|
Isin/Cusip
|
Issue Name
|
Current Quantity
|
|
XS0357123131
|
GECC UK FUNDING SR UNSEC EMTN
|
100000
|
|
XS0312954166
|
LAN 2007-1X 4A1 3M GBP+15BP
|
200000
|
|
XS0734574915
|
BARCLAYS PLC COVERED FRN
|
400000
|
|
XS0609572663
|
ING BANK NV FRN EMTN
|
450000
|
|
XS0282583722
|
MORGAN STANLEY SR UNSEC FRN GMTN
|
500000
|
|
GB00B6H4SN53
|
UK TREASURY BILL GBP
|
3000000
|
|
FR0011071323
|
CAISSE D'AMORT DETTE SOC FRN EMTN
|
800000
|
|
XS0270511628
|
PERMM 2006-1 6A1 3MGBP+12 REGS
|
200000
|
|
DE000A1K0DZ2
|
FMS WERTMANAGEMENT FRN EMTN
|
1500000
|
|
XS0269056056
|
JPMORGAN CHASE & CO SR UNSUB FRN EMTN
|
425000
|
|
XS0255243064
|
GOLDMAN SACHS GROUP INC SR UNSEC FRN
|
500000
|
|
IT0003951115
|
LOCAT 2005-3 A2 3MEUR+15
|
1000000
|
|
XS0633160089
|
WESTPAC BANKING CORP SR UNSEC FRN
|
200000
|
|
XS0155312829
|
DEUTSCHE TELEKOM INT FIN CO GTD
|
235000
|
|
XS0356009810
|
DIAGEO CAPITAL BV CO GTD EMTN
|
300000
|
|
XS0241851764
|
BANK OF SCOTLAND PLC COVERED EMTN
|
500000
|
|
XS0450578363
|
HSBC BANK PLC SR UNSECURED EMTN
|
200000
|
|
XS0525571864
|
ROYAL BK OF SCOTLAND PLC SR UNSEC FRN
|
400000
|
|
DE000A0E92M4
|
HYPO REAL ESTATE BANK AG
|
500000
|
|
DE000HV0EDA1
|
BAYER HYPO- VEREINSBANK JUMBOPF
|
200000
|
|
XS0590184858
|
NORDEA BANK AB SR UNSEC FRN EMTN
|
400000
|
|
XS0364783901
|
ONTARIO (PROVINCE OF) EMTN
|
500000
|
|
XS0479878570
|
UBS AG LONDON BK GTD COVERED
|
700000
|
|
XS0321800608
|
AMERICAN EXPRESS CREDIT SR UNSUB EMTN
|
100000
|
|
FR0010844381
|
BANQUE POPULAIRE CAISSE SR UNSEC FRN
|
350000
|
|
FR0011062504
|
CAISSE D'AMORT DETTE SOC FRN EMTN
|
600000
|
|
XS0249073767
|
NORTHERN ROCK ASSET MANA COV EMTN
|
900000
|
|
DE000A0T4DU7
|
BASF FINANCE EUROPE NV EMTN CO GTD
|
300000
|
|
XS0609350094
|
VCL 13 A 1MEUR+63
|
200000
|
|
XS0472751055
|
BK NEDERLANDSE GEMEENTEN
|
450000
|
|
FR0010500298
|
CM-CIC COVERED BONDS COVERED EMTN
|
200000
|
|
XS0255658600
|
KFW GOV GTD EMTN
|
1000000
|
|
XS0240538495
|
NEW YORK LIFE GLOBAL FDG EMTN
|
100000
|
|
XS0147048259
|
RWE FINANCE BV GBP EMTN CO GTD
|
100000
|
|
XS0616562277
|
SANTANDER INTL DEBT SA BK GTD FRN
|
300000
|
|
XS0495983867
|
LEASEPLAN FINANCE NV EMTN
|
300000
|
|
XS0479480963
|
BNP PARIBAS SR UNSECURED FRN EMTN
|
275000
|
|
JP1742771C55
|
JAPAN TREASURY DISC BILL #277
|
200000000
|
|
XS0783260853
|
DAIMLER INTL FINANCE BV CO GTD EMTN
|
200000
|