Fixed Income List - Vontobel

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