links

links

links

links

links

links

Issue Min Inv Cpn

Nominal

FX

Rating

in mln

in 1000

Name

275

1.75 CAISSE REFINANCE L'HABIT

Aaa

1,750

10

3 RABOBANK NEDERLAND

Aa2

735

1,000

1.75 SWEDISH EXPORT CREDIT

Aa1

300

2.25 GE CAPITAL UK FUNDING

A1

880

6,000

Moodys

BONDS
CH0125062254
XS0730784401
XS0198120734
US00254ELM20
XS0790219546
XS0213151920
XS0544309908
XS0784824194
AU3CB0126852
XS0451394331
XS0460362808
SG3255976510
IL0011177206
XS0573957296
XS0783008765
XS0786783729

CHF
CHF
NOK
160,000
NOK
PLN
50,000
PLN
USD
16,000
USD
GBP
16,000
GBP
TRY
30,000
TRY
RUB
350,000
RUB
CAD
14,000
CAD
AUD
15,000
AUD
MXN
180,000
MXN
BRL
25,000
BRL
SGD
15,000
SGD
ILS
50,000
ILS
INR
600,000
INR
CNH
90,000
CNY
ZAR
120,000
ZAR
25,000

6.5 EUROPEAN INVESTMENT BANK

Aaa

0 EUROPEAN INVESTMENT BANK

Aaa

50

6.5 EUROPEAN INVESTMENT BANK

Aaa

175

2.5 DAIMLER AG

A3

1,200

3,750

6.5 INTL BK RECON & DEVELOP

Aaa

885

9.5 EUROPEAN BK RECON & DEV

#N/A N/A

2,900

12,741

17,000

50

1,500

10

1,040

10

Total Bonds

TOTAL ASSETS

5.75 COUNCIL OF EUROPE

0.25 SINGAPORE GOVERNMENT

3.5 ISRAEL FIXED BOND
4.75 INTER-AMERICAN DEVEL BK
2 KFW
5.52 INTL BK RECON & DEVELOP

Aaa

#N/A N/A
#N/A N/A
Aaa
Aaa
#N/A N/A

links

links
links

links

Market
Accr.Assets

Accr.

Assets

Accr.

Assets

Maturity YTM
Dur Pricein % in FX

in FX

in EUR

in EUR

in %

###
###
29/03/2016
###
###
###
###
20/01/2015
###
###
###
###
12/08/2014
###
###
###
###
30/05/2017
###
###
###
###
08/09/2015
###
###
###
###
02/03/2015
###
###
###
###
30/09/2016
###
###
###
###
03/06/2015
###
###
###
###
16/09/2014
###
###
###
###
11/09/2013
###
###
###
###
06/11/2013
###
###
###
###
01/02/2014
###
###
###
###
30/09/2013
###
###
###
###
10/01/2014
###
###
###
###
21/05/2014
###
###
###
###
28/06/2017
###
###

105.10
###

26,276

327

21,762

271

101.40
###

162,237

4,538

22,048

617

107.86
###

53,930

1,229

13,274

302

102.86
###

16,458

21

12,470

16

102.20
###

16,352

109

20,098

135

90.01
###

27,003

11,397

102.41
###

358,421

5,423

8,821

102.01
###

14,281

210

10,920

161

103.91
###

15,587

245

12,323

194

101.97
###

183,553

3,430

10,817

202

103.34
###

25,835

332

9,448

121

100.06
###

15,009

15

9,318

102.16
###

51,079

403

10,341

98.85
###

593,100

27,410

8,162

100.01
###

90,010

182

10,944

22

100.59
###

120,703

10,684
202,828

0
2,041

10.8%
10.8%
11.1%
11.1%
6.6%
6.6%
6.1%
6.1%
9.9%
9.9%
5.6%
5.6%
4.3%
4.3%
5.4%
5.4%
6.1%
6.1%
5.4%
5.4%
4.7%
4.7%
4.5%
4.5%
5.0%
5.0%
4.0%
4.0%
5.4%
5.4%
5.2%
5.2%
100.0%

202,828
204,868

2,041

100.0%

links

links

links

links

links

links

Issue Min Inv Cpn

Nominal

FX

links

Rating

in mln

in 1000

Name

275

1,750

10

735

1,000

1.75 SWEDISH EXPORT CREDIT

AA+

Aa1

300

2.25 GE CAPITAL UK FUNDING

AA+

A1

880

0 EUROPEAN INVESTMENT BANKAAA

Aaa

6,000

50

6.5 EUROPEAN INVESTMENT BANKAAA

Aaa

175

2.5 DAIMLER AG

A-

A3

1,200

AAA

Aaa

3,750

6.5 INTL BK RECON & DEVELOP

AAA

Aaa

885

9.5 EUROPEAN BK RECON & DEV AAA#N/A N/A

2,900

0.25 SINGAPORE GOVERNMENT #N/A N/A

#N/A N/A

12,741

17,000

50

1,500

10

1,040

10

S&P

Moodys

BONDS
CH0125062254
XS0730784401
XS0198120734
US00254ELM20
XS0790219546
XS0213151920
XS0544309908
XS0784824194
AU3CB0126852
XS0451394331
XS0460362808
SG3255976510
IL0011177206
XS0573957296
XS0783008765
XS0786783729

CHF
CHF
NOK
160,000 NOK
PLN
50,000 PLN
USD
16,000 USD
GBP
16,000 GBP
TRY
30,000 TRY
RUB
350,000 RUB
CAD
14,000 CAD
AUD
15,000 AUD
MXN
180,000 MXN
BRL
25,000 BRL
SGD
15,000 SGD
ILS
50,000 ILS
INR
600,000 INR
CNH
90,000 CNY
ZAR
120,000 ZAR
25,000

Total Bonds

TOTAL ASSETS

1.75 CAISSE REFINANCE L'HABIT#N/A N/A Aaa

3 RABOBANK NEDERLAND

AA-

Aa2

6.5 EUROPEAN INVESTMENT BANKAAA

Aaa

5.75 COUNCIL OF EUROPE

3.5 ISRAEL FIXED BOND

#N/A N/A
#N/A N/A

4.75 INTER-AMERICAN DEVEL BK

2 KFW

AAA

Aaa

AAA

Aaa

5.52 INTL BK RECON & DEVELOP #N/A N/A

#N/A N/A

links
Maturity

29/03/2016
20/01/2015
12/08/2014
30/05/2017
08/09/2015
02/03/2015
30/09/2016
03/06/2015
16/09/2014
11/09/2013
06/11/2013
01/02/2014
30/09/2013
10/01/2014
21/05/2014
28/06/2017

links
YTM

17.52%
17.52%
229.48%
229.48%
154.80%
154.80%
108.53%
108.53%
141.21%
141.21%
495.10%
495.10%
576.04%
576.04%
164.79%
164.79%
337.95%
337.95%
356.89%
356.89%
536.82%
536.82%
19.57%
19.57%
171.00%
171.00%
591.93%
591.93%
199.14%
199.14%
537.31%
537.31%

links

links

Dur

3.15
3.15
1.92
1.92
1.54
1.54
4.25
4.25
2.59
2.59
2.08
2.08
3.23
3.23
2.32
2.32
1.61
1.61
0.69
0.69
0.82
0.82
1.10
1.10
0.76
0.76
0.94
0.94
1.37
1.37
3.98
3.98

links

links

Market

Accr.

Rate

Assets

Accr.

Assets

Accr.

Assets

Price

in %

FX

in FX

in FX

in EUR

in EUR

in %

105.10

###

1.207

26,276

327

21,762

271

101.40

###

7.359

162,237

4,538

22,048

617

107.86

###

4.063

53,930

1,229

13,274

302

102.86 13.13%

1.320

16,458

21

12,470

16

102.20 68.42%

0.814

16,352

109

20,098

135

90.01 0.00%

2.369

27,003

11,397

102.41

### 40.632

358,421

5,423

8,821

102.01

###

1.308

14,281

210

10,920

161

103.91

###

1.265

15,587

245

12,323

194

101.97

### 16.969

183,553

3,430

10,817

202

103.34

###

2.734

25,835

332

9,448

121

100.06 9.85%

1.6

15,009

15

9,318

102.16 80.55%

4.94

51,079

403

10,341

###

72.67

593,100

27,410

8,162

100.01 20.27%

8.22

90,010

182

10,944

22

100.59 0.00%

11.298

120,703

98.85

10,684
0
202,828 2,041
202,828 2,041
204,868

10.8%
10.8%
11.1%
11.1%
6.6%
6.6%
6.1%
6.1%
9.9%
9.9%
5.6%
5.6%
4.3%
4.3%
5.4%
5.4%
6.1%
6.1%
5.4%
5.4%
4.7%
4.7%
4.5%
4.5%
5.0%
5.0%
4.0%
4.0%
5.4%
5.4%
5.2%
5.2%
100.0%
100.0%

Other
EUR

USD

CHF

Europe

CAD

EMMA

AUD/NZD

CASH

Aktien

10.8%
11.1%
6.6%
6.1%
9.9%
5.6%

5.4%

6.1%
5.4%
4.7%

5.4%

0.0%

6.1%

10.8%

27.6%

5.4%

5.2%
26.2%

6.1%

82.1%

0.0%

6.1%

10.8%

27.6%

5.4%

26.2%

6.1%

82.1%

0
1

in % bond in FX

>Bonds

10.8%
11.1%
6.6%
6.1%
9.9%
5.6%
4.3%
5.4%
6.1%
5.4%
4.7%
4.5%
5.0%
4.0%
5.4%
5.2%
100.0%
1

22,032
100.0%
100%
22,664
100.0%
100%
13,577
100.0%
100.0%
12,486
100.0%
100.0%
20,232
100.0%
100.0%
11,397
100.0%
100.0%
8,821
100.0%
1
11,081
100.0%
100.0%
12,517
100.0%
100.0%
11,019
100.0%
100.0%
9,569
100.0%
100.0%
9,318
100.0%
100.0%
10,341 816301.2%
94.3%
8,162
###
74.4%
10,966
100.0%
100.0%
10,684
100.0%
100.0%

in % tot bonds
10.8%
10.8%
11.1%
11.1%
6.6%
6.6%
6.1%
6.1%
9.9%
9.9%
5.6%
5.6%
4.3%
4.3%
5.4%
5.4%
6.1%
6.1%
5.4%
5.4%
4.7%
4.7%
4.5%
4.5%
14.4%
5.0%
9.3%
4.0%
5.4%
5.4%
5.2%
5.2%
81.1%