Fixed Income List - Vontobel

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