Fixed Income List - Vontobel

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