Emisiones en mercado nacional y extranjero
Adjunto relación de algunas emisiones con posición de dinero y papel, TIR de dinero, TIR de papel, rating al dia de hoy 9-2-2015
XS0458748851 GAS NATURAL CAPITAL GASSM 4 3/8 11/02/16 106,965 107,165 0,31515 0,20511 BBB Baa2 BBB+
XS0587411595 GAS NATURAL CAPITAL GASSM 5 5/8 02/09/17 110,388 110,593 0,38654 0,29079 BBB Baa2 BBB+
XS0843300947 GAS NATURAL CAPITAL GASSM 4 1/8 04/24/17 108,145 108,352 0,39415 0,30491 BBB Baa2 BBB+
XS0479541699 GAS NATURAL CAPITAL GASSM 4 1/8 01/26/18 110,716 110,962 0,46642 0,38821 BBB Baa2 BBB+
XS0741942576 GAS NATURAL CAPITAL GASSM 5 02/13/18 113,456 113,700 0,47974 0,40465 BBB Baa2 BBB+
XS0627188468 GAS NATURAL CAPITAL GASSM 5 3/8 05/24/19 120,145 120,465 0,59294 0,52563 BBB Baa2 BBB+
XS0436928872 GAS NATURAL CAPITAL GASSM 6 3/8 07/09/19 124,907 125,263 0,62449 0,55352 BBB Baa2 BBB+
XS0479542580 GAS NATURAL CAPITAL GASSM 4 1/2 01/27/20 118,571 118,964 0,67882 0,60630 BBB Baa2 BBB+
XS0829360923 GAS NATURAL CAPITAL GASSM 6 01/27/20 125,727 126,121 0,70267 0,63283 BBB Baa2 BBB+
XS0981438582 GAS NATURAL FENOSA FINAN GASSM 3 1/2 04/15/21 115,756 116,167 0,86634 0,80352 BBB Baa2
XS0458749826 GAS NATURAL CAPITAL GASSM 5 1/8 11/02/21 127,064 127,618 0,94986 0,87633 BBB Baa2 BBB+
XS0875343757 GAS NATURAL FENOSA FINAN GASSM 3 7/8 01/17/23 121,318 121,846 1,05847 0,99700 BBB Baa2
XS1041934800 GAS NATURAL FENOSA FINAN GASSM 2 7/8 03/11/24 114,893 115,448 1,13852 1,07853 BBB Baa2
XS0969350999 MADRILENA RED DE GAS FIN MRDGF 3.779 09/11/18 110,473 110,911 0,79947 0,68322 BBB-
XS1107552959 AIGUES DE BARCELONA FIN AIGUES 1.944 09/15/21 102,028 102,609 1,61658 1,52457 Baa1
XS0222372178 IBERDROLA FINANZAS SAU IBESM 3 1/2 06/22/15 101,157 101,258 0,26721 0,00852 BBB Baa1 BBB+
XS0400006234 IBERDROLA FINANZAS SAU IBESM 7 1/2 11/25/15 105,649 105,794 0,29438 0,12228 BBB Baa1 BBB+
XS0693855750 IBERDROLA FINANZAS SAU IBESM 4 3/4 01/25/16 104,275 104,439 0,25471 0,08996 BBB Baa1 BBB+
XS0548801207 IBERDROLA FINANZAS SAU IBESM 3 1/2 10/13/16 105,413 105,697 0,24460 0,08163 BBB Baa1 BBB+
XS0614190477 IBERDROLA FINANZAS SAU IBESM 4 5/8 04/07/17 109,233 109,506 0,31051 0,19142 BBB Baa1 BBB+
XS0829209195 IBERDROLA INTL BV IBESM 4 1/2 09/21/17 110,782 111,170 0,34006 0,20176 BBB Baa1 BBB+
XS0362224841 IBERDROLA FINANZAS SAU IBESM 5 5/8 05/09/18 116,795 117,238 0,39466 0,27091 BBB Baa1 BBB+
XS0767977811 IBERDROLA INTL BV IBESM 4 1/4 10/11/18 113,584 113,917 0,49779 0,41344 BBB Baa1 BBB+
XS0494868630 IBERDROLA FINANZAS SAU IBESM 4 1/8 03/23/20 117,349 117,759 0,66053 0,58661 BBB Baa1 BBB+
XS0940711947 IBERDROLA INTL BV IBESM 2 7/8 11/11/20 111,718 112,119 0,78187 0,71493 BBB Baa1 BBB+
XS0879869187 IBERDROLA INTL BV IBESM 3 1/2 02/01/21 115,500 115,884 0,82921 0,76873 BBB Baa1 BBB+
XS0990109240 IBERDROLA INTL BV IBESM 3 01/31/22 113,911 114,346 0,92863 0,86902 BBB Baa1 BBB+
XS1057055060 IBERDROLA INTL BV IBESM 2 1/2 10/24/22 110,998 111,454 1,00840 0,95039 BBB Baa1 BBB+
XS1116408235 IBERDROLA INTL BV IBESM 1 7/8 10/08/24 106,040 106,491 1,20773 1,15997 BBB Baa1 BBB+
US29266MAF68 IBERDROLA INTL BV IBESM 6 3/4 07/15/36 127,000 127,000 4,73099 4,73099 BBB Baa1 BBB+
XS0808632763 IBERDROLA INTL BV IBESM 5 3/4 02/27/49 109,576 110,209 4,65494 4,61982 BB+ Baa3 BBB-
ES0211845237 ABERTIS INFRAESTRUCTURAS ABESM 4 5/8 10/14/16 107,126 107,413 0,34063 0,17825 BBB
ES0211845211 ABERTIS INFRAESTRUCTURAS ABESM 5 1/8 06/12/17 110,780 111,116 0,46444 0,33022 BBB
XS0602534637 HOLDING D'INFRASTRUCTURE ABESM 5 3/4 03/09/18 115,747 116,105 0,56347 0,45703 NR Baa3
ES0211845252 ABERTIS INFRAESTRUCTURAS ABESM 4 3/4 10/25/19 118,765 119,342 0,68017 0,56838 BBB
ES0211845203 ABERTIS INFRAESTRUCTURAS ABESM 4 3/8 03/30/20 118,015 118,534 0,77790 0,68475 BBB
XS0271758301 HOLDING D'INFRASTRUCTURE ABESM 4 7/8 10/27/21 125,111 125,760 0,98663 0,89936 NR Baa3
ES0211845260 ABERTIS INFRAESTRUCTURAS ABESM 3 3/4 06/20/23 120,527 121,184 1,15720 1,08328 BBB
ES0211845294 ABERTIS INFRAESTRUCTURAS ABESM 2 1/2 02/27/25 110,372 111,122 1,38659 1,31090 BBB B
XS1111108673 HOLDING D'INFRASTRUCTURE ABESM 2 1/4 03/24/25 106,419 107,015 1,55908 1,49761 Baa3
ES0230960009 ENAGAS SA ENGSM 4 3/8 07/06/15 101,633 101,696 0,25352 0,10137 BBB Baa2u A-
XS0834643727 ENAGAS FINANCIACIONES SA ENGSM 4 1/4 10/05/17 110,390 110,746 0,30198 0,17628 BBB A-
XS1052843908 ENAGAS FINANCIACIONES SA ENGSM 2 1/2 04/11/22 110,508 110,969 0,97362 0,91069 BBB A-
XS0545097742 RED ELECTRICA FIN SA UNI REESM 3 1/2 10/07/16 105,212 105,475 0,33051 0,17771 BBB Baa2u A-
XS0591586788 RED ELECTRICA FIN SA UNI REESM 4 3/4 02/16/18 112,760 113,071 0,47548 0,37967 BBB Baa2u A-
XS0935803386 RED ELECTRICA FIN SA UNI REESM 2 3/8 05/31/19 107,415 107,840 0,62118 0,52540 BBB Baa2u A-
XS0619706657 RED ELECTRICA FIN SA UNI REESM 4 7/8 04/29/20 121,201 121,764 0,71509 0,61749 BBB Baa2u A-
XS0876289652 RED ELECTRICA FINANCE BV REESM 3 7/8 01/25/22 119,998 120,670 0,89556 0,80620 BBB Baa2u A-
XS1079698376 RED ELECTRICA FIN SA UNI REESM 2 1/8 07/01/23 108,081 108,751 1,10987 1,02978 BBB A-
XS0474335840 TELEFONICA EMISIONES SAU TELEFO 0 12/23/14 #N/A N/A
XS0494547168 TELEFONICA EMISIONES SAU TELEFO 3.406 03/24/15 100,335 100,385 0,40992 -0,02073 BBB
XS0430779537 TELEFONICA EMISIONES SAU TELEFO 0 06/02/15 100,429 100,532 0,49254 0,15771 BBB Baa2
XS0241946630 TELEFONICA EMISIONES SAU TELEFO 4 3/8 02/02/16 103,971 104,110 0,29171 0,15458 BBB Baa2
XS0696856847 TELEFONICA EMISIONES SAU TELEFO 4.967 02/03/16 104,569 104,705 0,28240 0,14938 BBB Baa2
XS0419264063 TELEFONICA EMISIONES SAU TELEFO 5.496 04/01/16 105,870 106,009 0,30316 0,18710 BBB Baa2
XS0585904443 TELEFONICA EMISIONES SAU TELEFO 4 3/4 02/07/17 108,763 108,941 0,32304 0,23879 BBB Baa2
XS0828012863 TELEFONICA EMISIONES SAU TELEFO 5.811 09/05/17 113,836 114,048 0,37810 0,30248 BBB Baa2
XS0540187894 TELEFONICA EMISIONES SAU TELEFO 3.661 09/18/17 108,425 108,643 0,39677 0,31723 BBB Baa2
XS0746276335 TELEFONICA EMISIONES SAU TELEFO 4.797 02/21/18 113,179 113,412 0,40787 0,33665 BBB Baa2
XS0934042549 TELEFONICA EMISIONES SAU TELEFO 2.736 05/29/19 109,303 109,593 0,53777 0,47314 BBB Baa2
XS0462999573 TELEFONICA EMISIONES SAU TELEFO 4.693 11/11/19 119,114 119,468 0,59733 0,52959 BBB Baa2
XS0842214818 TELEFONICA EMISIONES SAU TELEFO 4.71 01/20/20 119,734 120,095 0,63876 0,57239 BBB Baa2
XS0907289978 TELEFONICA EMISIONES SAU TELEFO 3.961 03/26/21 118,749 119,164 0,80740 0,74470 BBB Baa2
XS1069430368 TELEFONICA EMISIONES SAU TELEFO 2.242 05/27/22 108,872 109,272 0,97462 0,92042 BBB Baa2
XS0874864860 TELEFONICA EMISIONES SAU TELEFO 3.987 01/23/23 122,019 122,461 1,08083 1,02919 BBB Baa2
XS1120892507 TELEFONICA EMISIONES SAU TELEFO 2.932 10/17/29 115,713 116,537 1,71196 1,65356 BBB Baa2
XS0162869076 TELEFONICA EUROPE BV TELEFO 5 7/8 02/14/33 158,938 161,017 1,95925 1,85740 BBB Baa2 BBB+
XS0972570351 TELEFONICA EUROPE BV TELEFO 6 1/2 09/29/49 112,472 113,020 4,81951 4,78899 BB+ Ba1 BBB-
XS0972588643 TELEFONICA EUROPE BV TELEFO 7 5/8 09/29/49 122,662 123,344 5,21657 5,17876 BB+ Ba1 BBB-
XS0997326441 TELEFONIC EUROPE BV TELEFO 6 3/4 11/29/49 109,642 110,422 5,52162 5,47350 BB+ Ba1 BBB-
XS1050460739 TELEFONICA EUROPE BV TELEFO 5 03/31/49 108,361 108,891 3,93649 3,90918 BB+ Ba1 BBB-
XS1050461034 TELEFONICA EUROPE BV TELEFO 5 7/8 03/31/49 114,864 115,594 4,50910 4,47012 BB+ Ba1 BBB-
XS0550774870 NARA CABLE FUNDING LTD ONOSM 8 7/8 12/01/18 #N/A N/A BBB+
XS0584389448 ONO FINANCE II PLC ONOSM 11 1/8 07/15/19 #N/A N/A BBB
XS0647188605 AMADEUS CAP MARKT AMSSM 4 7/8 07/15/16 106,455 106,635 0,31662 0,19682 BBB
INDUSTRIAL
XS0879841251 ENCE ENERGIA Y CELULOSA ENCSM 7 1/4 02/15/20 107,152 108,233 5,59343 5,35477 BB-
XS1072141861 ADIF ALTA VELOCIDAD ADIFAL 3 1/2 05/27/24 114,427 115,087 1,79864 1,72714
XS0469316458 ABENGOA SA ABGSM 9 5/8 02/25/15 99,958 100,713 10,52111 -8,68571 B
XS0498817542 ABENGOA SA ABGSM 8 1/2 03/31/16 103,700 104,859 5,08799 4,06051 B
USE0000TAE13 ABENGOA FINANCE SAU ABGSM 7 3/4 02/01/20 95,500 95,500 8,88865 8,88865 B
ES0376156008 SA DE OBRAS SERVICIOS COPASA 7 1/2 12/19/18 98,885 102,421 7,83547 6,75599
XS0503993627 OBRASCON HUARTE LAIN SA OBRAS 7 3/8 04/28/15 102,000 102,000
XS0606094208 OBRASCON HUARTE LAIN SA OBRAS 8 3/4 03/15/18 104,243 105,138 7,18940 6,87134
XS0760705631 OBRASCON HUARTE LAIN SA OBRAS 7 5/8 03/15/20 105,662 106,767 6,30494 6,05783
XS1043961439 OBRASCON HUARTE LAIN SA OBRAS 4 3/4 03/15/22 96,260 97,510 5,39104 5,17333
XS0879082914 FERROVIAL EMISIONES SA FERSM 3 3/8 01/30/18 108,135 108,514 0,60046 0,47821 BBB
XS0940284937 FERROVIAL EMISIONES SA FERSM 3 3/8 06/07/21 114,082 114,707 1,05831 0,96377 BBB
ES0205032008 FERROVIAL EMISIONES SA FERSM 2 1/2 07/15/24 109,111 109,882 1,45756 1,37415 BBB
CONSUMER
XS0506591519 CIRSA FUNDING LUXEMBOURG CIRSA 8 3/4 05/15/18 102,980 103,886 7,69217 7,38055 B+
XS0461087958 CAMPOFRIO FOOD SA CPFSM 8 1/4 10/31/16 102,408 103,409 6,73297 6,12153 BB+
XS0222158767 CODERE FIN LUXEMBOURG SA CODERE 8 1/4 06/15/15 61,750 63,875 179,83544 164,19418 D
XS0954676283 NH HOTEL GROUP SA NHHSM 6 7/8 11/15/19 109,000 110,136 4,73883 4,48478 B
XS0982711045 EMPARK FUNDING SA EMPARK 6 3/4 12/15/19 107,834 108,883 4,91116 4,67754 BB-
XS0982712365 PORTAVENTURA ENT BARC PORTAV 7 1/4 12/01/20 103,529 104,619 6,50749 6,28534 B-
XS0982712019 PORTAVENTURA ENT BARC PORTAV 0 12/01/19 98,929 100,571 5,93311 5,54387 B-
XS0982712522 PORTAVENTURA ENT BARC PORTAV 7 1/4 12/01/20 103,526 104,474 6,50810 6,31473 B-
OTHERS
XS0564563921 ALCATEL-LUCENT ALUFP 8 1/2 01/15/16 106,675 107,717 1,23989 0,17183 B
XS0431928414 ARCELORMITTAL MTNA 9 3/8 06/03/16 112,053 112,501 1,25725 0,94652 BB
XS0364671346 BMW US CAPITAL LLC BMW 5 05/28/15 101,391 101,443 0,20034 0,02970 A+
XS0256997007 EDP FINANCE BV ELEPOR 4 5/8 06/13/16 104,830 105,240 0,96064 0,66464 BB+
FR0010758888 ELECTRICITE DE FRANCE SA EDF 4 1/2 07/17/14 100,010 100,020 NR
FR0000487258 ELECTRICITE DE FRANCE SA EDF 5 1/2 10/25/16 109,128 109,365 0,12540 -0,00407 A+
XS0409749206 ELECTRICITE DE FRANCE SA EDF 6 1/4 01/25/21 132,574 133,146 0,65341 0,57051 A+
XS0408095387 E.ON INTL FINANCE BV EOANGR 5 1/2 01/19/16 104,976 105,072 0,17979 0,08243 A- /*-
ES0230960009 ENAGAS SA ENGSM 4 3/8 07/06/15 101,633 101,696 0,25352 0,10137 BBB
XS0452187759 ENEL FINANCE INTL NV ENELIM 4 09/14/16 105,866 106,104 0,29354 0,15073 BBB
IT0004760655 ENI SPA ENIIM 4 7/8 10/11/17 111,661 111,928 0,45835 0,36511 A /*-
IT0004503766 ENI SPA ENIIM 0 06/29/15 100,226 100,353 0,47276 0,14245 A /*-
XS0906420574 FIAT CHRYSLER FINANCE EU FCAIM 6 5/8 03/15/18 112,281 112,770 2,44527 2,29221 BB-
XS0442330295 GAZPROM (GAZ CAPITAL SA) GAZPRU 8 1/8 02/04/15 100,000 100,000 NR
DE000A1MA9X1 HOCHTIEF AG HOTGR 5 1/2 03/23/17 108,647 109,078 1,31537 1,12024
XS0550774870 NARA CABLE FUNDING LTD ONOSM 8 7/8 12/01/18 #N/A N/A BBB+
XS0584389448 ONO FINANCE II PLC ONOSM 11 1/8 07/15/19 #N/A N/A BBB
FR0011124544 PEUGEOT SA PEUGOT 6 7/8 03/30/16 106,405 106,853 1,12860 0,75172 B+
XS0587805457 PORTUGAL TELECOM INT FIN OIBRBZ 5 5/8 02/08/16 102,525 103,305 3,00189 2,21827 BB+
XS0545097742 RED ELECTRICA FIN SA UNI REESM 3 1/2 10/07/16 105,212 105,475 0,33051 0,17771 BBB
FR0010369587 RTE EDF TRANSPORT S.A EDF 4 1/8 09/27/16 106,481 106,705 0,12873 -0,00191 A+
XS0196302425 RWE FINANCE BV RWE 4 5/8 07/23/14 #N/A N/A NR
XS0418508924 TELECOM ITALIA SPA TITIM 8 1/4 03/21/16 108,138 108,400 0,81342 0,59255 BB+
DE000A0Z12Y2 THYSSENKRUPP AG TKAGR 9 1/4 06/18/14 #N/A N/A NR
XS0303256050 TOTAL CAPITAL SA TOTAL 4.7 06/06/17 110,462 110,714 0,16796 0,06679 AA-
XS0410303647 TOTAL CAPITAL SA TOTAL 4 7/8 01/28/19 118,381 118,756 0,21091 0,12579 AA-
RENTA FIJA PRIVADA (USD)
US29266MAF68 IBERDROLA INTL BV IBESM 6 3/4 07/15/36 127,000 127,000 4,73099 4,73099 BBB
USE0000TAE13 ABENGOA FINANCE SAU ABGSM 7 3/4 02/01/20 95,500 95,500 8,88865 8,88865 B
USE11805AN38 BANCO BILBAO VIZCAYA ARG BBVASM 5 3/4 07/20/17 109,500 109,500 1,75330 1,75330 A-
XS0926832907 BANCO BILBAO VIZCAYA ARG BBVASM 9 05/29/49 108,970 108,970 8,80830 8,80830
US802815AQ38 SANTANDER US DEBT SA UNI SANTAN 3.724 01/20/15 100,043 100,043 NR
XS1066553329 BANCO SANTANDER SA SANTAN 6 3/8 05/29/49 98,720 98,720 6,47910 6,47910
XS1014868779 EDP FINANCE BV ELEPOR 5 1/4 01/14/21 108,490 108,490 3,64334 3,64334 BB+
US03938LAV62 ARCELORMITTAL MTNA 3 3/4 02/25/15 101,182 101,182 NR
US03938LAR50 ARCELORMITTAL MTNA 3 3/4 08/05/15 100,950 100,950 2,49721 2,49721 BB
US03938LAT17 ARCELORMITTAL MTNA 3 3/4 03/01/16 102,500 102,500 2,08574 2,08574 BB
US03938LAW46 ARCELORMITTAL MTNA 4 1/2 02/25/17 103,849 103,849 3,27963 3,27963 BB
US03938LAF13 ARCELORMITTAL MTNA 6 1/8 06/01/18 107,750 107,750 3,61250 3,61250 BB
US03938LAM63 ARCELORMITTAL MTNA 9.85 06/01/19 121,500 121,500 4,98265 4,98265 BB
USF2893TAG16 ELECTRICITE DE FRANCE SA EDF 1.15 01/20/17 100,169 100,169 1,06162 1,06162 A+
USF2893TAJ54 ELECTRICITE DE FRANCE SA EDF 2.15 01/22/19 101,309 101,309 1,80457 1,80457 A+
USF2893TAK28 ELECTRICITE DE FRANCE SA EDF 4 7/8 01/22/44 116,334 116,334 3,92553 3,92553 A+
USF2893TAM83 ELECTRICITE DE FRANCE SA EDF 5 5/8 12/29/49 108,050 108,050 4,83560 4,83560 BBB+
USF2893TAL01 ELECTRICITE DE FRANCE SA EDF 6 01/22/14 120,726 120,726 4,96306 4,96306 A+
XS0914293575 DAIMLER INTL FINANCE BV DAIGR 1 3/4 04/10/18 101,620 101,620 1,22439 1,22439 A-
USU2339CAZ15 DAIMLER FINANCE NA LLC DAIGR 2 1/4 07/31/19 101,650 101,650 1,86322 1,86322 A-
USU2339CAM02 DAIMLER FINANCE NA LLC DAIGR 3 7/8 09/15/21 109,000 109,000 2,39082 2,39082 A-
US233851AF18 DAIMLER FINANCE NA LLC DAIGR 3 7/8 09/15/21 109,012 109,012 2,38893 2,38893 A-
US233835AQ08 DAIMLER FINANCE NA LLC DAIGR 8 1/2 01/18/31 157,997 157,997 3,66254 3,66254 A-
US2515E0AA75 DEUTSCHE BK FINL LLC DB 5 3/8 03/02/15 100,235 100,235 1,11394 1,11394 BBB-
US2515A14E85 DEUTSCHE BANK AG LONDON DB 3 1/4 01/11/16 101,877 101,877 1,17827 1,17827 A /*-
US25152CMN38 DEUTSCHE BANK AG LONDON DB 6 09/01/17 111,152 111,152 1,52854 1,52854 A /*-
USU2492SAA43 DEUTSCHE BK CAP FDG TR I DB 0 12/29/49 96,018 96,018 3,35958 3,35958 BB
USU2492RAA69 DEUTSCHE BK CAP FNDG TST DB 5.628 01/29/49 101,990 101,990 2,01736 2,01736 BB
XS1071551474 DEUTSCHE BANK AG DB 6 1/4 05/29/49 100,000 100,000 6,04633 6,04633 BB
US25156PAH64 DEUTSCHE TELEKOM INT FIN DT 5 3/4 03/23/16 105,088 105,088 1,13889 1,13889 BBB+
USN2557FFA77 DEUTSCHE TELEKOM INT FIN DT 3 1/8 04/11/16 102,624 102,624 0,85382 0,85382 BBB+
USN27915AA03 DEUTSCHE TELEKOM INT FIN DT 2 1/4 03/06/17 101,861 101,861 1,33384 1,33384 BBB+
US25156PAL76 DEUTSCHE TELEKOM INT FIN DT 6 3/4 08/20/18 116,795 116,795 1,80669 1,80669 BBB+
US25156PAN33 DEUTSCHE TELEKOM INT FIN DT 6 07/08/19 117,643 117,643 1,81447 1,81447 BBB+
US25156PAD50 DEUTSCHE TELEKOM INT FIN DT 9 1/4 06/01/32 163,934 163,934 4,06686 4,06686 BBB+
USN27915AB85 DEUTSCHE TELEKOM INT FIN DT 4 7/8 03/06/42 112,972 112,972 4,07888 4,07888 BBB+
XS0264823567 SIEMENS FINANCIERINGSMAT SIEGR 5 3/4 10/17/16 108,570 108,570 0,62359 0,62359 A+
DE000A1G0WB9 SIEMENS FINANCIERINGSMAT SIEGR 1.05 08/16/17 99,457 100,133 1,27013 0,99628 A+
DE000A1HGXL7 SIEMENS FINANCIERINGSMAT SIEGR 1 1/2 03/12/18 101,262 101,262 1,08179 1,08179 A+
US928670AF53 VOLKSWAGEN INTL FIN NV VW 2 7/8 04/01/16 102,350 102,350 0,79262 0,79262 A
XS0804777679 VW CREDIT INC VW 1 7/8 10/13/16 101,550 101,550 0,93533 0,93533 A
XS0763676557 VOLKSWAGEN INTL FIN NV VW 2 3/8 03/22/17 102,471 102,471 1,18757 1,18757 A
US928670AK49 VOLKSWAGEN INTL FIN NV VW 2 3/8 03/22/17 102,329 102,329 1,25337 1,25337 A
US225434CJ63 CREDIT SUISSE USA INC CS 5.85 08/16/16 106,848 106,848 1,26054 1,26054 A
US22541HCC43 CREDIT SUISSE NEW YORK CS 6 02/15/18 110,991 110,991 2,20385 2,20385 BBB
US22546QAC15 CREDIT SUISSE NEW YORK CS 5.3 08/13/19 112,852 112,852 2,28046 2,28046 A
US22546QAD97 CREDIT SUISSE NEW YORK CS 5.4 01/14/20 112,995 112,995 2,57189 2,57189 BBB
US22546QAF46 CREDIT SUISSE NEW YORK CS 4 3/8 08/05/20 109,745 109,745 2,46317 2,46317 A
XS0957135212 CREDIT SUISSE CS 6 1/2 08/08/23 112,300 112,300 4,72467 4,72467 BBB
US22541LAE39 CREDIT SUISSE USA INC CS 7 1/8 07/15/32 140,977 140,977 3,86987 3,86987 A
XS0938722401 GLENCORE FUNDING LLC GLENLN 2 1/2 01/15/19 100,120 100,120 2,46750 2,46750 BBB
XS0938722583 GLENCORE FUNDING LLC GLENLN 0 01/15/19 100,237 100,237 1,55568 1,55568 BBB
USC96906AA77 VITERRA INC GLENLN 5.95 08/01/20 110,473 110,473 3,81028 3,81028 BBB
USC98874AH09 GLENCORE FINANCE CANADA GLENLN 4.95 11/15/21 105,155 105,155 4,06882 4,06882 BBB
USC98874AM93 GLENCORE FINANCE CANADA GLENLN 4 10/25/22 100,087 100,087 4,23582 4,23582 BBB
XS0938722666 GLENCORE FUNDING LLC GLENLN 4 1/8 05/30/23 99,162 99,162 4,24507 4,24507 BBB
XS0546096800 GLENCORE FINANCE EUROPE GLENLN 7 1/2 10/06/49 103,786 104,115 7,20192 7,17692 BBB
USC98874AJ64 GLENCORE FINANCE CANADA GLENLN 6 11/15/41 103,612 103,612 5,73360 5,73360 BBB
USC98874AK38 GLENCORE FINANCE CANADA GLENLN 5.3 10/25/42 97,750 97,750 5,71202 5,71202 BBB
XS0641398788 NESTLE HOLDINGS INC NESNVX 2 11/28/16 102,148 102,148 0,79087 0,79087
XS0795390318 NESTLE HOLDINGS INC NESNVX 1 3/8 06/21/17 100,884 100,884 0,99366 0,99366
XS0843329250 NESTLE HOLDINGS INC NESNVX 1 1/4 01/16/18 100,880 100,880 0,94400 0,94400
XS0908533929 UBS AG LONDON UBS 0 3/4 03/24/16 100,029 100,118 0,72383 0,64394
US90261XBY76 UBS AG STAMFORD CT UBS 5 7/8 07/15/16 106,728 106,728 1,10267 1,10267 BBB
XS0765656276 UBS AG LONDON UBS 2 1/4 03/30/17 102,521 102,521 1,05311 1,05311
US90261XEM02 UBS AG STAMFORD CT UBS 5 7/8 12/20/17 111,833 111,833 1,61713 1,61713 A
US90261XFA54 UBS AG STAMFORD CT UBS 5 3/4 04/25/18 112,207 112,207 1,80893 1,80893 A
US90261XGD84 UBS AG STAMFORD CT UBS 4 7/8 08/04/20 112,726 112,726 2,38296 2,38296 A
CONVERTIBLES
XS0614142825 SACYR SA VLHM 6 1/2 05/01/16 98,442 99,563 7,84795 6,87467
XS0457172913 FCC FCCSM 6 1/2 10/30/20 99,329 100,515 6,64025 6,38836
XS0482733945 PESCANOVA SA PVASM 6 3/4 03/05/15 3,667 6,557 43226,49924 23449,17021
XS0617215099 PESCANOVA SA PVASM 5 1/8 04/20/17 3,311 6,620 295,75196 209,68617
XS0746573897 PESCANOVA SA PVASM 8 3/4 02/17/19 3,291 6,793 267,23220 149,77621
XS0309600848 PORTUGAL TELECOM INT FIN OIBRBZ 4 1/8 08/28/14 #N/A N/A NR
PTPETROM0005 PARPUBLICA PARPUB 5 1/4 09/28/17 108,497 109,219 1,89948 1,63294 NR
XS0309600848 PORTUGAL TELECOM INT FIN OIBRBZ 4 1/8 08/28/14 #N/A N/A NR
FINANCIEROS (EUR)
Cédulas Hipotecarias
ES0413860281 BANCO DE SABADELL SA SABSM 3 5/8 02/16/15 100,042 100,049 0,53948 0,04632
ES0413860026 BANCO DE SABADELL SA SABSM 3 1/4 06/15/15 100,945 101,035 0,45430 0,19716
ES0413860034 BANCO DE SABADELL SA SABSM 3 1/2 01/19/16 102,955 103,100 0,33561 0,18537
ES0413860067 BANCO DE SABADELL SA SABSM 4 1/4 01/24/17 107,620 107,790 0,32479 0,24214
ES0413770001 BANCO POPULAR ESPANOL SA POPSM 3 3/4 03/04/15 100,170 100,200 0,76683 0,26395
ES0413790116 BANCO POPULAR ESPANOL POPSM 4 1/4 09/30/15 102,462 102,555 0,34591 0,20446 BBB+
ES0413790017 BANCO POPULAR ESPANOL POPSM 4 10/18/16 106,155 106,265 0,32432 0,26193 BBB+
ES0413790173 BANCO POPULAR ESPANOL POPSM 4 1/8 03/30/17 108,147 108,313 0,28078 0,20704
ES0413790314 BANCO POPULAR ESPANOL SA POPSM 3 1/2 09/11/17 107,988 108,209 0,38298 0,30154
ES0413790074 BANCO POPULAR ESPANOL POPSM 4 1/8 04/09/18 111,620 111,889 0,41143 0,33179 BBB+
ES0413790231 BANCO POPULAR ESPANOL SA POPSM 3 3/4 01/22/19 112,564 112,847 0,52389 0,45668
ES0413790355 BANCO POPULAR ESPANOL SA POPSM 2 1/8 10/08/19 106,939 107,271 0,60823 0,53880
ES0413679061 BANKINTER SA BKTSM 3 1/4 11/13/14 #N/A N/A NR
ES0413679202 BANKINTER SA BKTSM 3 7/8 10/30/15 102,572 102,659 0,26828 0,15080 A
ES0413679269 BANKINTER SA BKTSM 2 3/4 07/26/16 103,634 103,812 0,23943 0,12059 A
ES0413679178 BANKINTER SA BKTSM 4 1/8 03/22/17 108,142 108,348 0,24549 0,15311 A
ES0413679277 BANKINTER SA BKTSM 3 1/8 02/05/18 108,268 108,554 0,33526 0,24399 A
ES0414840274 CATALUNYA BANC SA CAIXAC 3 1/2 03/07/16 103,265 103,415 0,42264 0,28594 BBB+ /*+
ES0414840308 CATALUNYA BANC SA CAIXAC 4 7/8 06/29/17 110,450 110,630 0,44645 0,37571 BBB+ /*+
ES0312362009 AYT CEDULAS CAJAS VIII AYTCED 4 11/18/14 #N/A N/A NR
ES0312358007 AYT CEDULAS CAJAS IX AYTCED 3 3/4 03/31/15 100,425 100,455 0,49983 0,27972 BBB+
ES0312298013 AYT CEDULAS CAJAS GLOBAL AYTCED 3 1/2 03/14/16 103,320 103,400 0,42578 0,35415 BBB+
ES0312298229 AYT CEDULAS CAJAS XXIII AYTCED 4 3/4 06/15/16 105,818 105,989 0,38616 0,26478 A+
ES0312298104 AYT CEDULAS CAJAS GLOBAL AYTCED 4 12/20/16 106,570 106,710 0,43523 0,36310 BBB+
ES0312298112 AYT CEDULAS CAJAS GLOBAL AYTCED 4 03/21/17 107,450 107,650 0,43500 0,34450 BB-
ES0312298070 AYT CEDULAS CAJAS GLOBAL AYTCED 4 1/4 06/14/18 111,980 112,280 0,61135 0,52713 BB
ES0370148019 AYT CEDULAS CAJAS V AYTCED 4 3/4 12/04/18 115,885 116,205 0,52816 0,45111 A-
ES0312362017 AYT CEDULAS CAJAS VIII AYTCED 4 1/4 11/18/19 117,270 117,630 0,56734 0,49807 BBB-
ES0312358015 AYT CEDULAS CAJAS IX AYTCED 4 03/31/20 115,870 116,340 0,82801 0,74255 BB+
ES0312298054 AYT CEDULAS CAJAS GLOBAL AYTCED 4 03/24/21 117,860 118,310 0,97551 0,90677 BBB+
ES0312298021 AYT CEDULAS CAJAS GLOBAL AYTCED 3 3/4 12/14/22 118,290 118,890 1,28205 1,20911 BB+
ES0312298096 AYT CEDULAS CAJAS GLOBAL AYTCED 4 1/4 10/25/23 123,895 124,425 1,32384 1,26699 BBB-
ES0312342019 AYT CEDULAS CAJAS X AYTCED 3 3/4 06/30/25 120,225 120,725 1,61716 1,57009 BB
ES0312298120 AYT CEDULAS CAJAS GLOBAL AYTCED 4 3/4 05/25/27 132,380 132,880 1,78919 1,75078 BB
ES0317043000 CEDULAS TDA 3 FTA CEDTDA 4 3/8 03/03/16 104,140 104,190 0,43217 0,38647 BBB-
ES0371622004 CEDULAS TDA 1 FONDO ACTI CEDTDA 0 04/08/16 99,570 99,769 0,48864 0,31776 BBB+
ES0317047001 CEDULAS TDA 7 FONDO ACTI CEDTDA 3 1/2 06/20/17 106,965 107,165 0,51407 0,43265 BB
ES0371622038 CEDULAS TDA A-3 CEDTDA 4 10/23/18 112,380 112,840 0,60215 0,48561 BBB+
ES0317045005 CEDULAS TDA 5 CEDTDA 4 1/8 11/29/19 116,085 116,555 0,70293 0,61217 BBB-
ES0371622012 CEDULAS TDA 1 CEDTDA 4 1/8 04/10/21 118,775 119,265 0,96946 0,89556 BB
ES0317046003 CEDULAS TDA 6 FONDO ACTI CEDTDA 3 7/8 05/23/25 121,950 122,490 1,54766 1,49699 BBB-
ES0371622046 CEDULAS TDA 5 CEDTDA 4 1/4 03/28/27 127,920 128,520 1,68425 1,63689 BBB-
ES0371622020 CEDULAS TDA 6 FONDO ACTI CEDTDA 4 1/4 04/10/31 130,340 130,940 2,02864 1,99144 BB+
ES0347852008 IM CEDULAS 3 IMCEDI 4 11/19/14 #N/A N/A NR
ES0347848006 IM CEDULAS 4 IMCEDI 3 3/4 03/11/15 100,245 100,275 0,53637 0,15923 A+
ES0362859003 IM CEDULAS 6-M1 IMCEDI 3 1/2 12/02/15 102,475 102,595 0,41422 0,26949 BBB
ES0347785000 IM CEDULAS 9 IMCEDI 4 1/4 06/09/16 104,810 105,000 0,58819 0,45018
ES0347849004 IM CEDULAS 5 IMCEDI 3 1/2 06/15/20 112,410 112,910 1,09386 1,00401 BB+
ES0347784003 IM CEDULAS 7 IMCEDI 4 03/31/21 117,820 118,175 0,98987 0,93575
ES0349045007 IM CEDULAS 10 IMCEDI 4 1/2 02/21/22 122,465 122,825 1,15342 1,10611
ES0334699008 PITCH1 PITCH 5 1/8 07/20/22 129,000 129,445 1,04937 0,99600 BBB+
ES0415309006 KUTXABANK SA KUTXAB 4 3/8 11/05/14 #N/A N/A NR
ES0415309014 KUTXABANK SA KUTXAB 5 1/8 04/08/15 100,740 100,789 0,28720 -0,01673 A
ES0443307014 KUTXABANK SA KUTXAB 3 02/01/17 105,383 105,555 0,26050 0,17650 A
ES0443307048 KUTXABANK SA KUTXAB 1 3/4 05/27/21 107,270 107,634 0,56949 0,51293 A
ES0414954141 CAJA DE AHORROS Y MONTE CAZAR 3 3/8 11/27/14 #N/A N/A NR
ES0414954166 CAJA DE AHORROS Y MONTE CAZAR 3 1/2 04/22/15 100,554 100,655 0,59128 0,08179 A
ES0422714016 CAJAS RURALES UNIDAS CAJARU 3 3/8 05/16/16 103,687 103,805 0,42781 0,33686 BBB+
ES0422714024 CAJAS RURALES UNIDAS CAJARU 3 3/4 11/22/18 111,034 111,407 0,77456 0,68089 BBB+
ES0318822006 CEDULAS GRUPO POPULAR 3 CEDGBP 4 1/4 04/26/17 108,470 108,740 0,38073 0,26496 A+
ES0458759000 UNICAJA BANCO SA UCAJLN 4 3/8 10/14/15 102,715 102,831 0,31704 0,15094
ES0458759034 UNICAJA BANCO SA UCAJLN 5 1/2 03/23/16 105,637 105,816 0,39748 0,24432
ES0414950784 BANKIA SA BKIASM 3 1/2 11/13/14 #N/A N/A NR
ES0414950636 BANKIA SA BKIASM 3 1/2 12/14/15 102,600 102,645 0,38646 0,33428 A
ES0414950560 BANKIA SA BKIASM 5 3/4 06/29/16 107,395 107,575 0,35916 0,23660 A
ES0414950669 BANKIA SA BKIASM 4 1/4 07/05/16 105,425 105,575 0,34257 0,23985 A
ES0414950776 BANKIA SA BKIASM 3 5/8 10/05/16 105,315 105,485 0,37990 0,28076 A
ES0414950651 BANKIA SA BKIASM 4 1/4 05/25/18 112,525 112,705 0,40064 0,34963 A
ES0414950693 BANKIA SA BKIASM 5 06/28/19 119,380 119,580 0,50916 0,46787 A
ES0414950685 BANKIA SA BKIASM 4 1/2 04/26/22 124,785 125,085 0,92647 0,88873 A
ES0414950628 BANKIA SA BKIASM 4 02/03/25 124,795 125,330 1,33000 1,27967 A
ES0414950644 BANKIA SA BKIASM 4 1/8 03/24/36 135,575 136,345 2,03506 1,99786 A
ES0413211089 BANCO BILBAO VIZCAYA ARG BBVASM 3 1/2 02/25/15 100,125 100,135 0,23294 -0,01898 A
ES0413211469 BANCO BILBAO VIZCAYA ARG BBVASM 4 1/4 03/30/15 100,510 100,554 0,27766 -0,05020 A
ES0413211113 BANCO BILBAO VIZCAYA ARG BBVASM 3 1/4 01/24/16 102,890 103,020 0,20387 0,07108 A
ES0413211428 BANCO BILBAO VIZCAYA ARG BBVASM 4 3/4 02/10/16 104,522 104,663 0,20622 0,07088 A
ES0413211345 BANCO BILBAO VIZCAYA ARG BBVASM 3 5/8 01/18/17 106,605 106,705 0,20009 0,15078 A
ES0413211170 BANCO BILBAO VIZCAYA ARG BBVASM 4 1/4 01/18/17 107,795 107,940 0,20759 0,13671 A
ES0413211782 BANCO BILBAO VIZCAYA ARG BBVASM 3 1/2 12/05/17 109,232 109,428 0,20583 0,14016
ES0413211105 BANCO BILBAO VIZCAYA ARG BBVASM 3 1/2 10/07/20 117,240 117,420 0,40797 0,37873 A
ES0413211121 BANCO BILBAO VIZCAYA ARG BBVASM 3 1/2 01/24/21 117,710 117,890 0,47453 0,44672 A
ES0413211790 BANCO BILBAO VIZCAYA ARG BBVASM 3 7/8 01/30/23 124,583 125,021 0,69278 0,64318 A
ES0413211071 BANCO BILBAO VIZCAYA ARG BBVASM 4 02/25/25 129,155 129,515 0,94237 0,91002 A
ES0413440068 BANCO ESPANOL DE CREDITO SANTAN 3 1/2 01/27/15 #N/A N/A
ES0413900202 BANCO SANTANDER SA SANTAN 3 1/8 01/28/15 #N/A N/A
ES0413900285 BANCO SANTANDER SA SANTAN 3 1/4 02/17/15 100,047 100,056 0,37855 -0,15173
ES0413900244 BANCO SANTANDER SA SANTAN 4 3/8 03/16/15 100,362 100,398 0,35562 -0,02598
ES0413440217 BANCO ESPANOL DE CREDITO SANTAN 4 5/8 03/30/15 100,556 100,595 0,29366 0,00407
ES0413440175 BANCO ESPANOL DE CREDITO SANTAN 3 5/8 09/07/15 101,921 101,991 0,24547 0,12668
ES0413900103 BANCO SANTANDER SA SANTAN 3 1/8 09/28/15 101,810 101,875 0,23313 0,13244
ES0413440084 BANCO SANTANDER SA SANTAN 3 1/2 01/18/16 103,050 103,150 0,22743 0,12366
ES0413900228 BANCO SANTANDER SA SANTAN 4 5/8 01/20/16 104,131 104,253 0,21936 0,09491
ES0413495005 SANTAN CONSUMER FINANCE SANTAN 3 7/8 03/23/16 104,010 104,140 0,25105 0,13821
ES0413440266 BANCO ESPANOL DE CREDITO SANTAN 3 3/4 06/17/16 104,754 104,897 0,20675 0,10486
ES0413900251 BANCO SANTANDER SA SANTAN 4 5/8 06/21/16 105,970 106,103 0,21110 0,11809
ES0413900061 BANCO SANTANDER SA SANTAN 4 1/2 07/29/16 106,275 106,415 0,19198 0,10114
ES0413900145 BANCO SANTANDER SA SANTAN 4 1/8 01/09/17 107,435 107,585 0,21889 0,14446
ES0413440308 BANCO ESPANOL DE CREDITO SANTAN 4 3/4 01/24/17 108,885 109,061 0,18280 0,09818
ES0413440027 BANCO ESPANOL DE CREDITO SANTAN 5 3/4 03/27/17 111,755 111,915 0,18992 0,12044
ES0413900210 BANCO SANTANDER SA SANTAN 3 5/8 04/06/17 107,336 107,545 0,19874 0,10635
ES0413900327 BANCO SANTANDER SA SANTAN 2 7/8 01/30/18 107,862 108,065 0,21401 0,14883
ES0413900087 BANCO SANTANDER SA SANTAN 4 04/07/20 118,415 118,685 0,38240 0,33473
ES0413900129 BANCO SANTANDER SA SANTAN 3 7/8 02/06/26 129,680 130,045 1,00757 0,97742
ES0413900160 BANCO SANTANDER SA SANTAN 4 5/8 05/04/27 140,725 141,080 1,05605 1,03078
ES0414970667 CAIXABANK CABKSM 4 3/4 03/18/15 100,421 100,458 0,34338 -0,02509 A
ES0414970212 CAIXABANK CABKSM 3 1/4 10/05/15 101,925 101,995 0,26464 0,15950 A
ES0414970659 CAIXABANK CABKSM 5 02/22/16 104,855 104,972 0,27374 0,16524 A
ES0414970535 CAIXABANK CABKSM 3 1/2 03/31/16 103,639 103,786 0,27406 0,14846 A
ES0414970683 CAIXABANK CABKSM 5 1/8 04/27/16 105,851 105,992 0,25670 0,14586 A
ES0414970295 CAIXABANK CABKSM 4 1/4 01/26/17 107,830 107,975 0,23335 0,16323 A
ES0440609040 CAIXABANK CABKSM 4 02/16/17 107,583 107,780 0,22168 0,12894 A
ES0440609206 CAIXABANK CABKSM 3 03/22/18 108,395 108,610 0,28211 0,21629 A
ES0414970196 CAIXABANK SA CABKSM 4 3/4 10/31/18 116,335 116,550 0,32240 0,26974 A
ES0414970402 CAIXABANK CABKSM 4 5/8 06/04/19 118,190 118,405 0,36300 0,31783 A
ES0414970246 CAIXABANK CABKSM 3 5/8 01/18/21 118,205 118,475 0,50336 0,46161 A
ES0414970303 CAIXABANK CABKSM 4 1/2 01/26/22 126,015 126,285 0,66107 0,62649 A
ES0440609248 CAIXABANK CABKSM 2 5/8 03/21/24 115,014 115,504 0,89985 0,84811 A
ES0414970204 CAIXABANK CABKSM 3 7/8 02/17/25 127,530 127,800 0,97649 0,95193 A
ES0413056047 BANCO MARE NOSTRUM SA BMARE 3 1/8 01/21/19 110,485 110,749 0,43664 0,37326
PTBB5JOE0000 BANCO BPI SA BPIPL 3 1/4 01/15/15 100,050 100,900 NR
PTBCSSOE0011 BANCO COMERC PORTUGUES BCPPL 3 3/4 10/08/16 104,890 105,130 0,76303 0,62267
PTBCUB1E0005 BANCO COMERC PORTUGUES BCPPL 4 3/4 06/22/17 109,150 109,450 0,81592 0,69542 NR
PTBLMVOE0011 NOVO BANCO SA NOVBNC 3 3/8 02/17/15 99,989 100,100 3,91465 -2,61878 NR
PTBSQDOE0020 BANCO SANTANDER TOTTA SA SANTAN 1 1/2 04/03/17 102,390 102,589 0,37627 0,28450
PTBSQEOE0029 BANCO SANTANDER TOTTA SA SANTAN 1 5/8 06/11/19 104,656 105,001 0,53384 0,45546
PTCGF11E0000 CAIXA GERAL DE DEPOSITOS CXGD 3 7/8 12/06/16 106,430 106,687 0,31870 0,18380 NR
PTCGHUOE0015 CAIXA GERAL DE DEPOSITOS CXGD 3 3/4 01/18/18 109,515 109,837 0,47694 0,37276
PTCGHAOE0019 CAIXA GERAL DE DEPOSITOS CXGD 3 01/15/19 109,546 109,852 0,53620 0,46186
PTCG2YOE0001 CAIXA GERAL DE DEPOSITOS CXGD 4 1/4 01/27/20 117,066 117,651 0,73288 0,62399 NR
Senior
ES0313860613 BANCO DE SABADELL SA SABSM 2 1/2 12/05/16 103,037 103,272 0,80567 0,67802 BB+
XS0875105909 BPE FINANCIACIONES SA POPSM 4 07/17/15 101,349 101,513 0,81406 0,44311
XS0993306603 BPE FINANCIACIONES SA POPSM 2 7/8 05/19/16 102,324 102,512 1,01554 0,86893
XS1017790178 BPE FINANCIACIONES SA POPSM 2 1/2 02/01/17 102,414 102,707 1,25318 1,10494
ES03136793B0 BANKINTER SA BKTSM 1 3/4 06/10/19 104,015 104,408 0,80163 0,71135 BBB-
ES0314100068 KUTXABANK SA KUTXAB 4.38 09/28/15 102,435 102,586 0,47987 0,24790
ES0314100076 KUTXABANK SA KUTXAB 4.4 03/01/16 104,091 104,269 0,48033 0,31726
ES0324244005 MAPFRE SA MAPSM 5 1/8 11/16/15 103,613 103,769 0,36373 0,16810 BBB+
ES0214977094 BANKIA SA BKIASM 0 01/25/16 99,228 99,754 1,05811 0,51112 BB
ES0214977144 BANKIA SA BKIASM 4 3/8 02/14/17 106,859 107,453 0,91251 0,62857 NR
ES0313307003 BANKIA SA BKIASM 3 1/2 01/17/19 107,959 108,352 1,40459 1,30638 BB
XS0503253345 BBVA SENIOR FINANCE SA BBVASM 3 1/4 04/23/15 100,578 100,640 0,26996 -0,03887 BBB
XS0531068897 BBVA SENIOR FINANCE SA BBVASM 3 7/8 08/06/15 101,716 101,797 0,30490 0,14283 BBB
XS0829721967 BBVA SENIOR FINANCE SA BBVASM 4 3/8 09/21/15 102,463 102,545 0,31242 0,18286 BBB
XS0901738392 BBVA SENIOR FINANCE SA BBVASM 3 1/4 03/21/16 103,175 103,273 0,36290 0,27661 BBB
XS0615986428 BBVA SENIOR FINANCE SA BBVASM 4 7/8 04/15/16 105,244 105,355 0,38314 0,29284 BBB
XS0872702112 BBVA SENIOR FINANCE SA BBVASM 3 3/4 01/17/18 109,572 109,770 0,45533 0,39141 BBB
XS1016720853 BBVA SENIOR FINANCE SA BBVASM 2 3/8 01/22/19 106,816 107,034 0,62064 0,56693 BBB
XS1022793951 SANTANDER INTL DEBT SA SANTAN 0 02/04/15 #N/A N/A NR
XS0491856265 SANTANDER INTL DEBT SA SANTAN 3 1/2 03/10/15 100,233 100,268 0,33843 -0,11879 BBB+
XS0981705618 SANTAN CONSUMER FINANCE SANTAN 1 5/8 04/23/15 100,250 100,295 0,33457 0,10674 BBB
XS0624668801 SANTANDER INTL DEBT SA SANTAN 4 1/2 05/18/15 101,100 101,162 0,30427 0,07847 BBB+
XS1049100099 SANTAN CONSUMER FINANCE SANTAN 1.15 10/02/15 100,506 100,596 0,35407 0,21418 BBB
XS0713861127 SANTANDER INTL DEBT SA SANTAN 3.381 12/01/15 102,437 102,531 0,33476 0,22098 BBB+
XS1016635580 SANTAN CONSUMER FINANCE SANTAN 1.45 01/29/16 101,023 101,133 0,38508 0,27193 BBB
XS0828735893 SANTANDER INTL DEBT SA SANTAN 4 5/8 03/21/16 104,670 104,767 0,37780 0,29358 BBB+
ES0313440143 BANCO ESPANOL DE CREDITO SANTAN 4.08 03/23/16 104,043 104,169 0,41943 0,30991 BBB+
XS0651159484 SANTAN CONSUMER FINANCE SANTAN 0 09/28/16 101,887 102,141 0,51061 0,35806 BBB
XS1046276504 SANTANDER INTL DEBT SA SANTAN 1 3/8 03/25/17 101,998 102,134 0,42397 0,36026 BBB+
XS0759014375 SANTANDER INTL DEBT SA SANTAN 4 03/27/17 107,533 107,687 0,42369 0,35457 BBB+
XS0544546780 SANTANDER INTL DEBT SA SANTAN 4 1/8 10/04/17 109,665 109,858 0,43925 0,37047 BBB+
XS0877984459 SANTANDER INTL DEBT SA SANTAN 4 01/24/20 116,051 116,375 0,69075 0,63000 BBB+
ES0340609009 CAIXABANK CABKSM 4 1/8 11/20/14 #N/A N/A NR
ES0340609140 CAIXABANK CABKSM 3 1/4 01/22/16 102,713 102,825 0,36905 0,25362 BBB
ES0340609215 CAIXABANK CABKSM 2 1/2 04/18/17 104,311 104,519 0,50684 0,41384 BBB
ES0340609199 CAIXABANK CABKSM 3 1/8 05/14/18 108,022 108,320 0,62483 0,53687 BBB
ES0314970239 FUNDACION BANCARIA CAIXA CAIXAB 2 3/8 05/09/19 104,637 105,111 1,24440 1,13253
PTBITIOM0057 BANCO COMERC PORTUGUES BCPPL 3 3/8 02/27/17 101,471 101,919 2,62344 2,40078 B+
PTBLMXOM0019 NOVO BANCO SA NOVBNC 3 7/8 01/21/15 #N/A N/A NR
PTBESWOM0013 NOVO BANCO SA NOVBNC 5 7/8 11/09/15 101,539 102,153 3,68957 2,87132 NR
PTBEQBOM0010 NOVO BANCO SA NOVBNC 6 7/8 07/15/16 102,595 103,860 4,91111 4,00407 NR
PTBEQKOM0019 NOVO BANCO SA NOVBNC 2 5/8 05/08/17 97,730 98,465 3,69749 3,34534 NR
PTBENJOM0015 NOVO BANCO SA NOVBNC 4 3/4 01/15/18 102,344 103,044 3,88517 3,63253 NR
PTBENKOM0012 NOVO BANCO SA NOVBNC 4 01/21/19 100,233 100,808 3,93389 3,77420 NR
PTCG32OM0004 CAIXA GERAL DE DEPOSITOS CXGD 8 09/28/15 104,166 105,008 1,28116 0,00617 BB-
PTCG25OM0029 CAIXA GERAL DE DEPOSITOS CXGD 5 5/8 12/04/15 103,622 104,346 1,11039 0,24289 BB-
Subordinados
ES0213860036 BANCO DE SABADELL SA SABSM 0 05/25/16 96,752 97,702 3,41520 2,65621 B
XS0268160768 CAM INTERNATIONAL SA SABSM 0 09/29/16 95,375 96,750 3,85429 2,97665 NR
ES0213860051 BANCO DE SABADELL SA SABSM 6 1/4 04/26/20 114,464 115,788 3,18585 2,93095 B
ES0213790001 BANCO POPULAR ESPANOL POPSM 0 12/22/19 99,244 100,663 3,82072 3,50477 CCC-
XS0550098569 BPE FINANCIACIONES SA POPSM 6.873 10/22/20 112,525 113,932 4,33684 4,07580 CCC-
ES0213679170 BANKINTER SA BKTSM 0 03/16/17 97,554 99,095 2,05785 1,30967 BB
ES0213679196 BANKINTER SA BKTSM 6 3/8 09/11/19 116,778 118,145 2,45356 2,16743 BB
ES0213679030 BANKINTER SA BKTSM 6 12/18/28 105,000 109,125 5,47353 5,06538
ES0214954135 CAJA ZARAGOZA ARAGON & R CAZAR 0 04/20/18 91,821 93,579 3,61604 3,01614 B
ES0214954150 CAJA ZARAGOZA ARAGON & R CAZAR 0 04/25/19 89,503 92,503 3,58071 2,78565 B
ES0214601017 CAJAS RURALES UNIDAS CAJARU 0 03/16/15 97,580 101,000 27,91864 -9,91410
ES0215316029 CAJAS RURALES UNIDAS CAJARU 0 11/23/15 96,833 98,313 5,06237 3,12253
ES0224244063 MAPFRE SA MAPSM 5.921 07/24/37 108,540 109,421 2,14311 2,09350 BBB-
ES0213307004 BANKIA SA BKIASM 4 05/22/24 99,127 99,820 3,85082 3,75997 B-
XS1033661866 BANCO BILBAO VIZCAYA ARG BBVASM 7 12/29/49 102,874 103,483 6,39189 6,34886
XS1055241373 BBVA SUB CAPITAL UNIPERS BBVASM 3 1/2 04/11/24 104,984 105,366 2,55007 2,50394 BB+
XS0301810262 SANTANDER ISSUANCES SANTAN 0 05/29/19 97,881 98,588 1,35576 1,18708 BBB-
XS0989061345 CAIXABANK CABKSM 5 11/14/23 108,261 108,740 3,49011 3,42851 BB+
Preferentes
XS0979444402 BANCO POPULAR ESPANOL SA POPSM 11 1/2 10/29/49 116,158 117,544 9,57858 9,45857
XS0457228137 BBVA INTL PREF UNIPERSON BBVASM 0 10/29/49 100,000 100,000 B+
XS0202774245 SANTANDER FIN PFD SA UNI SANTAN 5 3/4 10/29/49 101,198 102,000 5,67072 5,61856 BB-
DE000A0DE4Q4 BANCO ESPANOL DE CREDITO SANTAN 5 1/2 11/29/49 100,707 101,617 5,45389 5,39598 BB-
DE000A0DEJU3 BANCO ESPANOL DE CREDITO SANTAN 0 10/29/49 70,125 72,000 1,13242 1,10289 BB-
XS0202197694 SANTANDER FIN PFD SA UNI SANTAN 0 09/29/49 69,917 71,917 1,02785 0,99924 BB-
XS1043535092 BANCO SANTANDER SA SANTAN 6 1/4 03/12/49 99,691 100,295 5,86903 5,82752
XS1107291541 BANCO SANTANDER SA SANTAN 6 1/4 09/11/49 99,454 100,081 6,09857 6,05456
XS0283629946 GENERALI FINANCE BV ASSGEN 5.479 12/29/49 104,966 105,712 2,26697 2,23556 BB+
XS0256975458 GENERALI FINANCE BV ASSGEN 5.317 06/29/49 103,914 104,526 2,17850 2,15296 BB+
XS0223454512 BANCA POPOLARE LODI TRST BPIM 6.742 06/29/49 100,267 101,117 5,42144 5,36567
XS0304963373 BANCO POPOLARE SCARL BPIM 6.756 06/29/49 97,483 99,035 2,53814 2,46437 NR
XS0371711663 INTESA SANPAOLO SPA ISPIM 8.047 06/29/49 113,363 114,214 4,12744 4,08133 B+
XS0456541506 INTESA SANPAOLO SPA ISPIM 8 3/8 10/29/49 118,644 119,532 6,12854 6,07201 B+
XS0545782020 INTESA SANPAOLO SPA ISPIM 9 1/2 10/29/49 108,565 109,274 7,33734 7,28363 B+
XS0372300227 BANCA POPOLARE DI MILANO PMIIM 9 06/29/49 108,114 109,772 6,34664 6,22702 CCC-
XS0527624059 UNICREDIT SPA UCGIM 9 3/8 07/29/49 116,523 117,422 7,00903 6,94436 B+
XS1107890847 UNICREDIT SPA UCGIM 6 3/4 09/29/49 99,297 99,947 6,59187 6,54342
XS0231436238 UNICREDITO ITAL CAP TRST UCGIM 4.028 10/29/49 99,856 100,747 1,89204 1,85621 B+
XS1055037177 CREDIT AGRICOLE SA ACAFP 6 1/2 04/29/49 104,916 105,569 5,47973 5,43805 BB
XS0203470157 AXA SA AXASA 0 10/29/49 69,438 70,549 1,03548 1,01915 BBB