 1.49XS0655886686 1.375 KFW 04.08.2015 1'000 Aaa AAA 101.602 0.645 102.247 0.324 -1.8 1.51US172967GB17 2.250 CITIGROUP INC 07.08.2015 1'000 Baa2 A- 102.146 1.038 103.184 0.843 61.4 1.50US713448CA46 0.700 PEPSICO INC 13.08.2015 2'000 A1 A- 100.348 0.311 100.659 0.475 11.1 1.54US4581X0BW78 0.500 INTER-AMERICAN DEVEL BK 17.08.2015 1'000 Aaa 100.296 0.217 100.513 0.310 -4.9 1.56xs0670227858 0.750 ASIAN DEVELOPMENT BANK 01.09.2015 1'000 Aaa AAA 100.608 0.296 100.904 0.369 31.3 1.5920.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS298785FG65 1.625 EUROPEAN INVESTMENT BANK 01.09.2015 1'000 Aaa AAA 102.047 0.641 102.688 0.345 -5.0 1.58US29874QBV59 1.625 EUROPEAN BK RECON & DEV 03.09.2015 1'000 NR AAA 102.090 0.632 102.722 0.323 -3.1 1.58XS0540029807 2.000 NEDER WATERSCHAPSBANK 09.09.2015 1'000 Aaa AA+ 102.389 0.744 103.133 0.522 4.2 1.60BE6242809836 0.875 BELGIUM KINGDOM 14.09.2015 1'000 NR 100.816 0.314 101.130 0.375 9.2 1.63US30216BDS88 0.500 EXPORT DEVELOPMNT CANADA 15.09.2015 5'000 Aaa AAA 100.314 0.178 100.492 0.308 -6.5 1.63USY4899GAQ65 3.125 KOREA HYDRO & NUCLEAR PO 16.09.2015 100'000 A1 A+ 103.205 1.102 104.307 1.155 80.5 1.59US822582AH53 3.250 SHELL INTERNATIONAL FIN 22.09.2015 1'000 Aa1 AA 104.753 1.092 105.845 0.381 6.5 1.61XS0543242431 1.875 JPN BANK FOR INT'L COOP 24.09.2015 100'000 Aa3 AA- 102.415 0.620 103.035 0.422 27.2 1.64US594918AG96 1.625 MICROSOFT CORP 25.09.2015 2'000 Aaa AAA 102.178 0.533 102.711 0.318 -4.0 1.65USN39427AP93 0.800 HEINEKEN NV 01.10.2015 2'000 Baa1 BBB+ 100.380 0.249 100.629 0.574 22.4 1.67US89152UAA07 3.125 TOTAL CAPITAL SA 02.10.2015 1'000 Aa1 AA- 104.508 0.964 105.472 0.447 10.9 1.64US05252FAB67 1.000 AUST & NZ BANKING GROUP 06.10.2015 250'000 Aaa 100.750 0.297 101.047 0.557 17.4 1.68US064159BA36 0.750 BANK OF NOVA SCOTIA 09.10.2015 2'000 Aa2 A+ 100.487 0.217 100.704 0.464 13.1 1.70US00254EKM39 1.750 SWEDISH EXPORT CREDIT 20.10.2015 2'000 Aa1 AA+ 102.265 0.452 102.717 0.443 1.9 1.71US298785FJ05 1.375 EUROPEAN INVESTMENT BANK 20.10.2015 1'000 Aaa AAA 101.948 0.355 102.303 0.253 -5.3 1.72US92343VBH69 0.700 VERIZON COMMUNICATIONS 02.11.2015 2'000 Baa1 BBB+ 99.871 0.158 100.029 0.773 42.5 1.76US14912L5H04 0.700 CATERPILLAR FINANCIAL SE 06.11.2015 1'000 A2 A 100.275 0.150 100.425 0.545 -2.3 1.77US05565QCA40 0.700 BP CAPITAL MARKETS PLC 06.11.2015 1'000 A2 A 100.488 0.150 100.638 0.425 3.0 1.77US191216AP57 1.500 COCA-COLA CO/THE 15.11.2015 2'000 Aa3 AA- 102.215 0.283 102.498 0.273 -0.6 1.79US459058DG57 0.375 INTL BK RECON & DEVELOP 16.11.2015 1'000 Aaa AAA 100.006 0.070 100.076 0.372 -7.0 1.80US023135AK22 0.650 AMAZON.COM INC 27.11.2015 2'000 Baa1 AA- 100.086 0.101 100.187 0.603 24.1 1.83XS0860583672 1.750 IPIC GMTN LTD 30.11.2015 200'000 Aa3 AA 101.500 0.258 101.758 0.931 60.2 1.82US007924AH66 4.625 AEGON NV 01.12.2015 1'000 A3 A- 106.598 0.668 107.266 1.025 65.6 1.78US00206RBL50 0.800 AT&T INC 01.12.2015 2'000 A3 A- 100.049 0.116 100.165 0.773 33.7 1.84US78011DAD66 0.625 ROYAL BANK OF CANADA 04.12.2015 1'000 Aaa NR 100.117 0.085 100.202 0.562 12.2 1.85XS0849423917 0.375 KINGDOM OF SWEDEN 22.12.2015 100'000 Aaa AAA 100.003 0.032 100.035 0.373 -8.3 1.90XS0576210289 2.500 BK NEDERLANDSE GEMEENTEN 11.01.2016 2'000 Aaa AA+ 103.719 0.083 103.802 0.595 16.6 1.92USF8176MAB21 2.650 SCHLUMBERGER SA 15.01.2016 2'000 A1 AA- 103.773 0.059 103.832 0.725 28.0 1.93XS0504937250 3.125 LANDWIRTSCH. RENTENBANK 15.01.2016 1'000 Aaa AAA 105.148 0.069 105.217 0.506 6.4 1.93US035242AD82 0.800 ANHEUSER-BUSCH INBEV FIN 15.01.2016 1'000 A3 A 100.327 0.018 100.345 0.633 19.3 1.96US89153VAD10 0.750 TOTAL CAPITAL INTL SA 25.01.2016 2'000 Aa1 AA- 100.346 0.371 100.717 0.576 9.0 1.98USU98953AC34 1.150 ZOETIS INC 01.02.2016 2'000 Baa2 BBB- 100.750 0.549 101.299 0.775 1.99US00206RBR21 0.900 AT&T INC 12.02.2016 2'000 A3 A- 99.286 0.403 99.689 1.253 73.8 2.02US222213AB67 2.625 COUNCIL OF EUROPE 16.02.2016 1'000 Aaa AA+ 104.206 1.145 105.351 0.572 4.0 2.00US92857WBA71 0.900 VODAFONE GROUP PLC 19.02.2016 1'000 A3 A- 99.809 0.385 100.194 0.993 46.2 2.04US713448CE67 0.700 PEPSICO INC 26.02.2016 2'000 A1 A- 100.014 0.286 100.300 0.693 31.8 2.07US78008SD865 0.850 ROYAL BANK OF CANADA 08.03.2016 1'000 Aa3 AA- 100.218 0.319 100.537 0.746 25.7 2.10US65562QAQ82 2.250 NORDIC INVESTMENT BANK 15.03.2016 200'000 Aaa AAA 103.738 0.800 104.538 0.495 -2.4 2.09US459058BB88 2.125 INTL BK RECON & DEVELOP 15.03.2016 1'000 Aaa AAA 103.520 0.756 104.276 0.473 -3.4 2.09US045167BZ51 2.500 ASIAN DEVELOPMENT BANK 15.03.2016 1'000 Aaa AAA 104.120 0.889 105.009 0.564 -0.5 2.08US29874QBW33 2.500 EUROPEAN BK RECON & DEV 15.03.2016 1'000 NR 104.213 0.889 105.102 0.522 -0.2 2.08US2027A1FR33 3.250 COMMONWEALTH BANK AUST 17.03.2016 2'000 Aa2 AA- 105.293 1.138 106.431 0.763 30.2 2.07US377372AG20 0.700 GLAXOSMITHKLINE CAP INC 18.03.2016 2'000 A1 A+ 100.121 0.243 100.364 0.643 13.5 2.13XS0761871853 1.375 COUNCIL OF EUROPE 22.03.2016 1'000 Aaa AA+ 101.752 1.150 102.902 0.558 9.2 2.11XS0908533929 0.750 UBS AG LONDON 24.03.2016 200'000 Aaa 99.897 0.248 100.145 0.798 19.1 2.14USF0819HE376 4.375 BANQUE PSA FINANCE 04.04.2016 2'000 Ba1 BB+ 103.817 1.325 105.142 2.575 222.8 2.07US45950KBN90 2.250 INTL FINANCE CORP 11.04.2016 1'000 Aaa AAA 103.778 0.638 104.416 0.533 -2.5 2.16US500769FP48 0.500 KFW 19.04.2016 1'000 Aaa AAA 99.904 0.131 100.035 0.543 -1.2 2.22XS0921252465 0.375 KINGDOM OF DENMARK 25.04.2016 100'000 Aaa AAA 99.629 0.092 99.721 0.541 -3.2 2.24US25243YAS81 0.625 DIAGEO CAPITAL PLC 29.04.2016 1'000 A3 A- 99.594 0.146 99.740 0.806 25.5 2.24US037833AH30 0.450 APPLE INC 03.05.2016 2'000 Aa1 AA+ 99.807 0.100 99.907 0.535 -3.0 2.26US68323AAQ76 2.300 ONTARIO (PROVINCE OF) 10.05.2016 5'000 Aa2 AA- 103.684 0.466 104.150 0.681 10.0 2.23US298785FN17 2.500 EUROPEAN INVESTMENT BANK 16.05.2016 1'000 Aaa AAA 104.375 0.465 104.840 0.593 1.0 2.25US45950VCJ35 0.500 INTL FINANCE CORP 16.05.2016 1'000 Aaa AAA 99.815 0.093 99.908 0.581 -2.0 2.29US58933YAD76 0.700 MERCK & CO INC 18.05.2016 2'000 A2 AA 100.126 0.126 100.252 0.645 7.9 2.29US28264QV275 2.375 EKSPORTFINANS ASA 25.05.2016 2'000 Ba3 BB+ 100.278 0.383 100.661 2.252 225.9 2.2620.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0938722070 1.700 GLENCORE FUNDING LLC 27.05.2016 2'000 Baa2 BBB 100.631 0.264 100.895 1.425 86.7 2.29US500769EM26 2.000 KFW 01.06.2016 1'000 Aaa AAA 103.333 0.289 103.622 0.573 -0.6 2.30US071813BH16 0.950 BAXTER INTERNATIONAL INC 01.06.2016 2'000 A3 A 100.360 0.137 100.497 0.795 18.8 2.32US428236BL60 2.650 HEWLETT-PACKARD CO 01.06.2016 2'000 Baa1 BBB+ 103.652 0.383 104.035 1.075 50.3 2.28XS0631957403 3.575 HSBC MIDDLE EAST SUKUK BOND 02.06.2016 200'000 A2 104.375 0.506 104.881 1.675 100.4 2.26US676167BE82 2.000 OEKB OEST. KONTROLLBANK 03.06.2016 1'000 Aaa AA+ 103.288 0.278 103.566 0.595 1.7 2.31XS0638878461 1.750 REPUBLIC OF AUSTRIA 17.06.2016 1'000 Aaa AA+ 102.793 1.050 103.843 0.574 -7.8 2.34US045167CG61 0.500 ASIAN DEVELOPMENT BANK 20.06.2016 1'000 Aaa AAA 99.745 0.046 99.791 0.607 -3.5 2.39XS0800582339 0.750 KFW 05.07.2016 1'000 Aaa AAA 100.223 0.413 100.636 0.658 0.4 2.41US36962G6Z26 1.500 GENERAL ELEC CAP CORP 12.07.2016 1'000 A1 AA+ 101.692 0.046 101.738 0.807 25.0 2.42US89114QAB41 2.500 TORONTO-DOMINION BANK 14.07.2016 2'000 Aa1 AA- 104.099 0.063 104.162 0.823 23.1 2.41US064159CQ78 1.375 BANK OF NOVA SCOTIA 15.07.2016 2'000 Aa2 A+ 101.239 0.031 101.270 0.868 21.9 2.43US298785FQ48 2.125 EUROPEAN INVESTMENT BANK 15.07.2016 1'000 Aaa AAA 103.511 0.047 103.558 0.693 2.3 2.42US515110BE31 2.125 LANDWIRTSCH. RENTENBANK 15.07.2016 1'000 Aaa AAA 103.570 0.047 103.617 0.670 2.3 2.42US78008TLB88 2.300 ROYAL BANK OF CANADA 20.07.2016 1'000 Aa3 AA- 103.548 0.019 103.567 0.858 17.9 2.43US94974BFL99 1.250 WELLS FARGO & COMPANY 20.07.2016 1'000 A2 A+ 100.946 0.010 100.956 0.865 22.1 2.45US459200GX35 1.950 IBM CORP 22.07.2016 100'000 Aa3 AA- 102.898 0.005 102.903 0.776 4.2 2.44US78011DAE40 1.125 RBC (CANADIAN COVERED BD) 22.07.2016 1'000 Aaa NR 100.769 0.003 100.772 0.813 17.9 2.46US172967GW53 1.700 CITIGROUP INC 25.07.2016 1'000 Baa2 A- 101.396 0.841 102.237 1.133 44.5 2.43XS0956066442 0.875 KOMMUNEKREDIT 29.07.2016 1'000 Aaa AAA 100.259 0.420 100.679 0.770 4.2 2.47US0258M0DG11 1.300 AMERICAN EXPRESS CREDIT 29.07.2016 2'000 A2 A- 101.310 0.628 101.938 0.773 29.4 2.46US89153VAF67 1.000 TOTAL CAPITAL INTL SA 12.08.2016 2'000 Aa1 AA- 100.694 0.447 101.141 0.725 4.4 2.51US78010UBY29 1.450 ROYAL BANK OF CANADA 09.09.2016 1'000 Aa3 AA- 101.437 0.532 101.969 0.895 19.8 2.56US4581X0AM06 5.125 INTER-AMERICAN DEVEL BK 13.09.2016 1'000 Aaa AAA 111.661 1.851 113.512 0.660 -1.8 2.46US298785DY99 5.125 EUROPEAN INVESTMENT BANK 13.09.2016 1'000 Aaa AAA 111.456 1.851 113.307 0.733 2.6 2.46XS0674841696 2.250 MITSUBISHI CORP 14.09.2016 200'000 A1 A+ 102.523 0.806 103.329 1.275 58.5 2.54US459058BS14 1.000 INTL BK RECON & DEVELOP 15.09.2016 1'000 Aaa AAA 100.838 0.356 101.194 0.680 -3.4 2.60USU2339CAR98 2.625 DAIMLER FINANCE NA LLC 15.09.2016 150'000 A3 A- 104.077 0.933 105.010 1.057 48.9 2.54US92343VBN38 2.500 VERIZON COMMUNICATIONS 15.09.2016 2'000 Baa1 BBB+ 103.651 0.868 104.519 1.095 38.3 2.54US02666RAT86 2.600 AMERICAN HONDA FINANCE 20.09.2016 200'000 A1 A+ 103.996 0.888 104.884 1.071 23.3 2.55US222213AD24 1.250 COUNCIL OF EUROPE 22.09.2016 1'000 Aaa AA+ 101.241 0.420 101.661 0.778 4.6 2.61XS0686513101 1.625 DEVELOPMENT BK OF JAPAN 05.10.2016 200'000 Aa3 AA- 102.476 0.488 102.964 0.698 10.6 2.63US500769ES95 1.250 KFW 05.10.2016 1'000 Aaa AAA 101.405 0.375 101.780 0.723 -2.0 2.64US24422ESD21 1.050 JOHN DEERE CAPITAL CORP 11.10.2016 1'000 A2 A 100.548 0.298 100.846 0.845 9.7 2.67xs0804777679 1.875 VW CREDIT INC 13.10.2016 2'000 A3 A- 102.205 0.521 102.726 1.048 29.7 2.64US89114QAE89 2.375 TORONTO-DOMINION BANK 19.10.2016 2'000 Aa1 AA- 103.917 0.620 104.537 0.923 10.8 2.64US05565QBT40 2.248 BP CAPITAL MARKETS PLC 01.11.2016 1'000 A2 A 103.854 0.512 104.366 0.838 16.0 2.68US191216BD19 0.750 COCA-COLA CO/THE 01.11.2016 2'000 Aa3 AA- 100.170 0.171 100.341 0.688 -1.4 2.73US742718ED76 0.750 PROCTER & GAMBLE CO/THE 04.11.2016 2'000 Aa3 AA- 100.068 0.165 100.233 0.725 -6.4 2.74US4581X0CB23 0.875 INTER-AMERICAN DEVEL BK 15.11.2016 1'000 NR AAA 100.264 0.165 100.429 0.780 -2.6 2.77US822582AZ51 0.900 SHELL INTERNATIONAL FIN 15.11.2016 1'000 Aa1 AA 100.235 0.170 100.405 0.815 2.5 2.77XS0856562797 1.250 GENERAL ELEC CAP CORP 21.11.2016 2'000 A1 AA+ 99.899 0.215 100.114 1.286 39.9 2.76US961214CD32 1.050 WESTPAC BANKING CORP 25.11.2016 2'000 Aa2 AA- 99.769 0.169 99.938 1.133 27.5 2.78XS0641398788 2.000 NESTLE HOLDINGS INC 28.11.2016 2'000 Aa2 103.548 0.306 103.854 0.736 12.5 2.77US478160BF06 0.700 JOHNSON & JOHNSON 28.11.2016 2'000 Aaa AAA 99.929 0.093 100.022 0.725 -7.9 2.81US855244AE98 0.875 STARBUCKS CORP 05.12.2016 2'000 Baa1 A- 99.940 0.117 100.057 0.896 21.7 2.82US298785GE09 1.125 EUROPEAN INVESTMENT BANK 15.12.2016 1'000 Aaa AAA 100.793 0.119 100.912 0.847 0.7 2.84US500769FZ20 0.625 KFW 15.12.2016 1'000 Aaa AAA 99.437 0.066 99.503 0.822 -1.9 2.86US36962G5N05 2.900 GENERAL ELEC CAP CORP 09.01.2017 1'000 A1 AA+ 105.027 0.113 105.140 1.168 85.7 2.84US89153VAJ89 1.000 TOTAL CAPITAL INTL SA 10.01.2017 2'000 Aa1 AA- 100.146 0.022 100.168 0.950 9.2 2.91US21686CAD20 3.375 RABOBANK NEDERLAND 19.01.2017 1'000 Aa2 AA- 106.425 0.038 106.463 1.181 39.1 2.85XS0745301258 1.625 KOMMUNINVEST I SVERIGE 13.02.2017 1'000 Aaa AAA 101.919 1.535 103.454 0.984 5.0 2.93US427028AA35 0.875 CANADA GOVERNMENT 14.02.2017 5'000 Aaa AAA 100.110 0.386 100.496 0.838 -7.9 3.00US29874QCE26 1.000 EUROPEAN BK RECON & DEV 16.02.2017 1'000 NR 100.342 0.436 100.778 0.887 -2.8 3.00US89153VAA70 1.500 TOTAL CAPITAL INTL SA 17.02.2017 2'000 Aa1 AA- 101.310 0.650 101.960 1.065 16.4 2.9720.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS222213AE07 1.500 COUNCIL OF EUROPE 22.02.2017 1'000 Aaa AA+ 101.487 0.629 102.116 1.008 9.5 2.99US884903BN49 1.300 THOMSON REUTERS CORP 23.02.2017 2'000 Baa2 BBB+ 100.722 0.224 100.946 1.061 58.7 3.00XS0749484217 1.000 NETHERLANDS GOVERNMENT 24.02.2017 1'000 100.308 0.414 100.722 0.899 0.5 3.02US65562QAS49 1.000 NORDIC INVESTMENT BANK 07.03.2017 200'000 Aaa AAA 100.424 0.378 100.802 0.862 -3.8 3.06US298785FU59 1.750 EUROPEAN INVESTMENT BANK 15.03.2017 1'000 Aaa AAA 102.446 0.622 103.068 0.958 6.0 3.04US045167CC57 1.125 ASIAN DEVELOPMENT BANK 15.03.2017 1'000 Aaa AAA 100.654 0.400 101.054 0.913 -0.3 3.07US00828EAP43 1.125 AFRICAN DEVELOPMENT BANK 15.03.2017 1'000 Aaa AAA 100.510 0.400 100.910 0.960 3.6 3.07US76720AAB26 2.000 RIO TINTO FIN USA PLC 22.03.2017 2'000 A3 A- 101.834 0.672 102.506 1.390 55.8 2.96XS0765656276 2.250 UBS AG (SWISS COVERED BOND) 30.03.2017 200'000 Aaa 103.301 0.706 104.007 1.191 20.0 3.06US563469TU95 1.300 MANITOBA (PROVINCE OF) 03.04.2017 1'000 Aa1 AA 100.889 0.397 101.286 1.016 6.9 3.11XS0764883806 2.665 SAUDI ELECTRICITY GLOBAL 03.04.2017 200'000 A1 AA- 103.260 0.814 104.074 1.613 81.0 3.04DE000A1HHZ73 1.375 BMW US CAPITAL LLC 05.04.2017 2'000 A2 A+ 99.657 1.100 100.757 1.485 52.5 3.07US459058CG66 0.875 INTL BK RECON & DEVELOP 17.04.2017 1'000 Aaa AAA 99.893 0.234 100.127 0.909 -2.3 3.17US45950KBS87 1.000 INTL FINANCE CORP 24.04.2017 1'000 Aaa AAA 100.057 0.247 100.304 0.982 -2.0 3.19XS0775564197 1.625 L-BANK BW FOERDERBANK 25.04.2017 1'000 Aaa AAA 101.557 1.210 102.767 1.135 16.1 3.13US11070TAA60 1.200 BRITISH COLUMBIA PROV OF 25.04.2017 5'000 Aaa AAA 100.748 0.293 101.041 0.966 3.8 3.18US3135G0JA28 1.125 FANNIE MAE 27.04.2017 2'000 Aaa AA+ 100.445 0.263 100.708 0.986 -0.1 3.19US60871RAB69 2.000 MOLSON COORS BREWING CO 01.05.2017 2'000 Baa2 BBB- 100.035 0.456 100.491 1.989 101.4 3.14XS0778360122 1.125 REPUBLIC OF FINLAND 02.05.2017 200'000 Aaa AAA 100.470 0.253 100.723 0.979 -4.2 3.20US05565QBY35 1.846 BP CAPITAL MARKETS PLC 05.05.2017 1'000 A2 A 101.951 0.400 102.351 1.238 27.0 3.17US377373AC98 1.500 GLAXOSMITHKLINE CAPITAL 08.05.2017 2'000 A1 A+ 100.836 0.313 101.149 1.240 24.3 3.20US25243YAR09 1.500 DIAGEO CAPITAL PLC 11.05.2017 1'000 A3 A- 100.036 0.300 100.336 1.489 50.5 3.20US487836BH09 1.750 KELLOGG CO 17.05.2017 2'000 Baa1 /*- BBB+ 101.000 0.321 101.321 1.440 45.6 3.20US00254ELM20 1.750 SWEDISH EXPORT CREDIT 30.05.2017 2'000 Aa1 AA+ 102.022 0.258 102.280 1.134 10.2 3.25US00206RBF82 1.700 AT&T INC 01.06.2017 2'000 A3 A- 99.298 0.246 99.544 1.917 92.0 3.24USG08820BU89 2.125 BAT INTL FINANCE PLC 07.06.2017 2'000 A3 A- 102.413 0.272 102.685 1.390 39.0 3.24XS0791136202 1.375 KOMMUNALBANKEN AS 08.06.2017 100'000 Aaa AAA 100.807 0.172 100.979 1.131 8.7 3.29US345397WD17 3.000 FORD MOTOR CREDIT CO LLC 12.06.2017 200'000 Baa3 BBB- 103.201 0.342 103.543 2.017 65.6 3.21US4488148U08 1.375 HYDRO-QUEBEC 19.06.2017 1'000 Aa2 A+ 100.295 0.130 100.425 1.286 14.5 3.31US222213AF71 1.500 COUNCIL OF EUROPE 19.06.2017 1'000 Aaa AA+ 101.170 0.142 101.312 1.149 10.8 3.31XS0795390318 1.375 NESTLE HOLDINGS INC 21.06.2017 2'000 Aa2 100.484 0.810 101.294 1.229 23.9 3.29XS0795491421 1.000 PROVINCE OF ALBERTA 21.06.2017 150'000 Aaa AAA 99.956 0.089 100.045 1.013 -0.1 3.34US03523TBN72 1.375 ANHEUSER-BUSCH INBEV WOR 15.07.2017 1'000 A3 A 100.310 0.031 100.341 1.284 27.8 3.39US278642AG81 1.350 EBAY INC 15.07.2017 2'000 A2 A 98.590 0.030 98.620 1.770 67.2 3.38US654624AE53 1.400 NIPPON TELEGR & TELEPH 18.07.2017 2'000 Aa2 AA 99.191 0.019 99.210 1.640 56.9 3.39US459058DC44 1.125 INTL BK RECON & DEVELOP 18.07.2017 1'000 Aaa AAA 100.193 0.016 100.209 1.068 -3.2 3.41XS0528837841 2.750 KFW 27.07.2017 1'000 Aaa AAA 105.839 1.344 107.183 1.047 -3.0 3.32US110122AS73 0.875 BRISTOL-MYERS SQUIBB CO 01.08.2017 2'000 A2 A+ 98.372 0.418 98.790 1.350 26.5 3.44US904764AP26 0.850 UNILEVER CAPITAL CORP 02.08.2017 100'000 A1 A+ 97.980 0.404 98.384 1.440 35.0 3.44US961214BV49 2.000 WESTPAC BANKING CORP 14.08.2017 2'000 Aa2 AA- 101.688 0.883 102.571 1.511 45.1 3.40DE000A1G0WB9 1.050 SIEMENS EX WARRANT 16.08.2017 250'000 Aa3 A+ 99.250 0.458 99.708 1.266 57.7 3.47XS0533969415 2.250 ASIAN DEVELOPMENT BANK 18.08.2017 1'000 Aaa AAA 104.206 0.969 105.175 1.043 -0.4 3.41US822582AR36 1.125 SHELL INTERNATIONAL FIN 21.08.2017 1'000 Aa1 AA 99.269 0.475 99.744 1.335 26.0 3.48US76720AAE64 1.625 RIO TINTO FIN USA PLC 21.08.2017 2'000 A3 A- 100.629 0.686 101.315 1.440 45.1 3.39US29874QCF90 0.750 EUROPEAN BK RECON & DEV 01.09.2017 1'000 NR AAA 98.789 0.296 99.085 1.093 -3.3 3.53US500769FG49 0.875 KFW 05.09.2017 1'000 Aaa AAA 99.034 0.335 99.369 1.148 -0.9 3.54US515110BG88 0.875 LANDWIRTSCH. RENTENBANK 12.09.2017 1'000 Aaa AAA 99.046 0.318 99.364 1.144 -1.1 3.55US298785FY71 1.125 EUROPEAN INVESTMENT BANK 15.09.2017 1'000 Aaa AAA 99.663 0.400 100.063 1.220 6.4 3.55US78011DAC83 1.200 RBC (CANADIAN COVERED BD) 19.09.2017 1'000 Aaa NR 99.300 0.413 99.713 1.397 15.4 3.55XS0834635897 1.375 BK NEDERLANDSE GEMEENTEN 27.09.2017 2'000 Aaa AA+ 100.161 0.443 100.604 1.330 16.1 3.56US911312AP10 1.125 UNITED PARCEL SERVICE 01.10.2017 2'000 Aa3 A+ 99.587 0.350 99.937 1.240 6.6 3.59USN39427AN46 1.400 HEINEKEN NV 01.10.2017 2'000 Baa1 BBB+ 99.718 0.436 100.154 1.479 52.8 3.57US89233P6S02 1.250 TOYOTA MOTOR CREDIT CORP 05.10.2017 2'000 Aa3 AA- 99.292 0.375 99.667 1.447 20.9 3.59USF42768GN96 1.625 GDF SUEZ 10.10.2017 2'000 A1 A 100.162 0.465 100.627 1.580 39.2 3.57US68389XAN57 1.200 ORACLE CORP 15.10.2017 2'000 A1 A+ 99.250 0.327 99.577 1.407 36.5 3.6220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0843912808 2.688 QIIB SUKUK FUNDING LTD 18.10.2017 200'000 A3 100.500 0.709 101.209 2.546 140.5 3.51XS0847832267 1.000 KOMMUNINVEST I SVERIGE 24.10.2017 100'000 Aaa AAA 99.050 0.247 99.297 1.260 5.8 3.66USC98874AN76 2.700 XSTRATA FINANCE CANADA 25.10.2017 2'000 Baa2 BBB 101.828 0.660 102.488 2.190 103.8 3.54US92343VBF04 1.100 VERIZON COMMUNICATIONS 01.11.2017 2'000 Baa1 BBB+ 95.803 0.251 96.054 2.267 106.2 3.65US05565QCC06 1.375 BP CAPITAL MARKETS PLC 06.11.2017 1'000 A2 A 99.505 0.294 99.799 1.510 28.9 3.66USG4690AAA54 2.000 HUTCH WHAMPOA INT 12 II 08.11.2017 200'000 A3 A- 99.617 0.417 100.034 2.105 89.1 3.62US369550AV06 1.000 GENERAL DYNAMICS CORP 15.11.2017 2'000 A2 A 97.573 0.189 97.762 1.660 43.1 3.71US45950KBJ88 2.125 INTL FINANCE CORP 17.11.2017 1'000 Aaa AAA 103.593 0.390 103.983 1.160 -1.0 3.65US36962G6K56 1.600 GENERAL ELEC CAP CORP 20.11.2017 1'000 A1 AA+ 100.482 0.280 100.762 1.470 28.1 3.69US023135AH92 1.200 AMAZON.COM INC 29.11.2017 2'000 Baa1 AA- 98.845 0.180 99.025 1.510 26.1 3.74XS0558939269 2.000 EUROPEAN INVESTMENT BANK 15.12.2017 1'000 Aaa 102.771 0.211 102.982 1.268 7.6 3.74US22160KAE55 1.125 COSTCO WHOLESALE CORP 15.12.2017 1'000 A1 A+ 96.665 0.119 96.784 2.020 75.0 3.78US30216BDT61 0.750 EXPORT DEVELOPMNT CANADA 15.12.2017 5'000 Aaa AAA 98.609 0.079 98.688 1.116 -0.5 3.82US458140AL48 1.350 INTEL CORP 15.12.2017 2'000 A1 A+ 99.661 0.143 99.804 1.440 19.2 3.77US961214BZ52 1.600 WESTPAC BANKING CORP 12.01.2018 2'000 Aa2 AA- 99.729 0.049 99.778 1.671 42.6 3.83XS0843329250 1.250 NESTLE HOLDINGS INC 16.01.2018 2'000 Aa2 98.943 0.024 98.967 1.526 22.2 3.85US78008SVD51 1.500 ROYAL BANK OF CANADA 16.01.2018 1'000 Aa3 AA- 99.686 0.029 99.715 1.582 26.4 3.85US94974BFG05 1.500 WELLS FARGO & COMPANY 16.01.2018 1'000 A2 A+ 98.677 0.029 98.706 1.846 23.0 3.84US65562QAT22 0.750 NORDIC INVESTMENT BANK 17.01.2018 200'000 Aaa AAA 97.515 0.013 97.528 1.393 3.7 3.90US035242AC00 1.250 ANHEUSER-BUSCH INBEV FIN 17.01.2018 1'000 A3 A 98.742 0.021 98.763 1.577 26.9 3.87US865622AY04 1.500 SUMITOMO MITSUI BANKING 18.01.2018 250'000 Aa3 A+ 98.634 0.021 98.655 1.857 58.4 3.85XS0880955884 1.375 CAISSE D'AMORT DETTE SOC 29.01.2018 100'000 Aa1 NR 99.018 0.665 99.683 1.629 31.8 3.86US58933YAC93 1.100 MERCK & CO INC 31.01.2018 2'000 A2 AA 98.341 0.529 98.870 1.527 22.8 3.89USU98953AD17 1.875 ZOETIS INC 01.02.2018 2'000 Baa2 BBB- 99.722 0.896 100.618 1.947 3.82US683234C556 1.200 ONTARIO (PROVINCE OF) 14.02.2018 5'000 Aa2 AA- 98.602 0.530 99.132 1.557 21.8 3.92XS0854469599 2.125 QNB FINANCE LTD 14.02.2018 200'000 Aa3 A+ 98.750 0.939 99.689 2.450 111.8 3.83US92857WBE93 1.500 VODAFONE GROUP PLC 19.02.2018 1'000 A3 A- 98.582 0.642 99.224 1.863 78.4 3.90XS0895508314 1.000 KINGDOM OF SWEDEN 27.02.2018 100'000 Aaa AAA 98.125 0.406 98.531 1.474 7.8 3.98US78008SD865 0.850 ROYAL BANK OF CANADA 08.03.2016 1'000 Aa3 AA- 100.668 0.319 100.987 0.533 25.7 2.10US222213AG54 1.000 COUNCIL OF EUROPE 07.03.2018 1'000 Aaa AA+ 97.854 0.378 98.232 1.539 17.1 4.00DE000A1HGXL7 1.500 SIEMENS FINANCIERINGSMAT 12.03.2018 2'000 Aa3 A+ 99.784 1.296 101.080 1.554 21.1 3.93US24422ESB64 1.300 JOHN DEERE CAPITAL CORP 12.03.2018 1'000 A2 A 98.380 0.473 98.853 1.707 31.3 3.99US191216AY64 1.650 COCA-COLA CO/THE 14.03.2018 2'000 Aa3 AA- 100.290 0.591 100.881 1.577 21.5 3.97US500769CR31 4.375 KFW 15.03.2018 1'000 Aaa AAA 111.860 1.556 113.416 1.418 11.5 3.78US298785GA86 1.000 EUROPEAN INVESTMENT BANK 15.03.2018 100'000 Aaa AAA 98.094 0.356 98.450 1.476 10.6 4.03XS0906410187 1.375 BK NEDERLANDSE GEMEENTEN 19.03.2018 2'000 Aaa AA+ 98.833 0.474 99.307 1.667 30.3 4.00US74977EPZ06 1.700 RABOBANK NEDERLAND 19.03.2018 250'000 Aa2 AA- 99.544 0.586 100.130 1.814 47.1 3.97US191216BA79 1.150 COCA-COLA CO/THE 01.04.2018 2'000 Aa3 AA- 98.355 0.358 98.713 1.557 19.0 4.05US36962G6W94 1.625 GENERAL ELEC CAP CORP 02.04.2018 1'000 A1 AA+ 99.806 0.501 100.307 1.673 34.6 4.02US515110BJ28 1.000 LANDWIRTSCH. RENTENBANK 04.04.2018 1'000 Aaa AAA 97.779 0.303 98.082 1.548 11.1 4.08US801060AB05 1.250 SANOFI 10.04.2018 2'000 A1 AA 98.389 0.358 98.747 1.647 26.9 4.07US931142DF70 1.125 WAL-MART STORES INC 11.04.2018 2'000 Aa2 AA 98.360 0.319 98.679 1.528 37.2 4.08US064159BZ86 1.450 BANK OF NOVA SCOTIA 25.04.2018 2'000 Aa2 A+ 98.487 0.354 98.841 1.821 38.1 4.09US25243YAT64 1.125 DIAGEO CAPITAL PLC 29.04.2018 1'000 A3 A- 97.452 0.263 97.715 1.747 31.7 4.13US594918AS35 1.000 MICROSOFT CORP 01.05.2018 2'000 Aaa AAA 98.031 0.228 98.259 1.477 10.3 4.15US19416QEB23 0.900 COLGATE-PALMOLIVE CO 01.05.2018 1'000 Aa3 AA- 96.809 0.205 97.014 1.677 28.8 4.16US05565QCE61 1.375 BP CAPITAL MARKETS PLC 10.05.2018 1'000 A2 A 98.309 0.279 98.588 1.785 40.6 4.14US46625HJL50 1.625 JPMORGAN CHASE & CO 15.05.2018 2'000 A3 A 98.758 0.307 99.065 1.926 51.1 4.13US58933YAG08 1.300 MERCK & CO INC 18.05.2018 2'000 A2 AA 98.476 0.235 98.711 1.667 24.7 4.17XS0933541509 1.250 NRW.BANK 21.05.2018 1'000 Aa1 AA- 98.078 0.840 98.918 1.714 35.8 4.13US676167BH14 1.125 OEKB (GUAR. AUSTRIA) 29.05.2018 1'000 Aaa AA+ 98.108 0.169 98.277 1.577 9.2 4.22US563469TZ82 1.125 MANITOBA (PROVINCE OF) 01.06.2018 1'000 Aa1 AA 98.360 0.163 98.523 1.515 8.2 4.22US071813BJ71 1.850 BAXTER INTERNATIONAL INC 15.06.2018 2'000 A3 A 100.096 0.195 100.291 1.827 35.7 4.19US29874QCJ13 1.000 EUROPEAN BK RECON & DEV 15.06.2018 1'000 97.826 0.106 97.932 1.513 2.4 4.2720.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS298785GC43 1.000 EUROPEAN INVESTMENT BANK 15.06.2018 1'000 Aaa AAA 97.398 0.106 97.504 1.616 11.0 4.27BE6253986085 1.500 BELGIUM KINGDOM 22.06.2018 1'000 Aa3 AAu 98.841 0.929 99.770 1.775 35.4 4.19US68323AAU88 3.000 ONTARIO (PROVINCE OF) 16.07.2018 5'000 Aa2 AA- 105.565 0.058 105.623 1.705 20.0 4.20US38147MAA36 2.900 GOLDMAN SACHS GROUP INC 19.07.2018 2'000 Baa1 A- 102.647 0.032 102.679 2.276 80.5 4.20XS0878581890 1.375 NESTLE HOLDINGS INC 24.07.2018 2'000 Aa2 98.567 0.684 99.251 1.708 23.8 4.29US78008S7D27 2.200 ROYAL BANK OF CANADA 27.07.2018 1'000 Aa3 AA- 101.629 1.063 102.692 1.822 38.6 4.24US961214CC58 2.250 WESTPAC BANKING CORP 30.07.2018 2'000 Aa2 AA- 101.300 1.081 102.381 1.948 47.1 4.24US822582AW21 1.900 SHELL INTERNATIONAL FIN 10.08.2018 1'000 Aa1 AA 100.800 0.850 101.650 1.716 24.8 4.30US05574LPT97 2.700 BNP PARIBAS 20.08.2018 1'000 A2 A+ 102.177 1.148 103.325 2.197 57.6 4.24US4581X0BR83 1.750 INTER-AMERICAN DEVEL BK 24.08.2018 1'000 Aaa AAA 100.817 0.724 101.541 1.565 1.9 4.36US4581X0AZ19 4.250 INTER-AMERICAN DEVEL BK 10.09.2018 1'000 Aaa 111.944 1.570 113.514 1.566 5.7 4.19US45950KCA60 1.750 INTL FINANCE CORP 04.09.2018 1'000 Aaa AAA 100.821 0.676 101.497 1.565 0.9 4.39US92343VBP85 3.650 VERIZON COMMUNICATIONS 14.09.2018 2'000 Baa1 BBB+ 106.350 1.267 107.617 2.203 66.2 4.23US515110BF06 1.875 LANDWIRTSCH. RENTENBANK 17.09.2018 1'000 Aaa AAA 100.679 0.656 101.335 1.722 10.3 4.41US29874QCK85 1.000 EUROPEAN BK RECON & DEV 17.09.2018 1'000 97.653 0.350 98.003 1.525 0.3 4.50USU65478AK21 2.650 NISSAN MOTOR ACCEPTANCE 26.09.2018 2'000 A3 BBB+ 100.978 0.861 101.839 2.427 84.0 4.34US683235AA32 2.000 ONTARIO (PROVINCE OF) 27.09.2018 5'000 Aa2 AA- 100.946 0.644 101.590 1.788 19.6 4.42US055451AT54 2.050 BHP BILLITON FIN USA LTD 30.09.2018 2'000 A1 A+ 100.681 0.643 101.324 1.897 31.2 4.42US045167CB74 1.875 ASIAN DEVELOPMENT BANK 23.10.2018 1'000 Aaa AAA 101.151 0.469 101.620 1.622 2.9 4.51US89236TAY10 2.000 TOYOTA MOTOR CREDIT CORP 24.10.2018 2'000 Aa3 AA- 100.874 0.494 101.368 1.807 19.7 4.50US064159CU80 2.050 BANK OF NOVA SCOTIA 30.10.2018 2'000 Aa2 A+ 100.103 0.473 100.576 2.027 45.3 4.50US191216BF66 1.650 COCA-COLA CO/THE 01.11.2018 2'000 Aa3 AA- 99.465 0.376 99.841 1.767 14.3 4.55US85771PAR38 1.950 STATOIL ASA 08.11.2018 1'000 Aa2 AA- 100.346 0.406 100.752 1.874 27.1 4.54US29874QCL68 1.625 EUROPEAN BK RECON & DEV 15.11.2018 1'000 100.036 0.307 100.343 1.617 0.1 4.60US822582BA91 2.000 SHELL INTERNATIONAL FIN 15.11.2018 1'000 Aa1 AA 100.822 0.378 101.200 1.821 24.1 4.55US00206RCA86 2.375 AT&T INC 27.11.2018 2'000 A3 A- 100.674 0.369 101.043 2.227 58.8 4.54US855244AF63 2.000 STARBUCKS CORP 05.12.2018 2'000 Baa1 A- 100.300 0.267 100.567 1.935 61.0 4.61US594918AV63 1.625 MICROSOFT CORP 06.12.2018 2'000 Aaa AAA 98.877 0.212 99.089 1.867 19.2 4.65US24422ESF78 1.950 JOHN DEERE CAPITAL CORP 13.12.2018 1'000 A2 A 99.966 0.217 100.183 1.957 27.3 4.63US76720AAM80 2.250 RIO TINTO FIN USA PLC 14.12.2018 2'000 A3 A- 100.104 0.244 100.348 2.227 55.3 4.52USG5002FAA42 4.125 JAGUAR LAND ROVER AUTOMO 15.12.2018 200'000 Ba2 BB 102.625 0.413 103.038 3.536 206.3 4.39US298785GG56 1.625 EUROPEAN INVESTMENT BANK 18.12.2018 1'000 Aaa AAA 99.580 0.158 99.738 1.715 10.3 4.68US89153VAK52 2.125 TOTAL CAPITAL INTL SA 10.01.2019 2'000 Aa1 AA- 100.963 0.047 101.010 1.921 27.6 4.69US36962G7G36 2.300 GENERAL ELEC CAP CORP 14.01.2019 1'000 A1 AA+ 100.877 0.058 100.935 2.113 40.9 4.68US428236BY81 2.750 HEWLETT-PACKARD CO 14.01.2019 2'000 Baa1 BBB+ 100.755 0.069 100.824 2.587 86.8 4.62XS0938722401 2.500 GLENCORE FUNDING LLC 15.01.2019 2'000 Baa2 BBB 97.581 0.056 97.637 3.027 131.3 4.63US718172BF50 1.875 PHILIP MORRIS INTL INC 15.01.2019 2'000 A2 A 98.357 0.370 98.727 2.225 40.7 4.72US68389XAQ88 2.375 ORACLE CORP 15.01.2019 2'000 A1 A+ 100.552 0.053 100.605 2.257 55.9 4.67US06051GEX34 2.600 BANK OF AMERICA CORP 15.01.2019 2'000 Baa2 A- 100.759 0.058 100.817 2.437 79.0 4.64US609207AA31 2.250 MONDELEZ INTERNATIONAL 01.02.2019 2'000 Baa1 BBB- 99.832 0.044 99.876 2.286 58.8 4.67US110122AV03 1.750 BRISTOL-MYERS SQUIBB CO 01.03.2019 2'000 A2 A+ 98.566 0.403 98.969 2.047 31.5 4.82US904764AQ09 2.200 UNILEVER CAPITAL CORP 06.03.2019 100'000 A1 A+ 101.079 0.837 101.916 1.977 25.4 4.78US05565QBJ67 4.750 BP CAPITAL MARKETS PLC 10.03.2019 1'000 A2 A 113.004 1.755 114.759 2.065 91.9 4.53XS0969611978 2.250 NESTLE HOLDINGS INC 12.03.2019 2'000 Aa2 100.885 0.819 101.704 2.066 34.2 4.72US984121CG66 2.750 XEROX CORPORATION 15.03.2019 2'000 Baa2 BBB 99.919 0.359 100.278 2.767 99.7 4.72US045167CD31 1.750 ASIAN DEVELOPMENT BANK 21.03.2019 1'000 Aaa AAA 99.672 0.593 100.265 1.817 3.1 4.88XS0422754258 6.750 ABU DHABI GOVT INT'L 08.04.2019 100'000 Aa2 AA 121.750 1.969 123.719 2.295 61.5 4.44XS0423038875 6.550 STATE OF QATAR 09.04.2019 100'000 Aa2 AA 120.250 1.892 122.142 2.393 81.8 4.45US459200HE45 1.875 IBM CORP 15.05.2019 100'000 Aa3 AA- 97.843 0.354 98.197 2.309 47.1 5.00USM28368AA21 5.888 DOLPHIN ENERGY LTD 15.06.2019 100'000 A1 111.380 0.622 112.002 3.550 196.2 4.64US500769DJ06 4.875 KFW 17.06.2019 1'000 Aaa AAA 114.841 0.488 115.329 1.964 14.8 4.79US731011AR30 6.375 REPUBLIC OF POLAND 15.07.2019 1'000 A2 A- 118.500 0.142 118.642 2.717 100.2 4.71US882508AU85 1.650 TEXAS INSTRUMENTS INC 03.08.2019 2'000 A1 A+ 95.751 0.779 96.530 2.477 54.6 5.19XS0815939656 3.000 NATIONAL BK OF ABU DHABI 13.08.2019 200'000 Aa3 AA- 100.000 1.333 101.333 3.000 112.3 5.02XS0816374663 1.625 KFW 15.08.2019 1'000 Aaa AAA 97.912 0.713 98.625 2.025 7.0 5.2220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurDE000A1G0WD5 1.650 SIEMENS EX WARRANT 16.08.2019 250'000 Aa3 A+ 96.750 0.720 97.470 2.275 38.5 5.24XS0450933873 4.625 PSA INT. (TEMASEK HLD) 11.09.2019 100'000 Aa1 AA 110.616 1.696 112.312 2.587 76.9 4.92US4581X0BY35 1.125 INTER-AMERICAN DEVEL BK 12.09.2019 1'000 Aaa 95.316 0.409 95.725 2.008 4.6 5.39US4581X0BG29 3.875 INTER-AMERICAN DEVEL BK 17.09.2019 1'000 Aaa 109.770 1.356 111.126 2.035 12.5 5.04US822582AJ10 4.300 SHELL INTERNATIONAL FIN 22.09.2019 1'000 Aa1 AA 111.548 1.445 112.993 2.125 53.5 5.01US05565QCG10 2.241 BP CAPITAL MARKETS PLC 26.09.2018 1'000 A2 A 102.153 0.728 102.881 1.759 40.3 4.40US68323ABL70 1.650 ONTARIO (PROVINCE OF) 27.09.2019 5'000 Aa2 AA- 96.955 0.532 97.487 2.224 25.7 5.35XS0821238226 1.875 EUROPEAN INVESTMENT BANK 15.10.2019 1'000 Aaa AAA 98.873 0.510 99.383 2.085 13.2 5.37USU97146AJ03 2.900 WM WRIGLEY JR CO 21.10.2019 2'000 Baa2 BBB+ 100.638 0.741 101.379 2.777 85.4 5.14US515110BH61 1.375 LANDWIRTSCH. RENTENBANK 23.10.2019 1'000 Aaa AAA 96.131 0.344 96.475 2.093 7.3 5.47USL7877XAA74 6.250 QGOG CONSTELL. (CALLABLE) 09.11.2019 200'000 BB+ 95.800 1.285 97.085 7.145 496.7 4.70XS0854401873 1.750 SPAREBANK 1 BOLIGKREDITT 15.11.2019 200'000 Aaa 96.199 0.331 96.530 2.456 43.6 5.46XS0942464586 2.000 NESTLE HOLDINGS INC 11.12.2019 2'000 Aa2 99.136 0.233 99.369 2.158 15.8 5.48US22160KAF21 1.700 COSTCO WHOLESALE CORP 15.12.2019 1'000 A1 A+ 97.265 0.179 97.444 2.197 17.9 5.56US500769DP65 4.000 KFW 27.01.2020 1'000 Aaa AAA 109.992 1.956 111.948 2.215 19.1 5.28USF2893TAD84 4.600 ELECTRICITE DE FRANCE 27.01.2020 2'000 Aa3 A+ 109.757 2.249 112.006 2.824 81.3 5.18XS0891657172 2.150 NIPPON TELEGR & TELEPH 26.02.2020 200'000 Aa2 AA 97.329 0.878 98.207 2.627 54.3 5.61US29874QCH56 1.500 EUROPEAN BK RECON & DEV 16.03.2020 1'000 96.049 0.529 96.578 2.190 7.4 5.79XS0888089082 1.625 EUROPEAN INVESTMENT BANK 16.03.2020 1'000 Aaa AAA 96.180 0.573 96.753 2.295 16.3 5.77XS0498952679 5.500 KINGDOM OF BAHRAIN 31.03.2020 100'000 NR BBB 106.550 1.726 108.276 4.282 236.3 5.16US6832348K70 4.400 ONTARIO (PROVINCE OF) 14.04.2020 5'000 Aa2 AA- 110.621 1.210 111.831 2.544 47.3 5.43XS0917707258 2.000 CAISSE D'AMORT DETTE SOC 17.04.2020 100'000 Aa1 96.976 0.533 97.509 2.527 38.3 5.78US66989HAD08 4.400 NOVARTIS CAPITAL CORP 24.04.2020 2'000 Aa3 AA- 110.515 1.088 111.603 2.568 59.7 5.45XS0513723873 8.625 MOBILE TELESYS (MTS INT) 22.06.2020 100'000 Ba2 BB+ 119.800 0.743 120.543 4.979 313.6 5.04US89152UAD46 4.450 TOTAL CAPITAL SA 24.06.2020 1'000 Aa1 AA- 110.350 0.358 110.708 2.684 52.0 5.61US4581X0CA40 1.375 INTER-AMERICAN DEVEL BK 15.07.2020 1'000 Aaa AAA 94.676 0.031 94.707 2.263 3.4 6.14US748148RU93 3.500 PROVINCE OF QUEBEC 29.07.2020 1'000 Aa2 A+ 105.333 1.692 107.025 2.605 42.9 5.74US298785FH49 2.875 EUROPEAN INVESTMENT BANK 15.09.2020 1'000 Aaa AAA 102.474 1.022 103.496 2.469 19.8 5.97US92343VBQ68 4.500 VERIZON COMMUNICATIONS 15.09.2020 2'000 Baa1 BBB+ 107.927 1.563 109.490 3.167 99.2 5.68US084664BZ33 2.900 BERKSHIRE HATHAWAY FIN 15.10.2020 2'000 Aa2 AA 101.671 0.789 102.460 2.627 23.3 6.04USU97146AF80 3.375 WM WRIGLEY JR CO 21.10.2020 2'000 Baa2 BBB+ 100.759 0.863 101.622 3.247 99.6 5.86FR0010956565 3.000 CAISSE D'AMORT DETTE SOC 26.10.2020 1'000 Aa1 NR 102.141 0.725 102.866 2.649 44.7 6.02US459058DH31 2.125 INTL BK RECON & DEVELOP 01.11.2020 1'000 Aaa AAA 98.768 0.484 99.252 2.322 4.2 6.24US191216BG40 2.450 COCA-COLA CO/THE 01.11.2020 2'000 Aa3 AA- 98.906 0.558 99.464 2.627 36.6 6.16US191216AR14 3.150 COCA-COLA CO/THE 15.11.2020 2'000 Aa3 AA- 103.423 0.595 104.018 2.598 38.8 6.08US21685WBT36 4.500 RABOBANK NEDERLAND 11.01.2021 1'000 Aa2 AA- 108.699 0.150 108.849 3.102 90.8 6.00US298785FM34 4.000 EUROPEAN INVESTMENT BANK 16.02.2021 1'000 Aaa AAA 109.212 1.744 110.956 2.566 28.7 6.09XS0592582653 4.375 BK NEDERLANDSE GEMEENTEN 16.02.2021 2'000 Aaa AA+ 110.204 1.908 112.112 2.774 43.7 6.02US92343VAX29 4.600 VERIZON COMMUNICATIONS 01.04.2021 2'000 Baa1 BBB+ 106.467 1.431 107.898 3.571 126.6 6.05US428236BM44 4.300 HEWLETT-PACKARD CO 01.06.2021 2'000 Baa1 BBB+ 103.690 0.621 104.311 3.721 134.7 6.25US35177PAW77 4.125 ORANGE SA 14.09.2021 2'000 Baa1 BBB+ 102.660 1.478 104.138 3.721 126.9 6.43US539830AY52 3.350 LOCKHEED MARTIN CORP 15.09.2021 2'000 Baa1 A- 101.406 1.191 102.597 3.141 65.7 6.63US110709BN11 2.650 BRITISH COLUMBIA PROV OF 22.09.2021 5'000 Aaa AAA 99.492 0.891 100.383 2.724 23.6 6.83USQ8975NAB12 4.800 TELSTRA CORP LTD 12.10.2021 2'000 A2 A 108.818 1.347 110.165 3.486 107.8 6.41US36962G5J92 4.650 GENERAL ELEC CAP CORP 17.10.2021 1'000 A1 AA+ 110.067 1.240 111.307 3.171 78.4 6.47US92343VBC72 3.500 VERIZON COMMUNICATIONS 01.11.2021 2'000 Baa1 BBB+ 100.462 0.797 101.259 3.431 90.1 6.71US05565QBU13 3.561 BP CAPITAL MARKETS PLC 01.11.2021 1'000 A2 A 102.480 0.811 103.291 3.198 66.8 6.71US89233P5T93 3.300 TOYOTA MOTOR CREDIT CORP 12.01.2022 2'000 Aa3 AA- 101.818 0.101 101.919 3.041 46.0 6.97US85771PAF99 3.150 STATOIL ASA 23.01.2022 1'000 Aa2 AA- 100.087 0.000 100.087 3.138 66.8 7.02US06051GEM78 5.700 BANK OF AMERICA CORP 24.01.2022 2'000 Baa2 A- 114.181 2.834 117.015 3.641 125.1 6.37US742718DY23 2.300 PROCTER & GAMBLE CO/THE 06.02.2022 2'000 Aa3 AA- 95.926 1.067 96.993 2.871 27.0 7.18US00206RBD35 3.000 AT&T INC 15.02.2022 2'000 A3 A- 95.015 1.317 96.332 3.721 107.1 6.97US89153VAB53 2.875 TOTAL CAPITAL INTL SA 17.02.2022 2'000 Aa1 AA- 97.443 1.246 98.689 3.238 64.4 7.04US03938LAX29 6.750 ARCELORMITTAL 25.02.2022 2'000 Ba1 BB+ 111.500 2.775 114.275 5.003 274.7 6.16US713448BY31 2.750 PEPSICO INC 05.03.2022 2'000 A1 A- 96.730 1.054 97.784 3.211 66.1 7.1220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS857524AB80 5.000 REPUBLIC OF POLAND 23.03.2022 1'000 A2 A- 108.500 1.667 110.167 3.780 126.6 6.64USN39427AK07 3.400 HEINEKEN NV 01.04.2022 2'000 Baa1 BBB+ 97.470 1.058 98.528 3.761 113.6 6.99XS0767862914 4.211 SAUDI ELECTRICITY GLOBAL 03.04.2022 200'000 A1 AA- 101.875 1.287 103.162 3.940 139.0 6.81XS0764313614 4.250 CEZ AS 03.04.2022 200'000 A2 A- 102.170 1.299 103.469 3.937 150.0 6.80US60871RAC43 3.500 MOLSON COORS BREWING CO 01.05.2022 2'000 Baa2 BBB- 97.944 0.797 98.741 3.791 113.3 7.05US05565QBZ00 3.245 BP CAPITAL MARKETS PLC 06.05.2022 1'000 A2 A 99.550 0.694 100.244 3.307 111.2 7.16US377373AD71 2.850 GLAXOSMITHKLINE CAPITAL 08.05.2022 2'000 A1 A+ 96.773 0.594 97.367 3.298 65.2 7.26US25245BAB36 2.875 DIAGEO INVESTMENT CORP 11.05.2022 1'000 A3 A- 95.450 0.575 96.025 3.511 83.4 7.25XS0782720402 4.375 SLOVAK REPUBLIC 21.05.2022 200'000 A2 A 104.500 0.753 105.253 3.740 116.7 6.92US14912L5F48 2.850 CATERPILLAR FINANCIAL SE 01.06.2022 1'000 A2 A 97.310 0.412 97.722 3.219 40.0 7.33US219868BS46 4.375 CORP ANDINA DE FOMENTO 15.06.2022 1'000 Aa3 AA- 101.290 0.462 101.752 4.191 149.0 6.95US88579YAF88 2.000 3M COMPANY 26.06.2022 2'000 Aa2 AA- 93.092 0.150 93.242 2.931 23.2 7.64US03523TBP21 2.500 ANHEUSER-BUSCH INBEV WOR 15.07.2022 1'000 A3 A 92.710 0.056 92.766 3.501 76.7 7.52US278642AE34 2.600 EBAY INC 15.07.2022 2'000 A2 A 93.604 0.058 93.662 3.478 76.9 7.49XS0813493631 3.450 ANZ BANKING -SUB- (CALLABLE) 08.08.2022 200'000 A2 A- 100.406 1.581 101.987 3.327 218.8 3.26US822582AS19 2.375 SHELL INTERNATIONAL FIN 21.08.2022 1'000 Aa1 AA 93.226 1.003 94.229 3.288 60.1 7.57US76720AAF30 2.875 RIO TINTO FIN USA PLC 21.08.2022 2'000 A3 A- 94.893 1.214 96.107 3.571 85.6 7.40US718172AT63 2.500 PHILIP MORRIS INTL INC 22.08.2022 2'000 A2 A 92.890 1.049 93.939 3.465 52.7 7.52US563469TX35 2.100 MANITOBA (PROVINCE OF) 06.09.2022 1'000 Aa1 AA 91.793 0.799 92.592 3.197 35.7 7.70US589331AT41 2.400 MERCK & CO INC 15.09.2022 2'000 A2 AA 94.016 0.853 94.869 3.198 53.7 7.64US92857WAZ32 2.500 VODAFONE GROUP PLC 26.09.2022 1'000 A3 A- 90.666 0.813 91.479 3.771 98.4 7.59USF42768GM14 2.875 GDF SUEZ 10.10.2022 2'000 A1 A 95.765 0.823 96.588 3.441 69.3 7.55US68389XAP06 2.500 ORACLE CORP 15.10.2022 2'000 A1 A+ 93.457 0.681 94.138 3.371 60.5 7.67USC98874AM93 4.250 XSTRATA FINANCE CANADA 25.10.2022 2'000 Baa2 BBB 97.345 1.039 98.384 4.621 189.2 7.14US854502AD32 2.900 STANLEY BLACK & DECKER I 01.11.2022 2'000 Baa1 A 92.831 0.661 93.492 3.871 106.2 7.56US92343VBJ26 2.450 VERIZON COMMUNICATIONS 01.11.2022 2'000 Baa1 BBB+ 90.442 0.558 91.000 3.738 98.4 7.70US05565QCB23 2.500 BP CAPITAL MARKETS PLC 06.11.2022 1'000 A2 A 93.045 0.535 93.580 3.423 96.4 7.73USG4690AAB38 3.250 HUTCH WHAMPOA INT 12 II 08.11.2022 200'000 A3 A- 93.216 0.677 93.893 4.179 136.4 7.46US84265VAF22 3.500 SOUTHERN COPPER CORP 08.11.2022 2'000 Baa2 BBB 94.350 0.729 95.079 4.277 141.1 7.39US21685WDF14 3.950 RABOBANK - SUBORDINATED - 09.11.2022 250'000 A2 A 98.274 0.812 99.086 4.186 162.8 7.29USQ55038AA33 5.950 LEIGHTON FINANCE USA PTY 13.11.2022 2'000 Baa2 BBB- 99.981 1.157 101.138 5.951 319.2 6.70US06740L8C27 7.625 BARCLAY -COCO-BOND- 21.11.2022 200'000 NR BB+ 108.200 1.313 109.513 6.393 378.8 6.40US00206RBN17 2.625 AT&T INC 01.12.2022 2'000 A3 A- 90.518 0.379 90.897 3.901 103.9 7.72XS0858461758 4.000 COSCO FINANCE 2011 03.12.2022 200'000 A1 92.222 0.556 92.778 5.101 209.6 7.25US44986NAA37 2.625 ING BANK NV 05.12.2022 250'000 Aaa AAA 93.678 0.350 94.028 3.459 68.7 7.77US44986NAA37 2.625 ING BANK NV 05.12.2022 250'000 Aaa AAA 93.678 0.350 94.028 3.459 68.7 7.77US458140AM21 2.700 INTEL CORP 15.12.2022 2'000 A1 A+ 92.540 0.285 92.825 3.691 89.2 7.75US822582AV48 2.250 SHELL INTERNATIONAL FIN 06.01.2023 1'000 Aa1 AA 91.707 0.106 91.813 3.329 53.4 7.97US36962G6S82 3.100 GENERAL ELEC CAP CORP 09.01.2023 1'000 A1 AA+ 96.040 0.121 96.161 3.621 83.6 7.72XS0863524277 3.625 ABU DHABI NATIONAL ENERG 12.01.2023 200'000 A3 A- 95.875 0.111 95.986 4.181 145.2 7.54US855030AM47 4.375 STAPLES INC 12.01.2023 2'000 Baa2 BBB 100.026 0.134 100.160 4.371 173.5 7.34US037411BD66 2.625 APACHE CORP 15.01.2023 2'000 A3 A- 94.586 0.058 94.644 3.328 95.6 7.89US500769FK50 2.125 KFW 17.01.2023 1'000 Aaa AAA 93.783 0.035 93.818 2.917 11.4 8.07US865622AZ78 3.000 SUMITOMO MITSUI BANKING 18.01.2023 250'000 Aa3 A+ 95.049 0.042 95.091 3.651 85.6 7.76US38141GRD87 3.625 GOLDMAN SACHS GROUP INC 22.01.2023 2'000 Baa1 A- 97.180 0.010 97.190 4.001 122.5 7.58XS0877608124 2.500 BK NEDERLANDSE GEMEENTEN 23.01.2023 2'000 Aaa AA+ 93.542 0.000 93.542 3.337 51.2 7.94US46625HJH49 3.200 JPMORGAN CHASE & CO 25.01.2023 2'000 A3 A 96.563 1.582 98.145 3.651 89.0 7.61US748149AG65 2.625 PROVINCE OF QUEBEC 13.02.2023 1'000 Aa2 A+ 94.385 1.167 95.552 3.349 58.9 7.85US459058CY72 2.125 INTL BK RECON & DEVELOP 13.02.2023 1'000 Aaa AAA 94.719 0.944 95.663 2.789 0.1 8.06US92857WBC38 2.950 VODAFONE GROUP PLC 19.02.2023 1'000 A3 A- 93.371 1.262 94.633 3.821 99.1 7.73US487836BL11 2.750 KELLOGG CO 01.03.2023 2'000 Baa1 /*- BBB+ 92.641 1.085 93.726 3.709 65.7 7.83XS0836299320 6.375 ERSTE BANK -SUB- (CALLABLE) 28.03.2023 200'000 NR BBB 107.625 2.036 109.661 4.358 323.9 3.61US377372AH03 2.800 GLAXOSMITHKLINE CAP INC 18.03.2023 2'000 A1 A+ 94.641 0.972 95.613 3.489 66.4 7.88USN39427AQ76 2.750 HEINEKEN NV 01.04.2023 2'000 Baa1 BBB+ 92.856 0.856 93.712 3.673 100.2 7.9220.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS191216AZ30 2.500 COCA-COLA CO/THE 01.04.2023 2'000 Aa3 AA- 93.011 0.778 93.789 3.391 54.5 8.02US437076AZ51 2.700 HOME DEPOT INC 01.04.2023 2'000 A2 A 94.731 0.840 95.571 3.371 56.1 7.96US931142DH37 2.550 WAL-MART STORES INC 11.04.2023 2'000 Aa2 AA 93.538 0.723 94.261 3.371 54.0 8.03USN2823BBD21 2.700 EADS FINANCE B.V. 17.04.2023 1'000 A2 A 94.176 0.720 94.896 3.441 61.7 8.00US25243YAU38 2.625 DIAGEO CAPITAL PLC 29.04.2023 1'000 A3 A- 92.662 0.613 93.275 3.561 71.4 8.04US594918AT18 2.375 MICROSOFT CORP 01.05.2023 2'000 Aaa AAA 92.879 0.541 93.420 3.271 44.2 8.15US654106AC78 2.250 NIKE INC 01.05.2023 2'000 A1 AA- 91.433 0.513 91.946 3.331 48.3 8.19US19416QEC06 2.100 COLGATE-PALMOLIVE CO 01.05.2023 1'000 Aa3 AA- 90.096 0.478 90.574 3.351 53.1 8.24US037833AK68 2.400 APPLE INC 03.05.2023 2'000 Aa1 AA+ 90.817 0.533 91.350 3.571 68.4 8.12US172967GT25 3.500 CITIGROUP INC 15.05.2023 1'000 Baa3 BBB+ 94.121 0.661 94.782 4.271 139.2 7.76US58933YAF25 2.800 MERCK & CO INC 18.05.2023 2'000 A2 AA 94.922 0.506 95.428 3.441 61.1 8.05CH0214139930 4.750 UBS -SUBORDINATED- (Callable) 22.05.2023 200'000 NR BBB- 100.790 3.180 103.970 4.539 307.4 3.73XS0938722666 4.125 GLENCORE FUNDING LLC 30.05.2023 2'000 Baa2 BBB 94.803 0.607 95.410 4.821 189.7 7.57US68389XAS45 3.625 ORACLE CORP 15.07.2023 2'000 A1 A+ 101.100 0.081 101.181 3.488 66.0 7.97US89153UAF84 2.750 TOTAL CAPITAL CANADA LTD 15.07.2023 2'000 Aa1 AA- 94.013 0.061 94.074 3.498 64.7 8.22US06053FAA75 4.100 BANK OF AMERICA CORP 24.07.2023 2'000 Baa2 A- 100.617 2.050 102.667 4.021 118.4 7.66US822582AX04 3.400 SHELL INTERNATIONAL FIN 12.08.2023 1'000 Aa1 AA 99.534 1.521 101.055 3.458 56.5 7.97US94974BFN55 4.125 WELLS FARGO & COMPANY 15.08.2023 1'000 A3 A 99.558 1.810 101.368 4.181 131.5 7.69US742718EB11 3.100 PROCTER & GAMBLE CO/THE 15.08.2023 2'000 Aa3 AA- 98.360 1.378 99.738 3.301 43.2 8.09XS0970680038 5.150 HOLCIM US FINANCE SARL & 12.09.2023 200'000 Baa2 BBB 106.900 0.329 107.229 4.268 160.1 7.50US92343VBR42 5.150 VERIZON COMMUNICATIONS 15.09.2023 2'000 Baa1 BBB+ 108.114 1.788 109.902 4.121 134.6 7.52US05565QCJ58 3.994 BP CAPITAL MARKETS PLC 26.09.2023 1'000 A2 A 103.550 1.298 104.848 3.557 80.7 7.91US055451AU28 3.850 BHP BILLITON FIN USA LTD 30.09.2023 2'000 A1 A+ 101.851 1.208 103.059 3.621 76.4 7.95US855244AD16 3.850 STARBUCKS CORP 01.10.2023 2'000 Baa1 A- 102.200 1.465 103.665 3.573 91.6 7.86US988498AJ04 3.875 YUM! BRANDS INC 01.11.2023 2'000 Baa3 BBB 97.873 0.893 98.766 4.141 122.9 7.97US110122AW85 3.250 BRISTOL-MYERS SQUIBB CO 01.11.2023 2'000 A2 A+ 97.785 0.749 98.534 3.519 61.4 8.23US191216BE91 3.200 COCA-COLA CO/THE 01.11.2023 2'000 Aa3 AA- 98.172 0.729 98.901 3.421 53.4 8.25US718172BE85 3.600 PHILIP MORRIS INTL INC 15.11.2023 2'000 A2 A 99.250 0.710 99.960 3.691 81.3 8.14US884903BQ79 4.300 THOMSON REUTERS CORP 23.11.2023 2'000 Baa2 BBB+ 101.560 0.741 102.301 4.101 124.4 7.67US478160BH61 3.375 JOHNSON & JOHNSON 05.12.2023 2'000 Aaa AAA 100.866 0.450 101.316 3.271 38.2 8.31US594918AW47 3.625 MICROSOFT CORP 15.12.2023 2'000 Aaa AAA 102.074 0.473 102.547 3.371 53.2 8.01US887317AR64 4.050 TIME WARNER INC 15.12.2023 2'000 Baa2 BBB 100.881 0.416 101.297 3.941 104.0 8.07US780097AZ42 6.000 RBS -SUBORDINATED- 19.12.2023 2'000 Ba2 BB+ 101.866 0.567 102.433 5.749 288.6 7.38US85771PAK84 2.650 STATOIL ASA 15.01.2024 1'000 Aa2 AA- 92.279 0.059 92.338 3.577 60.0 8.61US89153VAG41 3.700 TOTAL CAPITAL INTL SA 15.01.2024 2'000 Aa1 AA- 100.342 0.082 100.424 3.659 75.2 8.28US31428XAY22 4.000 FEDEX CORP 15.01.2024 2'000 Baa1 BBB 101.386 0.156 101.542 3.831 74.0 8.17US609207AB14 4.000 MONDELEZ INTERNATIONAL 01.02.2024 2'000 Baa1 BBB- 100.393 0.078 100.471 3.951 104.2 7.96US85771PAN24 3.700 STATOIL ASA 01.03.2024 1'000 Aa2 AA- 100.851 0.771 101.622 3.598 68.1 8.26US89153VAL36 3.750 TOTAL CAPITAL INTL SA 10.04.2024 2'000 Aa1 AA- 101.592 0.083 101.675 3.562 60.5 8.36XS0901578681 6.375 SWISS RE (AQUARIUS) (SUB/CALLABLE)01.09.2024 200'000 106.000 2.515 108.515 5.109 331.3 4.57US6174467X10 5.000 MORGAN STANLEY 24.11.2025 1'000 Baa3 BBB+ 100.693 0.847 101.540 4.921 174.1 8.80US458140AN04 4.000 INTEL CORP 15.12.2032 2'000 A1 A+ 93.424 0.422 93.846 4.521 89.3 12.87US20030NBH35 4.250 COMCAST CORP 15.01.2033 2'000 A3 A- 95.436 0.094 95.530 4.613 99.1 12.75US92343VBS25 6.400 VERIZON COMMUNICATIONS 15.09.2033 2'000 Baa1 BBB+ 116.819 2.222 119.041 5.041 166.2 11.57US478160BJ28 4.375 JOHNSON & JOHNSON 05.12.2033 2'000 Aaa AAA 104.332 0.583 104.915 4.050 52.5 13.06US31428XAX49 4.900 FEDEX CORP 15.01.2034 2'000 Baa1 BBB 102.264 0.191 102.455 4.724 125.8 12.73USF2893TAE67 5.600 ELECTRICITE DE FRANCE 27.01.2040 2'000 Aa3 A+ 108.625 2.738 111.363 5.003 141.2 13.78US92343VBE39 4.750 VERIZON COMMUNICATIONS 01.11.2041 2'000 Baa1 BBB+ 95.896 1.082 96.978 5.025 133.2 14.90US06051GEN51 5.875 BANK OF AMERICA CORP 07.02.2042 2'000 Baa2 A- 115.221 2.709 117.930 4.873 132.3 14.30US500472AE51 5.000 KONINKLIJKE PHILIPS NV 15.03.2042 2'000 A3 A- 103.798 1.778 105.576 4.753 108.8 15.01US60871RAD26 5.000 MOLSON COORS BREWING CO 01.05.2042 2'000 Baa2 BBB- 97.903 1.139 99.042 5.141 138.5 14.74US278642AF09 4.000 EBAY INC 15.07.2042 2'000 A2 A 87.488 0.089 87.577 4.812 106.5 16.02US4581X0BX51 3.200 INTER-AMERICAN DEVEL BK 07.08.2042 1'000 Aaa AAA 82.736 1.476 84.212 4.250 47.4 17.17US88732JBD90 4.500 TIME WARNER CABLE INC 15.09.2042 2'000 Baa2 /*- BBB 76.759 1.600 78.359 6.253 206.0 13.87US046353AG32 4.000 ASTRAZENECA PLC 18.09.2042 2'000 A2 AA- 90.487 1.389 91.876 4.601 74.0 16.06USN39427AR59 4.000 HEINEKEN NV 01.10.2042 2'000 Baa1 BBB+ 86.852 1.244 88.096 4.853 103.3 15.82US369604BF92 4.125 GENERAL ELECTRIC CO 09.10.2042 2'000 Aa3 AA+ 93.624 1.192 94.816 4.523 73.4 16.10USJ54675AA13 5.000 NIPPON LIFE TIER 1 (SUB/CALLABLE) 18.10.2042 200'000 A2 A- 105.200 1.319 106.519 4.279 161.2 6.99US84265VAG05 5.250 SOUTHERN COPPER CORP 08.11.2042 2'000 Baa2 BBB 84.349 1.094 85.443 6.452 238.1 13.37US594918AR51 3.500 MICROSOFT CORP 15.11.2042 2'000 Aaa AAA 83.464 0.661 84.125 4.533 69.5 16.78US458140AP51 4.250 INTEL CORP 15.12.2042 2'000 A1 A+ 91.397 0.449 91.846 4.803 99.4 15.87US345370CQ17 4.750 FORD MOTOR COMPANY 15.01.2043 2'000 Baa3 BBB- 93.251 0.106 93.357 5.203 142.0 15.15US035242AB27 4.000 ANHEUSER-BUSCH INBEV FIN 17.01.2043 1'000 A3 A 91.346 0.067 91.413 4.540 77.0 16.46US878742AZ84 5.400 TECK RESOURCES LIMITED 01.02.2043 2'000 Baa2 BBB 95.718 2.580 98.298 5.703 192.2 13.8820.01.2014

ISIN Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS377372AJ68 4.200 GLAXOSMITHKLINE CAP INC 18.03.2043 2'000 A1 A+ 95.454 1.458 96.912 4.481 74.5 16.16US931142DG53 4.000 WAL-MART STORES INC 11.04.2043 2'000 Aa2 AA 92.163 1.133 93.296 4.483 70.4 16.39US594918AU80 3.750 MICROSOFT CORP 01.05.2043 2'000 Aaa AAA 87.219 0.854 88.073 4.543 72.2 16.61US654106AD51 3.625 NIKE INC 01.05.2043 2'000 A1 AA- 88.307 0.826 89.133 4.333 55.8 16.98US037833AL42 3.850 APPLE INC 04.05.2043 2'000 Aa1 AA+ 85.369 0.845 86.214 4.783 91.8 16.25US85771PAL67 3.950 STATOIL ASA 15.05.2043 1'000 Aa2 AA- 90.476 0.746 91.222 4.541 75.5 16.47US717081DE02 4.300 PFIZER INC 15.06.2043 2'000 A1 AA 97.976 0.454 98.430 4.423 70.8 16.38US822582AY86 4.550 SHELL INTERNATIONAL FIN 12.08.2043 1'000 Aa1 AA 101.293 2.035 103.328 4.471 82.1 15.93US92343VBT08 6.550 VERIZON COMMUNICATIONS 15.09.2043 2'000 Baa1 BBB+ 119.025 2.274 121.299 5.273 178.2 14.03US055451AV01 5.000 BHP BILLITON FIN USA LTD 30.09.2043 2'000 A1 A+ 103.569 1.569 105.138 4.773 107.0 15.41US988498AK76 5.350 YUM! BRANDS INC 01.11.2043 2'000 Baa3 BBB 98.948 1.233 100.181 5.421 166.8 14.56US172967HE47 4.950 CITIGROUP INC 07.11.2043 1'000 Baa2e A- 101.709 1.045 102.754 4.841 114.6 15.46US85771PAQ54 4.800 STATOIL ASA 08.11.2043 1'000 Aa2 AA- 103.645 1.000 104.645 4.574 88.2 15.87US718172BD03 4.875 PHILIP MORRIS INTL INC 15.11.2043 2'000 A2 A 103.545 0.961 104.506 4.654 97.4 15.75US884903BP96 5.650 THOMSON REUTERS CORP 23.11.2043 2'000 Baa2 BBB+ 105.780 0.973 106.753 5.261 162.1 14.53US478160BK90 4.500 JOHNSON & JOHNSON 05.12.2043 2'000 Aaa AAA 103.828 0.600 104.428 4.270 59.4 16.37US594918AX20 4.875 MICROSOFT CORP 15.12.2043 2'000 Aaa AAA 104.841 0.636 105.477 4.574 88.9 15.79US887317AS48 5.350 TIME WARNER INC 15.12.2043 2'000 Baa2 BBB 104.860 0.550 105.410 5.033 134.8 15.11US31428XAW65 5.100 FEDEX CORP 15.01.2044 2'000 Baa1 BBB 102.907 0.198 103.105 4.914 110.3 15.47USN4297BBC74 7.000 KPN -SUBORDINATED- (CALLABLE) 28.03.2073 200'000 Ba1 BB 104.800 2.236 107.036 6.302 361.1 6.63XS0703303262 8.400 RABOBANK TIER1 SUBS (CALLABLE) PERPnc17 100'000 111.750 0.560 112.310 4.656 371.3 2.99XS0857872500 5.500 ALLIANZ TIER1 SUBS (CALLABLE) PERPnc18 200'000 A2 A+ 103.324 1.788 105.112 4.698 345.3 4.03XS0876682666 5.500 AXA SA TIER1 SUBS (CALLABLE) PERPNC19 200'000 A3 BBB 99.000 0.015 99.015 5.565 176.6 15.0420.01.2014

Straight Bonds AUD, CAD, NZDHOMERisk Management &Advisory Int.+41 (58) 283 7340ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0594155490 AUD 6.500 BMW AUSTRALIA FINANCE 28.02.2014 2'000 A2 A+ 100.375 5.859 106.234 2.488 25.0 0.09XS0423787711 AUD 6.000 RABOBANK NEDERLAND AU 23.04.2014 1'000 Aa2 AA- 100.806 4.521 105.327 2.636 34.9 0.24XS0506533404 AUD 6.000 BK NEDERLANDSE GEMEENTEN 12.05.2014 1'000 Aaa AA+ 100.973 4.208 105.181 2.650 49.9 0.29XS0583174205 AUD 6.125 COCA-COLA AMATIL LTD 30.05.2014 1'000 A3 A- 101.116 3.994 105.110 2.818 49.4 0.34XS0442441522 AUD 6.625 RABOBANK NEDERLAND AU 06.08.2014 1'000 Aa2 AA- 101.988 3.086 105.074 2.776 51.9 0.52XS0447779322 AUD 6.000 KFW 28.08.2014 1'000 Aaa AAA 101.971 2.433 104.404 2.586 20.5 0.58XS0451694052 AUD 6.625 COMMONWEALTH BANK AUST 22.09.2014 5'000 Aa2 AA- 102.466 2.233 104.699 2.780 29.5 0.65XS0716474472 AUD 5.250 MERCEDES-BENZ AUSTRALIA 12.12.2014 2'000 A3 A- 101.976 0.604 102.580 2.944 47.7 0.86xs0794786367 AUD 4.250 RABOBANK NEDERLAND 15.12.2014 1'000 Aa2 AA- 101.203 0.454 101.657 2.858 36.2 0.87XS0455537521 AUD 6.250 BK NEDERLANDSE GEMEENTEN 15.01.2015 1'000 Aaa AA+ 103.242 0.137 103.379 2.838 34.7 0.95XS0471990340 AUD 6.000 TOTAL CAPITAL SA 15.01.2015 2'000 Aa1 AA- 102.887 0.132 103.019 2.958 47.7 0.95XS0735712514 AUD 5.500 DAIMLER CANADA FINANCE 23.01.2015 2'000 A3 A- 102.417 0.000 102.417 3.010 50.8 0.97XS0731409941 AUD 5.250 RABOBANK NEDERLAND AU 23.01.2015 1'000 Aa2 AA- 102.252 0.000 102.252 2.932 43.9 0.97XS0484443188 AUD 5.875 COUNCIL OF EUROPE 10.02.2015 1'000 Aaa NR 103.146 5.585 108.731 2.782 25.0 0.97XS0493321144 AUD 6.000 BP CAPITAL MARKETS PLC 17.03.2015 2'000 A2 A 103.238 5.129 108.367 3.081 56.2 1.06XS0605658995 AUD 6.125 RABOBANK NEDERLAND AU 23.03.2015 1'000 Aa2 AA- 103.521 5.135 108.656 2.998 45.3 1.08XS0769682179 AUD 4.625 TOYOTA MOTOR CREDIT CORP 10.04.2015 1'000 NR AA- 101.746 3.649 105.395 3.127 57.6 1.13XS0782699366 AUD 4.500 MERCEDES-BENZ AUSTRALIA 18.05.2015 2'000 A3 A- 101.734 3.082 104.816 3.126 53.4 1.24XS0628828161 AUD 6.500 GE CAP AUSTRALIA FUNDING 26.05.2015 2'000 A1 AA+ 104.152 4.310 108.462 3.268 70.9 1.24xs0796804432 AUD 5.375 HYUNDAI CAPITAL SERVICES 29.06.2015 2'000 NR BBB+ 102.018 3.078 105.096 3.882 131.8 1.33XS0761869873 AUD 5.500 NATIONAL AUSTRALIA BANK 01.07.2015 2'000 Aa2 AA- 103.339 3.104 106.443 3.077 52.8 1.35AU3CB0198463 AUD 5.500 ING BANK NV/SYDNEY 03.09.2015 125'000 A2 A 103.167 2.157 105.324 3.459 84.6 1.51XS0836878941 AUD 3.625 TORONTO-DOMINION BANK 09.10.2015 2'000 Aa1 100.934 1.053 101.987 3.050 36.8 1.63XS0577607533 AUD 6.500 TOTAL CAPITAL SA 20.01.2016 2'000 Aa1 106.191 0.053 106.244 3.240 52.5 1.87XS0582697941 AUD 5.500 NESTLE HOLDINGS INC 28.01.2016 2'000 Aa2 AA 105.034 5.425 110.459 2.890 13.9 1.81XS0903336310 AUD 3.750 MERCEDES-BENZ AUSTRALIA 15.03.2016 2'000 A3 A- 100.925 3.226 104.151 3.292 47.6 1.97XS0935031806 AUD 3.500 MERCEDES-BENZ AUSTRALIA 23.05.2016 2'000 A3 101.267 2.349 103.616 2.925 26.0 2.17XS0790004344 AUD 4.750 GE CAP AUSTRALIA FUNDING 14.06.2016 1'000 A1 AA+ 102.823 2.902 105.725 3.491 62.4 2.18XS0951563120 AUD 3.875 MERCEDES-BENZ AUSTRALIA 12.07.2016 2'000 A3 A- 100.943 2.070 103.013 3.463 52.9 2.28XS0782582844 AUD 5.000 RABOBANK NEDERLAND AU 27.07.2016 1'000 Aa2 AA- 104.282 2.466 106.748 3.190 42.4 2.30AU3CB0212660 AUD 4.250 ING BANK NV/SYDNEY 23.08.2016 125'000 101.307 1.767 103.074 3.714 98.7 2.39XS0969351880 AUD 3.750 TOYOTA FINANCE AUSTRALIA 09.09.2016 2'000 NR 100.594 1.397 101.991 3.503 60.4 2.44XS0970916176 AUD 4.000 MERCEDES-BENZ AUSTRALIA 19.09.2016 2'000 A3 A- 101.172 1.381 102.553 3.524 58.9 2.46XS0992649003 AUD 4.000 MERCEDES-BENZ AUSTRALIA 15.11.2016 2'000 A3 A- 101.258 0.756 102.014 3.518 54.3 2.61AU3CB0216562 AUD 4.000 CATERPILLAR FIN AUSTRALI 28.11.2016 10'000 A 101.387 0.619 102.006 3.483 49.9 2.66AU3CB0202760 AUD 4.500 VOLKSWAGEN FIN SERV AUST 05.12.2016 10'000 A3 A- 101.539 0.606 102.145 3.926 89.9 2.66XS0755579223 AUD 6.000 COMMONWEALTH BANK AUST 15.12.2016 2'000 Aa2 AA- 106.411 0.641 107.052 3.623 63.2 2.64XS0735899089 AUD 4.875 COCA-COLA AMATIL LTD 01.02.2017 2'000 A3 A- 103.184 4.755 107.939 3.741 68.5 2.66XS0490342028 AUD 6.000 WORLDBANK GREEN BOND 15.02.2017 1'000 Aaa AAA 107.977 5.622 113.599 3.220 14.7 2.67XS0747624095 AUD 6.000 RABOBANK NEDERLAND AU 23.02.2017 1'000 Aa2 AA- 106.561 5.490 112.051 3.706 66.1 2.67XS0752421585 AUD 6.000 NATIONAL AUSTRALIA BANK 06.03.2017 2'000 Aa2 AA- 106.440 5.310 111.750 3.769 72.2 2.70XS0906046270 AUD 4.250 GE CAP AUSTRALIA FUNDING 20.03.2017 1'000 A1 AA+ 102.278 3.598 105.876 3.473 45.0 2.83XS0761063394 AUD 5.875 DEUTSCHE TELEKOM AG 23.03.2017 2'000 Baa1 106.430 4.925 111.355 3.682 69.3 2.76XS0761804664 AUD 4.625 NESTLE FINANCE INTL LTD 29.03.2017 2'000 Aa2 104.424 3.801 108.225 3.139 10.2 2.84XS0775808917 AUD 6.125 PETROLEOS MEXICANOS 26.04.2017 2'000 Baa1 BBB+ 104.250 4.564 108.814 4.679 174.8 2.80XS0912138939 AUD 4.125 DAIMLER AG 05.04.2017 2'000 A3 A- 101.904 3.311 105.215 3.482 38.5 2.8720.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0780192802 AUD 8.000 MORGAN STANLEY 09.05.2017 1'000 NR A- 111.050 1.657 112.707 4.359 142.4 2.88AU3CB0194769 AUD 4.750 CATERPILLAR FIN AUSTRALI 31.05.2017 10'000 A 102.383 0.705 103.088 3.982 81.4 3.06AU0000ATBHJ5 AUD 3.500 ASIAN DEVELOPMENT BANK 05.07.2017 5'000 Aaa AAA 100.921 0.174 101.095 3.215 8.6 3.22XS0800948175 AUD 4.375 TOYOTA MOTOR CREDIT CORP 05.07.2017 2'000 Aa3 AA- 102.154 2.421 104.575 3.692 50.9 3.09XS0805537064 AUD 5.000 AUST & NZ BANKING GROUP 25.07.2017 2'000 Aa2 AA- 103.644 2.493 106.137 3.861 70.2 3.11XS0813516274 AUD 5.000 NATIONAL AUSTRALIA BANK 08.08.2017 2'000 Aa2 AA- 104.341 2.301 106.642 3.664 48.2 3.16AU3CB0198240 AUD 5.250 GE CAP AUSTRALIA FUNDING 23.08.2017 10'000 A1 AA+ 104.451 2.183 106.634 3.906 73.0 3.19AU3CB0198760 AUD 4.500 BP CAPITAL MARKETS PLC 05.09.2017 125'000 A2 A 101.657 1.740 103.397 4.002 76.4 3.26AU3CB0199768 AUD 3.500 INTER-AMERICAN DEVEL BK 26.09.2017 1'000 Aaa AAA 100.494 1.151 101.645 3.355 10.9 3.39XS0803499044 AUD 4.000 NESTLE HOLDINGS INC 13.10.2017 2'000 Aa2 102.336 1.118 103.454 3.319 8.8 3.39AU3CB0201366 AUD 4.650 JPMORGAN CHASE & CO 07.11.2017 10'000 A3 A 102.035 0.989 103.024 4.063 85.3 3.42XS0852459618 AUD 4.125 RABOBANK NEDERLAND 13.11.2017 1'000 Aa2 AA- 102.619 0.802 103.421 3.377 15.6 3.46AU3CB0202216 AUD 4.250 ABB FINANCE AUSTRALIA 22.11.2017 10'000 A2 A 101.292 0.728 102.020 3.882 51.5 3.49XS0995535969 AUD 4.250 BMW FINANCE NV 22.11.2017 2'000 A2 A+ 101.183 0.722 101.905 3.908 61.9 3.46AU3CB0202414 AUD 5.250 GOLDMAN SACHS GROUP INC 29.11.2017 10'000 Baa1 A- 103.312 0.798 104.110 4.306 105.6 3.44XS0863569298 AUD 7.500 VTB BANK (VTB CAPITAL SA 11.12.2017 200'000 Baa2 BBB 107.500 0.884 108.384 5.306 202.2 3.32XS0873667744 AUD 4.625 ABN AMRO BANK NV 15.01.2018 2'000 A2 A 101.387 0.101 101.488 4.238 95.7 3.57XS0875034703 AUD 4.250 RABOBANK NEDERLAND 22.01.2018 1'000 Aa2 AA- 101.059 0.012 101.071 3.958 61.4 3.62XS0876084178 AUD 4.000 NEDER WATERSCHAPSBANK 24.01.2018 1'000 Aaa AA+ 102.045 3.989 106.034 3.444 9.7 3.52XS0866313264 AUD 4.250 CANADIAN IMPERIAL BANK 24.01.2018 2'000 Aa3 A+ 101.149 4.633 105.782 3.934 65.6 3.48AU3CB0206068 AUD 5.000 NATIONAL BK OF ABU DHABI 07.03.2018 10'000 Aa3 AA- 101.636 1.906 103.542 4.559 115.0 3.63XS0906985089 AUD 4.625 CANADIAN IMPERIAL BANK 27.03.2018 2'000 Aa3 A+ 101.501 3.827 105.328 4.222 83.5 3.61XS0909468117 AUD 4.375 NATIONAL AUSTRALIA BANK 03.04.2018 2'000 Aa2 AA- 102.130 3.536 105.666 3.813 50.3 3.66XS0965498651 AUD 4.500 WESTPAC BANKING CORP 04.09.2018 2'000 Aa2 AA- 100.792 1.738 102.530 4.302 71.7 4.03XS0965107641 AUD 5.000 DANSKE BANK A/S 05.09.2018 2'000 Baa1 A- 101.714 1.918 103.632 4.573 113.1 3.99XS0914258586 AUD 4.625 ABN AMRO BANK NV 10.04.2018 2'000 A2 A 101.223 3.649 104.872 4.297 93.3 3.64XS0934529768 AUD 4.000 GE CAP AUSTRALIA FUNDING 22.05.2018 1'000 A1 AA+ 100.436 2.696 103.132 3.884 45.9 3.81XS0935802495 AUD 5.500 TURKIYE GARANTI BANKASI 23.05.2018 200'000 Baa2 95.000 3.692 98.692 6.862 311.2 3.58XS0904222782 AUD 3.875 NESTLE HOLDINGS INC 19.07.2018 2'000 Aa2 100.943 1.996 102.939 3.639 19.2 3.99AU3CB0208775 AUD 4.500 BANK OF AMERICA CORP 23.08.2018 10'000 Baa2 A- 100.675 1.871 102.546 4.335 89.5 4.03XS0822418686 AUD 4.500 COCA-COLA AMATIL LTD 06.09.2018 2'000 A3 A- 102.037 1.714 103.751 4.003 47.0 4.05XS0898705693 AUD 4.000 TOTAL CAPITAL CANADA LTD 06.09.2018 2'000 Aa1 AA- 100.993 1.523 102.516 3.758 26.9 4.10XS0942787911 AUD 4.125 RABOBANK NEDERLAND AU 19.09.2018 1'000 Aa2 AA- 100.292 2.464 102.756 4.050 56.4 4.11AU0000BPBHB8 AUD 4.750 BP CAPITAL MARKETS PLC 15.11.2018 150'000 A2 A 101.759 0.905 102.664 4.340 82.6 4.23XS0932235194 AUD 4.750 MORGAN STANLEY 16.11.2018 1'000 Baa2 A- 101.121 0.892 102.013 4.487 99.9 4.23XS1000137544 AUD 4.125 NESTLE HOLDINGS INC 06.12.2018 2'000 Aa2 100.605 0.542 101.147 3.984 41.5 4.32AU3CB0217222 AUD 4.750 MITSUBISHI CORP 17.12.2018 10'000 A1 A+ 101.849 0.483 102.332 4.326 83.8 4.32AU0000KFWHY8 AUD 4.000 KFW 16.01.2019 1'000 Aaae 100.562 0.077 100.639 3.875 28.6 4.48XS0904123535 AUD 5.000 ABN AMRO BANK NV 21.03.2019 2'000 A2 A 101.691 4.219 105.910 4.621 97.8 4.30XS0909787565 AUD 4.625 RABOBANK NEDERLAND AU 05.04.2019 2'000 Aa2 AA- 100.981 3.713 104.694 4.406 75.9 4.39XS0921309919 AUD 4.750 EXPORT-IMPORT BK KOREA 24.04.2019 2'000 Aa3 A+ 100.136 3.566 103.702 4.716 111.9 4.41XS0939099171 AUD 4.125 NATIONAL AUSTRALIA BANK 06.06.2019 2'000 Aa2 AA- 100.350 2.611 102.961 4.047 43.9 4.62XS0947397302 AUD 4.250 LINDE FINANCE BV 20.06.2019 2'000 A3 A+ 102.383 2.457 104.840 3.751 21.7 4.66XS0953132999 AUD 5.250 ABN AMRO BANK NV 23.07.2019 2'000 A2 102.137 2.647 104.784 4.792 113.5 4.59XS0953725115 AUD 4.750 CANADIAN IMPERIAL BANK 25.07.2019 2'000 Aa3 100.810 2.368 103.178 4.575 87.9 4.66XS0954928601 AUD 4.750 AUST & NZ BANKING GROUP 06.08.2019 2'000 Aa2 AA- 100.869 2.212 103.081 4.563 82.7 4.69XS0968975457 AUD 4.750 NATIONAL AUSTRALIA BANK 10.09.2019 2'000 Aa2 AA- 101.179 1.757 102.936 4.503 73.8 4.78XS0970697941 AUD 5.375 EXPORT-IMPORT BK KOREA 12.09.2019 2'000 Aa3 A+ 102.432 1.959 104.391 4.865 111.6 4.7020.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0969811123 AUD 5.250 BNP PARIBAS 19.09.2019 2'000 A2 A+ 102.752 1.812 104.564 4.679 93.7 4.74XS0971586903 AUD 5.000 COMMONWEALTH BANK AUST 24.09.2019 2'000 Aa2 101.689 1.658 103.347 4.649 88.9 4.78XS0972259740 AUD 5.000 RABOBANK NEDERLAND AU 25.09.2019 1'000 Aa2 AA- 101.738 1.644 103.382 4.639 86.0 4.79XS0972856917 AUD 5.000 GE CAP AUSTRALIA FUNDING 26.09.2019 1'000 A1 AA+ 101.940 1.630 103.570 4.599 81.1 4.79XS0972722804 AUD 5.500 ING BANK NV/SYDNEY 27.09.2019 2'000 A2 A 102.372 1.778 104.150 5.004 122.2 4.72XS0995109518 AUD 4.625 BK NEDERLANDSE GEMEENTEN 21.11.2019 1'000 Aaa AA+ 101.120 0.798 101.918 4.400 60.1 4.99XS0996826987 AUD 4.750 NATIONAL AUSTRALIA BANK 25.11.2019 2'000 Aa2 AA- 100.568 0.768 101.336 4.634 84.1 4.97XS1001751699 AUD 4.875 WESTPAC BANKING CORP 10.12.2019 2'000 Aa2 AA- 100.780 0.588 101.368 4.718 87.9 4.99XS1014094061 AUD 5.000 NATIONAL AUSTRALIA BANK 17.01.2020 2'000 Aa2 AA- 101.225 0.082 101.307 4.760 90.0 5.08XS1013984981 AUD 4.875 RABOBANK NEDERLAND 20.01.2020 2'000 Aa2e AA- 100.763 0.040 100.803 4.726 85.5 5.10AU3CB0205201 AUD 5.250 SPI ELECTRICITY & GAS 14.02.2020 200'000 A3 A- 99.529 2.311 101.840 5.341 139.7 5.01AU3CB0213098 AUD 5.250 GE CAP AUSTRALIA FUNDING 04.09.2020 10'000 A1 AA+ 102.853 2.045 104.898 4.741 81.0 5.45XS0993259844 AUD 5.000 COCA-COLA AMATIL LTD 25.11.2020 2'000 A3e A- 101.245 0.808 102.053 4.780 77.8 5.65XS0999526790 AUD 5.625 ABN AMRO BANK NV 10.12.2020 2'000 A2 102.043 0.678 102.721 5.261 126.0 5.58XS1004162126 AUD 5.250 AUST & NZ BANKING GROUP 18.12.2020 2'000 Aa2 AA- 101.515 0.518 102.033 4.983 93.0 5.66AU3CB0216240 AUD 5.250 WESTPAC BANKING CORP 21.11.2023 100'000 Aaa 100.222 0.914 101.136 5.220 75.3 7.54AU3SG0001241 AUD 5.000 WESTERN AUST TREAS CORP 23.07.2025 100 Aaae AA+ 101.112 0.000 101.112 4.873 28.1 8.69XS0740794580 CAD 2.125 RABOBANK NEDERLAND 10.02.2014 1'000 Aa2 AA- 100.044 2.020 102.064 1.169 18.3 0.05US500769FU33 CAD 1.750 KFW 15.07.2016 1'000 Aaa AAA 100.959 0.038 100.997 1.355 0.5 2.42XS0748483467 CAD 2.000 KFW 21.02.2017 1'000 Aaa AAA 101.498 1.841 103.339 1.498 4.2 2.92XS0912081998 CAD 2.125 VOLKSWAGEN FIN SERV NV 05.04.2017 2'000 A3 A- 101.033 1.706 102.739 1.789 30.2 3.02XS0804642311 CAD 2.375 BK NEDERLANDSE GEMEENTEN 24.07.2017 1'000 Aaa AA+ 102.167 1.191 103.358 1.731 15.9 3.31XS1002934120 CAD 2.250 NATIONAL AUSTRALIA BANK 12.12.2017 2'000 Aa2e AA- 100.015 0.259 100.274 2.245 48.2 3.67XS0876782615 CAD 2.750 ABN AMRO BANK NV 25.01.2018 2'000 A2 A 100.875 2.735 103.610 2.518 77.8 3.65XS0921767116 CAD 1.750 EUROPEAN INVESTMENT BANK 24.04.2018 1'000 Aaa 99.665 0.436 100.101 1.832 5.9 4.06US500769FS86 CAD 1.875 KFW 13.06.2018 1'000 Aaa AAA 99.602 0.211 99.813 1.970 10.3 4.18XS0945074051 CAD 2.625 RABOBANK NEDERLAND 25.06.2018 1'000 Aa2 AA- 100.965 1.525 102.490 2.391 50.8 4.08XS0972150733 CAD 3.500 ABN AMRO BANK NV 24.09.2018 2'000 A2 A 102.231 1.160 103.391 2.979 103.2 4.22XS0973079469 CAD 2.625 EUROPEAN INVESTMENT BANK 24.09.2018 1'000 Aaa AAA 101.955 0.870 102.825 2.182 11.5 4.34CA459058DF76 CAD 2.125 INTL BK RECON & DEVELOP 30.10.2018 1'000 Aaa AAA 100.619 0.495 101.114 1.988 -1.7 4.50XS0997430854 CAD 2.375 TOTAL CAPITAL INTL SA 27.11.2018 2'000 Aa1 AA- 99.930 0.371 100.301 2.390 37.3 4.51XS0999631079 CAD 2.625 AUST & NZ BANKING GROUP 10.12.2018 1'000 Aa2e 99.886 0.316 100.202 2.649 60.8 4.51CA13509PEA71 CAD 2.350 CANADA HOUSING TRUST 15.12.2018 5'000 Aaa AAA 101.860 0.251 102.111 1.950 -6.4 4.60CA00206RBX94 CAD 3.825 AT&T INC 25.11.2020 150'000 A3 A- 102.727 0.618 103.345 3.375 100.9 5.96XS0437848038 NZD 6.250 RABOBANK NEDERLAND 10.07.2014 1'000 Aa2 AA- 101.289 3.373 104.662 3.317 32.1 0.45XS0199842906 NZD 6.500 EUROPEAN INVESTMENT BANK 10.09.2014 1'000 Aaa AAA 102.042 2.404 104.446 3.123 10.6 0.61XS0705679891 NZD 4.625 VOLKSWAGEN FIN SERV NV 24.11.2014 2'000 A3 A- 101.025 0.760 101.785 3.340 27.4 0.81XS0783872624 NZD 3.875 DAIMLER INTL FINANCE BV 22.05.2015 2'000 A3 A- 100.203 2.612 102.815 3.704 41.0 1.25XS0800340597 NZD 6.250 CITIGROUP INC 29.06.2017 1'000 A- 103.518 0.429 103.947 5.118 102.8 3.06XS0817659526 NZD 3.750 KFW 16.08.2017 1'000 Aaa AAA 98.031 1.644 99.675 4.352 11.0 3.21XS0853807377 NZD 4.125 RABOBANK NEDERLAND AU 16.11.2017 1'000 Aa2 AA- 98.013 0.768 98.781 4.702 50.3 3.42XS0882222028 NZD 4.375 ABN AMRO BANK NV 05.02.2018 2'000 A2 A 96.587 4.219 100.806 5.337 96.3 3.44XS0587119008 NZD 5.320 KOMMUNALBANKEN AS 05.03.2018 1'000 Aaa 100.102 2.039 102.141 5.290 107.8 3.58XS0910540607 NZD 4.250 TORONTO-DOMINION BANK 03.04.2018 2'000 NR 96.783 3.435 100.218 5.117 70.4 3.61XS0878194934 NZD 4.250 RABOBANK NEDERLAND 02.05.2018 1'000 Aa2 AA- 96.626 4.145 100.771 5.144 69.6 3.69XS0943420231 NZD 3.750 KFW 14.06.2018 1'000 Aaa AAA 97.698 2.291 99.989 4.332 16.1 3.87XS0968941988 NZD 5.750 ABN AMRO BANK NV 12.09.2018 2'000 A2 100.622 2.095 102.717 5.585 112.2 3.91XS0979363156 NZD 5.250 COMMONWEALTH BANK AUST 15.10.2018 2'000 Aa2 99.679 1.438 101.117 5.322 82.6 4.04XS0925035692 NZD 4.250 JPMORGAN CHASE & CO 02.11.2018 5'000 A3 A 95.552 0.963 96.515 5.315 83.0 4.21XS0994024312 NZD 5.125 RABOBANK NEDERLAND 21.11.2018 1'000 Aa2 AA- 99.468 0.885 100.353 5.248 75.2 4.14XS1003346829 NZD 6.000 ABN AMRO BANK NV 17.06.2019 2'000 A2e 100.163 0.608 100.771 5.955 133.4 4.35XS0981806564 NZD 5.625 AUST & NZ BANKING GROUP 22.10.2019 2'000 Aa2 AA- 100.147 1.433 101.580 5.588 92.2 4.74XS0995738308 NZD 5.625 NATIONAL AUSTRALIA BANK 22.11.2019 5'000 Aa2 AA- 99.441 0.955 100.396 5.736 94.6 4.81XS0997467344 NZD 5.875 BNP PARIBAS 04.12.2019 2'000 A2 A+ 99.830 0.805 100.635 5.906 118.5 4.81XS1015430561 NZD 6.000 BNP PARIBAS 17.01.2020 2'000 A2 A+ 100.198 0.099 100.297 5.959 120.9 4.9020.01.2014

Straight Bonds DKK, ISK, NOK, SEKHOMERisk Management &Advisory Int.+41 (58) 283 7340ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurDK0009921439 DKK 4.000 KINGDOM OF DENMARK 15.11.2015 0.01 Aaa AAA 107.171 0.756 107.927 0.038 -60.4 1.77DK0009922759 DKK 2.500 KINGDOM OF DENMARK 15.11.2016 0.01 Aaa AAA 106.227 0.473 106.700 0.273 -57.9 2.73DK0030323530 DKK 3.500 DSV AS 24.06.2020 10'000 102.719 2.042 104.761 3.025 5.59DK0009922676 DKK 3.000 KINGDOM OF DENMARK 15.11.2021 0.01 Aaa AAA 111.321 0.567 111.888 1.456 -47.5 6.99DK0030329818 DKK 4.125 DANSKE BANK A/S 09.12.2025 1'000'000 BBB- 102.073 0.509 102.582 3.903 9.25XS0627893950 NOK 3.750 EUROPEAN INVESTMENT BANK 15.05.2015 10'000 Aaa AAA 102.819 2.599 105.418 1.556 -5.5 1.26XS0730005567 NOK 3.500 BMW FINANCE NV 17.07.2015 10'000 A2 A+ 102.145 1.822 103.967 2.012 31.1 1.42XS0653003383 NOK 3.250 INTL FINANCE CORP 29.07.2015 10'000 Aaa AAA 102.165 1.585 103.750 1.786 3.1 1.46XS0699927496 NOK 2.500 INTER-AMERICAN DEVEL BK 08.11.2015 10'000 Aaa 101.559 0.521 102.080 1.608 -6.9 1.74XS0552381385 NOK 3.000 EUROPEAN INVESTMENT BANK 29.01.2016 10'000 Aaa AAA 102.225 2.951 105.176 1.865 5.2 1.90XS0598441995 NOK 4.000 KFW 04.03.2016 10'000 Aaa AAA 104.546 3.562 108.108 1.788 0.4 1.97XS0965051328 NOK 2.500 VOLKSWAGEN FIN SERV NV 30.08.2016 10'000 A3 A- 101.118 1.000 102.118 2.052 12.0 2.48XS0669838541 NOK 3.000 KOMMUNALBANKEN AS 02.09.2016 10'000 Aaa AAA 102.733 1.175 103.908 1.913 2.5 2.48XS0679929389 NOK 3.250 BK NEDERLANDSE GEMEENTEN 20.09.2016 10'000 Aaa AA+ 102.927 1.113 104.040 2.103 19.3 2.51XS0935767136 NOK 1.875 EXPORT DEVELOPMNT CANADA 28.11.2016 1'000'000 Aaa AAA 100.485 0.288 100.773 1.698 -18.0 2.75XS0796988813 NOK 3.500 GENERAL ELEC CAP CORP 15.12.2016 10'000 A1 AA+ 102.982 0.374 103.356 2.419 43.5 2.73XS0739987781 NOK 3.250 BK NEDERLANDSE GEMEENTEN 02.02.2017 10'000 Aaa AA+ 102.870 3.161 106.031 2.258 27.5 2.78XS0767065906 NOK 3.375 NEDER WATERSCHAPSBANK 03.04.2017 10'000 Aaa AA+ 103.199 2.728 105.927 2.322 31.4 2.94XS0772043344 NOK 3.250 LAND NORDRHEIN-WESTFALEN 20.04.2017 10'000 Aa1 AA- 103.420 2.475 105.895 2.145 15.7 3.00XS0781585228 NOK 2.875 KOMMUNALBANKEN AS 16.05.2017 10'000 Aaa 102.420 1.985 104.405 2.109 4.5 3.09XS0781779425 NOK 3.000 L-BANK BW FOERDERBANK 22.05.2017 10'000 Aaa AAA 102.630 2.022 104.652 2.171 19.2 3.09XS0785357848 NOK 2.125 INTL BK RECON & DEVELOP 29.05.2017 10'000 Aaa 100.469 1.391 101.860 1.977 -5.9 3.16XS0775889495 NOK 3.500 BK NEDERLANDSE GEMEENTEN 30.10.2017 10'000 Aaa AA+ 103.727 0.815 104.542 2.451 26.3 3.49XS0856054886 NOK 2.250 NESTLE HOLDINGS INC 20.11.2017 10'000 Aa2 100.790 0.395 101.185 2.032 -8.8 3.62XS0874834525 NOK 3.125 ABN AMRO BANK NV 15.01.2018 10'000 A2 A 101.921 0.068 101.989 2.610 53.2 3.70XS1015422469 NOK 2.375 RABOBANK NEDERLAND 17.01.2018 10'000 Aa2 AA- 99.739 0.039 99.778 2.444 21.0 3.75XS0876382358 NOK 2.375 KFW 22.01.2018 10'000 Aaa AAA 100.913 0.007 100.920 2.134 -4.6 3.78XS0878575900 NOK 2.875 RABOBANK NEDERLAND 29.01.2018 10'000 Aa2 AA- 101.716 2.828 104.544 2.421 29.6 3.66XS0906452007 NOK 4.000 COMPAGNIE DE ST GOBAIN 27.03.2018 1'000'000 Baa2 BBB 102.105 3.310 105.415 3.448 128.9 3.69XS0935368356 NOK 3.000 EXPORT-IMPORT BK KOREA 22.05.2018 1'000'000 Aa3 98.937 2.022 100.959 3.265 82.2 3.92XS0935026632 NOK 2.250 NRW.BANK 24.05.2018 10'000 Aa1 AA- 99.595 1.504 101.099 2.348 9.9 4.03XS0935311836 NOK 2.000 NORDIC INVESTMENT BANK 24.05.2018 10'000 Aaa AAA 98.885 1.337 100.222 2.272 -9.1 4.05XS0938998225 NOK 3.000 DANSKE BANK A/S 07.06.2018 10'000 Baa1 A- 101.324 1.890 103.214 2.673 43.2 3.99XS0942996249 NOK 2.500 TOTAL CAPITAL INTL SA 14.06.2018 10'000 Aa1 AA- 100.215 1.527 101.742 2.446 7.4 4.05XS0945403649 NOK 3.000 CITIGROUP INC 25.06.2018 10'000 A- 101.470 1.742 103.212 2.641 50.4 4.04XS0949742323 NOK 3.000 DAIMLER AG 10.07.2018 10'000 A3 A- 101.723 1.619 103.342 2.584 32.2 4.08XS0932063984 NOK 2.375 BK NEDERLANDSE GEMEENTEN 20.12.2018 10'000 Aaa AA+ 100.567 0.221 100.788 2.251 13.2 4.58xs0963363907 NOK 3.000 RABOBANK NEDERLAND 20.12.2018 10'000 Aa2 AA- 101.078 1.266 102.344 2.761 33.1 4.50XS0925022872 NOK 2.875 RABOBANK NEDERLAND 07.05.2019 10'000 Aa2 AA- 100.150 2.056 102.206 2.842 26.5 4.75XS0824094089 NOK 3.000 EUROPEAN INVESTMENT BANK 22.05.2019 10'000 Aaa AAA 102.273 2.022 104.295 2.537 5.9 4.79XS0931408420 NOK 2.250 LANDWIRTSCH. RENTENBANK 22.05.2019 10'000 Aaa AAA 99.206 1.560 100.766 2.409 -0.6 4.89XS0882238297 NOK 3.000 EUROPEAN INVESTMENT BANK 04.02.2020 10'000 Aaa AAA 101.084 2.901 103.985 2.802 17.6 5.30XS0942541912 NOK 2.625 LANDWIRTSCH. RENTENBANK 17.06.2020 10'000 Aaa AAA 98.650 1.582 100.232 2.857 10.9 5.72SE0004808624 SEK 2.250 DANSKE BANK A/S 07.09.2015 1'000'000 AAA 101.588 0.850 102.438 1.253 14.9 1.58XS0590975396 SEK 4.000 BK NEDERLANDSE GEMEENTEN 16.02.2016 1'000 Aaa AA+ 105.142 3.737 108.879 1.452 32.4 1.93XS0605525764 SEK 4.000 EUROPEAN INVESTMENT BANK 12.07.2016 10'000 Aaa AAA 106.010 2.137 108.147 1.500 19.1 2.32XS0830810585 SEK 2.250 RABOBANK NEDERLAND 21.12.2016 10'000 Aa2 AA- 101.222 0.203 101.425 1.815 35.1 2.80XS1015120964 SEK 2.250 EUROPEAN INVESTMENT BANK 12.03.2019 10'000 Aaae 100.078 0.050 100.128 2.233 17.8 4.7120.01.2014

Straight Bonds TRY, ZARHOMERisk Management &Advisory Int.+41 (58) 283 7340ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0784911835 TRY 8.750 VOLKSWAGEN FIN SERV NV 28.05.2014 5'000 A3 A- 99.894 5.753 105.647 8.575 -57.3 0.32XS0215301580 TRY 9.625 EUROPEAN INVESTMENT BANK 01.04.2015 1'000 Aaa AAA 100.588 7.832 108.420 9.022 -73.3 1.01XS0640933809 TRY 8.250 EUROPEAN INVESTMENT BANK 29.06.2015 1'000 Aaa AAA 99.571 4.701 104.272 8.517 -105.5 1.25XS0956064157 TRY 7.750 RABOBANK NEDERLAND 06.08.2015 1'000 Aa2 AA- 97.454 3.610 101.064 9.546 -46.1 1.34XS0998177710 TRY 8.375 VOLKSWAGEN FIN SERV NV 04.12.2015 5'000 A3e A- 98.390 1.147 99.537 9.329 -80.6 1.63XS0963531461 TRY 8.000 RABOBANK NEDERLAND 22.02.2016 1'000 Aa2 AA- 97.273 3.375 100.648 9.490 -59.0 1.70XS0856549851 TRY 6.000 RABOBANK NEDERLAND 21.11.2016 1'000 Aa2 AA- 92.101 1.036 93.137 9.288 -82.4 2.43XS0875891615 TRY 5.375 EUROPEAN INVESTMENT BANK 23.01.2017 1'000 Aaa AAA 90.496 0.000 90.496 9.139 -113.8 2.60XS0894522795 TRY 5.250 EUROPEAN BK RECON & DEV 28.02.2017 1'000 NR 89.492 4.732 94.224 9.301 -99.3 2.55XS0884723148 TRY 7.500 AKBANK TAS 05.02.2018 300'000 Baa2 86.588 3.500 90.088 11.770 150.2 3.19XS0897427570 TRY 7.400 SBERBANK (SB CAP SA) 04.03.2018 300'000 Baa1 88.510 2.857 91.367 10.937 99.3 3.29XS0898745210 TRY 7.375 TURKIYE GARANTI BANKASI 07.03.2018 300'000 Baa2 86.010 2.786 88.796 11.747 154.4 3.28XS0978719572 TRY 8.000 EUROPEAN BK RECON & DEV 11.10.2018 1'000 NR 95.143 2.279 97.422 9.299 -108.8 3.67XS0203909485 ZAR 8.500 EUROPEAN INVESTMENT BANK 04.11.2014 5'000 Aaa AAA 102.130 1.863 103.993 5.549 -4.4 0.74XS0538702951 ZAR 7.000 RABOBANK NEDERLAND 08.09.2014 5'000 Aa2 AA- 100.560 2.627 103.187 5.916 22.4 0.59XS1016423136 ZAR 5.750 INTL FINANCE CORP 15.01.2015 10'000 Aaae 99.796 0.126 99.922 5.963 13.6 0.92XS0597024594 ZAR 7.375 INTL FINANCE CORP 04.03.2015 1'000 Aaa AAA 101.651 6.567 108.218 5.782 -5.5 0.99XS1017163764 ZAR 5.750 INTL BK RECON & DEVELOP 15.09.2015 5'000 Aaae 99.406 0.095 99.501 6.115 -5.1 1.50XS0878115905 ZAR 5.000 NORDIC INVESTMENT BANK 25.01.2016 10'000 Aaa AAA 97.793 4.973 102.766 6.204 -8.6 1.75XS0993229185 ZAR 6.250 INTL BK RECON & DEVELOP 04.11.2016 10'000 Aaa 99.343 1.199 100.542 6.502 -29.2 2.45XS0995097085 ZAR 6.750 NORDIC INVESTMENT BANK 21.11.2016 5'000 Aaa AAA 100.257 1.165 101.422 6.635 -17.4 2.48XS0490350393 ZAR 8.750 WORLDBANK GREEN BOND 01.03.2017 1'000 Aaa AAA 105.157 7.863 113.020 6.841 -8.3 2.49XS0994434487 ZAR 6.750 EUROPEAN INVESTMENT BANK 15.09.2017 5'000 Aaa AAA 98.664 1.202 99.866 7.162 -7.3 3.06XS1014593906 ZAR 7.500 RABOBANK NEDERLAND 15.01.2018 10'000 Aa2e AA- 99.466 0.164 99.630 7.659 29.3 3.32XS0979312914 ZAR 7.000 KFW 09.04.2018 5'000 Aaa AAA 99.504 2.033 101.537 7.129 -26.6 3.36XS0941602863 ZAR 6.500 KOMMUNALBANKEN AS 07.06.2018 20'000 Aaa AAA 96.567 4.096 100.663 7.433 -13.8 3.52XS0356222173 ZAR 9.000 EUROPEAN INVESTMENT BANK 21.12.2018 5'000 Aaa AAA 106.261 0.814 107.075 7.426 -15.7 3.89XS0875328790 ZAR 6.000 RABOBANK NEDERLAND 16.01.2019 5'000 Aa2 AA- 92.463 0.115 92.578 7.887 22.4 4.10XS0848049838 ZAR 6.000 EUROPEAN INVESTMENT BANK 21.10.2019 5'000 Aaa AAA 92.663 1.545 94.208 7.615 -27.8 4.57XS0984173624 ZAR 7.500 EUROPEAN INVESTMENT BANK 15.01.2020 5'000 Aaa AAA 98.288 0.164 98.452 7.869 -4.9 4.6520.01.2014

Emerging MarketsHOMERisk Management &Advisory Int.+41 (58) 283 7340ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurBrazil USD, EURUSG07402AE39 USD 8.500 BANCO DO BRASIL (CAYMAN) 20.09.2014 10'000 Baa3 104.700 2.904 107.604 1.302 249.8 0.63US71645WAV37 USD 2.875 PETROBRAS INTL FIN CO 06.02.2015 2'000 Baa1 BBB 101.888 1.334 103.222 1.038 91.0 1.01US40432UAA51 USD 4.000 HSBC BANK BRASIL SA 11.05.2016 200'000 Baa1 BBB 104.000 0.800 104.800 2.206 181.5 2.18US05947LAK44 USD 4.125 BANCO BRADESCO (CAYMAN) 16.05.2016 200'000 Baa1 BBB 105.000 0.768 105.768 1.905 142.8 2.20US71647NAC39 USD 2.000 PETROBRAS GLOBAL FINANCE 20.05.2016 2'000 Baa1 BBB 99.779 0.350 100.129 2.097 150.2 2.25US105756BM14 USD 6.000 FED REPUBLIC OF BRAZIL 17.01.2017 100'000 Baa2 BBB 111.400 0.100 111.500 2.042 134.6 2.76US71645WAU53 USD 3.500 PETROBRAS INTL FIN CO 06.02.2017 2'000 Baa1 BBB 101.650 1.624 103.274 2.928 181.5 2.82USN54468AB49 USD 9.875 MARFRIG HOLDING EUROPE B (CALLABLE) 24.07.2017 200'000 B2 B 100.500 4.910 105.410 9.703 862.4 2.77USL01795AA80 USD 4.000 ANDRADE GUTIER INT SA 30.04.2018 200'000 Ba1 97.000 0.922 97.922 4.784 333.6 3.83US105756BQ28 USD 5.875 FED REPUBLIC OF BRAZIL 15.01.2019 100'000 Baa2 BBB 112.400 0.131 112.531 3.163 158.4 4.35USP22854AF31 USD 6.875 CENT ELET BRASILEIRAS SA 30.07.2019 100'000 BBB 109.000 3.304 112.304 4.989 335.7 4.48USG9393UAA00 USD 6.625 VOTORANTIM OVERSEAS V 25.09.2019 100'000 BBB 112.200 2.172 114.372 4.185 266.3 4.69USP9634CAA91 USD 9.875 USJ ACUCAR E ALCOOL SA (CALLABLE)09.11.2019 200'000 BB- 90.500 2.030 92.530 12.201 955.4 4.13US29081YAC03 USD 6.375 EMBRAER OVERSEAS LTD 15.01.2020 1'000 Baa3 BBB 110.000 1.859 111.859 4.451 224.8 5.00USG3400TAA72 USD 7.250 BFF INTERNATIONAL LTD 28.01.2020 100'000 Baa3 BBB- 111.750 3.524 115.274 4.966 315.9 4.77USP9037HAL70 USD 5.500 TELEMAR NORTE LESTE SA 23.10.2020 100'000 Baa3 BBB- /*- 95.850 1.375 97.225 6.261 388.6 5.45USA29866AA70 USD 7.750 JBS INVESTMENTS GMBH 28.10.2020 200'000 BB 105.400 1.830 107.230 6.605 475.8 4.56USP3772WAB83 USD 5.375 BANCO DO BRASIL (CAYMAN) 15.01.2021 100'000 Baa3 99.400 0.119 99.519 5.479 289.5 5.74US105756BS83 USD 4.875 FED REPUBLIC OF BRAZIL 22.01.2021 100'000 Baa2 105.350 0.014 105.364 3.991 149.4 5.92USP5246AAF05 USD 6.500 HYPERMARCAS SA (CALLABLE) 20.04.2021 150'000 Ba2 BB- 107.250 1.679 108.929 4.456 424.8 2.05USP22854AG14 USD 5.750 CENT ELET BRASILEIRAS SA 27.10.2021 200'000 Baa3 BBB 98.500 1.374 99.874 5.993 356.8 6.09USP31442AA77 USD 6.750 CORP LINDLEY SA 23.11.2021 2'000 BB+ 106.650 1.125 107.775 5.685 331.3 6.04USP18445AG42 USD 5.750 OI SA 10.02.2022 200'000 Baa3 BBB- /*- 93.000 2.603 95.603 6.897 411.8 6.10USG1315RAG68 USD 5.375 BRASKEM FINANCE LTD 02.05.2022 200'000 Baa3 BBB- 97.250 1.209 98.459 5.797 308.7 6.49USP1905CAA82 USD 5.875 BRF SA 06.06.2022 200'000 Baa3 BBB- 101.500 0.767 102.267 5.646 298.2 6.51US29082AAA51 USD 5.150 EMPRESA BRAS DE AERONAU (EMBRAER) 15.06.2022 2'000 Baa3 BBB 102.400 0.544 102.944 4.799 212.6 6.74USP14486AJ63 USD 5.750 BNDES 26.09.2023 200'000 Baa2 BBB 100.100 1.869 101.969 5.735 286.9 7.21US105756BV13 USD 4.250 FED REPUBLIC OF BRAZIL 07.01.2025 200'000 Baa2 BBB 95.150 0.189 95.339 4.825 173.8 8.58US105756AE07 USD 10.125 FED REPUBLIC OF BRAZIL 15.05.2027 1'000 Baa2 BBB 149.000 1.913 150.913 5.029 254.1 8.33US105756BK57 USD 7.125 FED REPUBLIC OF BRAZIL 20.01.2037 1'000 Baa2 BBB 114.500 0.059 114.559 5.959 253.2 11.99US105756BR01 USD 5.625 FED REPUBLIC OF BRAZIL 07.01.2041 100'000 Baa2 BBB 97.250 0.250 97.500 5.828 203.5 13.57XS0211229637 EUR 7.375 FED REPUBLIC OF BRAZIL 03.02.2015 1'000 Baa2 BBB 106.754 7.153 113.907 0.753 75.2 0.96xs0841882128 EUR 2.750 BRE FINANCE FRANCE SA 12.10.2015 1'000 Baa3 BBB+ 102.496 0.776 103.272 1.271 236.7 1.67XS0505532134 EUR 5.250 VOTORANTIM CIMENTOS SA 28.04.2017 50'000 Baa3 BBB 108.600 3.884 112.484 2.471 240.8 2.92XS0077157575 EUR 11.000 FED REPUBLIC OF BRAZIL 26.06.2017 1 Baa2 BBB 129.500 6.359 135.859 1.995 166.3 2.89XS0540449096 EUR 4.125 BNDES 15.09.2017 50'000 Baa2 BBB 104.400 1.469 105.869 2.833 231.4 3.32XS0982711631 EUR 2.750 PETROBRAS GLOBAL FINANCE 15.01.2018 100'000 Baa1 BBB 99.900 0.068 99.968 2.777 185.0 3.72XS0716979249 EUR 4.875 PETROBRAS INTL FIN CO 07.03.2018 100'000 Baa1 BBB 107.400 4.301 111.701 2.941 209.2 3.59XS0955552178 EUR 3.750 BANCO DO BRASIL 25.07.2018 100'000 Baa2 BBB 102.550 1.870 104.420 3.131 228.7 4.04XS0982711987 EUR 3.750 PETROBRAS GLOBAL FINANCE 14.01.2021 100'000 Baa1 BBB 99.250 0.092 99.342 3.874 224.9 6.02XS0835890350 EUR 4.250 PETROBRAS GLOBAL FINANCE 02.10.2023 100'000 Baa1 BBB 98.500 1.316 99.816 4.441 218.4 7.69XS0982711714 EUR 4.750 PETROBRAS GLOBAL FINANCE 14.01.2025 100'000 Baa1 BBB 99.000 0.117 99.117 4.869 260.6 8.37Mexico USD, EURUS879403AS24 USD 5.500 TELEFONOS DE MEXICO SAB 27.01.2015 100'000 A2 A- 104.282 2.689 106.971 1.226 28.4 0.9720.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS02364WBC82 USD 2.375 AMERICA MOVIL SAB DE CV 08.09.2016 200'000 A2 A- 103.578 0.891 104.469 0.991 33.1 2.53US91086QAU22 USD 5.625 UNITED MEXICAN STATES 15.01.2017 2'000 Baa1 BBB+ 112.250 0.125 112.375 1.410 72.5 2.77USP4983GAM26 USD 7.875 GRUPO POSADAS SAB CV (CALLABLE) 30.11.2017 150'000 B2 B 102.000 1.159 103.159 7.083 624.0 2.50USP2253THR34 USD 9.000 CEMEX SAB DE CV (CALLABLE) 11.01.2018 100'000 B+ 110.100 0.300 110.400 2.947 292.3 0.93US71656MAS89 USD 3.500 PETROLEOS MEXICANOS 18.07.2018 10'000 Baa1 BBB+ 103.250 0.049 103.299 2.725 138.0 4.14US191241AG32 USD 2.375 COCA-COLA FEMSA SAB CV 26.11.2018 150'000 A2 A- 100.453 0.376 100.829 2.275 44.3 4.53USP2253TJC47 USD 5.875 CEMEX SAB DE CV (CALLABLE) 25.03.2019 200'000 B+ 102.600 1.926 104.526 5.172 416.8 3.61US91086QAY44 USD 5.125 UNITED MEXICAN STATES 15.01.2020 2'000 Baa1 BBB+ 111.400 0.114 111.514 3.026 111.3 5.19US91086QBD97 USD 3.500 UNITED MEXICAN STATES 21.01.2021 2'000 Baa1e BBB+ 100.400 0.019 100.419 3.435 104.3 6.16USG86668AA10 USD 8.375 TAM CAPITAL 3 INC (CALLABLE) 03.06.2021 200'000 BB- 106.000 1.163 107.163 7.010 544.0 4.26US02364WBD65 USD 3.125 AMERICA MOVIL SAB DE CV 16.07.2022 200'000 A2 A- 94.058 0.061 94.119 3.957 122.4 7.33USP4954BAE67 USD 6.250 GRUPO KUO SAB DE CV (CALLABLE) 04.12.2022 200'000 BB 102.000 0.851 102.851 5.890 352.8 5.49USP2389PAA23 USD 5.125 CFR INTERNAT SPA (CALLABLE) 06.12.2022 200'000 BB+ 93.750 0.669 94.419 6.045 321.1 6.91USP9084BAD03 USD 5.500 TENEDORA NEMAK SA (CALLABLE) 28.02.2023 200'000 Ba2 BB+ 98.350 2.215 100.565 5.734 285.2 6.91US91086QBC15 USD 4.000 UNITED MEXICAN STATES 02.10.2023 2'000 Baa1 BBB+ 99.600 1.233 100.833 4.050 116.8 7.87US191241AE83 USD 3.875 COCA-COLA FEMSA SAB CV 26.11.2023 150'000 A2 100.449 0.614 101.063 3.819 97.0 8.08USP1507SAD91 USD 5.950 BCO SANTANDER MEXICO -SUBORDINATED- 30.01.2024 200'000 Ba1 BB 102.600 0.430 103.030 5.352 352.0 4.19US91086QAS75 USD 6.750 UNITED MEXICAN STATES 27.09.2034 1'000 Baa1 BBB+ 119.650 2.175 121.825 5.189 182.6 11.72US91086QAV05 USD 6.050 UNITED MEXICAN STATES 11.01.2040 2'000 Baa1 BBB+ 109.750 0.202 109.952 5.351 176.7 13.58US91086QBE70 USD 5.550 UNITED MEXICAN STATES 21.01.2045 2'000 Baa1e BBB+ 101.800 0.031 101.831 5.429 169.1 14.85XS0222076449 EUR 4.250 UNITED MEXICAN STATES 16.06.2015 1'000 Baa1 BBB+ 104.800 2.573 107.373 0.780 46.4 1.35XS0456477578 EUR 5.500 PETROLEOS MEXICANOS 09.01.2017 50'000 Baa1 BBB+ 111.500 0.211 111.711 1.500 114.0 2.77XS0525982657 EUR 4.250 UNITED MEXICAN STATES 14.07.2017 1'000 Baa1 BBB+ 109.200 2.247 111.447 1.510 81.5 3.20XS0997484430 EUR 3.125 PETROLEOS MEXICANOS 27.11.2020 100'000 Baa1 BBB+ 101.100 0.488 101.588 2.944 149.7 6.06XS0802174044 EUR 3.000 AMERICA MOVIL SAB DE CV 12.07.2021 100'000 A2 A- 103.605 1.603 105.208 2.464 92.1 6.56XS0213101073 EUR 5.500 PEMEX PROJ FDG MASTER TR 24.02.2025 10'000 Baa1 BBB+ 115.600 5.018 120.618 3.753 193.6 8.12MXN PESOXS0557996526 MXN 4.625 INTL BK RECON & DEVELOP 17.11.2015 1'000 Aaa AAA 102.887 0.849 103.736 2.963 -107.8 1.72XS0857209539 MXN 4.375 GENERAL ELEC CAP CORP 30.11.2015 25'000 A1 AA+ 101.467 0.647 102.114 3.538 -68.4 1.75XS0583056691 MXN 6.000 INTL FINANCE CORP 28.01.2016 10'000 Aaa AAA 104.942 5.918 110.860 3.418 -90.6 1.79XS0850906669 MXN 4.625 RABOBANK NEDERLAND 01.02.2016 10'000 Aa2 AA- 101.591 4.511 106.102 3.792 -57.7 1.82XS0900735837 MXN 4.250 BNP PARIBAS 22.03.2016 25'000 A2 A+ 100.162 3.575 103.737 4.164 -27.3 1.96XS0877790765 MXN 4.625 RABOBANK NEDERLAND 23.01.2017 10'000 Aa2 AA- 100.799 0.000 100.799 4.335 -62.4 2.75XS0927127372 MXN 4.125 GENERAL ELEC CAP CORP 15.05.2017 25'000 A1 AA+ 98.952 2.859 101.811 4.466 -48.8 2.95XS0877250497 MXN 4.500 BK NEDERLANDSE GEMEENTEN 22.01.2018 10'000 Aaa AA+ 100.041 0.012 100.053 4.488 -82.7 3.59XS0961509543 MXN 4.000 INTL BK RECON & DEVELOP 16.08.2018 1'000 Aaa AAA 98.834 1.753 100.587 4.282 -123.5 4.02XS0860706935 MXN 6.450 AMERICA MOVIL SAB DE CV 05.12.2022 2'000'000 A2 A- 93.010 0.878 93.888 7.544 76.2 6.50COP COLOMBIAN PESO (CPN & REDEMPTION PAID IN USD)XS0814713474 COP 4.000 INTL BK RECON & DEVELOP 15.08.2014 10'000'000 Aaa AAA 100.413 1.764 102.177 3.195 0.54USP9379RAB35 COP 8.375 EMPRESAS PUBLIC MEDELLIN 01.02.2021 20'000'000 Baa3 104.096 8.168 112.264 7.600 4.84USP3711ZAB50 COP 7.000 EMPRESA DE TELECOMUNIC 17.01.2023 20'000'000 Ba1 93.852 0.115 93.967 7.984 6.37Brasilian REAL (Coupon & Redemption Paid in USD)XS0620081058 BRL 9.000 INTL BK RECON & DEVELOP 28.04.2014 5'000 Aaa AAA 99.960 6.658 106.618 8.586 0.24XS0523032224 BRL 8.120 INTER-AMERICAN DEVEL BK 24.07.2014 10'000 Aaa AAA 99.411 4.037 103.448 9.345 0.46XS0811026193 BRL 5.125 EXPORT DEVELOPMNT CANADA 31.07.2014 1'000 Aaa AAA 97.831 2.471 100.302 9.273 0.48XS0640898978 BRL 10.000 BANQUE SAFRA LUXEMBOURG 05.01.2015 300'000 BBB 98.010 0.500 98.510 12.267 0.87XS0830749494 BRL 5.250 ASIAN DEVELOPMENT BANK 25.09.2015 1'000 Aaa AAA 93.493 1.726 95.219 9.610 1.48US03523TAY47 BRL 9.750 ANHEUSER-BUSCH INBEV WOR 17.11.2015 100'000 A3 A 99.250 1.788 101.038 10.195 1.60US46556MAC64 BRL 10.500 ITAU UNIBANCO HLDG SA/KY 23.11.2015 150'000 Baa2 100.000 1.750 101.750 10.482 1.60US29878TCE29 BRL 6.000 EUROPEAN INVESTMENT BANK 25.01.2016 1'000 Aaa AAA 93.557 5.967 99.524 9.687 1.67XS0880952865 BRL 6.000 INTER-AMERICAN DEVEL BK 01.02.2016 5'000 Aaa 93.395 5.852 99.247 9.752 1.68XS0856649644 BRL 5.000 ASIAN DEVELOPMENT BANK 23.02.2016 1'000 Aaa AAA 91.580 4.575 96.155 9.643 1.76US05966UAR59 BRL 8.000 BANCO SANTANDER BRAS CI 18.03.2016 300'000 Baa2 BBB 93.010 2.778 95.788 11.756 1.85XS0912191318 BRL 7.250 BNP PARIBAS 08.04.2016 250'000 A+ 93.469 5.760 99.229 10.692 1.81USG0457FAA50 BRL 10.250 ARCOS DORADOS HOLDINGS I 13.07.2016 250'000 Ba2 101.000 0.285 101.285 9.782 2.1420.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0803718617 BRL 5.250 INTER-AMERICAN DEVEL BK 19.07.2016 5'000 Aaa 90.091 2.704 92.795 9.906 2.12US05964TAE91 BRL 10.250 BANCO SAFRA SA 08.08.2016 300'000 Baa2 94.600 4.698 99.298 12.800 2.05USP1905CAC49 BRL 7.750 BRF SA 22.05.2018 300'000 Baa3 BBB- 82.500 1.313 83.813 13.172 3.41US61747WAA71 BRL 11.500 MORGAN STANLEY 22.10.2020 250'000 Baa2 A- 97.250 2.907 100.157 12.099 4.44US105756BT66 BRL 8.500 FED REPUBLIC OF BRAZIL 05.01.2024 350'000 Baa2 89.010 0.425 89.435 10.289 6.35Brasilian REAL (Coupon & Redemption Paid in EUR)XS0875150871 BRL 6.000 KFW 15.03.2016 5'000 Aaa AAA 93.076 6.016 99.092 9.712 1.79XS1014703851 BRL 10.500 EUROPEAN INVESTMENT BANK 21.12.2017 5'000 Aaae 100.740 0.058 100.798 10.248 3.06Rest of Latin AmericaUSP97475AF73 USD 5.750 REPUBLIC OF VENEZUELA 26.02.2016 500 Caa1 B- 85.500 2.348 87.848 13.974 1235.6 1.81USP16236AE41 USD 2.250 BBVA BANCO CONTINENTAL 29.07.2016 10'000 BBB+ 100.600 1.088 101.688 2.004 134.0 2.41US195325BJ38 USD 7.375 REPUBLIC OF COLOMBIA 27.01.2017 100'000 Baa3 BBB 116.350 3.606 119.956 1.775 104.8 2.67xs0752394089 USD 9.950 CITY OF BUENOS AIRES 01.03.2017 200'000 Caa1 CCC+ 98.000 3.925 101.925 10.716 977.8 2.51USP79171AB31 USD 12.375 PROVINCIA DE CORDOBA 17.08.2017 100'000 Caa1 CCC+ 89.000 5.363 94.363 16.571 1441.0 2.57USG87361AA26 USD 8.000 TELEMOVIL FIN. (EL SALVADOR) (CALLABLE) 01.10.2017 100'000 B1 107.500 2.489 109.989 2.719 403.7 0.66US05968AAB26 USD 2.000 BANCO DEL ESTADO -CHILE 09.11.2017 150'000 Aa3 AA- 99.300 0.411 99.711 2.193 107.6 3.62US21987AAB61 USD 3.125 CORPBANCA 15.01.2018 200'000 Baa3 /*- BBB 96.850 0.069 96.919 3.989 239.3 3.69USP16236AF16 USD 3.250 BBVA BCO CONTI PERU 08.04.2018 10'000 BBB+ 101.250 0.948 102.198 2.931 156.8 3.88USP1265VAB82 USD 3.875 BANCO GNB SUDAMERIS SA 02.05.2018 10'000 Ba1 97.250 0.872 98.122 4.589 293.9 3.85USP14623AA33 USD 4.875 BANCO NAL COSTA RICA 01.11.2018 200'000 Baa3 98.820 1.110 99.930 5.155 351.6 4.16USP97475AD26 USD 7.000 REPUBLIC OF VENEZUELA 01.12.2018 1'000 Caa1 B- 73.610 1.011 74.621 14.803 1060.8 3.74USP989MJAU54 USD 8.875 YPF SOCIEDAD ANONIMA 19.12.2018 1'000 B3 104.500 0.838 105.338 7.752 619.5 3.92US195325BL83 USD 7.375 REPUBLIC OF COLOMBIA 18.03.2019 100'000 Baa3 BBB 120.550 2.561 123.111 3.035 146.5 4.30US715638AW21 USD 7.125 REPUBLIC OF PERU 30.03.2019 1'000 Baa2 BBB+ 121.850 2.236 124.086 2.594 97.3 4.37USP9379RAA51 USD 7.625 EMPRESAS PUBLIC MEDELLIN 29.07.2019 100'000 Baa3 119.600 3.685 123.285 3.668 205.3 4.47US05971BAB53 USD 4.000 BANCO BTG PACTUAL/CAYMAN 16.01.2020 200'000 Baa3 88.500 0.078 88.578 6.340 387.4 5.16USP09646AC75 USD 5.375 BANCO DE CREDITO DEL PER 16.09.2020 10'000 Baa2 BBB+ 105.800 1.896 107.696 4.359 203.1 5.49USP1027DEN77 USD 4.125 BANCO DEL ESTADO -CHILE 07.10.2020 100'000 Aa3 AA- 102.500 1.215 103.715 3.700 146.7 5.76USP84523AA03 USD 7.750 SAN MIGUEL INDUSTRIAS 06.11.2020 10'000 Ba2 103.730 1.658 105.388 6.953 485.1 4.56XS1006084211 USD 8.750 REPUBLIC OF HONDURAS 16.12.2020 200'000 B2 B 101.000 0.899 101.899 8.552 584.4 5.07USP3579EAH01 USD 7.500 DOMINICAN REPUBLIC 06.05.2021 100'000 B1 B+ 110.200 1.604 111.804 5.764 360.1 5.59USP5015VAD84 USD 5.750 REPUBLIC OF GUATEMALA 06.06.2022 200'000 Ba1 BB 105.200 0.751 105.951 4.982 245.5 6.60USP48864AD77 USD 7.000 BARBADOS GOVT OF 04.08.2022 100'000 BB- 89.000 3.286 92.286 8.864 606.4 5.94US168863BN78 USD 2.250 REPUBLIC OF CHILE 30.10.2022 150'000 Aa3 AA- 91.400 0.519 91.919 3.392 66.0 7.79USP90475AA57 USD 6.750 TELEFON CELULAR DEL PARAGU (CALLABLE) 13.12.2022 200'000 Ba3 106.500 0.750 107.250 5.598 377.2 5.48USP2205JAH34 USD 4.875 CENCOSUD SA 20.01.2023 200'000 Baa3 95.150 0.041 95.191 5.568 257.3 7.14USP75744AA38 USD 4.625 REPUBLIC OF PARAGUAY 25.01.2023 200'000 Ba3 BB- 98.900 2.287 101.187 4.777 220.2 7.12USP3699PGB78 USD 4.250 COSTA RICA GOVERNMENT 26.01.2023 200'000 Baa3 BB 92.250 2.090 94.340 5.345 253.0 7.15US195325BQ70 USD 4.000 REPUBLIC OF COLOMBIA 26.02.2024 200'000 Baa3 BBB 97.500 1.300 98.800 4.308 132.3 8.06USP3772NHK11 USD 2.625 REPUBLIC OF COLOMBIA (CALLABLE) 15.03.2023 200'000 Baa3 BBB 88.850 0.933 89.783 4.099 118.0 7.87USP0956JCG87 USD 4.250 BCO CREDITO DEL PERU 01.04.2023 10'000 Baa2 BBB+ 93.875 1.322 95.197 5.092 219.1 7.35USP37878AB43 USD 5.950 BOLIVIA GOVERNMENT 22.08.2023 200'000 Ba3 BB- 100.700 2.496 103.196 5.853 297.9 7.06USP14623AB16 USD 6.250 BANCO NAL COSTA RICA 01.11.2023 200'000 Baa3 96.250 1.424 97.674 6.779 374.0 7.0620.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUSP3579EAT49 USD 6.600 DOMINICAN REPUBLIC 28.01.2024 100'000 B1 B+ 101.200 1.558 102.758 6.435 351.9 7.04USP01012AS54 USD 5.875 REPUBLIC OF EL SALVADOR 30.01.2025 5'000 Ba3 BB- 94.700 2.823 97.523 6.558 331.7 7.69US760942AX01 USD 6.875 REPUBLICA ORIENT URUGUAY 28.09.2025 1 Baa3 BBB- 116.000 2.196 118.196 5.044 218.7 8.13USP5015VAE67 USD 4.875 REPUBLIC OF GUATEMALA 13.02.2028 200'000 Ba1 BB 93.500 2.167 95.667 5.547 219.9 9.69USP9367RAG67 USD 4.250 TRANSPORT DE GAS PERU 30.04.2028 200'000 Baa2 BBB 88.750 0.980 89.730 5.389 186.6 10.21US195325BK01 USD 7.375 REPUBLIC OF COLOMBIA 18.09.2037 100'000 Baa3 BBB 124.850 2.561 127.411 5.486 213.7 12.16US195325BM66 USD 6.125 REPUBLIC OF COLOMBIA 18.01.2041 100'000 Baa3 BBB 109.000 0.085 109.085 5.482 186.9 13.69US168863BP27 USD 3.625 REPUBLIC OF CHILE 30.10.2042 150'000 Aa3 AA- 81.250 0.836 82.086 4.839 93.9 16.27USP3143NAS38 USD 5.625 CODELCO INC 18.10.2043 200'000 A1 AA- 102.230 1.484 103.714 5.472 177.6 14.32Turkey USD, EURUS900123AV22 USD 7.250 REPUBLIC OF TURKEY 15.03.2015 2'000 Baa3 NR 106.000 2.578 108.578 1.921 172.9 1.08US900123BE97 USD 7.500 REPUBLIC OF TURKEY 14.07.2017 100'000 Baa3 NR 112.150 0.188 112.338 3.739 281.5 3.08XS0849020556 USD 4.125 TUPRAS-TURKIYE PETROL RA 02.05.2018 200'000 Ba1 95.000 0.928 95.928 5.450 340.9 3.81XS0975576165 USD 4.750 COCA-COLA ICECEK URETIM 01.10.2018 200'000 Baa3 102.750 1.478 104.228 4.098 251.6 4.12XS0987355939 USD 5.000 TURKIYE VAKIFLAR BANKASI 31.10.2018 200'000 Baa2 97.750 1.153 98.903 5.541 375.8 4.13XS0994815016 USD 5.250 YAPI VE KREDI BANKASI AS 03.12.2018 200'000 Baa2 97.750 0.729 98.479 5.786 409.8 4.19US900123BD15 USD 7.000 REPUBLIC OF TURKEY 11.03.2019 100'000 Baa3 NR 111.000 2.567 113.567 4.570 304.3 4.25XS0874840688 USD 4.000 YAPI VE KREDI BANKASI 22.01.2020 200'000 Baa2 89.500 0.011 89.511 6.118 362.7 5.19XS0957598070 USD 5.875 MERSIN ULUS LIMAN (CALLABLE) 12.08.2020 200'000 Baa3 99.250 2.627 101.877 6.014 364.2 5.23USM8931TAA71 USD 6.250 TURKIYE GARANTI BANKASI 20.04.2021 200'000 Baa2 99.750 1.615 101.365 6.291 382.0 5.66US900123BZ27 USD 6.250 REPUBLIC OF TURKEY 26.09.2022 200'000 Baa3 NR 105.250 2.031 107.281 5.480 286.2 6.57XS0847042024 USD 6.000 ISBANK -SUBORDINATED- 24.10.2022 200'000 Ba1 90.750 1.483 92.233 7.456 426.3 6.48XS0849728190 USD 6.000 VAKIFLAR BANKASI - SUBORDINATED-01.11.2022 200'000 Ba2 88.750 1.367 90.117 7.792 443.6 6.46USM0375YAK49 USD 5.000 AKBANK TAS 24.10.2022 150'000 Baa2 90.750 1.236 91.986 6.395 315.1 6.79XS0848940523 USD 3.375 ANADOLU EFES 01.11.2022 200'000 Baa3 BBB- 81.500 0.769 82.269 6.132 288.0 7.23XS0861979440 USD 5.500 YAPI VE KREDI -SUBORDINATED- 06.12.2022 200'000 Ba1 86.000 0.718 86.718 7.706 437.1 6.66US900123CA66 USD 3.250 REPUBLIC OF TURKEY 23.03.2023 200'000 Baa3 84.750 1.083 85.833 5.378 228.7 7.57US900123AT75 USD 8.000 REPUBLIC OF TURKEY 14.02.2034 2'000 Baa3 NR 116.000 3.533 119.533 6.554 329.2 10.32US900123AY60 USD 6.875 REPUBLIC OF TURKEY 17.03.2036 2'000 Baa3 NR 103.000 2.406 105.406 6.614 300.6 11.19XS0212694920 EUR 5.500 REPUBLIC OF TURKEY 16.02.2017 2'000 Baa3 NR 108.250 5.138 113.388 2.659 213.2 2.71XS0503454166 EUR 5.125 REPUBLIC OF TURKEY 18.05.2020 50'000 Baa3 NR 105.250 3.510 108.760 4.159 285.4 5.19XS0993155398 EUR 4.350 REPUBLIC OF TURKEY 12.11.2021 100'000 Baa3 100.500 0.858 101.358 4.271 258.4 6.46EUROPE/RUSSIA/ASIA USD, EURXS0619624413 USD 6.200 PROMSVYAZBK(PSB FINANCE) 25.04.2014 200'000 Ba3 101.000 1.516 102.516 2.231 302.3 0.25XS0484208771 USD 6.250 ROSNEFT FINANCE SA 02.02.2015 100'000 Baa1 BBB 105.500 2.969 108.469 0.849 80.0 0.98XS0494095754 USD 6.699 BK MOSCOW (BOM CAPITAL) 11.03.2015 100'000 Ba1 105.250 2.456 107.706 1.988 247.2 1.08XS0503737461 USD 8.375 UKREXIMBANK(BIZ FIN PLC) 27.04.2015 100'000 Caa1 /*- 99.500 2.001 101.501 8.783 913.4 1.15XS0504954180 USD 3.625 RUSSIA FOREIGN BOND 29.04.2015 100'000 Baa1 BBB 103.650 0.846 104.496 0.724 58.2 1.24XS0510820011 USD 6.250 KAZATOMPROM 20.05.2015 100'000 Baa3 104.500 1.094 105.594 2.764 229.0 1.26XS0511379066 USD 10.250 METINVEST BV 20.05.2015 100'000 Caa1 /*- 104.000 1.794 105.794 7.020 709.1 1.21XS0521476118 USD 5.000 BAHRAIN MUMTALAKAT HLDNG 30.06.2015 100'000 BBB 104.000 0.319 104.319 2.155 210.8 1.39XS0524435715 USD 5.499 SB CAPITAL SA (SBERBANK) 07.07.2015 100'000 Baa1 106.100 0.244 106.344 1.256 115.7 1.41XS0529394701 USD 8.750 REPUBLIC OF BELARUS 03.08.2015 100'000 B3 B- 103.625 4.132 107.757 6.224 617.2 1.37XS0543783434 USD 6.875 UKRAINE GOVERNMENT 23.09.2015 100'000 Caa1 /*- B- 101.500 2.292 103.792 5.910 584.9 1.53USN97708AA49 USD 10.500 ZHAIKMUNAI LLP (CALLABLE) 19.10.2015 150'000 B2 B+ 106.000 2.742 108.742 -0.271 274.8XS0562354182 USD 5.092 GAZPROM (GAZ CAPITAL SA) 29.11.2015 200'000 Baa1 BBB 106.800 0.764 107.564 1.357 103.3 1.77XS0587030957 USD 6.493 VIMPELCOM (VIP FIN) 02.02.2016 200'000 Ba3 BB 107.350 3.084 110.434 2.737 238.4 1.85XS0613313104 USD 3.750 MDC-GMTN B.V. 20.04.2016 200'000 Aa3 AA 106.125 0.969 107.094 0.980 63.2 2.14USG2108YAA31 USD 4.625 CHINA RESOURCES LAND LTD 19.05.2016 200'000 Baa1 BBB 104.692 0.822 105.514 2.530 197.1 2.19XS0708813653 USD 4.950 GAZPROM (GAZ CAPITAL SA) 23.05.2016 200'000 Baa1 BBB 106.750 0.825 107.575 1.975 161.1 2.2020.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUSG5636CAB30 USD 8.500 LONKING HOLDINGS LTD (CALLABLE) 03.06.2016 200'000 B1 B+ 105.500 1.181 106.681 4.723 560.7 0.35XS0644750027 USD 9.375 CITY OF KYIV (KYIV FINAN 11.07.2016 200'000 Caa1 /*- B- 96.000 0.313 96.313 11.274 1024.6 2.13XS0648402583 USD 6.250 JSC SEVERSTAL(STEEL CAP) 26.07.2016 200'000 Ba1 BB+ 107.150 3.073 110.223 3.258 330.6 2.26XS0655338555 USD 4.750 LEBANESE REPUBLIC 02.11.2016 1'000 B1 B- 101.000 1.069 102.069 4.361 392.9 2.55XS1002908041 USD 2.750 CHINA CONSTR. BANK 12.12.2016 200'000 A1 100.232 0.313 100.545 2.665 183.4 2.75XS0742380412 USD 4.950 SBERBANK (SB CAP SA) 07.02.2017 200'000 Baa1 106.563 2.283 108.846 2.686 191.4 2.77XS0744126961 USD 5.450 STATE OIL OF AZERBAIJAN 09.02.2017 200'000 Ba1 BB+ 107.356 2.483 109.839 2.907 225.4 2.75XS0747927746 USD 5.250 REPUBLIC OF LATVIA 22.02.2017 200'000 Baa2 BBB+ 110.000 2.202 112.202 1.892 111.9 2.81XS0861980372 USD 3.149 ROSNEFT(ROSNEFT INT FIN) 06.03.2017 200'000 Baa1 BBB 102.000 1.199 103.199 2.478 161.4 2.93XS0755567301 USD 5.750 DEVT BANK OF MONGOLIA 21.03.2017 200'000 B1 BB- 95.750 1.949 97.699 7.275 645.4 2.77XS0499245180 USD 5.739 RZD CAPITAL PLC (RZD) 03.04.2017 100'000 Baa1 BBB 108.850 1.754 110.604 2.821 187.9 2.89US50065XAC83 USD 3.125 KOREA NATIONAL OIL CORP 03.04.2017 200'000 A1 A+ 103.603 0.955 104.558 1.955 105.0 3.01USP1393HAA60 USD 3.750 BANCO LATINOAMERICANO SA 04.04.2017 150'000 BBB 103.500 1.135 104.635 2.601 171.8 2.98XS0767469827 USD 3.250 RUSSIAN FEDERATION 04.04.2017 200'000 Baa1 BBB 105.000 0.984 105.984 1.638 78.2 3.01USY9896RAA96 USD 6.875 ZOOMLION HK SPV CO LTD 05.04.2017 200'000 BB+ 102.500 2.063 104.563 6.000 471.5 2.79XS0808758196 USD 9.250 UKRAINE GOVERNMENT 24.07.2017 200'000 Caa1 /*- B- 105.500 4.599 110.099 7.437 651.8 2.85XS0813393849 USD 4.000 EXPORT-IMPORT BK INDIA 07.08.2017 200'000 Baa3 BBB- 102.066 1.844 103.910 3.375 233.4 3.22XS0541528682 USD 5.125 REPUBLIC OF LITHUANIA 14.09.2017 100'000 Baa1 BBB 109.886 1.836 111.722 2.280 120.3 3.29USP09110AA82 USD 8.875 BANCO CONTINENTAL S.A.E. (CALLABLE) 15.10.2017 150'000 Ba2 BB- 107.500 2.416 109.916 6.569 576.4 3.10XS0836493642 USD 12.500 SUNAC CHINA HOLDINGS LTD (CALLABLE) 16.10.2017 200'000 B+ 112.375 3.368 115.743 8.109 830.6 1.51XS0835662726 USD 13.500 CHINA SOUTH CITY HOLDING (CALLABLE) 17.10.2017 200'000 B3 B 116.500 3.600 120.100 6.946 807.4 1.51XS0551315384 USD 6.700 SEVERSTAL (STEEL CAP) 25.10.2017 100'000 Ba1 BB+ 108.750 1.638 110.388 4.157 315.7 3.28XS0552679879 USD 5.375 SCF CAPITAL (SOVCOMFLOT) 27.10.2017 200'000 Ba3 101.380 1.284 102.664 4.966 376.7 3.33XS0853036860 USD 6.000 HRVATSKA ELECTROPRIVREDA 09.11.2017 200'000 Ba2 BB- 104.000 1.233 105.233 4.831 368.2 3.34XS0559800122 USD 5.450 VNESHECONOMBANK(VEB) 22.11.2017 100'000 BBB 107.500 0.923 108.423 3.346 223.0 3.44US056752AA67 USD 2.250 BAIDU INC 28.11.2017 200'000 A3 100.627 0.344 100.971 2.079 55.3 3.66XS0860854966 USD 2.000 AMBER CIRCLE (CHINAD DEV. BK) 04.12.2017 200'000 Aa3 AA- 99.074 0.272 99.346 2.251 110.1 3.69XS0863496633 USD 2.375 GULF INTERNATIONAL BANK 11.12.2017 200'000 A3 BBB+ 99.750 0.277 100.027 2.443 124.2 3.68XS0863583281 USD 5.125 EUROCHEM M & C OJSC VIA 12.12.2017 200'000 BB 101.650 0.584 102.234 4.654 347.8 3.48XS0793277277 USD 2.875 EXPORT-IMPORT BANK OF MA 14.12.2017 200'000 A3 101.920 0.311 102.231 2.355 111.0 3.66XS0796426228 USD 5.298 OJSC RUSS AGRIC BK(RSHB) 27.12.2017 200'000 Baa3 104.750 0.383 105.133 3.979 275.7 3.52US60937GAA40 USD 4.125 MONGOLIA INTL BOND 05.01.2018 200'000 B1 BB- 92.000 0.206 92.206 6.451 503.9 3.55XS0853586856 USD 5.700 LAI SUN INTL FINANC 2012 18.01.2018 200'000 98.750 0.079 98.829 6.057 509.8 3.51XS0879105558 USD 7.700 CREDIT BANK OF MOSCOW (C 01.02.2018 200'000 B1 BB- 103.500 3.679 107.179 6.692 612.9 3.31US445545AG19 USD 4.125 HUNGARY 19.02.2018 2'000 Ba1 BB 102.500 1.765 104.265 3.461 218.8 3.67XS0899969702 USD 4.450 SEVERSTAL (STEEL CAP) 19.03.2018 200'000 NR BB+ 100.625 1.533 102.158 4.283 296.5 3.71XS0841358103 USD 4.125 SYNDICATE BANK 12.04.2018 200'000 Baa3 BBB- 97.983 1.157 99.140 4.655 325.3 3.78USG22004AD07 USD 1.950 CNPC GENERAL CAPITAL 16.04.2018 200'000 A1 A+ 97.973 0.525 98.498 2.457 100.6 4.01XS0916902769 USD 2.950 SIB SUKUK CO III LTD 16.04.2018 200'000 BBB+ 99.500 0.795 100.295 3.076 173.7 3.92XS0618905219 USD 6.750 EVRAZ GROUP SA 27.04.2018 200'000 B1 B+ 100.490 1.613 102.103 6.612 523.3 3.60XS0922883318 USD 3.723 URALKALI (URALKALI FINAN 30.04.2018 200'000 Baa3 98.449 0.858 99.307 4.122 267.3 3.87XS0927637495 USD 4.750 REPUBLIC OF SLOVENIA 10.05.2018 200'000 Ba1 A- 104.400 0.963 105.363 3.634 231.3 3.84XS0625516157 USD 8.500 KAZKOMMERTSBANK 11.05.2018 200'000 Caa1 B 99.250 1.700 100.950 8.707 732.8 3.48USG8449VAA47 USD 1.750 STATE GRID OVERSEAS INV 22.05.2018 200'000 Aa3 AA- 98.121 0.297 98.418 2.207 77.8 4.13XS0365923977 USD 6.875 VTB BANK (VTB CAPITAL SA 29.05.2018 100'000 Baa2 BBB 109.630 1.050 110.680 4.416 293.5 3.74XS0089375249 USD 11.000 RUSSIA FOREIGN BOND 24.07.2018 1'000 Baa1 BBB 135.750 5.469 141.219 2.546 138.7 3.61US056752AC24 USD 3.250 BAIDU INC 06.08.2018 200'000 A3 102.524 1.508 104.032 2.656 114.3 4.14USG8200QAA43 USD 2.500 SINOPEC GRP OVERSEA 2013 17.10.2018 200'000 Aa3 A+ 100.055 0.667 100.722 2.487 94.0 4.41XS0995845566 USD 6.000 DME AIRPORT LTD 26.11.2018 200'000 BB+ 103.650 0.967 104.617 5.137 374.9 4.14XS0995679619 USD 5.875 REPUBLIC OF SERBIA 03.12.2018 200'000 B1 BB- 105.500 0.816 106.316 4.598 312.2 4.19XS1001656781 USD 2.875 AGRICULTURAL BK CHINA HK 10.12.2018 200'000 A1 A 97.668 0.343 98.011 3.397 165.3 4.49USY8137FAA67 USD 6.000 REPUBLIC OF SRI LANKA 14.01.2019 200'000 (P)B1 B+ 101.750 0.150 101.900 5.592 388.7 4.26XS0889401054 USD 5.200 VIMPELCOM HLDGS 13.02.2019 200'000 Ba3 BB 101.750 2.311 104.061 4.805 321.6 4.3120.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurUS71567RAB24 USD 6.125 REPUBLIC OF INDONESIA (SUKUK) 15.03.2019 200'000 Baa3 BB+ 107.130 2.144 109.274 4.553 292.3 4.33US45112FAE60 USD 4.800 ICICI BANK LTD/DUBAI 22.05.2019 200'000 Baa2 BBB- 101.140 0.813 101.953 4.555 271.5 4.63XS0799357354 USD 5.180 SBERBANK (SB CAP SA) 28.06.2019 200'000 Baa1 106.250 0.360 106.610 3.891 210.7 4.72USY68856AH99 USD 5.250 PETRONAS CAPITAL LTD 12.08.2019 100'000 A1 A- 111.021 2.348 113.369 3.075 125.8 4.75XS0783934325 USD 4.950 OJSC NOVO(STEEL FUNDING) 26.09.2019 200'000 Baa3 BB+ 100.000 1.609 101.609 4.949 324.7 4.82XS0844323930 USD 6.875 LONGFOR PROPERTIES (CALLABLE) 18.10.2019 200'000 Ba2 BB 102.250 1.814 104.064 6.315 474.6 3.94USA57902AA51 USD 8.250 OAS INVESTMENTS GMBH (CALLABLE) 19.10.2019 200'000 B1 BB- 99.750 2.154 101.904 8.301 629.3 4.41XS0851672435 USD 10.200 PROMSVYAZBK -SUBORDINATED- 06.11.2019 200'000 B1 108.375 2.182 110.557 8.340 677.3 4.30XS0862889663 USD 3.259 KEPPEL LAND FINANCIAL SE 11.12.2019 200'000 98.772 0.380 99.152 3.491 165.3 5.29XS0871580477 USD 10.250 KAISA GROUP HOLDINGS LTD (CALLABLE) 08.01.2020 200'000 B1 B+ 102.500 0.427 102.927 9.602 785.3 3.82USY9374MAF06 USD 6.750 SOCIALIST REP OF VIETNAM 29.01.2020 100'000 B2 BB- 110.250 3.263 113.513 4.770 308.5 4.84USX0027KAG32 USD 8.875 AGROKOR D.D (CALLABLE) 01.02.2020 200'000 B2 B 109.000 4.240 113.240 6.732 547.0 3.91XS0484209159 USD 7.250 ROSNEFT FINANCE SA 02.02.2020 100'000 Baa1 BBB 115.000 3.444 118.444 4.389 260.2 4.82XS0881550684 USD 3.625 HAINAN AIRLINE HK 07.02.2020 200'000 A1 A 96.664 1.672 98.336 4.257 213.9 5.26XS0485991417 USD 7.375 REPUBLIC OF LITHUANIA 11.02.2020 100'000 Baa1 BBB 121.238 3.319 124.557 3.454 160.4 4.88USY1391CAJ00 USD 5.550 BANK OF CHINA HONG KONG 11.02.2020 100'000 A3 A 108.555 2.498 111.053 3.946 203.5 5.04USL6366MAC75 USD 8.250 MHP SA 02.04.2020 200'000 B- 90.750 2.544 93.294 10.302 734.7 4.54XS0918297382 USD 5.625 METALLOINVEST FINANCE LT 17.04.2020 200'000 Ba2 BB- 99.000 1.500 100.500 5.817 363.4 5.11XS0808638612 USD 6.500 EVRAZ GROUP SA 22.04.2020 200'000 B+ 94.750 1.643 96.393 7.567 535.4 4.93XS0504954347 USD 5.000 RUSSIA FOREIGN BOND 29.04.2020 100'000 Baa1 BBB 108.000 1.167 109.167 3.563 153.0 5.34XS0506527851 USD 7.000 KAZMUNAYGAS NATIONAL CO 05.05.2020 100'000 Baa3 BBB- 113.400 1.517 114.917 4.524 254.3 5.09XS0524610812 USD 6.902 VNESHECONOMBANK(VEB) 09.07.2020 100'000 BBB 111.125 0.268 111.393 4.874 288.8 5.25XS0543783194 USD 7.750 UKRAINE GOVERNMENT 23.09.2020 100'000 Caa1 /*- B- 97.750 2.583 100.333 8.191 581.7 4.97XS0546214007 USD 6.375 KAZAKHSTAN TZ (KAZ. RAILWAY) 06.10.2020 200'000 Baa3 BBB- 109.750 1.904 111.654 4.663 258.5 5.40XS0548633659 USD 6.551 VTB BANK (VTB CAPITAL SA 13.10.2020 100'000 Baa2 BBB 107.000 1.820 108.820 5.298 306.8 5.36XS0982861287 USD 5.550 NORILSK NICKEL 28.10.2020 200'000 Baa2 BBB- 100.750 1.310 102.060 5.414 308.6 5.51XS0555493203 USD 7.750 ALROSA FINANCE SA 03.11.2020 200'000 Ba3 BB- 112.750 1.722 114.472 5.471 345.8 5.27XS0554659671 USD 6.125 LUKOIL INTL FINANCE BV 09.11.2020 200'000 Baa2 BBB 109.250 1.259 110.509 4.527 237.9 5.53USG8185TAA72 USD 4.500 SINOCHEM OVERSEAS CAPITA 12.11.2020 100'000 Baa1 BBB+ 103.628 0.888 104.516 3.887 165.2 5.79XS0708813810 USD 5.999 GAZPROM (GAZ CAPITAL SA) 23.01.2021 200'000 Baa1 BBB 106.500 0.000 106.500 4.891 266.5 5.72XS0594390816 USD 7.950 UKRAINE GOVERNMENT 23.02.2021 200'000 Caa1 /*- B- 97.500 3.313 100.813 8.424 587.9 5.13XS0592233729 USD 5.500 DEV BANK PHILIPPINES 25.03.2021 200'000 BBB- 106.950 1.803 108.753 4.360 207.9 5.84XS0556885753 USD 6.375 KAZMUNAYGAS NATIONAL CO 09.04.2021 200'000 Baa3 BBB- 109.650 1.842 111.492 4.776 254.2 5.73XS0617134092 USD 6.875 REPUBLIC OF GEORGIA 12.04.2021 200'000 Ba3 BB- 109.875 1.929 111.804 5.214 302.9 5.64XS0619200990 USD 5.500 MDC-GMTN B.V. 20.04.2021 200'000 Aa3 AA 111.750 1.421 113.171 3.639 142.4 5.96XS0620695204 USD 7.750 ALFA BANK (ALFA BOND) 28.04.2021 200'000 Ba1 BB+ 110.000 1.830 111.830 6.027 397.1 5.52USY20721AU39 USD 4.875 REPUBLIC OF INDONESIA 05.05.2021 200'000 Baa3 BB+ 100.250 1.056 101.306 4.833 237.1 6.01XS0625251854 USD 8.750 REPUBLIC OF SENEGAL 13.05.2021 200'000 B1 B+ 111.375 1.701 113.076 6.749 468.8 5.39XS0635017196 USD 4.750 CLP POWER HK FINANCING 12.07.2021 200'000 A1 A /*- 105.664 0.145 105.809 3.869 151.4 6.28USY2029SAG94 USD 6.250 REPUBLIC OF SRI LANKA 27.07.2021 200'000 B1 B+ 99.750 3.056 102.806 6.292 385.5 5.74XS0680231908 USD 7.250 REPUBLIC OF SERBIA 28.09.2021 200'000 B1 BB- 109.500 2.316 111.816 5.703 345.6 5.82US77586TAA43 USD 6.750 ROMANIA 07.02.2022 2'000 Baa3 BB+ 115.000 3.113 118.113 4.505 211.2 6.16XS0861981180 USD 4.199 ROSNEFT(ROSNEFT INT FIN) 06.03.2022 200'000 Baa1 BBB 93.750 1.598 95.348 5.150 244.1 6.63XS0767472458 USD 4.500 RUSSIAN FEDERATION 04.04.2022 200'000 Baa1 BBB 102.750 1.363 104.113 4.101 151.6 6.74USG2113BAA64 USD 4.500 CHINA RESOURCES GAS GROU 05.04.2022 200'000 Baa1 99.850 1.350 101.200 4.521 192.0 6.70XS0764220017 USD 5.700 RZD CAPITAL PLC (RZD) 05.04.2022 200'000 Baa1 BBB 103.100 1.710 104.810 5.229 265.5 6.42USG23530AA92 USD 3.875 CNOOC FINANCE 2012 LTD 02.05.2022 200'000 Aa3 AA- 97.747 0.872 98.619 4.199 150.2 6.94USY7138AAC46 USD 4.875 PERTAMINA PT 03.05.2022 200'000 Baa3 BB+ 92.880 1.083 93.963 5.977 338.8 6.57XS0805570354 USD 4.950 GAZPROM (GAZ CAPITAL SA) 19.07.2022 200'000 Baa1 BBB 98.500 0.055 98.555 5.170 238.8 6.84US46556MAH51 USD 5.500 ITAU UNIBANCO -SUBORDINATED- 06.08.2022 200'000 Baa3 97.250 2.551 99.801 5.915 313.7 6.53USP16260AA28 USD 5.000 BBVA BANCO CONTINENTAL PERU 26.08.2022 10'000 BBB+ 100.850 2.042 102.892 4.877 225.9 6.79XS0841671000 USD 5.900 SEVERSTAL (STEEL CAP) 17.10.2022 200'000 Ba1 BB+ 98.750 1.573 100.323 6.085 330.2 6.6320.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0843128603 USD 2.875 UNITED OVERSEAS BANK LDT (CALLABLE) 17.10.2022 200'000 Aa3 A+ 100.292 0.767 101.059 2.791 154.0 3.49XS0858358236 USD 7.800 UKRAINE GOVERNMENT 28.11.2022 200'000 Caa1 /*- B- 95.750 1.192 96.942 8.490 555.6 6.16XS0860855344 USD 3.250 AMBER CIRCLE (CHINAD DEV. BK) 04.12.2022 200'000 Aa3 AA- 91.484 0.442 91.926 4.421 148.9 7.51US60937GAB23 USD 5.125 MONGOLIA INTL BOND 05.12.2022 200'000 B1 BB- 84.500 0.683 85.183 7.554 441.2 6.75XS0860582435 USD 4.125 DEVELOPMENT BANK OF KAZA 10.12.2022 200'000 Baa3 BBB+ 91.250 0.493 91.743 5.376 237.8 7.21XS0850020586 USD 4.250 KINGDOM OF MOROCCO 11.12.2022 200'000 BBB- 95.500 0.496 95.996 4.880 208.2 7.24XS0872917660 USD 4.000 EXPORT-IMPORT BK INDIA 14.01.2023 200'000 Baa3 BBB- 89.456 0.100 89.556 5.504 252.5 7.32XS0836465608 USD 6.800 CITIC PACIFIC LIMITED 17.01.2023 200'000 Ba2 BB 92.880 0.113 92.993 7.922 485.6 6.51XS0873639701 USD 3.625 SUN HUNG KAI PROP (CAP) 16.01.2023 200'000 A1 A+ 94.518 0.070 94.588 4.369 149.2 7.53XS0875759184 USD 3.875 POWER GRID CORP OF INDIA 17.01.2023 200'000 BBB- 87.048 0.065 87.113 5.740 269.0 7.34XS0889401724 USD 5.950 VIMPELCOM HLDGS 13.02.2023 200'000 Ba3 BB 96.650 2.644 99.294 6.443 350.5 6.69US445545AH91 USD 5.375 HUNGARY 21.02.2023 2'000 Ba1 BB 101.250 2.269 103.519 5.200 240.5 6.97USN1384FAA32 USD 5.125 BHARTI AIRTEL INTERNATIO 11.03.2023 200'000 Baa3 BB+ 93.550 1.879 95.429 6.054 311.7 6.98XS0903465127 USD 4.750 STATE OIL OF AZERBAIJAN 13.03.2023 200'000 Ba1 BB+ 96.500 1.715 98.215 5.236 235.0 7.17XS0908769887 USD 5.500 CROATIA 04.04.2023 200'000 Ba1 BB+ 99.250 1.665 100.915 5.604 277.7 7.02USG22004AE89 USD 3.400 CNPC GENERAL CAPITAL 16.04.2023 200'000 A1 A+ 93.044 0.916 93.960 4.321 150.1 7.70XS0925015074 USD 4.400 KAZMUNAYGAS NATIONAL CO 30.04.2023 200'000 Baa3 BBB- 94.000 1.014 95.014 5.224 221.3 7.38XS0925613217 USD 6.625 REPUBLIC OF RWANDA 02.05.2023 200'000 B 97.500 1.491 98.991 6.994 410.5 6.70XS0927637818 USD 5.850 REPUBLIC OF SLOVENIA 10.05.2023 200'000 Ba1 A- 104.500 1.186 105.686 5.231 249.4 7.09USG8449VAB20 USD 3.125 STATE GRID OVERSEAS INV 22.05.2023 200'000 Aa3 AA- 93.081 0.530 93.611 4.021 111.8 7.91USQ25738AA54 USD 4.500 CNOOC CURTIS FUNDING NO. 03.10.2023 200'000 Aa3 AA- 100.767 1.375 102.142 4.401 152.5 7.70XS0976879279 USD 4.500 ICBC ASIA LTD (SUBORDINATED/CALLABLE) 10.10.2023 200'000 97.969 1.288 99.257 4.987 330.3 4.14USG8200QAB26 USD 4.375 SINOPEC GRP OVERSEA 2013 17.10.2023 200'000 Aa3 A+ 99.255 1.167 100.422 4.469 155.2 7.76US445545AJ57 USD 5.750 HUNGARY 22.11.2023 2'000 Ba1 BB 102.500 0.974 103.474 5.418 248.7 7.40USY20721BJ74 USD 5.875 REPUBLIC OF INDONESIA 15.01.2024 200'000 Baa3 BB+ 103.630 0.131 103.761 5.399 281.1 7.52US836205AQ75 USD 4.665 REPUBLIC OF SOUTH AFRICA 17.01.2024 100'000 Baa1 BBB 96.750 0.078 96.828 5.084 209.0 7.85US718286BY27 USD 4.200 REPUBLIC OF PHILIPPINES 21.01.2024 200'000 Baa3 BBB- 102.250 0.023 102.273 3.926 103.0 8.13XS0997000251 USD 6.000 CROATIA 26.01.2024 200'000 Ba1 BB+ 101.375 0.950 102.325 5.817 287.4 7.26XS0707820659 USD 6.600 LEBANESE REPUBLIC 27.11.2026 1'000 NR B- 99.500 1.008 100.508 6.657 339.7 8.47XS0885736925 USD 4.950 GAZPROM (GAZ CAPITAL SA) 06.02.2028 200'000 Baa1 BBB 90.750 2.296 93.046 5.930 238.7 9.53USG8185TAB55 USD 6.300 SINOCHEM OVERSEAS CAPITA 12.11.2040 100'000 Baa1 BBB+ 109.594 1.243 110.837 5.603 211.5 13.32XS0767473852 USD 5.625 RUSSIAN FEDERATION 04.04.2042 200'000 Baa1 BBB 102.000 1.703 103.703 5.484 177.6 13.97XS0799658637 USD 6.950 KAZAKHSTAN TEMIR ZHOLY 10.07.2042 200'000 Baa3 BBB- 103.000 0.251 103.251 6.712 302.7 12.52XS0864259717 USD 5.500 KINGDOM OF MOROCCO 11.12.2042 200'000 BBB- 88.500 0.642 89.142 6.376 235.8 13.41XS0925015157 USD 5.750 KAZMUNAYGAS NATIONAL CO 30.04.2043 200'000 Baa3 BBB- 90.000 1.326 91.326 6.519 253.5 13.11USG8200QAC09 USD 5.375 SINOPEC GRP OVERSEA 2013 17.10.2043 200'000 Aa3 A+ 101.551 1.433 102.984 5.271 163.8 14.67XS0442330295 EUR 8.125 GAZPROM (GAZ CAPITAL SA) 04.02.2015 50'000 Baa1 BBB 107.375 7.858 115.233 0.902 84.1 0.95XS0495980095 EUR 5.000 ROMANIA 18.03.2015 1'000 Baa3 BB+ 104.375 4.260 108.635 1.154 99.8 1.09XS0614700424 EUR 7.250 REPUBLIC OF MONTENEGRO 08.04.2016 100'000 Ba3 BB- 105.750 5.760 111.510 4.446 411.6 1.93XS0638742485 EUR 5.250 ROMANIA 17.06.2016 1'000 Baa3 BB+ 108.375 3.164 111.539 1.657 127.0 2.22XS0802005289 EUR 4.250 REPUBLIC OF BULGARIA 09.07.2017 100'000 Baa2 BBB 108.600 2.305 110.905 1.669 91.0 3.18XS0805582011 EUR 3.755 GAZPROM (GAZ CAPITAL SA) 15.03.2017 100'000 Baa1 BBB 104.950 3.230 108.180 2.110 170.7 2.88XS0606094208 EUR 8.750 OBRASCON HUARTE LAIN SA (CALLABLE) 15.03.2018 100'000 Ba3 112.250 3.142 115.392 1.695 179.3 1.08XS0922296883 EUR 2.933 GAZPROM NEFT 26.04.2018 100'000 Baa2 BBB- 100.272 2.175 102.447 2.862 225.6 3.87XS0645940288 EUR 5.875 CROATIA 09.07.2018 100'000 Ba1 BB+ 109.250 3.187 112.437 3.588 272.1 3.83XS0954912514 EUR 3.700 GAZPROM (GAZ CAPITAL SA) 25.07.2018 100'000 Baa1 BBB 103.745 1.845 105.590 2.801 200.5 4.06XS0987109658 EUR 3.984 GAZPROMBK (GPB FINANCE) 30.10.2018 100'000 Baa3 BBB- 104.250 0.928 105.178 3.012 238.6 4.28XS0997979249 EUR 4.000 BHARTI AIRTEL INTERNATIO 10.12.2018 100'000 Baa3 BB+ 100.750 0.482 101.232 3.827 272.3 4.35XS0625388136 EUR 6.000 HUNGARY 11.01.2019 1'000 Ba1 BB 110.250 0.197 110.447 3.702 273.5 4.3020.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0776111188 EUR 9.875 AGROKOR D.D (CALLABLE) 01.05.2019 100'000 B2 B 114.250 2.249 116.499 3.998 464.7 1.18XS0807706006 EUR 4.125 CESKE DRAHY 23.07.2019 100'000 Baa2 107.250 2.079 109.329 2.687 169.4 4.83XS0852474336 EUR 4.875 ROMANIA 07.11.2019 1'000 Baa3 BB+ 108.000 1.028 109.028 3.330 212.8 5.00XS0731129747 EUR 11.750 EILEME 2 AB / POLKOMTEL (CALLABLE)31.01.2020 100'000 B3 /*+ B /*+ 121.125 5.647 126.772 3.635 356.9 1.75XS0836495183 EUR 9.125 AGROKOR D.D (CALLABLE) 01.02.2020 100'000 B2 B 113.500 4.360 117.860 5.252 544.3 1.78XS0906946008 EUR 3.389 GAZPROM (GAZ CAPITAL SA) 20.03.2020 100'000 Baa1 BBB 100.900 2.860 103.760 3.224 210.5 5.34XS0971722342 EUR 3.625 RUSSIAN FEDERATION 16.09.2020 100'000 Baa1 BBB 104.267 1.281 105.548 2.908 149.7 5.80XS0973209421 EUR 2.750 CNOOC CURTIS FUNDING NO. 03.10.2020 100'000 Aa3 AA- 101.783 0.844 102.627 2.457 97.0 6.01XS0546649822 EUR 4.500 KINGDOM OF MOROCCO 05.10.2020 50'000 BBB- 104.000 1.356 105.356 3.809 242.5 5.66XS0982303785 EUR 2.625 SINOPEC GRP OVERSEA 2013 17.10.2020 100'000 Aa3 A+ 100.607 0.705 101.312 2.525 118.3 6.07XS0919581982 EUR 3.374 RZD CAPITAL (RUSSIAN RAILWAY) 20.05.2021 100'000 Baa1 BBB 98.500 2.293 100.793 3.609 250.4 6.24XS0906949523 EUR 4.364 GAZPROM (GAZ CAPITAL SA) 21.03.2025 100'000 Baa1 BBB 102.000 3.682 105.682 4.135 240.7 8.43RUSSIAN RUBLEXS0587814954 RUB 6.625 RABOBANK NEDERLAND 10.02.2014 50'000 Aa2 AA- 100.063 6.298 106.361 4.974 -239.2 0.04XS0806909759 RUB 6.250 INTL FINANCE CORP 24.07.2014 50'000 Aaa AAA 100.144 3.134 103.278 5.776 -91.1 0.48XS0868348987 RUB 7.500 CATERPILLAR INTL FIN LTD 20.12.2015 5'000'000 A2 A 100.145 0.688 100.833 7.411 66.6 1.74XS0882561821 RUB 7.000 SBERBANK (SB CAP SA) 31.01.2016 5'000'000 Baa1 99.650 3.364 103.014 7.188 40.5 1.79XS0587815332 RUB 7.500 RABOBANK NEDERLAND 10.02.2016 50'000 Aa2 AA- 102.214 7.130 109.344 6.308 -51.3 1.74XS0605637056 RUB 8.700 OJSC RUSS AGRIC BK(RSHB) 17.03.2016 6'000'000 Baa3 100.600 3.045 103.645 8.380 161.8 1.87XS0654222040 RUB 7.000 BNP PARIBAS 03.08.2016 50'000 NR A+ 99.851 3.318 103.169 7.040 59.0 2.18XS0885873322 RUB 7.750 NOVATEK(NOVATEK FIN LTD) 21.02.2017 5'000'000 Baa3 BBB- 99.750 3.272 103.022 7.839 94.2 2.61XS0799515449 RUB 6.250 INTL BK RECON & DEVELOP 05.07.2017 50'000 Aaa 100.471 3.459 103.930 6.079 -79.1 2.93XS0830747365 RUB 6.750 KFW 25.09.2017 50'000 Aaa AAA 101.400 2.219 103.619 6.297 -68.0 3.12XS0884734343 RUB 7.875 OJSC RUSS AGRIC BK(RSHB) 07.02.2018 5'000'000 Baa3 97.000 3.631 100.631 8.771 182.1 3.26XS0886632685 RUB 7.750 AHML (AHML FINANCE LTD) 13.02.2018 5'000'000 Baa1 BBB 98.500 3.444 101.944 8.190 112.7 3.30XS0889402029 RUB 9.000 VIMPELCOM HLDGS 13.02.2018 5'000'000 Ba3 BB 101.000 4.000 105.000 8.699 175.2 3.22XS0889394846 RUB 6.000 EUROPEAN INVESTMENT BANK 15.02.2018 50'000 Aaa AAA 98.797 5.622 104.419 6.342 -71.0 3.31XS0564087541 RUB 7.850 RUSSIA FOREIGN BOND 10.03.2018 5'000'000 Baa1 BBB+ 103.100 2.900 106.000 6.970 -4.7 3.40XS0863439161 RUB 8.446 FED GRID CO OJSC FED FIN 13.03.2019 5'000'000 Baa3 BBB 99.625 3.050 102.675 8.533 145.2 3.98XS0764253455 RUB 8.300 RZD CAPITAL (RUSSIAN RAILWAY) 02.04.2019 5'000'000 Baa1 BBB 99.750 2.559 102.309 8.355 131.0 4.05CHINESE RENMIMBIXS0822330246 CNY 3.250 HYUNDAI CAPITAL SERVICES 04.03.2014 10'000 BBB+ 100.125 1.255 101.380 2.123 77.5 0.11XS0783008765 CNY 2.000 KFW 21.05.2014 10'000 Aaa AAA 100.175 0.345 100.520 1.459 -105.8 0.33FR0011337724 CNY 5.625 RENAULT S.A. 10.10.2014 1'000'000 Ba1 BB+ 101.850 1.618 103.468 2.979 74.8 0.69HK0000091113 CNY 2.950 CNPC GOLDEN AUTUMN LTD 26.10.2014 1'000'000 A1 A+ 100.605 0.703 101.308 2.139 -8.3 0.74HK0000130648 CNY 3.350 CATERPILLAR FINANCIAL SE 26.11.2014 1'000'000 A2 A 101.216 0.532 101.748 1.885 -8.0 0.83HK0000093606 CNY 9.000 LAFARGE SHUI ON CEMENT 14.11.2014 1'000'000 104.700 1.726 106.426 3.059 96.6 0.78XS0731597505 CNY 3.500 AMERICA MOVIL SAB DE CV 08.02.2015 1'000'000 A2 A- 101.500 1.611 103.111 2.037 26.1 1.01XS0773551972 CNY 2.875 HSBC BANK PLC 30.04.2015 10'000 Aa3 AA- 101.351 0.670 102.021 1.793 -63.7 1.24SG56G9993465 CNY 2.250 HSBC/SINGAPORE 05.06.2015 1'000'000 Aa2 AA- 100.054 0.302 100.356 2.209 -17.6 1.34XS0942221762 CNY 3.250 CATERPILLAR FINANCIAL SE 26.06.2015 1'000'000 A2 A 101.790 0.240 102.030 1.969 -15.8 1.39XS0816460405 CNY 2.900 AUST & NZ BANKING GROUP 14.08.2015 10'000 Aa2 AA- 101.860 1.287 103.147 1.685 -80.2 1.50XS0847441317 CNY 4.500 VTB BANK (VTB CAPITAL SA 30.10.2015 1'000'000 Baa2 BBB 101.970 1.048 103.018 3.341 58.1 1.68XS0864227276 CNY 3.550 CORP ANDINA DE FOMENTO 12.12.2015 1'000'000 Aa3 AA- 100.500 0.408 100.908 3.273 29.0 1.81XS0880258651 CNY 4.000 NOBLE GROUP LTD 30.01.2016 1'000'000 BBB- 100.980 1.940 102.920 3.493 66.2 1.89HK0000138237 CNY 3.600 OJSC RUSS AGRIC BK(RSHB) 04.02.2016 1'000'000 Baa3 99.500 1.696 101.196 3.858 88.7 1.91XS0888100319 CNY 4.000 GAZPROMBANK (GBP EUROBOND) 24.02.2016 1'000'000 Baa3 BBB- 100.740 1.633 102.373 3.627 90.1 1.96HK0000088796 CNY 3.000 AIR LIQUIDE FINANCE 19.09.2016 1'000'000 A+ 100.830 1.036 101.866 2.673 -38.8 2.51XS1014678053 CNY 3.450 BANK OF CHINA/LONDON 16.01.2017 1'000'000 A1 100.040 0.066 100.106 3.436 19.3 2.81XS0805188116 CNY 3.800 BSH BOSCH UND SIEMENS HAUSHALTSGERAETE 24.07.2017 1'000'000 A 102.802 1.905 104.707 2.952 -9.6 3.21XS0858633398 CNY 3.750 VOLKSWAGEN INTL FIN NV 30.11.2017 1'000'000 A3 A- 102.500 0.565 103.065 3.056 -19.1 3.55XS0972738800 CNY 3.750 TOTAL CAPITAL SA 24.09.2018 1'000'000 Aa1 AA- 102.950 1.243 104.193 3.066 -34.7 4.22XS0978836020 CNY 3.950 BP CAPITAL MARKETS PLC 08.10.2018 1'000'000 A2 A 102.940 1.158 104.098 3.270 -19.6 4.23XS0994732401 CNY 4.500 BOC AVIATION PTE LTD 20.11.2018 1'000'000 BBB- 101.480 0.789 102.269 4.157 62.6 4.27HK0000091832 CNY 6.000 ICBC ASIA LTD (CALLABLE) 04.11.2021 1'000'000 105.230 1.315 106.545 3.993 57.4 2.53PHP (PHILIPPINE PESO ,CPN AND RDMPT PAID IN USD)XS0641626329 PHP 2.375 EUROPEAN BK RECON & DEV 06.07.2015 100'000 NR AAA 102.845 1.308 104.153#N/A 0.406 Field Not Applicable 1.42IDR (INDONESIAN RUPIA, CPN & REDEMPTION PAID IN USD)XS0895811171 IDR 4.250 KOMMUNALBANKEN AS 10.09.2014 50'000'000 Aaa 97.884 1.572 99.456#N/A 7.648 Field Not Applicable 0.5920.01.2014

ISIN Currency Coupon Name Maturity Minimum Piece Moody's S&P Price Acc. Int. Dirty Price YTM/Worst SWAP Mod DurXS0970832829 IDR 12.000 EUROPEAN BK RECON & DEV 19.09.2014 10'000'000 AAA 102.548 4.142 106.690 #N/A#NUM!Field Not Applicable#NUM!INR (INDIAN RUPEE, CPN & REDEMPTION PAID IN USD)XS0887356847 INR 5.500 KOMMUNALBANKEN AS 15.04.2014 100'000 Aaa 99.512 5.153 104.665#N/A 7.366 Field Not Applicable 0.21XS0632507322 INR 5.250 EUROPEAN BK RECON & DEV 06.06.2014 100'000 NR 99.070 3.323 102.393#N/A 7.587 Field Not Applicable 0.34XS0935943802 INR 5.000 EUROPEAN BK RECON & DEV 28.05.2015 100'000 NR AAA 97.298 3.288 100.586#N/A 7.143 Field Not Applicable 1.21XS0882569568 INR 5.000 INTER-AMERICAN DEVEL BK 24.07.2015 50'000 Aaa 96.929 2.507 99.436#N/A 7.197 Field Not Applicable 1.36US45950VCQ77 INR 7.750 INTL FINANCE CORP 03.12.2016 10'000 Aaa 101.830 1.076 102.906#N/A 7.028 Field Not Applicable 2.5120.01.2014

Glossar der wichtigsten Abkürzungen und Fachbegriffe:HOMEAcc. Int.:Conv. Ratio:Delta:Dirty Price:Govie:Mod Dur:Parity:Premium:SWAP:Underlying:YTM:Rating(e):NR:Accrued Interest = Zins einer Anleihe, der seit dem letzten Zinstermin bis zu einem bestimmten Zeitpunkt aufgelaufen, aber noch nicht fällig ist.Wandlungsverhältnis = Anzahl der Aktien, in die das Nominal der jeweiligen Anleihe umtauschbar ist.Aktienkurssensitivität. Misst die Abhängigkeit des Optionswerts und damit der Wandelanleihe vom Aktienkurs (Basiswert).Preis + aufgelaufener MarchzinsGovernment-Spread = Renditedifferenz zum entsprechenden Referenzsatz (Staatsanleihen-Rendite)Modified Duration = Schätzung, wie stark sich der Dirty Price verändert, wenn sich die Marktrendite um 1% verändert (Sensitivitätsmass).Wandelparität = Marktwert der Wandelanleihe aufgrund des Basiswerts.Wandelprämie = Gibt an, um wieviel der Erwerb von Aktien lurch Ausübung des Wandelrechts teurer bzw. billiger ist als der direkte Kauf an der Börse.Die Wandelprämie entspricht der Differenz in Prozenten zwischen der Wandelparität und dem aktuellen Börsenkurs der Aktie.SWAP-Spread = Renditedifferenz zum entsprechenden Referenzsatz (SWAP-Satz)Ein Swap ist die individuelle Vereinbarung zwischen Parteien, die den Austausch künftiger Zahlungsströme umfasst.BasiswertYield To Maturity = Rendite auf Endverfallexpected Rating = erwartetes Rating aufgrund bereits ausstehender AnleihenNot Rated = ohne Qualitätseinstufung der jeweiligen Rating-GesellschaftDisclaimer:Dieses Dokument enthält periodisch aktualisierte Angaben zu Finanzprodukten. Die Aufstellung und Angaben stellen keine Empfehlung auf den aufgeführten Finanzprodukten dar; siedienen lediglich der Information und stellen weder eine Offerte oder Einladung zur Offertstellung noch eine Empfehlung zum Erwerb von Finanzprodukten dar. Alle Angaben erfolgenohne Gewähr für Richtigkeit, Aktualität oder Vollständigkeit. Die Angaben ersetzen nicht die vor jeder Kaufentscheidung notwendige qualifizierte Beratung, insbesondere auch bezüglichaller damit verbundenen Risiken. Nur wer sich über die Risiken des abzuschliessenden Geschäftes zweifelsfrei im klaren ist und wirtschaftlich in der Lage ist, die damit gegebenenfallseintretenden Verluste zu tragen, sollte derartige Geschäfte tätigen. Ohne Genehmigung darf dieses Dokument nicht vervielfältigt bzw. weiterverbreitet werden. Für Fragen zu unserenProdukten steht Ihnen die Bank Vontobel AG an Bankwerktagen von 08.00-20.00 Uhr telefonisch unter der Nummer +41 (0)58 283 78 88 zur Verfügung. Wir machen Sie daraufaufmerksam, dass alle Gespräche auf diesen Linien aufgezeichnet werden.Die in diesem Dokument vermerkten strukturierten Produkte qualifizieren nicht als kollektive Kapitalanlagen im Sinne des KAG und unterstehen keiner Genehmigungspflicht und keinerAufsicht der Eidgenössischen Finanzmarktaufsicht FINMA . Die Anleger sind dem Ausfallrisiko des Emittenten/Garantiegebers ausgesetzt. Allein massgeblich sind die in den jeweiligenProspekten enthaltenen vollständigen Bedingungen, die bei der Bank Vontobel AG, Derivative Products, CH-8022 Zürich, kostenlos erhältlich sind. Die in der Vergangenheit erzieltePerformance stellt keine Gewähr für die zukünftige Entwicklung eines Wertpapiers dar.20.01.2014